A summary of the changes in versions 4134–4143:
Quantlab
- Fixed parser crashes and JSON handling bugs.
- Improved support for SSL in HTTP server and client.
- Optimized
operator+
for strings andstrcat()
. - Fixed issues with dataset node handling and debugging.
- License enforcement updated.
Dev UI
- Fixed UI glitches related to tabs, dialogs, and source configuration.
- Improved anti-aliasing and general UI aesthetics.
- Session files now save only on exit or explicit user action.
Financial libraries
- Enhancements to Stochastic Models: Added and modified various files related to Greek calculations, finite difference methods (1D & 2D), and stochastic simulations (Heston, SABR, Hull-White, etc.).
- New Features in Instrument Testing Lab: Introduced multiple new files for bond, bond option, callable bond testing, and related market/model state handling.
- Improvements in Grid Valuation Methods: Updates to grid creation, dividend utilities, and class structures.
- Monte Carlo and Risk Factor Enhancements: Modifications to MC simulation and series data handling.
- Bloomberg & Variance Gamma Models: Calibration updates and utility adjustments.
- General Refinements: Various optimizations, bug fixes, and structural updates across mathematical and stochastic modeling components.