
PORTABILITY

- Version 0.3.14 is the last QuantLib release to support the Borland
  free compiler 5.5 and Microsoft Visual C++ 6.0.  If you use one of
  these compilers and want support to continue, you can volunteer for
  maintaining the necessary patches: contact the QuantLib developers
  for information.

LIBOR MARKET MODEL

- This release includes an experimental implementation of a Libor
  market model developed with Mark Joshi.  The interface and its
  integration with the bulk of the library are still in development.

CURRENCIES

- Added Romanian new lev.

DATES, CALENDARS, AND DAY COUNTERS

- Added all serial 3M IMM futures (thanks to Toyin Akin.)

- Reworked the Schedule class so that it follows market conventions
  more closely.

- Added business/252 day-count convention (thanks to Piter Dias.)

INTEREST RATES

- Added base swap-rate class and a number of actual swap rates.

- Added constant-maturity swap coupons (including convexity adjustment.)

INSTRUMENTS

- Added asset swaps.

- Added face amount to bonds (defaulting to 100.)

MATH

- Added hypersphere and lower-diagonal salvaging algorithms (thanks to
  Yiping Chen.)

PRICING ENGINES

- Added Longstaff-Schwartz Monte-Carlo algorithm for American/Bermudan
  equity options with deterministic interest rates.

TERM STRUCTURE

- Added piecewise-spreaded yield curve (thanks to Roland Lichters.)

