quantfin: Quant finance library in pure Haskell.
Modules
- 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
Downloads
- quantfin-0.1.0.0.tar.gz [browse] (Cabal source package)
- Package description (as included in the package)
Maintainer's Corner
For package maintainers and hackage trustees
Candidates
| 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 | 2766 total (0 in the last 30 days) |
| Rating | (no votes yet) [estimated by Bayesian average] |
| Your Rating | |
| Status | Docs not available [build log] Last success reported on 2015-06-07 [all 7 reports] |