hquantlib: HQuantLib is a port of essencial parts of QuantLib to Haskell

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Warnings:

[tz-upper-bounds] On library, these packages have upper bounds with trailing zeros: - random - time - containers - math-functions - parallel - mersenne-random-pure64 - statistics - vector - vector-algorithms - hquantlib-time Please avoid trailing zeros for upper bounds.
[gt-lower-bounds] On library, these packages have greater than (>) lower bounds: - base Please use greater than or equals (>=) for lower bounds.

HQuantLib is intended to be a functional style port of QuantLib (http://quantlib.org)

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Properties

Versions	0.0.1, 0.0.1.1, 0.0.1.2, 0.0.2.0, 0.0.2.1, 0.0.2.3, 0.0.2.4, 0.0.2.5, 0.0.3.0, 0.0.3.1, 0.0.3.2, 0.0.3.3, 0.0.4.0, 0.0.5.0, 0.0.5.1, 0.0.5.2, 0.1.0.0
Change log	changelog.md
Dependencies	base (>3 && <5), containers (>=0.6.0.0 && <0.8.0.0), hquantlib, hquantlib-time (>=0.0.5.1 && <0.0.6.0), math-functions (>=0.3.0.0 && <0.4.0.0), mersenne-random-pure64 (>=0.2.0.0 && <0.3.0.0), parallel (>=3.2.0.0 && <3.3.0.0), random (>=1.0 && <2.0), statistics (>=0.15.0.0 && <0.17.0.0), time (>=1.9.0.0 && <1.15.0.0), vector (>=0.11.0.0 && <0.14.0.0), vector-algorithms (>=0.8.0.0 && <0.10.0.0) [details]
License	LGPL-3.0-only
Author	Pavel Ryzhov
Maintainer	Pavel Ryzhov <pavel.ryzhov@gmail.com>
Category	Finance
Home page	http://github.com/paulrzcz/hquantlib.git
Source repo	head: git clone https://github.com/paulrzcz/hquantlib.git this: git clone https://github.com/paulrzcz/hquantlib.git(tag 0.1.0.0)
Uploaded	by PavelRyzhov at 2026-09-05T16:37:14Z

Modules

QuantLib
- QuantLib.Currencies
- QuantLib.Event
- QuantLib.Instruments
- QuantLib.Math
  - QuantLib.Math.Copulas
- Methods
  - QuantLib.Methods.MonteCarlo
  - QuantLib.Methods.Pricer
- QuantLib.Models
  - QuantLib.Models.Volatility
- QuantLib.Money
- QuantLib.Options
- QuantLib.Position
- QuantLib.Priceable
- QuantLib.Prices
- QuantLib.PricingEngines
  - QuantLib.PricingEngines.BlackFormula
- QuantLib.Quotes
- QuantLib.Stochastic
- QuantLib.TimeSeries

Flags

Automatic Flags

Name	Description	Default
optimize	Enable optimizations for library and benchmarks	Enabled

Use -f <flag> to enable a flag, or -f -<flag> to disable that flag. More info

Downloads

hquantlib-0.1.0.0.tar.gz [browse] (Cabal source package)
Package description (as included in the package)

Maintainer's Corner

Package maintainers

PavelRyzhov

For package maintainers and hackage trustees

edit package information

Readme for hquantlib-0.1.0.0

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HQuantLib

HQuantLib is intended to be a port of QuantLib in Haskell. It is not one-to-one port of the library but rather it is a re-implementation of ideas leveraging current libraries available in Haskell Platform.

The latest version implements:

Currencies (major only)
Time: Thirty360 DayCounter
Base 1D stochastic processes: Geometric Brownian, generic Ito process, square-root, Ornstein-Uhlenbeck, generalized Black-Scholes
Instruments: Bonds and Stocks
Monte Carlo engine for 1D processes
Volatility estimators: simple local estimator, Garman-Klass simple sigma and Parkinson sigma.
Copulas : Clayton, Max, Min, Ali-Mikhail-Haq and Farlie-Gumbel-Morgenstern

Version 0.0.4.0

Monte Carlo engine has been moved to new Haskell-native RNG.