[swhalen]

The documentation suggests that this currently only supports single-currency IRS, and it's also BYO market data.

To my knowledge there isn't anything like a RESTful pricing/valuation service in the market, let alone one with integrated market data, so there might be an opportunity there. Existing services also tend to only have "enterprise" sales/pricing structures, which is a pain if you just want to try something out.

[melenaboija]

Thanks for your comment.

That's right, it just prices IRS and Bonds (with no optionalities). Next steps could be adding equity options, swaptions, caps and floors or bond options, but it's just a side project I used to learn something about quantlib. Anyone willing to contribute will be welcome though :). It is entirely done with C++ (C++ quantlib, crow and rapidjson).

About market data, I think that is a big gap to fill in this industry. Hopefully some day it will exist an open source of data, but IMHO that's not something is likely going to happen in the near future.

[swhalen]

You might want to think about cross-currency IRS and FX products as next steps, because they're more common hedge instruments for corporates (your likely market, if you ever want to go in that direction) compared with options.

To monetize the API I guess your only option would be to partner with an exchange (or something like that) to get access to the necessary market data. A decent API for valuations and pricing would really be a breath of fresh air.

[cm2187]

Companies using this library may have access to bloomberg or reuters so an API to interact with the bloomberg or reuters API may be enough. Otherwise you would probably need to charge for access to market data.

But to offer this commercially, you will need to support quite a few currencies, market conventions, customised terms, formats for the trade representation, etc.

[melenaboija]

Thanks for your comment. Not thought as a commercial product. As you said lot of work to do