Python wrapper examples for ORE libraries and QuantLib.
Official readme: readme.md
AmericanSwaption, AmericanSwaption_NonStandard, Ascot, BalanceGuaranteedSwap, BermudanSwaption, BermudanSwaption_NonStandard, Bond, BondOption, BondRepo, BondTRS, CBO, CMS, CMSSpread, CapFloor, CapFlooredAverageBMACouponLeg, CapFlooredAverageONIndexedCouponLeg, CapFlooredIborLeg, CapFlooredOvernightIndexedCouponLeg, CappedFlooredCpiLegCashFlows, CappedFlooredCpiLegCoupons, CommodityAveragePriceBarrierOption, CommodityAveragePriceOption, CommodityForward, CommodityOption, CommodityOptionAmerican, CommodityOptionEuropeanCS, CommodityOptionForward, CommoditySpreadOption, CommoditySwap, CommoditySwaption, CommodityVarianceSwap, ConvertibleBond, CpiCapFloor, CreditDefaultSwap, CrossCurrencySwap, DurationAdjustedCMS, EquityAsianOptionArithmeticPrice, EquityAsianOptionArithmeticStrike, EquityBarrierOption, EquityCliquetOption, EquityDigitalOption, EquityDoubleBarrierOption, EquityEuropeanCompositeOption, EquityForward, EquityOption, EquityOptionAmerican, EquityOptionEuropeanCS, EquityOutperformanceOption, EquityTouchOption, EquityVarianceSwap, EuropeanSwaption, EuropeanSwaption_NonStandard, FlexiSwap, FormulaBasedCoupon, ForwardBond, FxAsianOptionArithmeticPrice, FxAsianOptionArithmeticStrike, FxBarrierOption, FxDigitalBarrierOption, FxDigitalOption, FxDigitalOptionEuropeanCS, FxDoubleBarrierOption, FxDoubleTouchOption, FxForward, FxOption, FxOptionAmerican, FxOptionEuropeanCS, FxOptionForward, FxTouchOption, FxVarianceSwap, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption, QuantoEquityOption, RiskParticipationAgreement_Structured, RiskParticipationAgreement_TLock, RiskParticipationAgreement_Vanilla, RiskParticipationAgreement_Vanilla_XCcy, ScriptedTrade, SensiTrade, Swap, SyntheticCDO, YYCapFloorSwapBermudanSwaption, Bond, BondOption, BondTRS, CMS, CMSSpread, CMS_DEACTIVATED, CPICapFloor, CapFloor, CapFlooredIborLeg, CapFlooredYYLeg, CappedFlooredCpiLegCashFlows, CappedFlooredCpiLegCoupons, CommodityAveragePriceOption, CommodityForward, CommodityOption, CommoditySwap, CommoditySwaption, CpiCapFloor, CreditDefaultSwap, CreditDefaultSwapOption, CrossCurrencySwap, EquityForward, EquityOption, EquityOptionAmerican, EuropeanSwaption, ForwardBond, FxForward, FxOption, FxOptionAmerican, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption, Swap, SyntheticCDO, YYCapFloorBermudanSwaption, Bond, BondOption, BondTRS, CMS, CMSSpread, CMS_DEACTIVATED, CPICapFloor, CapFloor, CapFlooredIborLeg, CapFlooredYYLeg, CappedFlooredCpiLegCashFlows, CappedFlooredCpiLegCoupons, CommodityAveragePriceOption, CommodityForward, CommodityOption, CommoditySwap, CommoditySwaption, CpiCapFloor, CreditDefaultSwap, CreditDefaultSwapOption, CrossCurrencySwap, EquityForward, EquityOption, EquityOptionAmerican, EuropeanSwaption, ForwardBond, FxForward, FxOption, FxOptionAmerican, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption, Swap, SyntheticCDO, YYCapFloorBermudanSwaption, CMS, CapFlooredIborLeg, CrossCurrencySwap, FxOption, MultiLegOption, SwapBermudanSwaption, Bond, BondOption, BondTRS, CMS, CMSSpread, CMS_DEACTIVATED, CPICapFloor, CapFloor, CapFlooredIborLeg, CapFlooredYYLeg, CappedFlooredCpiLegCashFlows, CappedFlooredCpiLegCoupons, CommodityAveragePriceOption, CommodityForward, CommodityOption, CommoditySwap, CommoditySwaption, CpiCapFloor, CreditDefaultSwap, CreditDefaultSwapOption, CrossCurrencySwap, EquityForward, EquityOption, EquityOptionAmerican, EuropeanSwaption, ForwardBond, FxForward, FxOption, FxOptionAmerican, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption, Swap, SyntheticCDO, YYCapFloorBermudanSwaption, CMS, CapFlooredIborLeg, CrossCurrencySwap, FxOption, MultiLegOption, SwapBermudanSwaption, Bond, BondOption, BondTRS, CMS, CMSSpread, CMS_DEACTIVATED, CPICapFloor, CapFloor, CapFlooredIborLeg, CapFlooredYYLeg, CappedFlooredCpiLegCashFlows, CappedFlooredCpiLegCoupons, CommodityAveragePriceOption, CommodityForward, CommodityOption, CommoditySwap, CommoditySwaption, CpiCapFloor, CreditDefaultSwap, CreditDefaultSwapOption, CrossCurrencySwap, EquityForward, EquityOption, EquityOptionAmerican, EuropeanSwaption, ForwardBond, FxForward, FxOption, FxOptionAmerican, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption, Swap, SyntheticCDO, YYCapFloorScriptedTradeBermudanSwaption, CMS, CapFlooredIborLeg, CrossCurrencySwap, FxOption, MultiLegOption, ScriptedTrade, SwapSwapSwapScriptedTradeBalanceGuaranteedSwap, BermudanSwaption, Bond, BondTRS, CMS, CMSSpread, CMS_DEACTIVATED, CapFloor, CapFlooredIborLeg, CommodityAveragePriceOption, CommodityForward, CommodityOption, CommoditySwap, CommoditySwaption, CreditDefaultSwap, CrossCurrencySwap, EquityAsianOptionArithmeticPrice, EquityAsianOptionArithmeticStrike, EquityForward, EquityOption, EquityOptionAmerican, EquityVarianceSwap, EuropeanSwaption, FlexiSwap, FormulaBasedCoupon, ForwardBond, FxAsianOptionArithmeticPrice, FxAsianOptionArithmeticStrike, FxBarrierOption, FxDigitalBarrierOption, FxDigitalOption, FxDoubleBarrierOption, FxDoubleTouchOption, FxForward, FxOption, FxOptionAmerican, FxTouchOption, FxVarianceSwap, IndexCreditDefaultSwap, IndexCreditDefaultSwapOption, QuantoEquityOption, RiskParticipationAgreement_Structured, RiskParticipationAgreement_Vanilla, ScriptedTrade, SensiTrade, Swap, SyntheticCDO, VarianceSwap, YYCapFloorMyInstrument, ScriptedTrade, SwapBermudanSwaption, Bond, CMS, CMSSpread, CMS_DEACTIVATED, CapFloor, CapFlooredIborLeg, CommodityForward, CommodityOption, CreditDefaultSwap, CrossCurrencySwap, EquityForward, EquityOption, EuropeanSwaption, FxForward, FxOption, Swap, YYCapFloor