Generating .NET Classes from the FpML XSD Schema (Introduction to using FpML with .NET Tools Part 3)

Introduction Part one of this series of articles looked at how we can use Visual Studio to examine the FpML XML schema documents (XSDs), and the associated example XML instance documents. Part two of the series looked in some detail at the structure of an FpML trade XML document, and showed how to investigate its … Continue reading Generating .NET Classes from the FpML XSD Schema (Introduction to using FpML with .NET Tools Part 3)

How FpML Validates a Basic Trade Document (Introduction to using FpML with .NET Tools Part 2)

Introduction Part 1 of this series of articles gave a general introduction to using Microsoft .NET tools to investigate FpML XSD schemas. This article will focus more closely on the FpML itself, by looking at the structure of an FpML trade XML document in some detail. It will explain how the FpML schemas fit together … Continue reading How FpML Validates a Basic Trade Document (Introduction to using FpML with .NET Tools Part 2)

Introduction to using Financial Products Markup Language (FpML) with Microsoft .NET Tools (Part 1)

Introduction This short series of articles will attempt to show how Microsoft’s standard .NET tools (Visual Studio and xsd.exe) can be used to investigate and use Financial products Markup Language (FpML). This first article gives an overview of how we can use Visual Studio to examine the FpML XSDs, and use it to validate the … Continue reading Introduction to using Financial Products Markup Language (FpML) with Microsoft .NET Tools (Part 1)

A Beginner’s Guide to Credit Default Swaps (Part 1)

Introduction On our team at work we occasionally employ developers who know nothing about derivatives. It usually falls to me to give these guys a general introduction to the credit derivatives business. As part of that we usually have a session on what a credit default swap is and why it’s important. This article is … Continue reading A Beginner’s Guide to Credit Default Swaps (Part 1)

An Introduction to the Smart Client Software Factory and Composite Application Block: Part 1 Modules and Shells

Introduction Microsoft’s Smart Client Software Factory (SCSF) and associated application blocks are excellent pieces of software. However, for a developer coming to them for the first time they can be extremely daunting. There are many things that can be confusing. Firstly we have modules, workitems, workspaces, and shells, all of which sound similar. Then there’s … Continue reading An Introduction to the Smart Client Software Factory and Composite Application Block: Part 1 Modules and Shells

A Beginner’s Guide to the Black-Scholes Option Pricing Formula (Part 1)

Preface Firstly let me apologize to the .NET developers perusing this blog, as this article is a little off-topic. However, my interests range over both .NET and derivatives, and I will be posting on both topics in the future. Introduction The Black-Scholes model for pricing stock options was developed by Fischer Black, Myron Scholes and … Continue reading A Beginner’s Guide to the Black-Scholes Option Pricing Formula (Part 1)

A Beginner’s Guide to calling a .NET Framework Library from Excel

Introduction It’s fairly straightforward to call a .NET Framework library directly from Excel on Windows, particularly if you are using Visual Studio.  You don’t need Visual Studio Tools for Office.  However there doesn’t seem to be an easy guide on the internet anywhere. The Microsoft documentation is quite good on the subject, but can be … Continue reading A Beginner’s Guide to calling a .NET Framework Library from Excel

Top-level Exception Handling in Windows Forms Applications

Introduction In .NET exception handling has become a much simpler issue than in previous programming languages. For example, in many older languages it was considered good practice to put an exception handler in every routine, and also to return a value to indicate success or failure from each routine. In .NET Windows Forms applications these … Continue reading Top-level Exception Handling in Windows Forms Applications