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Porting QuantLib to .NET/C#

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 Friday, September 19, 2008
Porting QuantLib to .NET/C#
Friday, September 19, 2008 9:50:08 PM (台北標準時間, UTC+08:00) ( .NET Programming | Quant's Life )
I have worked on porting QuantLib to C# for months. I am glad I have great progress on it.

I created a dedicated website to demostrate and to document the result. Please visit http://quantlib.derivativepower.com for docuemtation and examples.

Currently I have finished 3 examples: Convertible Bond, Interest Rate Swap, and Equity Option. These examples are cloned from original QuantLib examples for checking the correctness of this portion. More examples, such as BermudanSwaption, CDS, FRA, Repo will be available soon.

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