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/*! \page history Version history
+ <strong>Release 0.3.9 - March 2005</strong>
+ GLOBAL FEATURES
+ - QL_SQRT, QL_MIN etc. deprecated in favor of std::sqrt,
+ - Added a tentative tracing facility to ease debugging.
+ - Formatters deprecated in favor of output manipulators. A number
+ of data types can now be sent directly to output streams.
+ - Stream-based implementation of QL_REQUIRE, QL_TRACE and similar
+ macros. Together with manipulators, this allows one to write
+ simpler error messages, as in:
+ QL_FAIL("forward at date " << d << " is " << io::rate(f));
+ - Improved Bond class
+ - yield-related calculation can be performed with either
+ compounded or continuous compounding;
+ - added theoretical price based on discount curve;
+ - fixed-rate coupon bonds can define different rates for each
+ - added zero-coupon and floating-rate bonds (thanks to StatPro.)
+ - Option instruments now take a generic StochasticProcess;
+ however, most pricing engines still require a
+ BlackScholesProcess. They should be checked to see whether the
+ requirement can be relaxed. Following this change,
+ Merton76Process no longer inherits from
+ BlackScholesProcess. This avoids erroneous upcasts.
+ - Partial fix for Bermudan swaptions with exercise lag (thanks to
+ Luca Berardi for the report and discussion.)
+ - Added Bratislava and Prague calendars.
+ FINITE_DIFFERENCES FRAMEWORK
+ - Migrated finite-difference pricers to pricing-engine framework
+ (thanks to Joseph Wang.)
+ YIELD TERM STRUCTURES
+ - Added generic piecewise yield term structure. Client code can
+ choose what to interpolate (discounts, zero yields, forwards)
+ and how (linear, log-linear, flat) by instantiating types such
+ - Interpolated discount, zero-yield and forward-rate curves can
+ now be set any interpolation.
+ - FlatForward can now take rates with compounding other than
+ - Fix for extrapolation in zero-spreaded and forward-spreaded
+ yield term structure (thanks to Adjriou Belak for the report.)
+ - Added backward- and forward-flat interpolations.
<strong>Release 0.3.8 - December 2004</strong>
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/*! \page install Installation
+ Before installing QuantLib, make sure that you have a working
+ Boost installation; see
+ for instructions.
\section linux Linux/Unix/Mac OS X/Cygwin
A tarball of the source distribution is available from <br>
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\section faq_build Building QuantLib
+ \anchor faq_linking_libboost_unit
+ When building the test-suite, I encounter a linking error about
+ The folder including the Boost libraries in not in your link path.
+ See the documentation of your compiler for instructions on how to
+ add it.
+ \anchor faq_building_libboost_unit
+ But I have no such library on my machine!
+ Most likely, you downloaded the Boost distribution and just copied
+ its header files somewhere in your include path. The Boost
+ libraries must be built as well; see
+ for instructions.
\section faq_using Using QuantLib