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commit 47bc2a352c8dd74ba7cd2813fbf1086de7de5eea
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Mon, 12 Jan 2026 13:34:28 +0000
Set version to 1.41
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 951d93657dbb5d0032bc5de0e773bfa1c377c90b
Merge: 1e9b8754 255681df
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 8 Jan 2026 10:57:04 +0100
Add missing constructor to a couple of pricers (#810)
commit 255681df2fe1f3812a9560ad7ec7113538aa1320
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 8 Jan 2026 10:05:11 +0100
Add missing constructor to a couple of pricers
SWIG won't generate a default constructor if the base class doesn't have one.
SWIG/cashflows.i | 10 ++++++++--
1 file changed, 8 insertions(+), 2 deletions(-)
commit 1e9b8754fd040f1691a0f3738dbf986b81c26e07
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Mon, 5 Jan 2026 19:41:32 +0000
Update changelog
ChangeLog.txt | 978 +++++++++++++++++++++++-----------------------------------
1 file changed, 392 insertions(+), 586 deletions(-)
commit f820895a2c7d4e962df77c232116bd09e1cee5d0
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Mon, 5 Jan 2026 19:41:32 +0000
Set version to 1.41-rc
Python/setup.py | 2 +-
SWIG/ql.i | 4 ++--
configure.ac | 2 +-
3 files changed, 4 insertions(+), 4 deletions(-)
commit 99086d5271d307aa2b58ad677d3aa31d337a0c5b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Jan 2026 12:37:53 +0100
Update news for 1.41
News.md | 23 ++++++++++++++---------
1 file changed, 14 insertions(+), 9 deletions(-)
commit 9adba846e2d00c15239508cbb30197af3fee9f72
Merge: 0e5f50cd eef65314
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Jan 2026 10:10:51 +0100
Fix typo in method mapping for `MakeSwaption` (#808)
commit eef65314846d8068173a6d920dd8753a5324081a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Jan 2026 09:19:16 +0100
Fix typo in method mapping
SWIG/swaption.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 0e5f50cdff3bb0bceeb421a36daa483cafe4766e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Dec 2025 16:44:51 +0100
Restore kwargs for ultimate term-structure constructor
SWIG/termstructures.i | 3 +++
1 file changed, 3 insertions(+)
commit 85b621bc9296f62df7982ae33df2281c573c5be0
Merge: b66e8eca 13f727a4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 24 Dec 2025 12:19:04 +0100
Export new features of overnight-indexed coupons (#806)
commit 13f727a477996308938bc77f4db7f0c0cd7df11d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 24 Dec 2025 11:35:15 +0100
Export new features of overnight-indexed coupons
SWIG/cashflows.i | 133 ++++++++++++++++++++++++++++++++++++++++++++-----------
1 file changed, 107 insertions(+), 26 deletions(-)
commit b66e8ecaeca075ebb96c03f33f0b52593ba0bd56
Merge: 2afb7e19 f335ac11
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 20:08:05 +0100
Export new constructor for Asian option and engine (#805)
commit f335ac11662a86f9cda939b7163f88ae995a5edb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 18:37:40 +0100
Export new constructor for Asian option and engine
SWIG/asianoptions.i | 7 +++++++
1 file changed, 7 insertions(+)
commit 2afb7e19bfc453f81f63ed1f271d09becccf459e
Merge: 7b6a8dbb ae9dba82
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 18:10:55 +0100
Export const-notional cross-currency swap helper (#804)
commit ae9dba82b1e007032bbd937c90d7409d766a2ae2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 16:53:37 +0100
Export const-notional cross-currency swap helper
SWIG/ratehelpers.i | 26 ++++++++++++++++++++++----
1 file changed, 22 insertions(+), 4 deletions(-)
commit 7b6a8dbb71ed1d42e32a8ba3ba0bfd201694f1ac
