Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet. Currently, the Quantifa Team is looking for developers.
Features
- A Free/Open-Source Functional Programming Toolbox for Quantitative Finance and Risk Management
Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet, which are free/open-source libraries for financial quantitative analysts and developers written in C++ and C#, respectively.
F# is a new programming language and will be integrated in Microsoft Visual Studio 2010, along with C++, Visual Basic and C#. Due to its multi-paradigm programming feature, writing code in F# can be both elegant and time-efficient.
- Designed for Use in F# Interactive
F# Interactive is used to run F# code interactively at the console or in a window in Visual Studio. In other words, F# can be viewed as a console application that you can get result immediately after writing the code. This functionality is very helpful for developing financial engineering library, where what we need is just call the function in the library and get the result immediately or send it directly to other applications.
Many users have experience of using Financial Derivatives Toolbox in Matlab. Powered by F# Interactive, calling functions in Quantifa is quite similar to Matlab and you can get the result immediately.
- The First Financial Open-Source Project in F#
Quantifa is the first-ever and biggest financial open-source project in F#. As it is still a project under development, the Quantifa Team is looking for developers. If you are interested, please send an email to Ning Cao, Quantitative Developer & Administrator of the Quantifa Project. tony.ning.cao@gmail.com
Useful Links
- Quantifa Project Page on SourceForge.net
- QuantLib
- QLNet
- Microsoft F# Developer Center
- F# Forum: hubFS
