[ANNOUNCE] QuantLib 0.3.8 released

[Luigi Ballabio]

QuantLib is a cross-platform, free/open-source quantitative finance C++  
library for modeling, pricing, trading, and risk management in real-life.

Version 0.3.8 has been released and is available for download at
<http://quantlib.org/download.shtml>.
See <http://quantlib.org/reference/history.html>
for a summary of the changes since version 0.3.7.

QuantLib depends on the Boost library (www.boost.org). You will need a  
working Boost installation in order to compile and use QuantLib.
Instructions for installing Boost from sources are available at
<http://www.boost.org/more/getting_started.html>.
Pre-packaged binaries might be available from other sources. Google is your  
friend (or Debian, or Fink...)

Python, Ruby, Guile, and MzScheme bindings are available for QuantLib  
0.3.8. The Excel add-in will follow in January. Instructions for download  
are at
<http://quantlib.org/download.shtml>.

Please log any problems you have with this release in the SourceForge bug  
tracker at
<http://sourceforge.net/tracker/?group_id=12740&atid=112740>
specifying that you're using QuantLib 0.3.8.

        The QuantLib group

[Luigi Ballabio]

On 12/22/04 13:50:09, Luigi Ballabio wrote:
>
> Version 0.3.8 has been released.

Hi all,
        please let me follow up the somewhat dry announcement with a more  
personal note. I've been extremely glad to see that release 0.3.8 has been  
the one with the most external contributions ever---"external" meaning  
"from people not in the QuantLib group". I've tried to do justice to  
contributors in the summary of changes; those of you who had a look at it  
might have noticed the contributors' names along with the corresponding  
change.

This post is to thank them all before the whole list, and to apologize if  
anyone's name slipped while compiling the summary.

And of course, to wish everybody a happy Christmas.

Later,
        Luigi