This release contains 62 fixed issues -
15 of which are bug fixes.
The key features are:
- Measure-level and Calc-level API support for all asset classes: #1263, #1344, #1331
- Additional holiday calendars and indices for SEK, DKK and PLN: #1373, #1326
- Enhanced performance for swap pricing: #1293, #1329
- More flexible loaders: #1267, #1269, #1245, #1249, #1282
- Support FpML parameterized notional schedule: #1242
- Enhanced explain present value: #1256, #1270, #1362
- Better error messages: #1280, #1275, #1225, #1254
- FRA payment dates are now calculated correctly: #1301
This release is backwards compatible except for bond pricing. A total of 14 methods were marked as deprecated, all with documented replacements.
The backwards incompatibility in bond pricing is unfortunate. The changes were necessary to enable bond pricing integration into the calculation-level API. It also allow us to add pricing for Bills in the future. Migration will mostly consist of simple renames, see this pull request for more details.
Feel free to give us feedback or ask a question in the forums.