[thetwentyone]

For those interested in this space, a couple of related libraries in Julia:

https://github.com/JuliaComputing/Miletus.jl

https://github.com/JuliaActuary/FinanceModels.jl

I’m the author of the second one, so am always interested to see discussions on financial modeling libraries.

[kyleloomis]

Thanks for sharing. Your library seems to be a bit more extensive, including not only definitions but also modeling. Might be useful as a reference point if I integrate other functionality such as pricing.