Re: [Quantlib-users] XML or JSON interface

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

Hello Jean-Philippe,

I think it would be easier if you use Docker. In any case I will try to
update the README with the installation instructions to make it easier,
once I have updated them feel free to contact me directly if you are not
able to make it work and I will be happy to help.

Thanks!
Josep

On Wed, Sep 23, 2020 at 4:53 PM Jean-Philippe Guichard (
jph...@gm...) <jph...@gm...> wrote:

> 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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>>