Metadata-Version: 1.1
Name: quantdsl
Version: 0.1.1
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 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 <https://github.com/johnbywater/quantdsl/blob/master/README.md>`_.
        
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
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