Merge: 965f8b46 35925cd7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 15:08:02 +0100
Export `zeroRate` and `yoyRate` methods without lag (#803)
commit 965f8b460a025fb7952122d2bf3a8eb8653d9de3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 12:37:28 +0100
No need for %extend
SWIG/cashflows.i | 83 ++++++++++++++++++++++++--------------------------------
1 file changed, 36 insertions(+), 47 deletions(-)
commit 35925cd7bc1e050ca8ba45a87e2a380f94062c9c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 12:56:41 +0100
Export zeroRate and yoyRate methods without lag
SWIG/inflation.i | 8 ++++++--
1 file changed, 6 insertions(+), 2 deletions(-)
commit 73402fff013652d83efd7eb30b04678964f54cbe
Merge: d795a2b0 e12869eb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Dec 2025 11:40:11 +0100
Add `setInterpolation` method in `BlackVarianceCurve` (#802)
commit e12869eb5c21c0263ca92153d7b188ffbb241716
Author: paolodelia99 <paolo.delia99@gmail.com>
Date: Tue, 23 Dec 2025 10:29:06 +0100
Fix error for missing interpolators
SWIG/volatilities.i | 4 ----
1 file changed, 4 deletions(-)
commit ed53ea0206131eb59e4b93478176a730fa025f4b
Author: paolodelia99 <paolo.delia99@gmail.com>
Date: Tue, 23 Dec 2025 10:21:18 +0100
wrap new overidden methon in extend
SWIG/volatilities.i | 29 +++++++++++++++--------------
1 file changed, 15 insertions(+), 14 deletions(-)
commit e00cbf4860a9750df7ac0f999195e4a62f5756f8
Author: paolodelia99 <paolo.delia99@gmail.com>
Date: Tue, 23 Dec 2025 10:16:33 +0100
Add set interpolation method in BlackVarianceCurve class
SWIG/volatilities.i | 15 +++++++++++++++
1 file changed, 15 insertions(+)
commit d795a2b011fe6cdd5cdc729d358c449c0159f889
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 15 Dec 2025 18:02:20 +0000
Bump peter-evans/create-pull-request from 7 to 8
Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 7 to 8.
- [Release notes](https://github.com/peter-evans/create-pull-request/releases)
- [Commits](https://github.com/peter-evans/create-pull-request/compare/v7...v8)
---
updated-dependencies:
- dependency-name: peter-evans/create-pull-request
dependency-version: '8'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/copyrights.yml | 2 +-
.github/workflows/increase-version-number.yml | 2 +-
.github/workflows/license-url.yml | 2 +-
.github/workflows/misspell.yml | 2 +-
.github/workflows/namespaces.yml | 2 +-
.github/workflows/prepare-release-candidate.yml | 2 +-
.github/workflows/prepare-release.yml | 2 +-
7 files changed, 7 insertions(+), 7 deletions(-)
commit d41d093301825d1ab17c2b71fc75b654473e0b98
Merge: 9b8a5500 784b3b11
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 9 Dec 2025 16:08:13 +0100
Re-enable Python 3.8 and 3.9 (#800)
commit 784b3b11d79c567585950d68a91ff1ecb7339dd9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 9 Dec 2025 13:17:27 +0100
Re-enable Python 3.8 and 3.9.
SWIG 4.4.1 restored support for them.
Python/setup.py | 4 ++--
Python/setup.py.in | 4 ++--
2 files changed, 4 insertions(+), 4 deletions(-)
commit 4cc52a73c6bc9743c13293d67cd1e70fd1179218
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 9 Dec 2025 13:58:34 +0100
Upgrade to SWIG 4.4.1
.github/workflows/publish-release.yml | 2 +-
dockerfiles/ci.base.Dockerfile | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 9b8a5500bbd62d75fc83946d48fa5bb0f641945b
Merge: 1eef94d6 17908e4d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 1 Dec 2025 10:33:17 +0100
added semi-analytic European engine for a single asset with cash (#799)
commit 17908e4df0143b4432111c70bef185bd56d81c72
Author: klaus spanderen <klaus@spanderen.de>
Date: Sun, 30 Nov 2025 22:00:44 +0100
fixed potential leap year issue.
