* Async and blocking modes for calculation. * Log-linear interpolation of discount factors. * Forward curve interpolation. * Upgrade Excel-DNA to version 1.7.0.
--- NuGet Package Releases
0.2.0
* Change to allowable values Terminal_inventory argument of cmdty.CreateStorage function and addition of associated Terminal_val_param argument.
0.1.0
* First cut of asynchronous object handle based LSMC valuation. * Object handle based intrinsic valuation.