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@lballabio lballabio released this 01 Mar 11:14
· 1877 commits to master since this release
QuantLib-SWIG-v1.6
84c27ac

Notable changes for QuantLib-SWIG 1.6:

  • in sync with QuantLib 1.6;
  • upgraded to SWIG 3.0.5;
  • exported Gaussian1DModel, GSR, GsrProcess and Gaussian1dSwaptionEngine (thanks to Matthias Groncki);
  • extended StochasticProcess1D interface (thanks to Matthias Groncki);
  • exported inspectors for swap legs (thanks to Matthias Groncki);
  • exported new IDR, MYR, RUB and VND currencies;
  • exported new Moscow Exchange calendar.
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