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