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Main changes for QuantLib-SWIG 1.28

More details on the changes are available in ChangeLog.txt and at https://github.com/lballabio/QuantLib-SWIG/milestone/21?closed=1.

  • Removed deprecated features no longer available in the underlying C++ library:

    • the constructors of ZeroCouponInflationSwap and ZeroCouponInflationSwapHelper missing an explicit CPI interpolation type;
    • the constructors of ActualActual and Thirty360 missing an explicit choice of convention.

  • Renamed RelinkableYoYOptionletVolatilitySurface to RelinkableYoYOptionletVolatilitySurfaceHandle. The old name is still available in Python as deprecated. Currently we have no way to do so in other languages.

  • Added an implicit conversion in C# from bool to boost::optional<bool>, making it possible to pass parameters of this type. Python already had typemaps defined. Other languages can pass OptionalBool(b) where b is the desired bool.

  • Exported the Gaussian1dCapFloorEngine class; thanks to @jacek-bator.

  • Exported LazyObject methods in PiecewiseYieldCurve; thanks to Francois Botha (@igitur).

  • Exported Act/366 and Act/365.25 day counters; thanks to Ignacio Anguita (@IgnacioAnguita).

  • Exported PartialTimeBarrierOption class and related engine; thanks to Ignacio Anguita (@IgnacioAnguita).

  • Added missing operator- to Date in C#.

  • Added a few default parameters to the SABRInterpolation constructor.

  • Exported new constructor for SabrSmileSection.

  • Exported new sinkingSchedule and sinkingNotionals functions.

  • Exported new overload for CallableBond::impliedVolatility.

  • Exported missing end-of-month optional parameter for OISRateHelper constructor.