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Main changes for QuantLib-SWIG 1.37

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/30?closed=1.

  • Removed the deprecated SampledCurve and FixedRateBondForward classes no longer available in the underlying C++ library;

  • Removed the deprecated overload for yoyInflationLeg;

  • Exported a number of new engines for basket and spread options; thanks to Klaus Spanderen (@klausspanderen).

  • Exported Choi engine for Asian options; thanks to Klaus Spanderen (@klausspanderen).

  • Exported new parameters and methods for SwapRateHelper and OISRateHelper; thanks to Eugene Toder (@eltoder) and Sotirios Papathanasopoulos (@sophistis42).

  • Exported MultipleResetsCoupon and MultipleResetsLeg classes (@lballabio).

  • Exported new constructors for FittedBondDiscountCurve (@lballabio).

  • Exported additional arguments for AssetSwap constructor (@lballabio).

  • Exported Wellington and Auckland variants for New Zealand calendar (@lballabio).

  • Exported new constructors for YoY inflation curves (@lballabio).

  • Exported KOFR index (@lballabio).

  • Exported range-accrual coupon (@lballabio).