More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/13?closed=1.
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We're sunsetting support for Python 2.7, which reached end of life in January 2020. For the next release, we'll still check that the wrappers work with 2.7. After the next release, we'll make no further effort to keep it working.
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SWIG wrappers now work also if the C++ library was compiled using
std::shared_ptr
instead ofboost::shared_ptr
(thanks to Joseph Wang). -
The
BaroneAdesiWhaleyApproximationEngine
andBjerksundStenslandApproximationEngine
classes used to be renamed toBaroneAdesiWhaleyEngine
andBjerksundStenslandEngine
, respectively. This is no longer the case. -
Exported mixing factor to Heston SLV process and engines (thanks to Jack Gillett).
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Exported a number of inflation-related classes (thanks to Matthias Lungwitz).
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Exported Crank-Nicolson finite-differences scheme (thanks to Klaus Spanderen).
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Exported
SwaptionVolatilityCube
class (thanks to Marcin Rybacki). -
Exported Cox-Ingersoll-Ross short-rate model.
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Exported callable zero-coupon bond.
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Exported SABR interpolation.
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Made the
Date
class comparable and convertible to string in C#.