ChangeLog.txt

commit 139e7f9489a981798d238edb659d047de2a97f25
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Jan 2025 09:53:26 +0100

    Set version to 1.39 final

 Python/setup.py | 2 +-
 configure.ac    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit ecc5102de0b28da72bb9d87dc9ae09ca5fad3b4e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Oct 2024 14:29:46 +0200

    Set version to 1.39-rc

 Python/setup.py | 2 +-
 SWIG/ql.i       | 4 ++--
 configure.ac    | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

commit 72bbed45047ee2602cbba3f282a89f11005f95cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Jul 2025 13:25:51 +0200

    Update news and changelog

 ChangeLog.txt | 480 ++++++++++++++++++++++++++++++----------------------------
 News.md       |  64 ++++----
 2 files changed, 285 insertions(+), 259 deletions(-)

commit 4443531b301dad8306b6da280f3f43f435ac0f16
Merge: fdc13359 e7511bd2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Jul 2025 17:29:47 +0200

    Export SHIR calendar (#748)

commit e7511bd282e80a5af0d4a202f41105f4e14459f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Jul 2025 15:51:29 +0200

    Export SHIR calendar

 SWIG/calendars.i | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit fdc13359ddfb4e058c71f329f86a6320c01104a3
Merge: 5277f4c1 06d93e1d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Jul 2025 16:49:42 +0200

    Add optional frequency to optionlet stripper (#746)

commit 06d93e1d0d0af065f5f12bf2b7c42bdcfe317fe5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Jul 2025 14:38:40 +0200

    Add optional frequency to optionlet stripper

 SWIG/old_volatility.i | 26 +++++++++++++++++---------
 1 file changed, 17 insertions(+), 9 deletions(-)

commit 5277f4c16455f0ca833ac364514ac236539d35b0
Merge: b5ca9192 feab90aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Jun 2025 11:17:42 +0200

    Expose FxSwapRateHelper.forDates() (#745)

commit feab90aaa36095ed013ecdf1c84651a99d437401
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Sat, 21 Jun 2025 13:03:17 -0400

    Expose FxSwapRateHelper.forDates()

 SWIG/ratehelpers.i | 17 ++++++++++++++++-
 1 file changed, 16 insertions(+), 1 deletion(-)

commit b5ca91929f2dfe1486a2697ae38f5226a20ad161
Merge: 5c68dcf3 56b835d7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Jun 2025 11:00:23 +0200

    Use a Python typemap for `std::variant<Real, Handle<Quote>>` (#744)

commit 56b835d746863fce9b75d34ac3b35dbbb20a72f1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Jun 2025 09:01:51 +0200

    Use a Python typemap for variant<Real, Handle<Quote>>

 SWIG/defaultprobability.i | 44 ++++++++++++++++++++++++++++++++++
 SWIG/marketelements.i     | 56 +++++++++++++++++++++++++++++++++++++++++++
 SWIG/ratehelpers.i        | 61 +++++++++++++++++++++++++++++++++++++++++++++++
 3 files changed, 161 insertions(+)

commit 5c68dcf37ca40c32cb92067e9340d3099bbe9aa0
Merge: aba15e46 12c40d24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Jun 2025 18:02:30 +0200

    Make nominal curve optional in zero-coupon inflation helper (#743)

commit aba15e464b21a3b32bc97895272692e8b8509dba
Merge: a57d3a0c 4ec22f1c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Jun 2025 17:28:39 +0200

    Export SARON index (#742)

commit a57d3a0c0f596eb95ecf00b4204b0a5a65d817fc
Merge: ef9a5ada ede8097f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Jun 2025 17:23:50 +0200

    Export sabrGuess function (#741)

commit 12c40d24a89df5cc2927a90c1fc781b912b649b9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Jun 2025 16:45:34 +0200

    Make nominal curve optional in zero-coupon inflation helper

 SWIG/inflation.i | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 4ec22f1ccfad62ebb8e0892f03657ef978224ef2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Jun 2025 16:15:34 +0200

    Export SARON index

 SWIG/indexes.i | 1 +
 1 file changed, 1 insertion(+)

commit ede8097f6cb5180cbfa82016f1d8128beb06f519
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Jun 2025 15:16:51 +0200

