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.
A number of features were deprecated in this release and will be removed in a future release:
- The
ZeroInflationTermStructure::zeroRateandYoYInflationTermStructure::yoyRateoverloads taking an observation lag; if needed, use the other overloads instead (but you should go through the corresponding indexes anyway). - The constructors of
InterpolatedPiecewiseForwardSpreadedTermStructure,InterpolatedPiecewiseZeroSpreadedTermStructureandZeroSpreadedTermStructuretaking a day counter; use another constructor instead. - The
ContinuousArithmeticAsianLevyEngineconstructor taking a start date; use the other constructor and pass the start date to the option instead. - The
ql/functional.hppheader; use#include <functional>instead. - The
ql/tuple.hppheader; 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.hppandql/experimental/risk/sensitivityanalysis.hppheaders.
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_typepublic 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
holidayListandbusinessDayListmethods 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
LogInterpolationImplandMixedInterpolationImplclasses by @eltoder in https://github.com/lballabio/QuantLib/pull/2363 - Make it possible to use default setting for
includeSettlementDateFlowsinCashFlowsmethods 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