Name | Modified | Size | Downloads / Week |
---|---|---|---|
Source | 2012-11-15 | ||
Examples.zip | 2012-11-12 | 2.7 MB | |
ReadMe.txt | 2012-11-12 | 781 Bytes | |
Totals: 3 Items | 2.7 MB | 0 |
Examples.zip contains an executable CSHarpExamples.exe and a .NET 4.0 version of the library NetQL.dll - these should be unzipped to the same folder and the executable invoked from there. The examples comprise ports of the corresponding QuantLib examples: Bermudan Swaption example. Bond valuation example. Callable Bonds example Equity option example. Fitted Bond Discount Curve example. FRA valuation example. Repo valuation example. Swap valuation example. The examples should be regarded as a preview. The code is at a pre-alpha phase, with enough functionality to support the correct execution of the examples. The source-code for these examples and the NetQL library can be downloaded from the git repository: https://sourceforge.net/p/netql/code/.