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Version 1.0.0 pre-release 7

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Downloads: 95
Change Set: 14cbe086a6ba
Released: Sep 11, 2014
Updated: Sep 14, 2014 by dodoni
Dev status: Beta Help Icon

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Application Dodoni 1.0.0 pre-release 7
application, 21322K, uploaded Sep 11, 2014 - 95 downloads

Release Notes

Release notes

  • Dodoni.BasicMathLibrary:
    • improve LAPACK interface structure, add further LAPACK routines (further on demand)
    • improve/bugfixing DenseMatrix, GeneralBandMatrix etc.
    • improve interface structure for correlation matrix factory (Pseudo-Sqrt matrix)
    • improve interface structure for optimizer
    • further bugfixing and unit tests
  • Dodoni.FinanceBasics:
    • add further Implied Black/Bachelier volatility algorithms
  • Dodoni.MathLibrary:
    • add the following optimizer:
      • 1-dimensional: Brent, Golden Search, Simulated Annealing
      • Multi-dimensional: Nelder-Mead, Powell, PRAXIS
    • further bugfixing and unit tests
  • Dodoni.ExternalMathLibrary.NLopt:
    • bugfixing
  • Dodoni.XLBasicComponents:
    • upgrade to ExcelDNA 0.32
More than 8000 unit tests etc.

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