3
$\begingroup$

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

$\endgroup$
2
$\begingroup$

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:

https://quant.stackexchange.com/questions/tagged/quantlib+bond

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.