开源金融库特别成熟
有谁知道有一个开源金融库可以实现到期收益率和其他固定收益计算? 该库需要可从 .Net 调用。
Does anyone know of an open source financial library that implements Yield To Maturity and other fixed income calculations? The library needs to be callable from .Net.
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此处是 Excel 所有财务功能(包括到期收益率)的 .NET 实现。
Here is a .NET implementation of all of Excel's financial functions, including yield to maturity.
您看过 Quantlib 吗? 我相信,似乎提供了广泛的定价工具,并且可以从 .Net 调用。 还有一个名为 JQuantLib 的 Java 端口,尽管我不相信它实现了Quantlib 中的一切都还没有完成。
Have you looked at Quantlib? Seems to offer a wide array of pricing tools and is callable from .Net, I believe. There's also a port to Java called JQuantLib as well, though I don't believe it implements everything in Quantlib quite yet.