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
- Financier.Pricing.Date
- 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
- Financier.Trading