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News.txt
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Release 1.7 - November 2015
Changes since release 1.6.2:
- in sync with QuantLib 1.7.
- added optimizer interface for Java/Scala (thanks to Klaus Spanderen).
- exported new Romanian and Israelian calendars (thanks to Riccardo Barone).
- exported barrier and double barrier engines (thanks to Riccardo Ghetta).
- exported a few missing methods of the Calendar class (thanks to Benoit Barthelet).
- exported OptionletStripper1 and StrippedOptionletAdapter (thanks to Matthias Groncki).
- exported more inspectors for discount and zero curves (thanks to Matthias Groncki).
- exported the Libor class and the IborIndex::clone method (thanks to Matthias Groncki).
- exported additional methods for VanillaSwap (thanks to Gouthaman Balaraman).
- exported fixed-parameter constraint for calibration in short rate models
(thanks to Gouthaman Balaraman).