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quantitative finance in javascript

Package Exports

  • @quantlib/ql

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (@quantlib/ql) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

quantlib.js Twitter Follow

get started

open https://quantlib.js.org with morden web browsers, chrome, firefox, etc...

select a test spec or example from top menu

snap1

spec source will be displayed on left panel, spec will be run by jasmine and test result will be displayed on right panel snap2

this is a working in progress project, the lib itself, test cases and examples are not complete

install

CDN

jsdlivr

unpkg

npm

npm install @quantlib/ql

usage

this library is still at early stage, many test cases fails, it's for enthusiast only.

assumption

  • this project assumes user is already familiar with the c++ QuantLib

  • as typescript/javascript and c++ are completely different languages, it's very difficult to explain all the details. for now, please refer to test-suite, and examples code

web browser

<script type="module">
    import {someclass} from 'https://cdn.jsdelivr.net/npm/@quantlib/ql/ql.mjs'
    const obj=new someclass();
    obj.dosomething();
</script>

notebook

checkout https://observablehq.com/@quantlib

node.js

quantlib.js can also be run using node.js, after downloading the code to your local drive:

node --experimental-modules test.mjs

in test.mjs

import {someclass} from '@quantlib/ql/ql.mjs'
const obj=new someclass();
obj.dosomething();

typescript

ql.d.ts file will be published later

doc

the generated doc from source code is not as good as official c++ QuantLib documentation, so I may not publish docs at all, please refer to offical c++ quantlib doc: https://www.quantlib.org/reference/

test-suite & example

code repo:

following the c++ quantlib test-suite & Examples code, converted to js code

Support