QLNet Version 1.11.2

QLNet 1.11.2

QLNet 1.11.2 is a bug-fix release for version 1.11
A detailed list of changes is available in ChangeLog.txt.

ENGINES

• Fixed a bug int FDMultiPeriodEngine.Thanks to Jakub Pstrusiński.

CASHFLOWS

• Fixed accrual calculation
• Fixed yield calculation when settlement date falls on 31st
• Added OAS calculation to callable bonds