QuantLib 0.3.4 released (SourceForge)

[Posted November 25, 2003 by cook]

Version 0.3.4 of QuantLib, a cross-platform C++ library for quantitative finance, has been announced. "To celebrate the third anniversary of the QuantLib project, version 0.3.4 of the library has been released. Monte Carlo valuation of barrier and binary options has been added. More option pricers have been ported to the new Pricing Engine framework."