Are there any quant finance packages for Julia? I see some rudimentary calendar and day-counting in Ito.js for example but not much for even a simple yield2price or price2yield or any bond objects in Julia packages on GitHub. What is the best approach, using C++ function/object from Quantlib, to finance in Julia?
- [julia-users] Any serious quant finance package for ... Ferenc Szalma
- [julia-users] Re: Any serious quant finance pac... Avik Sengupta
- [julia-users] Re: Any serious quant finance... Ken B
- [julia-users] Re: Any serious quant fin... Ferenc Szalma
- Re: [julia-users] Re: Any serious q... John Nelson
- [julia-users] Re: Any serious quant finance... Ferenc Szalma
- [julia-users] Re: Any serious quant fin... Avik Sengupta
- [julia-users] Re: Any serious quant... Ferenc Szalma
- Re: [julia-users] Any serious ... Tom Breloff
- Re: [julia-users] Any seri... Ferenc Szalma
- [julia-users] Re: Any serious quant finance pac... Christopher Alexander
