hq: Quantitative Library

[ bsd3, deprecated, finance, library ] [ Propose Tags ]
Deprecated. in favor of HQu

Please see the README on GitHub at https://github.com/ghais/hq#readme


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Versions [RSS] [faq] 0.1.0.0, 0.1.0.1, 0.1.0.2, 0.1.0.3, 0.1.0.4, 0.1.0.5, 0.1.0.6, 0.1.0.7, 0.1.0.8, 0.1.0.9, 0.1.0.10, 0.1.0.11
Change log ChangeLog.md
Dependencies base (>=4.12 && <5), bytestring (==0.10.*), cassava (>=0.5), containers (>=0.6.2 && <0.7), conversion (>=1.2 && <2), data-default-class (==0.1.*), erf (==2.*), hmatrix (>=0.18 && <0.30), hmatrix-gsl (==0.19.*), hmatrix-gsl-stats (>=0.4.1), ieee754 (==0.8.*), 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.*), random-source (>=0.3.0.11 && <0.4), rvar (==0.2.*), 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.*) [details]
License BSD-3-Clause
Copyright 2020 Ghais Issa
Author Ghais
Maintainer 0x47@0x49.dev
Category Finance
Home page https://github.com/github.com/ghais#readme
Bug tracker https://github.com/github.com/ghais/issues
Source repo head: git clone https://github.com/github.com/ghais/hq
Uploaded by ghais at 2021-07-08T22:45:05Z
Distributions NixOS:0.1.0.11
Downloads 402 total (17 in the last 30 days)
Rating 2.0 (votes: 1) [estimated by Bayesian average]
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Status Hackage Matrix CI
Docs not available [build log]
All reported builds failed as of 2021-07-08 [all 2 reports]

Modules

  • 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

Manual Flags

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When enabled, don't add default hardcoded include/link dirs by default. Needed for hermetic builds like in nix.

Disabled
Automatic Flags
NameDescriptionDefault

Use -f <flag> to enable a flag, or -f -<flag> to disable that flag. More info

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Candidates


Readme for hq-0.1.0.11

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hq