InitialMargin 1.2.0

dotnet add package InitialMargin --version 1.2.0
NuGet\Install-Package InitialMargin -Version 1.2.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="InitialMargin" Version="1.2.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add InitialMargin --version 1.2.0
#r "nuget: InitialMargin, 1.2.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
// Install InitialMargin as a Cake Addin
#addin nuget:?package=InitialMargin&version=1.2.0

// Install InitialMargin as a Cake Tool
#tool nuget:?package=InitialMargin&version=1.2.0

InitialMargin

This library is a C# implementation of the following Initial Margin models for non-cleared derivatives transactions:

Both models can handle Post and Collect regulations through a worst-of approach and Initial Margin values can be calculated by role (Pledgor and Secured). Model mixtures are handled too, which means that a single dataset can define both SIMM™ and Schedule data entities in order to produce two distinct Initial Margin values. On the top of that, the framework is compatible with Common Risk Interchange Format (CRIF™) files.

Disclaimer

This library has been created for educational purposes. Users who are interested in calculating Initial Margin values using SIMM™ for commercial activities must contact ISDA in order to validate its output against a unit test and obtain a license.

Main Features

InitialMargin is...

  • Easy-to-Deploy: all what it requires is compliant input data, either in the form of a CRIF file or as a runtime-generated list of data entities;
  • Easy-to-Maintain: periodic updates to Initial Margin models are easy to integrate and require only minor changes to the library algorithms;
  • Stable: the library implements strong data validation routines and a very detailed exception handling framework.

Requirements

The library is os-agnostic (it has been developed under .NET Standard 2.0) and platform-agnostic, (both x86 and x64 environments are supported). The project targets Visual Studio 2017.

Product Compatible and additional computed target framework versions.
.NET net5.0 was computed.  net5.0-windows was computed.  net6.0 was computed.  net6.0-android was computed.  net6.0-ios was computed.  net6.0-maccatalyst was computed.  net6.0-macos was computed.  net6.0-tvos was computed.  net6.0-windows was computed.  net7.0 was computed.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 was computed.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed. 
.NET Core netcoreapp2.0 was computed.  netcoreapp2.1 was computed.  netcoreapp2.2 was computed.  netcoreapp3.0 was computed.  netcoreapp3.1 was computed. 
.NET Standard netstandard2.0 is compatible.  netstandard2.1 was computed. 
.NET Framework net461 was computed.  net462 was computed.  net463 was computed.  net47 was computed.  net471 was computed.  net472 was computed.  net48 was computed.  net481 was computed. 
MonoAndroid monoandroid was computed. 
MonoMac monomac was computed. 
MonoTouch monotouch was computed. 
Tizen tizen40 was computed.  tizen60 was computed. 
Xamarin.iOS xamarinios was computed. 
Xamarin.Mac xamarinmac was computed. 
Xamarin.TVOS xamarintvos was computed. 
Xamarin.WatchOS xamarinwatchos was computed. 
Compatible target framework(s)
Additional computed target framework(s)
Learn more about Target Frameworks and .NET Standard.
  • .NETStandard 2.0

    • No dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last updated
1.2.0 604 7/17/2019
1.1.0 509 7/7/2019
1.0.1 490 7/6/2019
1.0.0 487 7/6/2019