[admin] Hosting request cl-finance

Slobodan Blazeski slobodan.blazeski at gmail.com
Mon Aug 13 07:56:56 UTC 2007


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
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