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commit d5e7ea15b79510f70eed0e5f4326c43fcd171a40
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Wed, 1 Apr 2026 10:10:52 +0000
Set version to 1.42-rc
Python/setup.py | 2 +-
SWIG/ql.i | 4 ++--
configure.ac | 2 +-
3 files changed, 4 insertions(+), 4 deletions(-)
commit ece42be3bf45d0ce33c04f2c1133dacc5eb85e08
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 1 Apr 2026 10:21:23 +0200
Update news
News.md | 24 ++++--------------------
1 file changed, 4 insertions(+), 20 deletions(-)
commit 51a9b62c9094e5fb0e7695872b02ae7d994ec503
Merge: 1d21fa5c 86e5b5d3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 31 Mar 2026 19:32:28 +0200
Inherit specialized Cubic interpolations from base class (#845)
commit 86e5b5d358a78b5449588c4d6e4b1e4f4c4b453e
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 31 Mar 2026 09:42:53 -0400
Inherit specialized Cubic interpolations from base class
This allows passing instances of these interpolations into constructors
of template instantiations with base classes. This is needed since some
instances were generalized from MonotonicLogCubic to just LogCubic. This
will also allow deprecating specialized template instances in favor of
passing specific interpolations into constructors of template instances
with base classes, thus significantly reducing the number of template
instances.
Python/test/test_termstructures.py | 18 +++++++++++
SWIG/interpolation.i | 62 +++++++++++++++++++++++---------------
2 files changed, 56 insertions(+), 24 deletions(-)
commit 1d21fa5c34a3e201a35feec6d3a1ea05e44f0164
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 31 Mar 2026 11:12:47 +0200
Restore kwargs compatibility with previous version
SWIG/interpolation.i | 6 +++---
SWIG/volatilities.i | 3 +++
2 files changed, 6 insertions(+), 3 deletions(-)
commit ee02ab7a8fb1a51f2fd07869201cd92a1e669fd7
Merge: fcd6e637 c2d79a46
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 31 Mar 2026 10:14:37 +0200
Export new fair-spread methods from `FloatFloatSwap` (#844)
commit c2d79a46e0cf1e4e6625dac35e9fab0bd6c6847e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 30 Mar 2026 17:46:03 +0200
Export new methods from FloatFloatSwap
SWIG/swap.i | 2 ++
1 file changed, 2 insertions(+)
commit fcd6e637e944537a2daca146182001b9ee78fafc
Merge: a042b65e cfef7259
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 25 Mar 2026 14:21:38 +0100
Expose MultiCompositeQuote (#842)
commit a042b65e42cd3715e4e87b14573ba5e1ebdd81ca
Merge: d3f67a32 cc49a590
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 25 Mar 2026 12:37:34 +0100
Use `PyObject_Call*ObjArgs` in bespoke wrapper code (#843)
commit cc49a590fb92f9e159d46b66fe68ec94b099c3bb
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 24 Mar 2026 19:34:53 -0400
Use PyObject_Call*ObjArgs
These are faster than format string based functions when all arguments
are PyObjects.
SWIG/fdm.i | 10 ++++++----
SWIG/linearalgebra.i | 2 +-
2 files changed, 7 insertions(+), 5 deletions(-)
commit cfef7259f05b0274d69a0f0ee8b900601f85ce1f
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 24 Mar 2026 16:11:53 -0400
Expose MultiCompositeQuote
Also, add tests for DerivedQuote and CompositeQuote.
Python/test/test_marketelements.py | 38 ++++++++++++++++++++++++++++++++++++++
SWIG/functions.i | 28 ++++++++++++++++++++--------
SWIG/marketelements.i | 19 +++++++++++++++++++
3 files changed, 77 insertions(+), 8 deletions(-)
commit d3f67a32dc1516a3c3603eca8916eb9a1a4572f2
Merge: 01d4c3c4 b2fede5d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 24 Mar 2026 15:06:45 +0100
Export new custom-pillar arguments for overnight-rate futures constructors (#841)
commit b2fede5dd55651876adaf6048eedada2348aa43b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 24 Mar 2026 12:50:33 +0100
Export new custom-pillar arguments for overnight-rate futures constructors
SWIG/ratehelpers.i | 28 +++++++++++++++++++++++++---
1 file changed, 25 insertions(+), 3 deletions(-)
commit 01d4c3c4fcedf697838e463d125bb8da5d6b4c7c
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Mar 2026 18:45:38 +0000
Bump microsoft/setup-msbuild from 2 to 3
Bumps [microsoft/setup-msbuild](https://github.com/microsoft/setup-msbuild) from 2 to 3.
