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News.txt
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News.txt
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QLNet 1.13.1
=========================
QLNet 1.13.1
Mayor changes <https://github.com/amaggiulli/QLNet/milestone/5?closed=1>.
A detailed list of changes is available in ChangeLog.txt.
FRAMEWORK
+ Updated to .NET 8.0
INSTRUMENTS
+ Fixed DividendVanillaOption Engine bug, thx to Lorenzo Di Puccio for reporting it.
+ Updated callable bonds.
+ Added Bond Equivalent Yield calculation.
+ Added Futures Type - Custom, thx @ninetiger and Xiao Gong
INDEXES
+ Added CAD-CORRA overnight index, thx Konstantin Novitsky
CALENDARS
+ Added 2023-12-15 as South African public holiday, thx Francois Botha
+ Added early close logic for US bond market.
+ Updated several caledars up to 2024
+ Fixed Aboriginal people day in Chile calendar, thx @bet0x10
MISC
+ Added Compounded Then Simple calculation.
TIME
+ Fixd Schedule.previousDate and Schedule.nextDate, thx Francois Botha