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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.

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 06:19

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.

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