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 copyied for use in each thread during a valuation. The Clone method is implemented on the base class using in memory binary serialization. If for some reason it is not possible to mark... |
Introduction to the code | Page | Project overview There are 4 main projects: General Valuations Excel QuantSAInterfaces and 2 test projects General and Valuation Most maths and finance except valuation is implemented in General. The simulators and other valuation tools are implemented in Valuations. The main reason for... |
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 Excel layer should be a wrapper layer for the rest of the library as far as possible. No business logic should be implemented in this layer except to the extent that input validation requires some business logic. Technicallly any... |
The project and solution structure | Page | How the QuantSA projects are grouped into solutions and their depdencies. |
Versioning the Library | Page | Versioning the library and Excel add-in |