
Changes for QuantLib 1.13:
==========================

QuantLib 1.13 includes 42 pull requests from several contributors.

The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib/milestone/8?closed=1>.

PORTABILITY

- In April 2018, Microsoft ended its support for Microsoft Visual
  C++ 2008. This release still includes a solution file for VC++ 2008,
  but we won't support it further or take bug reports for it. The next
  release will only contain project files for Visual C++ 2010 and
  later.

- Fixed build on Solaris 12.5 in C++11 mode (thanks to Nick Glass).

INSTRUMENTS AND PRICING ENGINES

- Fix CDS calculation when the start date falls during the week-end
  (thanks to Guillaume Horel).

- Allow construction of a `ForwardRateAgreement` instance even if the
  interest-rate curve is not yet linked (thanks to Tom Anderson).

CASH FLOWS AND INTEREST RATES

- Added Mosprime, Pribor, Robor and Wibor indices (thanks to Matthias
  Lungwitz).

- Improved performance of Black pricer for LIBOR coupons (thanks to
  Peter Caspers).

- Fixed experimental quanto coupon pricer (thanks to Peter Caspers).

- Revised experimental CMS-spread coupon pricer (thanks to Peter
  Caspers).

MODELS

- Improvements for the experimental generalized Hull-White model
  (thanks to Roy Zywina).

- Fixed drift in GSR process (thanks to Peter Caspers for the fix and
  to Seung Beom Bang for the heads up).

- Fixed an out-of-bound access in the
  `TwoFactorModel::ShortRateDynamics::process` method (thanks to
  Weston Steimel).

FINITE DIFFERENCES

- Improved Black-Scholes mesher for low volatilities and high discrete
  dividends (thanks to Klaus Spanderen).

- Added method-of-lines scheme (thanks to Klaus Spanderen).

DATE/TIME

- Schedule::until can now be used with schedules built from vectors of
  dates (thanks to GitHub user Grant6899).

- Added Good Friday to the list of Hungarian and Czech holidays
  (thanks to Matthias Lungwitz).

- Updated the list of Turkish holidays after 2014 (thanks to Matthias
  Lungwitz).

MATH

- Added convenience operators to initialize array and matrices (thanks
  to Peter Caspers).

TEST SUITE

- Added test case for CIR++ model (thanks to Klaus Spanderen).


Thanks go also to Jose Aparicio, Roland Kapl and GitHub user lab4quant
for smaller fixes and enhancements.

