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Haskell port of quantlib

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simoncourtenage

Haskell port of quantlib

I posted this message to the quantlib-users list, but in case it's not the right place, am reposting it here.

is anyone interested in a Haskell port of quantlib? haskell is a functional programming language that is being used in some risk modelling etc.
circles. as a haskell programmer, I'd be interested in producing a port and wondered if anyone would be interested in such a thing or can see any value in it.

Regards

Simon Courtenage

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Amiruddin Nagri-2

Re: Haskell port of quantlib

Hi Simon,

I am interested in this project.

I have been trying to do something similar for long time, also I digged a little about what's happening in the Functional world related to finance libs, I got a few projects on sourceforge which are trying to do the same : http://sourceforge.net/projects/quantifa/

But they are not active/very less active.

I know Haskell decent enough, have been trying to get hold of functional paradigm, its pretty interesting and a project like this will definitely polish my weak areas.

Let me know what is your plan.

Regards,
Amiruddin Nagri,
Bangalore, 560008, KA
India

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On Sat, Jun 26, 2010 at 2:46 PM, Simon Courtenage <[hidden email]> wrote:

I posted this message to the quantlib-users list, but in case it's not the right place, am reposting it here.

is anyone interested in a Haskell port of quantlib? haskell is a functional programming language that is being used in some risk modelling etc.
circles. as a haskell programmer, I'd be interested in producing a port and wondered if anyone would be interested in such a thing or can see any value in it.

Regards

Simon Courtenage

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simoncourtenage

Re: Haskell port of quantlib

Hi Amiruddin,

Thanks for getting in touch. My plan had been to start from a top-level module design and then move onto porting a small discrete part of QuantLib, such as the Dates/Calendar part, to haskell, before doing more.

The quantifa project is interesting, and I'll get in touch with their admins to see if we can work together, perhaps on top-level design etc.

My initial objective is to start a sourceforge project - provisionally entitled QuantHas - as a basis of organizing the work and people who want to be involved.

Regards

Simon Courtenage

On Sat, Jun 26, 2010 at 7:22 PM, Amiruddin Nagri <[hidden email]> wrote:

Hi Simon,

I am interested in this project.

I have been trying to do something similar for long time, also I digged a little about what's happening in the Functional world related to finance libs, I got a few projects on sourceforge which are trying to do the same : http://sourceforge.net/projects/quantifa/

But they are not active/very less active.

I know Haskell decent enough, have been trying to get hold of functional paradigm, its pretty interesting and a project like this will definitely polish my weak areas.

Let me know what is your plan.

Regards,
Amiruddin Nagri,
Bangalore, 560008, KA
India

Y! IM : [hidden email]
GTalk : [hidden email]

On Sat, Jun 26, 2010 at 2:46 PM, Simon Courtenage <[hidden email]> wrote:

I posted this message to the quantlib-users list, but in case it's not the right place, am reposting it here.

is anyone interested in a Haskell port of quantlib? haskell is a functional programming language that is being used in some risk modelling etc.
circles. as a haskell programmer, I'd be interested in producing a port and wondered if anyone would be interested in such a thing or can see any value in it.

Regards

Simon Courtenage

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