/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 3.0.12
*
* This file is not intended to be easily readable and contains a number of
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* ----------------------------------------------------------------------------- */
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{ SWIG_CSharpSystemException, NULL }
};
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{ SWIG_CSharpArgumentException, NULL },
{ SWIG_CSharpArgumentNullException, NULL },
{ SWIG_CSharpArgumentOutOfRangeException, NULL }
};
static void SWIGUNUSED SWIG_CSharpSetPendingException(SWIG_CSharpExceptionCodes code, const char *msg) {
SWIG_CSharpExceptionCallback_t callback = SWIG_csharp_exceptions[SWIG_CSharpApplicationException].callback;
if ((size_t)code < sizeof(SWIG_csharp_exceptions)/sizeof(SWIG_CSharpException_t)) {
callback = SWIG_csharp_exceptions[code].callback;
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callback(msg);
}
static void SWIGUNUSED SWIG_CSharpSetPendingExceptionArgument(SWIG_CSharpExceptionArgumentCodes code, const char *msg, const char *param_name) {
SWIG_CSharpExceptionArgumentCallback_t callback = SWIG_csharp_exceptions_argument[SWIG_CSharpArgumentException].callback;
if ((size_t)code < sizeof(SWIG_csharp_exceptions_argument)/sizeof(SWIG_CSharpExceptionArgument_t)) {
callback = SWIG_csharp_exceptions_argumen
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投资银行生产级Excel量化投资交易平台
共1025个文件
cs:824个
i:67个
hpp:48个
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投资银行生产级Excel量化投资交易平台,使您能够在Excel电子表格中创建量化的金融模型,就像交易员,量化研究员和基金经理等金融专业人员每天日常工作做的一样。您可以为所有资产类别包括利率或外汇,从普通期权到奇异期权等产品进行定价。您还可以通过RTD实时数据支持,从Excel进行回测和实盘交易
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投资银行生产级Excel量化投资交易平台 (1025个子文件)
packages.config 537B
App.config 389B
EliteQuant.dll.config 389B
packages.config 288B
App.config 233B
App.config 233B
EliteQuantExcel.xll.config 233B
EliteQuantExcel-AddIn64-packed.xll.config 233B
EliteQuantExcel.dll.config 233B
EliteQuantExcel-AddIn.xll.config 233B
EliteQuantExcel-packed.xll.config 233B
EliteQuantExcel64.xll.config 233B
EliteQuantExcel-AddIn64.xll.config 233B
EliteQuantExcel-AddIn-packed.xll.config 233B
EliteQuantExcel64-packed.xll.config 233B
App.config 178B
quantlib_wrap.cpp 5.01MB
genericswap.cpp 11KB
iborcouponext.cpp 10KB
oisbasisratehelper.cpp 9KB
energyvanillaswapext.cpp 7KB
doubleexponentialcalibration.cpp 7KB
makeiboroisbasisswap.cpp 7KB
energybasisswapext.cpp 7KB
makegenericswap.cpp 6KB
iboroisbasisswap.cpp 4KB
overnightindexedcoupon.cpp 3KB
energycommodityext.cpp 3KB
energyfutureext.cpp 3KB
commodity.cpp 3KB
boostrngbinding.cpp 3KB
commoditycurveext.cpp 2KB
commoditycashflow.cpp 2KB
svi.cpp 2KB
commodityindexext.cpp 2KB
cashflowvectorsext.cpp 1KB
threefry.cpp 972B
energyswapext.cpp 970B
QuantlibWrapper.cpp 802B
gammadistribution.cpp 371B
dateintervalext.cpp 332B
NQuantLibcPINVOKE.cs 1.36MB
InterestRateSwap.cs 39KB
Curves.cs 33KB
CashFlows.cs 30KB
OptionPricer.cs 26KB
BondFunctions.cs 24KB
NQuantLibc.cs 24KB
Math.cs 23KB
EQConverter.cs 20KB
RateHelpers.cs 20KB
Broker.cs 20KB
Volatility.cs 18KB
Commodity.cs 16KB
Gaussian1dModel.cs 16KB
Date.cs 15KB
InterestRateGenericSwap.cs 14KB
DefaultProbabilityHelperVector.cs 14KB
RelinkableQuoteHandleVector.cs 13KB
ExcelUtil.cs 13KB
RTDTimerServer.cs 13KB
CalibrationHelperVector.cs 13KB
StochasticProcessVector.cs 13KB
PricingPeriodExts.cs 13KB
RelinkableQuoteHandleVectorVector.cs 13KB
CallabilitySchedule.cs 13KB
QuoteHandleVector.cs 13KB
RateHelperVector.cs 12KB
ZeroHelperVector.cs 12KB
InstrumentVector.cs 12KB
Bond.cs 12KB
DividendSchedule.cs 12KB
YoYHelperVector.cs 12KB
UnsignedIntVector.cs 12KB
NodeVector.cs 12KB
QuoteVector.cs 12KB
DoubleVector.cs 12KB
QuoteHandleVectorVector.cs 12KB
Date.cs 12KB
BoolVector.cs 12KB
StrVector.cs 12KB
IntVector.cs 12KB
Leg.cs 12KB
IntervalPriceVector.cs 12KB
QuoteVectorVector.cs 11KB
DefaultProbabilityTermStructureHandle.cs 11KB
PeriodVector.cs 11KB
DefaultProbabilityTermStructure.cs 11KB
DateVector.cs 11KB
BlackVolTermStructureHandle.cs 11KB
GenericSwap.cs 11KB
YieldTermStructureHandle.cs 10KB
BlackVolTermStructure.cs 10KB
YieldTermStructure.cs 10KB
DoubleExponentialCalibration.cs 10KB
RiskHullWhiteSimulationEngine.cs 9KB
InterestRate.cs 9KB
SwapRateHelper.cs 9KB
CreditDefaultSwap.cs 9KB
ZeroInflationTermStructureHandle.cs 9KB
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