Cephei.XL

Cephei.XL Excel addin provides access to the full range of Quantlib Financial Functions, but without “freezing” during calculations, with option to save a model at any time to compiled code, or XML for storage in a booking system or calculation grid.

Cephei.Server

Cephei.Server is a skeleton Server that provides a WCF server point for storing models or offloading calculations. It uses the same component as XL for XML/JSON serialisation of models

Cephei.QL

Cephei.QL is an open source .NET wrapper for the Quantlib C++ library, that is available for download from NuGet

Cephei.Kernel

Cephei.Kernel is the dynamic cell graph-dependency calculation engine that enables Cephei.XL to calculate in parallel without freezing Excel, and provides the framework for F# generated & compiled models to calculate in parallel just like Cephei.XL

Cephei.Gen

The Cephei Framework contains two million lines of code that provide four layers of abstraction above the raw C++ quant library {C++/CLI interop, Functional Factories, Serialisable cell objects, Excel Functions}, all of which are generated from a UML model of the underlying quant library.The generator is not specific to Quantlib and can be used to wrap any proprietary library as part of the normal build process