{"repo":"mkipnis/ql_rest","free":true,"listed":false,"github":"https://github.com/mkipnis/ql_rest","clone":"git clone https://github.com/mkipnis/ql_rest.git","description":"REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib","language":"C++","stars":36,"topics":["quantlib","rest","rest-api","restful","restful-api","options","quantitative-finance","bonds","reactjs","swaps"],"license":null,"category":"trading","readme_excerpt":"ql rest ql rest is an experimental RESTful interface for QuantLib. This project aims to simplify the development of microservices for risk management and pricing various of financial instruments in the distributed environment in real-time. ql rest package includes conversion classes between JSON and QuantLibAddin/C++, Python classes to simplify serialization of JSON Objects to QuantLibAddin/C++, and Examples. Python C++ Dependencies Project Version ------ ------ Boost/Beast 1.80 QuantLib 1.22 ObjectHandler/GenSrc/QuantLibAddinCpp 1.22 Basic Microservice Basic Microservice is a set of helper classes designed to simplify the construction of basic micro-services. It includes a socket listener class, Quantlib pricing thread management class, and a producer-consumer queue to facilitate the communication between the socket session class and the pricing thread. Data Flow The client connects to a microservice, submits a request via HTTP post, and receives back a token from the server(microservice). The server pushes request to the producer-consumer queue for the pricing thread to process. After some time, client connects to the server to check the status of the request by providing a specified in step-one token. If a request is still in pending, the client must repeat the step number there, until the request is processed by the pricing thread. Examples US Treasuries - https://ustreasuries.online Python client posts market data and instrument term structures to two calculators. Calcul","default_branch":null,"files":null,"tree":[],"storefront":"/r/mkipnis","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/mkipnis/ql_rest/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}