Posted by
Joseph Wang-2 on
URL: http://quantlib.414.s1.nabble.com/Displaying-asymmetric-data-Integrating-QuantLib-and-python-tp9164.html
I'm starting to get "hello world" results with mayavi. I was able to
calculate option prices in QuantLib and plot the surfaces using tvtk.
A few questions:
1) I'm trying to do a three dimension plot in which the x, y, z axes are not
symmetric (i.e. x and y are percentages and z is in dollars). What is the
easiest way of doing that.
2) I'm using vectorize to vectorize a python function that makes a call to
C++. However it doesn't seem to have function attributes available.
Thoughts on how to do that?
3) I'd like to make the impedance mismatch between things like QuantLib arrays
and numpy arrays as seemless as possible. Any words of wisdom on how to do
this?
4) The thought occurs that we can get pretty nice interactivity by somehow
using Python traits with the QuantLib quote object. Python traits (which
have nothing to do with C++ traits) are extended attributes of a python
object which can be connected to a UI and take care of things like
notification processing. The QuantLib quote object is a container for a
quantity that could change.
The idea would be to somehow wrapper the Quote object with Python traits,
which would allow one to interactively control things like interest rates and
see how that affects surfaces.
I should have more neat plots in the next week or so.
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Joseph Wang Ph.D. -
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China Derivatives Researcher and Software Developer - QuantLib
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