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:

1. Simple Credits

2. Discrete compunding

3. Continous compunding

4. Annuity

5. Conversation from one model to another "equivalent one"

6. Zero coupon bonds

7. Coupon bonds

Risky assets :

1. Binomial tree model

2. 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