Re: [Quantlib-users] Release candidates for QuantLib 1.20

[David D. <nh...@gm...>]

Hi Luigi,

All the Python SWIG tests ran successfully.

Ran 112 tests in 18.602s
OK

And the issue that was reported on the cloning of OvernightIndexes is
solved.
The following code now works in 1.20rc, but would through and error in
version 1.19 because the cloned overnightindex would not be accepted in
the OvernightIndexedSwap constructor

crv = ql.FlatForward(2, ql.TARGET(), 0.05, ql.Actual360())
yts = ql.YieldTermStructureHandle(crv)
index = ql.Eonia()
overnightIndex = index.clone(yts)

ois_swap = ql.MakeOIS(ql.Period('1Y'), overnightIndex, 0.01)




On Thu, 15 Oct 2020 at 17:45, David Duarte <nh...@gm...> wrote:

> Also, all good on Ubuntu Focal 64
>
> Running 838 test cases...
>
> Tests completed in 8 m 31 s
> *** No errors detected
>
> On Thu, 15 Oct 2020 at 14:26, Francois Botha <ig...@gm...> wrote:
>
>> All good on Windows 10 64b and Ubuntu Focal 64b.
>>
>> Tests completed in 10 m 31 s
>>
>>
>> Test module "Master Test Suite" has passed with:
>>   838 test cases out of 838 passed
>>   1002700 assertions out of 1002700 passed
>>
>> real    10m31.130s
>> user    0m0.000s
>> sys     0m0.062s
>>
>>
>> Francois Botha
>>
>>
>> On Wed, 14 Oct 2020 at 18:08, Luigi Ballabio <lui...@gm...>
>> wrote:
>>
>>> Hello everybody,
>>>     release candidates for QuantLib 1.20 are available at <
>>> https://bintray.com/beta/#/quantlib/prerelease/QuantLib/1.20-RC?tab=files>.
>>> If you have some spare cycles, please kick their tires and let me know if
>>> there are any problems.
>>>
>>> Thanks,
>>>     Luigi
>>>
>>>
>>> _______________________________________________
>>> QuantLib-users mailing list
>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>>
>> _______________________________________________
>> QuantLib-users mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>