The latest version of HQu is 0.0.0.5-0.
lib:HQu
Modules
- HQu
- Q.ContingentClaim
- Q.ContingentClaim.Options
- 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
- Q.Stats.Arima
- Q.Stats.TimeSeries
- Q.Stochastic
- Q.Stochastic.Discretize
- Q.Stochastic.Process
- Q.Time
- Q.Time.Date
- Q.Time.DayCounter
- Q.Types
- Q.Util.File
Dependencies
- base lib:base >=4.11.1.0 && <5
- bytestring lib:bytestring >=0.10 && <0.11
- cassava lib:cassava >=0.5
- containers lib:containers >=0.6.2 && <0.7
- conversion lib:conversion >=1.2 && <2
- data-default-class lib:data-default-class >=0.1 && <0.2
- erf lib:erf >=2 && <3
- hmatrix lib:hmatrix >=0.18 && <0.30
- hmatrix-gsl lib:hmatrix-gsl >=0.19 && <0.20
- hmatrix-gsl-stats lib:hmatrix-gsl-stats >=0.4.1
- ieee754 lib:ieee754 >=0.8 && <0.9
- math-functions lib:math-functions >=0.3.4 && <0.4
- mersenne-random-pure64 lib:mersenne-random-pure64 >=0.2.2
- monad-loops lib:monad-loops >=0.4.3 && <0.5
- mtl lib:mtl >=2.2 && <3
- random lib:random >=1.1 && <2
- random-fu lib:random-fu >=0.2 && <0.3
- random-source lib:random-source >=0.3.0.11 && <0.4
- rvar lib:rvar >=0.2 && <0.3
- sorted-list lib:sorted-list >=0.2.1.0 && <0.3
- statistics lib:statistics >=0.15.2 && <0.16
- stm lib:stm >=2.5 && <3
- text lib:text >=1.2.4 && <1.3
- time lib:time >=1.9 && <2
- vector lib:vector >=0.12.1 && <0.13
- vector-algorithms lib:vector-algorithms >=0.8 && <0.9
Reverse dependencies
Direct only. Not exhaustive.