forked from paulrzcz/hquantlib
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathhquantlib.cabal
More file actions
70 lines (63 loc) · 2.38 KB
/
hquantlib.cabal
File metadata and controls
70 lines (63 loc) · 2.38 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
name: hquantlib
version: 0.0.2.0
license: LGPL
license-file: LICENSE
author: Pavel Ryzhov
maintainer: Pavel Ryzhov <pavel.ryzhov@gmail.com>
category: Finance
synopsis: HQuantLib is a port of essencial parts of QuantLib to Haskell
description: HQuantLib is intended to be a functional style port of QuantLib (http://quantlib.org)
build-type: Simple
stability: alpha
homepage: http://code.google.com/p/hquantlib/
cabal-version: >= 1.10.0
source-repository head
type: hg
location: https://hquantlib.googlecode.com/hg/
source-repository this
type: hg
location: https://hquantlib.googlecode.com/hg/
tag: 0.0.2
library
default-language: Haskell2010
exposed-modules:
QuantLib
QuantLib.Event
QuantLib.Instruments
QuantLib.Currencies
QuantLib.Stochastic
QuantLib.PricingEngines
QuantLib.PricingEngines.BlackFormula
QuantLib.Quotes
QuantLib.VolatilityModel
QuantLib.Time
QuantLib.TimeSeries
QuantLib.Money
QuantLib.Math
QuantLib.Prices
QuantLib.Position
QuantLib.Options
QuantLib.Methods.MonteCarlo
other-modules:
QuantLib.Currencies.America
QuantLib.Currencies.Europe
QuantLib.Instruments.Instrument
QuantLib.Instruments.Stock
QuantLib.Stochastic.Discretize
QuantLib.Stochastic.Process
QuantLib.Stochastic.Random
QuantLib.Currency
QuantLib.Time.Date
QuantLib.Time.DayCounter
QuantLib.Math.InverseNormal
build-depends:
haskell2010 == 1.0.0.0,
time >= 1.2.0.0,
containers >= 0.4.0.0,
hmatrix >= 0.11.0.0,
hmatrix-special >= 0.1.1,
gsl-random >= 0.4.0,
parallel >= 3.1.0.0,
monte-carlo >= 0.4.1
hs-source-dirs: src
ghc-options: -Wall