I added 3 datasource to RiskLib.NET to demostrate how to implement two different interface: IDailyClosingSource, IHisotricalSource, and a special designed datasource: Bloomberg. I also added a example to retrieve data from these datasources.

Although there are still a lot should be modified, the example worked fine to retrieve data from these datasource.

THe first part of RiskLib.NET source code has been uploaded to codeplex.com. It contains ready for use source code in namespace DataSource and Product. Although not all the code of these two namespace is finished, these are codes that might not be change until next major release.

The RiskLib.DataSource is designed to contain flexible and extensible classes for various financial information sources. A Bloomberg datasource implementation has been included. Bloomberg Professional Services is a very good source for informations for investment. I will include a working example using Bloomberg class to retrieve daily closing and real-time data. Please note: You must have a Bloomberg Professional Service terminal to use this class.

The RiskLib.Product contains object model for some basic financial product. This namespace might have some modification but not expected huge.

I created a new project named RiskLib.Net on Codeplex.com.

After developing software for financial industry for more than 10 years, I plan to develope an open source .NET library for derivatives and risk management. It is just started without any code. I invite anyone who have interests to join it.

Please visit the following link to see the project:
http://www.codeplex.com/risklib