NetQL Code
A quantitative finance .NET library wrapping QuantLib.
Status: Alpha
Brought to you by:
simonshakeshaft
| File | Date | Author | Commit |
|---|---|---|---|
| CSharpExamples | 2012-11-12 |
|
[0689bb] Added support for Callable Bond example. |
| NetQL | 2012-11-14 |
|
[cec124] Partially ported test case for AsianOptions and... |
| NetQLTesting | 2012-11-14 |
|
[cec124] Partially ported test case for AsianOptions and... |
| QuantLib_Patches | 2012-10-28 |
|
[a48d4d] Include oceania.cpp in QuantLib_Patches and Rea... |
| Release | 2012-11-14 |
|
[cec124] Partially ported test case for AsianOptions and... |
| LICENSE.txt | 2012-08-21 |
|
[7f066c] Initial Commit |
| NetQuantLib.sln | 2012-10-27 |
|
[62fc80] Added skeleton wrappers to support Barone-Ades... |
| NetQuantLib.suo | 2012-11-14 |
|
[cec124] Partially ported test case for AsianOptions and... |
| QUANTLIB_LICENSE.TXT | 2012-09-12 |
|
[84196e] Include QuantLib license. Minor fixes. Add Rele... |
| Readme.txt | 2012-09-14 |
|
[3fc472] Build 0.0.2. Added wrappers for ExchangeRate cl... |
NetQL - QuantLib .NET wrappers =============================== This library is a new set of wrappers using C++/CLI on top of QuantLib. It currently focuses on useful simple objects like Date, Daycounter, ... This work is based on QuantLib [http://quantlib.org] version 1.2 and Visual Studio 2010. This project is currently at a pre-alpha stage of development. Building the library -------------------- Open the file NetQL.props in the NetQL folder and alter the User Macros: QL_INC - path to your QuantLib Include folder BOOST_INC - path to BOOST Include folder QL_LIB - path to QuantLib Library folder Then build NetQL and build/run NetQLTesting. There is also a .net 4.0 binary [NetQL.dll] in the ./Release/v4.0 folder, for users without a QuantLib install. =============== LICENSE INFORMATION ================== NetQL is Non-Copylefted Free Software. NetQL is OSI Certified Open Source Software. OSI Certified is a certification mark of the Open Source Initiative.