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Quantlib is an open-source C++ library for quantitative finance.

3 votes
1 answer
2k views

Quantlib in JavaScript? [closed]

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. … 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? …
Pete Wilson's user avatar
16 votes
1 answer
2k views

Is QuantLib more trouble than it's worth?

Wouldn't it be nice to give the guy access to QuantLib so he can select one of the three (as it seems to me at the moment) option-pricing engines that QuantLib offers? I'm excited! … Today I installed QuantLib on my win32 machine and started to look around. …
Pete Wilson's user avatar