Changes for QuantLib-SWIG 1.40

==============================

Removed features
----------------

Features removed from the C++ library in this release were also
removed from these werappers; see
<lballabio#754> for a full list.

Other features were removed from the wrappers after being deprecated
for a long while; see
<lballabio#756>.

Finally, a few unused classes were also removed; see
<lballabio#749>.

Full list of pull requests
--------------------------

All the pull requests merged in this release are listed on its release
page at <https://github.com/lballabio/QuantLib-SWIG/releases/tag/v1.40>.

The list of commits since the previous release is available in `ChangeLog.txt`.

Main changes for QuantLib-SWIG 1.39

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/32?closed=1>.

- **Removed** features deprecated in version 1.34 and no longer available
  in the underlying C++ library:
  - the overloads of `Bond::yield`, `BondFunctions::atmRate`,
    `BondFunctions::yield` and `BondFunctions::zSpread` taking a price
    as a `Real` instead of a `Bond::Price` instance;
  - the `Swaption::underlyingSwap` and
    `SwaptionHelper::underlyingSwap` methods;
  - the constructors of `InterpolatedZeroInflationCurve`,
    `InterpolatedYoYInflationCurve`, `PiecewiseZeroInflationCurve` and
    `PiecewiseYoYInflationCurve` taking an observation lag;
  - the overload of `InflationTermStructure::setSeasonality` taking no arguments;
  - the `fixedRateBond` method of the `FixedRateBondHelper` class.

- Added preliminary support for the new free-threading Python
  interpreter; thanks to Klaus Spanderen (@klausspanderen).  No wheels
  are provided for it at this time.

- Java compilation flags can now be passed by setting the
  `JAVAC_FLAGS` environment variable; thanks to @UnitedMarsupials.

- Exported `convexityAdjustment` method for `FuturesRateHelper` and
  `OvernightIndexFutureRateHelper` classes; thanks to Eugene Toder
  (@eltoder).

- Passing a nominal curve to the `ZeroCouponInflationSwapHelper`
  constructor is now optional (@lballabio).

- The `OISRateHelper` constructor can now take a calendar for the
  overnight leg; thanks to Eugene Toder (@eltoder).

- Exported the `CustomIborIndex` class; thanks to Eugene Toder
  (@eltoder).

- Exported the `sabrGuess` function (@lballabio).

- Exported the `SARON` index (@lballabio).

- Exported the static `FxSwapRateHelper.forDates` method; thanks to
  Eugene Toder (@eltoder).

- The `OptionletStripper1` constructor can be passed a frequency so
  that it can be used with overnight indexes (@lballabio).

- Exported the SHIR calendar (@lballabio).

Main changes for QuantLib-SWIG 1.38

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/31?closed=1>.

- **Removed** the deprecated `Currency` constructor no longer
  available in the underlying C++ library;

- Exported forward curve with a number of additional interpolations;
  thanks to Sotirios Papathanasopoulos (@sophistis42) and to
  @paolodelia99.

- Exported `FuturesConvAdjustmentQuote`; thanks to Eugene Toder
  (@eltoder).

- Exported missing default parameters for `MakeVanillaSwap` and
  `MakeOIS`; thanks to Eugene Toder (@eltoder).

- Exported new constructors for `DepositRateHelper` and
  `FraRateHelper`; thanks to Eugene Toder (@eltoder).

- Exported new constructor arguments for cross-currency basis-swap
  helpers; thanks to @kp9991-git.

- Exported methods to return the underlying process from a few models
  (@lballabio).

- Exported new constructors for YoY inflation indexes (@lballabio).

- Exported a few more exotic options and engines (@lballabio):
  - `TwoAssetBarrierOption` with `AnalyticTwoAssetBarrierEngine`;
  - `HolderExtensibleOption` with `AnalyticHolderExtensibleOptionEngine`;
  - `WriterExtensibleOption` with `AnalyticWriterExtensibleOptionEngine`;
  - `TwoAssetCorrelationOption` with `AnalyticTwoAssetCorrelationEngine`;
  - `AnalyticPDFHestonEngine`.

- Exported piecewise forward-spreaded term structure (@lballabio).

Main changes for QuantLib-SWIG 1.37

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/30?closed=1>.

- **Removed** the deprecated `SampledCurve` and `FixedRateBondForward`
  classes no longer available in the underlying C++ library;

- **Removed** the deprecated overload for `yoyInflationLeg`;

- Exported a number of new engines for basket and spread options;
  thanks to Klaus Spanderen (@klausspanderen).

- Exported Choi engine for Asian options; thanks to Klaus Spanderen
  (@klausspanderen).

- Exported new parameters and methods for `SwapRateHelper` and
  `OISRateHelper`; thanks to Eugene Toder (@eltoder) and Sotirios
  Papathanasopoulos (@sophistis42).

- Exported `MultipleResetsCoupon` and `MultipleResetsLeg` classes (@lballabio).

- Exported new constructors for `FittedBondDiscountCurve` (@lballabio).

- Exported additional arguments for `AssetSwap` constructor (@lballabio).

- Exported Wellington and Auckland variants for New Zealand calendar (@lballabio).

