As a service to our customers (and the world in general), we provide pre-built binaries of QuantLib, a free/open-source library for modeling, trading and risk management. We have also incuded the C# bindings that make it available to Resolver One.
Use in Resolver One
QL_LIB = '<QL install directory>\\lib' import sys import clr if QL_LIB not in sys.path: sys.path.append(QL_LIB) clr.AddReference('NQuantLib')to the top of your user code and you'll be able to import from QuantLib.
Example in Resolver One
There is an example on the exchange that is an almost verbatim copy of an example that is included with the QuantLib Python bindings.