Category: C#

C# / Computation / Equity / Financial / Misc

C# Historical dividend retrieval in Excel

C# Historical Dividend retrieval Today in SmileOfThales we will provide you some brief but useful C# code to retrieve historical cash dividend data in Excel (the whole code…

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C# / Computation / Derivatives / Equity

Multithread pricing with QLNet

This article introduces two ways to perform parallel programming with a pricing library such as QLNet. First we get an idea of the time required to do sequentially a…

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C# / Computation / Misc

QLNet class names,QLNet class instantiation by class name

A generic way to instantiate QLNet derived classes In this article we present how you can: Make a Calendar QLNet class instantiation based on its name. Ex,  i want to…

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C# / Computation / Misc

Interpolations in C#.Net with Alglib and Excel-DNA

Alglib interpolations in C#/Excel-Dna Some C# code again! Alglib is a cross-platform numerical analysis and data processing library and it proposes a free edition, very useful to perform operations on…

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C# / Computation / Financial / Fixed Income

Bond pricing in C# with QLNet and Excel-DNA

I had to perform some research on bond curves fitting methods recently, thus looking for a decent library to do some bond pricing (vanilla stuff: fixed coupon bonds …), and calibrate…

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