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