Quantitative Express

Quantitative Express Ltd provides enterprise numerical and financial libraries and tools for the .Net platform. Our experience comes from years of professional software development in the finance, insurance and energy industries.

Professional Mathematical and Financial Libraries for .Net

Quantitative Express provides a wealth of mathematical and financial classes for the .Net platform. The classes, entirely written in managed C#, are well documented and thoroughly tested using NUnit. We believe in open source code and the source code is made available to our clients.

Some of the Key Features of the .Net Mathematical Components and Libraries

The QuantExpress components and libraries contain many classes one would expect for:  Mathematical Expression Parser, Statistical analysis, Linear univariate and multivariate regression, Optimisations and linear algebra for Matrix calculations. But we have also included unique classes that make our libraries much more flexible than any other available packages and have gone far beyond the 95% coverage of our clients' need.

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A Few Features of the .Net Financial Components and Libraries

In addition to our mathematical libraries, Quantitative Express is uniquely providing a rich set of financial classes for derivative pricing and risk management

• For sure, the Black & Scholes model is present, but so are the Barone Adesi and Whaley, the Bjerksund and Stensland, the Curran, the Haug Haug and Margrabe, the Heston, the Turnebull and Wakeman or the Asay 1982 models to just name a few.
• All the four techniques Closed Form solutions, Trees, PDEs and Monte Carlo simulations are used to price European or American vanilla and exotic options such as barrier, digital or Asian options.

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The products and services described in this site are not investment services as defined in the Financial Services Act 1986.

Open Source

Having the source code means you can more easily use and if necessary extend the libraries and components.

Maximise your Return on Investment

Creating applications from well designed and tested libraries and components such as ours take products to market faster and at lower cost, providing a positive return-on-investment.

Simple Licensing

Our simple royalty-free licensing model (no runtime or distribution fees) gives you complete control of your applications with no administrative hassles.