QLNet Version 1.13.0
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