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Planned Scope of Release 1.0

namespace description scope
RiskLib.DataSource Retrieve data from various source Daily closing data from databases and webpages including Yahoo!Finance and WSJ. Scope of namespace RiskLib.DataSource in Release 1.0
RiskLib.Math Mathematical and statistical functions not provided in System.Math 1. Variance, Covariance, and Correlation. 2. Probability functions of Normal Distribution.
RiskLib.Product Object model for financial products Stock, Future, Warrant, Option, Bond, Convertible Bond, Simple Interest Rate Swap
RiskLib.Valuation Evaluator of products Market Price, Black-Sholes, Binomial Tree, Cashflow Discount, based on position or portfolio
RiskLib.Portfolio Position and Collection of position Covariance matrix
RiskLib.Measurement Risk measurements Greeks and VaR
RiskLib.LimitControl Limit control and notification Limit setting and notification
RiskLib.MultiAgent Multi-Agent Control Agent registration and log, centralized job allocation, extensible task types. Scope of namespace RiskLib.MultiAgent in Release 1.0

Last edited Apr 27, 2009 at 6:57 PM by alvincho, version 8


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