QLNet 1.10.0
A free/open-source library for quantitative finance
Showing the top 20 packages that depend on QLNet.
| Packages | Downloads |
|---|---|
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QuantConnect.Indicators
Lean Engine is an open-source, platform agnostic C# and Python algorithmic trading engine. Allows strategy research, backtesting and live trading with Equities, FX, CFD, Crypto, Options and Futures Markets.
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4 |
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QuantConnect.Indicators
QuantConnect LEAN Engine: Indicators Project - A collection of financial indicators
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4 |
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QuantConnect.Indicators
Lean Engine is an open-source, plataform agnostic C# and Python algorithmic trading engine. Allows strategy research, backtesting and live trading with Equities, FX, CFD, Crypto, Options and Futures Markets.
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4 |
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QuantConnect.Indicators
Lean Engine is an open-source, plataform agnostic C# and Python algorithmic trading engine. Allows strategy research, backtesting and live trading with Equities, FX, CFD, Crypto, Options and Futures Markets.
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3 |
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QuantConnect.Common
QuantConnect LEAN Engine: Common Project - A collection of common definitions and utils
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3 |
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QuantConnect.Common
Lean Engine is an open-source, plataform agnostic C# and Python algorithmic trading engine. Allows strategy research, backtesting and live trading with Equities, FX, CFD, Crypto, Options and Futures Markets.
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3 |
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QuantConnect.Api
Lean Engine is an open-source, plataform agnostic C# and Python algorithmic trading engine. Allows strategy research, backtesting and live trading with Equities, FX, CFD, Crypto, Options and Futures Markets.
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3 |
QLNet 1.10.0
QLNet 1.10.0 stable version.
The most notable changes are included below. A detailed list of changes is available in ChangeLog.txt.
ENGINES
- Added DiscountingLoanEngine
- Updated Swaption Engine
- Added IsdaCdsEngine, InterpolatedSurvivalProbabilityCurve and SurvivalProbabilityStructure with test
- Added AnalyticDoubleBarrierBinaryEngine and BinomialDoubleBarrierEngine
- Added HW swaption engine
FRAMEWORK
- Updated documentation to standard XML format
- Updated to net standard 2.0
- Several bug fixes
TERMSTRUCTURES
- Added Interpolated YoY Inflation Curve
- Added normal volatility interpolation to SABR
TIME
- Updated Schedule for CDS2015 with test.
- Updated Actual360 daycounter to include/exclude last day
INSTRUMENTS
- Add gearing interface for CMS and Floating legs
- Swaption instrument update
- Updated bonds constructors
- Added Finite differences method
- Updated CreditDefaultSwap + helper
MATH
- Add SVI Interpolation class
- Add shift to SABR & XABR
CASHFLOWS
- Added LastPeriodDayCounter to FixedRateCoupon
.NET Framework 4.0
- No dependencies.
.NET Framework 4.5
- No dependencies.
.NET Core 1.1
- Microsoft.NETCore.App (>= 1.1.2)
- System.Reflection.Emit.Lightweight (>= 4.3.0)
.NET Standard 2.0
- System.Reflection.Emit.Lightweight (>= 4.0.1)