Bowmain Consulting

Project Denning

This page contains details of the following open-source front-office applications:

  1. a C# pricing and risk management application (Wilberforce),
  2. an ATL in-proc calculation server incorporating persistence facilities (Hoffman),
  3. a MFC MDI application to display and define volatility surfaces (Denning),
  4. a yield curve library and test harness (Hutton)
  5. a C++/COM option pricing library and test harness (Hobhouse)
  6. an explicit finite differences implementation (not assigned to any projet)


I need feedback, particularly re installation. If you download the application, please let me know whether it installed properly. Nothing impresses less than a developer saying "Well it works on my machine". It's an easy way to get a credit on the project.


The following releases have been made on Sourceforge.

The Future

Wilberforce will be enhanced so that it contains more real world features. Yield curve and volatility surface functionality will be incorporated into the application.


Applications are released under GPL or MIT licence. Source code can be downloaded from Sourceforge (project: Denning).

The MFCclients uses the Formula One Grid control, which is not included in the zip file. The Formula redistributable, wrapper and wrapper header files however are. Please read the notes relating to use of this grid control.

This is an open-source project. Any assistance would be appreciated. 


web tracker since 31 January 2005. Copyright Bowmain Ltd, 2004, 2005.