quantlib-python
$
npx mdskill add mkurman/zorai/quantlib-pythonPrice and analyze complex financial instruments with QuantLib.
- Calculate yields, risks, and valuations for bonds, options, and swaps.
- Integrates with Python libraries for Monte Carlo and yield curve modeling.
- Executes pricing logic using QuantLib's fixed-rate and derivative classes.
- Outputs numerical results formatted for financial analysis and reporting.
SKILL.md
.github/skills/quantlib-pythonView on GitHub ↗
---
name: quantlib-python
description: "QuantLib Python bindings for quantitative finance. Pricing and risk analytics for fixed income, equity, FX, credit derivatives, and structured products. Yield curves, options, swaps, bonds, and Monte Carlo simulation."
tags: [quantitative-finance, derivatives, options, fixed-income, risk-management, quantlib, zorai]
---
## Overview
QuantLib Python provides pricing and risk analytics for fixed income, equity, FX, and credit derivatives. Covers yield curves, options, swaps, bonds, caps/floors, swaptions, and structured products. The standard open-source quantitative finance library used by banks, hedge funds, and fintech.
## Installation
```bash
uv pip install QuantLib-Python
```
## Bond Pricing
```python
import QuantLib as ql
ql.Settings.instance().evaluationDate = ql.Date(15, 6, 2024)
schedule = ql.Schedule(
ql.Date(15, 6, 2023), ql.Date(15, 6, 2028),
ql.Period(ql.Semiannual),
ql.UnitedStates(ql.UnitedStates.GovernmentBond),
ql.Unadjusted, ql.Unadjusted,
ql.DateGeneration.Backward, False)
bond = ql.FixedRateBond(2, 100.0, schedule, [0.05], ql.ActualActual())
ytm = bond.bondYield(95.0, ql.ActualActual(), ql.Compounded, ql.Semiannual)
print(f"YTM: {ytm:.4%}")
```
## References
- [QuantLib docs](https://www.quantlib.org/)
- [QuantLib-Python](https://quantlib-python-docs.readthedocs.io/)