News.txt

QLNet 1.11.0 
=========================

QLNet 1.11.0 stable version includes 91 pull requests .
The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt.

ENGINES

+ Added raw calculation for WeightedAverageLife given a list of dates and a list of amounts.

FRAMEWORK

+ Added Artistic Style 3.1 tool for formatting code.
+ Uniformed file names to CamelCase standard

TERMSTRUCTURES

+ Implement CompositeZeroYieldStructure

TIME

 + Add Botswana calendar

INSTRUMENTS

+ Added new instrument FloatFloatSwap, with CmsSpreadCoupon and SwapSpreadIndex.
+ Added Kirk Option Engine with test.
+ Fixed bug in Vanna-Volga method for double barrier knock in options.

MATH

+ Add Differential Evolution algorithm
+ Add a XABR Constraint class
+ Add LevenbergMarquardt precondition checks

INDEXES

+ Updated day count convention and spot lag by CAD fixings.

CASHFLOWS

+ Updated BlackVanillaOptionPricer constructor, check volatility type and shift.
+ Added Range Accrual tests and fixed 2 bugs on RangeAccrual and InterpolatedSmileSection