
Changes for QuantLib-SWIG 1.9
=============================

The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/2?closed=1>.

- dropped support for Visual C++ 8 (2005), which as of April 2016 is
  unsupported by Microsoft.

- removed harmful redefinition of `SWIGSTDCALL` preventing debugging
  of C# module (thanks to Fabrice Lecuyer to the heads-up).

- if present in the environment, `LDFLAGS` is now passed to the
  linker when building the Python wrappers (thanks to Gouthaman
  Balaraman).

- if present in the environment, `CXXFLAGS` and `LDFLAGS` are now
  passed to the linker when building the Java wrappers (thanks to
  Martin Ross).

- added a few inspectors to the `CapFloor` class (thanks to Gouthaman
  Balaraman).

- exported the `ASX`, `Futures` and `Pillar` structs, used in a few
  newly-exported rate-helper constructors (thanks to Fabrice Lecuyer).

- allow the use of normal volatilities for cap, floors and swaptions
  (thanks to Gouthaman Balaraman, Peter Caspers and Wojciech
  Slusarski).

- exported the `LocalVolSurface` class (thanks to Gouthaman Balaraman).

- exported the `AnalyticPTDHestonEngine` class (thanks to Gouthaman
  Balaraman).

- exported the `BlackCallableFixedRateBondEngine` class (thanks to
  Gouthaman Balaraman).

- exported monotonic-cubic zero curve (thanks to Andres Hernandez).

- exported `ShortRateModel` inspectors (thanks to Andres Hernandez).

- added overloaded constructor for `FixedRateBond` taking a vector of
  `InterestRate` instances (thanks to Gouthaman Balaraman).
  Unfortunately, this prevents kwargs support in Python.

- swap indexes can now be built with an exogenous discount curve
  (thanks to Peter Caspers).

- exported BBSW, BKBM, NZOCR and Aonia indexes (thanks to Fabrice Lecuyer).


