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amaggiulli
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QLNet
QLNet C# Library
https://amaggiulli.github.io/QLNet/
BSD 3-Clause "New" or "Revised" License
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Fix Aboriginal people day in Chile calendar
#290
bet0x10
opened
1 month ago
0
Added CAD-CORRA overnight index
#289
novitk
closed
1 month ago
0
Added Futures Type - Custom;
#288
ninetiger
closed
5 months ago
2
Update and refactor Asian engines
#286
amaggiulli
opened
6 months ago
0
Update to .NET 8 - Closes #283
#285
jerhat
closed
7 months ago
0
Fix Schedule.previousDate and Schedule.nextDate
#284
igitur
closed
9 months ago
2
Update to .NET 8
#283
amaggiulli
closed
7 months ago
3
Determine early close date for US bond market calendar
#282
amaggiulli
closed
10 months ago
0
Add 2023-12-15 as South African public holiday
#281
igitur
closed
10 months ago
0
Add Compounded Then Simple calculation
#280
amaggiulli
closed
1 year ago
0
Add Bond Equivalent Yield calculation
#279
amaggiulli
closed
1 year ago
0
Update Callable bonds with tests
#278
amaggiulli
closed
10 months ago
0
[BUG]
#277
lorenzo-dipuccio
closed
1 year ago
2
Fix .NET 7 compilation warnings
#276
amaggiulli
closed
1 year ago
0
Updated calendars for 2023
#275
amaggiulli
closed
1 year ago
0
Greece and Cyprus Calendars
#274
pamboscy
closed
1 year ago
0
Net standard over net 6.0
#273
screig
closed
1 year ago
10
Added batch calculations
#272
amaggiulli
closed
2 years ago
0
Support New Zealand's new publish holiday: Matariki holiday.
#271
ninetiger
closed
2 years ago
0
features/supportNzMatarikiHolidays
#270
ninetiger
closed
2 years ago
0
Fix a few things
#269
mookid8000
closed
2 years ago
2
Merge branch 'master' [skip ci]
#268
amaggiulli
closed
2 years ago
0
Target Net5.0 Framework in samples too.
#267
oliviermilla
closed
2 years ago
0
Question: Discrepancy between holidays in QLNet and QuantLib 1.21
#266
bellsolve
closed
2 years ago
0
[BUG] Error in ActualActualISMA daycounter for long/short final periods
#265
kristofferpagels
closed
3 years ago
5
Project reference to QLNet in samples and consolidated props file
#264
igitur
closed
2 years ago
4
Add utility Date.ToDateTime() method
#263
igitur
closed
3 years ago
0
Format all code with dotnet format
#262
igitur
closed
2 years ago
2
Use dotnet format instead of astyle
#261
igitur
closed
2 years ago
1
[BUG] False exception cause bootstrap failed because ts_.instruments_.Sort() does not work in Class:Iterativebootstrap, Method:initialize()
#260
Z-Zhao
closed
4 years ago
1
Develop
#259
channell
closed
2 years ago
1
Thread aware calculation of LazyObject
#258
channell
closed
2 years ago
5
Question: is it possible to use QLNet for generic MC pricing?
#257
akasolace
closed
4 years ago
2
[BUG] Missing bank holidays in calendar for Denmark
#256
hhaldn
closed
4 years ago
0
Make helper classes internal
#255
igitur
closed
2 years ago
4
Feature #253
#254
amaggiulli
closed
4 years ago
1
[FEATURE] Cleanup Project solution
#253
amaggiulli
closed
4 years ago
5
[BUG] Optimization method based on line search may return function value that does not correspond to current value
#252
hhaldn
closed
4 years ago
2
Removing double build in dev and moving certain steps to the correct …
#251
potatman
closed
4 years ago
1
Fixing QLNet.Old build.
#250
potatman
closed
4 years ago
1
Cleanup
#249
amaggiulli
closed
4 years ago
1
Fixing outdated sonarqube and adding dotnet core tests
#248
potatman
closed
4 years ago
1
Qfupdates
#247
zakkra
closed
4 years ago
0
Expand BondFunctions::yield to accept dirty price as input too
#246
igitur
closed
2 years ago
1
Add Heston Barrier & Vanilla FDM engine
#245
tournierjc
closed
2 years ago
7
Add Cranck-Nicholson, Method of Lines & TrBDF2 schemes
#244
tournierjc
closed
4 years ago
2
Add Quanto Term Structure
#243
tournierjc
closed
4 years ago
0
Add Cumulative & Inverse Cumulative Chi² Distribution
#242
tournierjc
closed
4 years ago
0
Adaptive Runge Kutta
#241
tournierjc
closed
4 years ago
0
MC Barrier Engine
#240
tournierjc
closed
4 years ago
0
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