More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/29?closed=1.
-
We're now using modern tooling to build and test Python wheels. Building now requires build besides setuptools, and testing requires pytest and tox. All of them can be installed in a virtual environment.
-
Removed the deprecated constructors of the
ForwardRateAgreement
class. -
Removed the deprecated constructor of
YoYInflationIndex
taking aratio
parameter. -
Removed the deprecated
YYEUHICPr
,YYFRHICPr
,YYUKRPIr
,YYUSCPIr
andYYZACPIr
indexes. -
Removed the deprecated constructors of
CPICoupon
taking aspread
parameter and itsspread
method, as well as the deprecatedwithSpreads
method ofCPILeg
. -
Breaking: in Python, the multiplication between two
ql.Array
instances would return the dot product. It now returns the element-wise product, like in C++. Also, exposed more operators. Thanks to Eugene Toder (@eltoder). -
Exported
SpreadedSwaptionVolatility
class (@lballabio). -
Exported
Index::pastFixing
and the constructor ofEquityIndex
taking currency information; thanks to Ralf Konrad Eckel (@ralfkonrad). -
Exported specialized Warsaw Stock Exchange (WSE) calendar for Poland; thanks to Marcin Bogusz (@marcinfair).
-
Exported missing volatility-type parameter for SABR interpolation (@lballabio). This allows using it for normal volatilities.
-
Exported
startOfMonth
andisStartOfMonth
methods for bothDate
andCalendar
(@lballabio). -
Exported
CompoundingOvernightIndexedCouponPricer
andArithmeticAveragedOvernightIndexedCouponPricer
, and export corresponding pricer parameter for theOISRateHelper
andDatedOISRateHelper
constructors (@lballabio). -
Export additional custom-constraint parameter for non-linear fitting methods (@lballabio).
-
Exported
needsForecast
andlastFixingDate
methods for inflation indexes (@lballabio). -
Exported new optimizer and end-criteria parameters for the
GlobalBootstrap
constructor (@lballabio). -
Exported new interpolation parameter for YoY inflation coupons (@lballabio).