News.txt

QLNet 1.11.4
=========================

QLNet 1.11.4
A detailed list of changes is available in ChangeLog.txt.

WARNING : This is the last version supporting old Visual Studio projects, with
the upcoming version 1.12 the QLNetOld.sln will be removed and a general cleanup
will be done. 

MATH 

+ Added Cumulative Gamma distribution

INSTRUMENTS

+ Fixed Weighted Average Life calculation for past dates

TERMSTRUCTURES

+ Added Quanto Term Structure

METHODS

+ Added Cranck-Nicholson, Method of Lines & TrBDF2 schemes 

ENGINES

+ Fixed Broadie-Kaya exact scheme [Heston process]
+ Added Monte Carlo Barrier Engine
+ Fixed AdaptiveRungeKutta
+ Added Cumulative & Inverse Cumulative Chi² Distrib

FRAMEWORK

+ Added more QLNet Exceptions
+ Bug fixing and refactoring.