Projects
Some of the projects I have worked on
PyQL
QuantLib is an open source option pricing library written in C++. There exist python bindings for Quantlib via the official SWIG bindings. PyQL is a seperate open source project with the goal of providing python bindings for Quantlib using Cython. As with other Cython-based projects, this approach allows greater flexibility and performance than the SWIG-based bindings.
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