1.34
Downloads:
Main changes for QuantLib-SWIG 1.34
More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/27?closed=1.
- Upgrade to SWIG 4.2.x. This allows to use Python's limited API and thus reduce the number of official wheels to cover the same Python versions.
- Allow swaptions to use OIS as underlying (@lballabio).
- Pass explicit base date to inflation curves instead of observation lag (@lballabio).
- Exported
SavedSettings
as a context manager in Python; thanks to Eugene Toder (@eltoder). - Exported parabolic (Hermite) cubic spline interpolation schemes; thanks to Marcin Rybacki (@marcin-rybacki).
- Exported additional interpolation schemes for
InterpolatedPiecewiseZeroSpreadedTermStructure
; thanks to Marcin Rybacki (@marcin-rybacki). - Exported Tona index; thanks to Jonghee Lee (@nistick21).
- Removed inflation index constructors with
interpolated
parameters as well as theinterpolated
method inInflationIndex
. They're no longer available in C++ (@lballabio). - Export a few new methods for MakeOIS and MakeVanillaSwap; thanks to Eugene Toder (@eltoder).
- Exported
cdsMaturity
function (@lballabio). - Enable different definition of macro
QL_JAVA_INTERFACES
; thanks to Ralf Konrad (@ralfkonrad). - Define a few additional operators in C++ instead of Python; thanks to Eugene Toder (@eltoder).
- Removed uncallable internal
EndCriteria::operator()
method (@lballabio).
Full Changelog: v1.33...v1.34