Python - pickling quantlib objects?

Posted by Matthew Gline on Dec 02, 2012; 4:53pm
URL: http://quantlib.414.s1.nabble.com/Python-pickling-quantlib-objects-tp13769.html

Hello all,

I have a general question for anyone out there who is using QuantLib in Python:

SWIG objects are, as I understand them, by nature not pickleable. This doesn't matter for day-to-day use of the library but it creates some issues when trying to build something more robust around it: it's difficult to store QuantLib objects in databases, etc.

Has anyone encountered this issue / found a workaround for it? Obviously one solution is to store all of the inputs required to create the objects, but this is a fairly expensive workaround if you're dealing with a sizable number of curves or instruments... Does anyone know if the PyQL bindings that use Cython result in pickleable objects?

Thanks all,

--Matt

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