A detailed list of changes is available in ChangeLog.txt and at https://github.com/lballabio/QuantLib/milestone/35?closed=1. Future change of default: as already announced, in the next release we're going to switch the default for ext::any and ext::optional from the Boost implementation to the standard one.

QuantLib 1.31.1 is a bug-fix release for QuantLib 1.31. It fixes a regression that could cause a segmentation fault when bootstrapping an interest-rate curve using OIS rates. ... Future end of support: as announced in the notes for the previous release, after this release using std::tuple, ...

Debian users can find the latest version of the different QuantLib packages in the "unstable" (a.k.a. "Sid") distribution; see the Debian site for a list of available packages. Ubuntu users can use Dirk Eddelbuettel's PPA. Other Linux distributions might also package the library; check your sources. Note that some of these distributions may lag behind the upstream releases...

This release of RQuantLib brings a small update to three unit tests as very recent 1.31 release QuantLib brought a subtle change to some fixed income payment schedules and dates. On a sadder note, as CRAN now checks the ratio of ‘user time’ over ‘elapsed time’, excessive threading was inferred for five examples.

December 28, 2025 - QuantLib is released under a modified BSD license known as the XFree86-type license.

Head to our download page to get the latest official release.. Documentation is available in several formats from a number of sources. If you need to ask a question, subscribe to our mailing list and post it there. Open an issue on GitHub; if you have a patch, open a pull request instead. Fork our repository on GitHub and start coding. Please have a look at our developer intro and guidelines. Here is the QuantLib license, the list of contributors, and the version history.

April 1, 2020 - Thanks to the updated #rwinlib/quantlib Windows library provided by Josh, examples that were set to dontrun are re-activated (Dirk in #126). AffineSwaption remains the sole holdout. ... The src/Makevars.win file was updated to reflect the new layout used by the upstream build. The -DBOOST_NO_AUTO_PTR compilation flag is now set. ... The code was updated for release 1.14 of QuantLib.

Goutham Balaraman and Luigi Ballabio, QuantLib Python Cookbook Available as an ebook from Leanpub. Vasily Nekrasov, Notes on Getting Started with QuantLib (unfinished) Available from his web site.

the notebook on numerical Theta has a new note making a connection between the calculated Theta and fixed-income calculations such as roll-down and pull-to-par. And since we’re talking about new goodies, QuantLib 1.41 was released a couple of days ago with quite a few contributions, so check ...

August 9, 2019 - The corresponding release of QuantLib-SWIG contains 135 commits in 18 pull requests from 5 contributors. The highlight of this release is a complete reworking of the SWIG interfaces (which, by the way, renders completely obsolete the post I wrote about them some time ago).

Publisher: wheels.yml on lballabio/QuantLib-SWIG Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

Another note: in the past, the index could also return interpolated fixings; however, the result was not always right, since the index didn’t have the correct information on the number of days to use while interpolating. In version 1.29, the interpolation logic was moved into inflation coupons, where the information is available; the corresponding logic in the index was deprecated in the same release and removed in version 1.34.

October 30, 2020 - I published the latest QuantLib release this week; you can find the release notes, for instance, on its GitHub page. One thing I wanted to point out so you can possibly prepare for it: we’re sunsetting support for Visual C++ 2012 in the C++ ...

Note that the default version on ... have to compile it yourself as described in the next section. You can download released QuantLib versions from GitHub at https://github.com/lballabio/QuantLib/releases....

The preferred channel for questions (and the one with the largest audience) is the quantlib-users mailing list.

Description of changes Update quantlib Enable intraday (=high resolution) dates Fix rPackages.RQuantLib Re-opening PR agains r-updates. Original: #292029 Things done Built on platform(s) x86_...

Add flag for building a QuantLib wheel against a debug QuantLib on Windows by @kp9991-git in #772

Releases · lballabio/quantlib-old · You can create a release to package software, along with release notes and links to binary files, for other people to use. Learn more about releases in our docs.

The QuantLib's version in my os: import QuantLib as ql ql.__version__ '1.34' All the arguments related to the put option: settlementDate = ql.Date(11, ql.July, 2019) maturity = ql.Date(19, ql.July, ... ... I’m Jody, the Chief Product and Technology Officer at Stack Overflow. Let’s... Release notes and bug fixes for beta.stackoverflow.com

A detailed list of changes is available in ChangeLog.txt and at https://github.com/lballabio/QuantLib/milestone/16?closed=1. 👌 Support for Visual C++ 2012 is being deprecated. It will be dropped after the next release in order to enable use of C++11 features.