QuantLib 1.44 has been officially released, available for download as both QuantLib-1.44.tar.gz and QuantLib-1.44.zip. This version removes features deprecated in version 1.39, adds several new features, and deprecates a batch of features that will be removed in a future version (expected to be 1.49). This version can still be tested with Visual C++ 2017, but subsequent versions may no longer support this compiler.
Read originalMoontower has released the Verticals workflow, which allows directional traders to scan across underlying assets for the most cost-effective vertical spreads at a given displacement. Users can select the expiration date and displacements of ±0.5, ±1, or ±1.5 standard deviations. The system calculates the target strike price based on the underlying asset's own volatility surface and returns the tightest vertical spread constructed from adjacent strikes, which will be fully in-the-money if the stock price reaches the target at expiration.
Read originalQuantLib 1.43 is officially released, with two download packages available: QuantLib-1.43.tar.gz and QuantLib-1.43.zip.
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