
Release 1.4 - February 2014
Notable changes since release 1.3:
- in sync with QuantLib 1.4;
- upgraded to SWIG 2.0.11;
- support for Visual C# 2003 (VC++7) was dropped;
- added Visual C# 2012 solution;
- made wrappers compatible with both Python 2 and 3 syntax;
- the R extension is now built as a standard R package;
- enabled building under Ruby 1.9. However, scripts using the Ruby
  wrappers crash; help debugging the problem would be welcome;
- exported Redemption and AmortizingPayment cash flows;
- exported ZeroInflationIndex constructor to create custom instances;
- set default interpolation to Linear for piecewise inflation curves;
- export more inspectors for ZeroCouponInflationSwap;
- renamed CashFlows::yield to yieldRate in Python to avoid keyword;
- exported utility class for creating custom Region instance;
- exported callable fixed-rate bond and CPI bond (thanks to Simon
  Mazzucca);
- exported new actual/365 (no leap) day counter;
- added UnaryFunction support to Java interfaces for root finding and
  integrals (thanks to Klaus Spanderen); added Java example for
  UnaryFunction callback;
