Re: [Quantlib-users] XML or JSON interface

[Jean-Philippe G. (<jph...@gm...> <jph...@gm...>]

Thanks Josep. This is very helpful as it is very close to what I would like.
Sorry I am very new with C++ and Cmake. I tried to google a bit but so far
it's beyond my understanding.

I have an issue building quantraserver with "C1083: cannot open include
file: 'ql/quantlib.hpp': No such file or directory'.
Where do I put the information about Quantlib directory ?

Best,
JP

On Mon, Sep 21, 2020 at 1:59 AM Josep Rubió <jos...@gm...> wrote:

> 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
>>>
>>
>>
>>
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>