I have been using QuantLib and RQuantLib for some time, and I noticed that QuantLib.jl is available in GitHub, but I am not sure if it is still under development.
At the same time, I checked some of the other quant packages. For example, Miletus.jl is not free, Ito.jl is deprecated…
I’m kind of intermittently working on it - I was going to wait until 0.7 to do a refresh to make it compatible.
That said - if you would like to do some work on it as well, I would most certainly welcome it!! Basically I’ve been trying to just convert the core C++ code in Quantlib to Julia
It is really nice to hear about that.
I think I need more time to learn Julia before I can do it. I am currently trying to rewrite some of the C++ codes in Julia from this book as practice and my future teaching materials: