Releases: cetusfinance/qwack
Releases · cetusfinance/qwack
1.0.1509
FxSegaRega extension method
1.0.1507
Fx Sega/Rega
1.0.1505
Adds nearest-n interpolation to var stress BenchmarkCurveRisk improvement
1.0.1503
Expanding bond instrument definition
1.0.1501
Adds fx instruments to InstrumentFactory
1.0.1499
Adds expanded stress results to MC VaR engine
1.0.1497
Version bump
1.0.1495
Better var results
1.0.1493
.net 6.0 package support
1.0.1491
Fix for ED curve stripper