QLNet 1.7.0.1

.NET Framework 4.0
There is a newer version of this package available.
See the version list below for details. 
dotnet add package QLNet --version 1.7.0.1
NuGet\Install-Package QLNet -Version 1.7.0.1
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="1.7.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add QLNet --version 1.7.0.1
#r "nuget: QLNet, 1.7.0.1"
#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=1.7.0.1

// Install QLNet as a Cake Tool
#tool nuget:?package=QLNet&version=1.7.0.1

A free/open-source library for quantitative finance

Product Compatible and additional computed target framework versions.
.NET Framework net40 is compatible.  net403 was computed.  net45 was computed.  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. 
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 The ID prefix of this package has been reserved for one of the owners of this package by NuGet.org.

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.17 61 4/16/2024
1.13.1-preview.16 76 2/16/2024
1.13.1-preview.15 3,375 12/5/2023
1.13.1-preview.14 939 11/16/2023
1.13.1-preview.12 77 11/15/2023
1.13.1-preview.11 581 11/6/2023
1.13.1-preview.8 61 11/3/2023
1.13.1-preview.7 1,640 9/28/2023
1.13.1-preview.6 2,021 6/15/2023
1.13.1-preview.4 96 5/17/2023
1.13.1-preview.3 93 4/20/2023
1.13.0 84,706 4/18/2023
1.12.1-preview.35 112 4/18/2023
1.12.1-preview.33 531 4/7/2023
1.12.1-preview.32 91 4/7/2023
1.12.1-preview.31 121 4/6/2023
1.12.1-preview.30 111 2/21/2023
1.12.1-preview.29 1,635 12/15/2022
1.12.1-preview.28 2,801 11/22/2022
1.12.1-preview.27 102 11/19/2022
1.12.1-preview.26 100 11/19/2022
1.12.1-preview.25 106 11/18/2022
1.12.1-preview.24 95 11/16/2022
1.12.1-preview.22 135 9/22/2022
1.12.1-preview.21 103 9/12/2022
1.12.1-preview.19 116 8/26/2022
1.12.1-preview.12 121 7/12/2022
1.12.1-preview.7 134 7/12/2022
1.12.1-preview.5 109 7/10/2022
1.12.1-preview.4 5,143 5/23/2022
1.12.1-preview.2 238 12/7/2021
1.12.1-preview.1 147 12/6/2021
1.12.0 204,407 11/24/2021
1.12.0-preview.46 4,017 11/24/2021
1.12.0-preview.45 5,726 11/23/2021
1.12.0-preview.43 1,487 9/30/2021
1.12.0-preview.42 6,290 3/2/2021
1.12.0-preview.41 161 3/2/2021
1.12.0-preview.40 200 2/24/2021
1.12.0-preview.39 191 2/24/2021
1.12.0-preview.28 277 9/14/2020
1.12.0-preview.26 1,013 5/20/2020
1.12.0-preview.24 383 5/11/2020
1.12.0-preview.1 255 5/7/2020
1.11.4 189,032 4/22/2020
1.11.4-preview.23 251 4/22/2020
1.11.4-preview.17 1,056 4/2/2020
1.11.4-preview.14 1,320 1/29/2020
1.11.4-preview.13 376 1/20/2020
1.11.4-preview.12 328 1/20/2020
1.11.4-preview.11 340 1/20/2020
1.11.4-preview.10 328 1/18/2020
1.11.4-preview.9 274 1/17/2020
1.11.4-preview.8 314 1/17/2020
1.11.4-preview.7 871 11/19/2019
1.11.4-preview.6 297 10/29/2019
1.11.4-preview.5 275 10/29/2019
1.11.4-preview.4 1,108 9/20/2019
1.11.4-preview.2 446 8/16/2019
1.11.4-feature.cleanup.23 273 4/3/2020
1.11.4-feature.cleanup.21 276 4/3/2020
1.11.4-feature.cleanup.19 313 4/3/2020
1.11.4-feature.cleanup.18 276 4/3/2020
1.11.3 344,613 6/5/2019
1.11.3-preview.24 319 6/5/2019
1.11.3-preview.23 363 5/24/2019
1.11.3-preview.22 317 5/6/2019
1.11.3-preview.21 303 5/3/2019
1.11.3-preview.20 319 4/19/2019
1.11.3-preview.17 337 4/11/2019
1.11.3-preview.16 308 4/10/2019
1.11.3-preview.15 409 3/19/2019
1.11.3-preview.14 308 3/13/2019
1.11.3-preview.13 306 3/13/2019
1.11.3-preview.12 1,417 1/2/2019
1.11.3-preview.11 434 11/27/2018
1.11.3-preview.10 410 11/26/2018
1.11.3-preview.9 1,000 9/27/2018
1.11.3-preview.7 464 9/21/2018
1.11.3-preview.6 467 9/20/2018
1.11.3-preview.5 500 9/12/2018
1.11.3-preview.4 549 8/24/2018
1.11.3-preview.3 499 8/23/2018
1.11.3-preview.2 553 8/3/2018
1.11.3-preview.1 529 8/2/2018
1.11.3-feature.MTFIX.19 314 4/18/2019
1.11.3-feature.MTFIX.18 306 4/18/2019
1.11.2 47,728 7/25/2018
1.11.2-feature.fix.accrual.4 705 7/13/2018
1.11.2-feature.callable.oas.10 559 7/25/2018
1.11.2-feature.callable.oas.9 550 7/25/2018
1.11.1 9,050 6/13/2018
1.11.0 1,716 6/10/2018
1.10.0 10,783 10/30/2017
1.9.2 687,051 4/24/2017
1.9.1 2,128 1/25/2017
1.9.0.1 1,584 1/19/2017
1.8.0 9,779 9/9/2016
1.7.0.1 3,899 5/20/2016
1.6.0 1,795 3/24/2016
1.5.0.1 2,159 11/18/2015
1.4.0.30 1,676 11/11/2015
1.4.0.28 1,615 11/11/2015
1.4.0.27 1,933 8/21/2015
1.4.0.25 1,590 8/21/2015
1.4.0.24 1,614 8/18/2015
1.4.0.4 2,411 10/28/2014
1.4.0.3 3,112 9/22/2014
1.3.0.1 5,617 3/6/2014
1.2.0.2 2,171 12/2/2013
1.2.0 2,185 10/30/2013

