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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 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

Ferdinando Ametrano

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