In case you haven't seen it yet, there's also the InterestRates.jl <https://github.com/felipenoris/InterestRates.jl> package.
On Friday, 11 September 2015 08:13:30 UTC+2, Avik Sengupta wrote: > > 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? >> >
