The following pages and posts are tagged with
Title | Type | Excerpt |
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Automated builds | Page | The QuantSA automated builds and release process. |
Clone and Serialize | Page | Clone Because the Products and Simulators are slightly stateful they need to be copied for use in each thread during a valuation. The Clone method is implemented using serialization and deserialization with Json.NET. This has some consequences for how classes are written and constructed, see... |
Introduction to the code | Page | Project overview Within the main QuantSA solution there There are 4 projects other than the Excel and test projects: QuantSA.Shared QuantSA.Core QuantSA.CoreExtensions QuantSA.Valuations QuantSA.Shared This contains all the most basic types and interfaces that are then implemented in other projects or in user’s private projects. <h3... |
Converting excel types | Page | Converting from values in spreadsheets to objects used in QuantSA |
Exposing Functions to Excel | Page | Introduction QuantSA uses ExcelDNA to expose functions to Excel, the add-in includes Excel-DNA IntelliSense which gives great feedback to users while they type in QuantSA functions (see example below). The Excel layer should be a wrapper layer for the rest of the library... |
Generate markdown | Page | Generate markdown from Excel function attributes |
The project and solution structure | Page | How the QuantSA projects are grouped into solutions and their dependencies. |
Versioning the Library | Page | Versioning the library and Excel add-in |