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wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Home Page:https://wilsonfreitas.github.io/awesome-quant/

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Take a look at Haxcel?

MarcusRainbow opened this issue · comments

commented

Not strictly speaking a quant library, Haxcel uses the Excel 12 interface to allow you to run Haskell inside a spreadsheet. You can write your own Haskell or pull in one of the open-source Haskell pricing libraries already available in awesome-quant, by loading external modules. You can mix and match Haskell and Excel formulae, and what you write in Haskell supports non-strict evaluation. For example array formulae are only evaluated to the extent that they are needed for the cell range to be filled.