I'm doing some Fixed Income analytics work and wanted to know if there where any opensource C# libraries that I could use in order to avoid writing functions for generic calculations like YTM and Duration.

Thanks for the help, Rafael


Have you looked at Quantlib.net? We use it both in the back office and some soft realtime trading system for pricing bonds.

There are a few questions on this site that deal with using it for pricing bonds.

See here:



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