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QLNet Version 1.11.3
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@amaggiulli amaggiulli released this 05 Jun 17:42
QLNet-v1.11.3
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QLNet 1.11.3

QLNet 1.11.3
A detailed list of changes is available in ChangeLog.txt.

DATE-TIME

  • Added Thailand calendar
  • Updated china holidays up to 2019

INDEXES

  • Added bibor index

INSTRUMENTS

  • Added CatBond with MonteCarlo pricing engine
  • Added Collateralized Cash Swaption

ENGINES

  • Added Binomial Tsiveriotis-Fernandes engine for convertible bonds

FRAMEWORK

  • Making all projects dotnet standard. (Changes minimum framework to net 4.5.1)
  • Added QLNet Exceptions
  • Bug fixing and refactoring.
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