Rateslib v1.7.0 (31 January 2025)

See release notes: https://rateslib.readthedocs.io/en/1.7.x/i_whatsnew.html

Rateslib v1.6.0 (30th November 2024)

Major changes:

• Credit Default Swaps (CDS)
• fixing_table upgrades to aggregate across different curve indexes and instruments.
• caching to improve performance of Curves and Surfaces
• dual type Variable to allow user injected sensitivity analysis

Full changelist: https://rateslib.readthedocs.io/en/1.6.x/i_whatsnew.html

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.