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).