Cephei.Cell
3.0.0
See the version list below for details.
dotnet add package Cephei.Cell --version 3.0.0
NuGet\Install-Package Cephei.Cell -Version 3.0.0
<PackageReference Include="Cephei.Cell" Version="3.0.0" />
paket add Cephei.Cell --version 3.0.0
#r "nuget: Cephei.Cell, 3.0.0"
// Install Cephei.Cell as a Cake Addin
#addin nuget:?package=Cephei.Cell&version=3.0.0
// Install Cephei.Cell as a Cake Tool
#tool nuget:?package=Cephei.Cell&version=3.0.0
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 always be re-evaluated when a referenced cell has changed (and not otherwise).
The Cell framework is designed for complex financial calculations that depend on ticking market data for pricing and real-time risk – where you can not determine which value is going to change for second to second.
Cells can be grouped into a Model to encapsulate the implementation of the model in an object that is IObserver<> for upstream values and IObservable<> for downstream values
Product | Versions Compatible and additional computed target framework versions. |
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.NET | net5.0 was computed. net5.0-windows was computed. net6.0 was computed. net6.0-android was computed. net6.0-ios was computed. net6.0-maccatalyst was computed. net6.0-macos was computed. net6.0-tvos was computed. net6.0-windows was computed. net7.0 was computed. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. |
.NET Core | netcoreapp2.0 was computed. netcoreapp2.1 was computed. netcoreapp2.2 was computed. netcoreapp3.0 was computed. netcoreapp3.1 was computed. |
.NET Standard | netstandard2.0 is compatible. netstandard2.1 was computed. |
.NET Framework | net461 was computed. net462 was computed. net463 was computed. net47 was computed. net471 was computed. net472 was computed. net48 was computed. net481 was computed. |
MonoAndroid | monoandroid was computed. |
MonoMac | monomac was computed. |
MonoTouch | monotouch was computed. |
Tizen | tizen40 was computed. tizen60 was computed. |
Xamarin.iOS | xamarinios was computed. |
Xamarin.Mac | xamarinmac was computed. |
Xamarin.TVOS | xamarintvos was computed. |
Xamarin.WatchOS | xamarinwatchos was computed. |
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.NETStandard 2.0
- FSharp.Core (>= 4.7.2)
- Serilog (>= 2.9.0)
NuGet packages (1)
Showing the top 1 NuGet packages that depend on Cephei.Cell:
Package | Downloads |
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Cephei.QL
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 parallelism is significantly faster because: [1] Financial calculations are compute intensive with natural independence between instruments in a portfolio, [2] any number of market changes can trigger the need re re-value an instrument. Cephei.QL is a foundation for the Cephei.XL Excel addin that allows models to be built in Excel and saved as functional programs that are algorithmically identical to the source spreadsheet, but can be combined with application code for server deployment. Server deployment can include Cephei.Orleans for Financial “Digital Twin” of Portfolios for real-time risk The source types can be used as-is or as recipes for domain specific implementation with the Cell Framework. |
GitHub repositories
This package is not used by any popular GitHub repositories.
Version | Downloads | Last updated |
---|---|---|
3.1.4 | 856 | 2/26/2021 |
This is the first open-source implementation of the library, that has been used by two investment banks for Montecarlo simulation for CVA pricing and Liquidity Risk