Quantcast

Release candidates for QuantLib 1.9

classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Release candidates for QuantLib 1.9

Luigi Ballabio
Hello,
    release candidates for version 1.9 are available at <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>. No release notes yet, but you can see the pull requests that made into it at <https://github.com/lballabio/QuantLib/milestone/3?closed=1>.  If you have some time, please kick its tires and tell me how it goes.

Thanks,
    Luigi


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Release candidates for QuantLib 1.9

Niall O'Sullivan-2
Hi Luigi,

We noticed an issue with ORE and the small API change here
as we have code that uses the old ordering (displacement before vol type) here
I’d like to keep ORE compatible with QL 1.8, 1.8.1 and 1.9, so is there any way we can do this without having to do something like #if QL_HEX_VERSION < 0x01090000 in our code?

Apart from that, everything looks fine (tested on Win10 with MSVC 2015 and boost 1.62)

Regards,
Niall

On 14 Oct 2016, at 15:12, Luigi Ballabio <[hidden email]> wrote:

Hello,
    release candidates for version 1.9 are available at <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>. No release notes yet, but you can see the pull requests that made into it at <https://github.com/lballabio/QuantLib/milestone/3?closed=1>.  If you have some time, please kick its tires and tell me how it goes.

Thanks,
    Luigi

------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Release candidates for QuantLib 1.9

Luigi Ballabio
Right.  I think adding an optional VolatilityType parameter in the deprecated overload should fix the issue.  Thanks for the heads-up.

Luigi


On Mon, Oct 17, 2016 at 5:11 PM Niall O'Sullivan <[hidden email]> wrote:
Hi Luigi,

We noticed an issue with ORE and the small API change here
as we have code that uses the old ordering (displacement before vol type) here
I’d like to keep ORE compatible with QL 1.8, 1.8.1 and 1.9, so is there any way we can do this without having to do something like #if QL_HEX_VERSION < 0x01090000 in our code?

Apart from that, everything looks fine (tested on Win10 with MSVC 2015 and boost 1.62)

Regards,
Niall

On 14 Oct 2016, at 15:12, Luigi Ballabio <[hidden email]> wrote:

Hello,
    release candidates for version 1.9 are available at <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>. No release notes yet, but you can see the pull requests that made into it at <https://github.com/lballabio/QuantLib/milestone/3?closed=1>.  If you have some time, please kick its tires and tell me how it goes.

Thanks,
    Luigi

------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Re: Release candidates for QuantLib 1.9

Luigi Ballabio
Hi Niall,
    I've replaced the package with an updated one.  May you try it?

Thanks,
    Luigi


On Mon, Oct 17, 2016 at 5:16 PM Luigi Ballabio <[hidden email]> wrote:
Right.  I think adding an optional VolatilityType parameter in the deprecated overload should fix the issue.  Thanks for the heads-up.

Luigi


On Mon, Oct 17, 2016 at 5:11 PM Niall O'Sullivan <[hidden email]> wrote:
Hi Luigi,

We noticed an issue with ORE and the small API change here
as we have code that uses the old ordering (displacement before vol type) here
I’d like to keep ORE compatible with QL 1.8, 1.8.1 and 1.9, so is there any way we can do this without having to do something like #if QL_HEX_VERSION < 0x01090000 in our code?

Apart from that, everything looks fine (tested on Win10 with MSVC 2015 and boost 1.62)

Regards,
Niall

On 14 Oct 2016, at 15:12, Luigi Ballabio <[hidden email]> wrote:

Hello,
    release candidates for version 1.9 are available at <https://sourceforge.net/projects/quantlib/files/QuantLib/prerelease/>. No release notes yet, but you can see the pull requests that made into it at <https://github.com/lballabio/QuantLib/milestone/3?closed=1>.  If you have some time, please kick its tires and tell me how it goes.

Thanks,
    Luigi

------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users


------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, SlashDot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Loading...