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Main changes for QuantLib-SWIG 1.35

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/28?closed=1.

  • Removed deprecated classes DividendVanillaOption and DividendBarrierOption.

  • Removed deprecated constructor of AnalyticDividendEuropeanEngine taking only a process and no dividends.

  • Exported missing CashAnnuityModel parameter for Black and Bachelier swaption engines (@lballabio).

  • Exported Ziggurat Gaussian RNG; thanks to Ralf Konrad Eckel (@ralfkonrad).

  • Exported a few missing CashFlows methods (@lballabio); thanks to GitHub user @heiieh for the heads-up.

  • Exported new IborCoupon::hasFixed method (@lballabio).

  • Exported new FittedBondDiscountCurve::resetGuess method (@lballabio).

  • EuriborSW renamed to Euribor1W, old name still available for a while (@lballabio).

  • Exported lookback days, lockout days and observation shift for overnight-indexed coupons, swaps and helpers (@lballabio).

  • Exported SimpleQuote::reset method; thanks to Eugene Toder (@eltoder).