quantfin: Quant finance library in pure Haskell.

[ bsd3, finance, library, program ] [ Propose Tags ]

Modules

[Last Documentation]

  • Quant
    • Quant.ContingentClaim
    • Math
      • Quant.Math.Integration
    • Quant.Models
      • Quant.Models.Black
      • Quant.Models.Dupire
      • Quant.Models.Heston
      • Quant.Models.Merton
    • Quant.MonteCarlo
    • Quant.Test
    • Quant.VolSurf
    • Quant.YieldCurve

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Versions [RSS] 0.1.0.0, 0.1.0.1, 0.1.0.2, 0.2.0.0
Dependencies base (>=4.7 && <4.8), containers, mersenne-random-pure64, mtl, random-fu, rvar, transformers, vector [details]
License BSD-3-Clause
Author Timothy Dees
Maintainer timothy.dees@gmail.com
Category Quant
Home page https://github.com/boundedvariation/quantfin
Uploaded by tdees at 2015-03-27T18:25:52Z
Distributions
Reverse Dependencies 1 direct, 0 indirect [details]
Downloads 2658 total (9 in the last 30 days)
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Status Docs not available [build log]
Last success reported on 2015-06-07 [all 7 reports]