Re: [Quantlib-users] QuantLib-SWIG 1.18.1 released

[Luís M. A. <lui...@gm...>]

Hello,

I have been looking if it is possible to apply the futures_rate_helper
class to 1m fed funds futures. All the examples I see online only use 3m
instruments, and also as part of the inputs is the index, such as IMM, it
only accepts IIM dates (which are quarterly).

Is it possible or do I need to use a different class?

Kind regards,
Luis Aguiar


On Thu, 11 Jun 2020, 09:25 Luigi Ballabio, <lui...@gm...> wrote:

> Hi all,
>     QuantLib-SWIG 1.18.1 was released today.   Its source code is
> identical to version 1.18, but the wrapper code for this version was
> generated with the newly-released SWIG 4.0.2, which (among other things)
> avoids a memory leak in the Python wrappers when using vectors of
> shared_ptr.  The new Python wrappers are available via "pip install".
>
> Luigi
>
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