Nabble - quantlib-announce

QuantLibXL / ObjectHandler 0.9.0 Released

2008-02-13T09:35:08Z

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
0.9.0 have been released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

QuantLibAddin
http://www.quantlibaddin.org

QuantLibAddin exports the QuantLib interface to a variety
of end user platforms including OpenOffice.Org Calc.

QuantLibXL
http://www.quantlibxl.org

QuantLibXL is the implementation of QuantLibAddin for
Microsoft Excel. The QuantLibXL project includes a binary
release comprising a compiled Addin, documentation, and
related workbooks.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed. This
facilitates object orientation in procedural environments
such as spreadsheets.

gensrc
http://www.gensrc.org

gensrc is a python application which takes function metadata
and autogenerates addin source code for various platforms
including Excel, Calc, and C++.

The QuantLib group

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QuantLib 0.9.0 released

2007-12-24T02:10:08Z

Ho, ho, ho!

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in
real-life.

Version 0.9.0 is coming to town and is available for download at
<http://quantlib.org/download.shtml>.

You better not cry and you better not pout, but please log any problems
you have with this release in the SourceForge bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.9.0.

Merry Christmas,

The QuantLib group

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QuantLib 0.8.1 released

2007-06-04T08:08:01Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in
real-life.

Version 0.8.1 has been released and is available for download at
<http://quantlib.org/download.shtml>.

Version 0.8.1 adds support for Boost 1.34 on Linux systems. If you are
using version 0.8.0 on Windows systems, you do not need this upgrade.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying
that you're using QuantLib 0.8.1.

The QuantLib group

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QuantLibXL/ObjectHandler 0.8.0 Released

2007-06-01T06:40:50Z

QuantLibXL and ObjectHandler version 0.8.0 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into spreadsheets and
other end user tools requires a standalone ObjectHandler component, a
repository allowing objects to be stored, shared, updated, interrogated, and
destroyed.

QuantLibXL
http://www.quantlibxl.org
http://www.quantlibaddin.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined in XML
metadata from which Python application gensc generates source code for
supported platforms including Microsoft Excel and OpenOffice.Org Calc.

QuantLibXL is the implementation of QuantLibAddin for Microsoft Excel. The
QuantLibXL project includes a binary release comprising a compiled Addin and
related spreadsheets.

The QuantLib group

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QuantLib 0.8.0 released

2007-05-30T02:52:28Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in
real-life.

Version 0.8.0 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html> for a summary of the
changes since version 0.4.0.

QuantLib depends on the Boost library (<http://boost.org>). You will
need a working Boost installation in order to compile and use QuantLib.
Instructions for installing Boost are available at
<http://www.boost.org/more/getting_started.html>. Boost 1.31 or later is
required; Boost 1.33.1 is suggested. Boost 1.34.0 is not yet supported
on Linux systems due to changes in its unit-test framework.

Version 0.8.0 is the last QuantLib release to support the Metrowerks
CodeWarrior compiler (which was discountinued by Metrowerks.) If you
use such compiler and want support to continue, you can volunteer for
maintaining the necessary patches: contact the QuantLib developers for
information.

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.8.0 as well as experimental Java, C#, Perl, OCaml, and R bindings; an
Excel add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying
that you're using QuantLib 0.8.0.

The QuantLib group

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QuantLib-SWIG 0.4.1 released

2007-03-26T03:39:06Z

QuantLib-SWIG 0.4.1 has been released. This release works with QuantLib
0.4.0 and fixes a bug in QuantLib-SWIG 0.4.0 (thanks to Niels Nygaard
for the report;) upgrade is recommended to all 0.4.0 users.

The QuantLib group

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QuantLibXL 0.4.0 and ObjectHandler 0.2.0 Released

2007-03-05T04:44:04Z

QuantLibXL version 0.4.0 and ObjectHandler version 0.2.0 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibXL
http://www.quantlibxl.org
http://www.quantlibaddin.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which Python application gensc generates source
code for supported platforms including Microsoft Excel and
OpenOffice.Org Calc.

