Sun, 25 Feb 2007

RQuantLib 0.2.6

Version 0.4.0 of QuantLib was released a few days ago (and Debian packages for QuantLib are waiting to be added by the ftpmaster).

This required some minor changes by Dominick in the Bermudan pricer, and we made some small updates in other place. All in all just a regular maintenance release. The new version 0.2.6 has now been uploaded to both R's master CRAN host and Debian, and is also available locally here.

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