Cephei.Cell (nuget): The Cell framework provides a mechanism to declare a number of values and calculations like cells of a spreadsheet and have them background evaluated automatically in parallel whenever a value changes.  Cells can be constructed with closures or profiled the first time they are evaluated, but will always be re-evaluated when a referenced cell has changed (and not otherwise). The Cell framework is designed for complex financial calculations that depend on ticking market data for pricing and real-time risk – where you can not determine which value is going to change for second to second. Cells can be grouped into a Model to encapsulate the implementation of the model in an obj that is IObserver<> for upstream values and IObservable<> for downstream values
Keywords: Cephei|Quantlib