Main changes for QuantLib-SWIG 1.38
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/31?closed=1>.
- **Removed** the deprecated `Currency` constructor no longer
  available in the underlying C++ library;
- Exported forward curve with a number of additional interpolations;
  thanks to Sotirios Papathanasopoulos (@sophistis42) and to
  @paolodelia99.
- Exported `FuturesConvAdjustmentQuote`; thanks to Eugene Toder
  (@eltoder).
- Exported missing default parameters for `MakeVanillaSwap` and
  `MakeOIS`; thanks to Eugene Toder (@eltoder).
- Exported new constructors for `DepositRateHelper` and
  `FraRateHelper`; thanks to Eugene Toder (@eltoder).
- Exported new constructor arguments for cross-currency basis-swap
  helpers; thanks to @kp9991-git.
- Exported methods to return the underlying process from a few models
  (@lballabio).
- Exported new constructors for YoY inflation indexes (@lballabio).
- Exported a few more exotic options and engines (@lballabio):
  - `TwoAssetBarrierOption` with `AnalyticTwoAssetBarrierEngine`;
  - `HolderExtensibleOption` with `AnalyticHolderExtensibleOptionEngine`;
  - `WriterExtensibleOption` with `AnalyticWriterExtensibleOptionEngine`;
  - `TwoAssetCorrelationOption` with `AnalyticTwoAssetCorrelationEngine`;
  - `AnalyticPDFHestonEngine`.
- Exported piecewise forward-spreaded term structure (@lballabio).

Main changes for QuantLib-SWIG 1.37
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/30?closed=1>.
- **Removed** the deprecated `SampledCurve` and `FixedRateBondForward`
  classes no longer available in the underlying C++ library;
- **Removed** the deprecated overload for `yoyInflationLeg`;
- Exported a number of new engines for basket and spread options;
  thanks to Klaus Spanderen (@klausspanderen).
- Exported Choi engine for Asian options; thanks to Klaus Spanderen
  (@klausspanderen).
- Exported new parameters and methods for `SwapRateHelper` and
  `OISRateHelper`; thanks to Eugene Toder (@eltoder) and Sotirios
  Papathanasopoulos (@sophistis42).
- Exported `MultipleResetsCoupon` and `MultipleResetsLeg` classes (@lballabio).
- Exported new constructors for `FittedBondDiscountCurve` (@lballabio).
- Exported additional arguments for `AssetSwap` constructor (@lballabio).
- Exported Wellington and Auckland variants for New Zealand calendar (@lballabio).
- Exported new constructors for YoY inflation curves (@lballabio).
- Exported KOFR index (@lballabio).
- Exported range-accrual coupon (@lballabio).

Main changes for QuantLib-SWIG 1.36
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/29?closed=1>.
- We're now using modern tooling to build and test Python wheels.
  Building now requires build besides setuptools, and testing requires
  pytest and tox. All of them can be installed in a virtual environment.
- **Removed** the deprecated constructors of the `ForwardRateAgreement` class.
- **Removed** the deprecated constructor of `YoYInflationIndex` taking
  a `ratio` parameter.
- **Removed** the deprecated `YYEUHICPr`, `YYFRHICPr`, `YYUKRPIr`,
  `YYUSCPIr` and `YYZACPIr` indexes.
- **Removed** the deprecated constructors of `CPICoupon` taking a
  `spread` parameter and its `spread` method, as well as the
  deprecated `withSpreads` method of `CPILeg`.
- **Breaking**: in Python, the multiplication between two `ql.Array`
  instances would return the dot product.  It now returns the
  element-wise product, like in C++.  Also, exposed more operators.
  Thanks to Eugene Toder (@eltoder).
- Exported `SpreadedSwaptionVolatility` class (@lballabio).
- Exported `Index::pastFixing` and the constructor of `EquityIndex`
  taking currency information; thanks to Ralf Konrad Eckel
  (@ralfkonrad).
- Exported specialized Warsaw Stock Exchange (WSE) calendar for
  Poland; thanks to Marcin Bogusz (@marcinfair).
- Exported missing volatility-type parameter for SABR interpolation
  (@lballabio).  This allows using it for normal volatilities.
- Exported `startOfMonth` and `isStartOfMonth` methods for both `Date`
  and `Calendar` (@lballabio).
- Exported `CompoundingOvernightIndexedCouponPricer` and
  `ArithmeticAveragedOvernightIndexedCouponPricer`, and export
  corresponding pricer parameter for the `OISRateHelper` and
  `DatedOISRateHelper` constructors (@lballabio).
- Export additional custom-constraint parameter for non-linear fitting
  methods (@lballabio).
- Exported `needsForecast` and `lastFixingDate` methods for inflation
  indexes (@lballabio).
- Exported new optimizer and end-criteria parameters for the
  `GlobalBootstrap` constructor (@lballabio).
- Exported new interpolation parameter for YoY inflation coupons
  (@lballabio).

