Metadata-Version: 1.1
Name: quantdsl
Version: 0.0.4
Summary: Domain specific language for quantitative analytics in finance.
Home-page: https://github.com/johnbywater/quantdsl
Author: John Bywater
Author-email: john.bywater@appropriatesoftware.net
License: BSD
Description: 
        Quant DSL is a hybrid functional programming language for modelling derivative financial instruments.
        
        The core of Quant DSL is a set of primitive elements (such as "Wait", "Choice", "Market") that encapsulate common mathematical machinery used in finanace and trading (e.g. time value of money calculations, the least-squares Monte Carlo approach, models of market dynamics) and which can be composed into executable expressions of value.
        
        User defined functions can be used to generate complex graphs of primitive expressions which can be evaluated in parallel. The syntax of Quant DSL expressions have been formally defined, and the semantics are supported with mathematical proofs.
        
        This package is an implementation in Python of the Quant DSL syntax and semantics. 
        
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Environment :: Console
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: BSD License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: Topic :: Office/Business :: Financial :: Spreadsheet
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Software Development :: Libraries :: Python Modules
