Home / Other tools
PyQL
Cython wrappers for the QuantLib pricing library
What it is
A set of Cython wrappers built on top of QuantLib, providing Python access to financial instrument and pricing functionality. The library currently focuses on useful, simple objects such as Date and Calendar, and may be extended to more complex wrappers as needed. It supports Python 2 and 3 and requires QuantLib version 1.5 or higher, making it a fit for developers who want QuantLib functionality from Python. Documentation is admittedly rough, so users should expect to rely on the source code and the rendered docs for guidance.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | Python / C++ |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 3 months ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +3 over the period, now 1,344. Gaps mean no snapshot was taken that day.
QuantLib's Python port.
Similar tools
Open-source C++ framework for quantitative finance
Quantitative finance library written in Rust
Jupyter notebooks companion to Machine Learning for Trading
Portfolio analytics and performance tear sheets for quants
Goldman Sachs Python toolkit for derivatives and risk
High-performance TensorFlow library for quantitative finance