Main changes for QuantLib-SWIG 1.35
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/28?closed=1>.
- Removed deprecated classes `DividendVanillaOption` and
  `DividendBarrierOption`.
- Removed deprecated constructor of `AnalyticDividendEuropeanEngine`
  taking only a process and no dividends.
- Exported missing `CashAnnuityModel` parameter for Black and
  Bachelier swaption engines (@lballabio).
- Exported Ziggurat Gaussian RNG; thanks to Ralf Konrad Eckel
  (@ralfkonrad).
- Exported a few missing `CashFlows` methods (@lballabio); thanks to
  GitHub user @heiieh for the heads-up.
- Exported new `IborCoupon::hasFixed` method (@lballabio).
- Exported new `FittedBondDiscountCurve::resetGuess` method (@lballabio).
- `EuriborSW` renamed to `Euribor1W`, old name still available for a
  while (@lballabio).
- Exported lookback days, lockout days and observation shift for
  overnight-indexed coupons, swaps and helpers (@lballabio).
- Exported `SimpleQuote::reset` method; thanks to Eugene Toder
  (@eltoder).

Main changes for QuantLib-SWIG 1.34
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/27?closed=1>.
- Upgrade to SWIG 4.2.x.  This allows to use Python's limited API and
  thus reduce the number of official wheels to cover the same Python
  versions.
- Allow swaptions to use OIS as underlying (@lballabio).
- Pass explicit base date to inflation curves instead of observation
  lag (@lballabio).
- Exported `SavedSettings` as a context manager in Python; thanks
  to Eugene Toder (@eltoder).
- Exported parabolic (Hermite) cubic spline interpolation schemes;
  thanks to Marcin Rybacki (@marcin-rybacki).
- Exported additional interpolation schemes for
  `InterpolatedPiecewiseZeroSpreadedTermStructure`; thanks to Marcin
  Rybacki (@marcin-rybacki).
- Exported Tona index; thanks to Jonghee Lee (@nistick21).
- Removed inflation index constructors with `interpolated` parameters
  as well as the `interpolated` method in `InflationIndex`.  They're
  no longer available in C++ (@lballabio).
- Export a few new methods for MakeOIS and MakeVanillaSwap; thanks to
  Eugene Toder (@eltoder).
- Exported `cdsMaturity` function (@lballabio).
- Enable different definition of macro `QL_JAVA_INTERFACES`; thanks to
  Ralf Konrad (@ralfkonrad).
- Define a few additional operators in C++ instead of Python; thanks
  to Eugene Toder (@eltoder).
- Removed uncallable internal `EndCriteria::operator()` method
  (@lballabio).

Main changes for QuantLib-SWIG 1.33
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/26?closed=1>.
- Exported Burley 2020 Sobol generator (@lballabio).
- Allowed different calendars and frequencies for different legs in
  `OISRateHelper`; thanks to Eugene Toder (@eltoder).
- Exported convex-monotone forward-rate curve (@lballabio).
- Exported support for angled contour shift integrals in Heston model;
  thanks to Klaus Spanderen (@klausspanderen).
- Allowed negative payment lag in swap legs; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Exported `reset` method in calendars; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Added Python tests for `BondFunctions`; thanks to Francois Botha
  (@igitur).

Main changes for QuantLib-SWIG 1.32
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/25?closed=1>.
- Avoid using the deprecated `distutils` module for the Python
  wrappers; `setuptools` is now required for building (@lballabio).
- Exported `LastFixingQuote`; thanks to Eugene Toder (@eltoder).
- Added `redemptions` and `paymentLag` arguments to amortizing bond
  constructors; thanks to Gyan Sinha (@gyansinha).
- Exported utility function to simplify notification graph (@lballabio).
- Exported a few exotic options (Margrabe, compound, chooser) and
  related engines (@lballabio).
- Exported new constructor for OIS (@lballabio).
- Exported missing parameters for iterative bootstrap (@lballabio).
- Exported Xoshiro256** RNG (@lballabio).

