Done.
On 8/13/07, Slobodan Blazeski slobodan.blazeski@gmail.com wrote:
Hi
I'm interested in hosting for my new project cl-finance Full name:
My name is Slobodan Blazeski, I have bachelor degree in economics, department of financial management. Gpg public key: Don't have one currently but if it's necessary will get one. Description of project: A finance library for common lisp, the library should offer: Risk free assets:
- Simple Credits
- Discrete compunding
- Continous compunding
- Annuity
- Conversation from one model to another "equivalent one"
- Zero coupon bonds
- Coupon bonds
Risky assets :
- Binomial tree model
- Trinomial tree
Portfolio management Forward & Futures Options (European & American) Variable interest rates Stochastic interest rates. Monte Carlo methods are on the wishlist but will need time to implement something like QuantLib http://quantlib.org/
Other members : None License : LLGPL .
Bobi
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