@QuantLib

A comprehensive free/open-source software framework for quantitative finance: modeling, trading, and risk management in real-life

quantlib.org
Joined December 2014
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I just released #QuantLib 1.44; thanks to all contributors! (A whole lot of them this time). More info at github.com/lballabio/QuantLi…, Python wheels and .Net nupkg available as usual on PyPI and NuGet.

Release 1.44 · lballabio/QuantLib

Downloads: QuantLib-1.44.tar.gz QuantLib-1.44.zip Changes for QuantLib 1.44 As announced, it is no longer possible to choose the Boost implementation of any and optional. Only the std implementat...

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I just released #QuantLib 1.43. As always, thanks to all contributors old and new! github.com/lballabio/QuantLi…

Release 1.43 · lballabio/QuantLib

Downloads: QuantLib-1.43.tar.gz QuantLib-1.43.zip Changes for QuantLib 1.43 Features deprecated in release 1.38 were removed in this release; see #2539 for a full list. A number of features were ...

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I just released #QuantLib 1.42.1. Didn't I just release 1.42? Yes: this is a bug-fix release, removing a regression.  Thanks to Aleksis Ali Raza for the heads-up! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.42.1 · lballabio/QuantLib

Downloads: QuantLib-1.42.1.tar.gz QuantLib-1.42.1.zip Changes for QuantLib 1.42.1 This is a bug-fix release removing a regression in the Gsr class possibly leading to an infinite notification loo...

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I just released #QuantLib 1.42. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.42 · lballabio/QuantLib

Downloads: QuantLib-1.42.tar.gz QuantLib-1.42.zip Changes for QuantLib 1.42 Removals and deprecations Features deprecated in release 1.37 were removed in this release; see #2424 for a full list. ...

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#QuantLib 1.41 was just released. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.41 · lballabio/QuantLib

Downloads: QuantLib-1.41.tar.gz QuantLib-1.41.zip Changes for QuantLib 1.41 Removals and deprecations Features deprecated in release 1.36 were removed in this release; see #2348 for a full list. ...

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#QuantLib 1.40 was just released. Thanks to all the contributors! Python wheels and a C# NuGet package are also available. github.com/lballabio/QuantLi…

Release 1.40 · lballabio/QuantLib

Downloads: QuantLib-1.40.tar.gz QuantLib-1.40.zip Changes for QuantLib 1.40 Removals and deprecations Features deprecated in release 1.35 were removed in this release; see #2268 for a full list. ...

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#QuantLib 1.39 is out. Thanks to the contributors to this release! github.com/lballabio/QuantLi… If you're using Visual C++ 2022, beware of a compiler bug in recent versions. Check that you have at least version 17.14.9; if not, the compiled code won't work correctly.

Release 1.39 · lballabio/QuantLib

Downloads: QuantLib-1.39.tar.gz QuantLib-1.39.zip Changes for QuantLib 1.39: QuantLib 1.39 includes 28 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.38 is out. Thanks to all the contributors! If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository. github.com/lballabio/QuantLi…

Release 1.38 · lballabio/QuantLib

Downloads: QuantLib-1.38.tar.gz QuantLib-1.38.zip Changes for QuantLib 1.38: QuantLib 1.38 includes 29 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.37 is out. Thanks to all the contributors! If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository. github.com/lballabio/QuantLi…

Release 1.37 · lballabio/QuantLib

Downloads: QuantLib-1.37.tar.gz QuantLib-1.37.zip Changes for QuantLib 1.37: QuantLib 1.37 includes 27 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.36 is out—thanks to all the contributors, old and new! github.com/lballabio/QuantLi… If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository.

Release 1.36 · lballabio/QuantLib

Downloads: QuantLib-1.36.tar.gz QuantLib-1.36.zip Changes for QuantLib 1.36: QuantLib 1.36 includes 34 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.35 is out—thanks to all the contributors! github.com/lballabio/QuantLi… If you run into any problems with this release, please post on the QuantLib mailing list (<[email protected]>) or open an issue on the GitHub repository.

Release 1.35 · lballabio/QuantLib

Downloads: QuantLib-1.35.tar.gz QuantLib-1.35.zip Changes for QuantLib 1.35: QuantLib 1.35 includes 32 pull requests from several contributors. Some of the most notable changes are included below...

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New on my Implementing #QuantLib blog: A QuantLib-Python companion for the Ametrano-Bianchetti (@Ferdinando1970-@MBianchetti1967) paper. implementingquantlib.com/202…

A QuantLib-Python companion for the Ametrano-Bianchetti paper

It recently occurred to me that it’s 10 years since the paper by F. M. Ametrano and M. Bianchetti, Everything You Always Wanted to Know A...

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#QuantLib 1.31.1 was released today. It's a bug-fix release for version 1.31. Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.31.1 · lballabio/QuantLib

Downloads: QuantLib-1.31.1.tar.gz QuantLib-1.31.1.zip Changes for QuantLib 1.31.1: QuantLib 1.31.1 is a bug-fix release for QuantLib 1.31. It fixes a regression that could cause a segmentation fa...

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#QuantLib 1.31 was released today. Thanks to all the contributors! Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.31 · lballabio/QuantLib

Downloads: QuantLib-1.31.tar.gz QuantLib-1.31.zip Changes for QuantLib 1.31: QuantLib 1.31 includes a record 68 pull requests from several contributors. Some of the most notable changes are inclu...

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#QuantLib 1.30 was released today. Thanks to all the contributors! Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.30 · lballabio/QuantLib

Downloads: QuantLib-1.30.tar.gz QuantLib-1.30.zip Changes for QuantLib 1.30: QuantLib 1.30 includes 34 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.29 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.29 · lballabio/QuantLib

Downloads: QuantLib-1.29.tar.gz QuantLib-1.29.zip Changes for QuantLib 1.29: QuantLib 1.29 includes 42 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.28 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.28 · lballabio/QuantLib

Downloads: QuantLib-1.28.tar.gz QuantLib-1.28.zip Changes for QuantLib 1.28: QuantLib 1.28 includes 33 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.27.1 was released today. It's a bug-fix release for version 1.27. Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.27.1 · lballabio/QuantLib

Downloads: QuantLib-1.27.1.tar.gz QuantLib-1.27.1.zip Changes for QuantLib 1.27.1: QuantLib 1.27.1 is a bug-fix release. It restores the old implementation of Null which was replaced in ...

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#QuantLib 1.27 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.27 · lballabio/QuantLib

Downloads: QuantLib-1.27.tar.gz QuantLib-1.27.zip Changes for QuantLib 1.27: QuantLib 1.27 includes 37 pull requests from several contributors. Some of the most notable changes are included below...

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#QuantLib 1.26 was released today. Thanks to all contributors! Release notes and downloads: github.com/lballabio/QuantLi…

Release 1.26 · lballabio/QuantLib

Downloads: QuantLib-1.26.tar.gz QuantLib-1.26.zip Changes for QuantLib 1.26: QuantLib 1.26 includes 26 pull requests from several contributors. Some of the most notable changes are included below...

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