QLNet
=====
QLNet C# library official repository.
QLNet is a financial library written in C# derived primarily from its C++ counterpart, Quantlib,
which has been used as a base reference for modelling various financial instruments.
QLNet also contains new developments on the bond market like MBS, Amortized Cost, PSA Curve and others.
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## Development workflow
###### QLNet use git flow workflow.
Instead of a single master branch, this workflow uses two branches to record the history of the project.
The *master* branch stores the official release history, and the *develop* branch serves as an integration branch for features.
The *develop* branch will also contain the complete history of the project.
###### Features
To contribute features, you should clone the repository, create a tracking branch for develop and create the feature:
```
git clone https://github.com/amaggiulli/qlnet.git
git checkout -b develop origin/develop
git checkout -b some-feature develop
```
When the feature is ready, you can make a pull request to merge that feature into *develop*.
Note that features will never be merged directly into *master*.
###### Releases
When a release is ready, we fork a release branch from *develop*. Creating this branch starts the next release cycle,
so no new features can be added after this point; only bug fixes, documentation generation, and other release-oriented tasks go in this branch.
Once it's ready to ship, the release gets merged into *master* and tagged with a version number.
###### HotFix
Maintenance or “hotfix” branches are used to quickly patch production releases. This is the only branch that fork directly off of *master*.
As soon as the fix is complete, it will be merged into both *master* and *develop*, and *master* will be tagged with an updated version number.
## Acknowledgements
Thanks to all Quantlib creators and contributors.
Thanks to all QLNet contributors.
Special thanks to [JetBrains](https://www.jetbrains.com/?from=qlnet) for their support of open source projects; QLNet makes extensive use of [Resharper](https://www.jetbrains.com/dotnet/?from=qlnet).
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QLNet C# Library.zip
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cs:827个
csproj:12个
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2023-12-31
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QLNet C# Library.zip (871个子文件)
SobolRsg2.cs 2.76MB
PrimitivePolynomials.cs 338KB
T_AssetSwap.cs 228KB
T_RangeAccrual.cs 139KB
T_Bonds.cs 98KB
T_Interpolations.cs 81KB
T_Calendars.cs 78KB
T_BarrierOption.cs 70KB
HestonExpansionEngine.cs 64KB
T_AsianOptions.cs 63KB
T_DigitalCoupon.cs 60KB
T_HestonModel.cs 60KB
T_DayCounters.cs 55KB
LmDif.cs 53KB
T_Swaption.cs 48KB
Ratehelpers.cs 46KB
T_Inflation.cs 46KB
CashFlows.cs 44KB
SwaptionVolCube1.cs 44KB
ConundrumPricer.cs 42KB
T_Piecewiseyieldcurve.cs 40KB
T_LowDiscrepancySequences.cs 39KB
T_InflationCapFlooredCouponTest.cs 37KB
T_HybridHestonHullWhiteProcess.cs 37KB
T_DividendOption.cs 37KB
T_DoubleBarrierOption.cs 36KB
CubicInterpolation.cs 35KB
T_DigitalOption.cs 35KB
T_FdmLinearOp.cs 35KB
T_BlackDeltaCalculator.cs 34KB
T_AmericanOption.cs 33KB
ConvexMonotoneInterpolation.cs 32KB
Schedule.cs 31KB
FloatFloatSwap.cs 31KB
T_CreditDefaultSwap.cs 31KB
T_LookbackOption.cs 30KB
T_RiskStats.cs 29KB
RangeAccrual.cs 29KB
BlackFormula.cs 29KB
FittedBondCurve.cs 29KB
swapvaluation.cs 28KB
BondFunctions.cs 26KB
HestonProcess.cs 26KB
T_CatBonds.cs 26KB
T_CapFlooredCoupon.cs 25KB
Israel.cs 25KB
CreditDefaultSwap.cs 24KB
T_InflationCapFloorTest.cs 24KB
CallableBond.cs 24KB
NormalDistribution.cs 24KB
DifferentialEvolution.cs 23KB
T_OptionletStripper.cs 23KB
T_Optimizers.cs 23KB
T_CapFloor.cs 23KB
AnalyticHestonEngine.cs 23KB
T_CPISwap.cs 23KB
UnitedStates.cs 22KB
T_ForwardOption.cs 22KB
T_Cms.cs 22KB
VannaVolgaBarrierEngine.cs 22KB
T_ConvertibleBond.cs 21KB
MCBarrierEngine.cs 21KB
Bonds.cs 21KB
T_SwaptionVolatilityCube.cs 21KB
T_BasketOption.cs 21KB
T_SwaptionVolatilitymatrix.cs 21KB
LinearTsrPricer.cs 20KB
PseudoSqrt.cs 20KB
T_PiecewiseZeroSpreadedTermStructure.cs 20KB
SobolRsg.cs 20KB
FittedBondDiscountCurve.cs 20KB
VannaVolgaDoubleBarrierEngine.cs 20KB
Calendar.cs 19KB
AssetSwap.cs 19KB
T_TermStructures.cs 19KB
InflationTermStructure.cs 19KB
SwaptionVolMatrix.cs 19KB
China.cs 19KB
Bond.cs 19KB
InflationIndex.cs 19KB
T_InflationCPICapFloor.cs 19KB
T_OvernightIndexedSwap.cs 19KB
T_LiborMarketModel.cs 18KB
Kronrodintegral.cs 18KB
T_DoubleBinaryOption.cs 18KB
DigitalCoupon.cs 18KB
SVD.cs 18KB
Cashflowvectors.cs 18KB
IsdaCdsEngine.cs 17KB
BTP.cs 17KB
ConvertibleBond.cs 17KB
G2.cs 16KB
CapFloor.cs 16KB
T_BinaryOption.cs 15KB
CouponPricer.cs 15KB
T_Dates.cs 15KB
T_Swaps.cs 15KB
Seasonality.cs 15KB
T_EuropeanOption.cs 15KB
CPICapFloorTermPriceSurface.cs 15KB
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