QLNet 1.13.1

.NET 8.0 This package targets .NET 8.0. The package is compatible with this framework or higher. .NET Standard 2.0 This package targets .NET Standard 2.0. The package is compatible with this framework or higher.
There is a newer prerelease version of this package available.
See the version list below for details. 
dotnet add package QLNet --version 1.13.1                

                    
                

            
NuGet\Install-Package QLNet -Version 1.13.1
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="1.13.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add QLNet --version 1.13.1                

                    
                

            
#r "nuget: QLNet, 1.13.1"
#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=1.13.1

// Install QLNet as a Cake Tool
#tool nuget:?package=QLNet&version=1.13.1

QLNet 1.13.1

QLNet 1.13.1 Mayor changes https://github.com/amaggiulli/QLNet/milestone/5?closed=1. A detailed list of changes is available in ChangeLog.txt.

FRAMEWORK

  • Updated to .NET 8.0

INSTRUMENTS

  • Fixed DividendVanillaOption Engine bug, thx to Lorenzo Di Puccio for reporting it.
  • Updated callable bonds.
  • Added Bond Equivalent Yield calculation.
  • Added Futures Type - Custom, thx @ninetiger and Xiao Gong

INDEXES

  • Added CAD-CORRA overnight index, thx Konstantin Novitsky

CALENDARS

  • Added 2023-12-15 as South African public holiday, thx Francois Botha
  • Added early close logic for US bond market.
  • Updated several caledars up to 2024
  • Fixed Aboriginal people day in Chile calendar, thx @bet0x10

MISC

  • Added Compounded Then Simple calculation.

TIME

  • Fixd Schedule.previousDate and Schedule.nextDate, thx Francois Botha
Product Compatible and additional computed target framework versions.
.NET net5.0 was computed.  net5.0-windows was computed.  net6.0 was computed.  net6.0-android was computed.  net6.0-ios was computed.  net6.0-maccatalyst was computed.  net6.0-macos was computed.  net6.0-tvos was computed.  net6.0-windows was computed.  net7.0 was computed.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 is compatible.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed.  net9.0 was computed.  net9.0-android was computed.  net9.0-browser was computed.  net9.0-ios was computed.  net9.0-maccatalyst was computed.  net9.0-macos was computed.  net9.0-tvos was computed.  net9.0-windows was computed. 
.NET Core netcoreapp2.0 was computed.  netcoreapp2.1 was computed.  netcoreapp2.2 was computed.  netcoreapp3.0 was computed.  netcoreapp3.1 was computed. 
.NET Standard netstandard2.0 is compatible.  netstandard2.1 was computed. 
.NET Framework net461 was computed.  net462 was computed.  net463 was computed.  net47 was computed.  net471 was computed.  net472 was computed.  net48 was computed.  net481 was computed. 
MonoAndroid monoandroid was computed. 
MonoMac monomac was computed. 
MonoTouch monotouch was computed. 
Tizen tizen40 was computed.  tizen60 was computed. 
Xamarin.iOS xamarinios was computed. 
Xamarin.Mac xamarinmac was computed. 
Xamarin.TVOS xamarintvos was computed. 
Xamarin.WatchOS xamarinwatchos was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

