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.
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