Re: [Quantlib-users] XML or JSON interface

[Josep R. <jos...@gm...>]

https://quantra.io/ is an initial implementation of a REST wrapper for
QuantLib. You can either use it online or download the sources. It can
price bonds, swaps, options and create curves. I have not worked on it for
a while and the API docs are missing the options part, but if you would
need to add something let me know and I could spend some time on it.

Josep

On Sun, Sep 20, 2020, 17:13 Philippe Hatstadt <
phi...@ex...> wrote:

> You may want to  look into ORE (Quaternion) which is an open source QL
> extension.
> They use XML for certain aspects of the trilogy of mkt data+transaction
> data+static data.
>
> Philippe Hatstadt
>
>
> On Sun, Sep 20, 2020 at 5:25 PM Jean-Philippe Guichard (
> jph...@gm...) <jph...@gm...> wrote:
>
>> Hello,
>>
>> I am quite new to quantlib and I was wondering if there was a xml
>> interface of quantlib to describe the market data, payoffs, models for each
>> underlier, pricing methodology, pricing command ?
>>
>> With this xml description (or json), Quantlib would be able to read the
>> xml and finds all the information needed to:
>> - book the payoff
>> - associate the pricing engine to each payoff
>> - associate the stochastic process to the underlier
>> - set the fixing
>> - calibrate the curve
>> - calibrate the model
>> and I would only need to modify in a text editor the xml file [changing
>> the underlying level, the volatility, the payoff] to see the results
>> instead of having to go through the quite complex cpp implementation of
>> quantlib.
>>
>> Best,
>> Jean-Philippe
>> _______________________________________________
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>>
>
>
>
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