Unbundling Large Quant Libraries into the Compute Fabric of Amazon Web Services
I want to test some QuantLib https://en.m.wikipedia.org/wiki/QuantLib
I’m actually far more interested in creating a set of useful primitive Lambda functions than I am in transcompiling code or the physics of the functions themselves. People with far more experience than I have can and so these calculations each day.
My vision is a core set of Lambda functions that will enable developers to quickly build financial applications on AWS. What I expect to build are the apis and the user interfaces to organize the data, the streams, the access control, the workflow, and the testing of such functions and applications composed of these functions.