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From: Ferdinando A. <na...@qu...> - 2004-04-15 17:37:47
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QuantLib is a cross-platform, free/open-source quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. Release 0.3.6 fixes a serious bug in release 0.3.5 where a call to OneAssetOption::impliedVolatility() from any of its derived classes would break the state of the option and possibly of other options sharing the same data. Ferdinando Ametrano |