QLNet Version 1.13.2

QLNet 1.13.2

QLNet 1.13.2
Mayor changes https://github.com/amaggiulli/QLNet/milestone/6?closed=1.
A detailed list of changes is available in ChangeLog.txt.

FRAMEWORK

• Update to .NET 9 (#293)
• Update to .NET 10.0 (#314)
• Convert Doxygen comments to standard C# XML documentation (#316)
• Add opt-in per-thread suppression scope for WeakEventSource to avoid notification overhead for short-lived observable graphs (#325)

INSTRUMENTS

• Callable Bonds - Add a method to return putable/callable yields for each callability schedule date (#305)
• Callable Bonds - Add a method to return yields on a given date (#307)
• Support callable amortizing fixed-rate bonds (sinkable / sinking fund) (#321)
• TreeCallableFixedRateBondEngine keeps a stale spread at zero and rebuilds the lattice on every calculation (#329)
• Refactor BondFunctions BPV and YVBP (#292)

CASH FLOWS

• Add support for payment lag in cash flow calculations (#320), thx Konstantin Novitsky

PRICING ENGINES

• Update and refactor Asian engines (#286)
• Reduce allocations and redundant work in tree lattice pricing (#331), thx Sean O'Connor

MATH

• Solver1d hardening to improve resolution with case driving to NaN values (#301), thx Xavier Solau
• Added a check for ConvexMonotone interpolation (#298), thx Konstantin Novitsky
• MixedInterpolationImpl fixes (#295), thx Konstantin Novitsky

CALENDARS

• Add SOFR to US calendars (#317)
• Add Good Friday 2026 as early close (#319)
• Fixed bug in Chile calendar and added tests for 2025 (#297), thx @albertoitg
• Add support for Colombian holidays (#327), thx Konstantin Novitsky

TIME

• Wrong schedule generation (#296)
• Fix 30/360 US, 30/365 and Act/365 Canadian day counters diverging from QuantLib (#324), thx Bing Gao

MISC

• Fix SonarQube bugs (#291)
• Fix SonarCube on AppVeyor (#303)