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Changes for QuantLib-SWIG 1.43
Removed features
Features removed from the C++ library in this release were also removed from these wrappers; see #849 for a full list.
What's Changed
- Set version to 1.43-dev by @lballabio-bot in #848
- Remove features deprecated in version 1.38 and no longer in the C++ library by @lballabio in #849
- Add generic
LogCubicSpreadDiscountCurveby @eltoder in #851 - Add calendars, currencies and NOK index by @ArsenP0doba in #853
- Export ZARONIA index by @lballabio in #857
- Export optional term-structure argument for G2 processes by @lballabio in #858
- Export Pearson engine for spread options by @lballabio in #859
- Export new
smileSectionmethods for Black volatility term structures by @lballabio in #860 - Export cross-currency swaps by @lballabio in #862
- Export
SmileSectionRNDCalculatorby @lballabio in #863 - Expose optional
flatStrikeExtrapolationargument inInterpolatedSmileSectionby @eltoder in #864 - Bump pypa/cibuildwheel from 3.4 to 4.0 by @dependabot[bot] in #865
- Expose
ECBstruct by @arihantlodha-cmd in #866 - Update copyright list in license by @lballabio-bot in #868
- Export optional different frequency for second leg in xccy basis-swap helpers by @lballabio in #867
- Build official wheels for Python 3.9 upwards by @lballabio in #869
- Export BMA index and swap-rate helper by @jewonj0620 in #870
- Export new market for Israel calendar by @lballabio in #871
- Bump pypa/cibuildwheel from 4.0 to 4.1 by @dependabot[bot] in #872
- Export
GaussianCopulaSpreadEngineby @lballabio in #873 - Export Shir index by @lballabio in #876
- Export new optional rounding parameter for overnight-indexed coupons by @lballabio in #877
- Expose
Calendar.addedHolidays()/removedHolidays()by @arihantlodha-cmd in #875 - Bump actions/checkout from 6 to 7 by @dependabot[bot] in #878
- Export LBFGSB optimizer by @lballabio in #879
- Fix declaration order for
AssetSwapby @kp9991-git in #881 - Set version to 1.43-rc by @lballabio-bot in #882
- Set version to 1.43 final by @lballabio-bot in #883
New Contributors
- @ArsenP0doba made their first contribution in #853
- @arihantlodha-cmd made their first contribution in #866
- @jewonj0620 made their first contribution in #870
Full Changelog: v1.42.1...v1.43
Contributors
lballabio, eltoder, and 6 other contributors