PyQuantLib

Added Math Distributions GammaFunction, CumulativeGammaDistribution, PoissonDistribution (with cumulative and inverse forms), CumulativeChiSquareDistribution and the non-central family, StudentDistribution (with cumulative and inverse forms), BinomialDistribution, CumulativeBinomialDistribution, BivariateCumulativeStudentDistribution, and the functions binomialCoefficient, binomialCoefficientLn, and PeizerPrattMethod2Inversion Thirteen bivariate copulas: AliMikhailHaqCopula, ClaytonCopula, FarlieGumbelMorgensternCopula, FrankCopula, GalambosCopula, GaussianCopula, GumbelCopula, HuslerReissCopula, IndependentCopula, MarshallOlkinCopula, MaxCopula, MinCopula, and PlackettCopula 1-D solvers NewtonSafe, Halley, FalsePosition, and Ridder Indexes Overnight indexes Aonia, Cdi, Corra, Destr, FedFunds, Kofr, Nzocr, Saron, Swestr, and Tonar Term indexes Bbsw, Bkbm, Bibor, Cdor, Jibar, Robor, Shibor, and Zibor, with the fixed-tenor subclasses Bbsw1M to Bbsw6M, Bkbm1M to Bkbm6M, and BiborSW, Bibor1M to Bibor1Y Term structures -- Volatility BlackVarianceCurve, LocalVolCurve, and ImpliedVolTermStructure time-dependent equity and FX volatility structures CapFloorTermVolCurve and ConstantCapFloorTermVolatility cap/floor term volatility structures SpreadedOptionletVolatility and CapletVarianceCurve optionlet volatility structures OptionletStripper2, adjusting stripped optionlet volatilities to match ATM cap/floor term volatilities from a CapFloorTermVolCurve Pricing engines -- Caps and floors BlackCapFloorEngine and BachelierCapFloorEngine constructors taking an optionlet volatility structure, so caps and floors can be priced off stripped, spreaded, or constant optionlet volatilities Term structures -- Credit HazardRateCurve, DefaultDensityCurve, and SurvivalProbabilityCurve default-probability curves built directly from node values (backward-flat, linear, and log-linear interpolation respectively), with optional jumps Changed Upgraded QuantLib dependency from 1.43 to 1.44. Minimum supported QuantLib is now 1.44. Python 3.14 is supported, with wheels for 3.10 to 3.14. Python 3.10 reached end of life on 2026-10-01 and will be dropped in the next release. The build requires pybind11 3.0 or later (the lower bound was previously declared as 2.11, although the smart-holder bindings need 3.0). InverseCumulativeStudent is computed by Boost.Math in QuantLib 1.44, replacing a 1e-6 Newton iteration; quantiles are more accurate. OptionletStripper2 uses the reworked upstream stripping algorithm in QuantLib 1.44; its volatilities can differ slightly from earlier releases. MakeCapFloor, MakeOIS, and MakeVanillaSwap build through the new withStrike, withFixedRate, and withForwardStart methods, following the QuantLib 1.44 deprecation of the constructors taking a strike or fixed rate. The Python signatures are unchanged. Deprecated The following are deprecated upstream and remain available until QuantLib removes them (expected around 1.49): CPI.InterpolationType.AsIndex: use Linear or Flat. YoYInflationIndex.interpolated(): indexes no longer interpolate, coupons do. Italy.Market.Exchange: the exchange follows the TARGET calendar.