17. Quantlets and Quantlibs

Wolfgang Härdle , Zdenek Hlávka and Sigbert Klinke
28 July 2004

Quantlets are quantitative procedures that are designed in the XploRe language and run inside the XploRe computing environment. They may be made public on the Internet via an HTML outlet.

If several quantlets serve a common aim and constitute a group of homogeneous code, they may be combined into a set of quantlets to constitute a so-called quantlib. XploRe has several such quantlibs, e.g. the collection of time series routines (quantlib times ) and the smoothing methods (quantlib smoother ).