- [Release notes](https://github.com/microsoft/setup-msbuild/releases)
- [Commits](https://github.com/microsoft/setup-msbuild/compare/v2...v3)
---
updated-dependencies:
- dependency-name: microsoft/setup-msbuild
dependency-version: '3'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/nupkg.yml | 2 +-
.github/workflows/wheels.yml | 4 ++--
2 files changed, 3 insertions(+), 3 deletions(-)
commit cd3b459f3e92a98176e3b3e521c7fa13e94af8d3
Merge: a6e044c2 b81f5a8e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 23 Mar 2026 14:51:49 +0100
Expose boundary conditions for Cubic interpolations (#824)
commit b81f5a8e63c463c54c6d752d8208cd6fab92b239
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 20 Feb 2026 21:58:21 -0500
Expose boundary conditions for Cubic interpolations
SWIG/discountcurve.i | 8 ++++
SWIG/interpolation.i | 108 ++++++++++++++++++++++++++++++++++++---------
SWIG/piecewiseyieldcurve.i | 8 +++-
SWIG/zerocurve.i | 6 +++
4 files changed, 107 insertions(+), 23 deletions(-)
commit a6e044c2f6f1bbbe8fa869567a57d47d08e86275
Merge: 12cf4f04 223244e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 23 Mar 2026 13:29:48 +0100
Deprecate interpolated curves with wrong interpolations (#838)
commit 223244e833d5e23c35dafd8218c29a9a4b49c36a
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 20 Feb 2026 21:58:21 -0500
Deprecate interpolated curves with wrong interpolations
DiscountFactor based curves should use Log interpolations and Rates
based curves should not use Log interpolations. This is because you
really want to interpolate in the rates space. For DiscountFactor
based curves, rate is the first derivative of the logs of discount
factors, so Log interpolation makes sense. For Rates based curves, the
values themselves are rates, so no need to log them. Also, rates can go
to zero or negative values, so logs of them are not always defined.
SWIG/common.i | 8 ++++++--
SWIG/discountcurve.i | 8 ++++++++
SWIG/piecewiseyieldcurve.i | 8 ++++++++
SWIG/zerocurve.i | 15 ++++++++++++++-
4 files changed, 36 insertions(+), 3 deletions(-)
commit 12cf4f04e9f405544c903e17a29057fb92311ded
Merge: aa204acb f3023ff2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 19 Mar 2026 09:38:11 +0100
Export new FX-forward instrument and engine (#837)
commit f3023ff20db79e98d67b1e3ca5f647b075ea0779
Author: Chirag Desai <chirag.desai@jcu.edu.au>
Date: Wed, 18 Mar 2026 16:26:54 +0800
Add fxforward.i include to ql.i for the FXForward class
SWIG/ql.i | 1 +
1 file changed, 1 insertion(+)
commit 03ffdfd63073fff6584ac1dfb1e1d15d8f0cb315
Author: Chirag Desai <chirag.desai@jcu.edu.au>
Date: Wed, 18 Mar 2026 16:25:34 +0800
Added SWIG interface file for FXForward
SWIG/fxforward.i | 62 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 62 insertions(+)
commit d98f64949ce5123502114be3b714839056e192e2
Author: Chirag Desai <chirag.desai@jcu.edu.au>
Date: Wed, 18 Mar 2026 16:24:23 +0800
Tests for FXForward class
commit 8758de7374a12123a80f5170fd7d3c8cdf32d001
Author: Chirag Desai <chirag.desai@jcu.edu.au>
Date: Wed, 18 Mar 2026 16:23:41 +0800
Python tests for FXForward class - tested all passed
Python/test/test_fxforward.py | 315 ++++++++++++++++++++++++++++++++++++++++++
1 file changed, 315 insertions(+)
commit aa204acb617c4f1360094038c912dd69c7828af0
Merge: 6060b17c 11f2d7bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 17 Mar 2026 14:28:09 +0100
Export `ZabrSwaptionVolatilityCube` class (#836)
commit 11f2d7bb3b46be4e9382ad554eabe5f587e96881
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 17 Mar 2026 11:54:04 +0100
Export ZabrSwaptionVolatilityCube class
SWIG/volatilities.i | 44 ++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 44 insertions(+)
commit 6060b17cadb3ae28f1cb3d9fa2a337cd1ddd96b5
Merge: e3651d57 0a5940eb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 17 Mar 2026 08:27:06 +0100
Export new optional methods for a few factory classes (#835)
commit e3651d57374318652d24ef4f828334de138787bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 16:25:42 +0100
Replace deprecated classifier with SPDX license expression
