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commit cb7c5fe30c4d82e88b874938bfe7d502d3988676
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 12 Apr 2021 11:12:19 +0200
Set version to 1.27 final.
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit e8ffe044d457673b0793853bb34c1e8f16fc32c0
Merge: 5d54473 ea832ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Jul 2022 12:12:02 +0200
Merge pull request #478.
Map `pair<Size,Size>` to `pair<unsigned int, unsigned int>` for 32-bit compatibility
commit ea832ffbb3fc49e7ba20a961aecabd3e32a801ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Jul 2022 11:09:19 +0200
Map pair<Size,Size> to pair<unsigned,unsigned> for 32-bit compatibility
SWIG/vectors.i | 3 +--
SWIG/volatilities.i | 18 ++++++++++++------
2 files changed, 13 insertions(+), 8 deletions(-)
commit 5d54473af444c6be76f97dd32e4d7ee9af7c9055
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 14 Apr 2022 18:29:12 +0200
Set version to 1.27 rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit a1f0f6329452b188739d9225e46e9323f0f80a28
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 13 Jul 2022 17:29:56 +0200
Update news and changelog
ChangeLog.txt | 504 ++++++++++++++++++++++++++--------------------------------
News.md | 42 ++---
2 files changed, 248 insertions(+), 298 deletions(-)
commit f4fc9fe1da48ea7e25d473128811ade78ec2bee6
Merge: 5fbd5aa e108360
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 7 Jul 2022 12:16:16 +0200
Merge pull request #477.
Add missing `std::pair<Size,Size>` mapping
commit e10836057ce6592aee730ccd9177c32df16ddbd6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 7 Jul 2022 10:34:12 +0200
Add missing std::pair<Size,Size> mapping
SWIG/vectors.i | 2 ++
SWIG/volatilities.i | 3 +++
2 files changed, 5 insertions(+)
commit 5fbd5aa47436c7142e3f202a5fafd132f183104c
Merge: f58c579 b0eab63
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 6 Jul 2022 16:55:16 +0200
Merge pull request #476.
Export missing CDS methods
commit b0eab63672165a805f4ba41885ff44b1eb1c4ad9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 6 Jul 2022 15:18:08 +0200
Export missing CDS methods
SWIG/creditdefaultswap.i | 21 +++++++++++++++------
1 file changed, 15 insertions(+), 6 deletions(-)
commit f58c57941dc9ca50e090415d27d16c0d15f70edb
Merge: c7fac27 d2857e0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 29 Jun 2022 15:15:04 +0200
Merge pull request #473.
Next and previous cash flow amount
commit d2857e06a452a71ba51dd3781c657d66f2d43a7d
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Tue, 28 Jun 2022 19:23:49 +0200
Made function args more descriptive.
Python/test/coupons.py | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
commit 073efa25ff381206f6fea7f9097b2ed688f3b804
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Tue, 28 Jun 2022 19:20:20 +0200
Setting evaluation date is not required.
Python/test/coupons.py | 1 -
1 file changed, 1 deletion(-)
commit 0d2474025c4d1a0a7810a17cb16a3af039e6bbf2
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Tue, 28 Jun 2022 19:18:45 +0200
Added unit tests in Python.
Python/test/QuantLibTestSuite.py | 2 ++
Python/test/coupons.py | 34 ++++++++++++++++++++++++++++++++++
2 files changed, 36 insertions(+)
commit bdf9d406ff2f659488027cb52f63faa05fccba48
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Tue, 28 Jun 2022 19:06:18 +0200
Exposed functions returning next and previous cash flow amount
SWIG/cashflows.i | 8 ++++++++
1 file changed, 8 insertions(+)
commit c7fac275b56c4a423877835068a9a737192e621b
Merge: 6ac2384 dc0d1e4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 25 Jun 2022 17:29:04 +0200
Merge pull request #472.
Shorter name for default zero-spreaded curve.
commit dc0d1e42021d19dc7166b3a155266bc6c391c34d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 25 Jun 2022 14:02:44 +0200
Shorter name for default zero-spreaded curve.
This is also the name used in the C++ version.
SWIG/termstructures.i | 1 +
1 file changed, 1 insertion(+)
commit 6ac238490782927488f5cbeb8040a05a72070125
Merge: e583aae 7200820
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 17 Jun 2022 14:36:57 +0200
Merge pull request #471.
Fix code generation when Java's `AutoCloseable` support is enabled
commit 7200820ec23a9212d14f344485cc2db5c1d0ef2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 17 Jun 2022 10:40:42 +0200
Test two different Java configurations
.build/java-new.build | 9 +++++++++
.build/{java.build => java-old.build} | 0
.github/workflows/linux.yml | 12 ++++++++++--
3 files changed, 19 insertions(+), 2 deletions(-)
commit 25bdefe4234f04eb7835542540c2047ed8a96173
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 17 Jun 2022 10:40:02 +0200
Fix code generation with AutoCloseable support enabled
SWIG/quantlib.i | 9 ++++++++-
SWIG/timeseries.i | 2 +-
2 files changed, 9 insertions(+), 2 deletions(-)
commit e583aae9265603f06900686f0a14333f9b22d037
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Mon, 6 Jun 2022 06:50:40 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit bac97aa4a6346e3df39be9f23205aed664e37147
Merge: 0e174c2 9a187bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 6 Jun 2022 08:50:21 +0200
Merge pull request #467.
Expose Turnbull-Wakeman engine
commit 0e174c2aa6e8bf212e005b5d04ca50a7c9667e52
Merge: 56d9cac 5214926
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 5 Jun 2022 17:52:43 +0200
Merge pull request #468.
