PJensen / FinancialObjectModel

A collection of financial objects for the .Net framework that models several types of securities.

FinancialObjectModel

A collection of financial objects for the .Net framework that models several types of securities.

Goals

• Explore ways of decoupling market and reference data not only in the modelling but in the design of the library.
• Gain a deeper understanding of the modelling problems.

Test Results

• Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.IndexTest.IndexEqualWeightTest ...
• Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.IndexTest.IndexSixtyFortyWeightTest ...
• Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.IntegrationTest.FOMIntegrationTest ...
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=541, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.907227400963, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.680325508888, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.674696502562, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.708135491749, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.686325569263, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.790903058113, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.957616526132, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.76634788847, _exchange=NYSE]
• [SecurityPrice: _asOfDate=2/28/2015 12:00:00 AM, _security=AAPL, _price=540.758164955967, _exchange=NYSE]
• Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.PricingTest.TestEquityOptionPricing ...
• Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.SecurityTest.EquityOptionSecurityCtorTest ...
• Running FinancialObjectModel.FinancialObjectModel.Test.FinancialObjectModel.Test.SecurityTest.EquitySecurityCtorTest ...