Python/test/test_options.py | 14 +++++++-------
1 file changed, 7 insertions(+), 7 deletions(-)
commit 1eef94d6a83f54cd4f53f04282b5530328086ca3
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 24 Nov 2025 18:36:44 +0000
Bump actions/checkout from 5 to 6
Bumps [actions/checkout](https://github.com/actions/checkout) from 5 to 6.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v5...v6)
---
updated-dependencies:
- dependency-name: actions/checkout
dependency-version: '6'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/copyrights.yml | 2 +-
.github/workflows/devenv-images.yml | 10 +++++-----
.github/workflows/increase-version-number.yml | 2 +-
.github/workflows/license-url.yml | 2 +-
.github/workflows/linux.yml | 2 +-
.github/workflows/misspell.yml | 2 +-
.github/workflows/namespaces.yml | 2 +-
.github/workflows/prepare-release-candidate.yml | 2 +-
.github/workflows/prepare-release.yml | 2 +-
.github/workflows/publish-release.yml | 2 +-
10 files changed, 14 insertions(+), 14 deletions(-)
commit 2021282adf61d5a5f05d9d57c1ede2d9ad290704
Merge: 847c5783 2481867d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 21 Nov 2025 10:33:54 +0100
Expose data on piecewise inflation curves (#797)
commit 2481867d84bbd6e7dd5e151496a35513acce5bb4
Author: Eugene Toder <eltoder@twosigma.com>
Date: Thu, 20 Nov 2025 13:41:54 -0500
Expose data on piecewise inflation curves
SWIG/inflation.i | 2 ++
1 file changed, 2 insertions(+)
commit 847c578397a275e994ce0a5149d35e1fbd067f4c
Merge: 0bf01839 69f63c7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 17 Nov 2025 09:22:12 +0100
Expose argument for enableExtrapolation (#795)
commit 69f63c7bcb8072fe9ae541930988e3af519a9016
Author: Eugene Toder <eltoder@users.noreply.github.com>
Date: Fri, 14 Nov 2025 14:38:14 -0500
Expose argument for enableExtrapolation
SWIG/termstructures.i | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit 0bf01839659042659273cd9b95ffc358bc7f8f93
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 13 Nov 2025 10:12:08 +0100
Fix a few typos
Java/examples/Bonds.java | 4 ++--
Python/README.md | 2 +-
2 files changed, 3 insertions(+), 3 deletions(-)
commit 37cf3e4ee5c88010d527e5b78dced94ba6027ced
Author: klaus spanderen <klaus@spanderen.de>
Date: Wed, 12 Nov 2025 20:35:35 +0100
added semi-analytic European engine for a single asset with cash
dividends
Python/test/test_options.py | 46 +++++++++++++++++++++++++++++++++++++++++++--
SWIG/options.i | 17 +++++++++++++++++
2 files changed, 61 insertions(+), 2 deletions(-)
commit 04d62c5aeb214e2e58c6b6835244bec4359ac9a5
Merge: a48b4208 23f732c1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 11 Nov 2025 17:22:05 +0100
Enable building wheels for free-threading Python; increase minimum supported Python version to 3.10 (#794)
commit 23f732c17939aa37f78421feec1d6b7a71978125
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 11 Nov 2025 14:58:21 +0100
Upgrade to SWIG 4.4.0 in workflows
.github/workflows/publish-release.yml | 2 +-
dockerfiles/ci.base.Dockerfile | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit a48b4208777c931f3a13bea2efbf0f8a373fa82f
Merge: 70048a0f 39611e80
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 11 Nov 2025 13:52:57 +0100
Export a few missing Bond inspectors (#793)
commit 39611e80abf8d58338fee8b682abdeb317248ba6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 11 Nov 2025 12:51:22 +0100
Export a few missing Bond inspectors
SWIG/bonds.i | 3 +++
1 file changed, 3 insertions(+)
commit 70048a0f8300f21c77c76bf38fb73b48eb8138ed
Merge: 5bc9d5ca c3d9ad29
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 5 Nov 2025 15:26:12 +0100
Expose ZeroCouponInflationSwap::fixedLegBPS() (#791)
commit 5bc9d5ca4197a76d52d0d3b354aca87896628565
Merge: 0c92ed99 cdbcbe83
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 3 Nov 2025 09:45:36 +0100
Enable rounding in UFR interpolation (#788)
commit cdbcbe833b41691b739d61be59263b36474ae70b
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Thu, 30 Oct 2025 16:48:47 +0100
Implemented PR feedback.
