diff --git a/ChangeLog.txt b/ChangeLog.txt index 00e3f7ccb..f5defeece 100644 --- a/ChangeLog.txt +++ b/ChangeLog.txt @@ -1,253 +1,449 @@ -commit 33434be0a3a30925fc7755e74c14964edb7054cb +commit 3034d35c20c8c123d5bb03986fdca691c7136124 Author: Luigi Ballabio -Date: Thu, 19 Oct 2023 11:41:57 +0200 +Date: Thu, 3 Oct 2024 23:17:19 +0200 - Set version to 1.35 final + Fix list of files in distribution - Python/setup.py | 2 +- - configure.ac | 2 +- - 2 files changed, 2 insertions(+), 2 deletions(-) + Python/Makefile.am | 2 +- + 1 file changed, 1 insertion(+), 1 deletion(-) -commit 30bb0e7127c01a78819167b4f574702aca60983b +commit a2bcd40c356f29cf1a0b65abdaa34edc7c9ac522 +Merge: b3514106 8c5d9352 Author: Luigi Ballabio -Date: Fri, 19 Jul 2024 09:12:35 +0200 +Date: Thu, 3 Oct 2024 21:22:40 +0200 + + Allow passing interpokation parameter to YoY inflation coupons (#676) - Add kwargs to constructor +commit b351410621ec87205513b25f82cc4f229e8fd2b6 +Merge: feeb392d fa2c321b +Author: Luigi Ballabio +Date: Thu, 3 Oct 2024 18:49:39 +0200 - SWIG/cashflows.i | 3 +++ - 1 file changed, 3 insertions(+) + Allow passing optimizer and end criteria to `GlobalBootstrap` (#675) -commit f2d5efc60709614f16c9b3dbad28dc20e7074255 +commit 8c5d9352858198fb3fb2eb6b0cd8dab5dd53bab8 Author: Luigi Ballabio -Date: Thu, 18 Jul 2024 19:04:09 +0200 +Date: Thu, 3 Oct 2024 18:47:32 +0200 - Restore keyword args for swaption implied vol + Allow passing interpokation parameter to YoY inflation coupons - SWIG/swaption.i | 4 +++- - 1 file changed, 3 insertions(+), 1 deletion(-) + SWIG/inflation.i | 156 ++++++++++++++++++++++++++++++++++++++++++++++++++----- + 1 file changed, 142 insertions(+), 14 deletions(-) -commit 44b496ea5572052b7e1c68ef6582113c36092afe -Merge: a1fbc800 e2de5929 +commit feeb392d65c7c60216397cd1588afef3b6a37abc +Merge: bcaffb1a 9fce7a21 Author: Luigi Ballabio -Date: Wed, 17 Jul 2024 16:26:44 +0200 +Date: Thu, 3 Oct 2024 18:12:10 +0200 - Allow use of forward price for swaptions implied volatility (#659) + Add several small new C++ methods and classes (#674) -commit e2de59294011248018f1ad957b8b91f9dd37093b +commit fa2c321bcb7fb75ff6b0015d703cb867ce0b87d8 Author: Luigi Ballabio -Date: Wed, 17 Jul 2024 15:07:04 +0200 +Date: Thu, 3 Oct 2024 17:35:41 +0200 - Allow use of forward price for swaptions implied volatility + Allow passing optimizer and end criteria to GlobalBootstrap - SWIG/swaption.i | 9 ++++++++- - 1 file changed, 8 insertions(+), 1 deletion(-) + SWIG/optimizers.i | 3 +++ + SWIG/piecewiseyieldcurve.i | 32 ++++++++++++++++++++++---------- + 2 files changed, 25 insertions(+), 10 deletions(-) -commit a1fbc8008c2ede6987d0fbe015a469d1993527b1 +commit 9fce7a21300a96c6419714076dcffcd8eb44f3b2 Author: Luigi Ballabio -Date: Mon, 15 Jul 2024 17:54:35 +0200 +Date: Thu, 3 Oct 2024 17:20:34 +0200 - Remove unneeded syntax + Add several small new C++ methods and classes - SWIG/inflation.i | 10 ++++------ - 1 file changed, 4 insertions(+), 6 deletions(-) + SWIG/blackformula.i | 8 ++++++++ + SWIG/calendars.i | 2 ++ + SWIG/cashflows.i | 20 ++++++++++++++++++++ + SWIG/date.i | 2 ++ + SWIG/fittedbondcurve.i | 48 +++++++++++++++++++++++++++++++++++++++++++----- + SWIG/inflation.i | 3 +++ + SWIG/ratehelpers.i | 6 ++++-- + 7 files changed, 82 insertions(+), 7 deletions(-) -commit 0de61f7dfb48d66c025706882f97adcb86adf05e -Merge: e12bb560 ae974df9 +commit bcaffb1a8b8e03a7462d5bd37723013581667a9e +Merge: 5fbe3df7 e00204a5 Author: Luigi Ballabio -Date: Thu, 11 Jul 2024 09:13:17 +0200 +Date: Wed, 18 Sep 2024 09:15:33 +0200 - Use setup.cfg to specify limited API (#658) + Allow passing volatility type to SABR interpolation (#672) -commit ae974df9ab959f919204b5e1bc34e8228b9e9efe +commit e00204a5eccfe80f59a6f345bc18d67354fc2259 Author: Luigi Ballabio -Date: Wed, 10 Jul 2024 21:54:23 +0200 +Date: Tue, 17 Sep 2024 23:11:26 +0200 + + Pass volatility type to SABR interpolation + + SWIG/interpolation.i | 82 --------------------------- + SWIG/volatilities.i | 152 ++++++++++++++++++++++++++++++++++++++++----------- + 2 files changed, 119 insertions(+), 115 deletions(-) + +commit 5fbe3df780dba40be618898501186f151e5a5f75 +Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> +Date: Mon, 9 Sep 2024 18:07:09 +0000 + + Bump peter-evans/create-pull-request from 6 to 7 + + Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 6 to 7. + - [Release notes](https://github.com/peter-evans/create-pull-request/releases) + - [Commits](https://github.com/peter-evans/create-pull-request/compare/v6...v7) + + --- + updated-dependencies: + - dependency-name: peter-evans/create-pull-request + dependency-type: direct:production + update-type: version-update:semver-major + ... + + Signed-off-by: dependabot[bot] + + .github/workflows/copyrights.yml | 2 +- + .github/workflows/misspell.yml | 2 +- + .github/workflows/namespaces.yml | 2 +- + 3 files changed, 3 insertions(+), 3 deletions(-) - Use setup.cfg to specify limited API +commit 3730e91a4075ca71479d959f9156718b3f4b6c2c +Merge: 1e1f08de c1766fb2 +Author: Luigi Ballabio +Date: Sat, 24 Aug 2024 12:08:09 +0200 - Python/Makefile.am | 2 +- - Python/setup.cfg | 2 ++ - Python/setup.py | 12 ------------ - Python/setup.py.in | 12 ------------ - 4 files changed, 3 insertions(+), 25 deletions(-) + Porting #2063 PR QuantLib C++ - Warsaw Stock Exchange Calendar (Poland) (#669) + +commit c1766fb242d94166992b29ff04b49fb60f257674 +Author: marcinfair +Date: Tue, 20 Aug 2024 20:07:48 +0200 + + Porting #2063 PR QuantLib C++ - Warsaw Stock Exchange Calendar (Poland) -commit e12bb56018ee89a10b6ffed54392d267de88b4ac + SWIG/calendars.i | 7 ++++++- + 1 file changed, 6 insertions(+), 1 deletion(-) + +commit 1e1f08de1a5dad7dcc4151d54f8437370c9353cd +Merge: f3263b36 afb571ab Author: Luigi Ballabio -Date: Wed, 4 Oct 2023 14:18:47 +0200 +Date: Mon, 5 Aug 2024 11:29:53 +0200 - Set version to 1.35 rc + Add new features to indices (#668) - Python/setup.py | 2 +- - configure.ac | 2 +- - 2 files changed, 2 insertions(+), 2 deletions(-) +commit afb571ab305359c33d072d78c52720ea4e57cb8a +Author: ralfkonrad +Date: Mon, 5 Aug 2024 10:48:39 +0200 + + Add new features to indices + + SWIG/indexes.i | 9 ++++++++- + 1 file changed, 8 insertions(+), 1 deletion(-) -commit 0bc95c002a241fa31d8d6a3c2747f898190ee3ff +commit f3263b36e6d21943d53d0736ef9a9bfd89b61e41 +Merge: 929052ba b9c6cc83 Author: Luigi Ballabio -Date: Tue, 9 Jul 2024 15:41:05 +0200 +Date: Fri, 2 Aug 2024 12:53:40 +0200 + + Use modern tooling to