Financial Analysts Working in the .NET Environment Can Now Incorporate Rigorously Tested Numerical Routines ---NAG Library for .NET

27 October 2010

Financial analysts who develop applications in the Microsoft® .NET environment and program in C#, Visual Basic, Visual C++ or F# can now incorporate the methods from one of the most extensively tested and comprehensively documented numerical libraries in the world, The NAG Library, by using a new version developed specifically for that environment (http://www.nag.com/numeric/DT/DTdescription.asp)

The NAG Library for .NET provides the algorithms developed by the Numerical Algorithm Group (NAG) in areas such as optimization, curve and surface fitting, FFTs, interpolation, linear algebra, wavelet transforms, quadrature, correlation and regression analysis, random number generators and time series analysis. The Library also incorporates extensive documentation and references, and makes this available from the Visual Studio help systems, to enable users to fully understand the usage of the methods and to guide them to the most appropriate method for the solution of their problem.

Jes Sherborne, Managing Principal of Software Development with ZS Associates, a leading marketing and sales consulting firm with clients in over 70 countries, said ‘As long-time users of the NAG routines, we’ve come to trust their depth, reliability, and performance. With the release of the NAG Library for .NET, we’re especially pleased because it will make it even easier to use the library in our C# applications.’

Being able to call the NAG Library methods easily from the .NET environment, will appeal to users from many disciplines. For example, prototype versions of the NAG Library for .NET are already being used by a number of the world’s leading finance organizations, where demands for both accuracy and rapid application development are key to commercial success. NAG developed the .NET Library in response to requests from both new potential users and longstanding users of the existing versions of the NAG Library.

NAG Library for .NET is available for Microsoft Windows 32-bit and 64-bit systems.

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