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
1.13.2-preview.14 154 3/5/2025
1.13.2-preview.13 611 2/14/2025
1.13.2-preview.12 67 2/13/2025
1.13.2-preview.10 326 1/22/2025
1.13.2-preview.8 52 1/22/2025
1.13.2-preview.7 259 1/7/2025
1.13.2-preview.6 49 12/2/2024
1.13.2-preview.5 54 11/21/2024
1.13.2-preview.3 57 11/19/2024
1.13.2-preview.2 56 11/14/2024
1.13.2-preview.1 54 11/14/2024
1.13.1 16,243 11/14/2024
1.13.1-preview.23 55 11/13/2024
1.13.1-preview.22 58 11/12/2024
1.13.1-preview.21 84 8/5/2024
1.13.1-preview.20 69 7/18/2024
1.13.1-preview.17 419 4/16/2024
1.13.1-preview.16 127 2/16/2024
1.13.1-preview.15 12,063 12/5/2023
1.13.1-preview.14 982 11/16/2023
1.13.1-preview.12 108 11/15/2023
1.13.1-preview.11 1,099 11/6/2023
1.13.1-preview.8 100 11/3/2023
1.13.1-preview.7 1,678 9/28/2023
1.13.1-preview.6 2,066 6/15/2023
1.13.1-preview.4 139 5/17/2023
1.13.1-preview.3 135 4/20/2023
1.13.0 221,421 4/18/2023
1.12.1-preview.35 141 4/18/2023
1.12.1-preview.33 559 4/7/2023
1.12.1-preview.32 121 4/7/2023
1.12.1-preview.31 147 4/6/2023
1.12.1-preview.30 147 2/21/2023
1.12.1-preview.29 1,664 12/15/2022
1.12.1-preview.28 2,829 11/22/2022
1.12.1-preview.27 138 11/19/2022
1.12.1-preview.26 134 11/19/2022
1.12.1-preview.25 137 11/18/2022
1.12.1-preview.24 122 11/16/2022
1.12.1-preview.22 167 9/22/2022
1.12.1-preview.21 138 9/12/2022
1.12.1-preview.19 158 8/26/2022
1.12.1-preview.12 157 7/12/2022
1.12.1-preview.7 172 7/12/2022
1.12.1-preview.5 137 7/10/2022
1.12.1-preview.4 5,779 5/23/2022
1.12.1-preview.2 281 12/7/2021
1.12.1-preview.1 187 12/6/2021
1.12.0 234,847 11/24/2021
1.12.0-preview.46 4,053 11/24/2021
1.12.0-preview.45 5,763 11/23/2021
1.12.0-preview.43 1,604 9/30/2021
1.12.0-preview.42 6,337 3/2/2021
1.12.0-preview.41 200 3/2/2021
1.12.0-preview.40 241 2/24/2021
1.12.0-preview.39 223 2/24/2021
1.12.0-preview.28 315 9/14/2020
1.12.0-preview.26 1,057 5/20/2020
1.12.0-preview.24 421 5/11/2020
1.12.0-preview.1 291 5/7/2020
1.11.4 198,875 4/22/2020
1.11.4-preview.23 291 4/22/2020
1.11.4-preview.17 1,091 4/2/2020
1.11.4-preview.14 1,365 1/29/2020
1.11.4-preview.13 418 1/20/2020
1.11.4-preview.12 369 1/20/2020
1.11.4-preview.11 381 1/20/2020
1.11.4-preview.10 371 1/18/2020
1.11.4-preview.9 315 1/17/2020
1.11.4-preview.8 355 1/17/2020
1.11.4-preview.7 911 11/19/2019
1.11.4-preview.6 336 10/29/2019
1.11.4-preview.5 316 10/29/2019
1.11.4-preview.4 1,143 9/20/2019
1.11.4-preview.2 486 8/16/2019
1.11.4-feature.cleanup.23 311 4/3/2020
1.11.4-feature.cleanup.21 311 4/3/2020
1.11.4-feature.cleanup.19 347 4/3/2020
1.11.4-feature.cleanup.18 315 4/3/2020
1.11.3 356,764 6/5/2019
1.11.3-preview.24 361 6/5/2019
1.11.3-preview.23 397 5/24/2019
1.11.3-preview.22 361 5/6/2019
1.11.3-preview.21 340 5/3/2019
1.11.3-preview.20 362 4/19/2019
1.11.3-preview.17 376 4/11/2019
1.11.3-preview.16 349 4/10/2019
1.11.3-preview.15 447 3/19/2019
1.11.3-preview.14 355 3/13/2019
1.11.3-preview.13 352 3/13/2019
1.11.3-preview.12 1,452 1/2/2019
1.11.3-preview.11 487 11/27/2018
1.11.3-preview.10 455 11/26/2018
1.11.3-preview.9 1,055 9/27/2018
1.11.3-preview.7 521 9/21/2018
1.11.3-preview.6 522 9/20/2018
1.11.3-preview.5 561 9/12/2018
1.11.3-preview.4 610 8/24/2018
1.11.3-preview.3 560 8/23/2018
1.11.3-preview.2 630 8/3/2018
1.11.3-preview.1 600 8/2/2018
1.11.3-feature.MTFIX.19 345 4/18/2019
1.11.3-feature.MTFIX.18 345 4/18/2019
1.11.2 52,026 7/25/2018
1.11.2-feature.fix.accrual.4 805 7/13/2018
1.11.2-feature.callable.oas.10 638 7/25/2018
1.11.2-feature.callable.oas.9 624 7/25/2018
1.11.1 9,207 6/13/2018
1.11.0 1,848 6/10/2018
1.10.0 11,000 10/30/2017
1.9.2 709,236 4/24/2017
1.9.1 2,305 1/25/2017
1.9.0.1 1,774 1/19/2017
1.8.0 10,226 9/9/2016
1.7.0.1 4,155 5/20/2016
1.6.0 1,912 3/24/2016
1.5.0.1 2,296 11/18/2015
1.4.0.30 1,791 11/11/2015
1.4.0.28 1,732 11/11/2015
1.4.0.27 2,050 8/21/2015
1.4.0.25 1,707 8/21/2015
1.4.0.24 1,722 8/18/2015
1.4.0.4 2,532 10/28/2014
1.4.0.3 3,237 9/22/2014
1.3.0.1 5,903 3/6/2014
1.2.0.2 2,339 12/2/2013
1.2.0 2,366 10/30/2013