perl-VolSurface-Calibration-Equities-0.04-alt1.noarch.rpm


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Description

perl-VolSurface-Calibration-Equities - lib/VolSurface/Calibration/Equities.pm

Property Value
Distribution ALT Linux Sisyphus
Repository Autoimports noarch
Package name perl-VolSurface-Calibration-Equities
Package version 0.04
Package release alt1
Package architecture noarch
Package type rpm
Installed size 40.74 KB
Download size 40.74 KB
Official Mirror ftp.altlinux.org
This module implements Binary.com's volatility surface calibration algorithm which is based on SABR.
The SABR (Stochastic alpha, beta, rho) model is a stochastic volatility model, which is used to
estimate the volatility smile in the derivatives market. For a more general overview of the general
SABR model, please refer https://en.wikipedia.org/wiki/SABR_volatility_model.

Alternatives

Package Version Architecture Repository
perl-VolSurface-Calibration-Equities - - -

Requires

Name Value
/usr/share/perl5 -
perl(Date/Utility.pm) -
perl(Format/Util/Numbers.pm) -
perl(List/MoreUtils.pm) -
perl(List/Util.pm) -
perl(Math/Trig.pm) -
perl(Moose.pm) -
perl(Try/Tiny.pm) -
rpmlib(PayloadIsLzma) -

Provides

Name Value
perl(VolSurface/Calibration/Equities.pm) = 0.040
perl-VolSurface-Calibration-Equities = 0.04-alt1

Download

Type URL
Binary Package perl-VolSurface-Calibration-Equities-0.04-alt1.noarch.rpm
Source Package perl-VolSurface-Calibration-Equities-0.04-alt1.src.rpm

Install Howto

  1. Add the following line to /etc/apt/sources.list:
    
    rpm [Sisyphus] http://ftp.altlinux.org/pub/distributions/ALTLinux/autoimports/Sisyphus noarch autoimports
    rpm [Sisyphus] http://ftp.altlinux.org/pub/distributions/ALTLinux/autoimports/Sisyphus noarch autoimports
    
  2. Update the package index:
    # sudo apt-get update
  3. Install perl-VolSurface-Calibration-Equities rpm package:
    # sudo apt-get install perl-VolSurface-Calibration-Equities

Files

Path
/usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/Changes
/usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/LICENSE
/usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/README
/usr/share/doc/perl-VolSurface-Calibration-Equities-0.04/README.md
/usr/share/perl5/VolSurface/
/usr/share/perl5/VolSurface/Calibration/Equities.pm

See Also

Package Description
perl-VolSurface-Utils-1.04-alt1.noarch.rpm A class that handles several volatility related methods
perl-Voldemort-0.11-alt2.noarch.rpm A voldemort client and infrastructure
perl-Volution-0.0.2-alt1.noarch.rpm Database Migration Swiss Army Chainsaw
perl-Vonage-Click2Call-0.11-alt1.noarch.rpm perl module Vonage-Click2Call
perl-Voting-Condorcet-RankedPairs-1.01-alt1.noarch.rpm perl module Voting-Condorcet-RankedPairs
perl-Vroom-0.37-alt1.noarch.rpm Slide Shows in Vim
perl-Vroom-Vroom-Link-0.06-alt1.noarch.rpm Subclass Vroom::Vroom to make clickable links
perl-Vroom-Vroom-Link-scripts-0.06-alt1.noarch.rpm Vroom-Vroom-Link scripts
perl-Vroom-scripts-0.37-alt1.noarch.rpm Vroom scripts
perl-W3C-LinkChecker-4.81-alt1.noarch.rpm W3C Link Checker
perl-W3C-LinkChecker-scripts-4.81-alt1.noarch.rpm W3C-LinkChecker scripts
perl-W3C-LogValidator-1.4-alt1.noarch.rpm The W3C Log Validator
perl-W3C-LogValidator-scripts-1.4-alt1.noarch.rpm W3C-LogValidator scripts
perl-W3C-SOAP-0.14-alt1.noarch.rpm Static and dynamic SOAP client generator from WSDL & XSD files
perl-W3C-SOAP-scripts-0.14-alt1.noarch.rpm W3C-SOAP scripts
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