QLNet 1.8.0

.NET Framework 4.0 This package targets .NET Framework 4.0. The package is compatible with this framework or higher.
There is a newer version of this package available.
See the version list below for details. 
dotnet add package QLNet --version 1.8.0                

                    
                

            
NuGet\Install-Package QLNet -Version 1.8.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="QLNet" Version="1.8.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add QLNet --version 1.8.0                

                    
                

            
#r "nuget: QLNet, 1.8.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
// Install QLNet as a Cake Addin
#addin nuget:?package=QLNet&version=1.8.0

// Install QLNet as a Cake Tool
#tool nuget:?package=QLNet&version=1.8.0

A free/open-source library for quantitative finance

Product Compatible and additional computed target framework versions.
.NET Framework net40 is compatible.  net403 was computed.  net45 was computed.  net451 was computed.  net452 was computed.  net46 was computed.  net461 was computed.  net462 was computed.  net463 was computed.  net47 was computed.  net471 was computed.  net472 was computed.  net48 was computed.  net481 was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages (7)

Showing the top 5 NuGet packages that depend on QLNet:

Package Downloads
QuantConnect.Common

QuantConnect LEAN Engine: Common Project - A collection of common definitions and utils
QDMSClient

Client library for the QUSMA Data Management System.
FxVolEngine2020

Package Description
Xposure.Common

QuantConnect LEAN Engine: Algorithm Project - Core QCAlgorithm implementation
QuantConnect.Common.Unofficial

Package Description

GitHub repositories (2)

Showing the top 2 popular GitHub repositories that depend on QLNet:

Repository Stars
QuantConnect/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
amaggiulli/QLNet
QLNet C# Library
Version Downloads Last updated
1.13.1-preview.21 60 8/5/2024
1.13.1-preview.20 53 7/18/2024
1.13.1-preview.17 346 4/16/2024
1.13.1-preview.16 108 2/16/2024
1.13.1-preview.15 8,591 12/5/2023
1.13.1-preview.14 970 11/16/2023
1.13.1-preview.12 96 11/15/2023
1.13.1-preview.11 1,080 11/6/2023
1.13.1-preview.8 88 11/3/2023
1.13.1-preview.7 1,665 9/28/2023
1.13.1-preview.6 2,050 6/15/2023
1.13.1-preview.4 121 5/17/2023
1.13.1-preview.3 112 4/20/2023
1.13.0 175,796 4/18/2023
1.12.1-preview.35 124 4/18/2023
1.12.1-preview.33 542 4/7/2023
1.12.1-preview.32 106 4/7/2023
1.12.1-preview.31 131 4/6/2023
1.12.1-preview.30 130 2/21/2023
1.12.1-preview.29 1,645 12/15/2022
1.12.1-preview.28 2,812 11/22/2022
1.12.1-preview.27 117 11/19/2022
1.12.1-preview.26 116 11/19/2022
1.12.1-preview.25 119 11/18/2022
1.12.1-preview.24 104 11/16/2022
1.12.1-preview.22 146 9/22/2022
1.12.1-preview.21 117 9/12/2022
1.12.1-preview.19 127 8/26/2022
1.12.1-preview.12 136 7/12/2022
1.12.1-preview.7 153 7/12/2022
1.12.1-preview.5 118 7/10/2022
1.12.1-preview.4 5,661 5/23/2022
1.12.1-preview.2 258 12/7/2021
1.12.1-preview.1 165 12/6/2021
1.12.0 230,906 11/24/2021
1.12.0-preview.46 4,030 11/24/2021
1.12.0-preview.45 5,742 11/23/2021
1.12.0-preview.43 1,562 9/30/2021
1.12.0-preview.42 6,315 3/2/2021
1.12.0-preview.41 179 3/2/2021
1.12.0-preview.40 219 2/24/2021
1.12.0-preview.39 200 2/24/2021
1.12.0-preview.28 292 9/14/2020
1.12.0-preview.26 1,032 5/20/2020
1.12.0-preview.24 397 5/11/2020
1.12.0-preview.1 264 5/7/2020
1.11.4 195,497 4/22/2020
1.11.4-preview.23 265 4/22/2020
1.11.4-preview.17 1,065 4/2/2020
1.11.4-preview.14 1,338 1/29/2020
1.11.4-preview.13 393 1/20/2020
1.11.4-preview.12 343 1/20/2020
1.11.4-preview.11 355 1/20/2020
1.11.4-preview.10 337 1/18/2020
1.11.4-preview.9 288 1/17/2020
1.11.4-preview.8 328 1/17/2020
1.11.4-preview.7 885 11/19/2019
1.11.4-preview.6 309 10/29/2019
1.11.4-preview.5 288 10/29/2019
1.11.4-preview.4 1,115 9/20/2019
1.11.4-preview.2 459 8/16/2019
1.11.4-feature.cleanup.23 285 4/3/2020
1.11.4-feature.cleanup.21 285 4/3/2020
1.11.4-feature.cleanup.19 321 4/3/2020
1.11.4-feature.cleanup.18 289 4/3/2020
1.11.3 355,000 6/5/2019
1.11.3-preview.24 333 6/5/2019
1.11.3-preview.23 371 5/24/2019
1.11.3-preview.22 334 5/6/2019
1.11.3-preview.21 310 5/3/2019
1.11.3-preview.20 334 4/19/2019
1.11.3-preview.17 348 4/11/2019
1.11.3-preview.16 322 4/10/2019
1.11.3-preview.15 417 3/19/2019
1.11.3-preview.14 325 3/13/2019
1.11.3-preview.13 320 3/13/2019
1.11.3-preview.12 1,423 1/2/2019
1.11.3-preview.11 452 11/27/2018
1.11.3-preview.10 420 11/26/2018
1.11.3-preview.9 1,015 9/27/2018
1.11.3-preview.7 481 9/21/2018
1.11.3-preview.6 482 9/20/2018
1.11.3-preview.5 522 9/12/2018
1.11.3-preview.4 562 8/24/2018
1.11.3-preview.3 521 8/23/2018
1.11.3-preview.2 571 8/3/2018
1.11.3-preview.1 541 8/2/2018
1.11.3-feature.MTFIX.19 324 4/18/2019
1.11.3-feature.MTFIX.18 323 4/18/2019
1.11.2 49,618 7/25/2018
1.11.2-feature.fix.accrual.4 726 7/13/2018
1.11.2-feature.callable.oas.10 580 7/25/2018
1.11.2-feature.callable.oas.9 566 7/25/2018
1.11.1 9,113 6/13/2018
1.11.0 1,753 6/10/2018
1.10.0 10,886 10/30/2017
1.9.2 708,001 4/24/2017
1.9.1 2,182 1/25/2017
1.9.0.1 1,628 1/19/2017
1.8.0 10,010 9/9/2016
1.7.0.1 3,978 5/20/2016
1.6.0 1,834 3/24/2016
1.5.0.1 2,206 11/18/2015
1.4.0.30 1,710 11/11/2015
1.4.0.28 1,651 11/11/2015
1.4.0.27 1,968 8/21/2015
1.4.0.25 1,620 8/21/2015
1.4.0.24 1,640 8/18/2015
1.4.0.4 2,445 10/28/2014
1.4.0.3 3,152 9/22/2014
1.3.0.1 5,764 3/6/2014
1.2.0.2 2,205 12/2/2013
1.2.0 2,242 10/30/2013

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.