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Rateslib v1.6.0 (30th November 2024)
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@attack68 attack68 released this 30 Nov 12:31
· 2 commits to 1.6.x since this release
v1.6.0
868d948

Major changes:

  • Credit Default Swaps (CDS)
  • fixing_table upgrades to aggregate across different curve indexes and instruments.
  • caching to improve performance of Curves and Surfaces
  • dual type Variable to allow user injected sensitivity analysis

Full changelist: https://rateslib.readthedocs.io/en/1.6.x/i_whatsnew.html

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