MathFuncConsole
Building wheels for quantitative finance courses. Hoping to make it easier to use and elegant in logic. Welcome to fork and contribute. Please refer to this md file to get to know how I think and how I implement those features. This project is written in C# 7 in Visual Studio 2017 without any 3rd-party package. It is a wheel project for practicing and learning C# and its quantitative finance applications.
Features
- [x] Implementations of financial concepts
- [x] Implementations of pricing and properties using financial theorems
- [x] Binding variables between math objects
- [x] Reflection of property list
- [x] Custom attributes
- [x] Numeric methods for optimization and simulation
- [ ] More coming soon
Resources
- Wiki // Under construction