hquantlib

HQuantLib is a port of essencial parts of QuantLib to Haskell

http://github.com/paulrzcz/hquantlib.git

Version on this page:0.0.4.0@rev:2
LTS Haskell 12.26:0.0.5.0
Stackage Nightly 2018-09-28:0.0.4.0@rev:2
Latest on Hackage:0.0.5.1

See all snapshots hquantlib appears in

LicenseRef-LGPL licensed by Pavel Ryzhov
Maintained by Pavel Ryzhov
This version can be pinned in stack with:hquantlib-0.0.4.0@sha256:c4a3d199bd03d57d74515a9baa34d6a02f75ce1e3eaca255ce43abb0e714a3f3,4890

Module documentation for 0.0.4.0

  • QuantLib
    • QuantLib.Currencies
    • QuantLib.Event
    • QuantLib.Instruments
    • QuantLib.Math
      • QuantLib.Math.Copulas
    • QuantLib.Methods
      • QuantLib.Methods.MonteCarlo
      • QuantLib.Methods.Pricer
    • QuantLib.Models
      • QuantLib.Models.Volatility
    • QuantLib.Money
    • QuantLib.Options
    • QuantLib.Position
    • QuantLib.Priceable
    • QuantLib.Prices
    • QuantLib.PricingEngines
      • QuantLib.PricingEngines.BlackFormula
    • QuantLib.Quotes
    • QuantLib.Stochastic
    • QuantLib.Time
    • QuantLib.TimeSeries

HQuantLib is intended to be a functional style port of QuantLib (http://quantlib.org)