I have been playing around with QuantLib in Python and have been struggling with couple of simple tasks I would like to share and hopefully get help from the community
The fact that it's c++ in the background makes any simple debugging exercises quite hard
Example: I created a simple BlackScholesMertonProcess, I couldn't find a way to look into the interest rate, dividendyield or volatility used to create that process.
another simple case, I created a ql.VanillaOption, priced greeks with a BlackScholesMertonProcess. I don't know the conventions used and can't find any docs explaining this. Delta seems to be dV/dS, vega [V(sig+1)-V(sig)]/1, gamma I couldn't figure out etc