[Quantlib-dev] Announcing QuantLib 0.3.8

[Ferdinando A. <na...@qu...>]

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...)

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib
0.3.8. The Excel add-in will follow in January. Instructions for download 
are 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 0.3.8.

         The QuantLib group