-
Notifications
You must be signed in to change notification settings - Fork 175
/
News.txt
42 lines (26 loc) · 959 Bytes
/
News.txt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
QLNet 1.13.0
=========================
QLNet 1.13.0
Mayor changes <https://github.com/amaggiulli/QLNet/milestone/4?closed=1>.
A detailed list of changes is available in ChangeLog.txt.
FRAMEWORK
+ Updated to .NET 7.0 / netstandard 2.0
+ Removed AStyle formatting for more standard ediconfig setting
PRICING ENGINES
+ Fixed MCDiscreteAveragingAsianEngine timeGrid and ArithmeticAPOPathPricer path value retrieval thanks @mookid8000
CASHFLOWS
+ Added new CashFlows method to return both accrued days and accrued amount.
INDEXES
+ Added SOFR Index
CALENDARS
+ Support New Zealand's new publish holiday: Matariki holiday, thanks @ninetiger
MISC
+ Added batch calculations
TIME
+ Refactoring DayCounters
+ Added Actual/366 daycounter.
+ Added Actual364, Actual36525 and Thirty365 daycounters.
+ Refactoring Calendars
+ Added Cyprus and Greece calendars, thanks @pamboscy
+ Fixed Schedule until method.
+ Updated several caledars up to 2023