Posted by Brian McCallion ● Sep 10, 2017 3:18:47 PM

Javascript Swap Valuation

Swap Valuation

Real-time demo prices swaps using using code transcompiled from open source QuantLib risk, simulation to Node.js / ASM.js or WebAssembly

https://bronzedrum.com/ql/SwapValuation.o_03.html

Topics: derivatives, Financial Markets, Serverless, serverless derivatives pricing