Posts Tagged ‘Quantlib’
Is there a C# for Quantlib?
Is there a C# for Quantlib?
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There is http://ql.codeplex.com/ which is a mixed-mode CIL wrapper around QuantLib 1.0.1 (I need to update for the latest version). It was generated for F#, but is applicable too C# (* interfaces are “fluent” (e.g. ‘IIndex AddFixing(DateTime, Double, FSharpOption)’ instead of ‘void AddFixing(DateTime, Double, Boolean?)’) and default values are spec’d as option instead of nullable *)
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Thanks, I have found this one
http://sourceforge.net/projects/qlnet/files/
But the last update was in 11-02-2009
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I looked at that too ++ there is the SWIG wrapper.. If all the methods you need are included then gr8
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Thanks for your answers, I am looking at contributing to a quantlib written in C#. What a shame that nobody seems to be working on qlnet.
QuantLib 1.2 released
QuantLib 1.2 released
QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.
Version 1.2 has been released and is available for download at <http://quantlib.org/download.shtml>.
Please log any problems you have with this release in the SourceForge bug tracker at <http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.2.
The QuantLib group
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I've updated the wikipedia to reflect the update
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Have there been any significant changes to the SWIG portion?
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Not really. Some more classes were exported, but nothing major.
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Is there one in C#?
Training – An introduction to QuantLib Development – London May 21-23
Training - An introduction to QuantLib Development - London May 21-23
moneyscience.com
The goal of this three-day intensive hands-on course is to take a bird-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality. The course will focus on QuantLib proper, i.e., on the C++ library and won't cover extensions such as the
Youtube video demo of Quant membership with courses on algo, strategy development, HFT, QuantLib, C++, Matlab, C#, Java
View CommentsWritten on April 21st, 2012 by caustic
Categories: HFT High Frequency Trading, Matlab, Premium Membership, Quant Development
Categories: HFT High Frequency Trading, Matlab, Premium Membership, Quant Development
Youtube video demo of Quant membership with courses on algo, strategy development, HFT, QuantLib, C++, Matlab, C#, Java
http://quantlabs.net/membership.htm
Quant membership benefitis here:
http://quantlabs.net/quant-member-benefits/
Youtube video demo of Quant membership with courses on algo, strategy development, HFT, QuantLib, C++, Matlab, C#, Java
View CommentsWritten on April 21st, 2012 by caustic
Categories: Matlab, Premium Membership, Quant Development
Categories: Matlab, Premium Membership, Quant Development
Youtube video demo of Quant membership with courses on algo, strategy development, HFT, QuantLib, C++, Matlab, C#, Java
http://quantlabs.net/membership.htm
Quant membership benefitis here:
http://quantlabs.net/quant-member-benefits/
Benefits of learning about quant, HFT, Quantlib, strategy development, algo, job hunting, Forex, All on Youtube of course
View CommentsWritten on April 21st, 2012 by caustic
Categories: Forex, Matlab, Premium Membership, Quant Analytics, Quant Development
Categories: Forex, Matlab, Premium Membership, Quant Analytics, Quant Development
Benefits of learning about quant, HFT, Quantlib, strategy development, algo, job hunting, Forex, All on Youtube of course
Join here:
http://quantlabs.net/membership.htm
Learn the quant benefits here:
http://quantlabs.net/quant-member-benefits/
QuantLib 1.2 released for quant development
QuantLib 1.2 released for quant development
QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.
Version 1.2 has been released and is available for download at <http://quantlib.org/download.shtml>.
Please log any problems you have with this release in the SourceForge bug tracker at <http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.2.
The QuantLib group
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I've updated the wikipedia to reflect the update
Youtube video on quant development on how quantlib extends to java c# python r perl and other programming languages
Youtube video on quant development on how quantlib extends to java c# python r perl and other programming languages
Get access to this video online course here.
Youtube video on quant development using quantlib and quantlibxl demo with microsoft excel with yield curve analysis demo
Youtube video on quant development using quantlib and quantlibxl demo with microsoft excel with yield curve analysis demo
Get access to this online video at course here.
Quant development: QuantLib and QuantLibXL with comments on C++, Microsoft Excel, R, Python, and more
Categories: Quant Development
Tags: C++, comments, Microsoft Excel, Python, Quant Development, Quantlib, QuantlibXL, R