/hql

QuantLib reimplementation in Haskell

Primary LanguageHaskellBSD 3-Clause "New" or "Revised" LicenseBSD-3-Clause

hql --- a reimplementation of QuantLib, a free/open-source library for quantitative finance, <http://quantlib.org>

The aim of this project is to reimplement (parts of) the C++ library QuantLib in Haskell.

At this stage the implementation is experimental and interfaces are likely to change.