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@lballabio lballabio released this 18 Jul 12:47
· 287 commits to master since this release
v1.31
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lballabio Luigi Ballabio
GPG key ID: 72BC20DE3C5C1943
Learn about vigilant mode.
2d61962
This commit was signed with the committer’s verified signature.
lballabio Luigi Ballabio
GPG key ID: 72BC20DE3C5C1943
Learn about vigilant mode.

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Main changes for QuantLib-SWIG 1.31

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/24?closed=1.

  • Removed deprecated features no longer available in the underlying C++ library:
    • The CPICoupon constructor taking a number of fixing days and its adjustedFixing method.
    • The withFixingDays methods of CPILeg.
    • The ZeroInflationCashFlow constructor taking a calendar and business-day convention.
    • The LexicographicalView class.
  • Exported new U.S. SOFR calendar (@lballabio).
  • Exported new constructors and indexRatio method for CPICoupon (@lballabio).
  • Exported new constructors and underlyingIndex method for YoYInflationIndex (@lballabio).
  • Exported new constructors for ForwardRateAgreement (@lballabio).
  • Rework Python tests to follow standard conventions; thanks to Eugene Toder (@eltoder).
  • Updated constructor of DatedOISRateHelper to take new parameters; thanks to Eugene Toder (@eltoder).
  • Exported missing currencies and crypto; thanks to Fredrik Gerdin Börjesson (@gbfredrik).
  • Exported LogMixedLinearCubic interpolator and corresponding discount curves; thanks to Eugene Toder (@eltoder).
  • Exported ArithmeticAverageOIS and the corresponding rate helper; thanks to Eugene Toder (@eltoder).
  • Exported a few missing inspectors for Swap; thanks to Eugene Toder (@eltoder).
  • Exported CORRA, SWESTR and DESTR indexes; thanks to Fredrik Gerdin Börjesson (@gbfredrik).
  • Exported new constructor and Python tests for JointCalendar; thanks to Fredrik Gerdin Börjesson (@gbfredrik).
  • Exported new LazyObject interface (@lballabio).
  • Added Python examples for callable bonds and caps; thanks to Nijaz Kovacevic (@NijazK).
  • Added convenience methods of and toLocalDate to Java wrappers that convert QuantLib dates from and to java.time.LocalDate; and example is provided. Thanks to Ralf Konrad (@ralfkonrad).

New Contributors

Full Changelog: QuantLib-SWIG-v1.30...v1.31

Contributors

lballabio, eltoder, and 3 other contributors
Assets 4
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