Skip to content

1.32
Compare
Choose a tag to compare
@lballabio lballabio released this 20 Oct 07:36
· 269 commits to master since this release
v1.32
This tag was signed with the committer’s verified signature.
lballabio Luigi Ballabio
GPG key ID: 72BC20DE3C5C1943
Learn about vigilant mode.
1e6a584
This commit was signed with the committer’s verified signature.
lballabio Luigi Ballabio
GPG key ID: 72BC20DE3C5C1943
Learn about vigilant mode.

Downloads:

Main changes for QuantLib-SWIG 1.32

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/25?closed=1.

  • Avoid using the deprecated distutils module for the Python wrappers; setuptools is now required for building (@lballabio).
  • Exported LastFixingQuote; thanks to Eugene Toder (@eltoder).
  • Added redemptions and paymentLag arguments to amortizing bond constructors; thanks to Gyan Sinha (@gyansinha).
  • Exported utility function to simplify notification graph (@lballabio).
  • Exported a few exotic options (Margrabe, compound, chooser) and related engines (@lballabio).
  • Exported new constructor for OIS (@lballabio).
  • Exported missing parameters for iterative bootstrap (@lballabio).
  • Exported Xoshiro256** RNG (@lballabio).

New Contributors

Full Changelog: v1.31.1...v1.32

Contributors

lballabio, gyansinha, and eltoder
Assets 4
Loading