cabo40/quantraserver

REST wrapper for QuantLib

C++BSD-3-Clause

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

Google Sheets scripts. Google App Scripts for Google Sheets
Option greeks surfaces. Sticky delt option greeks surfaces