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Release 1.44.0: QuantLib 1.44, xad 2.2 - #22
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The wheels build and test against xad>=2.2,<2.3 from PyPI instead of the xad-py git pin (9ca1797): for build, runtime and the QuantLib build in before-all. The before-build, build-frontend and before-test overrides and the sdist job's non-isolated build were only there for the git pin, so wheels and sdist go back to isolated builds.
patches/quantlib holds QuantLib PR #2934 (library part) and PR #3057, backported to 1.44 and applied before QuantLib is configured; both go with QuantLib 1.45.
New upstream interfaces fxforward.i, multicurve.i and varianceswaps.i; spreadoption.i is gone upstream. XAD changes carried over to the new ArrayFunction and GlobalBootstrap code.
CHANGELOG for QuantLib 1.44 and its temporary QuantLib fixes.
So AD values match plain double bit for bit, as in QuantLibAAD's own build.
Off on macOS and Windows; both are built with the same compiler.
…over LTO on Linux
…tree lib/QuantLib stays clean and a patch that no longer fits fails the build; the copy has no .git, so git apply also works from an sdist.
pytest.approx only checks a xad Real for exact equality, since it isn't a numbers.Complex.
Lists the Python API removed with QuantLib-SWIG 1.42 to 1.44, what the temporary QuantLib fixes change, and the build without FMA contraction, so AD values match a plain-double build with the same setting.
Whole-module LTO crashed GCC 14 on the CI runners (internal compiler error at the link).
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Releases QuantLibAAD-Py 1.44.0, the first release under the QuantLibAAD name: QuantLib 1.44 with the matching QuantLib-SWIG 1.44 bindings, built on xad 2.2 from PyPI.
Changes
patches/quantlib/until QuantLib 1.45 ships them, applied at build time to a copy of the QuantLib source (the submodule stays clean, and a patch that no longer fits fails the build):SimpleThenCompoundedandCompoundedThenSimplenow throw, as they do on QuantLib's main branchxad>=2.2,<2.3, also in the CMake build): the module links the xad package's shared libxad and shares its tape-ffp-contract=offwith GCC and Clang), so AD values match a plain-double build with the same setting