New
1.41
Downloads:
Changes for QuantLib 1.41
Removals and deprecations
Features deprecated in release 1.36 were removed in this release; see https://github.com/lballabio/QuantLib/pull/2348 for a full list.
Unclaimed project
Are you a maintainer of QuantLib? Claim this project to take control of your public changelog and roadmap.
Features deprecated in release 1.36 were removed in this release; see https://github.com/lballabio/QuantLib/pull/2348 for a full list.
A number of features were deprecated in this release and will be removed in a future release:
ZeroInflationTermStructure::zeroRate and YoYInflationTermStructure::yoyRate overloads taking an observation lag; if needed, use the other overloads instead (but you should go through the corresponding indexes anyway).InterpolatedPiecewiseForwardSpreadedTermStructure, InterpolatedPiecewiseZeroSpreadedTermStructure and ZeroSpreadedTermStructure taking a day counter; use another constructor instead.ContinuousArithmeticAsianLevyEngine constructor taking a start date; use the other constructor and pass the start date to the option instead.ql/functional.hpp header; use #include <functional> instead.ql/tuple.hpp header; use #include <tuple> instead.ql/experimental/averageois/arithmeticaverageois.hpp, ql/experimental/averageois/arithmeticoisratehelper.hpp, ql/experimental/averageois/makearithmeticaverageois.hpp, ql/experimental/risk/creditriskplus.hpp and ql/experimental/risk/sensitivityanalysis.hpp headers.PiecewiseSpreadYieldCurve::traits_type public by @eltoder in https://github.com/lballabio/QuantLib/pull/2350ZeroCouponInflationSwap::fixedLegBPS() by @eltoder in https://github.com/lballabio/QuantLib/pull/2360holidayList and businessDayList methods by @eltoder in https://github.com/lballabio/QuantLib/pull/2362LogInterpolationImpl and MixedInterpolationImpl classes by @eltoder in https://github.com/lballabio/QuantLib/pull/2363includeSettlementDateFlows in CashFlows methods by @lballabio in https://github.com/lballabio/QuantLib/pull/2372BOOST_ALL_NO_LIB and ql/auto_link.hpp by @francisduffy in https://github.com/lballabio/QuantLib/pull/2385GlobalBootstrap by @pcaspers in https://github.com/lballabio/QuantLib/pull/2395quoteError in FittedBondDiscountCurve by @eltoder in https://github.com/lballabio/QuantLib/pull/2401Instrument for the current pricing engine by @eltoder in https://github.com/lballabio/QuantLib/pull/2400Full Changelog: https://github.com/lballabio/QuantLib/compare/v1.40...v1.41