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Main changes for QuantLib-SWIG 1.35
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).
Full Changelog: v1.34...v1.35