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Is there such a thing? Or is there a project around that aims to realize Quantlib in JS? I'm a JS coder and I'd like to get involved if so.

Maybe it seems futile or insane today, but who can doubt that's merely a calendrical issue?

I find no JS R but there's a JStat package that's advertised as "like R:" Jstat

To make myself clear, I am looking for a way to run Quantlib on a web client.

Anything happening along these lines? Thanks!

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  • $\begingroup$ We decided to ban questions on specific languages. You should try other SE site like SO. $\endgroup$
    – SRKX
    Commented Nov 30, 2011 at 15:41
  • $\begingroup$ Sure, well understood. The question is about implementing Quantlib. Please don't move this question yet, though. If I don't see something in a day or two, I'll delete it. $\endgroup$
    – Pete Wilson
    Commented Nov 30, 2011 at 16:15
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    $\begingroup$ Some questions scare me. $\endgroup$
    – Brian B
    Commented Nov 30, 2011 at 21:32
  • $\begingroup$ @Brian B -- Heh! I'm a programmer, so to me every problem is merely a matter of a few lines of code :-) $\endgroup$
    – Pete Wilson
    Commented Dec 1, 2011 at 12:19
  • $\begingroup$ hello, there's quantlib.js now $\endgroup$
    – jerry
    Commented Jun 15, 2020 at 5:11

1 Answer 1

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The formally supported way of adding extensions to QuantLib is by means of the Swig extension 'system' / library / tool.

And the Swig site's page on compatibility has this to about Javascript:

There is also SwigJS, a JavaScript module for SWIG

so you could to familiarize yourself with a) how Swig works in the context of QuantLib and b) if/how you can get SwigJS to help you here.

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  • $\begingroup$ thanks for your thoughtful answer! Just for everybody's information, the SwigJS link you gave isn't a useful one any more. Further, SWIG is a package that must run on the server. I am looking for Quantlib on the client side. I should have made that clear in my question. Thank you again. $\endgroup$
    – Pete Wilson
    Commented Nov 30, 2011 at 15:33
  • $\begingroup$ Swig doesn't know server or client---it creates language bindings. How you deploy is up to you. And you can hardly have QuantLib in the client as the software once compiled is huge. So you probably need a connector of some sort to talk to a computer server which may have QuantLib for you. Somewhat harder. $\endgroup$
    – Dirk Eddelbuettel
    Commented Nov 30, 2011 at 15:35
  • $\begingroup$ Yes, compiled Quantlib must be huge. Still, the client is the future: only a question of time. $\endgroup$
    – Pete Wilson
    Commented Nov 30, 2011 at 16:23
  • $\begingroup$ And the answser is -- a browser extension! No, no just kidding :-) You imply that my server-side CGI could act as a connector and I'm exploring that. As you say, though, "somewhat harder :-)" Still, I've proved that such a scheme would definitely work, and not just in theory.It's the practice that's daunting. But it might be the best/only way. We can imagine the user preparing Python code on the client and shipping it via my CGI to SWIG on the server. Thank you again. $\endgroup$
    – Pete Wilson
    Commented Nov 30, 2011 at 16:26
  • $\begingroup$ Anyone used this in prod with JS? $\endgroup$
    – Nikos
    Commented Nov 26, 2015 at 20:05

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