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Quant-Framework-0.34
River stage zero No dependents
++

Changes for version 0.34

  • Handles negative variance in get_volatility differently.

Modules

Quant::Framework
Gateway to fetch market-data from Quant::Framework
Quant::Framework::Asset
Quant::Framework::CorporateAction
Quant::Framework::CorrelationMatrix
Quant::Framework::Currency
Quant::Framework::Dividend
A module to save/load dividends
Quant::Framework::Document
Binds data with Chronicle
Quant::Framework::EconomicEventCalendar
Quant::Framework::Exchange
A module to save/load exchange information
Quant::Framework::Holiday
A module to save/load market holidays
Quant::Framework::ImpliedRate
A module to save/load implied interest rates for currencies
Quant::Framework::InterestRate
A module to save/load interest rates for currencies
Quant::Framework::Spot
Used to store/retrieve spot prices into/from local Redis storage
Quant::Framework::Spot::DatabaseAPI
Quant::Framework::Spot::OHLC
Quant::Framework::Spot::Tick
Quant::Framework::StorageAccessor
This class incorporates chronicle accessors
Quant::Framework::TradingCalendar
Quant::Framework::Utils::MarketData
Base class for market-data
Quant::Framework::Utils::Test
Quant::Framework::Utils::UnderlyingConfig
Quant::Framework::VolSurface
Quant::Framework::VolSurface::Delta
Quant::Framework::VolSurface::Moneyness
Quant::Framework::VolSurface::Utils

Provides

Quant::Framework::ExpiryConventions
in lib/Quant/Framework/ExpiryConventions.pm
Quant::Framework::PartialTrading
in lib/Quant/Framework/PartialTrading.pm
Quant::Framework::Utils::Builder
in lib/Quant/Framework/Utils/Builder.pm
Quant::Framework::Utils::Rates
in lib/Quant/Framework/Utils/Rates.pm
Quant::Framework::Utils::Types
in lib/Quant/Framework/Utils/Types.pm

Other files