This open source project brings QuantLib to the Node.js community, it's similar to QuantLibXL project which is for Microsoft Excel.

Most functions in QuantLibXL can be used in the similar way in Node on the server side.

All functions in this project are Async, they are exported to Promise sytle function, please see Example below.

npm install quantlib

• Windows

npm install quantlib will do everything, including the node package installation and pre-built native addon (no dependency) download, you can start use it right away.

• Linux & Mac

Please refer to how to build below

• Function Categories

• Function List

• CMake 2.8 or above, Visual C++ for windows, Xcode for Mac, GCC for Linux
• Node.js according to version matrix
• nan ^2.2.0
• node-gyp ~3.0.3
• QuantLib, QuantLibAddin, ObjectHandler source code according to version matrix, they need to be put in the same directory
• boost - which is required to build QuantLib

please refer to cmake/*.cmake and CMakeList.txt files

• NAN_DIR - location of nan
• NODE_GYP_DIR - location of .node-gyp generated by node-gyp tool, which is at ~/.node-gyp, if it doesn't exist, follow the instruction in node-gyp, and build a helloword program, it will generate the .node-gyp directory
• QUANTLIB_ROOT - location of QuantLib, QuantLibAddin, ObjectHandler source code
• BOOST_ROOT - location boost installed

1. Build QuantLib and QuantLibAddin, please check CMakeList.txt for library name, and make sure generated library names are the same in CMakeList.txt
2. from quantlibnode root directory cd build
3. cmake .. for Windows and Linux, cmake -G Xcode .. for Mac OS X
4. cmake --build . --config Release
5. For Linux, you may need to put quantlib.node under build/Release manually,

• CMake 2.8 or above, Visual C++ for windows, Xcode for Mac, GCC for Linux
• Node.js according to version matrix
• nan ^2.2.0
• node-gyp ~3.0.3
• QuantLib, QuantLibAddin, ObjectHandler source code according to version matrix, they need to be put in the same directory
• boost - which is required to build QuantLib

please refer to cmake/*.cmake and CMakeList.txt files

• NAN_DIR - location of nan
• NODE_GYP_DIR - location of .node-gyp generated by node-gyp tool, which is at ~/.node-gyp, if it doesn't exist, follow the instruction in node-gyp, and build a helloword program, it will generate the .node-gyp directory
• QUANTLIB_ROOT - location of QuantLib, QuantLibAddin, ObjectHandler source code
• BOOST_ROOT - location boost installed

1. Build QuantLib and QuantLibAddin, please check CMakeList.txt for library name, and make sure generated library names are the same in CMakeList.txt
2. from quantlibnode root directory cd build
3. cmake .. for Windows and Linux, cmake -G Xcode .. for Mac OS X
4. cmake --build . --config Release
5. For Linux, you may need to put quantlib.node under build/Release manually,

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 ]