QuantLib: a free/open-source library for quantitative finance

This is a release candidate. Please try it out and report any issues here on GitHub.

What's Changed

• Bump github/codeql-action from 3 to 4 by @dependabot[bot] in https://github.com/lballabio/QuantLib/pull/2345
• Set version to 1.41-dev by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2347
• Remove features deprecated in version 1.36 by @lballabio in https://github.com/lballabio/QuantLib/pull/2348
• Enable rounding in Ultimate Forward Rate term-structure by @marcin-rybacki in https://github.com/lballabio/QuantLib/pull/2342
• Update copyright list in license by @github-actions[bot] in https://github.com/lballabio/QuantLib/pull/2349
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2352
• Make PiecewiseSpreadYieldCurve::traits_type public by @eltoder in https://github.com/lballabio/QuantLib/pull/2350
• Add constructors with fixed start and end dates for inflation swap helpers by @eltoder in https://github.com/lballabio/QuantLib/pull/2351
• Add Vanna and Volga to Black-Scholes and Bachelier calculators by @kp9991-git in https://github.com/lballabio/QuantLib/pull/2354
• Cleaned up extra semicolon in output loops by @BabarZKhan in https://github.com/lballabio/QuantLib/pull/2355
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2357
• Bump actions/upload-artifact from 4 to 5 by @dependabot[bot] in https://github.com/lballabio/QuantLib/pull/2358
• Fixed misspelling in output of example by @BabarZKhan in https://github.com/lballabio/QuantLib/pull/2359
• Small optimization for Vanna-Volga adjustment in barrier engine by @paolodelia99 in https://github.com/lballabio/QuantLib/pull/2356
• Implement ZeroCouponInflationSwap::fixedLegBPS() by @eltoder in https://github.com/lballabio/QuantLib/pull/2360
• Allow crossed ranges in holidayList and businessDayList methods by @eltoder in https://github.com/lballabio/QuantLib/pull/2362
• Remove unused day counter argument from spreaded curves by @eltoder in https://github.com/lballabio/QuantLib/pull/2365
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2370
• Simplify implementation of internal LogInterpolationImpl and MixedInterpolationImpl classes by @eltoder in https://github.com/lballabio/QuantLib/pull/2363
• Make it possible to use default setting for includeSettlementDateFlows in CashFlows methods by @lballabio in https://github.com/lballabio/QuantLib/pull/2372
• Deprecate retrieval of lagged rates from inflation term structures by @lballabio in https://github.com/lballabio/QuantLib/pull/2374
• Added semi-analytic European engine for a single asset with cash dividends by @klausspanderen in https://github.com/lballabio/QuantLib/pull/2373
• Update generated headers by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2376
• Bump actions/checkout from 5 to 6 by @dependabot[bot] in https://github.com/lballabio/QuantLib/pull/2382
• Patch a few vector initialisations for AD compatibility by @auto-differentiation-dev in https://github.com/lballabio/QuantLib/pull/2383
• Add Asian option example by @KookiesNKareem in https://github.com/lballabio/QuantLib/pull/2380
• Add bootstrap helper for fixed-vs-floating const-notional cross-currency swaps by @uzi101 in https://github.com/lballabio/QuantLib/pull/2367
• Update copyright list in license by @github-actions[bot] in https://github.com/lballabio/QuantLib/pull/2384
• Consistent usage of BOOST_ALL_NO_LIB and ql/auto_link.hpp by @francisduffy in https://github.com/lballabio/QuantLib/pull/2385
• Update generated headers by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2386
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2387
• Add global multi-curve bootstrap by @pcaspers in https://github.com/lballabio/QuantLib/pull/2344
• Add initial support for seasoned continuous Asian options by @KookiesNKareem in https://github.com/lballabio/QuantLib/pull/2381
• Update generated headers by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2390
• Update old license links by @github-actions[bot] in https://github.com/lballabio/QuantLib/pull/2389
• Update copyright list in license by @github-actions[bot] in https://github.com/lballabio/QuantLib/pull/2388
• Avoid warning about implicit copy constructor by @lballabio in https://github.com/lballabio/QuantLib/pull/2393
• Add natural cubic spline to fitting methods for bond curves by @Krishn1412 in https://github.com/lballabio/QuantLib/pull/2378
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2397
• Relax check on helper maturities in GlobalBootstrap by @pcaspers in https://github.com/lballabio/QuantLib/pull/2395
• Patches for AD compatibility by @auto-differentiation-dev in https://github.com/lballabio/QuantLib/pull/2402
• Use quoteError in FittedBondDiscountCurve by @eltoder in https://github.com/lballabio/QuantLib/pull/2401
• Bump peter-evans/create-pull-request from 7 to 8 by @dependabot[bot] in https://github.com/lballabio/QuantLib/pull/2405
• Bump actions/upload-artifact from 5 to 6 by @dependabot[bot] in https://github.com/lballabio/QuantLib/pull/2404
• Add an accessor to Instrument for the current pricing engine by @eltoder in https://github.com/lballabio/QuantLib/pull/2400
• Add optional instrument weights to global bootstrap inputs by @pcaspers in https://github.com/lballabio/QuantLib/pull/2398
• Add extra features from ORE to overnight-indexed coupons by @paolodelia99 in https://github.com/lballabio/QuantLib/pull/2297
• Update old license links by @github-actions[bot] in https://github.com/lballabio/QuantLib/pull/2406
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2407
• Prevent some deferred observers from being destroyed during updates by @francisduffy in https://github.com/lballabio/QuantLib/pull/2409
• Fix GsrProcessCore crash when constructed with temporary arrays by @yashwantbezawada in https://github.com/lballabio/QuantLib/pull/2410
• Better implementation of #2409 by @francisduffy in https://github.com/lballabio/QuantLib/pull/2412
• Revert #2410 by @lballabio in https://github.com/lballabio/QuantLib/pull/2417
• Automated fixes by clang-tidy by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2416
• Fix typo in multi-curve error message by @pcaspers in https://github.com/lballabio/QuantLib/pull/2419
• Set version to 1.41-rc by @lballabio-bot in https://github.com/lballabio/QuantLib/pull/2420

New Contributors

• @BabarZKhan made their first contribution in https://github.com/lballabio/QuantLib/pull/2355
• @KookiesNKareem made their first contribution in https://github.com/lballabio/QuantLib/pull/2380
• @uzi101 made their first contribution in https://github.com/lballabio/QuantLib/pull/2367
• @Krishn1412 made their first contribution in https://github.com/lballabio/QuantLib/pull/2378
• @yashwantbezawada made their first contribution in https://github.com/lballabio/QuantLib/pull/2410

Full Changelog: https://github.com/lballabio/QuantLib/compare/v1.40...v1.41-rc