QLNet 1.9.2
A free/open-source library for quantitative finance
No packages depend on QLNet.
QLNet 1.9.2
=========================
QLNet 1.9.2 stable version.
The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt.
FRAMEWORK
+ Fixed floating point numbers equality.
+ Added FastActivator to avoid new() on generic classes
+ Project updated to Visual Studio 2017 new .csproj model.
+ General project refactoring
+ Removed "System.Exception" thrown by user code.
TERMSTRUCTURES
+ Added HestonBlackVolSurface
INDEXES
+ Fixed inflation index reference period
INSTRUMENTS
+ Added normal implied vol cap floor
+ Added Bachelier volatility for CapFloor
.NET Framework 4.0
- No dependencies.
.NET Framework 4.5
- No dependencies.
.NET Core 1.1
- Microsoft.NETCore.App (>= 1.1.1)
- System.Reflection.Emit.Lightweight (>= 4.3.0)
.NET Standard 1.6
- NETStandard.Library (>= 1.6.0)
- System.Reflection.Emit.Lightweight (>= 4.0.1)