Getting started with Quantlib and Python

Installing Quantlib: This process became surprisingly easy since I last revisited Quantlib. Nowadays, in Anaconda (, just running

pip install QuantLib-Python

will get the job done.

Quantlib cookbook: Luigi Ballabio and Goutham Balaraman wrote a rather nice book to get started with QuantLib in Python. You can get it here at a price point that suits you (starting at 5$, with a suggested price of 30$), including the iPython notebooks with examples for download:

Expected Exposure Calculation in Python: Matthias Groncki has a nice example for an expected future exposure calculation in Quantlib on his website:

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