Celebrating the third anniversary of the QuantLib (http://quantlib.org)
project, version 0.3.4 of the library 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: 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
Ferdinando Ametrano
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