Metadata-Version: 2.4
Name: RiskQuantLib
Version: 0.3.10
Summary: RiskQuantLib is a QuantLib derivative to evaluate risk.
Home-page: https://riskquantlib-doc.readthedocs.io/en/latest/index.html
Author: Syuya_Murakami
Author-email: wxy135@mail.ustc.edu.cn
Project-URL: Bug Tracker, https://github.com/SyuyaMurakami/RiskQuantLib
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.8
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: QuantLib
Requires-Dist: windget==0.0.7
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# RiskQuantLib
RiskQuantLib is a derivative of Quantlib, a famous quantitative library of financial engineering. Unlike QuantLib, however, RiskQuantLib is a scaffolding of financial analysis. RiskQuantLib provides default class of financial instruments and allows you to create new classes you want automatically, given the inheritance rules and other information. It also provides automation building tools to add attributes to classes automatically.

You can read the document on https://riskquantlib-doc.readthedocs.io/en/latest/index.html