build and test Python wheels (#667) - Update news and changelog +commit b9c6cc83a82eeae46507c755fcd405f495e017be +Author: Luigi Ballabio +Date: Fri, 2 Aug 2024 11:02:24 +0200 - ChangeLog.txt | 946 ++++++---------------------------------------------------- - News.md | 52 ++-- - 2 files changed, 108 insertions(+), 890 deletions(-) + Separate .gitignore per language, clean up -commit f02abac21a78a983be6fe79bd33b0cb67af55fd3 -Merge: 2faa526e f001b28c + .gitignore | 50 +++----------------------------------------------- + CSharp/.gitignore | 9 +++++++++ + Java/.gitignore | 6 ++++++ + Python/.gitignore | 10 ++++++++++ + R/.gitignore | 6 ++++++ + 5 files changed, 34 insertions(+), 47 deletions(-) + +commit 9cdbd6833c9ed1f486aed8b91ee443eb1e3dbb8d Author: Luigi Ballabio -Date: Thu, 27 Jun 2024 12:49:45 +0200 +Date: Fri, 2 Aug 2024 09:51:22 +0200 + + Update README - Export additional parameters in OIS rate helper constructor (#657) + Python/{README.txt => README.md} | 30 ++++++++++-------------------- + 1 file changed, 10 insertions(+), 20 deletions(-) -commit f001b28ca9ff4674e092bf88dc135b8295af8774 +commit e444fff1edcfe02bd0c65e8284170ba804c0942b Author: Luigi Ballabio -Date: Thu, 27 Jun 2024 11:59:20 +0200 +Date: Fri, 2 Aug 2024 09:15:10 +0200 - Export additional parameters in OIS rate helper constructor + Remove test already in the C++ suite. + + It's 5k lines we don't need to maintain. - SWIG/ratehelpers.i | 11 ++++++++--- - 1 file changed, 8 insertions(+), 3 deletions(-) + Python/test/test_assetswap.py | 5355 ----------------------------------------- + 1 file changed, 5355 deletions(-) -commit 2faa526eda57b14528da3861794a158b46e4a043 -Merge: 3850951c b03169db +commit 005204757b0d5ea88c92104f022e0dcbb5424303 Author: Luigi Ballabio -Date: Tue, 25 Jun 2024 22:06:42 +0200 +Date: Thu, 1 Aug 2024 18:04:42 +0200 - Expose SimpleQuote::reset (#656) + Remove unneeded file -commit b03169db807d8e37a6aa5de0f7aee3c38f719556 -Author: Eugene Toder -Date: Tue, 25 Jun 2024 15:16:33 -0400 + Python/test/QuantLibTestSuite.py | 33 --------------------------------- + 1 file changed, 33 deletions(-) + +commit 20c08cdd6e152c00580fccb9a39aff88b964a9d1 +Author: Luigi Ballabio +Date: Thu, 1 Aug 2024 18:03:18 +0200 - Expose SimpleQuote::reset + Remove obsolete file - SWIG/marketelements.i | 1 + - 1 file changed, 1 insertion(+) + Python/QuantLib-Python.spec.in | 46 ------------------------------------------ + 1 file changed, 46 deletions(-) -commit 3850951cb62e1bb2499ce443ee6ed7570a1f76f4 -Merge: a581f558 583835b6 +commit 912d065e6ac2703beadb1f76a9475c19857a9520 Author: Luigi Ballabio -Date: Tue, 25 Jun 2024 11:46:07 +0200 +Date: Thu, 1 Aug 2024 17:49:00 +0200 - Export lookback and lockout days for OIS (#655) + pinpoint specific warning to ignore + + Python/pytest.ini | 2 +- + 1 file changed, 1 insertion(+), 1 deletion(-) -commit a581f55810eb0cf60bbf9a38539e36ca29bf6f2b -Merge: a394fd6d deeda490 +commit 550dcd6fdc3859d66100666c107bc54633d2fb38 Author: Luigi Ballabio -Date: Tue, 25 Jun 2024 10:39:27 +0200 +Date: Thu, 1 Aug 2024 16:58:47 +0200 - Export a few new methods and typedefs (#654) + Add all config files to tarball -commit 583835b651cc2faad88f88b0f8e1c669b9ff6ad1 + Python/Makefile.am | 2 +- + 1 file