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A detailed list of changes is available in ChangeLog.txt and at <https://github.com/lballabio/QuantLib-SWIG/milestone/2?closed=1>.\r\n\r\n- dropped support for Visual C++ 8 (2005), which as of April 2016 is unsupported by Microsoft.\r\n- removed harmful redefinition of `SWIGSTDCALL` preventing debugging of C# module (thanks to Fabrice Lecuyer to the heads-up).\r\n- if present in the environment, `LDFLAGS` is now passed to the linker when building the Python wrappers (thanks to Gouthaman Balaraman).\r\n- if present in the environment, `CXXFLAGS` and `LDFLAGS` are now passed to the linker when building the Java wrappers (thanks to Martin Ross).\r\n- added a few inspectors to the `CapFloor` class (thanks to Gouthaman Balaraman).\r\n- exported the `ASX`, `Futures` and `Pillar` structs, used in a few newly-exported rate-helper constructors (thanks to Fabrice Lecuyer).\r\n- allow the use of normal volatilities for cap, floors and swaptions (thanks to Gouthaman Balaraman, Peter Caspers and Wojciech Slusarski).\r\n- exported the `LocalVolSurface` class (thanks to Gouthaman Balaraman).\r\n- exported the `AnalyticPTDHestonEngine` class (thanks to Gouthaman Balaraman).\r\n- exported the `BlackCallableFixedRateBondEngine` class (thanks to Gouthaman Balaraman).\r\n- exported monotonic-cubic zero curve (thanks to Andres Hernandez).\r\n- exported `ShortRateModel` inspectors (thanks to Andres Hernandez).\r\n- added overloaded constructor for `FixedRateBond` taking a vector of `InterestRate` instances (thanks to Gouthaman Balaraman). Unfortunately, this prevents kwargs support in Python.\r\n- swap indexes can now be built with an exogenous discount curve (thanks to Peter Caspers).\r\n- exported BBSW, BKBM, NZOCR and Aonia indexes (thanks to Fabrice Lecuyer).\r\n\r\n"}}
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