1.29

Downloads:

• QuantLib-SWIG-1.29.tar.gz
• QuantLib-SWIG-1.29.zip

Main changes for QuantLib-SWIG 1.29

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/22?closed=1.

• Enabled autodoc feature in Python; exported methods and classes have now docstrings reporting their interface and the types of the parameters.
• Enabled CI build and tests for the R wrappers; thanks to @AndLLA.
• Removed deprecated features no longer available in the underlying C++ library:
  • the constructor of UnitedStates missing an explicit market;
  • the nominalTermStructure method of InflationTermStructure;
  • the CrossCurrencyBasisSwapRateHelper class.
• Added compounding and compoundingFrequency parameters to FixedRateLeg (@lballabio).
• Exported CashFlows::npvbps method (@lballabio).
• Exported baseFixing and indexFixing methods in IndexedCashFlow (@lballabio).
• Exported new constructors for zero-inflation indexes (@lballabio).
• Exported missing arguments in CreditDefaultSwap constructor (@lballabio).
• Exported Nearest business-day convention (@lballabio).
• Exported AmortizingCmsRateBond; thanks to @chenyanlann.
• Exported QuantoBarrierOption and QuantoBarrierEngine; thanks to @chenyanlann.
• Avoided out-of-bound access to Matrix elements (@lballabio).
• Exported a number of LMM-related classes (@lballabio).
• Exported YoY inflation coupons and related classes (@lballabio).
• Exported the CPI::laggedFixing method; thanks to Marcin Rybacki (@marcin-rybacki).
• Exported QdPlusAmericanEngine, QdFpAmericanEngine and related classes; thanks to Klaus Spanderen (@klausspanderen).
• Added Python test case for Andreasen-Huge local volatility; thanks to Klaus Spanderen (@klausspanderen).

New Contributors

• @AndLLA made their first contribution in #489
• @chenyanlann made their first contribution in #516

Full Changelog: QuantLib-SWIG-v1.28...QuantLib-SWIG-v1.29