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hquantlib.cabal
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hquantlib.cabal
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cabal-version: 3.0
name: hquantlib
version: 0.1.0
license: LGPL-3.0-or-later
license-file: LICENSE
author: Pavel Ryzhov
maintainer: Pavel Ryzhov <[email protected]>
category: Finance
synopsis: HQuantLib is a port of essencial parts of QuantLib to Haskell
description: HQuantLib is intended to be a functional style port of QuantLib (<http://quantlib.org>)
build-type: Simple
stability: alpha
homepage: http://github.com/paulrzcz/hquantlib.git
extra-doc-files: README.md, changelog.md
source-repository head
type: git
location: https://github.com/paulrzcz/hquantlib.git
source-repository this
type: git
location: https://github.com/paulrzcz/hquantlib.git
tag: 0.1.0
flag optimize
description : Enable optimizations for library and benchmarks
default : True
library
default-language: Haskell2010
exposed-modules:
QuantLib
QuantLib.Event
QuantLib.Instruments
QuantLib.Currencies
QuantLib.Stochastic
QuantLib.Priceable
QuantLib.PricingEngines
QuantLib.PricingEngines.BlackFormula
QuantLib.Quotes
QuantLib.TimeSeries
QuantLib.Money
QuantLib.Math
QuantLib.Math.Copulas
QuantLib.Models
QuantLib.Models.Volatility
QuantLib.Prices
QuantLib.Position
QuantLib.Options
QuantLib.Methods.MonteCarlo
QuantLib.Methods.Pricer
other-modules:
QuantLib.Currencies.America
QuantLib.Currencies.Europe
QuantLib.Instruments.Instrument
QuantLib.Instruments.Stock
QuantLib.Stochastic.Discretize
QuantLib.Stochastic.Process
QuantLib.Stochastic.Random
QuantLib.Currency
QuantLib.Math.InverseNormal
QuantLib.Stochastic.PureMT
build-depends:
base >= 4.17.0 && <5,
random >= 1.2.1 && < 1.3,
time >= 1.12 && < 1.13,
containers >= 0.6.7 && < 0.7,
hmatrix >= 0.20.2 && < 0.21,
hmatrix-gsl >= 0.19.0 && < 0.20,
hmatrix-special >= 0.19.0 && < 0.20,
parallel >= 3.2.2 && < 3.3,
mersenne-random-pure64 >= 0.2.2 && < 0.3,
statistics >= 0.16.2 && < 0.17,
vector >= 0.13.1 && < 0.14,
vector-algorithms >= 0.9.0 && < 0.10,
hquantlib-time >= 0.1.0 && < 0.2
hs-source-dirs: src
ghc-options: -Wall
if flag(optimize)
ghc-options: -funbox-strict-fields -fspec-constr -fdicts-cheap
executable mctest
default-language: Haskell2010
main-is : Tests/McTest.hs
hs-source-dirs : src
ghc-options : -threaded -rtsopts
other-modules : QuantLib.Math.InverseNormal
QuantLib.Methods.MonteCarlo
QuantLib.Methods.Pricer
QuantLib.Stochastic
QuantLib.Stochastic.Discretize
QuantLib.Stochastic.Process
QuantLib.Stochastic.Random
QuantLib.Stochastic.PureMT
build-depends : base,
hquantlib,
parallel,
mersenne-random-pure64,
containers,
time
Test-Suite main-test
default-language: Haskell2010
type : exitcode-stdio-1.0
main-is : Test.hs
hs-source-dirs : src
build-depends : base,
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,
QuickCheck >= 2.8.0 && < 3.0.0,
HUnit >= 1.2.5.2 && < 2.0.0.0