changed, 1 insertion(+), 1 deletion(-) + +commit 17d9917e9fbbfe274c41f1e79151230683823a0f Author: Luigi Ballabio -Date: Tue, 25 Jun 2024 10:17:35 +0200 +Date: Thu, 1 Aug 2024 14:37:17 +0200 - Export lookback and lockout days for OIS + Set correct C++ standard for Windows wheel - SWIG/cashflows.i | 24 ++++++++++++++++++++---- - SWIG/swap.i | 24 +++++++++++++++++++++--- - 2 files changed, 41 insertions(+), 7 deletions(-) + Python/setup.py | 2 +- + Python/setup.py.in | 2 +- + 2 files changed, 2 insertions(+), 2 deletions(-) -commit deeda4906a1f591ed1e1c6279e8fd6599a11dfee +commit d398edb43178cda3a7cdb7028835fa3f6c472c5f Author: Luigi Ballabio -Date: Tue, 25 Jun 2024 09:37:08 +0200 +Date: Thu, 1 Aug 2024 13:00:38 +0200 - Export a few new methods and typedefs + Update classifiers - SWIG/cashflows.i | 1 + - SWIG/fittedbondcurve.i | 1 + - SWIG/indexes.i | 1 + - 3 files changed, 3 insertions(+) + Python/setup.py | 25 +++++++++++++------------ + Python/setup.py.in | 25 +++++++++++++------------ + 2 files changed, 26 insertions(+), 24 deletions(-) -commit a394fd6d6c25262cbefe15572988da2b7d91cee9 -Merge: 435eae15 87ce20ac +commit 6c53f40741880155efd83626e26a8d1414e02a17 Author: Luigi Ballabio -Date: Thu, 20 Jun 2024 11:33:41 +0200 +Date: Thu, 1 Aug 2024 12:31:23 +0200 - Add a few missing CashFlows methods (#653) + Update CI build scripts for Python -commit 87ce20ac04b0f7432d69d9b0edfe802f9da65b0d + .ci/python.build | 8 ++++++-- + .ci/python.check | 3 ++- + .ci/python.install | 2 +- + 3 files changed, 9 insertions(+), 4 deletions(-) + +commit 82e92da5b8c961f0f88b4e5a695594bfbaa18e45 Author: Luigi Ballabio -Date: Thu, 20 Jun 2024 10:46:34 +0200 +Date: Thu, 1 Aug 2024 12:24:10 +0200 - Add a few missing CashFlows methods + Run Python tests with pytest and tox - SWIG/cashflows.i | 16 ++++++++++++++++ - 1 file changed, 16 insertions(+) + Python/Makefile.am | 2 +- + Python/pytest.ini | 2 ++ + Python/setup.py | 37 ------------------------------------- + Python/setup.py.in | 37 ------------------------------------- + Python/tox.ini | 10 ++++++++++ + 5 files changed, 13 insertions(+), 75 deletions(-) -commit 435eae151effd89e9258cb72f5ff16ac950b3a2f -Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> -Date: Wed, 19 Jun 2024 13:38:41 +0000 +commit f42c3371cab924c574d4f9c83dd921abf78fdca8 +Author: Luigi Ballabio +Date: Thu, 1 Aug 2024 12:10:17 +0200 - Update copyright list in license + Move Python sources in standard src directory - LICENSE.TXT | 2 +- - 1 file changed, 1 insertion(+), 1 deletion(-) + .gitignore | 7 +++---- + Python/Makefile.am | 12 ++++++------ + Python/setup.py | 3 ++- + Python/setup.py.in | 3 ++- + Python/{ => src}/QuantLib/__init__.py | 0 + Python/swig.cmd | 2 +- + 6 files changed, 14 insertions(+), 13 deletions(-) + +commit ba4a296904b61c986975126070a3b51073334114 +Author: Luigi Ballabio +Date: Thu, 1 Aug 2024 11:34:43 +0200 + + Use "python -m build" in Makefile, remove "make install" + + Python/Makefile.am | 9 +++------ + Python/setup.py | 3 --- + Python/setup.py.in | 3 --- + 3 files changed, 3 insertions(+), 12 deletions(-) + +commit d5d4bc6c6cb19b2927a417691bc4dc8e439337f4 +Author: Luigi Ballabio +Date: Thu, 1 Aug 2024 11:11:00 +0200 -commit 8849cae62c242b44cdce7b48c48d53bcbd06baef -Merge: 8caabbee fb74d550 + Remove wrap command in setup.py, rely on make, add cmd for windows + + Python/Makefile.am | 2 +- + Python/setup.py | 29 ----------------------------- + Python/setup.py.in | 29 ----------------------------- + Python/swig.cmd | 1 + + 4 files changed, 2 insertions(+), 59 deletions(-) + +commit 7515de2def2319ea534b8e9d128fd9c34ded8c04 Author: Luigi Ballabio -Date: Wed, 19 Jun 2024 15:38:29 +0200 +Date: Thu, 1 Aug 2024 10:41:35 +0200 - Added `ZigguratGaussianRng` (#651) + Avoid redefining setuptools classes for building -commit fb74d5509f3c0c09c813f2f00c6f30fea341c190 + Python/Makefile.am | 3 +- + Python/setup.py | 390 ++++++++++++++++++++++++++++++----------------------- + Python/setup.py.in | 390 ++++++++++++++++++++++++++++++----------------------- + 3 files changed, 447 insertions(+), 336 deletions(-) + +commit 929052ba355ca16c23e336bcc45538ee2dcf039d +Merge: 7bf21f0a 5db995b1 Author: Luigi Ballabio -Date: Wed, 19 Jun 2024 12:53:06 +0200 +Date: Wed, 31 Jul 2024 17:01:47 +0200 - Add Ziggurat sequence generator + Export spreaded swaption volatility (#666) - SWIG/randomnumbers.i | 13 +++++++++++++ +commit 5db995b1eade9588653b71b2da33f8d945f8f0d6 +Author: Luigi Ballabio +Date: Wed, 31 Jul 2024 16:05:20 +0200 + + Export spreaded swaption volatility + + SWIG/volatilities.i | 13 +++++++++++++ 1 file changed, 13 insertions(+) -commit 8ee55997fb02b031084e84ae99ff40ea822bcd0e -Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com> -Date: Mon, 17 Jun 2024 13:58:42 +0200 +commit 7bf21f0a857065c274333894011cebcde15d2bfc +Merge: d4194661 e5810364 +Author: Luigi Ballabio +Date: Fri, 26 Jul 2024 15:42:00 +0200 - Added ZigguratGaussianRng + Avoid keeping deleted classes around in generated sources (#665) + +commit e5810364d118f4b6323ff415a68bd727c96fa2da +Author: Luigi Ballabio +Date: Fri, 26 Jul 2024 13:22:21 +0200 + + Avoid keeping deleted classes around in generated sources + + CSharp/Makefile.am | 1 + + Java/Makefile.am | 1 + + 2 files changed, 2 insertions(+) + +commit d419466118a41f337399675eb52a0fa380cacc4b +Merge: 43a400bf 6f331382 +Author: Luigi Ballabio +Date: Fri, 26 Jul 2024 10:09:20 +0200 - SWIG/randomnumbers.i | 11 +++++++++++ - 1 file changed, 11 insertions(+) + Use std::function and std::tuple instead of the ones in the ext namespace (#664) -commit 8caabbee008659a14bfdbe71b1bab63a4d637694 -Merge: 62e2e904 20231991 +commit 43a400bf475c0348e7a69dd78a9c73b87aadbd62 +Merge: a65a11e4 0c41f149 Author: Luigi Ballabio -Date: Wed, 29 May 2024 09:17:17 +0200 +Date: Fri, 26 Jul 2024 09:52:59 +0200 - Add missing parameter to Black and Bachelier swaption engines (#650) + Fix Array operations (#663) -commit 202319919b9e304568910f2e1dc862a2acf1f730 +commit 6f331382b6314ac89aebc59675df02979673e45f Author: Luigi Ballabio -Date: Tue, 28 May 2024 23:08:59 +0200 +Date: Fri, 26 Jul 2024 09:24:06 +0200 - Add missing parameter to Black and Bachelier swaption engines + Remove unusable constructor - SWIG/swaption.i | 14 ++++++++++---- - 1 file changed, 10 insertions(+), 4 deletions(-) + SWIG/stochasticprocess.i | 10 ++-------- + 1 file changed, 2 insertions(+), 8 deletions(-) -commit 62e2e9044e9470894829fc12beff46f0ae0e05c7 -Merge: cb284189 f0e9b043 +commit 0930cbb53bfcedb62761e028256df0a0039402e1 Author: Luigi Ballabio -Date: Sat, 27 Apr 2024 12:31:42 +0200 +Date: Fri, 26 Jul 2024 09:23:47 +0200 - Remove features no longer available in underlying C++ library (#646) + Use correct namespace -commit f0e9b04304505c93eb86796d690a382a26631c16 + SWIG/tuple.i | 4 +++- + 1 file changed, 3 insertions(+), 1 deletion(-) + +commit eadc611c6a9160ee982bf5243b09e68164686951 +Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> +Date: Thu, 25 Jul 2024 19:43:55 +0000 + + Fix uses of boost and/or ext namespace + + SWIG/fdm.i | 10 +++++----- + SWIG/stochasticprocess.i | 2 +- + SWIG/tuple.i | 12 ++++++------ + SWIG/volatilities.i | 4 ++-- + 4 files changed, 14 insertions(+), 14 deletions(-) + +commit 0c41f1497e2e80d91f2ebe945ade6d5184091c08 +Author: Eugene Toder +Date: Thu, 25 Jul 2024 23:54:51 -0400 + + Fix Array operations + + * Expose more arithmetic operations. Fix wrapping of division (`__div__` + method is no longer used in Python 3). + + * Make Array * Array return the element-wise product instead of the dot + product. This is consistent with QuantLib C++ API and Numpy. Use the + matmul operator (`@`) for the dot product. + + * Expose comparison operations (== and !=) + + Fixes #661 + + Python/test/test_fdm.py | 20 ++++++------ + Python/test/test_linear_algebra.py | 35 +++++++++++++++++++++ + SWIG/linearalgebra.i | 62 +++++++++++++++++++++----------------- + 3 files changed, 79 insertions(+), 38 deletions(-) + +commit dfb46e1205d115b92118a6295590eb14276b0e66 Author: Luigi Ballabio -Date: Sat, 27 Apr 2024 11:49:18 +0200 +Date: Tue, 23 Jul 2024 17:22:21 +0200 + + More namespaces to check in CI workflow - Remove features no longer available in underlying C++ library + .github/workflows/namespaces.yml | 28 +++++++++++++++++----------- + 1 file changed, 17 insertions(+), 11 deletions(-) + +commit a65a11e4e0993d8d75ad0df3d0dbf63c0cd7ce8d +Merge: 71d7e641 66272819 +Author: Luigi Ballabio +Date: Tue, 23 Jul 2024 12:34:03 +0200 - Python/test/test_americanquantooption.py | 16 ++++--------- - SWIG/barrieroptions.i | 14 ----------- - SWIG/options.i | 40 +------------------------------- - 3 files changed, 6 insertions(+), 64 deletions(-) + Avoid features deprecated in version 1.31 and removed in 1.36 (#660) -commit cb284189a2257ab6b5299f5a0dbd2180fee7b833 +commit 71d7e641dd953ae9b340655cf9a08741a3949b8d Author: Luigi Ballabio Date: Fri, 20 Oct 2023 11:34:41 +0200 - Set version to 1.35-dev + Set version to 1.36-dev Python/setup.py | 2 +- R/DESCRIPTION | 2 +- configure.ac | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) + +commit 6627281908e00da546bbff923226c5d998c43c79 +Author: Luigi Ballabio +Date: Mon, 22 Jul 2024 11:23:07 +0200 + + Avoid old constructor in Java example + + Java/examples/FRA.java | 2 +- + 1 file changed, 1 insertion(+), 1 deletion(-) + +commit 2462a76261b286df919f5a5a13a275976c987310 +Author: Luigi Ballabio +Date: Mon, 22 Jul 2024 11:09:57 +0200 + + Avoid features deprecated in version 1.31 and removed in 1.35 + + SWIG/fra.i | 16 --------------- + SWIG/inflation.i | 62 -------------------------------------------------------- + 2 files changed, 78 deletions(-) diff --git a/News.md b/News.md index 7f86e5aa7..5bdb07878 