Hi All,
ObjectHandler, QuantLibAddin, and QuantLibXL 1.4 are released:
objecthandler.org
quantlibaddin.org
quantlibxl.org
The files are available for download from the QuantLib downloads page:
https://sourceforge.net/projects/quantlib/files/For help please use the mailing list:
https://lists.sourceforge.net/lists/listinfo/quantlib-usersWe 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
===================================================
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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