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Welcome to the FinMath Library User's Guide.

This Guide is intended to be a reference you need to reduce development time and focus on the problem at hand. The FinMath numerical library provides object-oriented components for mathematical, scientific, and financial applications on the .NET platform. For most computations, FinMath uses the Intel® Math Kernel Library (MKL) and Intel® Integrated Performance Primitives (IPP). These libraries contain highly-optimized, extensively-threaded math routines that provide extraordinary performance.

If you have any information, tips, updates, or corrections that you would like to see added to this Guide, feel free to email them to