Release 1.44.0: QuantLib 1.44, xad 2.2

.github/workflows/quantlib-risks.yml

@@ -100,11 +100,7 @@ jobs:
           submodules: recursive
           persist-credentials: false
       - name: Build sdist
-        # no isolation until xad 2.2 is on PyPI
-        run: |
-          python3 -m venv /tmp/sdist-env
-          /tmp/sdist-env/bin/pip install build "scikit-build-core>=0.11"
-          /tmp/sdist-env/bin/python -m build --sdist --no-isolation --skip-dependency-check
+        run: pipx run build --sdist
       - name: Check metadata
         run: pipx run twine check --strict dist/*
       - name: Upload sdist

CHANGELOG.md

@@ -7,16 +7,39 @@ the underlying QuantLib-SWIG changelog.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
-## [1.41.0] - Unreleased
+## [1.44.0] - Unreleased
+
+First release as QuantLibAAD.
 
 - Renamed QuantLib-Risks -> QuantLibAAD: `pip install QuantLibAAD`, `import QuantLibAAD`
-- `QuantLib-Risks` 1.41.0 is a deprecated shim (`shim/`) that requires `QuantLibAAD==1.41.*` and
+- `QuantLib-Risks` 1.44.0 is a deprecated shim (`shim/`) that requires `QuantLibAAD==1.44.*` and
   re-exports it as `QuantLib_Risks` with a `DeprecationWarning`
 - Anyone pinned to `QuantLib-Risks==1.33.3` must also pin `xad<2`
-- Matches QuantLib and QuantLib Python bindings version 1.41
-- Builds against QuantLibAAD 1.41 (formerly QuantLib-Risks-Cpp) and the shared libxad of the installed xad 2.2 package (`xad>=2.2,<2.3`), which is not bundled
-- Tapes are shared with xad through libxad, thread-local per Python thread
-- Builds the unmodified QuantLib 1.41 release, no QuantLib patches
+- Matches QuantLib and QuantLib Python bindings version 1.44, with C++ QuantLibAAD (formerly
+  QuantLib-Risks-Cpp)
+- Removed from the Python API with QuantLib-SWIG 1.42 to 1.44, as in the C++ library:
+  `SpreadOption` and `KirkSpreadOptionEngine`; `SubPeriodsCoupon`, `SubPeriodsLeg`,
+  `SubPeriodsPricer`, `CompoundingRatePricer` and `AveragingRatePricer`; `DatedOISRateHelper`;
+  the history functions of `IndexManager` (`setHistory`, `getHistory`, `hasHistory`,
+  `clearHistory`, `hasHistoricalFixing`); `AnalyticHestonEngine_Integration` (now
+  `FourierIntegration`); `InflationTermStructure.observationLag` and `hasExplicitBaseDate`; the
+  YoY inflation index and curve constructors taking an `interpolated` flag;
+  `DiscountingSwapEngine(curve, settlementDate, npvDate)` (pass `includeSettlementDateFlows`
+  first, or use keywords). The constructor of `GlobalLinearSimpleZeroCurve` no longer takes
+  keyword arguments.
+- Builds QuantLib 1.44 with two temporary fixes, kept in `patches/quantlib/`, applied at build
+  time to a copy of the QuantLib source and dropped with QuantLib 1.45:
+  - QuantLib compiles with automatic-differentiation number types, a fix from QuantLib's main
+    branch ([QuantLib #2934](https://github.com/lballabio/QuantLib/pull/2934))
+  - an implied rate keeps its derivative when the compound factor is 1, so for example the
+    dividend rho at a zero dividend yield is no longer lost, as proposed in
+    [QuantLib #3057](https://github.com/lballabio/QuantLib/pull/3057); with a compound factor
+    of 1 and a positive time, `SimpleThenCompounded` and `CompoundedThenSimple` now throw, as
+    they do on QuantLib's main branch
+- Builds against the shared libxad of the installed xad 2.2 package (`xad>=2.2,<2.3`), which is
+  not bundled; tapes are shared with xad through libxad, thread-local per Python thread
+- QuantLib and the module are built with no FMA contraction (`-ffp-contract=off` with GCC and
+  Clang), so AD values match a plain-double build with the same setting
 - One-step build with scikit-build-core; wheels for Python 3.10-3.14 on Linux, macOS and Windows
 - `tools/sync-swig.sh` syncs `SWIG/` with a QuantLib-SWIG release, re-applying the XAD changes in `SWIG/patches/`
 
@@ -36,7 +59,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 Initial release, matching QuantLib Python bindings version 1.33
 
 
-[1.41.0]: https://github.com/auto-differentiation/QuantLibAAD-Py/compare/v1.33.3...v1.41.0
+[1.44.0]: https://github.com/auto-differentiation/QuantLibAAD-Py/compare/v1.33.3...v1.44.0
 
 [1.33.3]: https://github.com/auto-differentiation/QuantLib-Risks-Py/compare/v1.33.2...v1.33.3
 

CMakeLists.txt

@@ -24,10 +24,10 @@
 ##############################################################################
 
 cmake_minimum_required(VERSION 3.18...4.2)
-project(QuantLibAAD_Py LANGUAGES CXX VERSION 1.41.0)
+project(QuantLibAAD_Py LANGUAGES CXX VERSION 1.44.0)
 
 set(QLR_VERSION ${PROJECT_VERSION})
-set(QLR_HEX_VERSION "0x014100f0")
+set(QLR_HEX_VERSION "0x014400f0")
 
 if(NOT DEFINED CMAKE_CXX_STANDARD)
   set(CMAKE_CXX_STANDARD 17)
@@ -46,6 +46,7 @@ set(QLR_QUANTLIB_PREFIX "" CACHE PATH
 
 list(APPEND CMAKE_MODULE_PATH "${PROJECT_SOURCE_DIR}/cmake")
 
+include(QLRBuildDefaults)
 include(QLRXad)
 
 if(QLR_QUANTLIB_PREFIX AND NOT QLR_QUANTLIB_ONLY)