quantlib-announce Mailing List for QuantLib (Page 3)

Hello,

    QuantLib 1.8.1 has been released and is available for download at
http://quantlib.org/download.shtml. <http://quantlib.org/download.shtml.>
It is a bug-fix release for version 1.8; the (short) list of changes is
available at http://quantlib.org/reference/history.html.

Please post any problems you have with this release to the QuantLib mailing
list (<qua...@li...>), or open a GitHub issue at
https://github.com/lballabio/quantlib/issues.

Hello,
    Quaternion is sponsoring a QuantLib user meeting in London for July
12th. Details are at <
https://www.quaternion.com/news/quantlib-user-meeting-london-2016/>.
There's an open call for contributions, so drop them a line if you want to
propose a talk.

See you there,
    Luigi

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 (<qua...@li...>), or open a GitHub issue at <
https://github.com/lballabio/quantlib/issues>.

        The QuantLib group

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 (<qua...@li...>), or open a GitHub issue at <
https://github.com/lballabio/quantlib/issues>.

        The QuantLib group

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 (<qua...@li...>), or open a GitHub issue at <
https://github.com/lballabio/quantlib/issues>.

        The QuantLib group

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.

    The QuantLib Group

-- 

<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

Hi All,

ObjectHandler / QuantLibAddin / QuantLibXL version 1.6 has been
released.  Here is the link to the downloads page:

    https://sourceforge.net/projects/quantlib/files/

Here are the links to the web sites:

    http://www.objecthandler.org
    http://www.quantlibaddin.org
    http://www.quantlibxl.org

As before the binary release of QuantLibXL includes XLLs for 32- and
64-bit Excel.  The source code for QuantLibXL 1.6.0 is compatible with
either QuantLib 1.6.0 or 1.6.1.

This release includes the updated VBA Framework application (thanks to
Paolo Mazzocchi).  This application only works under 32-bit Excel.  The
initialization of the application has been simplified and this change
is explained in the documentation
(http://quantlib.org/quantlibxl/framework.html).

Support for the LibreOffice addin has been re-enabled (thanks to Lars
Callenbach).

Kind Regards,
Eric

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.


    The QuantLib group
-- 

<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

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.

        The QuantLib group

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
1.5.0 have been released and are available for download:
http://sourceforge.net/projects/quantlib/files/

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.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed.  This
facilitates object orientation in procedural environments
such as spreadsheets.

        The QuantLib group

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.

        The QuantLib group

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.

If you are not using Clang, you don't need to upgrade from QuantLib 1.4 to
1.4.1.

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 1.4.1.

    The QuantLib group

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.

        The QuantLib group

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.

        The QuantLib group

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.

    The QuantLib group

QuantLibXL, QuantLibAddin, and ObjectHandler version
1.2.0 have been released and are available for download:
http://sourceforge.net/projects/quantlib/files/

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.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed.  This
facilitates object orientation in procedural environments
such as spreadsheets.

         The QuantLib group

-- 
===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

Hi folks,

We are happy to announce the release of PyQL [1], a new set of
QuantLib wrappers for Python.

The project is available here :

* URL: http://github.com/enthought/pyql
* License: BSD license.
* Authores: Didrik Pinte, Enthought and Patrick Henaff, IAE Paris.

Why another set of Python wrappers for QuantLib?

The SWIG wrappers provide a very good coverage of the library but have
a number of pain points:
 - few Pythonic optimisation in the syntax: the code a user must write
on the Python side looks like the C++ version
- no docstring or function signature available on the Python side
- complex debugging and complex customization of the wrappers
- monolithic build process
- complete loss of the C++ code organisation with a flat namespace in Python
- ...

For those reasons and to have the ability to expose some of the
QuantLib internals that could be very useful on the Python side, we
chosed another road. PyQL is build on top of Cython and creates a thin
Pythonic layer on top of QuantLib. It allows a tight control on the
wrapping and provides higher level Python integration.

Features:
- Integration with standard datatypes (like datetime objects) and numpy arrays
- Simplifed API on the Python side (e.g. usage of Handles completely
hidden from the user)
- Support full docstring and expose detailed function signatures to Python
- Code organised in subpackages to provide a decent namespace, very
close to the C++ code organisation
- Easy extendibility thanks to Cython and shorter build time when
adding new functionnalities
- Sphinx documentation

It supports QuantLib >= 1.1 and currently builds very nicely on MacOSX
and Linux. The Windows builds will be there soon. Regarding the build
process, make sure you read the build instruction!
(Cython 0.15 needs a simple patch available in the repo)

The library comes with a decent test suite and many examples: from the
very basic option valuation to more complex heston model calibration
within an IPython notebook.

For more details, take a look at the code, contact the authors, or
discuss on the list!

We are looking forward questions, comments, contributions.


Didrik


[1] The name is still subject to modification as PyQL is already used
by other projects unrelated to QuantLib. Suggestions are welcome!


--
Didrik Pinte                                 +32 475 665 668
                                                   +44 1223 969515
Enthought Europe                      dp...@en...
Scientific Computing Solutions   http://www.enthought.com

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.

       The QuantLib group

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
1.1.0 have been released and are available for download:
http://sourceforge.net/projects/quantlib/files/

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.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed.  This
facilitates object orientation in procedural environments
such as spreadsheets.

gensrc
http://www.gensrc.org
gensrc is a python application which takes function metadata
and autogenerates addin source code for various platforms
including Excel, Calc, and C++.

         The QuantLib group

===================================================
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

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.

        The QuantLib group

Greetings,
	let me intrude for an announcement.  To show their support to the
project, StatPro decided to organize a QuantLib forum.  It will take
place in London, January 18th, 2011; full details of the event and a
brochure are available at <http://www.statpro.com/quantlib_forum>.

Attendance to the event is free, but you'll have to register on the
StatPro site.  I look forward to finally meet and have a chat with
people we only know through the mailing list.

Thanks,
        Luigi



-- 

Every solution breeds new problems. 
-- unknown 

QuantLibXL, QuantLibAddin, ObjectHandler, and gensrc version
1.0.1 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.

ObjectHandler
http://www.objecthandler.org

ObjectHandler implements a repository where objects can be
stored, shared, updated, interrogated, and destroyed.  This
facilitates object orientation in procedural environments
such as spreadsheets.

gensrc
http://www.gensrc.org
gensrc is a python application which takes function metadata
and autogenerates addin source code for various platforms
including Excel, Calc, and C++.

          The QuantLib group

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 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.


	The QuantLib group

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.

        The QuantLib group

Hi All,

Quoting Luigi Ballabio <lui...@gm...>:

> Hi all,
> 	another beta for QuantLib 1.0 is available at
> <https://sourceforge.net/projects/quantlib/files/prerelease/>.

I have uploaded the QLXL/QLA/OH 1.0 beta 3 tarballs to the same  
directory.  There was no beta 1 or 2 release of QLXL/QLA/OH but I  
called it beta 3 to indicate that it's compatible with the QuantLib  
1.0 beta 3 release which is also available at that link.

I would be grateful to anyone who could test the files and report any  
problems.

Kind Regards,
Eric