QuantLib 衍生品定价
QuantLib 衍生品定价：通过 SWIG 绑定调用 QuantLib 引擎，完成期权、互换、债券等金融衍生品的定价计算，支持美式期权有限差分法和篮子价差期权等多资产策略验证。 含 15 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
33 条不可违反的约束
WHENWhen building SWIG bindings for QuantLib
ACTIONuse QuantLib version 1.42 or higher
CONSEQUENCESWIG interface compilation will fail with a hard error at ql.i:34 if QuantLib version is below 1.42, preventing any binding generation for the target language
WHENWhen running QuantLib-SWIG in JVM or .NET environments
ACTIONenable QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN in QuantLib C++ compilation
CONSEQUENCEAsync garbage collectors in JVM/.NET will cause spurious crashes or pure virtual function calls when the observer pattern is accessed during GC pauses
WHENWhen exposing Python-specific wrappers in SWIG
ACTIONguard Python-only code with #if defined(SWIGPYTHON) preprocessor directives
CONSEQUENCEPython-specific code like PyObserver will cause compilation failures when building Java, C#, R, or Scala bindings without proper language guards
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