enthought/pyql — pull request #36 by phenaff (2014-01-11 00:01:46+00:00)
Title: WIP: Feature/market

Work in progress: initial implementation of a Market class in PyQL.

A market class contains all the parameters (day count conventions, yield definitions, payment frequencies, calendars) specific to a market segment (US Treasuries, Euribor Swap market, etc).
The provides a dramatic reduction in the number of parameters that the user has to specify to perform a calculation.

See short demo in quantlib/market/market.py

To Do:
- Consistent implementation of "from_name" constructors as class methods
- Also, translation functions from names to enumerated types
- Clean up code: ex: multiple implementations of python <-> QL date converters

Feedback appreciated