NanoQL.Extensions 2.3.0

Prefix Reserved
dotnet add package NanoQL.Extensions --version 2.3.0
                    
NuGet\Install-Package NanoQL.Extensions -Version 2.3.0
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="NanoQL.Extensions" Version="2.3.0" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="NanoQL.Extensions" Version="2.3.0" />
                    
Directory.Packages.props
<PackageReference Include="NanoQL.Extensions" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add NanoQL.Extensions --version 2.3.0
                    
#r "nuget: NanoQL.Extensions, 2.3.0"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package NanoQL.Extensions@2.3.0
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=NanoQL.Extensions&version=2.3.0
                    
Install as a Cake Addin
#tool nuget:?package=NanoQL.Extensions&version=2.3.0
                    
Install as a Cake Tool

NanoQL.Extensions

nanoql's extensions: market conventions as XML data (calendars, day counts, indexes and the instruments' defaults), and instruments and models beyond the core. It builds on NanoQL.

dotnet add package NanoQL.Extensions

Conventions as data

Every preset nanoql ships is a record a desk can read, override and version. A file of the desk's own records is layered over the presets, and a misspelt name or a bad value is refused when the file is read:

using NanoQL;
using NanoQL.Extensions.Conventions;
using NanoQL.Time;

// TARGET with an extra holiday, over the shipped presets
File.WriteAllText("desk.xml", """
    <Conventions xmlns="https://nanoql.org/schemas/conventions">
      <Calendar name="TARGET" base="TARGET">
        <AddedHoliday>2026-12-24</AddedHoliday>
      </Calendar>
    </Conventions>
    """);
ConventionSet desk = ConventionSet.QuantLib.With(ConventionsXml.Read("desk.xml"));
Date eve = new(24, Month.December, 2026);
Console.WriteLine(ConventionSet.QuantLib.Calendar("TARGET").IsBusinessDay(eve)); // True: a business day in the presets
Console.WriteLine(desk.Calendar("TARGET").IsBusinessDay(eve));                   // False: the desk's holiday

ConventionProvider.Default = desk; makes the desk's records the defaults of every object built after it. The format and the shipped records are in the conventions guide, and the schema at nanoql.org/schemas/conventions.

How it is checked

The core's results are checked against QuantLib 1.44, using test vectors generated by QuantLib's Python package and by QuantLib built from source; the extensions ported from QLNet are checked against QLNet 1.13.2. What the checks cover, per module, is on the validation page.

More

License

Apache 2.0. nanoql is derived from QuantLib, and the extensions' ports from QLNet. The package carries LICENSE, NOTICE and THIRD_PARTY_NOTICES.md, which keep the copyright notices and licences of QuantLib, QLNet and the other code it carries.

Product Compatible and additional computed target framework versions.
.NET net10.0 is compatible.  net10.0-android was computed.  net10.0-browser was computed.  net10.0-ios was computed.  net10.0-maccatalyst was computed.  net10.0-macos was computed.  net10.0-tvos was computed.  net10.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
2.3.0 36 11/8/2026
2.2.0 47 11/7/2026
2.1.0 52 11/7/2026
2.0.0 53 11/4/2026