Open Source Financial Library Specifically Yield To Maturity [closed]

StackOverflow https://stackoverflow.com/questions/1173555

  •  19-09-2019
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Question

Does anyone know of an open source financial library that implements Yield To Maturity and other fixed income calculations? The library needs to be callable from .Net.

Was it helpful?

Solution

Here is a .NET implementation of all of Excel's financial functions, including yield to maturity.

OTHER TIPS

Have you looked at Quantlib? Seems to offer a wide array of pricing tools and is callable from .Net, I believe. There's also a port to Java called JQuantLib as well, though I don't believe it implements everything in Quantlib quite yet.

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