Python/setup.py | 3 +--
Python/setup.py.in | 3 +--
2 files changed, 2 insertions(+), 4 deletions(-)
commit cfcda9a7a09e88988ea5c5e2e874313f81dd37b7
Merge: c2d851d4 154c7e37
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 16:50:06 +0100
Export fixing-convention parameter for floating-rate coupon constructors (#833)
commit c2d851d494ccd5f3edb28971f6543807a7ccc4bc
Merge: 23113a48 1daee273
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 16:49:32 +0100
Export new Black volatility classes (#834)
commit 23113a48386ab95c1e6f2fcf7313600365431177
Merge: 923c8b77 87de019e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 16:28:48 +0100
Export new custom-pillar arguments for inflation helper constructors (#832)
commit 1daee2738ce04237228c75b6bc72219c4aae510e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 15:27:51 +0100
Export BlackVolatilitySurfaceDelta class
SWIG/volatilities.i | 46 +++++++++++++++++++++++++++++++++++++++++++++-
1 file changed, 45 insertions(+), 1 deletion(-)
commit 154c7e3790e95d6f87ab45ab1b94e8602066d6a7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 15:50:14 +0100
Export fixing-convention parameter for floating-rate coupon constructors
SWIG/bonds.i | 3 ++-
SWIG/cashflows.i | 30 +++++++++++++++++++++---------
2 files changed, 23 insertions(+), 10 deletions(-)
commit 923c8b77a5e6aae05b807da17b65a0b07ce02bf4
Merge: bca7eec3 3cadd437
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 15:21:19 +0100
Export new overloads of zspread-related functions (#831)
commit 87de019e859ac62cec08605f1b80a53f4ce549f8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 15:14:02 +0100
Avoid circular inclusion
SWIG/inflation.i | 1 -
SWIG/ratehelpers.i | 5 -----
SWIG/termstructures.i | 9 +++++++++
3 files changed, 9 insertions(+), 6 deletions(-)
commit 572befa15fc673f2f3c3165fd8efc04483c10e01
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 15:09:43 +0100
Export PiecewiseBlackVarianceSurface class
SWIG/volatilities.i | 23 +++++++++++++++++++++++
1 file changed, 23 insertions(+)
commit bca7eec329a727e5bf9e940d70c0203b78a76623
Merge: 342c6356 1dd62ff8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 14:50:01 +0100
Exported new multiple-resets swap instrument and helper (#830)
commit 6dfc8554c6a9b3626175eb42aeb503bd395db8b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 14:46:55 +0100
Export new custom-pillar arguments for inflation helper constructors
SWIG/inflation.i | 22 ++++++++++++++++------
1 file changed, 16 insertions(+), 6 deletions(-)
commit 0a5940ebbc4cefbea33a19780b53ba92cf4d759b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 13:38:46 +0100
Export new optional methods for a few factory classes
SWIG/swap.i | 5 +++++
SWIG/swaption.i | 2 ++
2 files changed, 7 insertions(+)
commit 3cadd437864581b0edc65dac21b125fea1dd4c53
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 13:19:04 +0100
Export new overloads of zspread-related functions
SWIG/bondfunctions.i | 21 +++++++++++++++++++++
SWIG/cashflows.i | 21 +++++++++++++++++++++
2 files changed, 42 insertions(+)
commit 1dd62ff891b1726c7dee530543e169e6d233c16c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 12:49:27 +0100
Exported multiple-resets swap and helper
SWIG/ratehelpers.i | 19 ++++++++++++
SWIG/swap.i | 88 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
2 files changed, 107 insertions(+)
commit 342c6356bf8f688a9cf10b31f57c6eec03fae501
Merge: 67fc3c4a 0c0bd09f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 16 Mar 2026 11:51:55 +0100
Export `MakeCreditDefaultSwap` (#829)
commit 0c0bd09fd295027a52347e536aac11c44411b5df
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 12 Mar 2026 16:56:41 +0100
Export MakeCreditDefaultSwap
SWIG/creditdefaultswap.i | 51 ++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 51 insertions(+)
commit 67fc3c4a58c21aad80bec179e241b2030c663b35
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Mar 2026 19:57:33 +0000
Bump pypa/cibuildwheel from 3.3 to 3.4
Bumps [pypa/cibuildwheel](https://github.com/pypa/cibuildwheel) from 3.3 to 3.4.
