Popularity
8.9
Stable
Activity
4.0
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62
11
15
Monthly Downloads: 40
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.
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netrium
Precise description and operational execution of exotic contracts. -
commodities
A rewrite of Ledger's core mathematical concepts in Haskell -
bitx-bitcoin
(Hopefully useful) Haskell bindings to the BitX bitcoin exchange's API. -
dollaridoos
A typesafe wrapper around monetary values represented as numeric values, allowing only sensible operations. -
bitcoin-payment-channel
Bitcoin payment channel library -
docusign-example
A basic demonstration of the Haskell `docusign-client` package. -
bitcoin-rpc
Haskell library to communicate with the Satoshi Bitcoin daemon -
eurofxref
Free foreign exchange/currency feed from the European Central Bank -
lendingclub
Haskell API bindings to the LendingClub marketplace API -
ochintin-daicho
A module to manage payroll books for Japanese companies. -
bookkeeping-jp
Helper functions of Haskell bookkeeping module for Japanese bookkeeping.
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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.