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@lballabio lballabio released this 22 Jan 08:46
· 98 commits to master since this release
v1.33
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lballabio Luigi Ballabio
GPG key ID: 72BC20DE3C5C1943
Learn about vigilant mode.
037d774
This commit was signed with the committer’s verified signature.
lballabio Luigi Ballabio
GPG key ID: 72BC20DE3C5C1943
Learn about vigilant mode.

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Main changes for QuantLib-SWIG 1.33

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/26?closed=1.

  • Exported Burley 2020 Sobol generator (@lballabio).
  • Allowed different calendars and frequencies for different legs in OISRateHelper; thanks to Eugene Toder (@eltoder).
  • Exported convex-monotone forward-rate curve (@lballabio).
  • Exported support for angled contour shift integrals in Heston model; thanks to Klaus Spanderen (@klausspanderen).
  • Allowed negative payment lag in swap legs; thanks to Fredrik Gerdin Börjesson (@gbfredrik).
  • Exported reset method in calendars; thanks to Fredrik Gerdin Börjesson (@gbfredrik).
  • Added Python tests for BondFunctions; thanks to Francois Botha (@igitur).

Full Changelog: v1.32...v1.33

Contributors

igitur, lballabio, and 3 other contributors
Assets 4