Installation

Compatibility

  • Python: 3.10, 3.11, 3.12, 3.13

  • QuantLib: 1.41+

  • Platforms: Windows, macOS, Linux

PyQuantLib

QuantLib

Notes

0.1.0 – 0.6.0

1.40, 1.41

Built and tested against 1.40; verified compatible with 1.41

0.7.0+

1.41+

Requires 1.41 (uses MultiCurve/GlobalBootstrap API)

PyQuantLib provides comprehensive bindings for QuantLib, covering time handling, term structures, instruments, pricing engines, stochastic processes, models, finite-difference methods, Monte Carlo infrastructure, and more. See the API Reference for the full list.

Note

Check versions at runtime: ql.__version__ (PyQuantLib) and ql.QL_VERSION (QuantLib).

Install from PyPI

pip install pyquantlib

Pre-built wheels are available for Python 3.10–3.13 on Linux (x86_64), macOS (ARM), and Windows (x64). QuantLib is statically linked – no separate installation required.

Install from Source

To install the latest development version from GitHub, QuantLib must first be built as a static library with std::shared_ptr support. See Building from Source for detailed build instructions.

Important

Pre-built QuantLib packages (Homebrew, vcpkg, apt) are not compatible. QuantLib must be built from source.

pip install git+https://github.com/quantales/pyquantlib.git

Development Install

git clone https://github.com/quantales/pyquantlib.git
cd pyquantlib

python -m venv venv
source venv/bin/activate  # or venv\Scripts\activate on Windows

pip install -r requirements-dev.txt
pip install -e .

Verify

python -c "import pyquantlib as ql; print(f'PyQuantLib {ql.__version__} (QuantLib {ql.QL_VERSION})')"

Next Steps