QuantLib / News: Recent posts

QuantLib 1.11 released

QuantLib 1.11 has been released and is available for download at http://quantlib.org/download.shtml.

The list of changes for this release is at http://quantlib.org/reference/history.html.

Please report any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.

-- The QuantLib group

Posted by Luigi Ballabio 2017-10-02

QuantLib 1.10.1 released

QuantLib 1.10.1 has been released and is available for download at http://quantlib.org/download.shtml. It is a bug-fix release for version 1.10.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.

-- The QuantLib group

Posted by Luigi Ballabio 2017-08-31

QuantLib 1.10 released

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

Version 1.10 has been released and is available for download at http://quantlib.org/download.shtml.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2017-05-16

QuantLib 1.9.2 released

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

Version 1.9.2 has been released and is available for download at http://quantlib.org/download.shtml. It is a bug-fix release for version 1.9.1.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2017-02-27

QuantLib 1.9.1 released

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

Version 1.9.1 has been released and is available for download at http://quantlib.org/download.shtml. It is a bug-fix release for version 1.9.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2017-01-05

QuantLib 1.9 released

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

Version 1.9 has been released and is available for download at http://quantlib.org/download.shtml.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2016-11-08

QuantLib 1.8.1 released

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

Version 1.8.1 has been released and is available for download at http://quantlib.org/download.shtml. It is a bug-fix release for version 1.8.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2016-09-23

QuantLib 1.8 released

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

Version 1.8 has been released and is available for download at http://quantlib.org/download.shtml.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2016-05-18

QuantLib 1.7.1 released

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

Version 1.7.1 has been released and is available for download at http://quantlib.org/download.shtml.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2016-01-18

QuantLib 1.7 released

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

Version 1.7 has been released and is available for download at http://quantlib.org/download.shtml.

Please post any problems you have with this release to the QuantLib mailing list (quantlib-users@lists.sourceforge.net), or open a GitHub issue at https://github.com/lballabio/quantlib/issues.... read more

Posted by Luigi Ballabio 2015-11-23

QuantLib 1.6.2 released

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

Version 1.6.2 has been released and is available for download at http://quantlib.org/download.shtml.

QuantLib 1.6.2 is a compatibility release. It solves an ambiguous name resolution in the test-suite code when Visual Studio and the newly released Boost 1.59.0 are used together. The library code did not change.

Posted by Luigi Ballabio 2015-09-08

QuantLib 1.6.1 released

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

Version 1.6.1 has been released and is available for download at http://quantlib.org/download.shtml.

QuantLib 1.6.1 is a compatibility release. It adds out-of-the-box support for the newly released Visual Studio 2015, and avoids use of deprecated Boost macros that will be removed in the upcoming Boost 1.59.0 release. It is otherwise the same as QuantLib 1.6.

Posted by Luigi Ballabio 2015-08-03

QuantLib 1.6 released

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

Version 1.6 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 1.6.... read more

Posted by Luigi Ballabio 2015-06-23

QuantLib 1.5 released

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

Version 1.5 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 1.5.... read more

Posted by Luigi Ballabio 2015-02-10

QuantLib 1.4.1 released

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

Version 1.4.1 has been released and is available for download at http://quantlib.org/download.shtml.

QuantLib 1.4.1 is a compatibility release. It fixes a number of compilation errors that surfaced when using QuantLib 1.4 with Clang 3.5 and Boost 1.57. Thanks to Tim Smith for the heads-up.... read more

Posted by Luigi Ballabio 2014-11-17

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