Announcing QuantLib 0.3.1

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