QLNet Version 1.13.1

QLNet 1.13.1

QLNet 1.13.1
Mayor changes https://github.com/amaggiulli/QLNet/milestone/5?closed=1.
A detailed list of changes is available in ChangeLog.txt.

FRAMEWORK

• Updated to .NET 8.0

INSTRUMENTS

• Fixed DividendVanillaOption Engine bug, thx to Lorenzo Di Puccio for reporting it.
• Updated callable bonds.
• Added Bond Equivalent Yield calculation.
• Added Futures Type - Custom, thx @ninetiger and Xiao Gong

INDEXES

• Added CAD-CORRA overnight index, thx Konstantin Novitsky

CALENDARS

• Added 2023-12-15 as South African public holiday, thx Francois Botha
• Added early close logic for US bond market.
• Updated several caledars up to 2024
• Fixed Aboriginal people day in Chile calendar, thx @bet0x10

MISC

• Added Compounded Then Simple calculation.

TIME

• Fixd Schedule.previousDate and Schedule.nextDate, thx Francois Botha