[Riskquantify-devel] RQ version 0.7.5 released!

[Brett H. <br...@hu...>]

Hot on the heels of version 0.7.4 - version 0.7.5 has been released! 
Here are details of what has changed in this release (from the NEWS 
file):

Version 0.7.5 (2005-04-05)

* Yield curves when interpolating or extrapolating rates using
   zero-coupon rates, now have a default day count convention, which is
   usually set to either ACT/365 (default) or ACT/360. The simple yield
   curve bootstrapper and composite yield curve bootstrapper set this
   value based on the days_per_year value of the underlying currency on
   the yield curve.

   Additive and Multiplicative factors are now applied to rates
   calculated using the appropriate day count fraction.

* There is also a new helper function rq_termstruct_get_type() to
   determine what kind of term structure one is dealing with.

* There are some helper functions in rq_rate_conversions.c to go from
   a discount factor to an annual compounding zero-coupon rate and back
   again.

Cheers, B
--
Brett Hutley {MAppFin,CISSP,SANS GCIH, SANS GCIA}
mailto:br...@hu...
http://hutley.net/brett