100644 --- a/News.md +++ b/News.md @@ -1,34 +1,58 @@ -Main changes for QuantLib-SWIG 1.35 +Main changes for QuantLib-SWIG 1.36 =================================== More details on the changes are available in ChangeLog.txt and at -. +. -- Removed deprecated classes `DividendVanillaOption` and - `DividendBarrierOption`. - -- Removed deprecated constructor of `AnalyticDividendEuropeanEngine` - taking only a process and no dividends. +- We're now using modern tooling to build and test Python wheels. + Building now requires build besides setuptools, and testing requires + pytest and tox. All of them can be installed in a virtual environment. -- Exported missing `CashAnnuityModel` parameter for Black and - Bachelier swaption engines (@lballabio). +- **Removed** the deprecated constructors of the `ForwardRateAgreement` class. -- Exported Ziggurat Gaussian RNG; thanks to Ralf Konrad Eckel +- **Removed** the deprecated constructor of `YoYInflationIndex` taking + a `ratio` parameter. + +- **Removed** the deprecated `YYEUHICPr`, `YYFRHICPr`, `YYUKRPIr`, + `YYUSCPIr` and `YYZACPIr` indexes. + +- **Removed** the deprecated constructors of `CPICoupon` taking a + `spread` parameter and its `spread` method, as well as the + deprecated `withSpreads` method of `CPILeg`. + +- **Breaking**: in Python, the multiplication between two `ql.Array` + instances would return the dot product. It now returns the + element-wise product, like in C++. Also, exposed more operators. + Thanks to Eugene Toder (@eltoder). + +- Exported `SpreadedSwaptionVolatility` class (@lballabio). + +- Exported `Index::pastFixing` and the constructor of `EquityIndex` + taking currency information; thanks to Ralf Konrad Eckel (@ralfkonrad). -- Exported a few missing `CashFlows` methods (@lballabio); thanks to - GitHub user @heiieh for the heads-up. +- Exported specialized Warsaw Stock Exchange (WSE) calendar for + Poland; thanks to Marcin Bogusz (@marcinfair). + +- Exported missing volatility-type parameter for SABR interpolation + (@lballabio). This allows using it for normal volatilities. -- Exported new `IborCoupon::hasFixed` method (@lballabio). +- Exported `startOfMonth` and `isStartOfMonth` methods for both `Date` + and `Calendar` (@lballabio). -- Exported new `FittedBondDiscountCurve::resetGuess` method (@lballabio). +- Exported `CompoundingOvernightIndexedCouponPricer` and + `ArithmeticAveragedOvernightIndexedCouponPricer`, and export + corresponding pricer parameter for the `OISRateHelper` and + `DatedOISRateHelper` constructors (@lballabio). -- `EuriborSW` renamed to `Euribor1W`, old name still available for a - while (@lballabio). +- Export additional custom-constraint parameter for non-linear fitting + methods (@lballabio). -- Exported lookback days, lockout days and observation shift for - overnight-indexed coupons, swaps and helpers (@lballabio). +- Exported `needsForecast` and `lastFixingDate` methods for inflation + indexes (@lballabio). -- Exported `SimpleQuote::reset` method; thanks to Eugene Toder - (@eltoder). +- Exported new optimizer and end-criteria parameters for the + `GlobalBootstrap` constructor (@lballabio). +- Exported new interpolation parameter for YoY inflation coupons + (@lballabio).