A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.

Useful functions for Black–Scholes Model in the Julia Language

:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.

Interest Rates calculation, indexing and Term Structures.

Quantlib implementation in pure Julia

Financial derivatives modeling and pricing in Julia.

Julia implementation of QuantEcon routines

Simulated Method of Moments for Julia

Time series market data

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)