Re: How could I use SVIInterpolation in Quantlib python?

Posted by Luigi Ballabio on Jun 29, 2017; 8:15am
URL: http://quantlib.414.s1.nabble.com/How-could-I-use-SVIInterpolation-in-Quantlib-python-tp18362p18369.html

Hello,

    QuantLib is written in C++ and then exported to Python, so a model written in Python won't be able to be integrated with the library.

Luigi

On Wed, Jun 28, 2017 at 6:40 PM Malik Arif <[hidden email]> wrote:

Hi All,

I have already worked on garch model and have developed model in Excel. Now if I want to do same thing in python

 and then how can I integrate it with quantlib library?

Can you please help with that as I am new to Quantlib.

Thanks & Regards

Aarif Malik

On Wed, Jun 28, 2017 at 8:47 AM, Ruilong Xu <[hidden email]> wrote:

Hello,

    there are lots of things which are not wrapped in Python, because adding
them is a manual process.

please see here :
http://quantlib.10058.n7.nabble.com/Garch11-in-QuantLib-Python-td18353.html



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