QuantLibXL is the implementation of QuantLibAddin for Microsoft Excel.
The QuantLibXL project includes a binary release comprising a
compiled Addin and related spreadsheets.

The QuantLib group

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QuantLib 0.4.0 released

2007-02-20T03:29:01Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in
real-life.

Version 0.4.0 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.14.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33.1 is suggested.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Version 0.4.0 no longer supports the Borland free compiler 5.5 and
Microsoft Visual C++ 6.0. If you use one of these compilers and want
support to continue, you can volunteer for maintaining the necessary
patches: contact the QuantLib developers for information.

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.4.0 as well as experimental Java, C#, Perl, OCaml, and R bindings;
an Excel add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.4.0.

The QuantLib group

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QuantLibXL 0.3.14 and ObjectHandler 0.1.5 Released

2006-12-13T10:24:19Z

QuantLibXL version 0.3.14 and ObjectHandler version 0.1.5 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://www.quantlibaddin.org
http://www.quantlibxl.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which a Python application generates source code
for supported platforms including Microsoft Excel and OpenOffice.Org
Calc.

QuantLibXL is the implementation of QuantLibAddin for Microsoft Excel.
The QuantLibXL project includes a binary release comprising a
compiled Addin and related spreadsheets.

The QuantLib group

QuantLib 0.3.14 released

2006-11-06T02:40:04Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in
real-life.

Version 0.3.14 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html> for a summary of the
changes since version 0.3.13.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33.1 is suggested.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Version 0.3.14 is the last QuantLib release to support the Borland free
compiler 5.5 and Microsoft Visual C++ 6.0. If you use one of these
compilers and want support to continue, you can volunteer for
maintaining the necessary patches: contact the QuantLib developers for
information.

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.14 as well as experimental Java, C#, Perl, OCaml, and R bindings;
an Excel add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.14.

The QuantLib group

ObjectHandler 0.1.4 and QuantLibAddin 0.3.13 released

2006-08-11T01:30:22Z

ObjectHandler version 0.1.4 and QuantLibAddin version 0.3.13 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler
http://www.objecthandler.org
http://www.gensrc.org

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://www.quantlibaddin.org
http://www.quantlibxl.org

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which a Python application generates source code
for supported platforms including Microsoft Excel and OpenOffice.Org
Calc.

The Excel implementation of QuantLibAddin has been separated into a
standalone project called QuantLibXL. For more information please refer to
http://www.quantlibaddin.org/history.html

The QuantLib group

QuantLib 0.3.13 released

2006-07-31T03:13:38Z

QuantLib is a cross-platform, free/open-source quantitative finance
C++ library for modeling, pricing, trading, and risk management in
real-life.

Version 0.3.13 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.12.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33.1 is suggested.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.13 as well as experimental Java, C#, Perl, OCaml, and R bindings;
an Excel add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.13.

The QuantLib group

ObjectHandler 0.1.3 and QuantLibAddin 0.3.12 released

2006-03-27T17:14:05Z

ObjectHandler version 0.1.3 and QuantLibAddin version 0.3.12 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

The latest release of QuantLibAddin includes a binary installation
into which all prerequisites - QuantLib, log4cxx, ObjectHandler, and
the Visual C++ runtime environment - have been statically linked.

ObjectHandler
http://quantlib.org/objecthandler/index.html

Integration of a generic C++ library such as QuantLib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://quantlib.org/quantlibaddin/index.html

QuantLibAddin implements an interface supporting a subset of QuantLib
functionality. Constructor, member and utility functions are defined
in XML metadata from which a Python application generates source code
for supported platforms including Microsoft Excel and OpenOffice.Org
Calc.

The QuantLib group

QuantLib 0.3.12 released

2006-03-26T17:38:02Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-
life.

Version 0.3.12 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.11.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33.1 is suggested.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.12 as well as experimental Java, C#, Perl, OCaml, and R bindings;
an Excel add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.12.

