Published January 22, 2024
| Version v1.33
Software
Open
lballabio/QuantLib-SWIG: 1.33
Creators
- Luigi Ballabio
- Marcin Rybacki1
- Klaus Spanderen
- Matthias Lungwitz
- slusek
- jackgillett101
- bnalgo
- Fredrik Gerdin Börjesson2
- Dirk Eddelbuettel
- Ralf Konrad
- Nijaz Kovacevic
- Goutham Balaraman
- AndLLA
- Peter Caspers3
- Matthias Groncki4
- mdelmedico
- Eugene Toder
- fabrice-lecuyer
- Roy Zywina5
- martinrosstmc
- Riccardo Ghetta (larix)6
- miguelandrs
- Ignacio Anguita
- Weston Steimel7
- Sebastian Bohlen
- prasom
- marcinole
- jacek-bator
- 1. BasisPoint
- 2. SEB
- 3. Acadia - An LSEG Business
- 4. Acadia - an LSEG Business
- 5. TD Bank
- 6. Thema Consulting SA
- 7. @anchore
Description
Downloads:
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
resetmethod in calendars; thanks to Fredrik Gerdin Börjesson (@gbfredrik). - Added Python tests for
BondFunctions; thanks to Francois Botha (@igitur).
Full Changelog: https://github.com/lballabio/QuantLib-SWIG/compare/v1.32...v1.33
Files
lballabio/QuantLib-SWIG-v1.33.zip
Files
(415.1 kB)
| Name | Size | Download all |
|---|---|---|
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md5:4fc675c5b4977412aaf90d37a5ee5c4b
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415.1 kB | Preview Download |
Additional details
Related works
- Is supplement to
- Software: https://github.com/lballabio/QuantLib-SWIG/tree/v1.33 (URL)