QuantLib / News: Recent posts

QuantLib 1.4 released

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

Version 1.4 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 1.4.... read more

Posted by Luigi Ballabio 2014-02-27

QuantLib 1.3 released

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

Version 1.3 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 1.3.... read more

Posted by Luigi Ballabio 2013-07-24

QuantLib 1.2.1 released

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

Version 1.2.1 has been released and is available for download at <http://quantlib.org/download.shtml>. It is a bug-fix release.

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 1.2.1.... read more

Posted by Luigi Ballabio 2012-09-10

QuantLib 1.2 released

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

Version 1.2 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 1.2.... read more

Posted by Luigi Ballabio 2012-03-06

QuantLib 1.1 released

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

Version 1.1 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 1.1.... read more

Posted by Luigi Ballabio 2011-05-23

First QuantLib Forum in London, January 18th

The first QuantLib Forum in London is organized in cooperation with StatPro.

Celebrate with the QuantLib founders on their 10 year anniversary, network with peers and hear about latest developments at our free event.

January 18, 2011 at Marriott Hotel West India Quay, London, UK.

To register and for complete list of speakers and forum program please go to <http://www.statpro.com/quantlib_forum>.

Posted by Luigi Ballabio 2010-10-20

QuantLib 1.0.1 released

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

Version 1.0.1 has been released and is available for download at <http://quantlib.org/download.shtml>.

QuantLib 1.0.1 is a bug-fix release for the recently released version 1.0.
The SWIG bindings for version 1.0 will work with 1.0.1 as well.

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 1.0.1.

Posted by Luigi Ballabio 2010-04-20

QuantLib 1.0 released

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

Version 1.0 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 1.0.

Posted by Luigi Ballabio 2010-02-24

QuantLib 0.9.9 released

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.... read more

Posted by Luigi Ballabio 2009-11-11

QuantLibXL / ObjectHandler 0.9.7 Released

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.... read more

Posted by Eric Ehlers 2008-11-30

QuantLib 0.9.7 released

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.... read more

Posted by Luigi Ballabio 2008-11-18

QuantLibXL / ObjectHandler 0.9.6 Released

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.... read more

Posted by Eric Ehlers 2008-09-10

QuantLib 0.9.6 released

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.... read more

Posted by Luigi Ballabio 2008-08-06

QuantLib 0.9.5 released

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.... read more

Posted by Luigi Ballabio 2008-07-30

QuantLibXL / ObjectHandler 0.9.0 Released

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.... read more

Posted by Eric Ehlers 2008-02-13

QuantLib 0.9.0 released

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 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 0.9.0.... read more

Posted by Luigi Ballabio 2007-12-24

QuantLib 0.8.1 released

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.

Posted by Luigi Ballabio 2007-06-04

QuantLibXL/ObjectHandler 0.8.0 released

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.... read more

Posted by Luigi Ballabio 2007-06-01

QuantLib 0.8.0 released

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.... read more

Posted by Luigi Ballabio 2007-05-30

QuantLib-SWIG 0.4.1 released

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; upgrade is recommended to all 0.4.0 users.

Posted by Luigi Ballabio 2007-03-26

QuantLibXL 0.4.0 and ObjectHandler 0.2.0 Released

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.... read more

Posted by Luigi Ballabio 2007-03-05

QuantLib 0.4.0 released

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...)... read more

Posted by Luigi Ballabio 2007-02-20

QuantLibXL 0.3.14 and ObjectHandler 0.1.5 Released

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.... read more

Posted by Eric Ehlers 2006-12-13

QuantLib 0.3.14 released

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...)... read more

Posted by Luigi Ballabio 2006-11-06

ObjectHandler 0.1.4 and QuantLibAddin 0.3.13 released

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.... read more

Posted by Eric Ehlers 2006-08-25