QuantLib / News: Recent posts

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

QuantLib 0.3.13 released

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

Version 0.3.13 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 (<http://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 2006-07-31

ObjectHandler 0.1.2 and QuantLibAddin 0.3.11 released

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.... read more

Posted by Luigi Ballabio 2005-10-21

QuantLib 0.3.11 released

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

Version 0.3.11 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.

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...)... read more

Posted by Luigi Ballabio 2005-10-21

QuantLibAddin 0.3.10 and ObjectHandler 0.1.1 released

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.... read more

Posted by Luigi Ballabio 2005-07-28

QuantLib 0.3.10 released

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

Version 0.3.10 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 0.3.9.

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...)... read more

Posted by Luigi Ballabio 2005-07-18

ObjectHandler 0.1.0 released

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 online at http://quantlib.org/quep.shtml... read more

Posted by Ferdinando Ametrano 2005-02-01

Wilmott Magazine article

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
[2] http://quantlib.org/
[3] http://quantlib.org/press/WilmottQuantLib.pdf
[4] http://quantlib.org/docs.shtml

Posted by Ferdinando Ametrano 2005-01-12

QuantLib 0.3.8 released

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

Version 0.3.8 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...)... read more

Posted by Ferdinando Ametrano 2005-01-05

QuantLib 0.3.7 released

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

Version 0.3.7 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...)... read more

Posted by Ferdinando Ametrano 2004-07-23

QuantLib 0.3.6 released

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.

Posted by Ferdinando Ametrano 2004-04-15

QuantLib 0.3.5 released

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.... read more

Posted by Ferdinando Ametrano 2004-03-31

QuantLib 0.3.4 released

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. QuantLib is a quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.... read more

Posted by Ferdinando Ametrano 2003-11-24

QuantLib 0.3.3 released

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.... read more

Posted by Ferdinando Ametrano 2003-09-03

QuantLib 0.3.1 released

Version 0.3.1 of QuantLib and QuantLib-docs have been released. QuantLib is a quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A tool for derivatives and financial engineering.

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.... read more

Posted by Ferdinando Ametrano 2003-02-05

QuantLib 0.3.0

QuantLib, QuantLib-docs, QuantLib-Python, and QuantLib-Ruby version 0.3.0 are out.
Debian packages will be available in a few hours.

Feedback welcome

ciao -- Nando

Posted by Ferdinando Ametrano 2002-05-06

new mailing list: quantlib-jobs

There is a new QuantLib mailing list: quantlib-jobs
(https://lists.sourceforge.net/lists/listinfo/quantlib-jobs)

It is a list for supply and demand of quantitative finance jobs. You can post on quantlib-jobs:
1) job offers
2) links to job offers
3) your resume

HTML and PDF are preferred. Attachment are allowed as long as they are not too big.

All messages are archived for later browsing: please state how long your message is valid. No multiple post, please.

Posted by Ferdinando Ametrano 2002-03-11

QuantLib 0.2.1

QuantLib, QuantLib-docs, and QuantLib-Python version 0.2.1 are out.
Debian packages will be available in a few hours.

For the first time Ruby bindings are also available: QuantLib-Ruby 0.2.1, with the Debian package available in a few days

Feedback welcome

ciao -- Nando

Posted by Ferdinando Ametrano 2001-12-03

QuantLib 0.2.0

QuantLib 0.2.0 and QuantLib-Python 0.2.0 are out

Feedback welcome

ciao -- Nando

Posted by Ferdinando Ametrano 2001-09-19

Announcing quantlib.org

QuantLib.org is here.
Take a look at http://quantlib.org and update your bookmarks!

The site content has been revised, especially the project status page
(http://quantlib.org/status.html) and the coding guidelines
(http://quantlib.org/style.html).

New pages: CVS (http://quantlib.org/cvs.html), and QuantLib Group
(http://quantlib.org/group.html).

The new section "General Resources" will collect useful on-line resources. ... read more

Posted by Ferdinando Ametrano 2001-08-20

QuantLib release 0.1.9

QuantLib 0.1.9 release is out.

This is an intermediate release, looking forward to release 0.2 which, I hope, will be ready before August 2001.
Much work has been devoted to raise QuantLib to a higher standard as far as development tools are concerned.

The release 0.2 will include piecewise-flat-forward yield-curve bootstrapping using deposits, futures, and swaps, together with some feedback from QuantLib users.
This feedback is the primary reason behind the current release 0.1.9... read more

Posted by Ferdinando Ametrano 2001-06-01

QuantLib official announcement and release 0.1.1 available

Today QuantLib has been officially announced, using mailing lists and direct mailing (see quantlib-users for the message that has been posted). Spread the word.

Release 0.1.1 is available. It comes in 3 packages: sources, documentation, python module

ciao -- Nando

Posted by Ferdinando Ametrano 2000-12-11