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A popular open-source option for the numerics in .NET is Math.NET (https://github.com/mathnet/mathnet-numerics). It has both managed implementations and allows you to use the optimized MKL native libraries. This use of .NET as a front-end to an optimized native library is quite common. Meta.Numerics (http://www.meta-numerics.net) is an alternative ...


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the usual suspects have .NET/C# bindings or implementations: IMSL, NAG Another interesting alternative is the developers of Excel Solver add-in. They have an advanced package way beyond Excel's add-in. Do I recommend it? Of course, not, but it's an option nevertheless. I would forget C#, and use a proper binary libraray, tried and tested, anything from ...


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Take a look at FIX4.4 protocol, accessible from http://www.dukascopy.com/swiss/english/forex/api/fix_api/ Thread about C# libraries: http://stackoverflow.com/questions/4876279/fix-library-for-net



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