The QuantLib group

ObjectHandler 0.1.2 and QuantLibAddin 0.3.11 Released

2005-10-20T18:11:37Z

ObjectHandler version 0.1.2 and QuantLibAddin version 0.3.11 have been
released and are available for download at
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler and QuantLibAddin share the QuantLib project structure
with regard to distribution, licensing, etc., all of which is
documented on the main QuantLib website:
http://quantlib.org

Please log any problems you have with this release in the SourceForge
bug tracker at
http://sourceforge.net/tracker/?group_id=12740&atid=112740
specifying the relevant package name and version number.

ObjectHandler
http://quantlib.org/objecthandler/

Integration of a generic C++ library such as Quantlib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://quantlib.org/quantlibaddin/

QuantLibAddin supplements QuantLib"s existing C++ API with an
additional, higher-level API, implemented as a procedural interface
that can be deployed on any platform capable of linking C++ libraries.
QuantLibAddin is less flexible than the native API but allows
QuantLib functionality to be loaded directly to end-user environments
such as spreadsheets.

The QuantLib group

QuantLib 0.3.11 released

2005-10-19T21:42:35Z

QuantLib is a cross-platform, free/open-source quantitative finance
C++ library for modeling, pricing, trading, and risk management in
real-life.

Version 0.3.11 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.10.
Thanks to all who contributed to this release.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33 is suggested.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.11 as well as experimental Java, C#, and Perl bindings; an Excel
add-in is also provided. Instructions for download are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.11.

The QuantLib group

Announcing ObjectHandler 0.1.1 and QuantLibAddin 0.3.10

2005-07-28T02:25:19Z

ObjectHandler version 0.1.1 and QuantLibAddin version 0.3.10 have been
released and are available for download at
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler and QuantLibAddin share the QuantLib project structure
with regard to distribution, licensing, etc., all of which is
documented on the main QuantLib website:
http://quantlib.org

Please log any problems you have with this release in the SourceForge
bug tracker at
http://sourceforge.net/tracker/?group_id=12740&atid=112740
specifying the relevant package name and version number.

ObjectHandler
http://quantlib.org/objecthandler/

Integration of a generic C++ library such as Quantlib into
spreadsheets and other end user tools requires a standalone
ObjectHandler component, a repository allowing objects to be stored,
shared, updated, interrogated, and destroyed.

QuantLibAddin
http://quantlib.org/quantlibaddin/

QuantLibAddin supplements QuantLib's existing C++ API with an
additional, higher-level API, implemented as a procedural interface
that can be deployed on any platform capable of linking C++ libraries.
QuantLibAddin is less flexible than the native API but allows QuantLib
functionality to be loaded directly to end-user environments such as
spreadsheets.

The QuantLib group

Announcing ObjectHandler 0.1.0

2005-01-31T17:26:13Z

QuantLib (or any generic C++ library) integration into spreadsheets and other
end user tools requires a standalone ObjectHandler component, a repository
allowing objects to be stored, shared, updated, interrogated, and destroyed.

Version 0.1.0 has been released and is available for download at
http://sourceforge.net/project/showfiles.php?group_id=12740

ObjectHandler design is sketched in QuEP 11, it will be used for QuantLib as
proposed in QuEP 12. Both QuEPs are available on-line at
http://quantlib.org/quep.shtml

ObjectHandler shares the QuantLib project structure with regard to
distribution,
licensing, etc., all of which is documented on the main QuantLib website:
http://quantlib.org

ObjectHandler depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use ObjectHandler.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using ObjectHandler 0.1.0

The QuantLib group

Wilmott Magazine article

2005-01-11T18:58:17Z

The September issue of Wilmott Magazine [1] published an article on
QuantLib [2]: "Four years of open source financial models" [3]. The article
is now also available on-line in the QuantLib Documentation Page [3].

[1] <http://www.wilmott.com/magazine.cfm>http://www.wilmott.com/magazine.cfm
[2] http://quantlib.org/
[3]
<http://quantlib.org/press/WilmottQuantLib.pdf>http://quantlib.org/press/WilmottQuantLib.pdf

[4] http://quantlib.org/docs.shtml

ciao -- Nando

QuantLibXL 0.3.8

2005-01-05T01:28:13Z

QuantLibXL 0.3.8 has been released today: no big changes, it's just in
synch with QuantLib 0.3.8
Hopefully 0.3.9 will see *many* changes

This completes the 0.3.8 "QL suite" release

ciao -- Nando

Announcing QuantLib 0.3.8

2004-12-20T21:53:00Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.

