https://github.com/aviks/Ito.jl

A Julia package for quantitative finance
https://github.com/aviks/Ito.jl

Last synced: 3 months ago
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A Julia package for quantitative finance

• Host: GitHub
• URL: https://github.com/aviks/Ito.jl
• Owner: aviks
• License: other
• Archived: true
• Created: 2012-12-06T20:46:42.000Z (almost 12 years ago)
• Default Branch: master
• Last Pushed: 2017-05-17T00:38:01.000Z (over 7 years ago)
• Last Synced: 2024-04-18T15:07:15.866Z (7 months ago)
• Language: Julia
• Homepage: http://aviks.github.com/Ito.jl/
• Size: 102 KB
• Stars: 35
• Watchers: 10
• Forks: 13
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

Awesome Lists containing this project

• awesome-quant - Ito.jl - A Julia package for quantitative finance. (Julia / FrameWorks)
• awesome-quant - Ito.jl - A Julia package for quantitative finance. (Julia / FrameWorks)

README

        
# Deprecated

This package is now deprecated. This package started by emulating functionality from Quantlib, but the [Quantlib.jl](https://github.com/pazzo83/QuantLib.jl) package now contains a much larger port of Quantlib. Some of the longer terms goals of this package are now implemented in [Miletus](http://juliacomputing.com/products/juliafin/miletus.html), a contract definition and modelling language from Julia Computing. 

## Ito, an open source toolkit for financial computing in Julia

Ito is a collection of Julia modules containing algorithms for efficient quantitative finance. 

It includes functions and frameworks for holiday calendars, day count conventions, term structures, 

stochastic processes and more. 

A lot of the functionality is work in progress, but there are hopefully some useful bits already. 

Detailed documentation is available at http://aviks.github.com/Ito.jl/

## Installation

```julia

Pkg.add("Ito")

```