[Haskell-cafe] ANNOUNCE: hquantlib-

Pavel Ryzhov pavel.ryzhov at gmail.com
Tue Jun 5 15:30:15 CEST 2012

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
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