The latest version of hquantlib is 0.0.5.1-0.
lib:hquantlib
Modules
- QuantLib
- QuantLib.Currencies
- QuantLib.Event
- QuantLib.Instruments
- QuantLib.Math
- QuantLib.Math.Copulas
- QuantLib.Methods.MonteCarlo
- QuantLib.Models
- QuantLib.Models.Volatility
- QuantLib.Money
- QuantLib.Options
- QuantLib.Position
- QuantLib.Priceable
- QuantLib.Prices
- QuantLib.PricingEngines
- QuantLib.PricingEngines.BlackFormula
- QuantLib.Quotes
- QuantLib.Stochastic
- QuantLib.Time
- QuantLib.TimeSeries
Dependencies
- base lib:base >3 && <5
- containers lib:containers >=0.5.0.0 && <0.6.0.0
- hmatrix lib:hmatrix >=0.14.0.0 && <0.15.0.0
- hmatrix-special lib:hmatrix-special >=0.2.0 && <0.3.0
- mersenne-random lib:mersenne-random >=1.0.0.1 && <2.0.0.0
- parallel lib:parallel >=3.2.0.0 && <3.3.0.0
- statistics lib:statistics >=0.10.4.0 && <0.11.0.0
- time lib:time >=1.4.0.0 && <1.5.0.0
- vector lib:vector >=0.10.0.0 && <0.11.0.0
Reverse dependencies
Direct only. Not exhaustive.
- acme-everything lib:acme-everything
- hquantlib exe:mctest