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A collection of financial objects for the .Net framework that models several types of securities.

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GPL-3.0 license
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FinancialObjectModel

A collection of financial objects for the .Net framework that models several types of securities.

Goals

  • Explore ways of decoupling market and reference data not only in the modelling but in the design of the library.
  • Gain a deeper understanding of the modelling problems.

Test Results

  • Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.IndexTest.IndexEqualWeightTest ...
  • Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.IndexTest.IndexSixtyFortyWeightTest ...
  • Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.IntegrationTest.FOMIntegrationTest ...
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=541, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.907227400963, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.680325508888, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.674696502562, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.708135491749, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.686325569263, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.790903058113, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.957616526132, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.76634788847, _exchange=NYSE]
  • [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.758164955967, _exchange=NYSE]
  • Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.PricingTest.TestEquityOptionPricing ...
  • Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.SecurityTest.EquityOptionSecurityCtorTest ...
  • Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.SecurityTest.EquitySecurityCtorTest ...

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A collection of financial objects for the .Net framework that models several types of securities.

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GPL-3.0 license
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