Free Monte carlo simulator for financial quotes?

I am exp开发者_JAVA技巧erimenting with an application I am writing in prolog , and I need to use monte carlo simulator that would output prices for different randomly generated scenarios. Does anyone know where to look for something that would do this for free ? (I am not look for a library to use such as QuantLib)

Thanx

Without knowing exactly what you are trying to do it is difficult to recommend something specific. However http://cran.r-project.org/web/packages/ has many monte carlo packages for R.

Personally I use http://hackage.haskell.org/package/monte-carlo/ which is a toolkit for haskell. I have not found the off the shelf simulators to be very useful.

I'm not sure if you are after a financial simulator in prolog, but if you are willing to use a different language I would try R.

For a brief taster, have a look at the following links:

• R packages for financial applications.
• Applied finance with R conference

There is a research project that might interest you: http://www-rocq.inria.fr/mathfi/Premia/index.html.

It's free and covering the pricing of most financial derivatives, using various numerical methods..

I'm not sure if you'll be able to utilize it for your use case, but we just open sourced our decently-performant command line Monte Carlo simulator. https://github.com/monetate/monte-carlo-simulator

It simply reads a csv on stdin and outputs a csv of all the random scenarios on stdout.