QLNet 1.9.1

.NET Standard 1.1 This package targets .NET Standard 1.1. 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There is a newer version of this package available.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. 
dotnet add package QLNet --version 1.9.1                

                    
                

            
NuGet\Install-Package QLNet -Version 1.9.1
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="1.9.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add QLNet --version 1.9.1                

                    
                

            
#r "nuget: QLNet, 1.9.1"
#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=1.9.1

// Install QLNet as a Cake Tool
#tool nuget:?package=QLNet&version=1.9.1

A free/open-source library for quantitative finance

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 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 netcoreapp1.0 was computed.  netcoreapp1.1 was computed.  netcoreapp2.0 was computed.  netcoreapp2.1 was computed.  netcoreapp2.2 was computed.  netcoreapp3.0 was computed.  netcoreapp3.1 was computed. 
.NET Standard netstandard1.1 is compatible.  netstandard1.2 was computed.  netstandard1.3 was computed.  netstandard1.4 was computed.  netstandard1.5 was computed.  netstandard1.6 was computed.  netstandard2.0 was computed.  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 tizen30 was computed.  tizen40 was computed.  tizen60 was computed. 
Universal Windows Platform uap was computed.  uap10.0 was computed. 
Windows Phone wpa81 was computed. 
Windows Store netcore was computed.  netcore45 was computed.  netcore451 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.

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
1.13.2-preview.2 31 11/14/2024
1.13.2-preview.1 29 11/14/2024
1.13.1 48 11/14/2024
1.13.1-preview.23 32 11/13/2024
1.13.1-preview.22 36 11/12/2024
1.13.1-preview.21 63 8/5/2024
1.13.1-preview.20 56 7/18/2024
1.13.1-preview.17 358 4/16/2024
1.13.1-preview.16 110 2/16/2024
1.13.1-preview.15 8,895 12/5/2023
1.13.1-preview.14 972 11/16/2023
1.13.1-preview.12 98 11/15/2023
1.13.1-preview.11 1,088 11/6/2023
1.13.1-preview.8 90 11/3/2023
1.13.1-preview.7 1,668 9/28/2023
1.13.1-preview.6 2,052 6/15/2023
1.13.1-preview.4 124 5/17/2023
1.13.1-preview.3 115 4/20/2023
1.13.0 180,339 4/18/2023
1.12.1-preview.35 127 4/18/2023
1.12.1-preview.33 544 4/7/2023
1.12.1-preview.32 108 4/7/2023
1.12.1-preview.31 133 4/6/2023
1.12.1-preview.30 132 2/21/2023
1.12.1-preview.29 1,648 12/15/2022
1.12.1-preview.28 2,814 11/22/2022
1.12.1-preview.27 121 11/19/2022
1.12.1-preview.26 118 11/19/2022
1.12.1-preview.25 121 11/18/2022
1.12.1-preview.24 106 11/16/2022
1.12.1-preview.22 150 9/22/2022
1.12.1-preview.21 119 9/12/2022
1.12.1-preview.19 131 8/26/2022
1.12.1-preview.12 140 7/12/2022
1.12.1-preview.7 155 7/12/2022
1.12.1-preview.5 120 7/10/2022
1.12.1-preview.4 5,690 5/23/2022
1.12.1-preview.2 260 12/7/2021
1.12.1-preview.1 168 12/6/2021
1.12.0 231,498 11/24/2021
1.12.0-preview.46 4,033 11/24/2021
1.12.0-preview.45 5,744 11/23/2021
1.12.0-preview.43 1,569 9/30/2021
1.12.0-preview.42 6,317 3/2/2021
1.12.0-preview.41 181 3/2/2021
1.12.0-preview.40 221 2/24/2021
1.12.0-preview.39 204 2/24/2021
1.12.0-preview.28 295 9/14/2020
1.12.0-preview.26 1,034 5/20/2020
1.12.0-preview.24 399 5/11/2020
1.12.0-preview.1 266 5/7/2020
1.11.4 196,000 4/22/2020
1.11.4-preview.23 267 4/22/2020
1.11.4-preview.17 1,067 4/2/2020
1.11.4-preview.14 1,340 1/29/2020
1.11.4-preview.13 395 1/20/2020
1.11.4-preview.12 345 1/20/2020
1.11.4-preview.11 357 1/20/2020
1.11.4-preview.10 339 1/18/2020
1.11.4-preview.9 290 1/17/2020
1.11.4-preview.8 330 1/17/2020
1.11.4-preview.7 887 11/19/2019
1.11.4-preview.6 311 10/29/2019
1.11.4-preview.5 290 10/29/2019
1.11.4-preview.4 1,117 9/20/2019
1.11.4-preview.2 461 8/16/2019
1.11.4-feature.cleanup.23 287 4/3/2020
1.11.4-feature.cleanup.21 287 4/3/2020
1.11.4-feature.cleanup.19 323 4/3/2020
1.11.4-feature.cleanup.18 291 4/3/2020
1.11.3 355,166 6/5/2019
1.11.3-preview.24 336 6/5/2019
1.11.3-preview.23 373 5/24/2019
1.11.3-preview.22 336 5/6/2019
1.11.3-preview.21 312 5/3/2019
1.11.3-preview.20 336 4/19/2019
1.11.3-preview.17 350 4/11/2019
1.11.3-preview.16 324 4/10/2019
1.11.3-preview.15 419 3/19/2019
1.11.3-preview.14 327 3/13/2019
1.11.3-preview.13 322 3/13/2019
1.11.3-preview.12 1,425 1/2/2019
1.11.3-preview.11 454 11/27/2018
1.11.3-preview.10 422 11/26/2018
1.11.3-preview.9 1,018 9/27/2018
1.11.3-preview.7 484 9/21/2018
1.11.3-preview.6 485 9/20/2018
1.11.3-preview.5 525 9/12/2018
1.11.3-preview.4 565 8/24/2018
1.11.3-preview.3 524 8/23/2018
1.11.3-preview.2 573 8/3/2018
1.11.3-preview.1 543 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 49,822 7/25/2018
1.11.2-feature.fix.accrual.4 728 7/13/2018
1.11.2-feature.callable.oas.10 582 7/25/2018
1.11.2-feature.callable.oas.9 568 7/25/2018
1.11.1 9,115 6/13/2018
1.11.0 1,755 6/10/2018
1.10.0 10,889 10/30/2017
1.9.2 708,026 4/24/2017
1.9.1 2,184 1/25/2017
1.9.0.1 1,630 1/19/2017
1.8.0 10,018 9/9/2016
1.7.0.1 3,981 5/20/2016
1.6.0 1,836 3/24/2016
1.5.0.1 2,208 11/18/2015
1.4.0.30 1,712 11/11/2015
1.4.0.28 1,653 11/11/2015
1.4.0.27 1,970 8/21/2015
1.4.0.25 1,622 8/21/2015
1.4.0.24 1,642 8/18/2015
1.4.0.4 2,447 10/28/2014
1.4.0.3 3,154 9/22/2014
1.3.0.1 5,773 3/6/2014
1.2.0.2 2,207 12/2/2013
1.2.0 2,255 10/30/2013

