Added release notes for SABR and CMS Replication
@@ -12,6 +12,11 @@ finmath lib Release Notes
- Variance Gamma Model: Fourier and Monte-Carlo implementations for the Variance Gamma Model.
+### Interest Rate Models - Analytic and Semi-Analytic (this part is still under development / refactoring) - see `net.finmath.singleswaprate`
+
+ - SABR Volatility Cube Calibration (contributed by Roland Bachl)
+ - Cash-Settled Swaption and CMS Valuation via Replication using different Annuity Mappings (contributed by Roland Bachl)
+
### Interest Rate Models - Monte-Carlo Simulation
- Improved implementation of the Bermudan Swaption. See `BermudanSwaptionFromSwapSchedules`.