    Export sabrGuess function

 SWIG/volatilities.i | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

commit ef9a5ada3f7cc51d558edaaeba6a10e6a08c9338
Merge: e29aed2c c522f399
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 May 2025 15:04:49 +0200

    Expose CustomIborIndex (#739)

commit e29aed2c06b4772d8137049e663502136a7b521f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 May 2025 11:14:10 +0200

    Let git ignore generated setup.cfg

 Python/.gitignore | 1 +
 1 file changed, 1 insertion(+)

commit c522f399a9acf464af8daf9c370c912c29de664e
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Mon, 19 May 2025 23:36:34 -0400

    Expose CustomIborIndex

 SWIG/indexes.i | 24 ++++++++++++++++++++++++
 1 file changed, 24 insertions(+)

commit 4b0dc5987f7775a7221e46887cf4b2d67a965612
Merge: acd697a9 047104e1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 May 2025 11:50:45 +0200

    Expose overnight calendar in OISRateHelper (#737)

commit 047104e1a5ef988bcf67ac38c8cbed5d66fae10d
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Fri, 16 May 2025 10:02:36 -0400

    Expose overnight calendar in OISRateHelper

 SWIG/ratehelpers.i | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

commit acd697a9a6906969febeac007e1c5b808b89ccf8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 May 2025 15:52:27 +0200

    Relax tolerance when indexed coupons are used

 Python/test/test_volatilities.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 14ecd4616d7d096d904c0cae9ac672a8bf047d1d
Merge: c20f0368 c2d03c13
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 May 2025 15:19:46 +0200

    added support to build a free threading python package (aka no GIL) (#734)

commit c20f0368b01e176e84ac0dea6a065a0f283af102
Merge: d57204b7 6fe91f1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 9 May 2025 15:00:10 +0200

    In Python wrap constructor for VanillaSwap directly (#735)

commit 6fe91f1ffd693d06ba61b625406152bfd451011f
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Tue, 6 May 2025 00:33:54 -0400

    In Python wrap constructor for VanillaSwap directly
    
    In Python there is a typemap for ext::optional<BusinessDayConvention>.
    It's used by Schedule.

 SWIG/swap.i | 15 +++++++++++++++
 1 file changed, 15 insertions(+)

commit c2d03c1332d709ce1a18227833bae40b0ba0e310
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 4 May 2025 17:29:09 +0200

    remove empty init code

 SWIG/quantlib.i | 4 ----
 1 file changed, 4 deletions(-)

commit 0dfa1b9c3cb6cc1ff9529174c9be984f5938af09
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 4 May 2025 16:50:11 +0200

    align with swig 4.4

 Python/examples/no-gil-scaling.py | 4 ++--
 Python/setup.py                   | 5 +++--
 Python/setup.py.in                | 9 +++++++--
 SWIG/quantlib.i                   | 4 ----
 4 files changed, 12 insertions(+), 10 deletions(-)

commit d57204b7b041bcef23ded985dd05fa053cda9c5e
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 29 Apr 2025 11:43:19 +0000

    Update copyright list in license

 LICENSE.TXT | 80 ++++++++++++++++++++++++++++++-------------------------------
 1 file changed, 40 insertions(+), 40 deletions(-)

commit d25595d8ad9ca6848a7cd09bde4e85e5b828c50f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Apr 2025 13:09:33 +0200

    Reformat copyright attribution in license

 tools/collect_copyrights.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

commit 75472c57dbf0312bb989ba2c318305b172904e6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Apr 2025 13:07:23 +0200

    Update or remove some obsolete information

 CSharp/README.txt        |  5 +++--
 Java/README.txt          |  5 +----
 README.md                | 27 ++-------------------------
 Scala/README.txt         | 15 ++-------------
 tools/version_number.txt | 11 -----------
 5 files changed, 8 insertions(+), 55 deletions(-)

commit 94913d5dc837c43f5be4364506eaffa9947e6142
Merge: 33ebd559 df0abe7e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Apr 2025 17:08:32 +0200

    Allow passing JAVAC_FLAGS for javac compilation (#731)

commit df0abe7e4d4069e59cb5b881c85e6889fa529220
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Apr 2025 14:31:26 +0200

