Financier

Financial calculation framework for .NET

  • Pricing
    • Financier.Pricing.Date
      • Financial calendar (NY, EU, UK, JP and others)
      • Calculates business day conventions, day count conventions
      • Calculates financial periods
    • Financier.Pricing.Math
      • Interpolations, Extrapolations
      • Financial value rounding
      • Standard deviation and others
    • Financier.Pricing.Derivatives
      • Pricing Swap, Option, Cap, Floor, IMM and others
    • Financier.Pricing.Bonds
      • Pricing JGB, US government bonds and others
    • Financier.Pricing.Excel
      • User defined functions (UDFs) for Microsoft Excel
  • Trading
    • Financier.Trading
      • OHLC calculations (VWAP, Pivot points)
    • Financier.Trading.Indicators
      • Easy to calculate financial Indicator values in realtime as Reactive Extensions (Rx) style
    • Financier.Trading.Signals
      • Combines multiple signals and firing trade signals