Posted By: nando|
Date: 2003-11-24 05:25
Summary: QuantLib 0.3.4 released
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. QuantLib is a
quantitative finance C++ library for modeling, pricing, trading, and
risk management in real-life. A cross-platform free/open-source tool
for derivatives and financial engineering.
In QuantLibXL 0.3.4 (the Excel add-in) risk measures, pseudo-random and
quasi-random number generators have been added, along with example
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.