Hi all,
Recently dropped into Quantlib and becoming more and more fascinated. I think it's a briliant project. Question: Does anyone have some sample C# code using Quantlib and is willing to share it with me? Thanks in advance and kind regards, Hans ********************************************************************** - Dit e-mail bericht brengt geen enkele contractuele gebondenheid voor Theodoor Gilissen Bankiers N.V. tot stand. - This e-mail message does not create any contractual obligations for Theodoor Gilissen Bankiers N.V. ********************************************************************** |
Hans,
download and install both the binary and the source distribution. You can find sample code in the unit test folders ("Tests") below each of the assembly projects ("Business", "Numerics", "QuantLib" and "Random"). Other sample code has not been written or ported yet (I haven't even announced QuantLib.NET either). A short demo (VB.NET) of the XML functionality is available from http://www.jens-thiel.de/static/QL/Demos/ The form is just a UI for the following C# code (taken from QuantLib/Tests/PricingEngines/TestVanillaEngines.cs): EuropeanAnalyticalEngine engine = new EuropeanAnalyticalEngine(); DataSet ds = new DataSet(); ds.ReadXml("EuropeanAnalytical.xml"); engine.Calculate(ds); All the other stuff is mostly "low level" objects that need to be combined to "option pricers" (work is in progress here, based on XML Schema). You can find some C++ samples in the QuantLib C++ distribution. Look at the "Examples" or "test-suite" folders. Most of these haven't been ported yet, but they should translate to C# fairly easy. A general "beginners guide" guide to QuantLib (neither C++ nor C#) is not available :-(( If anyone can contribute here, I would be happy to coordinate. Jens. > -----Ursprungliche Nachricht----- > Von: [hidden email] > [mailto:[hidden email]]Im Auftrag von > [hidden email] > Gesendet: Donnerstag, 30. Januar 2003 16:03 > An: [hidden email] > Betreff: [Quantlib-users] newbie question: C# > > > Hi all, > > Recently dropped into Quantlib and becoming more and more fascinated. I > think it's a briliant project. > > Question: Does anyone have some sample C# code using Quantlib and is > willing to share it with me? > > Thanks in advance and kind regards, > > Hans > > ********************************************************************** > > - Dit e-mail bericht brengt geen enkele contractuele gebondenheid voor > Theodoor Gilissen Bankiers N.V. tot stand. > > - This e-mail message does not create any contractual obligations for > Theodoor Gilissen Bankiers N.V. > > ********************************************************************** > > > ------------------------------------------------------- > This SF.NET email is sponsored by: > SourceForge Enterprise Edition + IBM + LinuxWorld = Something 2 See! > http://www.vasoftware.com > _______________________________________________ > Quantlib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > > |
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