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Welcome to DerivativePower's Porting QuantLib to .NET

This website is dedicated for DerivativePower's effort for porting QuantLib to .NET in C#.

Please use menu at top of this page to navigate this site and examples.

We have finished major parts of QuantLib and provided several examples as you can obtain from QuantLib. The main purpose for our porting job is providing services to our commercial clients.

QuantLib is the most comprehensive and powerful quantitative financial library contributed by open source community. It is originally implemented in C++ and good for cross-platform application. For more information, please see QuantLib website at http://www.quantlib.org. About QuantLib's license, please refer to http://quantlib.org/license.shtml

There is also an open source .NET portion of QuantLib named QLNet. If you have interest on free source code, please visit QLNet's website at http://www.qlnet.org.