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@lballabio lballabio released this 01 Mar 11:59
· 1799 commits to master since this release
QuantLib-SWIG-v1.8
014f9f0

Notable changes for QuantLib-SWIG 1.8

  • in sync with QuantLib 1.8.
  • exported finite-difference barrier engine (thanks to Jayanth R. Varma).
  • exported FixedRateBondForward and BondFunctions::zSpread (thanks to Gouthaman Balaraman).
  • fix compilation error on Mac OS X Yosemite (thanks to Alex Cooper).
  • let the Java module use the compiler defined by $CXX (thanks to Richard Gomes).
  • let the Python module use the same compiler used for QuantLib (thanks to GitHub user EthiaclBanker).
  • exported solver and optimizer functionality to C# (thanks to GitHub user dave-fl).
  • in the Python module, also defined __hash__ for classes that defined __eq__. This makes them suitable to use as dictionary keys.
  • fixed CallableFixedRateBond call in Python (thanks to Gouthaman Balaraman).
  • exported Schedule::until (thanks to GitHub user alexsbromberg).
  • exported StochasticProcess interface.
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