Announcing QuantLib 0.3.1

[Ferdinando Ametrano-3]

Version 0.3.3 of QuantLib (http://quantlib.org) has been released. QuantLib
is a cross-platform free/open-source quantitative finance C++ library for
modeling, pricing, trading, and risk management in real-life. A tool for
derivatives and financial engineering.

Major additions of this release are an extensive test suite, a partial port
to the new Pricing Engine framework, and the support of low-discrepancy
Monte Carlo simulation.

The first release of QuantLibXL - a tentative Excel addin - is also
available. The Python/Ruby/Guile/MzScheme wrappers are also released in
their 0.3.3 versions. RPM and Debian packages of QuantLib, QuantLib-docs
and some wrappers are available.

Feedback welcome

Ferdinando Ametrano

[Luigi Ballabio-2]

...but you already know that if you read Nando's mail.

As an aside, I expect the usual number of bugs to surface once the library
is used by a fair number of people. My advice is that besides posting them
on the list, you file your bug reports in the project Bug Tracker
(http://sourceforge.net/tracker/?atid=112740&group_id=12740)
so that we don't just forget about them when we make next release.
The same holds for patches, which can be contributed at the address
http://sourceforge.net/tracker/?atid=312740&group_id=12740
and feature requests, for which the address is
http://sourceforge.net/tracker/?atid=362740&group_id=12740

Cheers,
        Luigi