Cephei.QL
3.1.1
See the version list below for details.
dotnet add package Cephei.QL --version 3.1.1
NuGet\Install-Package Cephei.QL -Version 3.1.1
<PackageReference Include="Cephei.QL" Version="3.1.1" />
paket add Cephei.QL --version 3.1.1
#r "nuget: Cephei.QL, 3.1.1"
// Install Cephei.QL as a Cake Addin #addin nuget:?package=Cephei.QL&version=3.1.1 // Install Cephei.QL as a Cake Tool #tool nuget:?package=Cephei.QL&version=3.1.1
Cephei.QL is a complete wrapper of the Quantlib (QLNet) library using the Cell Framework for transparent multi-threaded calculation. Financial model are coded as a series of functional definitions and the dependency graph is derived at runtime as calculation is performed. Overall Cephei parallelism is significantly faster because: [1] Financial calculations are compute intensive with natural independence between instruments in a portfolio, [2] any number of market changes can trigger the need re re-value an instrument.
Cephei.QL is a foundation for the Cephei.XL Excel addin that allows models to be built in Excel and saved as functional programs that are algorithmically identical to the source spreadsheet, but can be combined with application code for server deployment.
Server deployment can include Cephei.Orleans for Financial “Digital Twin” of Portfolios for real-time risk
The source types can be used as-is or as recipes for domain specific implementation with the Cell Framework.
Product | Versions Compatible and additional computed target framework versions. |
---|---|
.NET | net5.0 is compatible. net5.0-windows was computed. net6.0 was computed. net6.0-android was computed. net6.0-ios was computed. net6.0-maccatalyst was computed. net6.0-macos was computed. net6.0-tvos was computed. net6.0-windows was computed. net7.0 was computed. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. |
.NET Core | netcoreapp3.0 was computed. netcoreapp3.1 was computed. |
.NET Standard | netstandard2.1 is compatible. |
.NET Framework | net48 is compatible. net481 was computed. |
MonoAndroid | monoandroid was computed. |
MonoMac | monomac was computed. |
MonoTouch | monotouch was computed. |
Tizen | tizen60 was computed. |
Xamarin.iOS | xamarinios was computed. |
Xamarin.Mac | xamarinmac was computed. |
Xamarin.TVOS | xamarintvos was computed. |
Xamarin.WatchOS | xamarinwatchos was computed. |
-
.NETFramework 4.8
- Cephei.Cell (>= 3.1.3)
- FSharp.Core (>= 5.0.0)
- ILGPU (>= 0.9.1)
- System.Collections.Immutable (>= 5.0.0)
-
.NETStandard 2.1
- Cephei.Cell (>= 3.1.3)
- FSharp.Core (>= 5.0.0)
- ILGPU (>= 0.9.1)
- System.Collections.Immutable (>= 5.0.0)
-
net5.0
- Cephei.Cell (>= 3.1.3)
- FSharp.Core (>= 5.0.0)
- ILGPU (>= 0.9.1)
- System.Collections.Immutable (>= 5.0.0)
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.
Conversion from C++ Quantlib to QLNet