Changes for version 0.36
- Changed closing_tick_on function to accept only a date and sets validation error if get_volatility function is called with zero duration.
Modules
Gateway to fetch market-data from Quant::Framework
Binds data with Chronicle
A module to save/load exchange information
A module to save/load market holidays
A module to save/load implied interest rates for currencies
A module to save/load interest rates for currencies
Used to store/retrieve spot prices into/from local Redis storage
This class incorporates chronicle accessors
Base class for market-data
Provides
in lib/Quant/Framework/ExpiryConventions.pm
in lib/Quant/Framework/PartialTrading.pm
in lib/Quant/Framework/Utils/Builder.pm
in lib/Quant/Framework/Utils/Rates.pm
in lib/Quant/Framework/Utils/Types.pm