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PyRoss is an open-source Python library that offers an integrated platform for inference, prediction and optimisation of NPIs in age- and contact-structured epidemiological compartment models. This report outlines the rationale and functionality of the PyRoss library, with various illustrations and examples focusing on well-mixed, age-structured populations. The PyRoss library supports arbitrary structured models formulated stochastically (as master equations) or deterministically (as ODEs) and allows mid-run transitioning from one to the other. By supporting additional compartmental subdivision ad libitum, PyRoss can emulate time-since-infection models and allows medical stages such as hospitalization or quarantine to be modelled and forecast. The PyRoss library enables fitting to epidemiological data, as available, using Bayesian parameter inference, so that competing models can be weighed by their evidence. PyRoss allows fully Bayesian forecasts of the impact of idealized NPIs by convolving uncertainties arising from epidemiological data, model choice, parameters, and intrinsic stochasticity. Algorithms to optimize time-dependent NPI scenarios against user-defined cost functions are included. PyRoss's current age-structured compartment framework for well-mixed populations will in future reports be extended to include compartments structured by location, occupation, use of travel networks and other attributes relevant to assessing disease spread and the impact of NPIs. We argue that such compartment models, by allowing social data of arbitrary granularity to be combined with Bayesian parameter estimation for poorly-known disease variables, could enable more powerful and robust prediction than other approaches to detailed epidemic modelling. We invite others to use the PyRoss library for research to address today's COVID-19 crisis, and to plan for future pandemics.