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@lballabio lballabio released this 23 Jul 07:03
· 92 commits to master since this release
v1.35
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lballabio Luigi Ballabio
GPG key ID: 72BC20DE3C5C1943
Learn about vigilant mode.
6b72204
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 1.35

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/28?closed=1.

  • Removed deprecated classes DividendVanillaOption and DividendBarrierOption.
  • Removed deprecated constructor of AnalyticDividendEuropeanEngine taking only a process and no dividends.
  • Exported missing CashAnnuityModel parameter for Black and Bachelier swaption engines (@lballabio).
  • Exported Ziggurat Gaussian RNG; thanks to Ralf Konrad Eckel (@ralfkonrad).
  • Exported a few missing CashFlows methods (@lballabio); thanks to GitHub user @heiieh for the heads-up.
  • Exported new IborCoupon::hasFixed method (@lballabio).
  • Exported new FittedBondDiscountCurve::resetGuess method (@lballabio).
  • EuriborSW renamed to Euribor1W, old name still available for a while (@lballabio).
  • Exported lookback days, lockout days and observation shift for overnight-indexed coupons, swaps and helpers (@lballabio).
  • Exported SimpleQuote::reset method; thanks to Eugene Toder (@eltoder).

Full Changelog: v1.34...v1.35

Contributors

lballabio, eltoder, and 2 other contributors
Assets 4
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