Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet. Currently, the Quantifa Team is looking for developers.

Features

  • The first and biggest F# open-source project for quantitative finance and risk management
  • Multi-paradigm programming, both functional and object-oriented
  • Fully developed under the Microsoft .NET framework
  • Partially based on the QuantLib, a c++ library for quantitative finance
  • Matlab-style syntax for end users, powered by F# interactive

Project Activity

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License

BSD License

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Additional Project Details

Intended Audience

Financial and Insurance Industry

Registered

2010-01-03