Risk Quantify Financial Engine

File Release Notes and Changelog

Release Name: 0.6.19

Notes: Version 0.6.19 (2003-10-21) * Some work on partial barrier models, equity bermudans * Started an rq_iterator_t type to make all iterations standard. * Added some code to the bootstrap_adapter_forward_curve_crossccy so that it adds the spot rate into the exchange rate manager or the spot rate manager after bootstrapping the curve. * Added a change to the bootstrap_vol_surface_simple code so that any rates on unrecognised assets are added to a 50 delta curve.

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Changes: Version 0.6.19 (2003-10-21) * Some work on partial barrier models, equity bermudans * Started an rq_iterator_t type to make all iterations standard. * Added some code to the bootstrap_adapter_forward_curve_crossccy so that it adds the spot rate into the exchange rate manager or the spot rate manager after bootstrapping the curve. * Added a change to the bootstrap_vol_surface_simple code so that any rates on unrecognised assets are added to a 50 delta curve.