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Main changes for QuantLib-SWIG 1.34

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/27?closed=1.

  • Upgrade to SWIG 4.2.x. This allows to use Python's limited API and thus reduce the number of official wheels to cover the same Python versions.

  • Allow swaptions to use OIS as underlying (@lballabio).

  • Pass explicit base date to inflation curves instead of observation lag (@lballabio).

  • Exported SavedSettings as a context manager in Python; thanks to Eugene Toder (@eltoder).

  • Exported parabolic (Hermite) cubic spline interpolation schemes; thanks to Marcin Rybacki (@marcin-rybacki).

  • Exported additional interpolation schemes for InterpolatedPiecewiseZeroSpreadedTermStructure; thanks to Marcin Rybacki (@marcin-rybacki).

  • Exported Tona index; thanks to Jonghee Lee (@nistick21).

  • Removed inflation index constructors with interpolated parameters as well as the interpolated method in InflationIndex. They're no longer available in C++ (@lballabio).

  • Export a few new methods for MakeOIS and MakeVanillaSwap; thanks to Eugene Toder (@eltoder).

  • Exported cdsMaturity function (@lballabio).

  • Enable different definition of macro QL_JAVA_INTERFACES; thanks to Ralf Konrad (@ralfkonrad).

  • Define a few additional operators in C++ instead of Python; thanks to Eugene Toder (@eltoder).

  • Removed uncallable internal EndCriteria::operator() method (@lballabio).