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ChangeLog
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ChangeLog
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2022-10-10 Anthony Bradford <[email protected]>
* Updated to GNU automake 1.16.5, GNU autoconf 2.71
* Added export to file functionality
* configure.ac added AM_MAINTAINER_MODE so git clone
doesn't re-run configure with make.
* Fixed compiler warnings with g++ 11.2.0
* Fixed compiler errors with QuantLib-1.27
* Fixed compiler errors with GTK+ 2
* Updated to Texinfo 6.8
2016-02-06 Anthony Bradford <[email protected]>
* configure.ac detects QuantLib. Added 28 QuantLib
option models.
* Added Mac OS X file icons/mac/optionmatrix.icns
* gtk_menu.cpp changes to support Mac OS X and
Cygwin.
* args.cpp new command line option --datadir or -x
* gtk_combobox.cpp now qsorting model names.
2014-05-15 Anthony Bradford <[email protected]>
* Prefs->Settings has new checkbox named
Filter negative prices
* Removed LIBGTK_3 deprecations.
* Added 64 and 128 pixel icons for optionmatrix and
optionmatrix_console.
* Reorganize source into src/common src/curses src/gtk src/models
directories.
2012-11-18 Anthony Bradford <[email protected]>
* Autotools packaging changes to enable DESTDIR support.
* Added optionmatrix.desktop, optionmatrix_console.desktop
files.
* Added pixmaps and hicolor icons
* Renamed gtkoptionmatrix to optionmatrix
* Renamed optionmatrix to optionmatrix_console
* gtk_main.cpp increased spin button GTK_ADJUSTMENT upper bound
size of dividend to 99999
2012-06-22 Anthony Bradford <[email protected]>
* Migrated to GTK+ 3.0 (backwardly compatible w/Gtk 2.0)
* Autotools will automatically detect select Gtk 3.0, Gtk 2.0,
curses, ncurses, pdcurses
* Many config file changes with autotools packaging
* Model timing and checks as command line options
* Texinfo (pdf, html targets) and man / info documentation
* Removed compiler warnings for gcc 4.6.1
* Minor fixes
2012-02-20 Anthony Bradford <[email protected]>
* Fixed strcpy issue impacting categorized combobox entries
on higher versions of gcc.
* Added file "missing" to distribution.
2012-02-07 Anthony Bradford <[email protected]>
* Categorized Model ComboBox Dropdown, 136+ models
* Term Structure Models:
TermFlat, TermCir, TermVasicek, TermNelsonSiegel
TermSvensson, TermCubicSpline, TermInterpolated
* Bond Models:
Bond (Flat), Bond w/Terms, Bond Principal
* Option Models:
Bachelier, Sprenkle, Boness, Samuelson
* Calculations:
Forward Rates, Spot, Discount Factor, PV, IRR, UIRR,
YTM, Convexity, Duration, Duration Modified, Duration Macaulay
and more.
* Adjustable sleep between recalculations
* Minor fixes.
2011-09-04 Anthony Bradford <[email protected]>
* Support for Spreads, controls for both legs
* Menu File -> Text Export - Export screens to flat file
* Menu File -> Source View - View model source code
* New models: bisection, NewtonRaphson, BSbisection, ComplexChooser,
VasicekBondPrice, BondZeroVasicek, VasicekBondOption,
TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier,
EuropeanExchangeOption, MiltersenSchwartz, Heston,
AmPutApproxGeskeJohn, PartialTimeTwoAssetBarrier, TwoAssetBarrier,
TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption
Convertible Bond, CRRBinominal, 3D-Binominal, Trinominal Tree,
Finite Diff Explicit and more.
2011-04-20 Anthony Bradford <[email protected]>
* ExtendibleWriter, OptionsOnOptions, PartialFixedLB, LookBarrier,
PartialTimeBarrier, TurnbullWakemanAsian, PartialFloatLB all
could cash when first time variable was less than the secondary
* Fixed iterating strike scaling issue for very small strikes
* Now autodetects and links to gsl library, configure.ac, Makefile.in
re-done.
* Custom strike display format for the date engine.
2011-02-15 Anthony Bradford <[email protected]>
* Fixed GUI alignment of some spin buttons
* bug in curses version, time(&properties.starttime2) timer
not being called for t2 models
* grab-focus out of spin button time / days after user input
for better user work flow
* General clean up, removed TABs from the source code.