QLNet Version 1.9.2

QLNet 1.9.2

QLNet 1.9.2 stable version.

The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt.

FRAMEWORK

• Fixed floating point numbers equality.
• Added FastActivator to avoid new() on generic classes
• Project updated to Visual Studio 2017 new .csproj model.
• General project refactoring
• Removed "System.Exception" thrown by user code.

TERMSTRUCTURES

• Added HestonBlackVolSurface

INDEXES

• Fixed inflation index reference period

INSTRUMENTS

• Added normal implied vol cap floor
• Added Bachelier volatility for CapFloor