I found Core Plot as very nice plotting library. But there is small issue: I can not find any way to set directional arrows at the end of axis for plots. Am I missing something here maybe?
This isn't supported by Core Plot yet. You can add an enhancement request at the Core Plot issue tracker. No guarantees on when something like this will be implemented, but an open issue will keep it on the radar.
In the meantime, you could fake it using a plot space annotation to position your own arrow at the proper spot. The annotation content could be CPTLayer with a background image of the arrow or a custom (i.e., built by you) CPTLayer that draws the arrow.
Eric