Hello,

I’m creator of quantlib.js project: https://quantlib.js.org/docs, I was trying to contact someone from ORE project, but I didn’t find any contact, so I’m posting here.

Since Open Risk Engine uses C++ QuantLib as the pricing engine, so there could be a JavaScript version ORE. It won’t be as powerful as C++ version, but it’ll be pure script with garbage collection, perfect for cross-platform apps.

Currently, quantlib.js project is closed-source, about 50% complete, here’s the detailed test summary: https://quantlib.js.org/test-suite/jasmine.html, 452 out of 735 test cases passed.

Would you be interested in funding quantlib.js project, which can be used to create ORE.js? Thank you!

Looking forward to hearing from you, have a good day!

Regards
quantlib.js