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From: Giles T. <gil...@re...> - 2007-12-28 19:02:19
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Hi, I'm new to QuantLib and I was wondering if there are any really simple examples of using it with C# that I could follow. Here's the background - my company has a new product, a mixture of a spreadsheet and a programming environment, targetted at financial users. Its big selling point is that it blurs the line between .NET programming and writing spreadsheets, and one real advantage I would like to show as a result of this is easy integration with existing quantitative libraries - QuantLib being the obvious choice. So far we've been able to build QuantLib and wrap it in the appropriate SWIG layer so that we can create its objects from C#. What we'd really like to do now is take a simple example and convert it over to our system, but all of the examples we have been able to find have been C++. Obviously, we can try to convert these over, but if there are any simple C# examples out there it would probably save us a fair amount of work - so any help would be much appreciated! Best regards, and thanks in advance, Giles -- Giles Thomas MD & CTO, Resolver Systems Ltd. gil...@re... +44 (0) 20 7253 6372 Try out our beta! <http://www.resolversystems.com/download/> (Free registration required) 17a Clerkenwell Road, London EC1M 5RD, UK VAT No.: GB 893 5643 79 Registered in England and Wales as company number 5467329. Registered address: 843 Finchley Road, London NW11 8NA, UK |