thulio / quantraserver

REST wrapper for QuantLib

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

quantra.io

quantra.io is a REST wrapper for QuantLib. Check the API docs to see what has been implemented so far.

What is implemented so far

  • Date and calendar functions
  • Bond pricing
  • Interest rate swap pricing
  • Yield curves
  • Volatility surfaces
  • Option pricing

Some examples

About

REST wrapper for QuantLib

License:BSD 3-Clause "New" or "Revised" License


Languages

Language:C++ 97.3%Language:C 2.3%Language:CMake 0.3%Language:Dockerfile 0.0%