QuantLib Async Bindings for Node.js
npm install quantlib- Windows
npm install quantlib will do everything, including the package and pre-built native addon
- Linux & Mac
Quantlib and QuantLibAddin must be built first, then build QuantLibNode linking to them
| QuantLib | QuantLibAddin | Node.js | QuantLibNode |
|---|---|---|---|
| 1.7.1 | 1.7.0 | 6.9.1 | 0.1.x |
var ql = require('quantlib');
var mtx1 =
[
[1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040, 0.85230, 0.83520, 0.81880],
[0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040, 0.85230, 0.83520],
[0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040, 0.85230],
[0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940, 0.87040],
[0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940, 0.88940],
[0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040, 0.90940],
[0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240, 0.93040],
[0.85230, 0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560, 0.95240],
[0.83520, 0.85230, 0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000, 0.97560],
[0.81880, 0.83520, 0.85230, 0.87040, 0.88940, 0.90940, 0.93040, 0.95240, 0.97560, 1.00000]
];
ql.SymmetricSchurDecomposition('mtx#1',mtx1).then(function(obj){
ql.SymmetricSchurDecompositionEigenvalues(obj).then(function(r){
console.log(r);
});
}).catch(function(e){
console.log(e);
});>
[ 9.270906840163782,
0.4207173234885105,
0.12674770658244172,
0.059239731356788505,
0.03595303870722261,
0.024956978505270924,
0.019117669503864024,
0.01580103250921176,
0.01377474504269164,
0.012784934140218302 ]