Quantlib Gsr model for python

Posted by troos222 on
URL: http://quantlib.414.s1.nabble.com/Quantlib-Gsr-model-for-python-tp16373.html

Hi all,

I have installed quantlib (1.4) for python by downloading the binary from here: http://www.lfd.uci.edu/~gohlke/pythonlibs/

It all works fine, except the module does not seem to contain any functions related to the Gsr model (which should be available in v1.4 according to the version history (http://quantlib.org/reference/history.html)).

Anybody have any advice on how I can get the Gsr model for python? Ideally I would like to install a binary rather than compile the library myself.

Thanks,
Tom