hquantlib 0.0.5.1 → 0.0.5.2
raw patch · 3 files changed
+33/−8 lines, 3 filesdep ~basedep ~containersdep ~timePVP ok
version bump matches the API change (PVP)
Dependency ranges changed: base, containers, time
API changes (from Hackage documentation)
Files
- changelog.md +7/−0
- hquantlib.cabal +10/−8
- readme.md +16/−0
+ changelog.md view
@@ -0,0 +1,7 @@+### 0.0.5.2+* Updated dependencies+* Cleanup of cabal and drone files++### 0.1.0+* Upgraded to Cabal 3.0.+* Migrated to GHC 9.4.8.
hquantlib.cabal view
@@ -1,6 +1,7 @@+cabal-version: 3.0 name: hquantlib-version: 0.0.5.1-license: LGPL+version: 0.0.5.2+license: LGPL-3.0-only license-file: LICENSE author: Pavel Ryzhov maintainer: Pavel Ryzhov <pavel.ryzhov@gmail.com>@@ -10,8 +11,9 @@ build-type: Simple stability: alpha homepage: http://github.com/paulrzcz/hquantlib.git-cabal-version: >= 1.18+extra-doc-files: readme.md, changelog.md + source-repository head type: git location: https://github.com/paulrzcz/hquantlib.git@@ -19,7 +21,7 @@ source-repository this type: git location: https://github.com/paulrzcz/hquantlib.git- tag: 0.0.5.1+ tag: 0.0.5.2 flag optimize description : Enable optimizations for library and benchmarks@@ -64,8 +66,8 @@ build-depends: base >3 && <5, random >= 1.0 && < 2.0,- time >= 1.9.0.0 && < 1.10.0.0,- containers >= 0.6.0.0 && < 0.7.0.0,+ time >= 1.9.0.0 && < 1.15.0.0,+ containers >= 0.6.0.0 && < 0.8.0.0, hmatrix >= 0.20.0.0 && < 0.21.0.0, hmatrix-gsl >= 0.19.0.0 && < 0.20.0.0, hmatrix-special >= 0.19.0 && < 0.20.0,@@ -79,7 +81,7 @@ hs-source-dirs: src ghc-options: -Wall if flag(optimize)- ghc-options: -funbox-strict-fields -O2 -fspec-constr -fdicts-cheap+ ghc-options: -funbox-strict-fields -fspec-constr -fdicts-cheap executable mctest default-language: Haskell2010@@ -106,7 +108,7 @@ type : exitcode-stdio-1.0 main-is : Test.hs hs-source-dirs : src- build-depends : base,+ build-depends : base >3 && <5, test-framework >= 0.8 && < 0.9, test-framework-hunit >= 0.3.0 && < 0.4.0, test-framework-quickcheck2 >= 0.3.0.0 && < 0.4.0,
+ readme.md view
@@ -0,0 +1,16 @@+# HQuantLib #++HQuantLib is intended to be a port of [QuantLib](http://quantlib.org) 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:++1. Currencies (major only)+2. Time: Thirty360 DayCounter+3. Base 1D stochastic processes: Geometric Brownian, generic Ito process, square-root, Ornstein-Uhlenbeck, generalized Black-Scholes+4. Instruments: Bonds and Stocks+5. Monte Carlo engine for 1D processes+6. Volatility estimators: simple local estimator, Garman-Klass simple sigma and Parkinson sigma.+7. 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.