MxDevTool

Financial Analytics Developting Tools

This is a Extension of QuantLib Library

Version : 0.8.20

Release Date : 2020-05-06

For Windows 7 later Only

VisualStudio 2013 C++ Redistributable is required

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By downloading, you agree to the Terms and Conditions

This software is free for non-commercial



Features

  • Fast Calculation

  • Integrated Develping ( Excel, Python, C++, C# )

  • Easy To Use

Updates

0.8.20 ( 2020-05-06 )

  • python binding is distributed
  • gtwomodel is added

0.8.19 ( 2020-03-05 )

  • KRW CCP Bootstrap function is added

0.8.16 ~ 0.8.18 ( bump up )

0.8.15 ( 2020-01-20 )

  • Scenario Output is changed to python numpy file(npz) because of large mememoy using
  • bootstrap function is temporarily delete

0.8.14 ( bump up )

0.8.13 ( 2019-05-25 )

  • Bug Fixing : Improved Stability

0.8.12 ( 2019-01-27 )

  • Bug Fixing : x64 support

0.8.11 ( 2018-12-16 )

  • New : Principal Component Analysis

0.8.10 ( 2018-12-09 )

  • New : Linear Algebra Functions

0.8.9 ( 2018-12-01 )

  • New : SmithWilson Extrapolation
  • New : Interpolation

0.8.8 ( 2018-11-17 )

  • New : Xenarix Result Load Function
  • Improvement : Sobol Sequence (Primitive Polynomial)

0.8.7 ( 2018-11-12 )

  • New : Hull White 1 Factor Calibration
  • New : (Swap, Bond) Curve Bootstrapping

0.8.6 ( Skip )

0.8.5 ( 2018-10-14 )

  • New : Hull White 1 Factor Model

0.8.4 ( 2018-10-13 )

  • New : Geometric Brownian Motion Model
  • Bug Fixing : Random skip not working

0.8.3 ( 2018-10-09 )

  • New : Sobol-Random Number Generating Tool

0.8.2 ( 2018-09-16 )

  • New : Pseudo-Random Number Generating Tool

0.8.1 ( 2018-08-26 )

  • Initial Release
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