Revision history for Quant-Framework
0.01 1 Feb 2016
Initial version, contains corporate actions.
0.02 4 Feb 2016
Fixing some unit-tests
0.11 12 May 2016
Adding CorrelationMatrix and ExpiryConventions modules
0.12 13 May 2016
Load yml file in BEGIN block
0.16 18 May 2016
Adding Builder and UnderlyingConfig
0.17 27 May 2016
Included dividend recorded_date
0.18 30 May 2016
Moving Volatility Surface modules
0.22 22 Jun 2016
Organize unit test files
0.23 23 Jun 2016
Enable perlcritic and perltidy checks
0.24 23 Jun 2016
Cleanup Builder module
0.26 26 Jun 2016
Removing locale parameter from TradingCalendar and UnderlyingConfig
0.27 30 Jun 2016
Remove unsed cache
0.30 25 Jul 2016
Adding Spot and related modules
0.31 2 Aug 2016
New algorithm for volatility calculation
0.32 5 Aug 2016
Remove set smile functionality
0.33 12 Aug 2016
Fixes minimum volatility spread bug.
0.34 17 Aug 2016
Handles negative variance in get_volatility differently.
0.35 29 Aug 2016
Dividend refactoring. (Remove Asset.pm and Rename Dividend.pm as Asset.pm).
0.36 6 Sept 2016
Changed closing_tick_on function to accept only a date and sets validation error if get_volatility function is called with zero duration.