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boundedvariation avatar

boundedvariation/quantfin

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View on GitHub↗

Quantfin

quant finance in pure haskell

Features

  • Financial Instruments and Pricing - Pure Haskell library for quantitative finance.

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139 stars·12 forks·Haskell·BSD-3-Clause·9 views

Star history

Star history chart for boundedvariation/quantfinStar history chart for boundedvariation/quantfin

How this analysis was created: This summary and feature list are AI-generated from collected project material and can contain mistakes. Stars, license and language are imported from GitHub. Inclusion does not mean that we have tested or audited this project. Check the source documentation for any feature you depend on. Learn more on our About page.

Frequently asked questions

What does boundedvariation/quantfin do?

quant finance in pure haskell

What are the main features of boundedvariation/quantfin?

The main features of boundedvariation/quantfin are: Financial Instruments and Pricing.

Which projects share features with boundedvariation/quantfin?

Projects with overlapping indexed features include: lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial… artyyouth/r-quant — R code for quantitative analysis in finance. attack68/rateslib — A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS),… avhz/rustquant — Rust library for quantitative finance. aviks/ito.jl — A Julia package for quantitative finance. alpha-miner/finance-python — python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

Projects sharing features with Quantfin

These projects share indexed features with Quantfin. Shared tags can include platform or build tooling; verify the primary use case before treating a result as a replacement.
  • lballabio/quantliblballabio avatar

    lballabio/QuantLib

    6,786View on GitHub↗

    QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial calculations and simulations. It serves as a framework for quantitative finance modeling and trading risk management, providing the tools necessary to calculate fair values and risk metrics for diverse financial assets. The project focuses on financial instrument modeling and the evaluation of potential losses and exposure levels to inform portfolio management decisions. It provides a system for modeling financial instruments and managing trading risk through quantitative mathematical m

    C++quantitative-finance
    View on GitHub↗6,786
  • artyyouth/r-quantartyyouth avatar

    artyyouth/r-quant

    34View on GitHub↗

    R code for quantitative analysis in finance

    R
    View on GitHub↗34
  • attack68/rateslibattack68 avatar

    attack68/rateslib

    347View on GitHub↗

    A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

    View on GitHub↗347
  • alpha-miner/finance-pythonalpha-miner avatar

    alpha-miner/Finance-Python

    897View on GitHub↗

    python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

    Pythonchinesecythonfinance
    View on GitHub↗897
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