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  • License Apache-2.0

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 npm version Twitter Follow

get started

  1. open https://quantlib.js.org with morden web browser, like chrome, firefox, etc...

  2. select a spec or example from menu. spec source will be displayed on left panel, spec will be run with jasmine by your web browser, and test result will be displayed on right panel

docs

install

CDN

jsdelivr

unpkg

npm

npm install @quantlib/ql

usage

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

A static report is updated manually monthly, so you could see the overall test pass rate.

assumption

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

web browser

ql.mjs is ESM format, when using in html script tag, make sure to have script type set to "module"

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

notebook

checkout https://observablehq.com/@quantlib

node.js

quantlib.js also works in node.js env, after installing with npm, pass --experimental-modules to node to use ESM javascript file

node --experimental-modules test.mjs

in test.mjs

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

typescript

ql.d.ts can be found in the same location as ql.mjs

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

test-suite & example

repo:

converted to javascript from the c++ quantlib test-suite & Examples

credit

Support