Version 0.3.8 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.7.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is
your friend (or Debian, or Fink...)

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.8. The Excel add-in will follow in January. Instructions for download
are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge
bug tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.8.

The QuantLib group

[ANN] QuantLib 0.3.7 released

2004-07-23T04:53:10Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.

Version 0.3.7 has been released. See
http://sourceforge.net/project/shownotes.php?group_id=12740&release_id=252500
for a summary of the changes since version 0.3.6

QuantLib now depends on the Boost library (www.boost.org). You will need
a working Boost installation in order to compile and use QuantLib.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>. Pre-packaged binaries
might be available from other sources. Google is your friend (or Debian,
or Fink...)

Furthermore, Python, Ruby, Guile, and MzScheme bindings are available
for QuantLib 0.3.7 as well as an Excel add-in.

Feedback is welcome.

Ferdinando Ametrano

Announcing QuantLib 0.3.6

2004-04-15T04:38:21Z

QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.

Release 0.3.6 fixes a serious bug in release 0.3.5 where a call to
OneAssetOption::impliedVolatility() from any of its derived classes
would break the state of the option and possibly of other options
sharing the same data.

Ferdinando Ametrano

QuantLib 0.3.5 released

2004-03-31T00:51:04Z

QuantLib [1] is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.
Version 0.3.5 has been released: see [2] for an overview of the library and
[3] for a summary of the changes since version 0.3.4.

QuantLib is distributed in a number of formats suitable for most operating
systems. Debian, Fink, and RPM packages are also available.

Furthermore, Python, Ruby, Guile, and MzScheme bindings are available for
QuantLib 0.3.5 as well as an Excel add-in.

Feedback is welcome.

Ferdinando Ametrano

[1] http://quantlib.org
[2] http://quantlib.org/html/overview.html
[3] http://sf.net/project/shownotes.php?group_id=12740&release_id=223212

QuantLib 0.3.4 released

2003-11-21T01:18:04Z

To celebrate the third anniversary of the QuantLib project, version 0.3.4
of the library has been released.

Monte Carlo valuation of barrier and binary options has been added. More
option pricers have been ported to the new Pricing Engine framework. The
test suite has been extended and it is now also available for Borland.

In QuantLibXL 0.3.4 (the Excel add-in) risk measures, pseudo-random and
quasi-random number generators have been added, along with example
spreadsheets.

The Python/Ruby/Guile/MzScheme wrappers are also released in their 0.3.4
versions.

RPM and Debian packages of QuantLib, QuantLib-docs and some wrappers are
available or will be available in a few days.

Feedback welcome

------------
ciao -- Nando

QuantLib-0.3.3 documentation RPM package available

2003-10-09T19:18:02Z

The documentation for QuantLib-0.3.3 is now also available as RPM package.
Also, the source package has been updated, so it can generate the
documentation package.

Both of these packages can be downloaded from http://quantlib.org/download.html

Please check them out if you prefer the RPM format.

------------
ciao -- Nando

Announcing QuantLib 0.3.3, actually...

2003-09-02T20:05:20Z

...but you already know that if you read Nando's mail.

As an aside, I expect the usual number of bugs to surface once the library
is used by a fair number of people. My advice is that besides posting them
on the list, you file your bug reports in the project Bug Tracker
(http://sourceforge.net/tracker/?atid=112740&group_id=12740)
so that we don't just forget about them when we make next release.
The same holds for patches, which can be contributed at the address
http://sourceforge.net/tracker/?atid=312740&group_id=12740
and feature requests, for which the address is
http://sourceforge.net/tracker/?atid=362740&group_id=12740

Cheers,
Luigi

Announcing QuantLib 0.3.1

2003-09-02T19:38:02Z

Version 0.3.3 of QuantLib (http://quantlib.org) has been released. QuantLib
is a cross-platform free/open-source quantitative finance C++ library for
modeling, pricing, trading, and risk management in real-life. A tool for
derivatives and financial engineering.

