QLNet 1.10.0
.NET Core 1.1
This package targets .NET Core 1.1. 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.
.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There is a newer version of this package available.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.
See the version list below for details.
dotnet add package QLNet --version 1.10.0
NuGet\Install-Package QLNet -Version 1.10.0
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="1.10.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add QLNet --version 1.10.0
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: QLNet, 1.10.0"
#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=1.10.0 // Install QLNet as a Cake Tool #tool nuget:?package=QLNet&version=1.10.0
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
A free/open-source library for quantitative finance
| Product | Versions 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 was computed. 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. |
| .NET Core | netcoreapp1.1 is compatible. 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 | net40 is compatible. net403 was computed. net45 is compatible. 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. |
| 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.
-
.NETCoreApp 1.1
- Microsoft.NETCore.App (>= 1.1.2)
- System.Reflection.Emit.Lightweight (>= 4.3.0)
-
.NETFramework 4.0
- No dependencies.
-
.NETFramework 4.5
- No dependencies.
-
.NETStandard 2.0
- System.Reflection.Emit.Lightweight (>= 4.0.1)
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 | 59 | 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 | 8,577 | 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 | 1,076 | 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 | 175,707 | 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 | 5,658 | 5/23/2022 |
| 1.12.1-preview.2 | 258 | 12/7/2021 |
| 1.12.1-preview.1 | 165 | 12/6/2021 |
| 1.12.0 | 230,885 | 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 | 195,483 | 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 | 354,995 | 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 | 1,422 | 1/2/2019 |
| 1.11.3-preview.11 | 451 | 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 | 570 | 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 | 49,607 | 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 | 10,009 | 9/9/2016 |
| 1.7.0.1 | 3,975 | 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 1.10.0
=========================
QLNet 1.10.0 stable version.
The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt.
ENGINES
+ Added DiscountingLoanEngine
+ Updated Swaption Engine
+ Added IsdaCdsEngine, InterpolatedSurvivalProbabilityCurve and SurvivalProbabilityStructure with test
+ Added AnalyticDoubleBarrierBinaryEngine and BinomialDoubleBarrierEngine
+ Added HW swaption engine
FRAMEWORK
+ Updated documentation to standard XML format
+ Updated to net standard 2.0
+ Several bug fixes
TERMSTRUCTURES
+ Added Interpolated YoY Inflation Curve
+ Added normal volatility interpolation to SABR
TIME
+ Updated Schedule for CDS2015 with test.
+ Updated Actual360 daycounter to include/exclude last day
INSTRUMENTS
+ Add gearing interface for CMS and Floating legs
+ Swaption instrument update
+ Updated bonds constructors
+ Added Finite differences method
+ Updated CreditDefaultSwap + helper
MATH
+ Add SVI Interpolation class
+ Add shift to SABR & XABR
CASHFLOWS
+ Added LastPeriodDayCounter to FixedRateCoupon