- Exported new constructors for YoY inflation curves (@lballabio).

- Exported KOFR index (@lballabio).

- Exported range-accrual coupon (@lballabio).

Main changes for QuantLib-SWIG 1.36

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/29?closed=1>.

- We're now using modern tooling to build and test Python wheels.
  Building now requires build besides setuptools, and testing requires
  pytest and tox. All of them can be installed in a virtual environment.

- **Removed** the deprecated constructors of the `ForwardRateAgreement` class.

- **Removed** the deprecated constructor of `YoYInflationIndex` taking
  a `ratio` parameter.

- **Removed** the deprecated `YYEUHICPr`, `YYFRHICPr`, `YYUKRPIr`,
  `YYUSCPIr` and `YYZACPIr` indexes.

- **Removed** the deprecated constructors of `CPICoupon` taking a
  `spread` parameter and its `spread` method, as well as the
  deprecated `withSpreads` method of `CPILeg`.

- **Breaking**: in Python, the multiplication between two `ql.Array`
  instances would return the dot product.  It now returns the
  element-wise product, like in C++.  Also, exposed more operators.
  Thanks to Eugene Toder (@eltoder).

- Exported `SpreadedSwaptionVolatility` class (@lballabio).

- Exported `Index::pastFixing` and the constructor of `EquityIndex`
  taking currency information; thanks to Ralf Konrad Eckel
  (@ralfkonrad).

- Exported specialized Warsaw Stock Exchange (WSE) calendar for
  Poland; thanks to Marcin Bogusz (@marcinfair).

- Exported missing volatility-type parameter for SABR interpolation
  (@lballabio).  This allows using it for normal volatilities.

- Exported `startOfMonth` and `isStartOfMonth` methods for both `Date`
  and `Calendar` (@lballabio).

- Exported `CompoundingOvernightIndexedCouponPricer` and
  `ArithmeticAveragedOvernightIndexedCouponPricer`, and export
  corresponding pricer parameter for the `OISRateHelper` and
  `DatedOISRateHelper` constructors (@lballabio).

- Export additional custom-constraint parameter for non-linear fitting
  methods (@lballabio).

- Exported `needsForecast` and `lastFixingDate` methods for inflation
  indexes (@lballabio).

- Exported new optimizer and end-criteria parameters for the
  `GlobalBootstrap` constructor (@lballabio).

- Exported new interpolation parameter for YoY inflation coupons
  (@lballabio).

Main changes for QuantLib-SWIG 1.35

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/28?closed=1>.

- Removed deprecated classes `DividendVanillaOption` and
  `DividendBarrierOption`.

- Removed deprecated constructor of `AnalyticDividendEuropeanEngine`
  taking only a process and no dividends.

- Exported missing `CashAnnuityModel` parameter for Black and
  Bachelier swaption engines (@lballabio).

- Exported Ziggurat Gaussian RNG; thanks to Ralf Konrad Eckel
  (@ralfkonrad).

- Exported a few missing `CashFlows` methods (@lballabio); thanks to
  GitHub user @heiieh for the heads-up.

- Exported new `IborCoupon::hasFixed` method (@lballabio).

- Exported new `FittedBondDiscountCurve::resetGuess` method (@lballabio).

- `EuriborSW` renamed to `Euribor1W`, old name still available for a
  while (@lballabio).

- Exported lookback days, lockout days and observation shift for
  overnight-indexed coupons, swaps and helpers (@lballabio).

- Exported `SimpleQuote::reset` method; thanks to Eugene Toder
  (@eltoder).

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).

Main changes for QuantLib-SWIG 1.33

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/26?closed=1>.

- Exported Burley 2020 Sobol generator (@lballabio).

- Allowed different calendars and frequencies for different legs in
  `OISRateHelper`; thanks to Eugene Toder (@eltoder).

- Exported convex-monotone forward-rate curve (@lballabio).

- Exported support for angled contour shift integrals in Heston model;
  thanks to Klaus Spanderen (@klausspanderen).

- Allowed negative payment lag in swap legs; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).

- Exported `reset` method in calendars; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).

- Added Python tests for `BondFunctions`; thanks to Francois Botha
  (@igitur).

Main changes for QuantLib-SWIG 1.32

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/25?closed=1>.

- Avoid using the deprecated `distutils` module for the Python
  wrappers; `setuptools` is now required for building (@lballabio).

- Exported `LastFixingQuote`; thanks to Eugene Toder (@eltoder).

- Added `redemptions` and `paymentLag` arguments to amortizing bond
  constructors; thanks to Gyan Sinha (@gyansinha).

- Exported utility function to simplify notification graph (@lballabio).

- Exported a few exotic options (Margrabe, compound, chooser) and
  related engines (@lballabio).

- Exported new constructor for OIS (@lballabio).

- Exported missing parameters for iterative bootstrap (@lballabio).

- Exported Xoshiro256** RNG (@lballabio).

Changes for QuantLib-SWIG 1.31.1

================================

QuantLib-SWIG 1.31.1 is a bug-fix release for version 1.31.

It includes a change in the underlying C++ library that fixes a
regression that could cause a segmentation fault when bootstrapping an
interest-rate curve using OIS rates.