Downloads:

• QuantLib-1.41.tar.gz
• QuantLib-1.41.zip

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.

A number of features were deprecated in this release and will be removed in a future release:

• The 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).
• The constructors of InterpolatedPiecewiseForwardSpreadedTermStructure, InterpolatedPiecewiseZeroSpreadedTermStructure and ZeroSpreadedTermStructure taking a day counter; use another constructor instead.
• The ContinuousArithmeticAsianLevyEngine constructor taking a start date; use the other constructor and pass the start date to the option instead.
• The ql/functional.hpp header; use #include <functional> instead.
• The ql/tuple.hpp header; use #include <tuple> instead.
• The now empty 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.

What's Changed

• Bump github/codeql-action from 3 to 4 by @dependabot[bot] in https://github.com/lballabio/QuantLib/pull/2345
• Set version to 1.41-dev by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2347
• Remove features deprecated in version 1.36 by @lballabio in https://github.com/lballabio/QuantLib/pull/2348
• Enable rounding in Ultimate Forward Rate term-structure by @marcin-rybacki in https://github.com/lballabio/QuantLib/pull/2342
• Update copyright list in license by @github-actions[bot] in https://github.com/lballabio/QuantLib/pull/2349
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2352
• Make PiecewiseSpreadYieldCurve::traits_type public by @eltoder in https://github.com/lballabio/QuantLib/pull/2350
• Add constructors with fixed start and end dates for inflation swap helpers by @eltoder in https://github.com/lballabio/QuantLib/pull/2351
• Add Vanna and Volga to Black-Scholes and Bachelier calculators by @kp9991-git in https://github.com/lballabio/QuantLib/pull/2354
• Cleaned up extra semicolon in output loops by @BabarZKhan in https://github.com/lballabio/QuantLib/pull/2355
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2357
• Bump actions/upload-artifact from 4 to 5 by @dependabot[bot] in https://github.com/lballabio/QuantLib/pull/2358
• Fixed misspelling in output of example by @BabarZKhan in https://github.com/lballabio/QuantLib/pull/2359
• Small optimization for Vanna-Volga adjustment in barrier engine by @paolodelia99 in https://github.com/lballabio/QuantLib/pull/2356
• Implement ZeroCouponInflationSwap::fixedLegBPS() by @eltoder in https://github.com/lballabio/QuantLib/pull/2360
• Allow crossed ranges in holidayList and businessDayList methods by @eltoder in https://github.com/lballabio/QuantLib/pull/2362
• Remove unused day counter argument from spreaded curves by @eltoder in https://github.com/lballabio/QuantLib/pull/2365
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2370
• Simplify implementation of internal LogInterpolationImpl and MixedInterpolationImpl classes by @eltoder in https://github.com/lballabio/QuantLib/pull/2363
• Make it possible to use default setting for includeSettlementDateFlows in CashFlows methods by @lballabio in https://github.com/lballabio/QuantLib/pull/2372
• Deprecate retrieval of lagged rates from inflation term structures by @lballabio in https://github.com/lballabio/QuantLib/pull/2374
• Added semi-analytic European engine for a single asset with cash dividends by @klausspanderen in https://github.com/lballabio/QuantLib/pull/2373

New Contributors

• @BabarZKhan made their first contribution in https://github.com/lballabio/QuantLib/pull/2355
• @KookiesNKareem made their first contribution in https://github.com/lballabio/QuantLib/pull/2380
• @uzi101 made their first contribution in https://github.com/lballabio/QuantLib/pull/2367
• @Krishn1412 made their first contribution in https://github.com/lballabio/QuantLib/pull/2378
• @yashwantbezawada made their first contribution in https://github.com/lballabio/QuantLib/pull/2410

Full Changelog: https://github.com/lballabio/QuantLib/compare/v1.40...v1.41