SWIG/common.i | 21 +++++++++++++++++++++
SWIG/termstructures.i | 16 ----------------
2 files changed, 21 insertions(+), 16 deletions(-)
commit c3d9ad291cbc8704d5ace90f904003337b756466
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 28 Oct 2025 13:45:30 -0400
Expose ZeroCouponInflationSwap::fixedLegBPS()
SWIG/inflation.i | 1 +
1 file changed, 1 insertion(+)
commit 0c92ed9941075cce0e3eb357d1cf409fb4b40a5c
Merge: d219d0c7 068d66dc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 27 Oct 2025 10:02:45 +0100
Adding vanna and volga functions (#790)
commit 068d66dce19173c447c9acc0ba3f26ca6b16d5ac
Author: kp9991 <kp9991@gmail.com>
Date: Sat, 25 Oct 2025 16:05:31 +1100
Adding vanna and volga functions
SWIG/options.i | 4 ++++
1 file changed, 4 insertions(+)
commit 6f1d8684238c812933e05baf1f53529295cd0ee6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 21 Oct 2025 16:06:50 +0200
Upgrade minimum Python version to 3.10
This is requested for compatibility with SWIG 4.4, that
we'll use going forward in order to enable building wheels
for free-threading Python.
Python/setup.py | 46 +++++++++++++++++++++++++---------------------
Python/setup.py.in | 46 +++++++++++++++++++++++++---------------------
2 files changed, 50 insertions(+), 42 deletions(-)
commit d219d0c72cab206d9ddddf2156a87e40609563b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 21 Oct 2025 16:10:21 +0200
Unpin base for devenv image
.github/workflows/devenv-images.yml | 2 +-
dockerfiles/ci.csharp.Dockerfile | 5 +++++
2 files changed, 6 insertions(+), 1 deletion(-)
commit 4fef4aba7e7d34266160ddd78d5705e277ee2af8
Merge: 85ed8efc 6a39261c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 24 Oct 2025 09:17:38 +0200
Replace passed NULL with NA in R examples for compatibility with R 3.5 (#789)
commit 6a39261c1b610e7cd453f9b1a19b7a179daeef16
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 23 Oct 2025 08:09:18 +0200
Replace passed NULL with NA in R examples
NULL doesn't work with R 3.5 and the current typemaps
R/demo/european-option.R | 22 +++++++++++-----------
1 file changed, 11 insertions(+), 11 deletions(-)
commit 85ed8efc12645d0b361341941c88487cee871013
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 22 Oct 2025 15:14:38 +0200
Move CI build to .Net 9
CSharp/Makefile.am | 20 ++++++++++----------
CSharp/csharp/NQuantLib.csproj | 2 +-
.../BermudanSwaption/BermudanSwaption.csproj | 2 +-
CSharp/examples/EquityOption/EquityOption.csproj | 2 +-
.../FiniteDifferenceMethods.csproj | 2 +-
CSharp/examples/Times/Times.csproj | 2 +-
dockerfiles/ci.csharp.Dockerfile | 2 +-
7 files changed, 16 insertions(+), 16 deletions(-)
commit 486668c3e029144209728a31ada4c2c0ac7c5623
Merge: 2e2fce59 4d9ddd92
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 21 Oct 2025 13:02:08 +0200
Expose forDates on inflation swap helpers (#787)
commit 2e2fce59eef9476bfd2524ea77a2ef03dd36df0d
Merge: d636f144 77357411
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 21 Oct 2025 11:18:34 +0200
Rename piecewise spread curves classes to *SpreadDiscount (#786)
commit 4d9ddd92f1cb49b43c864330f6353f7da394b36f
Author: Eugene Toder <eltoder@twosigma.com>
Date: Mon, 20 Oct 2025 13:20:32 -0400
Expose forDates on inflation swap helpers
SWIG/inflation.i | 55 ++++++++++++++++++++++++++++++++++++++++++++++---------
1 file changed, 46 insertions(+), 9 deletions(-)
commit 77357411385efd3d83c918279bd4fc469f26d234
Author: Eugene Toder <eltoder@twosigma.com>
Date: Sat, 18 Oct 2025 17:28:27 -0400
Rename piecewise spread curves classes to *SpreadDiscount
For consistency with InterpolatedSpreadDiscountCurve classes.
