v2.2.0

This release contains over 25 changes, see the release notes.

v2.1.2

The release contains:

• Fix Polish holiday #1840

v2.1.1

The release contains:

• New Polish holiday #1840
• Fix typo #1847

Release v2.1.0

This release contains over 45 changes, see the release notes.

Release v2.0.0

This major release contains over 115 changes, see the release notes. Note that this release contains a number of incompatible changes, hence the major version upgrade.

v1.7.1

This minor release contains around 11 fixes. These include:

• Parse zero length periods from CSV format, #1670
• Add ZAR-SABOR, CNY-REPO-1W, use CHF-SARON in preference to CHF-TOIS, add more inactive indices, #1681, #1693, #1694
• Fix Ibor-OIS swap conventions, #1678
• Summarizer should handle short periods, #1663

v1.7.0

This release contains over 30 fixed issues.
Highlights include:

• Trade and position textual summaries
• Additional attributes for failure cases
• Enhanced schedule builder

Release v1.6.0

This release contains 31 fixed issues.
Highlights include:

• Index data for NZD, HKD, SGD, INR and KRW
• Enhanced swap schedules
• Better par spread calculation

Release v1.5.2

This release contains one bug fix.

• Fix for Stub roll convention calculation logic when start or end date is February 29th and trade convention is EOM.

Release v1.5.1

This release contains one bug fix.

• Fix for the CSV outputter