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Changes for QuantLib 1.40
=========================
Removals and deprecations
-------------------------
Features deprecated in release 1.35 were removed in this release; see
<https://github.com/lballabio/QuantLib/pull/2268> for a full list.
A number of features were deprecated in this release and will be
removed in a future release:
- The overload of the `RangeAccrualFloatersCoupon` constructor taking
a `shared_ptr` to a schedule; use the other overload instead.
- The method `observationsSchedule` of the same class; use
`observationSchedule` instead.
- The `<ql/experimental/fx/blackdeltacalculator.hpp>` and
`ql/experimental/fx/deltavolquote.hpp` headers; use
`<ql/pricingengines/blackdeltacalculator.hpp>` and
`<ql/quotes/deltavolquote.hpp>` instead.
- The overload of the `CPIBond` and `CPIBondHelper` constructors
taking the `growthOnly` parameter; use the other overload instead.
- The methods `cumD1`, `cumD2`, `nD1` and `nD2` of the
`BlackDeltaCalculator` class; they are internal methods and will be
moved to the private section.
- The `BlackDeltaPremiumAdjustedSolverClass` and
`BlackDeltaPremiumAdjustedMaxStrikeClass`; they were used in the
implementation of `BlackDeltaCalculator` but are now obsolete.
- The `BootstrapError` class template; use a lambda instead (see
<https://github.com/lballabio/QuantLib/pull/2263> for an example).
- The `PenaltyFunction` class; use `SimpleCostFunction` instead.
- The `Tona` index was renamed to `Tonar`; use the latter instead.
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/releases/tag/v1.40>.
The list of commits since the previous release is available in `ChangeLog.txt`.
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