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QLNet Version 1.11.2
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@amaggiulli amaggiulli released this 25 Jul 17:06
QLNet-v1.11.2
f741a03

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
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