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lballabio / QuantLib-SWIG

QuantLib wrappers to other languages
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Fix build errors due to inheritance of YoYCapFloorTermPriceSurface #617

Closed gbfredrik closed 7 months ago

gbfredrik commented 7 months ago

Hi, We noticed this failing our build pipelines recently. The change in the inheritance is required after this change in QL: https://github.com/lballabio/QuantLib/commit/1ebd2428aff7b8900f311518ab28d72b39136805.

I threw in some minor textual fixes as well.

lballabio commented 7 months ago

Thanks! I should probably schedule a periodic update of the CI images...

gbfredrik commented 7 months ago

Sounds good! We build our fork and the "master" builds nightly (a bit excessive perhaps) and have found that it gives us quite a bit of value regarding the stability and testing of new versions.