ObjectHandler / QuantLibAddin / QuantLibXL 1.4 Released

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ObjectHandler / QuantLibAddin / QuantLibXL 1.4 Released

Eric Ehlers-2
Hi All,

ObjectHandler, QuantLibAddin, and QuantLibXL 1.4 are released:


The files are available for download from the QuantLib downloads page:


For help please use the mailing list:


We have made slight changes to the way the release is packaged.  In  
the past we used executable installers, now we are using simple zip  
files.  We have reorganized some files for clarity, for example the  
example workbooks for the binary release of QuantLibXL should be  
easier to find.

The Excel VBA Framework application has been redesigned and the yield  
curve bootstrap is more efficient.  Support is provided for EUR, GBP,  
HKD, JPY, and USD.

This release includes multiple bug fixes, including fixes for two severe bugs:

1) There was a problem with destruction of static objects at shutdown,  
which could cause Excel to crash.

2) There was a memory leak in function ohRangeRetrieveError().  In a  
desktop trading environment, if you started up QuantLibXL and  
connected it to a live data feed, and if updates triggered repeated  
recalculation of that function, then memory consumption climbed over  
the course of the day.

These are old bugs but they went unnoticed because they did not  
manifest themselves in older versions of Excel.  The problems began  
occurring with recent versions of Excel.  If you experienced crashes  
or leaks with QuantLibXL, please upgrade to 1.4.

Kind Regards,
Eric Ehlers
nazcatech sprl | Brussels | http://www.nazcatech.be
* Distributed computing for pricing analytics
* Use Microsoft Excel as a client to the Grid

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