The Cell framework provides a mechanism to declare a number of values and calculations like cells of a spreadsheet and have them background evaluated automatically in parallel whenever a value changes. Cells can be constructed with closures or profiled the first time they are evaluated, but will...
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Cephei.QL is a complete wrapper of the Quantlib (QLNet) library using the Cell Framework for transparent multi-threaded calculation. Financial model are coded as a series of functional definitions and the dependency graph is derived at runtime as calculation is performed. Overall Cephei...
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