QLNet 1.8.0
A free/open-source library for quantitative finance
Showing the top 20 packages that depend on QLNet.
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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.Lean.Engine
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.Lean.Engine
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
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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3 |
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QuantConnect.Lean.Engine
QuantConnect LEAN Engine: Engine Project - Core engine and datafeed implementation
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3 |
QLNet 1.8
QLNet 1.8 stable version.
The most notable changes are included below. A detailed list of changes is available in ChangeLog.txt.
FRAMEWORK
Refactored code to be compatible with .NET Core , created VS 2015 solution QLNet_Core.sln that build the .NET Core version.
Refactored test project to work with Microsoft UnitTesting and Xunit.
INTEREST RATES
- Fixed links to documentation for LIBOR indexes.
INSTRUMENTS
- Added basic CVA IRS pricing engine.
CURRENCIES
- Added Ukrainian hryvnia.
DATE/TIME
- Added new Ukrainian holiday, Defender's Day.
MATH
- Added mixed log interpolation.
- Added FlatExtrapolator2D
- Added BackwardflatLinear Interpolation.
- Added AbcdInterpolation.
- Implemented Lagrange boundary condition for cubic interpolation
PRICING ENGINES
- Added CounterpartyAdjSwapEngine engine with example program.
This package has no dependencies.