quantlib-derivatives
by community
Description
通过 SWIG 绑定调用 QuantLib 引擎,完成期权、互换、债券等金融衍生品的定价计算,支持美式期权有限差分法和篮子价差期权等多资产策略验证。 触发场景:(1) 用户要用 Python 快速计算美式期权和量子期权的公允价格;(2) 用户要对三资产篮子价差期权进行定价验证和相关性分析;(3) 用户要计算固定利...
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