Skip to main content

Domain specific language for quantitative analytics in finance.

Project description

Quant DSL is a functional programming language for modelling derivative instruments.

At the heart of Quant DSL is a set of built-in elements (e.g. “Market”, “Choice”, “Wait”) that encapsulate maths used in finance and trading (i.e. models of market dynamics, the least-squares Monte Carlo approach, time value of money calculations) and which can be composed into executable expressions of value.

User defined functions are supported, and can be used to generate massive expressions. The syntax of Quant DSL expressions has been formally defined, and the semantic model is supported with mathematical proofs. The Python package quantdsl is an implementation in Python of the Quant DSL syntax and semantics.

An extensive README file is available on GitHub.

Release history Release notifications

This version
History Node

1.4.0

History Node

1.3.5

History Node

1.3.4

History Node

1.3.3

History Node

1.3.2

History Node

1.3.1

History Node

1.3.0

History Node

1.2.0

History Node

1.1.0

History Node

1.0.0

History Node

0.2.0

History Node

0.1.1

History Node

0.1.0

History Node

0.0.5

History Node

0.0.4

History Node

0.0.3

History Node

0.0.2

History Node

0.0.1

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help File type Python version Upload date
quantdsl-1.4.0.tar.gz (108.9 kB) Copy SHA256 hash SHA256 Source None Oct 26, 2017

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging CloudAMQP CloudAMQP RabbitMQ AWS AWS Cloud computing Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page