I would look into the full lifecycle of swap trading by extending your expertise to ADO.NET, P(LINQ) and possibly Reflection API and profiling system throughput.
Sorry, I didn't mention, I work with C# 16+ years. Know most important perks of ADO.NET & EF as well as their bottlenecks pretty well. Working with Link for 6+ years. Have an intuition about PLink. Nice for quick and dirty solutions (plinq fans, pardon me), but perhaps not as flexible when need to solve a problems of a different class e.g beyond simple partitioning, e.g tricky balancing and synchronisation issues.
Built in Visual Studio (OS) Profilers, Sysinternals, Concurrency Visualiser, ILSpy, SharpLab, PerfView, Benchmark.NET highly respected and often used tools.
Very interested about swap trading lifecycle. Germani and Duffy?
And Excel-DNA interfacing.
One of the Excel Datasources is WebAPI. If it worth doing for one Excel User it might be useful for many in Organisation. I've not tried it yet but I think it's possible to use Servers Infrastructure for Parallel or even Distributed computations to be available over WebAPI. Just pass data as query string parameters to WebAPI, make servers hot and get fast results.
Thanks, nice article and tool, worth keeping in mind, as well as below "When not to use it" point: Performance is very important, because TPL Dataflow is an abstraction over thread etc.
I found an interesting project in comments: https://github.com/JasperFx/jasper
. Might work as plan H if won't find anything else.
See C# book by Germani and Duffy for more pointers.
I found an online preview. It's a good book, especially for c# advanced beginners. Way better than "Applied C# in Financial Markets". However, I find it hard to justify the way how MCS (Monte Carlo Simulation) was implemented with Producer/Consumer pattern. Page 724. Producer produces RNGs and Consumer uses them to run MCS. Obvious disbalance and unnecessary use of BlockingCollection data structure. I won't buy it right away and give it a chance by looking at other chapters. I'm sure I'll find something interesting and then decide.