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QuantLib is a cross-platform, free/open-source quantitative finance C++
library for modeling, pricing, trading, and risk management in real-life.
Release 0.3.6 fixes a serious bug in release 0.3.5 where a call to
OneAssetOption::impliedVolatility() from any of its derived classes
would break the state of the option and possibly of other options
sharing the same data.
Ferdinando Ametrano
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Locked
