Tag Archives: c#

Inverted Index in C#

Greetings my blog readers! This is my last post for 2015. All in all 2015 has been a good year. Many people from all over the world have read my posts, tried my code. Some even subscribed… In this post I … Continue reading

Posted in C# Programming | Tagged ,

Fast Binomial Option Pricing Model

Greetings to my blog readers! In this post I will share with you a fast Binomial Option Pricer. I’ve built this pricer without using trees or other bulky data structures and this is what makes it very fast. At the … Continue reading

Posted in C# Programming | Tagged ,

Executing a Python Script from a C# Program

Python is a great programming language. It also has fantastic libraries (e.g. numPy, sciPy, pandas, etc.) that can significantly simplify and speed-up development. So, it is no surprise that sometimes when considering a coding solution for some problem you scratch … Continue reading

Posted in C# Programming, Python Programming | Tagged ,

Dependency Injection Patterns

Greetings to my blog readers! This is a short post to review two dependency injection (DI) design patters: Constructor Injection and Property Injection. These two DIs are the easiest and the most commonly used patterns. There are other DI patters: … Continue reading

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Computing Bond Yield with Newton’s Method

In fixed income analysis it is often required to calculate the yield of some coupon paying instrument, for example a bond. Very simply, an yield of a bond is defined as a single rate of return. Under continuous compounding, given … Continue reading

Posted in Numerical Analysis | Tagged ,