There is a free library for quantitaive finance called quantlib
http://quantlib.org/
The library is writen in C++ but comes with python bindings.
The licence is modified BSD (http://quantlib.org/license.shtml) (wich is
GPL-compatible)
Perhaps you might want to integrate it into sage
The more
On Mon, Jun 2, 2008 at 12:02 PM, Harald Schilly
<[EMAIL PROTECTED]> wrote:
>
>
>
> On Jun 2, 7:46 pm, "William Stein" <[EMAIL PROTECTED]> wrote:
>> Hi,
>>
>> I've posted a first very very (very) minimal "quantitative finance"
>> piece of code here:
>
> I have briefly looked at the code and I'm cur
On Jun 2, 7:46 pm, "William Stein" <[EMAIL PROTECTED]> wrote:
> Hi,
>
> I've posted a first very very (very) minimal "quantitative finance"
> piece of code here:
I have briefly looked at the code and I'm curious: How significant is
the speed difference between R, using an ts() object and fSerie
