nanoql 

nanoql-bind: the generator and native build behind nanoql's C interface, its Python wheel and its Excel add-in, for a library of your own built on nanoql.

Quantitative finance for .NET, stateless by design: calendars, curves, instruments, pricing engines and models, each a plain function of its inputs, with market conventions as data.

The runtime of nanoql's Excel add-in: handles, conversions, errors and settings for the worksheet functions nanoql-bind generates.

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