Version history

Release 0.8.1 - June 2007

PORTABILITY

Release 0.8.0 - May 30th, 2007

PORTABILITY

SOURCE TREE

CALENDARS

CASH FLOWS

INDEXES

INSTRUMENTS

LIBOR MARKET MODEL

MATH

PROCESSES

UTILITIES

Release 0.4.0 - February 20th, 2007

PORTABILITY

CALENDARS

LIBOR MARKET MODEL

INSTRUMENTS

INTEREST RATES

MATH

PROCESSES

VOLATILITY TERM STRUCTURES

Release 0.3.14 - November 6th, 2006

PORTABILITY

LIBOR MARKET MODEL

CURRENCIES

DATES, CALENDARS, AND DAY COUNTERS

INTEREST RATES

INSTRUMENTS

MATH

PRICING ENGINES

TERM STRUCTURE

Release 0.3.13 - July 31st, 2006

CALENDARS

INSTRUMENTS AND PRICING ENGINES

INTEREST RATES

MODELS

PROCESSES

RANDOM NUMBERS

MATH

Release 0.3.12 - March 27th, 2006

CALENDARS

INSTRUMENTS AND PRICING ENGINES

MODELS

OPTIMIZATION

EXAMPLES

Release 0.3.11 - October 20th, 2005

GLOBAL FEATURES

CALENDARS

CURRENCIES

INDEXES

PRICING ENGINES

TERM STRUCTURES

MATH

Release 0.3.10 - July 14th, 2005

GLOBAL FEATURES

CALENDARS

LATTICE FRAMEWORK

MONTE CARLO FRAMEWORK

INSTRUMENTS

MODELS

CASH FLOWS

MATH

Release 0.3.9 - May 2nd, 2005

GLOBAL FEATURES

INSTRUMENTS

CALENDARS

INDICES

FINITE_DIFFERENCES FRAMEWORK

YIELD TERM STRUCTURES

MATH

Release 0.3.8 - December 22nd, 2004

REQUIRED PACKAGES

DOCUMENTATION

GLOBAL FEATURES

INSTRUMENTS

DATE, CALENDARS, AND DAY COUNT CONVENTIONS

CURRENCIES AND FX RATES

MONTE CARLO FRAMEWORK

LATTICE FRAMEWORK

PRICING ENGINES FRAMEWORK

FIXED INCOME

YIELD TERM STRUCTURE

PATTERNS

MATH

MISCELLANEA

PORTABILITY

Release 0.3.7 - July 23rd, 2004

IMPORTANT

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...)


DATE, CALENDARS, AND DAY COUNT CONVENTIONS

MATH

TEST SUITE

MISCELLANEA

PORTABILITY

Release 0.3.6 - April 15th, 2004

Bug-fix release for QuantLib 0.3.5. A bug was removed where calls to impliedVolatility() would break the state of the option and of all options sharing the same stochastic process.

Release 0.3.5 - March 31th, 2004

BOOST SUPPORT

MONTE CARLO FRAMEWORK

PRICING ENGINES FRAMEWORK

SHORT RATE MODELS

VOLATILITY FRAMEWORK

OPTIMIZATION FRAMEWORK

PATTERNS

MATH

TEST SUITE

MISCELLANEA

Release 0.3.4 - November 21th, 2003

MONTE CARLO FRAMEWORK

PRICING ENGINES FRAMEWORK

FIXED INCOME

SHORT RATE MODELS

VOLATILITY FRAMEWORK

OPTIMIZATION FRAMEWORK

PATTERNS

MATH

TEST SUITE

MISCELLANEA

Release 0.3.3 - September 3rd, 2003

MONTE CARLO FRAMEWORK

FINITE DIFFERENCE FRAMEWORK

LATTICE FRAMEWORK

PRICING ENGINES FRAMEWORK

YIELD TERM STRUCTURE

FIXED INCOME

OPTIMIZATION FRAMEWORK

PATTERNS

DATE AND CALENDARS

MATH

RISK MEASURES

MISCELLANEA

Release 0.3.1 - February 4th, 2003

FINITE DIFFERENCE FRAMEWORK

VOLATILITY FRAMEWORK

PRICING ENGINES FRAMEWORK

YIELD TERM STRUCTURE

FIXED INCOME

MISCELLANEA

BUILD PROCESS

Release 0.3.0 - May 6th, 2002

MONTE CARLO FRAMEWORK

FINITE DIFFERENCE FRAMEWORK

LATTICE FRAMEWORK

VOLATILITY FRAMEWORK

YIELD TERM STRUCTURE

FIXED INCOME

OPTIMIZATION FRAMEWORK

PATTERNS

MISCELLANEA

Release 0.2.1 - December 3rd, 2001

MONTE CARLO FRAMEWORK

FINITE DIFFERENCE FRAMEWORK

YIELD TERM STRUCTURE AND FIXED INCOME

PATTERNS

VARIOUS

INSTALLATION FACILITIES

DOCUMENTATION

Release 0.2.0 - September 18th, 2001

Release 0.1.9 - May 31st, 2001

Release 0.1.1 - November 21st, 2000

Initial release.