I got a hello world plot that interfaces QuantLib with tvtk
I was wondering if there are any volumetric quantities in QuantLib that would
be worth ploting?
Running with ipython -wthread
import scipy
import numpy
import QuantLib
# prepare some interesting function:
surface = QuantLib.TestSurface()
x = scipy.arange(-7., 7.05, 0.1)
y = scipy.arange(-5., 5.05, 0.1)
# 3D visualization of f:
from enthought.tvtk.tools import mlab
fig = mlab.figure()
s = mlab.SurfRegular(x, y, scipy.vectorize(lambda x, y:surface(x,y)))
fig.add(s)
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Joseph Wang Ph.D. -
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China Derivatives Researcher and Software Developer - QuantLib
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