QuantLib 0.3.13 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 0.3.13 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 0.3.12.

QuantLib depends on the Boost library (www.boost.org). You will need a
working Boost installation in order to compile and use QuantLib.
Boost 1.31 or later is required; Boost 1.33.1 is suggested.
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
0.3.13 as well as experimental Java, C#, Perl, OCaml, and R bindings;
an Excel add-in is also provided. 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 0.3.13.

         The QuantLib group

[Toyin Akin]

Hi,

Shouldn't the Fixing Calendar of the BBA EURLibor class be :
UnitedKingdom(UnitedKingdom::Exchange) ?

Currently you have it set to TARGET().

Toy out.

[Luigi Ballabio]

On 08/02/2006 12:23:04 PM, Toyin Akin wrote:
> Shouldn't the Fixing Calendar of the BBA EURLibor class be :
> UnitedKingdom(UnitedKingdom::Exchange) ?

No, TARGET is right---see  
<http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>

Luigi


----------------------------------------

Harrison's Postulate:
        For every action, there is an equal and opposite criticism.

[Takeshi Maruyama]

Hi,

Forgive me replying from Cc. I had a same question.

BBA EURLibor follows the TARGET. To be exact, TARGET or UK with the
expection of S/N.
http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1416

Takeshi

On 8/2/06, Toyin Akin <[hidden email]> wrote:

> Hi,
>
> Shouldn't the Fixing Calendar of the BBA EURLibor class be :
> UnitedKingdom(UnitedKingdom::Exchange) ?
>
> Currently you have it set to TARGET().
>
> Toy out.
>
>
>
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[Toyin Akin]

OK,

I stand corrected.

I just double checked with the 2000 ISDA definitions (Annex) and it too
states TARGET.
I just assumed that if it is fixed in London, London has to be open...

Thanks guys...
Toy out.

>From: Luigi Ballabio <[hidden email]>
>To: Toyin Akin <[hidden email]>
>CC: [hidden email]
>Subject: Re: [Quantlib-users] EURLibor index...
>Date: Wed, 02 Aug 2006 12:40:05 +0200
>
>
>On 08/02/2006 12:23:04 PM, Toyin Akin wrote:
> > Shouldn't the Fixing Calendar of the BBA EURLibor class be :
> > UnitedKingdom(UnitedKingdom::Exchange) ?
>
>No, TARGET is right---see
><http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1414>
>
>Luigi
>
>
>----------------------------------------
>
>Harrison's Postulate:
> For every action, there is an equal and opposite criticism.
>
>-------------------------------------------------------------------------
>Take Surveys. Earn Cash. Influence the Future of IT
>Join SourceForge.net's Techsay panel and you'll get the chance to share
>your
>opinions on IT & business topics through brief surveys -- and earn cash
>http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
>_______________________________________________
>QuantLib-users mailing list
>[hidden email]
>https://lists.sourceforge.net/lists/listinfo/quantlib-users