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: 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
Sounds good, can I have your GPG key?
Thanks, Erik.
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
admin mailing list admin@common-lisp.net http://common-lisp.net/cgi-bin/mailman/listinfo/admin
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
admin mailing list admin@common-lisp.net http://common-lisp.net/cgi-bin/mailman/listinfo/admin
-
Erik Enge -
Slobodan Blazeski