Cephei.QL 3.1.1

Cephei.QL is a complete wrapper of the Quantlib (QLNet) library using the Cell Framework for transparent multi-threaded calculation.  Financial model are coded as a series of functional definitions and the dependency graph is derived at runtime as calculation is performed.  Overall Cephei parallelism is significantly faster because: [1] Financial calculations are compute intensive with natural independence between instruments in a portfolio, [2] any number of market changes can trigger the need re re-value an instrument.

Cephei.QL is a foundation for the Cephei.XL Excel addin that allows models to be built in Excel and saved as functional programs that are algorithmically identical to the source spreadsheet, but can be combined with application code for server deployment.

Server deployment can include Cephei.Orleans for Financial “Digital Twin” of Portfolios for real-time risk

The source types can be used as-is or as recipes for domain specific implementation with the Cell Framework.

There is a newer version of this package available.
See the version list below for details.
Install-Package Cephei.QL -Version 3.1.1
dotnet add package Cephei.QL --version 3.1.1
<PackageReference Include="Cephei.QL" Version="3.1.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add Cephei.QL --version 3.1.1
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: Cephei.QL, 3.1.1"
For F# scripts that support #r syntax, copy this into the source code to reference the package.

Release Notes

Conversion from C++ Quantlib to QLNet

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

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Version History

Version Downloads Last updated
3.1.2 30 2/26/2021
3.1.1 92 12/19/2020
3.0.0 121 8/27/2020
2.2.1 1,394 6/11/2014