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Please excuse me for the noob question! 😉
If even possible, I wonder how you would schematically layout and build a wrapper to python in “similar fashion” as QuantLib-SWIG and how painful that would be.
And also if any interest lies in moving into that direction or if you already have open sourcing it?//Phillip
Hi Phillip,
We don’t have a Python wrapper no. I would imagine the QL-SWIG approach should work but the total API is rather large so it would be a big undertaking.
Regards,
Niall.
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