---
name: mkurman/quantlib-python
source: https://app.decimal.ai/s/mkurman-quantlib-python@1/SKILL.md
source_sha256: 5f1984578b73
---

## 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/)