1.41

Downloads:

• QuantLib-SWIG-1.41.tar.gz
• QuantLib-SWIG-1.41.zip

Changes for QuantLib-SWIG 1.41

Starting from this release, the Python wrappers provide support for the new free-threading interpreter in Python 3.14.

Removed features

Features removed from the C++ library in this release were also removed from these wrappers; see #783 for a full list.

Possibly breaking changes

• Due to limitations of SWIG in case of overloaded methods, the constructors of ContinuousAveragingAsianOption and ContinuousArithmeticAsianLevyEngine no longer accept keyword arguments in Python;
• In the constructor of ZeroCouponInflationSwapHelper, the incorrectly-named bcd argument was renamed to bdc (for business-day convention); this can break calls using that keyword argument.

What's Changed

• Set version to 1.41-dev by @lballabio-bot in #782
• Avoid features removed from underlying C++ library by @lballabio in #783
• Expose more spread curve types by @eltoder in #784
• Expose InterpolatedSpreadDiscountCurve by @eltoder in #785
• Rename piecewise spread curves classes to *SpreadDiscount by @eltoder in #786
• Expose forDates on inflation swap helpers by @eltoder in #787
• Replace passed NULL with NA in R examples for compatibility with R 3.5 by @lballabio in #789
• Export Vanna and Volga in Black-Scholes and Bachelier calculators by @kp9991-git in #790
• Add optional rounding to ultimate forward-rate term structure by @marcin-rybacki in #788
• Expose ZeroCouponInflationSwap::fixedLegBPS() by @eltoder in #791
• Export a few missing Bond inspectors by @lballabio in #793
• Enable building wheels for free-threading Python; increase minimum supported Python version to 3.10 by @lballabio in #794
• Expose optional argument for enableExtrapolation by @eltoder in #795
• Expose data method on piecewise inflation curves by @eltoder in #797
• Bump actions/checkout from 5 to 6 by @dependabot[bot] in #798
• Exported semi-analytic European engine for a single asset with cash by @klausspanderen in #799
• Re-enable Python 3.8 and 3.9 by @lballabio in #800
• Bump peter-evans/create-pull-request from 7 to 8 by @dependabot[bot] in #801
• Add setInterpolation method in BlackVarianceCurve by @paolodelia99 in #802
• Export zeroRate and yoyRate methods without lag for inflation curves by @lballabio in #803
• Export const-notional cross-currency swap helper by @lballabio in #804
• Export new constructor for Asian option and engine by @lballabio in #805
• Export new features of overnight-indexed coupons by @lballabio in #806
• Fix typo in method mapping for MakeSwaption by @lballabio in #808
• Set version to 1.41-rc by @lballabio-bot in #809
• Add missing constructor to a couple of pricers by @lballabio in #810
• Set version to 1.41 final by @lballabio-bot in #811

Full Changelog: v1.40...v1.41