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.