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QLNet Version 1.13.0

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@amaggiulli amaggiulli released this 18 Apr 15:55

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