Suoranta.Finance Namespace
Suoranta.Finance.Commodities.Energy Namespace
Suoranta.Finance.Configuration Namespace
Suoranta.Finance.Data Namespace
Suoranta.Finance.Data.IO Namespace
Suoranta.Finance.Data.Testing Namespace
Suoranta.Finance.Data.Tick Namespace
Suoranta.Finance.Models Namespace
Suoranta.Finance.Plotting Namespace
Suoranta.Finance.Trading Namespace
Suoranta.Finance.Trading.TradingSchedules Namespace
Suoranta.Finance - Developer API

Suoranta.Finance Namespace

Classes

  Class Description
Public class AssetClasses
Short-hand selectors for the broadest AssetClasses.
Public class BarTimestampRange
Implements ITimestamps by on-demand enumeration of an underlying ITradingSchedule. May be open-ended.
Public class CountryValueAttribute
Public class CurrencyValueAttribute
Decorates the members of Currency or equivalent type. Implements the EnumLabelAttribute
Public class EnumExtensions
Public class Extensions
Public class FinanceDataException
Public class FinanceException
Base class for assembly-specific Exceptions. May also be thrown in itself if no more specific type is applicable.
Public class InterestRate
Represent an interest rate benchmark.
Public class IsinParseException
Thrown on failure to parse ISIN from a String.
Public class Iso3166Attribute
Identifies the country/jurisdiction that the decorated type or type member represents. Identification is by ISO 3166 codes.
Public class ITimestampedComparer
IComparer for ITimestamped values that may have differing TimestampKind.
Public class OptionTypes
Valid combinations of OptionType values.
Public class PropertyTable
Dictionary that holds customs properties of any parent object.
Public class RealTimeRsVolatility
Moving (left-sided) Rogers-Satchell volatility estimator.
Public class Regions
Frequently useful combinations of Region values.
Public class Resolver
Provides access to singleton instances of common library services.
Public class Resolver..::..DefaultResolver
The default implementation of IResolver.
Public class SpotForexContract
Represents FxPair traded at spot in the given Exchange.
Public class TimeScaleFactory
Creates TimeScales with preset TradingDayInMinutes and TradingYearInDays.
Public class TimeScalesExtensions
Public class TimestampException
FinanceException thrown on incompatible TimestampKind.
Public class UnitLabelAttribute
Public class Volatility
Moving OHLC volatility estimators

Structures

  Structure Description
Public structure BarTimestamp
Key-value pair representing a timestamp with an index alongside its temporal value.
Public structure Country
Represents country or jurisdiction.
Public structure FxPair
Represents a Forex currency pair.
Public structure Isin
ISO 6166 ISIN identifier. Letters in the string representation are always in upper case. Lower case letters are automatically converted and comparisons with strings are case-insensitive.
Public structure Mic
ISO 10383 Market Identifier Code.
Public structure OhlcBar
Represents a timestamped candle with OHLC quotes.
Public structure RateOfReturn
Represents return of a fixed-income contract for Term.
Public structure Term
Public structure TimeScale
The default implementation of ITimeScale.

Interfaces

  Interface Description
Public interface IAssetClassInfo
Interface IAssetClassInfo
Public interface IBarIndexer
Provides integer indexing of bars relative to a reference point.
Public interface ICanEnumerate<(Of <(<'T>)>)>
Provides the AsEnumerable()()()() method.
Public interface ICashFlow
Public interface ICloseValue
Represents a timestamped close value (quote or other numeric value).
Public interface IContractInfo
Represents information of a contract specified at the specificity of an Isin (i.e., does not specify the exchange).
Public interface IDebtSecurity
Public interface IElements<(Of <(<'T>)>)>
Public interface IExchange
Represents an exchange
Public interface IFutureContracts
ILinkedContracts of futures contracts trading in the particular Exchange with identical Underlying. Contracts may have different Expirations and Multipliers.
Public interface IGetCoupon
Types that implement this interface store or generate the interest payment schedule of an IDebtSecurity.
Public interface IGetCustomCoupon
Special case of IGetCoupon for IDebtSecuritys with a non-standard payment schedule.
Public interface IGetStandardCoupon
IGetCoupon interface for IDebtSecurity that has a standard payment schedule defined by a fixed rate or floating rate derived from the benchmark and the markup.
Public interface IIndexedEnumerable<(Of <(<'T>)>)>
Provides the AsIndexedEnumerable()()()() method.
Public interface ILinkedContracts
Represents IContractInfos that constitute a set, e.g., the same security trading in different exchanges, or option contracts in a chain.
Public interface IMultiScaleSeries
Represents a numeric time series that has values available at several TimeScales.
Public interface INumericSeries
Public interface IOhlcValue
Represents a timestamped bar (a candle) with OHLC quotes.
Public interface IOhlcValueArrays
Represents (timestamped) OHLC data structured as individual columns (arrays).
Public interface IOptionChain
Represents an option chain as ILinkedContracts.
Public interface IOptionContract
Represents an option contract.
Public interface IOptionPair
Encapsulates put-call option pair.
Public interface IPayable
Represents an individual cash flow item of IDebtSecurity.
Public interface IPlottableRange
Provides the GetPlottableRange(Range<(Of <<'(Int32>)>>)) method.
Public interface IResolver
Resolves identifiers into instances of the relevant business object.
Public interface ITimeScale
Represents a time span. Primarily used to define the width of bars (candles).
Public interface ITimeSpanScaling
Provides the access to TradingDayInMinutes and TradingYearInDays that are otherwise private to types that use them.
Public interface ITimestamped
Represents any timestamped value.
Public interface ITimestampedValue
Represents ITimestamped numeric value.
Public interface ITimestamps
Provides timestamps for fixed time range, i.e., each timestamp has a fixed index. Indexing is zero-based in relation to First. Non-trading segments of TradingSchedule do not have a value for them in the index. See IIndexedEnumerable<(Of <(<'T>)>)>.
Public interface ITradingSchedule
IEnumerable of applicable trading hours without fixed indexing. Also implements IBarIndexer.
Public interface IUnderlying
Represents the underlying of IContractInfo (i.e., the elementary exposure) of, e.g., a derivative.

Enumerations

  Enumeration Description
Public enumeration Allocation
Defines the type of capital allocation strategy of a trading strategy.
Public enumeration AssetClass
Represents the asset class (the economic exposure).
Public enumeration ContractType
Identifies the type of IContractInfo. Supports storing multiple selection.
Public enumeration Currency
Preselection of currencies. Members have CurrencyValueAttribute and EnumLabelAttribute. Supports storing multiple selection.
Public enumeration OptionType
The flags used to form OptionTypes.
Public enumeration QuoteType
Public enumeration Region
Regions of economic events. The values are non-overlapping.
Public enumeration ResamplingMethod
Determines the method of combining consecutive numeric values (typically quotes) into one.
Public enumeration TimeScales
The standard values for TimeScale. The values have EnumLabelAttribute.
Public enumeration TimestampKind
Public enumeration TimeUnit
Represents the base unit of time.
Public enumeration TransformType
https://en.wikipedia.org/wiki/Bijection,_injection_and_surjection
Public enumeration UnitLabelFormat
Public enumeration VolatilityScaling
Determines TimeScale to which Volatility is scaled.