Financial Derivatives Pricing as an API

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Financial Derivatives Pricing as an API

3 followers

Production-grade derivatives pricing powered by QuantLib. Price bonds, swaps, swaptions, and credit derivatives via REST API or the Quantra Portal.

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Launch tags:API•Fintech•GitHub

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This is a QuantLib pricing API I have been building. I added a simple web UI on top so you can experiment without writing C++/Python (https://app.quantra.io/). You can tweak curves, conventions and inputs and see how valuation changes. I mainly created it to make use of QuantLib easy. Supports swaps, FRAs, caps/floors, swaptions, CDS and bonds Lots to do yet but curious if this is useful in practice or just educational. Any feedback is welcome

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2mo ago

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