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


1 Answer 1


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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