My hope has been that Ito would become the consolidated financial math package, with functionality similar to Quantlib. Unfortunately, while I laid down the base, I haven't made as much progress as I would have liked (primarily for lack of time), but I do hope to rectify that in the near future. Needless to say, contributions welcome.
On Friday, 11 September 2015 07:05:39 UTC+1, Ferenc Szalma wrote: > > 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? >
