About

QLNet is a financial library written in C# for the Windows enviroment derived primarily from its C++ counterpart, Quantlib, which has been used as a base reference for modelling various financial instruments. QLNet also contains new developments on the bond market like MBS, Amortized Cost, PSA Curve and others.

Build status NuGet Donate Quality Gate Bugs Vulnerabilities Code Smells Duplicated Lines Blocker Issues Critical Issues Major Issues Minor Issues Technical Debt