lib:quantfin

Modules

• Quant.ContingentClaim
• Quant.Math.Integration
• Quant.Math.Interpolation
• Quant.Math.Utilities
• Quant.Models.Black
• Quant.Models.Dupire
• Quant.Models.Heston
• Quant.Models.Merton
• Quant.Models.Processes
• Quant.MonteCarlo
• Quant.RNG.MWC64X
• Quant.Time
• Quant.Types
• Quant.VectorOps
• Quant.VolSurf
• Quant.YieldCurve

Dependencies

• base lib:base >=4.7 && <4.8
• containers lib:containers >=0
• mersenne-random-pure64 lib:mersenne-random-pure64 >=0
• mtl lib:mtl >=0
• random lib:random >=0
• random-fu lib:random-fu >=0
• random-source lib:random-source >=0
• rvar lib:rvar >=0
• transformers lib:transformers >=0
• vector lib:vector >=0

Reverse dependencies

Direct only. Not exhaustive.

• acme-everything lib:acme-everything
• quantfin exe:example