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HQu.cabal
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cabal-version: 2.4
name: HQu
version: 0.0.0.6
synopsis: quantitative finance library
description: General purpose quantitative finance library
homepage: https://github.com/ghais/HQu
bug-reports: https://github.com/ghais/HQu/issues
license: MIT
license-file: LICENSE
author: Ghais
maintainer: Ghais <[email protected]>
copyright: 2021 Ghais
category: Finance,Math
build-type: Simple
extra-doc-files: README.md
CHANGELOG.md
tested-with: GHC == 8.8.3
GHC == 8.8.1
GHC == 8.6.5
GHC == 8.10.4
source-repository head
type: git
location: https://github.com/ghais/HQu.git
common common-options
build-depends: base >= 4.11.0 && < 5
ghc-options: -Wall
-Wcompat
-Widentities
-Wincomplete-uni-patterns
-Wincomplete-record-updates
if impl(ghc >= 8.0)
ghc-options: -Wredundant-constraints
if impl(ghc >= 8.2)
ghc-options: -fhide-source-paths
if impl(ghc >= 8.4)
ghc-options: -Wmissing-export-lists
-Wpartial-fields
if impl(ghc >= 8.8)
ghc-options: -Wmissing-deriving-strategies
default-language: Haskell2010
default-extensions: ConstraintKinds
DeriveGeneric
DerivingStrategies
FlexibleInstances
GeneralizedNewtypeDeriving
InstanceSigs
KindSignatures
LambdaCase
MultiParamTypeClasses
OverloadedStrings
RecordWildCards
ScopedTypeVariables
StandaloneDeriving
TupleSections
TypeApplications
ViewPatterns
library
import: common-options
hs-source-dirs: src
exposed-modules: HQu
Q.SortedVector
Q.ContingentClaim
Q.ContingentClaim.Options
Q.Currencies.America
Q.Currencies.Asia
Q.Currencies.Europe
Q.Currency
Q.Greeks
Q.Interpolation
Q.MonteCarlo
Q.Options
Q.Options.Bachelier
Q.Options.Black76
Q.Options.BlackScholes
Q.Options.ImpliedVol
Q.Options.ImpliedVol.TimeInterpolation
Q.Options.ImpliedVol.InterpolatingSmile
Q.Options.ImpliedVol.StrikeInterpolation
Q.Options.ImpliedVol.LetsBeRational
Q.Options.ImpliedVol.Normal
Q.Options.ImpliedVol.Surface
Q.Options.ImpliedVol.SVI
Q.Options.ImpliedVol.TimeSlice
Q.Payoff
Q.Plotting
Q.Stats.Arima
Q.Stats.TimeSeries
Q.Stochastic
Q.Stochastic.Discretize
Q.Stochastic.Process
Q.Time
Q.Time.Date
Q.Time.DayCounter
Q.Types
Q.Util.File
other-modules:
Paths_HQu
autogen-modules:
Paths_HQu
include-dirs:
external/include
cxx-sources:
external/src/lets_be_rational.cpp
external/src/normaldistribution.cpp
external/src/rationalcubic.cpp
external/src/erf_cody.cpp
install-includes:
importexport.h
lets_be_rational.h
normaldistribution.h
rationalcubic.h
build-depends:
bytestring >=0.10 && <0.12
, cassava >=0.5
, containers >= 0.6.2 && <0.7
, conversion >= 1.2 && <2
, data-default-class >= 0.1 && <0.2
, erf >= 2 && <3
, hmatrix >= 0.18 && <0.30
, hmatrix-gsl >= 0.19 && <0.20
, hmatrix-gsl-stats >= 0.4.1
, hspec >= 2.7.10
, hspec-expectations >= 0.8.2
, hvega
, ieee754 >= 0.8 && <0.9
, math-functions >= 0.3.4 && <0.4
, mersenne-random-pure64 >= 0.2.2
, monad-loops >= 0.4.3 && < 0.5
, mtl >=2.2 && < 3
, random >= 1.1 && < 2
, random-fu >= 0.2 && < 0.3
, random-source >= 0.3.0.11 && < 0.4
, rvar >= 0.2 && < 0.3
, sorted-list >= 0.2.1.0 && < 0.3
, statistics >= 0.15.2 && < 0.16
, stm >= 2.5 && < 3
, text >= 1.2.4 && < 1.3
, time >= 1.9 && < 2
, vector >= 0.12.1 && < 0.13
, vector-algorithms >= 0.8 && < 0.9
if arch(x86_64)
cc-options: -msse2
if arch(i386)
cc-options: -msse2
if os(OSX)
extra-lib-dirs: /opt/local/lib/
include-dirs: /opt/local/include/
extra-lib-dirs: /usr/local/lib/
include-dirs: /usr/local/include/
if arch(i386)
cc-options: -arch i386
frameworks: Accelerate
if os(freebsd)
extra-lib-dirs: /usr/local/lib
include-dirs: /usr/local/include
if os(windows)
extra-libraries: gsl
if os(linux)
if arch(x86_64)
cc-options: -fPIC
extra-lib-dirs: /usr/local/lib
include-dirs: /usr/local/include
extra-libraries: gsl
pkgconfig-depends: gsl
test-suite bachelier-test
import: common-options
type: exitcode-stdio-1.0
hs-source-dirs: test/bachelier
main-is: Spec.hs
build-depends: HQu
, hspec >= 2.7
, hspec-expectations >= 0.8
ghc-options: -threaded
-rtsopts
-with-rtsopts=-N
test-suite normalimpliedvol-test
import: common-options
type: exitcode-stdio-1.0
hs-source-dirs: test/normalimpliedvol
main-is: Spec.hs
build-depends: HQu
, hspec >= 2.7
, hspec-expectations >= 0.8
ghc-options: -threaded
-rtsopts
-with-rtsopts=-N
test-suite svi-test
import: common-options
type: exitcode-stdio-1.0
hs-source-dirs: test/svi
main-is: Spec.hs
build-depends: HQu
, hspec >= 2.7
, hspec-expectations >= 0.8
ghc-options: -threaded
-rtsopts
-with-rtsopts=-N
benchmark HQu-benchmark
import: common-options
type: exitcode-stdio-1.0
hs-source-dirs: benchmark
main-is: Main.hs
build-depends: HQu
, gauge
, hspec >= 2.7
, hspec-expectations >= 0.8
ghc-options: -threaded
-rtsopts
-with-rtsopts=-N