v2.3.2

This release contains:

• Holiday calendar updates, notably for JPTO #1961

v2.3.1

This release contains:

• Fix bond pricing #1960

v2.3.0

This release contains over 40 changes, see the release notes, including:

• Writing trades to CSV
• Enhanced parsing trades from CSV
• Add collateralized cash price settlement for swaptions
• Add TWD-TAIBOR, THB-THBFIX and EUR-ESTER
• Support working on weekends to handle "Golden Week" in China

v2.2.1

The release contains:

• Additional constant for CNH currency, #1890
• Additional constants for exchanges, #1884
• Correct fixing lag for HKD-HIBOR and AUD-BBSW, #1887
• COP FxIndex is incorrectly mapped to CLP, #1891
• FRA sensitivity after payment date, #1894
• Make tenors compare compatible with equals, #1897
• Add MapStream method to NodalCurve, similar to CurrencyParameterSensitivity, #1898
• Update dependencies to latest versions

v2.2.0

This release contains over 25 changes, see the release notes.

v2.1.2

The release contains:

• Fix Polish holiday #1840

v2.1.1

The release contains:

• New Polish holiday #1840
• Fix typo #1847

Release v2.1.0

This release contains over 45 changes, see the release notes.

Release v2.0.0

This major release contains over 115 changes, see the release notes. Note that this release contains a number of incompatible changes, hence the major version upgrade.

v1.7.1

This minor release contains around 11 fixes. These include:

• Parse zero length periods from CSV format, #1670
• Add ZAR-SABOR, CNY-REPO-1W, use CHF-SARON in preference to CHF-TOIS, add more inactive indices, #1681, #1693, #1694
• Fix Ibor-OIS swap conventions, #1678
• Summarizer should handle short periods, #1663