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Main changes for QuantLib-SWIG 1.19

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/12?closed=1.

  • We're sunsetting support for Python 2.7, which reached end of life in January 2020. For the next couple of releases, we'll still check that the wrappers work with 2.7. After that, we'll make no further effort to keep it working.

  • Python examples can now be run as scripts as before, or as live notebooks on Binder. They are available at https://mybinder.org/v2/gh/lballabio/QuantLib-SWIG/binder?filepath=Python%2Fexamples.

  • Exported dividend barrier option and related engines.

  • Exported choice of discretization for Heston process (thanks to GitHub user feribg).

  • Added displacement parameter in BlackCapFloorEngine (thanks to Ralf Konrad).

  • Exported Heston engine based on exponentially-fitted Laguerre quadrature rule (thanks to Klaus Spanderen).

  • Exported spread options and Kirk spread option engine (thanks to Gorazd Brumen).

  • Exported AnalyticBSMHullWhiteEngine class.

  • Exported choice of timing adjustment for BlackIborCouponPricer (thanks to Matthias Lungwitz).

  • Exported method for previous and next cash flow in CashFlows class.

  • Detect correct location of include files when compiling C# wrappers via make (thanks to Ari Cooperman).

  • Added support for VS 2019 in the solution for C# wrappers (thanks to Ralf Konrad).