===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/26?closed=1>.
- Exported Burley 2020 Sobol generator (@lballabio).
- Allowed different calendars and frequencies for different legs in
`OISRateHelper`; thanks to Eugene Toder (@eltoder).
- Exported convex-monotone forward-rate curve (@lballabio).
- Exported support for angled contour shift integrals in Heston model;
thanks to Klaus Spanderen (@klausspanderen).
- Allowed negative payment lag in swap legs; thanks to Fredrik Gerdin
Börjesson (@gbfredrik).
- Exported `reset` method in calendars; thanks to Fredrik Gerdin
Börjesson (@gbfredrik).
- Added Python tests for `BondFunctions`; thanks to Francois Botha
(@igitur).
Assets
2
-
2024-01-20T09:54:09Z
-
2024-01-20T09:54:09Z
-