Popularity
8.9
Stable
Activity
6.4
-
66
11
15
Monthly Downloads: 35
Programming language: Haskell
License: GNU Lesser General Public License v3.0 only
Tags:
Finance
hquantlib alternatives and similar packages
Based on the "Finance" category.
Alternatively, view hquantlib alternatives based on common mentions on social networks and blogs.
-
-
-
-
-
-
-
-
-
dollaridoos
A typesafe wrapper around monetary values represented as numeric values, allowing only sensible operations. -
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
InfluxDB – Built for High-Performance Time Series Workloads
InfluxDB 3 OSS is now GA. Transform, enrich, and act on time series data directly in the database. Automate critical tasks and eliminate the need to move data externally. Download now.
Promo
www.influxdata.com
Do you think we are missing an alternative of hquantlib or a related project?
README
HQuantLib
HQuantLib is intended to be a port of QuantLib in Haskell. It is not one-to-one port of the library but rather it is a re-implementation of ideas leveraging current libraries available in Haskell Platform.
The latest version implements:
- Currencies (major only)
- Time: Thirty360 DayCounter
- Base 1D stochastic processes: Geometric Brownian, generic Ito process, square-root, Ornstein-Uhlenbeck, generalized Black-Scholes
- Instruments: Bonds and Stocks
- Monte Carlo engine for 1D processes
- Volatility estimators: simple local estimator, Garman-Klass simple sigma and Parkinson sigma.
- Copulas : Clayton, Max, Min, Ali-Mikhail-Haq and Farlie-Gumbel-Morgenstern
Version 0.0.4.0
Monte Carlo engine has been moved to new Haskell-native RNG.