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News.txt
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Changes for QuantLib-SWIG 1.10
==============================
The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/3?closed=1>.
- Unified Visual Studio solution file for the C# module. The provided
file works for all versions from 2010 to 2017.
- Exported newly added CDS2015 date-generation rule.
- Exported GSR model (thanks to Andres Hernandez).
- Exported Markov functional model (thanks to Matthias Lungwitz).
- Exported hybrid simulated annealing optimizer (thanks to Andres
Hernandez).
- Exported vega method for swaptions (thanks to Alexander Baker).
- Exported more instantiations of piecewise yield curve (thanks to
Grant Bartel).
- Exported non-standard swap and swaption (thanks to Peter Caspers).
- Exported newly added CompoundingThenSimple convention (thanks to
Martin Ross).
- Allow using an arbitrary solver to calculate yields (thanks to
Daniel Hrabovcak).
- Allow passing a schedule to Actual/Actual day counter for correct
calculation of reference dates (thanks to Ryan Taylor).
- Allow passing an arbitrary calendar to business/252 calendar (thanks
to Stanislav Vinokurov).
- Fixed comparison operators in Python 3.x (thanks to Rob Chu).