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Net standard upgrade #20

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Net standard upgrade #20

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3eeecc7
Upgraded some project to net std + net48
forna1991 Apr 9, 2024
0757be3
[RD-FFK-NET8] Completed porting
forna1991 Apr 11, 2024
35c275d
[RD-FFK-NET8] Corrected dependencies
forna1991 Apr 11, 2024
bf05d6e
[RD-FFK-NET8] Readded accord.math
forna1991 Apr 11, 2024
60881b6
[RD-FFK-NET8] Removed GBMEstimator.dll direct linking fairmat/dev/fai…
forna1991 May 6, 2024
461d4a7
[RD-FFK-NET8] removed failing usings fairmat/dev/fairmatserver#3493
forna1991 May 7, 2024
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90 changes: 22 additions & 68 deletions Dupire/Dupire.csproj
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@@ -1,105 +1,59 @@
<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Project Sdk="Microsoft.NET.Sdk">
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<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
<ProductVersion>10.0.0</ProductVersion>
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<ProjectGuid>{1458DF4A-CE48-4010-B123-7DDD00F4B194}</ProjectGuid>
<TargetFrameworks>netstandard2.0;net48</TargetFrameworks>
<OutputType>Library</OutputType>
<RootNamespace>Dupire</RootNamespace>
<AssemblyName>Dupire</AssemblyName>
<TargetFrameworkVersion>v4.8</TargetFrameworkVersion>
<Prefer32Bit>false</Prefer32Bit>
<GenerateAssemblyInfo>false</GenerateAssemblyInfo>
<AssemblyTitle>Dupire</AssemblyTitle>
<Description>Implements Dupire local volatility model.</Description>
<Company>Fairmat Srl</Company>
<Product>Dupire</Product>
<Copyright>Copyright © Fairmat Srl 2012-2015</Copyright>
<AssemblyVersion>1.0.6</AssemblyVersion>
<FileVersion>1.0.6</FileVersion>
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<Compile Include="DupireCalibrationSettings.cs" />
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23 changes: 0 additions & 23 deletions Dupire/Properties/AssemblyInfo.cs
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Expand Up @@ -18,16 +18,6 @@
using System.Reflection;
using System.Runtime.InteropServices;
using Mono.Addins;

// General Information about an assembly is controlled through the following
// set of attributes. Change these attribute values to modify the information
// associated with an assembly.
[assembly: AssemblyTitle("Dupire")]
[assembly: AssemblyDescription("Implements Dupire local volatility model.")]
[assembly: AssemblyConfiguration("")]
[assembly: AssemblyCompany("Fairmat Srl")]
[assembly: AssemblyProduct("Dupire")]
[assembly: AssemblyCopyright("Copyright © Fairmat Srl 2012-2015")]
[assembly: AssemblyTrademark("Fairmat")]
[assembly: AssemblyCulture("")]

Expand All @@ -39,19 +29,6 @@
// The following GUID is for the ID of the typelib if this project is exposed to COM
[assembly: Guid("7f9560fe-bae7-4d1d-b1dd-16cce524aeee")]

// Version information for an assembly consists of the following four values:
//
// Major Version
// Minor Version
// Build Number
// Revision
//
// You can specify all the values or you can default the Build and Revision Numbers
// by using the '*' as shown below:
// [assembly: AssemblyVersion("1.0.*")]
[assembly: AssemblyVersion("1.0.6")]
[assembly: AssemblyFileVersion("1.0.6")]

// The following lines tell that the assembly is an addin.
[assembly: Addin("Dupire", "1.0.6", Category = "Stochastic Process")]
[assembly: AddinDependency("Fairmat", "1.0")]
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10 changes: 0 additions & 10 deletions Dupire/packages.config
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This file was deleted.

4 changes: 2 additions & 2 deletions EquityModels.Tests/Dupire/DupireCalibration.cs
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Expand Up @@ -41,8 +41,8 @@ public void Init()
[Test,Category("BigTest")]
public void TestCalibration()
{
InterestRateMarketData IData = InterestRateMarketData.FromFile("../../TestData/IRMD-sample.xml");
CallPriceMarketData HData = CallPriceMarketData.FromFile("../../TestData/CallData-sample.xml");
InterestRateMarketData IData = InterestRateMarketData.FromFile("../../../TestData/IRMD-sample.xml");
CallPriceMarketData HData = CallPriceMarketData.FromFile("../../../TestData/CallData-sample.xml");
//InterestRateMarketData IData = InterestRateMarketData.FromFile("../../../EquityModels.Tests/TestData/IRMD-EU-30102012-close.xml");
//CallPriceMarketData HData = CallPriceMarketData.FromFile("../../../EquityModels.Tests/TestData/30102012-SX5E_Index-HestonData.xml");
//CallPriceMarketData HData = ObjectSerialization.ReadFromXMLFile("../../../EquityModels.Tests/TestData/FTSE.xml") as CallPriceMarketData;
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145 changes: 42 additions & 103 deletions EquityModels.Tests/EquityModels.Tests.csproj
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@@ -1,47 +1,42 @@
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<Project DefaultTargets="Build" ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Import Project="..\packages\NUnit3TestAdapter.4.5.0\build\net462\NUnit3TestAdapter.props" Condition="Exists('..\packages\NUnit3TestAdapter.4.5.0\build\net462\NUnit3TestAdapter.props')" />
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
<ProductVersion>10.0.0</ProductVersion>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>{E056296C-95D8-4A2B-A228-83B5FB28A1BD}</ProjectGuid>
<TargetFrameworks>net8;net48</TargetFrameworks>
<OutputType>Library</OutputType>
<RootNamespace>EquityModels.Tests</RootNamespace>
<AssemblyName>EquityModels.Tests</AssemblyName>
<TargetFrameworkVersion>v4.8</TargetFrameworkVersion>
<Prefer32Bit>false</Prefer32Bit>
<NuGetPackageImportStamp>
</NuGetPackageImportStamp>
<GenerateAssemblyInfo>false</GenerateAssemblyInfo>
<AssemblyTitle>EquityModels.Tests</AssemblyTitle>
<Description>Several test for Equity Models plugins.</Description>
<Company>Fairmat SRL</Company>
<Product>EquityModels.Tests</Product>
<Copyright>Copyright © Fairmat 2012</Copyright>
<AssemblyVersion>1.0.0.0</AssemblyVersion>
<FileVersion>1.0.0.0</FileVersion>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>
<OutputPath>bin\Debug</OutputPath>
<DefineConstants>DEBUG;</DefineConstants>
<ErrorReport>prompt</ErrorReport>
<WarningLevel>4</WarningLevel>
<ConsolePause>false</ConsolePause>
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<ConsolePause>false</ConsolePause>
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Expand All @@ -56,89 +51,33 @@
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