Version 0.3.8 of QuantLib

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.

Other releases

  •  05 Jun 2007 14:58

Release Notes: This release adds support for Boost 1.34 on Linux systems.

Release Notes: This release is in sync with QuantLib 0.3.8.

Release Notes: This release is in sync with QuantLib 0.3.7.

  •  30 Dec 2004 08:48

Release Notes: This release is in sync with QuantLib 0.3.6.

Release Notes: This release is in sync with QuantLib 0.3.8.

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