quantfin-0.1.0.2: quantfin.cabal
-- Initial quantfin.cabal generated by cabal init. For further
-- documentation, see http://haskell.org/cabal/users-guide/
-- The name of the package.
name: quantfin
-- The package version. See the Haskell package versioning policy (PVP)
-- for standards guiding when and how versions should be incremented.
-- http://www.haskell.org/haskellwiki/Package_versioning_policy
-- PVP summary: +-+------- breaking API changes
-- | | +----- non-breaking API additions
-- | | | +--- code changes with no API change
version: 0.1.0.2
-- A short (one-line) description of the package.
synopsis: Quant finance library in pure Haskell.
-- A longer description of the package.
-- description:
-- URL for the project homepage or repository.
homepage: https://github.com/boundedvariation/quantfin
-- The license under which the package is released.
license: BSD3
-- The file containing the license text.
license-file: LICENSE
-- The package author(s).
author: Timothy Dees
-- An email address to which users can send suggestions, bug reports, and
-- patches.
maintainer: timothy.dees@gmail.com
-- A copyright notice.
-- copyright:
category: Finance
build-type: Simple
-- Extra files to be distributed with the package, such as examples or a
-- README.
-- extra-source-files:
-- Constraint on the version of Cabal needed to build this package.
cabal-version: >=1.10
library
-- Modules exported by the library.
exposed-modules: Quant.YieldCurve
Quant.VolSurf
Quant.Math.Integration
Quant.Math.Interpolation
Quant.Math.Utilities
--Quant.Models
Quant.Models.Black
Quant.Models.Merton
Quant.Models.Dupire
Quant.Models.Heston
Quant.Models.Processes
--Quant.RNG.MWC64X
Quant.MonteCarlo
Quant.ContingentClaim
Quant.Types
Quant.Time
-- Modules included in this library but not exported.
-- other-modules:
-- LANGUAGE extensions used by modules in this package.
-- other-extensions:
-- Other library packages from which modules are imported.
build-depends: base >=4.7 && <4.8,
vector,
mtl,
transformers,
random-fu,
containers,
rvar,
mersenne-random-pure64,
random-source,
random
-- Directories containing source files.
hs-source-dirs: src
-- Base language which the package is written in.
default-language: Haskell2010
ghc-options: -Wall -fexcess-precision
executable "example"
build-depends:
base,
quantfin
main-is: Test.hs
ghc-options: -Wall -fexcess-precision -rtsopts
default-language: Haskell2010