More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/28?closed=1.
-
Removed deprecated classes
DividendVanillaOption
andDividendBarrierOption
. -
Removed deprecated constructor of
AnalyticDividendEuropeanEngine
taking only a process and no dividends. -
Exported missing
CashAnnuityModel
parameter for Black and Bachelier swaption engines (@lballabio). -
Exported Ziggurat Gaussian RNG; thanks to Ralf Konrad Eckel (@ralfkonrad).
-
Exported a few missing
CashFlows
methods (@lballabio); thanks to GitHub user @heiieh for the heads-up. -
Exported new
IborCoupon::hasFixed
method (@lballabio). -
Exported new
FittedBondDiscountCurve::resetGuess
method (@lballabio). -
EuriborSW
renamed toEuribor1W
, old name still available for a while (@lballabio). -
Exported lookback days, lockout days and observation shift for overnight-indexed coupons, swaps and helpers (@lballabio).
-
Exported
SimpleQuote::reset
method; thanks to Eugene Toder (@eltoder).