SWIG/piecewiseyieldcurve.i | 11 ++++++++---
1 file changed, 8 insertions(+), 3 deletions(-)
commit d636f14414e020078de9cbaa0761467106046043
Merge: b9d03fca 9b904d87
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 16 Oct 2025 08:42:39 +0200
Expose InterpolatedSpreadDiscountCurve (#785)
commit 9b904d879dd1d1118eb814fc848e8983a349243d
Author: Eugene Toder <eltoder@twosigma.com>
Date: Wed, 15 Oct 2025 12:06:43 -0400
Expose InterpolatedSpreadDiscountCurve
SWIG/ql.i | 1 +
SWIG/spreaddiscountcurve.i | 37 +++++++++++++++++++++++++++++++++++++
2 files changed, 38 insertions(+)
commit b9d03fca2f8e6b251e62bbcf00cca9208aa33af9
Merge: 7ad4fc40 b319a172
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 15 Oct 2025 16:17:22 +0200
Expose more spread curve types (#784)
commit b319a172a896e1b73c15822ac8507e3109f7e187
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 14 Oct 2025 14:09:31 -0400
Expose more spread curve types
SWIG/piecewiseyieldcurve.i | 11 +++++++++--
1 file changed, 9 insertions(+), 2 deletions(-)
commit 7ad4fc406fc93b45ee9a559f795de424bb2d3965
Merge: 864b090f be0789ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 14 Oct 2025 15:10:04 +0200
Avoid features removed from underlying C++ library (#783)
commit 864b090f0a0f78922288f8ff9c96828578a512da
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Tue, 14 Oct 2025 09:34:11 +0000
Set version to 1.41-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit be0789efdc4868d8c0df405ca9a54c1cb818aa22
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 14 Oct 2025 11:21:04 +0200
Update tests
Python/test/test_equityindex.py | 2 +-
Python/test/test_swap.py | 1 +
2 files changed, 2 insertions(+), 1 deletion(-)
commit d89406cc88b7e126980cabe9cc72381c2a95c68c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 14 Oct 2025 10:10:51 +0200
Add workflow to increase version number after release
.github/workflows/increase-version-number.yml | 37 +++++++++++++++++++++++++++
1 file changed, 37 insertions(+)
commit f54285262cdd40acc00e36e97928e1f979675b7c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 14 Oct 2025 10:40:24 +0200
Avoid features removed from underlying library in version 1.41
SWIG/indexes.i | 5 --
SWIG/inflation.i | 137 +++++++++++++----------------------------------------
SWIG/ratehelpers.i | 21 --------
SWIG/swap.i | 51 --------------------
4 files changed, 34 insertions(+), 180 deletions(-)
commit 1923c81a2809618c9e85f5408201060af4bafd68
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 14 Oct 2025 09:52:20 +0200
Fix links in draft release notes
.github/workflows/publish-release.yml | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 2c903776a294111a39aa74a2b35be676b086a1a9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 14 Oct 2025 09:50:56 +0200
Don't run CI builds when pushing a tag
.github/workflows/linux.yml | 2 ++
1 file changed, 2 insertions(+)
commit 2e34601a490a6096d0a79d864f8701cfb2d7c905
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Thu, 9 Oct 2025 16:07:59 +0200
Exposed changes related to UFR rounding.
Python/test/test_termstructures.py | 2 +-
SWIG/termstructures.i | 17 ++++++++++++++++-
2 files changed, 17 insertions(+), 2 deletions(-)
commit ad3db45c4b1f668f11258c7f0a786a97cc394086
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Thu, 9 Oct 2025 09:55:10 +0200
Updated `UltimateForwardTermStructure` signature
SWIG/termstructures.i | 5 ++++-
1 file changed, 4 insertions(+), 1 deletion(-)
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