Major additions of this release are an extensive test suite, a partial port
to the new Pricing Engine framework, and the support of low-discrepancy
Monte Carlo simulation.

The first release of QuantLibXL - a tentative Excel addin - is also
available. The Python/Ruby/Guile/MzScheme wrappers are also released in
their 0.3.3 versions. RPM and Debian packages of QuantLib, QuantLib-docs
and some wrappers are available.

Feedback welcome

Ferdinando Ametrano

QuantLib 0.3.1 released

2003-02-03T18:03:02Z

Hi all

Version 0.3.1 of QuantLib and QuantLib-docs have been released.

SWIG generated wrappers are also released in their 0.3.1 versions:
QuantLib-Guile and QuantLib-MzScheme are included for the first time,
joining the existing wrappers QuantLib-Python and QuantLib-Ruby.

Another new package is the first official QuantLib.NET release. This is a
port of the original QuantLib (C++) to the .NET Framework. The port has
been done in C#, providing full compatibilty with the CLI. QuantLib.NET can
also use existing native libraries (eg. BLAS, MKL, ATLAS) to speed up
computation and random number generation.

Debian packages of QuantLib, QuantLib-docs and some wrappers will be
available shortly.

Feedback welcome

------------
ciao -- Nando

[ANN] QuantLib-Ruby 0.3.0

2002-05-05T18:52:01Z

QuantLib-Ruby 0.3.0
---------------------
http://quantlib.org

QuantLib-Ruby is a SWIG wrap of QuantLib.
QuantLib is a free/open-source quantitative finance C++ library for
modeling, pricing, trading, and risk management in real-life. A tool for
derivatives and financial engineering.
Version 0.3.0 of the C++ library and the Ruby extension have been released.

What's new
------------

- in sync with QuantLib 0.3.0
- using old version of the library forbidden
- Extended Monte Carlo tests

URL: http://quantlib.org

License: BSD style

Ferdinando Ametrano (ferdinando@...)
http://www.ametrano.net

[ANN] QuantLib-Python 0.3.0

2002-05-05T18:48:04Z

QuantLib-Python 0.3.0
---------------------
http://quantlib.org

QuantLib-Python is a SWIG wrap of QuantLib.
QuantLib is a free/open-source quantitative finance C++ library for
modeling, pricing, trading, and risk management in real-life. A tool for
derivatives and financial engineering.
Version 0.3.0 of the C++ library and the Python extension have been released.

What's new
------------

- in sync with QuantLib 0.3.0
- more info on the tested library
- using old version of the library forbidden
- Using unittest methods for signaling failures
- bug fixing
- Exported derived and composite market element
- Extended Monte Carlo tests

URL: http://quantlib.org

License: BSD style

Categories: Miscellany

Ferdinando Ametrano (ferdinando@...)
http://www.ametrano.net

--

<P><A HREF="http://quantlib.org">QuantLib-Python 0.3.0</A> - A module for
quantititative finance. (6-May-02)</P>

--

Announcing QuantLib 0.3.0

2002-05-05T18:46:04Z

QuantLib 0.3.0
---------------------
http://quantlib.org

QuantLib is a free/open-source quantitative finance C++ library for
modeling, pricing, trading, and risk management in real-life. A tool for
derivatives and financial engineering.

