How to implement convenient Python bindings to C++
Konstantin Bespalov - a year ago
At Deutsche Bank Technology Centre, we have a pricing library written in C++ which our quants wanted to use from Python for research and development purposes. In order to give them such access, we have made a Python interface for that library. During my report on the topic, I will cover the tools available for implementation of such integration like ctypes, Python/C API, pybind. Their pros and cons will be considered, and I will show which tool we chose and how we made our interop convenient for usage, including from IDE like PyCharm.
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