- [Release notes](https://github.com/pypa/cibuildwheel/releases)
- [Changelog](https://github.com/pypa/cibuildwheel/blob/main/docs/changelog.md)
- [Commits](https://github.com/pypa/cibuildwheel/compare/v3.3...v3.4)
---
updated-dependencies:
- dependency-name: pypa/cibuildwheel
dependency-version: '3.4'
dependency-type: direct:production
update-type: version-update:semver-minor
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/wheels.yml | 12 ++++++------
1 file changed, 6 insertions(+), 6 deletions(-)
commit a7d275d503f7d3bd8962230637d8a3ece296b6c0
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Mar 2026 19:57:36 +0000
Bump docker/login-action from 3 to 4
Bumps [docker/login-action](https://github.com/docker/login-action) from 3 to 4.
- [Release notes](https://github.com/docker/login-action/releases)
- [Commits](https://github.com/docker/login-action/compare/v3...v4)
---
updated-dependencies:
- dependency-name: docker/login-action
dependency-version: '4'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/devenv-images.yml | 8 ++++----
1 file changed, 4 insertions(+), 4 deletions(-)
commit 40068c5141d3ae9a272eea6ad7cd86b97999dbb8
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Mar 2026 20:22:34 +0000
Bump actions/download-artifact from 7 to 8
Bumps [actions/download-artifact](https://github.com/actions/download-artifact) from 7 to 8.
- [Release notes](https://github.com/actions/download-artifact/releases)
- [Commits](https://github.com/actions/download-artifact/compare/v7...v8)
---
updated-dependencies:
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dependency-version: '8'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/nupkg.yml | 30 +++++++++++++++---------------
.github/workflows/wheels.yml | 18 +++++++++---------
2 files changed, 24 insertions(+), 24 deletions(-)
commit d5c4061299de6e1f453d0290b23739ebcc4d3f3c
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Mar 2026 20:22:42 +0000
Bump actions/upload-artifact from 6 to 7
Bumps [actions/upload-artifact](https://github.com/actions/upload-artifact) from 6 to 7.
- [Release notes](https://github.com/actions/upload-artifact/releases)
- [Commits](https://github.com/actions/upload-artifact/compare/v6...v7)
---
updated-dependencies:
- dependency-name: actions/upload-artifact
dependency-version: '7'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/nupkg.yml | 10 +++++-----
.github/workflows/wheels.yml | 14 +++++++-------
2 files changed, 12 insertions(+), 12 deletions(-)
commit 90183642f01f289790f42c4d8471a616566cbbd4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 2 Mar 2026 15:47:52 +0100
Increase tolerance in inflation test
Python/test/test_inflation.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit ad410caae7aeb8867dfd6c93837ec6d9d2c2ca4f
Merge: 4821a3e7 6bf02b89
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 26 Feb 2026 16:46:32 +0100
Clean up interpolations bindings (#823)
commit 6bf02b890e4a263350aefa4b381b59e4fae64be9
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 20 Feb 2026 10:39:20 -0500
Cleanup interpolations bindings
SWIG/interpolation.i | 101 +++++++++++++++++++++------------------------------
1 file changed, 41 insertions(+), 60 deletions(-)
commit 4821a3e7db98c6bb2bfafc350a45b2baa4c6ef5f
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jan 2026 20:15:31 +0000
Bump actions/checkout from 4 to 6
Bumps [actions/checkout](https://github.com/actions/checkout) from 4 to 6.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v4...v6)
---
updated-dependencies:
- dependency-name: actions/checkout
dependency-version: '6'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/wheels.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit f3c0afcb367c13f57565b3edfcb3493ede0bd210
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jan 2026 20:15:13 +0000
Bump actions/upload-artifact from 4 to 6
Bumps [actions/upload-artifact](https://github.com/actions/upload-artifact) from 4 to 6.
