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Things and thoughts

PyQL : a new set of Python wrappers for QuantLib. March 23, 2012. We are happy to announce the release of PyQL [1], a new set of Python wrappers for QuantLib. The project is available here :. URL: http:/ github.com/enthought/pyql. Authors: Didrik Pinte, Enthought and Patrick Henaff, IAE Paris. Why another set of Python wrappers for QuantLib? The SWIG wrappers provide a very good coverage of the library but have. A number of pain points:. No docstring or function signature available on the Python side.

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PyQL : a new set of Python wrappers for QuantLib. March 23, 2012. We are happy to announce the release of PyQL [1], a new set of Python wrappers for QuantLib. The project is available here :. URL: http:/ github.com/enthought/pyql. Authors: Didrik Pinte, Enthought and Patrick Henaff, IAE Paris. Why another set of Python wrappers for QuantLib? The SWIG wrappers provide a very good coverage of the library but have. A number of pain points:. No docstring or function signature available on the Python side.

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Things and thoughts | dpinte.wordpress.com Reviews

https://dpinte.wordpress.com

PyQL : a new set of Python wrappers for QuantLib. March 23, 2012. We are happy to announce the release of PyQL [1], a new set of Python wrappers for QuantLib. The project is available here :. URL: http:/ github.com/enthought/pyql. Authors: Didrik Pinte, Enthought and Patrick Henaff, IAE Paris. Why another set of Python wrappers for QuantLib? The SWIG wrappers provide a very good coverage of the library but have. A number of pain points:. No docstring or function signature available on the Python side.

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Building Quantlib Python bindings (32bit) on MacOSX | Things and thoughts

https://dpinte.wordpress.com/2010/12/30/building-quantlib-python-bindings-32bit-on-macosx

Building Quantlib Python bindings (32bit) on MacOSX. I needed to use Quantlib with Traits on MacOSX. As the Traits backends are not available in 64bit on MacOSX with EPD, I had to build a 32bit version of Quantlib and the related swig bindings to make it work. By default, Quantlib will be built in 64bit mode and you will get the following warning when building the Python swig bindings using a 32bit Python installation (python setup.py build):. Expected in: flat namespace. 2 Build the swig bindings:.

2

NumPy performance improvement with the MKL | Things and thoughts

https://dpinte.wordpress.com/2010/01/15/numpy-performance-improvement-with-the-mkl

NumPy performance improvement with the MKL. After the relase of EPD 6.0. Now linking numpy agains the Intel MKL library. 102), I wanted to have some insight about the performance impact of the MKL usage. What impact does the MKL have on numpy performance? I have very roughly started a basic benchmark comparing EPD 5.1. With EPD 6.0. The former is using numpy 1.3 with BLAS and the latter numpy 1.4 with the MKL. I am using a Thinkpad T60 with an Intel dual-core 2Ghz CPU running Windows 32bit. Def test svd(...

3

January | 2011 | Things and thoughts

https://dpinte.wordpress.com/2011/01

Building MacVim with full Python EPD support. January 2, 2011. If you want to use the :python or :pyfile commands or the omnicompletion plugin of Vim on a Mac with EPD, you will most probably want to recompile it with the Python support linked on the EPD instllation in place of the Mac Python. Here are the steps to follow (done on the latest stable 7.3 sources):. Then configure it to use the EPD installation. If your PATH is update to point to EPD, it is straightforward :. Then calling make will result i...

4

Surface plots using a 4th parameter for colormap in Mayavi | Things and thoughts

https://dpinte.wordpress.com/2010/03/30/4d-surface-plots-in-mayavi

Surface plots using a 4th parameter for colormap in Mayavi. Playing with Mayavi, I wanted to find an easy way to use the colormap in an mlab.surf() call to display of fourth dimension. It is a very nice way to explore datasets. The image here below shows an option valuation tool that overlays the Black and Scholes call delta value on top of the surface made using the strikes, time to expiry and Black and Scholes call value. How can you do it? Here is the easy way to do it : you need to build the exact sa...

5

Interfacing ta-lib with Python using Cython : moving average function example | Things and thoughts

https://dpinte.wordpress.com/2010/04/22/interfacing-ta-lib-with-cython

Interfacing ta-lib with Python using Cython : moving average function example. Following up on my previous post about how Cython could be used to improve the performance, I wanted to show how easy it is to interact with a C library. Here is the example of ta-lib. My first attempt is to create a Python interface to the moving average function of ta-lib (ta func.h):. All I need to do is writing a Cython pyx file :. Cython interface to the ta-lib TA MA function Author : Didrik Pinte dpinte@enthought.com...

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Things and thoughts

PyQL : a new set of Python wrappers for QuantLib. March 23, 2012. We are happy to announce the release of PyQL [1], a new set of Python wrappers for QuantLib. The project is available here :. URL: http:/ github.com/enthought/pyql. Authors: Didrik Pinte, Enthought and Patrick Henaff, IAE Paris. Why another set of Python wrappers for QuantLib? The SWIG wrappers provide a very good coverage of the library but have. A number of pain points:. No docstring or function signature available on the Python side.

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