Release v0.6.3

This release has no breaking changes.

• Optimize splinefit. #8, #19, #20. Thanks to @cristianeferreira!

Release v0.6.2

This is a bugfix release.

• resolve zero_rate method ambiguity for BufferedIRCurve

Release v0.6.1

This is a bugfix release.

• bugfix Buffered CurveMap (#17)

Release v0.6.0

This release contains breaking changes.

• [BREAKING] New API for InterestRates.CurveMap

Release v0.5.2

This is a bugfix release.

• implement InterestRates.curve_get_name for composed curves

Release v0.5.1

• add Thirty360 daycount convention (#16)

Release v0.5.0

New Features

• ComposeProdFactorCurve creates a curve that is composed by the discount factors of curve_a * curve_b.

• ComposeDivFactorCurve creates a curve that is composed by the discount factors of curve_a / curve_b.

Breaking Changes

• CompositeIRCurve has been removed in favor of ComposeProdFactorCurve.

Release v0.4.6

• Transition to Github Actions
• Update docs

Release v0.4.5

• use SpinLock on BufferedIRCurve.

Release v0.4.4

This release implements a minor change: BufferedIRCurve is now thread-safe.