- [Release notes](https://github.com/actions/upload-artifact/releases)
- [Commits](https://github.com/actions/upload-artifact/compare/v4...v6)
---
updated-dependencies:
- dependency-name: actions/upload-artifact
dependency-version: '6'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/wheels.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit a6382d5b462a488fbec6b1debb2c839471203811
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jan 2026 20:15:08 +0000
Bump actions/download-artifact from 4 to 7
Bumps [actions/download-artifact](https://github.com/actions/download-artifact) from 4 to 7.
- [Release notes](https://github.com/actions/download-artifact/releases)
- [Commits](https://github.com/actions/download-artifact/compare/v4...v7)
---
updated-dependencies:
- dependency-name: actions/download-artifact
dependency-version: '7'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/wheels.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 55da78a85eb37e049dc79535a6f8e484246969fc
Merge: 0047e9cb b129fb26
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 21 Jan 2026 10:19:57 +0100
Allow wheels for free-threading Python to actually disable the GIL (#819)
commit b129fb268b059a609749af4cc68cf2ca5209d82c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 20 Jan 2026 12:50:45 +0100
Document unstable support for free-threading Python
Python/setup.py | 1 +
Python/setup.py.in | 1 +
2 files changed, 2 insertions(+)
commit 0ec48c492873b4d0c59ab062686acd6145ad6961
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 20 Jan 2026 12:44:00 +0100
Use thread-safe observers when building no-GIL wheels
.ci/wheels/before_all_linux_nogil.sh | 15 ++++
.ci/wheels/userconfig_nogil.hpp | 164 +++++++++++++++++++++++++++++++++++
.github/workflows/wheels.yml | 158 ++++++++++++++++++++++++++++++++-
3 files changed, 336 insertions(+), 1 deletion(-)
commit 6fc40b8cbfc89fb92252010d37153bc62335c0ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Jan 2026 22:36:23 +0100
Possibly define compilation macros to enable no-gil build
Python/setup.py | 24 +++++++++++++++---------
Python/setup.py.in | 24 +++++++++++++++---------
2 files changed, 30 insertions(+), 18 deletions(-)
commit 0047e9cbef8c66ff3f5190b77d948b51bd00e1ba
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Tue, 20 Jan 2026 11:11:29 +0000
Bump actions/checkout from 4 to 6
Bumps [actions/checkout](https://github.com/actions/checkout) from 4 to 6.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v4...v6)
---
updated-dependencies:
- dependency-name: actions/checkout
dependency-version: '6'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/nupkg.yml | 18 +++++++++---------
.github/workflows/wheels.yml | 12 ++++++------
2 files changed, 15 insertions(+), 15 deletions(-)
commit ed4141ed0b010308f1a7d444cabb58ab87d40c8a
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Tue, 20 Jan 2026 11:11:18 +0000
Bump actions/setup-dotnet from 4 to 5
Bumps [actions/setup-dotnet](https://github.com/actions/setup-dotnet) from 4 to 5.
- [Release notes](https://github.com/actions/setup-dotnet/releases)
- [Commits](https://github.com/actions/setup-dotnet/compare/v4...v5)
---
updated-dependencies:
- dependency-name: actions/setup-dotnet
dependency-version: '5'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/nupkg.yml | 10 +++++-----
1 file changed, 5 insertions(+), 5 deletions(-)
commit 7934758ad23886da4bfc1da5ece965d1b917dbf3
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jan 2026 20:06:18 +0000
Bump actions/upload-artifact from 4 to 6
Bumps [actions/upload-artifact](https://github.com/actions/upload-artifact) from 4 to 6.
