QLNet Version 1.12.0

QLNet 1.12.0

QLNet 1.12.0
A detailed list of changes is available in ChangeLog.txt.

FRAMEWORK

• Removed QLNet old framework solution
• Updated tests to use only xunit
• Updated library to netstandard 2.1
• Updated test suite to .Net Core 5
• Updated samples to .Net Core 5

MATH

• Fixed LineSearchBasedMethod.minimize, thx @hhaldn for spotting it.

CALENDARS

• Fixed Denmark holidays, thx @hhaldn
• Added Austrian, French and Chilean calendars
• Updated all existing calendars up to 2021

TIME

• Added utility Date.ToDateTime() method
• Fixed ActualActualISMA daycounter calculation for long/short final periods, thanks @kristofferpagels.

TERMSTRUCTURES

• Fixed helpers sort for Piecewise Curves