[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