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