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1.40
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Changes for QuantLib 1.40
Removals and deprecations
Features deprecated in release 1.35 were removed in this release; see https://github.com/lballabio/QuantLib/pull/2268 for a full list.
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Features deprecated in release 1.35 were removed in this release; see https://github.com/lballabio/QuantLib/pull/2268 for a full list.
A number of features were deprecated in this release and will be removed in a future release:
RangeAccrualFloatersCoupon constructor taking a shared_ptr to a schedule; use the other overload instead.observationsSchedule of the same class; use observationSchedule instead.<ql/experimental/fx/blackdeltacalculator.hpp> and ql/experimental/fx/deltavolquote.hpp headers; use <ql/pricingengines/blackdeltacalculator.hpp> and <ql/quotes/deltavolquote.hpp> instead.CPIBond and CPIBondHelper constructors taking the growthOnly parameter; use the other overload instead.cumD1, cumD2, nD1 and nD2 of the BlackDeltaCalculator class; they are internal methods and will be moved to the private section.BlackDeltaPremiumAdjustedSolverClass and BlackDeltaPremiumAdjustedMaxStrikeClass; they were used in the implementation of BlackDeltaCalculator but are now obsolete.BootstrapError class template; use a lambda instead (see https://github.com/lballabio/QuantLib/pull/2263 for an example).PenaltyFunction class; use SimpleCostFunction instead.Tona index was renamed to Tonar; use the latter instead.Null constexpr by @eltoder in https://github.com/lballabio/QuantLib/pull/2260OISRateHelper by @eltoder in https://github.com/lballabio/QuantLib/pull/2264SwapRateHelper by @eltoder in https://github.com/lballabio/QuantLib/pull/2269BootstrapError class with a lambda and deprecate it by @eltoder in https://github.com/lballabio/QuantLib/pull/2263ForwardSpreadedTermStructure by @eltoder in https://github.com/lballabio/QuantLib/pull/2273LocalBootstrap's PenaltyFunction by @eltoder in https://github.com/lballabio/QuantLib/pull/2272IterativeBootstrap by @eltoder in https://github.com/lballabio/QuantLib/pull/2262shared_ptr<Schedule> by @lballabio in https://github.com/lballabio/QuantLib/pull/2280double for constexpr variable to maintain AAD compatibility by @auto-differentiation-dev in https://github.com/lballabio/QuantLib/pull/2282PiecewiseZeroInflationCurve before the base date is known by @eltoder in https://github.com/lballabio/QuantLib/pull/2279growthOnly parameter in CPI bond and helper by @lballabio in https://github.com/lballabio/QuantLib/pull/2287cmake_runners-latest-matrix.yml workflow by @ralfkonrad in https://github.com/lballabio/QuantLib/pull/2249InterpolatedSpreadDiscountCurve and PiecewiseSpreadYieldCurve by @eltoder in https://github.com/lballabio/QuantLib/pull/2292Schedule's startDate and endDate methods to avoid segfault by @davidizzle in https://github.com/lballabio/QuantLib/pull/2304BlackDeltaCalculator and DeltaVolQuote from experimental to core by @lballabio in https://github.com/lballabio/QuantLib/pull/2309ImpliedVolatilityHelper with lambda by @lballabio in https://github.com/lballabio/QuantLib/pull/2318BachelierCalculator class by @kp9991-git in https://github.com/lballabio/QuantLib/pull/2316inflationPeriod by @eltoder in https://github.com/lballabio/QuantLib/pull/2334Full Changelog: https://github.com/lballabio/QuantLib/compare/v1.39...v1.40