Ito, an open source toolkit for financial computing in Julia

Ito is a collection of Julia modules containing algorithms for efficient quantitative finance. It includes functions and frameworks for holiday calendars, day count conventions, term structures, stochastic processes and more.

A lot of the functionality is work in progress, but there are hopefully some useful bits already.

Detailed documentation is available at http://aviks.github.com/Ito.jl/

Installation

Pkg.add("Ito")