QLNet 1.7
=========================

QLNet 1.7 stable version.

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

TERM STRUCTURES

+ Added FittedBondDiscountCurve with example project.

INTEREST RATES

+ Added rate helper to bootstrap on cross-currency swaps .
 The curve to be bootstrapped can be the one for either of the two currencies.

+ Added the possibility for bootstrap helpers to define their pillar
 date in different ways . For each helper, the date of the corresponding
 node can be defined as the maturity date of the corresponding instrument,
 as the latest date used on the term structure to price the instrument,
 or as a custom date. Currently, the feature is enabled for FRAs and swaps.

+ Added the possibility to pass weight when fitting a bond discount
 curve. Also, it is now possible to fit a spread over an existing
 term structure.

INFLATION

+ Added Kerkhof seasonality model.

+ Retrieve inflation fixings from the first day of the month .
 This avoids the need to store them for each day of the corresponding month.

VOLATILITY

+ Improve consistency between caplet stripping and pricing.

MODELS

+ Added Heston model.

SETTINGS

+ Make SavedSettings disposable and update tests accordingly.
 Now the full test suite can be launched from Visual Studio IDE
 without errors ( false negative ) .

DATE/TIME

+ Added Romanian and Israelian calendars.

+ Added ECB reserve maintenance periods for 2016.

+ Updated South Korean calendar until the end of 2032.

+ Added new Mountain Day holiday for Japan.

+ Remove MLK day from list of US holidays before 1983.

+ Added Christmas Eve to BOVESPA holidays.

+ Added intraday component to dates. Date specifications now include hours,
 minutes, seconds and milliseconds. Day counters are aware of the added data
 and include them in results.

MATH

+ Added polynomial and abcd functions.

+ Added Pascal triangle coefficients.

+ Added Goldstein line-search method.

PATTERNS

+ Use WeakEventSource in Observer/Observable pattern to avoid memory leaks.