Downloads:

Main changes for QuantLib-SWIG 1.30

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/23?closed=1.

Removed deprecated features no longer available in the underlying C++ library:
- the WulinYongDoubleBarrierEngine alias for SuoWangDoubleBarrierEngine;
- the spotIncome and spotValue methods of ForwardRateAgreement;
- constructors for InterpolatedZeroInflationCurve and PiecewiseZeroInflationCurve taking an indexIsInterpolated parameter;
- the indexIsInterpolated method of InflationTermStructure;
- some overloaded constructors of SofrFutureRateHelper.
Renamed SwaptionVolCube1 to SabrSwaptionVolatilityCube and SwaptionVolCube2 to InterpolatedSwaptionVolatilityCube, as in the underlying C++ library; the old names remain available in Python but not in other languages.
Exported new EquityCashFlow, EquityIndex and EquityTotalReturnSwap classes with a few tests; thanks to Marcin Rybacki (@marcin-rybacki).
Exported constructors for vanilla and barrier pricing engines taking discrete dividends; this makes DividendVanillaOption and DividendBarrierOption obsolete (@lballabio).
Exported new calendars for Austria, Botswana and Romania; thanks to Fredrik Gerdin Börjesson (@gbfredrik).
Exported new ASX calendar for Australia (@lballabio).
Exported FixedLocalVolSurface and GridModelLocalVolSurface classes with a test; thanks to Klaus Spanderen (@klausspanderen).
Exported new CPICoupon constructors (@lballabio).
Exported UKHICP index (@lballabio).
Exported a few African currencies (@lballabio).

Full Changelog: QuantLib-SWIG-v1.29...QuantLib-SWIG-v1.30