NanoQL.Extensions
2.2.0
Prefix Reserved
See the version list below for details.
dotnet add package NanoQL.Extensions --version 2.2.0
NuGet\Install-Package NanoQL.Extensions -Version 2.2.0
<PackageReference Include="NanoQL.Extensions" Version="2.2.0" />
<PackageVersion Include="NanoQL.Extensions" Version="2.2.0" />
<PackageReference Include="NanoQL.Extensions" />
paket add NanoQL.Extensions --version 2.2.0
#r "nuget: NanoQL.Extensions, 2.2.0"
#:package NanoQL.Extensions@2.2.0
#addin nuget:?package=NanoQL.Extensions&version=2.2.0
#tool nuget:?package=NanoQL.Extensions&version=2.2.0
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 | Versions 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. |
-
net10.0
- NanoQL (>= 2.2.0)
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.