Expose quanto term structure
commit 521492665e7dd06b85dc8bcb3df6e1ef5d4ef897
Author: itsguccy <bohlensebastian@aol.de>
Date: Sat, 4 Jun 2022 22:56:54 +0200
satisfy linter
Python/test/termstructures.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 785637d1b751783145b14d8a36489fb0da59efec
Author: itsguccy <bohlensebastian@aol.de>
Date: Sat, 4 Jun 2022 22:13:04 +0200
add fail message to quanto term structure test
Python/test/termstructures.py | 20 +++++++++++++++++++-
1 file changed, 19 insertions(+), 1 deletion(-)
commit 0b06df8974960605a6a495932a2386a0db67d040
Author: itsguccy <bohlensebastian@aol.de>
Date: Sat, 4 Jun 2022 21:51:31 +0200
test QuantoTermStructure exposure against QuantoEuropeanEngine
Python/test/termstructures.py | 71 +++++++++++++++++++++++++++++++++++++++++++
1 file changed, 71 insertions(+)
commit 2ce27b4b38b7b5fb054590dcae886da7381ed840
Author: itsguccy <bohlensebastian@aol.de>
Date: Sat, 4 Jun 2022 21:07:16 +0200
expose QuantoTermStructure
SWIG/termstructures.i | 19 +++++++++++++++++++
1 file changed, 19 insertions(+)
commit 9a187bd1f4721766eaafea4e1db0eafdb0a530ca
Author: jackgillett101 <jack.gillett@cantab.net>
Date: Sat, 4 Jun 2022 21:37:19 +0800
Exposing Turnbul-Wakeman engine to SWIG (community request)
SWIG/asianoptions.i | 12 +++++++++++-
1 file changed, 11 insertions(+), 1 deletion(-)
commit 56d9cac17439ed8f42daf2c84c0bb9ac45ae777d
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Thu, 5 May 2022 07:19:24 +0000
Update copyright list in license
LICENSE.TXT | 1 +
1 file changed, 1 insertion(+)
commit f7c20c15f9c88cf1985246771a2b8d3a4ef7360c
Merge: 9696087 9c1825d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 5 May 2022 09:19:07 +0200
Merge pull request #462.
Export `SviSmileSection` and `SviInterpolatedSmileSection`
commit 9c1825d2e19c4fbc57149278985823f90e48d93b
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 4 May 2022 18:15:39 +0200
Fix Codacy issues
Python/test/volatilities.py | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit 2ab6f7bc5b4e2e35e015ebf65eb1cf92900af570
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 4 May 2022 17:53:59 +0200
Add docstrings to explain SVI tests
Python/test/volatilities.py | 2 ++
1 file changed, 2 insertions(+)
commit bc2c66bbc88ef4cfb308d59c6bcd796134c2cd3e
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 4 May 2022 17:53:46 +0200
Add shared setup for SVI tests
Python/test/volatilities.py | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
commit eb35fbce78cd1c981648d06981601a7f2f4216fa
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 4 May 2022 16:45:39 +0200
Add two unit tests for SVI smile sections
Python/test/QuantLibTestSuite.py | 3 ++-
Python/test/volatilities.py | 42 ++++++++++++++++++++++++++++++++++++++++
2 files changed, 44 insertions(+), 1 deletion(-)
commit 86f2dae7219d3c30dd2bac95a626e84b3b00d624
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 4 May 2022 16:44:20 +0200
Add wrappers for `SviInterpolatedSmileSection`
SWIG/volatilities.i | 60 +++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 60 insertions(+)
commit f7b3c7243f80a47dc51f160fe445c31e01257d15
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 4 May 2022 16:44:02 +0200
Add wrappers for `SviSmileSection`
SWIG/volatilities.i | 15 +++++++++++++++
1 file changed, 15 insertions(+)
commit 9696087250f540bea27bc2bf4df94711c5b441a1
Merge: a88a28b 55b28f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 2 May 2022 18:25:04 +0200
Merge pull request #461.
Remove deleted `FDShoutEngine` from wrappers
commit 55b28f2b447b35c41c6b53540f047b125bb489fd
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Mon, 2 May 2022 17:42:01 +0200
Remove FDShoutEngine from options interface
SWIG/options.i | 18 ------------------
1 file changed, 18 deletions(-)
commit a88a28b95e7abdacd1112f23864a63523433711b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 27 Apr 2022 09:29:34 +0200
Disable broken link checker
.github/workflows/link-check.yml | 12 ------------
1 file changed, 12 deletions(-)
commit 8f360cb82dfb4b280546df3b37bd461746d6c37d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 18 Jan 2022 11:02:58 +0100
Set version to 1.27-dev.
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit 687d8924c1c73a62fa4cc17977dc0789dcc2dafa
Merge: 9109f58 b651886
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 20 Apr 2022 11:29:54 +0200
Merge pull request #455.
Replace Disposable<T> with T
commit b65188617ae4363437e76b8f52278193c651f522
Author: Jonathan Sweemer <sweemer@gmail.com>
Date: Mon, 4 Apr 2022 20:59:05 +0900
Replace Disposable<T> with T
SWIG/fdm.i | 27 +++++++++++----------------
SWIG/functions.i | 11 +++++------
SWIG/linearalgebra.i | 9 +++------
SWIG/ode.i | 12 ++----------
SWIG/volatilities.i | 6 +++---
5 files changed, 24 insertions(+), 41 deletions(-)