Hi Cafe, I'm pleased to announce that HQuantLib has been released recently after a year of sleep. This is mainly a technical release to clean up dependencies and refresh build infrastructure.
The library is intended to be a functional port of QuantLib (http://quantlib.org), a free/open-source library for quantitative finance. Also I'd like to thank Nicholas Pezolano for contributing copulas to the library. Business changes highlights: ------------------------------ 1. Copulas in math methods. (CDS and CDO are expected in the next release) 2. Priceable interface for Instruments. (Option pricing to be done in further releases) ============================== Technical changes highlights: ------------------------------ 1. Version upgrade to recent GHC 7.4.1. 2. Dependency clean-ups. 3. Unit-test infrastructure. (HUnit + QuickCheck 2) ============================== SCM: https://github.com/paulrzcz/hquantlib Hackage: http://hackage.haskell.org/package/hquantlib Best regards, Pavel Ryzhov http://paulrz.cz
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