lib-quantliblisted

The only broadly-permissive, mature, full-coverage derivatives library in Python, whose global evaluationDate returns an NPV of exactly 0.0 with no warning once it is past expiry. TRIGGER - QuantLib, "import QuantLib as ql", QuantLib-SWIG, QuantLib-Python, Settings.instance(), evaluationDate, ql.Date, YieldTermStructureHandle, VanillaOption, AmericanExercise, QdFpAmericanEngine, FdBlackScholesVanillaEngine, BinomialVanillaEngine, BaroneAdesiWhaleyApproximationEngine, SABRInterpolation, SviSmileSection, thetaPerDay, "NPV is zero". Memory is stale on packaging and engine names - it is at 1.43 and ships 26 wheels but no sdist. SKIP for vanilla European IV and Greeks in pure Python (lib-vollib). SKIP for choosing between libraries, or when no library is named - the domain skill's job.
howard-lynn-ye/fin-skills · ★ 1 · AI & Automation · score 77

Install: claude install-skill howard-lynn-ye/fin-skills

# QuantLib-Python The only broadly-permissive, mature, full-coverage derivatives library in Python — everything else in this domain is narrow, copyleft, or not open source. | | | |---|---| | pip / import | **`QuantLib`** / `QuantLib` (conventionally `import QuantLib as ql`) | | Version | **1.43** (2026-07-14) · 31 releases, first `1.16.1` on 2019-08-31 | | Licence | **BSD-3-Clause** — GitHub says `NOASSERTION`; the custom BSD-derived text confuses the detector | | Status | ✅ **actively maintained** — `lballabio/QuantLib` 7,573★, pushed 2026-09-03, 27 open issues; `QuantLib-SWIG` 399★, pushed 2026-09-01 | ## The trap that costs you money 🚨 **`ql.Settings.instance().evaluationDate` is a global, and moving it past an instrument's expiry returns NPV exactly `0.0` — silently.** No warning, no exception; reproduced live. Set it before constructing anything and **assert it is where you think it is**: a zero NPV in a book of thousands of positions reads as "worthless option", not "wrong date". ## Packaging: wheel-or-nothing, and two names ✅ **The "QuantLib is a nightmare to install" advice is obsolete.** 1.43 ships **26 wheels** — `cp39-abi3` (one wheel covers 3.9+) plus `cp313t`/`cp314t` free-threaded builds, for win_amd64, macOS, manylinux_2_28 and musllinux_1_2. 🚨 **But there is NO sdist at all**: `pip install QuantLib` is wheel-or-nothing, a **hard failure** anywhere else. 🚨 **`QuantLib-Python` on PyPI is frozen at 1.18 (2020-03-23) and is an empty forwarder** — summary