Changes for QuantLib-SWIG 1.31.1
================================
QuantLib-SWIG 1.31.1 is a bug-fix release for version 1.31.
It includes a change in the underlying C++ library that fixes a
regression that could cause a segmentation fault when bootstrapping an
interest-rate curve using OIS rates.

Main changes for QuantLib-SWIG 1.31
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/24?closed=1>.
- **Removed** deprecated features no longer available in the
  underlying C++ library:
  - The `CPICoupon` constructor taking a number of fixing days and its
    `adjustedFixing` method.
  - The `withFixingDays` methods of `CPILeg`.
  - The `ZeroInflationCashFlow` constructor taking a calendar and
    business-day convention.
  - The `LexicographicalView` class.
- Exported new U.S. SOFR calendar (@lballabio).
- Exported new constructors and `indexRatio` method for `CPICoupon`
  (@lballabio).
- Exported new constructors and `underlyingIndex` method for
  `YoYInflationIndex` (@lballabio).
- Exported new constructors for `ForwardRateAgreement` (@lballabio).
- Rework Python tests to follow standard conventions; thanks to Eugene
  Toder (@eltoder).
- Updated constructor of `DatedOISRateHelper` to take new parameters;
  thanks to Eugene Toder (@eltoder).
- Exported missing currencies and crypto; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Exported `LogMixedLinearCubic` interpolator and corresponding
  discount curves; thanks to Eugene Toder (@eltoder).
- Exported `ArithmeticAverageOIS` and the corresponding rate helper;
  thanks to Eugene Toder (@eltoder).
- Exported a few missing inspectors for `Swap`; thanks to Eugene Toder
  (@eltoder).
- Exported CORRA, SWESTR and DESTR indexes; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Exported new constructor and Python tests for `JointCalendar`;
  thanks to Fredrik Gerdin Börjesson (@gbfredrik).
- Exported new LazyObject interface (@lballabio).
- Added Python examples for callable bonds and caps; thanks to Nijaz
  Kovacevic (@NijazK).
- Added convenience methods `of` and `toLocalDate` to Java wrappers
  that convert QuantLib dates from and to `java.time.LocalDate`; and
  example is provided.  Thanks to Ralf Konrad (@ralfkonrad).

Main changes for QuantLib-SWIG 1.30
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/23?closed=1>.
- **Removed** deprecated features no longer available in the
  underlying C++ library:
  - the `WulinYongDoubleBarrierEngine` alias for `SuoWangDoubleBarrierEngine`;
  - the `spotIncome` and `spotValue` methods of `ForwardRateAgreement`;
  - constructors for `InterpolatedZeroInflationCurve` and
    `PiecewiseZeroInflationCurve` taking an `indexIsInterpolated`
    parameter;
  - the `indexIsInterpolated` method of `InflationTermStructure`;
  - some overloaded constructors of `SofrFutureRateHelper`.
- **Renamed** `SwaptionVolCube1` to `SabrSwaptionVolatilityCube` and
  `SwaptionVolCube2` to `InterpolatedSwaptionVolatilityCube`, as in
  the underlying C++ library; the old names remain available in Python
  but not in other languages.
- Exported new `EquityCashFlow`, `EquityIndex` and
  `EquityTotalReturnSwap` classes with a few tests; thanks to Marcin
  Rybacki (@marcin-rybacki).
- Exported constructors for vanilla and barrier pricing engines taking
  discrete dividends; this makes `DividendVanillaOption` and
  `DividendBarrierOption` obsolete (@lballabio).
- Exported new calendars for Austria, Botswana and Romania; thanks to
  Fredrik Gerdin Börjesson (@gbfredrik).
- Exported new ASX calendar for Australia (@lballabio).
- Exported `FixedLocalVolSurface` and `GridModelLocalVolSurface`
  classes with a test; thanks to Klaus Spanderen (@klausspanderen).
- Exported new CPICoupon constructors (@lballabio).
- Exported UKHICP index (@lballabio).
- Exported a few African currencies (@lballabio).