Nabble - quantlib-announce

QuantLib 0.9.9 released

2009-11-11T05:54:44Z

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

Version 0.9.9 has been released and is available for download at
<http://quantlib.org/download.shtml>.

This release will be the basis of the upcoming 1.0 release; therefore,
we ask the community to download and test it in order to find and fix
any existing bugs and shortcomings.

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 0.9.9.

The QuantLib group

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QuantLibXL / ObjectHandler 0.9.7 Released

2008-11-23T07:35:00Z

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
0.9.7 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 and example
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 0.9.7 released

2008-11-18T01:45:37Z

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

Version 0.9.7 has been released and is available for download 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 0.9.7.

The QuantLib group

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QuantLibXL / ObjectHandler 0.9.6 Released

2008-09-08T09:25:54Z

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
0.9.6 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 and example
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 0.9.6 released

2008-08-06T05:54:04Z

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

Version 0.9.6 has been released and is available for download at
<http://quantlib.org/download.shtml>. It is a bug-fix release for the
short-lived version 0.9.5; see News.txt for details.

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 0.9.6.

The QuantLib group

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QuantLib 0.9.5 released

2008-07-30T02:29:55Z

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

Version 0.9.5 has been released and is available for download 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 0.9.5.

The QuantLib group

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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