Science Score: 18.0%
This score indicates how likely this project is to be science-related based on various indicators:
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✓CITATION.cff file
Found CITATION.cff file -
○codemeta.json file
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○.zenodo.json file
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○DOI references
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○Academic publication links
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○Committers with academic emails
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (4.1%) to scientific vocabulary
Keywords
Keywords from Contributors
Repository
Writing financial contracts in Julia
Basic Info
- Host: GitHub
- Owner: JuliaComputing
- License: other
- Language: Julia
- Default Branch: master
- Homepage: https://juliahub.com/ui/Packages/Miletus/Sk1m2/
- Size: 290 KB
Statistics
- Stars: 89
- Watchers: 12
- Forks: 23
- Open Issues: 4
- Releases: 4
Topics
Metadata Files
README.md
Miletus.jl
Miletus is a financial contract modelling language written in Julia, based on papers by Peyton Jones and Eber [PJ&E2000],[PJ&E2003] (more closely modelled on the second one).
```julia using Miletus using Dates: today, Day
s = SingleStock()
d1 = today() d2 = d1 + Day(120)
Arguments: Date, Stock, Strike
eucall = EuropeanCall(d2, s, 100.00) euput = EuropeanPut(d2, s, 100.00) amcall = AmericanCall(d2, s, 100.00) amput = AmericanPut(d2, s, 100.00)
m = GeomBMModel(d1, 100.00, 0.05, 0.0, 0.1) value(m, eucall) value(m, euput)
m = CRRModel(d1,d2,100, 100.00, 0.05, 0.0, 0.1) value(m, eucall) value(m, euput) value(m, amcall) value(m, amput) ```
References
[PJ&E2000]: Simon Peyton Jones and Jean-Marc Eber, "Composing contracts: an adventure in financial engineering". Julian Seward. ICFP 2000.
[PJ&E2003]: Simon Peyton Jones and Jean-Marc Eber, "How to write a financial contract", in "The Fun of Programming", ed Gibbons and de Moor, Palgrave Macmillan 2003.
Owner
- Name: JuliaHub
- Login: JuliaComputing
- Kind: organization
- Email: info@juliahub.com
- Location: Cambridge, MA
- Website: https://juliahub.com
- Twitter: JuliaHub_Inc
- Repositories: 126
- Profile: https://github.com/JuliaComputing
Citation (CITATION.bib)
@misc{Miletus.jl-2019,
title={Miletus: Writing financial contracts in Julia},
author={Simon Byrne, Avik Sengupta},
year={2019},
url={https://github.com/JuliaComputing/Miletus.jl}
}
GitHub Events
Total
- Watch event: 6
- Fork event: 1
Last Year
- Watch event: 6
- Fork event: 1
Committers
Last synced: almost 3 years ago
All Time
- Total Commits: 52
- Total Committers: 9
- Avg Commits per committer: 5.778
- Development Distribution Score (DDS): 0.481
Top Committers
| Name | Commits | |
|---|---|---|
| Avik Sengupta | a****k@s****t | 27 |
| alecloudenback | a****k@u****m | 9 |
| Alec Loudenback | a****k@g****m | 6 |
| Harsha Byadarahalli Mahesh | b****a@u****m | 3 |
| Viral B. Shah | V****h@u****m | 2 |
| CompatHelper Julia | c****y@j****g | 2 |
| Simon Byrne | s****e@g****m | 1 |
| Joris Kraak | j****k@j****m | 1 |
| Viral B. Shah | v****l@j****m | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 7 months ago
All Time
- Total issues: 6
- Total pull requests: 12
- Average time to close issues: 17 days
- Average time to close pull requests: 2 months
- Total issue authors: 6
- Total pull request authors: 6
- Average comments per issue: 1.5
- Average comments per pull request: 1.08
- Merged pull requests: 9
- Bot issues: 0
- Bot pull requests: 3
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- balmoral (1)
- rayvadams (1)
- alecloudenback (1)
- aviks (1)
- spaette (1)
- JuliaTagBot (1)
Pull Request Authors
- aviks (3)
- github-actions[bot] (3)
- alecloudenback (3)
- drsk0 (1)
- spaette (1)
- bauglir (1)
Top Labels
Issue Labels
Pull Request Labels
Dependencies
- BusinessDays *
- ForwardDiff *
- Optim *
- Reexport *
- SpecialFunctions *
- StatsBase *
- StatsFuns *
- julia 0.7
- actions/checkout v2 composite
- julia-actions/cache v1 composite
- julia-actions/julia-buildpkg v1 composite
- julia-actions/julia-runtest v1 composite
- julia-actions/setup-julia v1 composite
- JuliaRegistries/TagBot v1 composite