About QuantLib

Examples

Turn of year effect

Interest rate sensitivity

Quantra features

Curves and term structures

Interest rate swaps pricing

Bond pricing

Dates and calendars

Quantra as a QuantLib multiprocess platform

Sample applications

Google Sheets

Web app

Sample applications

A couple of example applications using the API: some Google Sheets scripts and a web based application.

Google Sheets

Some functionalities of the API can be used with Google Sheets scripts.

To start using them: open a spreadsheet, select Tools -> Script editor and copy paste the code from the github repository. Functions are in separate files to make it easier to find them.

The list below contains some Google spreadhseets using them:

Web app

A sample web application has been developed with the API that allows Interest Rate Swaps pricing and generate curves. Everything is stored in a Postgres database.

Take a look to the help section to see how it works.