For a recent project building short rate lattice trees we needed to do some root solving. Fortunately there are quite a few Open Source solvers available enabling us to test a wide range of algorithms with little effort. One of the algorithms we tried was NlOpt, which is excellent. To use this code in .Net we used https://github.com/BrannonKing/NLoptNet via NuGet repo with the following command.

PM> Install-Package NLoptNet

Installing 'NLoptNet 1.0.2.0'.

Install failed. Rolling back…

This made the virus scanner go on full alert!

Downloading the zip from github directly resulted in a zip with the virus included.

Hope this helps keeps PCs safe and that the next version of this otherwise great package will be without virus.