I successfully managed to have a nice NS model to a yield curve I am studying using R, while I am still beginner in C# I wonder if there is a specific design pattern I should follow in order to put that modelisation into a general .NET platform which may contain later other tools for pricing and risk computations .. So I started gathering the math libraries I can use (interpolation, optimization algorithms, ...) But I am still thinking about the design this all should be put on, any help please ?

  • $\begingroup$ If you will be expanding your library of models and will want to use them in other programs, you should create a DLL that can be imported and used as your own function library. $\endgroup$ – amdopt Jul 15 '19 at 14:27
  • $\begingroup$ Thanks, that is what I am trying to do, I am using mathnet.numerics library $\endgroup$ – Omar Jul 16 '19 at 11:28

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