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All releases of QuantLib

  •  04 Feb 2003 11:37
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    Release Notes: SWIG 1.3.17 is now used, and miscellaneous bugfixes were made.

    •  04 Feb 2003 11:33
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      Release Notes: Finite Difference Boundary conditions were revised, Black and local volatility interfaces were added, the Pricing Engines Framework was moved towards, and the yield term structure interface was improved. New calendars, holidays, currencies, date formatters, and interpolation methods were added, as was a Period(std::string&) function and time functions and types using autoconf. autotools was updated, patches for Darwin and Solaris were added, and bugfixes were made.

      •  06 May 2002 10:26
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        Release Notes: This release is in sync with QuantLib 0.3.0, exports derived and composite market element, and extends the Monte Carlo tests.

        •  06 May 2002 10:23
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          Release Notes: This release is in sync with QuantLib 0.3.0, and uses unittest methods for signaling failures, exports derived and composite market element, and extends the Monte Carlo tests.

          •  06 May 2002 10:19
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            Release Notes: This version includes a major refactoring of the Monte Carlo and Finite Difference frameworks. Introduction of Lattice, single-factor interest rate models, and optimazation frameworks. Cap/floor/swaption analytical and numerical pricers, loglinear and bilinear interpolations, non-central chi-square distribution function, Moro's algorithm for Inverse Cumulative Normal Distribution, a class representing stochastic processes, a downsideVariance method of the Statistics class, and new calendars were added.

            •  06 Dec 2001 16:50
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              Release Notes: This version is in sync with QuantLib 0.2.1. It uses SWIG 1.3.9 and a makedist script.

              •  06 Dec 2001 15:58
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                Release Notes: This version is in sync with QuantLib 0.2.1. SWIG was upgraded to 1.3.9. Iterator behavior was changed in the Python module. __version__ and __hexversion__ exports of the C++ QL_VERSION and QL_HEX_VERSION constants were added. A 'testing QuantLib x.x.x' message was added to the tests. The test suite was updated and expanded. The Swig files' dependencies were updated for MS VC++ project.

                •  06 Dec 2001 14:54
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                  Release Notes: The Monte Carlo framework was extended (Path, MultiPath, single factor and multi factors, antithetic variance-reduction, control variation technique). The Date and Time interface in TermStructure was unified. Generic bug fixes were made. The Win32 binary installer is improved and smoother. The documentation was generally rehauled. The examples were improved and extended.

                  •  20 Sep 2001 11:58
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                    Release Notes: Gcc 3.0.1 port, cleaner compilation, bootstrap script on cygwin, extended platform support, improved Win32 binary installer, better package distribution, Debian packages available, general documentation re-hauling, fixed automatic choice of seed for random number generators, antithetic variance-reduction technique made possible in Monte Carlo, added Actual/Actual classes, dividend-Rho greek, first implementation of segment integral (to be redesigned), Knuth random generator, cash flows, scheduler, swap (both generic and simple), ICGaussian random generator, and examples.

                    •  20 Sep 2001 11:54
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                      Release Notes: Added MS VC++ Project, Borland free C++ compiler support, Debian packages available, cleaner compilation. Added Actual/Actual classes, day counter test, many currencies, piecewise flat forward with swaps, dividend-Rho greek, first implementation of segment integral (to be redesigned), Knuth random generator, cash flows, scheduler, swap (both generic and simple), ICGaussian random generator. Improved default arguments.

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