What's new
------------

- Library:
MONTE CARLO FRAMEWORK
- Path and MultiPath are time-aware
- McPricer: extended interface, improved convergency algorithm

FINITE DIFFERENCE FRAMEWORK
- added mixed (implicit/explicit) scheme, from which Crank-Nicolson,
ImplicitEuler, and ExplicitEuler are now derived
- Finite Difference exercise conditions are now in the FiniteDifferences
folder/namespace
- Finite Difference pricers now start with 'Fd' letters
- BSMNumericalOption became BsmFdOption

LATTICE FRAMEWORK
- introduced first version of the framework
- CRR and JR binomial trees

VOLATILITY FRAMEWORK
- early works on reorganization of vol structures

YIELD TERM STRUCTURE
- new TermStructure class based on affine model
- yield curves can be spreaded in term of zeros
(ZeroSpreadedTermStructure) and forwards (ForwardSpreadedTermStructure)
- Added dates() and times() to PiecewiseFlatForward
- discount factor accuracy in the yield curve bootstrapping is an input
- added single factor short-rate models (Hull-White, Black-Karasinski)
- added two factor short-rate models framework
- cap/floor and swaption calibration helpers
- added bermudan swaption pricing example (including BK and HW
calibrations)

FIXED INCOME
- cap/floor and swaption tree pricer
- cap/floor analytical pricer
- vanilla swaption Jamshidian pricer
- Added accruedAmount() to coupons
- Made cash flow vector builders into functions

OPTIMIZATION FRAMEWORK
- added conjugate gradient, simplex

PATTERNS
- implemented QuEP 8 and 10

MISCELLANEA
- added allowExtrapolation parameter to interpolaton classes
- added 2D bilinear interpolation
- better spline interpolation algorithm
- Added non-central chi-square distribution function.
- Improved Inverse Cumulative Normal Distribution using Moro's algorithm
- Introduced class representing stochastic processes
- added isExpired() to Instrument interface
- added functions folder and namespace for QuantLibXL and any other
function-like interface to QuantLib
- Handle is now castable to an Handle of a compatible type
- added downsideVariance to the Statistics class
- kustosis() and skewness() now handles the case of stddev == 0 and/or
variance == 0
- added Correlation Matrix to MultiVariateAccumulator
- enforced MS VC compilation settings
- added "-debug" to the QL_VERSION version string ifdef QL_DEBUG
- "make check" runs the example programs under Borland C++
- fixed compilation with "g++ -pedantic"
- Spread as market element
- new calendars introduced
- new Xibor Indexes introduced
- Added optional day count to libor indexes
- Shortened file names within 31 char limit to support HFS

- Documentation:
- Added a page for lattice methods
- Added a page for interest rate models

URL: http://quantlib.org

License: BSD style

Categories: Financial, Scientific/Engineering

Ferdinando Ametrano

[ANN] announcing QuantLib-Jobs

2002-03-10T18:26:02Z

I forgot to add the quantlib-jobs address:

https://lists.sourceforge.net/lists/listinfo/quantlib-jobs

ciao -- Nando

[ANN] announcing QuantLib-Jobs

2002-03-10T18:19:02Z

Hi all

I've just created a new mailing list: quantlib-jobs@...

This list is for supply and demand of quantitative finance jobs.
You can post here:
1) job offers
2) links to job offers
3) your resume

HTML and PDF are preferred. Attachment are allowed as long as they are not
too big.

All messages are archived for later browsing: please state how long your
message is valid. No multiple post, please.

ciao -- Nando

[ANN] QuantLib-Python 0.2.1

2001-12-03T02:40:03Z

QuantLib-Python 0.2.1
---------------------
http://quantlib.org

QuantLib-Python is a SWIG wrap of QuantLib.
QuantLib is a quantitative finance C++ library for modeling, pricing,
trading, and risk management in real-life. A tool for derivatives and
financial engineering.
Version 0.2.1 of the C++ library and the Python extension have been released.

What's new
------------

- in sync with QuantLib 0.2.1
- Upgraded to SWIG 1.3.9
- changed iterator behavior in Python module
- added __version__ and __hexversion__ export of C++ QL_VERSION and
QL_HEX_VERSION
- added 'testing QuantLib x.x.x' message to tests
- updated and expanded test suite
- updated Swig files' dependencies for MS VC++ project

URL: http://quantlib.org

License: XFree86 style

Categories: Miscellany

Ferdinando Ametrano (ferdinando@...)
http://www.ametrano.net

--

<P><A HREF="http://quantlib.org">QuantLib-Python 0.1.9</A> - A module for
quantititative finance. (18-Sep-01)</P>

--