1.44

Downloads:

• QuantLib-SWIG-1.44.tar.gz
• QuantLib-SWIG-1.44.zip

Changes for QuantLib-SWIG 1.44

Removed features

Features removed from the C++ library in this release were also removed from these wrappers; see #885 for a full list.

Breaking changes

The constructor of GlobalLinearSimpleZeroCurve was overloaded and therefore can no longer support keyword arguments.

What's Changed

• Set version to 1.44-dev by @lballabio-bot in #884
• Remove features deprecated in version 1.39 and removed in the C++ library by @lballabio in #885
• Fix uses of boost and/or ext namespace by @lballabio-bot in #886
• Bump actions/setup-dotnet from 5 to 6 by @dependabot[bot] in #888
• Export new parameter for SabrSwaptionVolatilityCube by @kp9991-git in #890
• Export optional rounding precision for OvernightIndexedSwap and MakeOIS by @lballabio in #891
• Export CMA-ES optimizer by @lballabio in #892
• Export new optional parameters for OvernightIborBasisSwapRateHelper by @lballabio in #893
• Expose pricingEngine and valuationDate on Instrument by @eltoder in #895
• Export MultiCurve class and more instantiations of global-bootstrapped curves by @kp9991-git in #889
• Update copyright list in license by @lballabio-bot in #899
• Export new trade date argument for CDS-helper constructors by @lballabio in #900
• Bump actions/stale from 10 to 11 by @dependabot[bot] in #901
• Fix for QuantoForwardEuropeanEngine by @kp9991-git in #902
• Export support for OIS in GSR by @kp9991-git in #897
• Make DiscountingSwapEngine arguments match the C++ signature by @eltoder in #896
• Fix uses of boost and/or ext namespace by @lballabio-bot in #903
• Export MtM cross-currency basis swaps by @kp9991-git in #880
• Fix uses of boost and/or ext namespace by @lballabio-bot in #904
• Enable sessions in free-threading wheels by @lballabio in #907
• Add Malaysia Calendar by @LZ1153 in #905
• Export vol-type accessor in SwaptionVolatilityStructure by @kp9991-git in #906
• Update copyright list in license by @lballabio-bot in #908
• Expose ObservableSettings by @kp9991-git in #909
• Bump pypa/cibuildwheel from 4.1 to 4.2 by @dependabot[bot] in #910
• Export new arguments for const-notional XCCY helpers and swaps by @kp9991-git in #911
• Export new arguments for basis-swap rate helpers by @kp9991-git in #898
• Export OvernightOvernightBasisSwapRateHelper class by @kp9991-git in #912
• Enable keyword arguments for a few rate helper classes by @lballabio in #914
• Exposing initial guess for global bootstrap and InterpolatedSimpleZeroCurve by @kp9991-git in #915
• Fix missing or incorrect SWIG exports by @kp9991-git in #918
• Export rough Heston model and engine by @lballabio in #919
• Export recently added parameters for OptionletStripper1 and OvernightIborBasisSwapRateHelper by @lballabio in #920
• Export interpolated-curve constructors allowing jumps by @kp9991-git in #921
• Update a few tests after changes in underlying C++ library by @lballabio in #923
• Export stub IBOR coupons by @kp9991-git in #913
• Export a few missing swaption inspectors by @kp9991-git in #924
• Compile the C++ wrappers as UTF-8 instead of suppressing warning C4819 by @ralfkonrad in #925
• Export new Philippines calendar by @lballabio in #927
• Export new OvernightIndexedFundingRateHelper by @kp9991-git in #916
• Update basisPointValue test results after convexity fix in C++ library by @kp9991-git in #932
• Expose fixed-rate day counter in OISRateHelper by @eltoder in #929
• Export VarianceSwap and its pricing engines by @mahimn01 in #928
• Update copyright list in license by @lballabio-bot in #933
• Move as_swaption_helper declaration after SwaptionHelper by @kp9991-git in #931
• Export the underlying instrument from a few rate helpers by @lballabio in #934
• Export tanh-sinh Fourier integration by @lballabio in #935
• Set version to 1.44-rc by @lballabio-bot in #936
• Set version to 1.44 final by @lballabio-bot in #937

New Contributors

• @LZ1153 made their first contribution in #905
• @mahimn01 made their first contribution in #928

Full Changelog: v1.43...v1.44