Changelog

All notable changes to the QuantLib-Risks module will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Note that we follow QuantLib's releases in this repository, with matching version numbers.

unreleased

Fixed typos in samples
Updated CI scripts
Fixed missing includes in some samples
Renamed quantlib-xad -> QuantLib-Risks

1.33 - 2024-03-19

Release compatible with QuantLib v1.33.

Boost 1.84 compatibility fixes
Fixed linking issues for external applications after installing
Adds presets for use as CMakeUserPresets.json with QuantLib

1.31 - 2023-07-23

Release compatible with QuantLib v1.31.

A new CMake option QLXAD_DISABLE_AAD to allow running the Examples without AAD
A new set of Examples, partially enabled for benchmarking against double
Additional tests in the adjoint test suite

1.28 - 2022-11-17

Initial open-source release, compatible with QuantLib v1.28.