Hackage :: [Package]

hquantlib: HQuantLib is a port of essencial parts of QuantLib to Haskell

[ finance, library, program ] [ Propose Tags ]

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

Modules

[Last Documentation]

  • QuantLib
    • QuantLib.Currencies
    • QuantLib.Event
    • QuantLib.Instruments
    • QuantLib.Math
      • QuantLib.Math.Copulas
    • Methods
      • QuantLib.Methods.MonteCarlo
    • 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

Flags

Automatic Flags
NameDescriptionDefault
optimize

Enable optimizations for library and benchmarks

Enabled

Use -f <flag> to enable a flag, or -f -<flag> to disable that flag. More info

Downloads

Maintainer's Corner

Package maintainers

For package maintainers and hackage trustees

Candidates

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Versions [RSS] 0.0.1, 0.0.1.1, 0.0.1.2, 0.0.2.0, 0.0.2.1, 0.0.2.3, 0.0.2.4, 0.0.2.5, 0.0.3.0, 0.0.3.1, 0.0.3.2, 0.0.3.3, 0.0.4.0, 0.0.5.0, 0.0.5.1
Dependencies base (>3 && <5), containers (>=0.5.0.0 && <0.6.0.0), HerbiePlugin (==0.2.0.0), hmatrix (>=0.17.0.0 && <0.18.0.0), hmatrix-gsl (>=0.17.0.0 && <0.18.0.0), hmatrix-special (>=0.4.0 && <0.5.0), hquantlib, mersenne-random (>=1.0.0.1 && <2.0.0.0), parallel (>=3.2.0.0 && <3.3.0.0), statistics (>=0.13.0.0 && <0.14.0.0), time (>=1.4.0.0 && <1.7.0.0), vector (>=0.11.0.0 && <0.12.0.0), vector-algorithms (>=0.7.0.0 && <0.8.0.0) [details]
License LicenseRef-LGPL
Author Pavel Ryzhov
Maintainer Pavel Ryzhov <pavel.ryzhov@gmail.com>
Category Finance
Home page http://github.com/paulrzcz/hquantlib.git
Source repo head: git clone https://github.com/paulrzcz/hquantlib.git
this: git clone https://github.com/paulrzcz/hquantlib.git(tag 0.0.2.4)
Uploaded by PavelRyzhov at 2016-08-23T07:53:04Z
Distributions
Reverse Dependencies 1 direct, 0 indirect [details]
Executables mctest
Downloads 10329 total (37 in the last 30 days)
Rating (no votes yet) [estimated by Bayesian average]
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Status Docs not available [build log]
All reported builds failed as of 2016-11-21 [all 2 reports]