Bond Pricing Microservice powered by AWS

Brian McCallion Financial Markets, Lambda, Quant Demo 0 Comments

Bond Pricing Microservice Powered by AWS Fitted Bond Curve Callable Bonds Convertible Bonds

.NET Lambda for Capital Markets: Acquiring and Processing Bloomberg Data for a Customer’s Greenfield Deep Learning Platform 

Brian McCallion Big Data, Case Study, Lambda 0 Comments

The recent option to run .NET in an AWS Lambda functions enables Cloud Native architectures that embrace a microservices, cross-platform, decoupled, event driven fabric yet embrace legacy tools and services common to the Capital Markets Ecosystem.

Extending C++ Quant Libraries to AWS

Brian McCallion Amazon Web Services, Financial Markets, Lambda 1 Comment

In December we ported 955K lines of QuantLib C++ code to asm.js. This positions us to provide unique services around hedge fund and Financial markets applications and more. This technology unchains a wealth of quantitative Functions.
Customers demand compelling financial markets tools solutions for Amazon Web Services and we’re here to deliver.

Unbundling C++ Quant Libraries on Amazon Web Services

Brian McCallion Amazon Web Services, Cloud Computing, Financial Markets, Lambda 0 Comments

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 functions today. I did some …