QLNet 1.9
=========================

QLNet 1.9 stable version.

The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt.

FRAMEWORK

+ Multiframework deployment on NUGET ( 4.0, 4.5 and Core 1.1 )
+ Refactoring & Update BlackScholesProcess, LocalVolCurve, bsmlattice
+ Optimized npvbps calculation
+ List and InitializedList refactoring

CASHFLOWS

+ Fixed CappedFlooredCoupon factory

INSTRUMENTS

+ Added CompositeInstrument.
+ Added DividendBarrierOption.
+ Added ForwardVanillaOption.
+ Added LookbackOption.
+ Added CMS Helper.
+ Added BarrierOption.
+ Added Cliquet Option.
+ Added DoubleBarrier Option.
+ Added CPICapFloor.
+ Added CPISwap.

DATE/TIME

+ Added ECB dates for 2017.
+ Fixed rule for the Japanese Mountain Day holiday.
+ Fixed United States holidays before 1971.

INDEXES

+ Added Ibor indexes : Aonia , Bbsw, Bkbm and Nzocr.

MATH

+ Added Matrix inverse calculation with Crout's LU decomposition.
+ Added VannaVolga Interpolation.

TERMSTRUCTURES

+ Added Swaption volatility cube.
+ Allow negative jumps in yield term structures.

PRICING ENGINES

+ Added ForwardVanillaEngine engine.
+ Added AnalyticContinuousFixedLookbackEngine engine.
+ Added AnalyticContinuousFloatingLookbackEngine engine.
+ Added AnalyticContinuousPartialFixedLookbackEngine engine.
+ Added AnalyticContinuousPartialFloatingLookbackEngine engine.
+ Added AnalyticBinaryBarrierEngine.
+ Added AnalyticCliquetEngine.
+ Added AnalyticPerformanceEngine.
+ Added BlackDeltaCalculator and DeltaVolQuote.
+ Added VannaVolga BarrierEngine.
+ Added AnalyticDoubleBarrierEngine.
+ Added VannaVolgaDoubleBarrierEngine.
+ Added WulinYongDoubleBarrierEngine.
+ Added InterpolatingCPICapFloorEngine.

TESTS

+ Added theta pertubation in AmericanOption & DividendOption tests.
+ Added tests for China SSE and IB calendars and a missing Chinese holiday
+ Added Test : Chambers-Nawalkha implied vol approximation
+ Added CapFloored coupon tests.
+ Added Digital Coupon tests.