    Allow passing JAVAC_FLAGS for javac compilation

 Java/Makefile.am | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 33ebd559547f0bb8a3f73a6387b7145caf4e5f5d
Merge: 5c162269 8450f53b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Apr 2025 09:01:15 +0200

    Expose data on PiecewiseYieldCurve (#726)

commit 5c162269074c5b486e6183f88a072f6200b20cd4
Merge: d80ae866 e464956d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Apr 2025 09:00:11 +0200

    Expose convexityAdjustment on FuturesRateHelper (#721)

commit d80ae8664b243ff11bd15e9cb391ebf615fcd238
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Apr 2025 08:17:10 +0200

    Use SWIG 4.3.1 in CI builds

 dockerfiles/ci.base.Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 2093c0baf56e1d48b8bc4f36e65c120c5ef19c56
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Oct 2023 11:34:41 +0200

    Set version to 1.39-dev

 Python/setup.py | 2 +-
 R/DESCRIPTION   | 2 +-
 configure.ac    | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit ee4dbff5d26329207b46692a0927d6196e9d30ef
Merge: 2decc178 cf1943c5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Apr 2025 15:38:43 +0200

    Remove features deprecated in version 1.34 and no longer in the underlying C++ library (#727)

commit cf1943c535c2a32d7f584362136e987448ecbbdc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Apr 2025 12:36:56 +0200

    Fix obsolete method calls in tests

 Java/examples/Bonds.java          |  3 ++-
 Python/examples/bonds.py          |  7 +++++--
 Python/test/test_bondfunctions.py | 11 ++++++++---
 R/demo/bonds.R                    |  2 +-
 Scala/examples/CPIBond.scala      |  4 ++--
 5 files changed, 18 insertions(+), 9 deletions(-)

commit c23f2d430808c3f434336c65fe22c73e7bbac200
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Apr 2025 11:44:29 +0200

    Remove features deprecated in version 1.34 and no longer in C++ library

 SWIG/bondfunctions.i      | 43 -------------------------------------------
 SWIG/bonds.i              |  7 -------
 SWIG/calibrationhelpers.i |  7 +++----
 SWIG/inflation.i          | 45 +++------------------------------------------
 SWIG/ratehelpers.i        |  2 --
 SWIG/swaption.i           |  1 -
 6 files changed, 6 insertions(+), 99 deletions(-)

commit 8450f53b609007057f982481fd42a197d16a4059
Author: Eugene Toder <eltoder@users.noreply.github.com>
Date:   Mon, 21 Apr 2025 12:13:47 -0400

    Expose data on PiecewiseYieldCurve

 SWIG/piecewiseyieldcurve.i | 1 +
 1 file changed, 1 insertion(+)

commit e464956de4c85bc0742a6600ec46ec91a203b080
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Thu, 10 Apr 2025 12:12:59 -0400

    Expose convexityAdjustment on FuturesRateHelper
    
    And on OvernightIndexFutureRateHelper.

 SWIG/ratehelpers.i | 4 ++++
 1 file changed, 4 insertions(+)

commit 4f0f87898651ffe53925911bddc163e78ef7097d
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 9 Mar 2025 16:44:53 +0100

    let the setup.py write the config file

 Python/setup.cfg | 2 --
 Python/setup.py  | 4 ++++
 2 files changed, 4 insertions(+), 2 deletions(-)

commit 42e310a3a8eefac132085819af897c71f9ea3948
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 3 Mar 2025 09:47:47 +0100

    add mt scaling example

 Python/examples/no-gil-scaling.py | 41 +++++++++++++++++++++++++++++++++++++++
 1 file changed, 41 insertions(+)

commit 249e3986c3a069706354cba7660c664a48050a76
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 2 Mar 2025 15:27:33 +0100

    changes to use QuantLib with Python 3.13s free-threading. Also changes
    to SWIG itself are necessary

 Python/setup.cfg | 2 +-
 Python/setup.py  | 4 ++--
 SWIG/ode.i       | 2 +-
 SWIG/quantlib.i  | 8 ++++++++
 4 files changed, 12 insertions(+), 4 deletions(-)