Rateslib v1.5.0 (25th Sep 2024)

See the release notes. https://rateslib.readthedocs.io/en/1.5.x/i_whatsnew.html

Rateslib v1.4.0 (28th Aug 2024)

doc fix

Rateslib v1.3.0 (9th July 2024)

Latest version is released. Please see the release notes for the changes.

v1.2.2

Adding wheels for 1.2.0 and correcting imports

v1.2.0

Version 1.2.0 has new Rust extensions to greatly improve performance for Splines and Dual number AD.
See the full release notes on the documentation website for the minor breaking changes.

Python wheels are precompiled for Mac OS and Windows AMD64 users, meaning no changes to the install via pip install rateslib for those users.
Other platforms such as Linux will need to install rust before calling pip install rateslib so that the binaries can be compiled from the source.

Rateslib v1.1.1 (21st March 2024)

RLS: 1.1.0

Rateslib Stable v1.0.0

The release of the core library, also at the same time the architecture is published: https://www.amazon.com/dp/0995455554

Rateslib v0.7.0 (29 Nov 2023)

See the documentation for all release notes.

Rateslib v0.6.0 (19th Oct 2023)

Additions:

• Add a :class:STIRFuture class
• Merge all :class:XCS classes into one, adding new arguments,
  fixed, leg2_fixed and leg2_mtm to differentiate between types.
• Separate :class:MultiCsaCurve
  from :class:CompositeCurve for increased transparency on its action.
• Add the ability to supply curves in a dict for forecasting FloatPeriods to be
  able handle interpolated stub periods under an "ibor" fixing_method.
• Added the methods :meth:Solver.jacobian and
  :meth:Solver.market_movements for coordinating multiple Solvers.

Bug fixes:

• Instrument spec with method_param set to 2 day lag for certain IBOR instruments.
• The :meth:Portfolio.npv method on a Portfolio no longer allows
  mixed currency outputs to be aggregated into a single float value.
• Now emit a warning if a discount factor or rate is requested on a curve with a spline
  outside of the rightmost boundary of the spline interval.

v0.5.0beta

Rateslib v0.5.0 (11th Sep 2023)

Development continues. Still aiming to release v1.0 before 2024
For release notes see the docs here