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Changes for QuantLib 1.41

Removals and deprecations

Features deprecated in release 1.36 were removed in this release; see lballabio#2348 for a full list.

A number of features were deprecated in this release and will be removed in a future release:

  • The ZeroInflationTermStructure::zeroRate and YoYInflationTermStructure::yoyRate overloads taking an observation lag; if needed, use the other overloads instead (but you should go through the corresponding indexes anyway).
  • The constructors of InterpolatedPiecewiseForwardSpreadedTermStructure, InterpolatedPiecewiseZeroSpreadedTermStructure and ZeroSpreadedTermStructure taking a day counter; use another constructor instead.
  • The ContinuousArithmeticAsianLevyEngine constructor taking a start date; use the other constructor and pass the start date to the option instead.
  • The ql/functional.hpp header; use #include <functional> instead.
  • The ql/tuple.hpp header; use #include <tuple> instead.
  • The now empty ql/experimental/averageois/arithmeticaverageois.hpp, ql/experimental/averageois/arithmeticoisratehelper.hpp, ql/experimental/averageois/makearithmeticaverageois.hpp, ql/experimental/risk/creditriskplus.hpp and ql/experimental/risk/sensitivityanalysis.hpp headers.

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/v1.41.

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