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From: Josep R. <jos...@gm...> - 2020-09-21 00:59:55
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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 >> _______________________________________________ >> QuantLib-users mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> > > > > Brokerage services offered through Exos Securities LLC, member of SIPC > <http://www.sipc.org/> / FINRA <http://www.finra.org/>. For important > disclosures, click here <https://www.exosfinancial.com/disclosures>. > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users > |