
Changes for QuantLib-SWIG 1.13
==============================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/6?closed=1>.

- Exported amortizing bonds (thanks to Anthony Calleja).

- Exported vanna-volga barrier-option engine (thanks to Matthias
  Lungwitz).

- Exported the MakeSchedule helper class (thanks to Roy Zywina).

- Exported the Cashflows::previousCashFlowDate and
  Cashflows::nextCashFlowDate methods (thanks to Weston Steimel).

- Exported more methods from the SwapIndex class, as well as a few
  derived classes (thanks to Matthias Lungwitz).

- Exported CPISwap (thanks to Matthias Lungwitz).

- Exported more methods from the ZeroCouponInflationSwap and
  YearOnYearInflationSwap classes (thanks to Matthias Lungwitz).

- Exported MC American option engine (thanks to Matthias Lungwitz).

- Exported more methods from the NonStandardSwaption class and its
  Gaussian engines (thanks to Matthias Lungwitz).

- Exported overnight-indexes swaps (thanks to Matthias Lungwitz).

- Exported more methods from the RateHelper class and a few of its
  derived classes (thanks to Matthias Lungwitz).

