Skip to content

News.md

Latest commit

 

History

History
40 lines (26 loc) · 1.31 KB

News.md

File metadata and controls

40 lines (26 loc) · 1.31 KB

Main changes for QuantLib-SWIG 1.20

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/13?closed=1.

  • We're sunsetting support for Python 2.7, which reached end of life in January 2020. For the next release, we'll still check that the wrappers work with 2.7. After the next release, we'll make no further effort to keep it working.

  • SWIG wrappers now work also if the C++ library was compiled using std::shared_ptr instead of boost::shared_ptr (thanks to Joseph Wang).

  • The BaroneAdesiWhaleyApproximationEngine and BjerksundStenslandApproximationEngine classes used to be renamed to BaroneAdesiWhaleyEngine and BjerksundStenslandEngine, respectively. This is no longer the case.

  • Exported mixing factor to Heston SLV process and engines (thanks to Jack Gillett).

  • Exported a number of inflation-related classes (thanks to Matthias Lungwitz).

  • Exported Crank-Nicolson finite-differences scheme (thanks to Klaus Spanderen).

  • Exported SwaptionVolatilityCube class (thanks to Marcin Rybacki).

  • Exported Cox-Ingersoll-Ross short-rate model.

  • Exported callable zero-coupon bond.

  • Exported SABR interpolation.

  • Made the Date class comparable and convertible to string in C#.