
Changes for QuantLib-SWIG 1.11
==============================

The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/4?closed=1>.

- This is the last release to include bindings (which are probably
  broken anyway) for the Guile, MzScheme and OCaml languages.

- Upgraded to SWIG 3.0.12.

- Exported BlackDeltaCalculator class, blackFormula and related
  functions (thanks to Wojciech Ślusarski).

- Exported discountBond method for short-rate models (thanks to
  Goutham Balaraman).

- Exported Hull-White forward process (thanks to Wojciech Ślusarski).

- Exported volatility type and displacement to
  ConstantOptionletVolatility constructors (thanks to Matthias
  Lungwitz).

- Exported SwaptionVolCube1 inspectors (thanks to Matthias Lungwitz).

- Exported full Schedule constructor based on dates (thanks to
  Matthias Lungwitz).

- Avoid errors building Python 3.5 wrappers (thanks to Alan Donoghue
  for the heads-up).

- Exported FD G2 and Hull-White swaption engines (thanks to Matthias
  Lungwitz).

- Exported Bates vanilla engine (thanks to GitHub user abhilaksh12).

- Added to the Python Date class conversion methods to and from
  datetime instances.

- Added callable-bond example in Java (thanks to Bojan Nikolic).
