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Changes for QuantLib 1.35:

QuantLib 1.35 includes 32 pull requests from several contributors.

Some of the most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt and at https://github.com/lballabio/QuantLib/milestone/33?closed=1.

Future end of support: as announced since release 1.32, this release is the last to support Visual C++ 2015, g++ up to version 6.x, and clang up to version 4; support for those compilers will be dropped in next release, 1.36, about three months from now. From that point onwards, this will allows us to enable the use of C++17 in the code base. Also, given the testing environments available on GitHub actions, clang 5 and 6 are no longer available to us for testing, and the same holds for g++ 7. Therefore, it is suggested to upgrade to a newer version if possible.
Future end of support: at the same time as the above, we'll also remove the configure switch that allows to use boost::tuple, boost::function and boost::bind instead of their std counterparts; the std classes are already the default since release 1.32.
The config.hpp generated by cmake now behaves like the one generated by autotools and provides values for the defines so that they can be used in static_assert (@lballabio). Thanks to Tom Anderson (@tomwhoiscontrary) for the heads-up.

Some fixes for the Chilean calendar; thanks to Eugene Toder (@eltoder).
Better NFP/SIFMA rule for Good Friday in U.S. government bond calendar; thanks to Eugene Toder (@eltoder).
Updated Indian NSE holidays for 2024; thanks to Fredrik Gerdin Börjesson (@gbfredrik).
Some fixes for the Mexican calendar; thanks to Lucas Dias (@lukedays).

Added lookback days, lockout days and observation shift to overnight-indexed coupons; thanks to Marcin Rybacki (@marcin-rybacki). The same parameters were propagated to overnight-indexed swaps and to the corresponding helpers.
Added the hasFixed method to IBOR coupons that detects whether they have fixed or still need to be forecast; thanks to Tom Anderson (@tomwhoiscontrary).

Overnight index futures didn't manage a start date falling on a holiday; this is now fixed (@lballabio). Thanks to GitHub user @JustCallMeDavid for the heads-up.
Callable bonds didn't account for nominal when calculating OAS; this is now fixed. Thanks to Hristo Raykov (@HristoRaykov).
For European swaption, sometimes the price is quoted as a forward price to be paid at exercise time. Such a quoted price can now be used for implied-volatility calculation. The forward price is also returned by the Black and Bachelier swaption engines as an additional result (@lballabio).

Added the fast ZigguratGaussianRng generator; thanks to Ralf Konrad Eckel (@ralfkonrad).

Fix treatment of custom end date in FuturesRateHelper (@lballabio).
Add possibility to reset guess in fitted bond curves (@lballabio). Thanks to GitHub user @klin333 for the suggestion.

Overloaded Handle and RelinkableHandle constructors on lvalue and rvalue references for performance; thanks to Jonathan Sweemer (@sweemer).

Removed features deprecated in version 1.30:
- the DividendVanillaOption and DividendBarrierOption classes;
- the constructor of AnalyticDividendEuropeanEngine taking only a process and no dividends;
- the SwaptionVolCube1, SwaptionVolCube1a, SwaptionVolCube1x and SwaptionVolCube2 typedefs and the empty headers ql/experimental/volatility/swaptionvolcube1.hpp, ql/experimental/volatility/swaptionvolcube1a.hpp and ql/experimental/volatility/swaptionvolcube2.hpp;
- the setCommon method of CappedFlooredYoYInflationCoupon.
Deprecated the constructor of DatedOISRateHelper taking a forward start; use the other overload instead.
Deprecated the specialized Bibor9M, Euribor2W, Euribor3W, Euribor2M, Euribor4M, Euribor5M, Euribor7M, Euribor8M, Euribor9M, Euribor10M, Euribor11M, Euribor365_SW, Euribor365_2W, Euribor365_3W, Euribor365_1M, Euribor365_2M, Euribor365_3M, Euribor365_4M, Euribor365_5M, Euribor365_6M, Euribor365_7M, Euribor365_8M, Euribor365_9M, Euribor365_10M, Euribor365_11M, Euribor365_1Y, EURLiborSW, EURLibor2W, EURLibor2M, EURLibor4M, EURLibor5M, EURLibor7M, EURLibor8M, EURLibor9M, EURLibor10M, EURLibor11M; if needed, use the corresponding generic class and pass the tenor (for instance, Euribor(4 * Months)).
Renamed EuriborSW to Euribor1W and deprecated the old name.
Deprecated the constructor of RelinkableHandle taking a raw pointer.

Thanks go also to Dmitri Goloubentsev (@DmitriGoloubentsev), Eleanor Green (@eleanorTurintech), Tom Anderson (@tomwhoiscontrary), Peter Caspers (@pcaspers), Jonghee Lee (@nistick21), Ralf Konrad Eckel (@ralfkonrad) and the XAD team (@auto-differentiation-dev) for miscellaneous fixes, improvements or reports.

Full Changelog: v1.34...v1.35