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HQu: quantitative finance library

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General purpose quantitative finance library

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  • HQu
  • Q
    • Q.ContingentClaim
      • Q.ContingentClaim.Options
    • Currencies
      • Q.Currencies.America
      • Q.Currencies.Asia
      • Q.Currencies.Europe
    • Q.Currency
    • Q.Greeks
    • Q.Interpolation
    • Q.MonteCarlo
    • Q.Options
      • Q.Options.Bachelier
      • Q.Options.Black76
      • Q.Options.BlackScholes
      • Q.Options.ImpliedVol
        • Q.Options.ImpliedVol.InterpolatingSmile
        • Q.Options.ImpliedVol.LetsBeRational
        • Q.Options.ImpliedVol.Normal
        • Q.Options.ImpliedVol.SVI
        • Q.Options.ImpliedVol.StrikeInterpolation
        • Q.Options.ImpliedVol.Surface
        • Q.Options.ImpliedVol.TimeInterpolation
        • Q.Options.ImpliedVol.TimeSlice
    • Q.Payoff
    • Q.Plotting
    • Q.SortedVector
    • Stats
      • Q.Stats.Arima
      • Q.Stats.TimeSeries
    • Q.Stochastic
      • Q.Stochastic.Discretize
      • Q.Stochastic.Process
    • Q.Time
      • Q.Time.Date
      • Q.Time.DayCounter
    • Q.Types
    • Util
      • Q.Util.File

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Versions [RSS] 0.0.0.0, 0.0.0.1, 0.0.0.2, 0.0.0.3, 0.0.0.4, 0.0.0.5
Change log CHANGELOG.md
Dependencies base (>=4.11.0 && <5), bytestring (>=0.10 && <0.12), cassava (>=0.5), containers (>=0.6.2 && <0.7), conversion (>=1.2 && <2), data-default-class (>=0.1 && <0.2), erf (>=2 && <3), hmatrix (>=0.18 && <0.30), hmatrix-gsl (>=0.19 && <0.20), hmatrix-gsl-stats (>=0.4.1), ieee754 (>=0.8 && <0.9), math-functions (>=0.3.4 && <0.4), mersenne-random-pure64 (>=0.2.2), monad-loops (>=0.4.3 && <0.5), mtl (>=2.2 && <3), random (>=1.1 && <2), random-fu (>=0.2 && <0.3), random-source (>=0.3.0.11 && <0.4), rvar (>=0.2 && <0.3), sorted-list (>=0.2.1.0 && <0.3), statistics (>=0.15.2 && <0.16), stm (>=2.5 && <3), text (>=1.2.4 && <1.3), time (>=1.9 && <2), vector (>=0.12.1 && <0.13), vector-algorithms (>=0.8 && <0.9) [details]
Tested with ghc ==8.8.3, ghc ==8.8.1, ghc ==8.6.5, ghc ==8.10.4
License MIT
Copyright 2021 Ghais
Author Ghais
Maintainer Ghais <0x47@0x49.dev>
Category Finance, Math
Home page https://github.com/ghais/HQu
Bug tracker https://github.com/ghais/HQu/issues
Source repo head: git clone https://github.com/ghais/HQu.git
Uploaded by ghais at 2021-07-09T16:16:29Z
Distributions
Downloads 807 total (5 in the last 30 days)
Rating 2.0 (votes: 1) [estimated by Bayesian average]
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Status Docs not available [build log]
All reported builds failed as of 2021-07-12 [all 4 reports]

Readme for HQu-0.0.0.5

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HQu

Haskell CI Build Status Windows build status Hackage Stackage Lts Stackage Nightly MIT license

General purpose quantitative finance library