v1.2.0

This release completes the discount curve and forward calibration work
introduced in v1.1.0. The experimental curve calibration API has been
simplified and part of it removed: see the Breaking changes section
below.

Breaking changes

• VolSurface.calibrate_curves accepts only yield curve model types for the
  quote and asset legs, no longer curve instances. The asset curve is always
  fitted from the parity forwards, falling back to an interpolated monotonic
  cubic curve when the requested model cannot be calibrated
  (#92).
• Removed the per-expiry OLS discount fitting API: the DiscountPair model
  and the PutCallParities.fit_discounts and implied_forward methods.
  Use calibrate_forward and quote_discount instead
  (#92).
• Removed VolSurface.collect_put_call_parities and
  implied_forward_term_structure. The surface reference date is now an
  explicit ref_date field (defaulting to the current UTC time) rather than
  a property derived from the curves
  (#92).

New features

• The default quote and asset curves of the volatility surface are now
  interpolated monotonic cubic curves calibrated from put-call parity; the
  Deribit and Yahoo Finance loaders have been updated accordingly
  (#92).

Documentation and assets

• Updated the curve calibration and volatility surface tutorials for the new
  calibration API (#92).

Full changelog