Projects / QuantLib / Releases

All releases of QuantLib

  •  30 Dec 2004 16:16
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    Release Notes: This release is in sync with QuantLib 0.3.8.

    •  30 Dec 2004 16:16
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      Release Notes: This release is in sync with QuantLib 0.3.7.

      •  30 Dec 2004 16:07
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        Release Notes: This release is in sync with QuantLib 0.3.6.

        •  30 Dec 2004 15:55
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          Release Notes: A global evaluation date, an InterestRate class which encapsulates the interest rate compounding algebra, Bond, FixedCouponBond, currency, exchange-rate, and money classes were added. The Date interface was reworked by adding nextIMM() and other methods. More day counters were added. Faure, randomized (shifted) sequences, and Sobol sequences using the coefficients of the free direction integers of Lemieux, Cieslak, and Luttmer were added for low-discrepancy sequences. Ju quadratic approximation for American options was added. Hooks for convexity adjustment in floating-rate coupons were added. N-dimensional cubic spline was added.

          •  30 Dec 2004 15:51
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            Release Notes: QuantLib now depends on the Boost library. More calendars and day count conventions were added. Rounding algorithms were added as per OMG enumeration/definition. The test suite has been ported to the Boost unit test framework, so CppUnit is no longer needed. Many tests were added. Enable/disableExtrapolation() methods were added to a few classes, such as TermStructure. They make it possible to persistently allow extrapolation without the need of specifying it at every method call.

            •  30 Dec 2004 15:50
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              Release Notes: This is a bugfix release for QuantLib 0.3.5. A bug was removed where calls to impliedVolatility() would break the state of the option and of all options sharing the same stochastic process.

              •  31 Mar 2004 18:24
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                Release Notes: In sync with QuantLib 0.3.5. Migrated to SWIG 1.3.21.

                •  31 Mar 2004 18:24
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                  Release Notes: In sync with QuantLib 0.3.5. Migrated to SWIG 1.3.21.

                  •  31 Mar 2004 18:24
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                    Release Notes: In sync with QuantLib 0.3.5. Migrated to SWIG 1.3.21.

                    •  31 Mar 2004 18:23
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                      Release Notes: In sync with QuantLib 0.3.5 Migrated to SWIG 1.3.21.

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