- [Release notes](https://github.com/actions/upload-artifact/releases)
- [Commits](https://github.com/actions/upload-artifact/compare/v4...v6)
---
updated-dependencies:
- dependency-name: actions/upload-artifact
dependency-version: '6'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/nupkg.yml | 10 +++++-----
.github/workflows/wheels.yml | 8 ++++----
2 files changed, 9 insertions(+), 9 deletions(-)
commit a5686cb87275c8799eef2fd4c72a7426e206299f
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jan 2026 20:06:13 +0000
Bump actions/download-artifact from 4 to 7
Bumps [actions/download-artifact](https://github.com/actions/download-artifact) from 4 to 7.
- [Release notes](https://github.com/actions/download-artifact/releases)
- [Commits](https://github.com/actions/download-artifact/compare/v4...v7)
---
updated-dependencies:
- dependency-name: actions/download-artifact
dependency-version: '7'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/nupkg.yml | 30 +++++++++++++++---------------
.github/workflows/wheels.yml | 12 ++++++------
2 files changed, 21 insertions(+), 21 deletions(-)
commit 36ed709fb0c953acacf95350a4f3579b04112ace
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Jan 2026 10:40:47 +0100
Add workflows for building wheels and nupkg from tags
.ci/Build.props | 12 ++
.ci/Directory.Build.props | 5 +
.ci/nupkg/Example.csproj | 17 ++
.ci/nupkg/QuantLib.csproj | 27 +++
.ci/nupkg/README.md | 16 ++
.ci/nupkg/userconfig.hpp | 164 +++++++++++++++++
.ci/wheels/before_all_linux.sh | 15 ++
.github/workflows/nupkg.yml | 390 +++++++++++++++++++++++++++++++++++++++++
.github/workflows/wheels.yml | 285 ++++++++++++++++++++++++++++++
9 files changed, 931 insertions(+)
commit 40647a93a8e0beff6fcb4515bffc4f9bf18bcf32
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 14 Jan 2026 14:54:22 +0100
Add workflow to update binder branch
.github/workflows/update-binder-branch.yml | 22 ++++++++++++++++++++++
1 file changed, 22 insertions(+)
commit 31c3def63fe3ed4086cedd09a1e84d72a1eb9ee9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 14 Jan 2026 14:44:02 +0100
Sync when a release is published
.github/workflows/sync-org-repo.yml | 7 +++----
1 file changed, 3 insertions(+), 4 deletions(-)
commit 120894c0ed22fbb7a7f1916c11a7c4f2b3d71601
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 14 Jan 2026 14:30:43 +0100
Add workflow to sync with org repo
.github/workflows/sync-org-repo.yml | 34 ++++++++++++++++++++++++++++++++++
1 file changed, 34 insertions(+)
commit d787692e0c2fbf603a223d352b80d256e2b18f96
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 14 Jan 2026 14:29:28 +0100
Trigger publishing workflow with minor versions too
.github/workflows/publish-release.yml | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit dab4796bfb440c31d87a300e93abb115266a4af5
Merge: 0472c43e c1c847eb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 13 Jan 2026 16:17:31 +0100
Avoid features deprecated in version 1.37 and removed from the C++ library (#813)
commit 0472c43effa3e46f5fc9b34f1f9d2539bbdee9e9
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Tue, 13 Jan 2026 10:20:44 +0000
Set version to 1.42-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit c1c847eba976baeb26aeac9a654e037b66e1cb12
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 8 Jan 2026 11:13:23 +0100
Avoid removed features in tests
Python/test/test_coupons.py | 382 ++++++++++++++++++++++------------------
Python/test/test_equityindex.py | 48 ++---
Python/test/test_swap.py | 210 +++++++++++-----------
3 files changed, 342 insertions(+), 298 deletions(-)
commit c8fffb881328e748fe556ff92156b5baacc1939e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 8 Jan 2026 08:26:42 +0100
Avoid features removed in version 1.42
SWIG/basketoptions.i | 1 +
SWIG/cashflows.i | 109 +--------------------------------------------------
SWIG/indexes.i | 5 ---
SWIG/inflation.i | 26 +-----------
SWIG/ql.i | 1 -
SWIG/ratehelpers.i | 30 --------------
SWIG/spreadoption.i | 43 --------------------
7 files changed, 4 insertions(+), 211 deletions(-)