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ChangeLog.txt
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commit a1b6b06580e8065e12a510f2009d8da7abfa39d6
Author: Luigi Ballabio <[email protected]>
Date: Thu, 17 May 2018 16:18:21 +0200
Update copyrights.
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 270db61067d6c0e076e389f8cb93aff66dc00588
Author: Luigi Ballabio <[email protected]>
Date: Fri, 11 May 2018 11:59:54 +0200
Update C# projects.
CSharp/csharp/NQuantLib.csproj | 10 ++++++++++
CSharp/csharp/NQuantLib_vc9.csproj | 10 ++++++++++
2 files changed, 20 insertions(+)
commit 728ef5e52e625972742af62266de2c4c0a58fb9c
Merge: 47dd2bb 365e59a
Author: Luigi Ballabio <[email protected]>
Date: Thu, 10 May 2018 16:00:05 +0200
Merge pull request #104.
commit 365e59ab9120bebd2c9a66ecb0a0c3a10598ee1a
Author: Luigi Ballabio <[email protected]>
Date: Thu, 10 May 2018 15:11:42 +0200
Update C# projects.
CSharp/csharp/NQuantLib.csproj | 9 +++++++++
CSharp/csharp/NQuantLib_vc9.csproj | 9 +++++++++
2 files changed, 18 insertions(+)
commit 47dd2bb0ecf97eb1dc7922fb86f1c05e89d2f3f9
Merge: d68b9f1 f4af4de
Author: Luigi Ballabio <[email protected]>
Date: Tue, 27 Mar 2018 12:33:31 +0200
Merge pull request #108.
commit f4af4de21c9902d40f351bc632476d9df699c284
Author: Matthias Lungwitz <[email protected]>
Date: Mon, 26 Mar 2018 23:56:33 +0200
Add VannaVolgaBarrierEngine.
SWIG/options.i | 25 +++++++++++++++++++++++++
1 file changed, 25 insertions(+)
commit d68b9f161d6390a48b130d673cf71e8ace5e24bc
Merge: b08e6bf 92efdfd
Author: Luigi Ballabio <[email protected]>
Date: Wed, 14 Mar 2018 15:33:59 +0100
Merge pull request #94.
commit 92efdfd6e8ec9207aa7bbbcadba608db2f468119
Author: Luigi Ballabio <[email protected]>
Date: Wed, 14 Mar 2018 15:21:27 +0100
Use more idiomatic underscore for hidden class.
SWIG/scheduler.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit b08e6bf43f3a89979dd6cb96a53b3fc2ba94095f
Merge: f0b2776 af9b86f
Author: Luigi Ballabio <[email protected]>
Date: Wed, 14 Mar 2018 13:57:55 +0100
Merge pull request #105.
commit f0b27767ca07439a5a7344f07149f008663ae194
Merge: 7572620 f6df5f2
Author: Luigi Ballabio <[email protected]>
Date: Mon, 12 Mar 2018 15:08:39 +0100
Merge pull request #102.
commit 75726207d36bd1b0dadd38c620b64bdbb08ec64f
Merge: 2ac586a 097bb95
Author: Luigi Ballabio <[email protected]>
Date: Mon, 12 Mar 2018 14:15:08 +0100
Merge pull request #101.
commit fcd0da4672a2bff67ef34df1c67b53cb66f4e142
Author: Anthony Calleja <[email protected]>
Date: Fri, 9 Mar 2018 15:47:13 +0100
Export amortizing bonds.
SWIG/bonds.i | 88 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 88 insertions(+)
commit 2ac586afa96ab1567e927fb966b0658ca05f7f1f
Merge: aa55457 ae274de
Author: Luigi Ballabio <[email protected]>
Date: Fri, 9 Mar 2018 14:41:34 +0100
Merge pull request #96.
commit af9b86fec07832fa84050f26373f3ffd3b5ea45e
Author: Weston Steimel <[email protected]>
Date: Thu, 8 Mar 2018 21:52:29 +0000
Expose previous and next cashFlowDate methods in SWIG interface.
Signed-off-by: Weston Steimel <[email protected]>
SWIG/cashflows.i | 9 +++++++++
1 file changed, 9 insertions(+)
commit aa55457f16ddcb419b01f1ced7923a2db79125ea
Merge: fe5cfd0 afb646c
Author: Luigi Ballabio <[email protected]>
Date: Thu, 8 Mar 2018 13:38:13 +0100
Merge pull request #95.
commit afb646c7f236f876d258db0b5e2dbb9c1778b360
Author: Luigi Ballabio <[email protected]>
Date: Thu, 8 Mar 2018 13:15:56 +0100
Avoid C++11 syntax.
SWIG/swaption.i | 9 ++++++---
1 file changed, 6 insertions(+), 3 deletions(-)
commit fe5cfd09fad10968769dbce504f8decbfb7621d0
Merge: 4cf767c 8f47f9e
Author: Luigi Ballabio <[email protected]>
Date: Thu, 8 Mar 2018 13:05:21 +0100
Merge pull request #93.
commit 4bdded3bcd026e2bca80947694a111093df10cf6
Author: Roy Zywina <[email protected]>
Date: Sat, 3 Mar 2018 03:04:09 -0500
cleaned up python interface
SWIG/scheduler.i | 41 +++++++++++++++++++++++++++++++++++++++++
1 file changed, 41 insertions(+)
commit f6df5f296c14d9390c86861959f108c78ba60598
Author: Matthias Lungwitz <[email protected]>
Date: Mon, 19 Feb 2018 22:57:11 +0100
Add further SwapIndices. Extend SwapIndex.
SWIG/indexes.i | 26 +++++++++++++++++++++++++-
1 file changed, 25 insertions(+), 1 deletion(-)
commit 097bb95b031fb4178396347877515dc48d331f44
Author: Matthias Lungwitz <[email protected]>
Date: Mon, 12 Feb 2018 21:23:26 +0100
Add CPISwap. Extend YearOnYearInflationSwap and ZeroCouponInflationSwap.
SWIG/inflation.i | 115 ++++++++++++++++++++++++++++++++++++++++++++++++++++++-
1 file changed, 114 insertions(+), 1 deletion(-)
commit ae274de53bd3498a88b4882fa393623e3e885a8f
Author: Matthias Lungwitz <[email protected]>
Date: Fri, 2 Feb 2018 11:12:44 +0100
MCAmericanEngine
SWIG/options.i | 79 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 79 insertions(+)
commit 4cf767c4ea5fd001a2bf8ea913ec7b8c21a7b2f8
Author: Luigi Ballabio <[email protected]>
Date: Thu, 1 Feb 2018 14:52:40 +0100
Increase version number to 1.13.
Perl/Makefile.PL | 2 +-
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
Ruby/setup.rb | 2 +-
configure.ac | 2 +-
5 files changed, 5 insertions(+), 5 deletions(-)
commit 9b244531b23452499daed9ea748fa0a9c894a9a4
Author: Matthias Lungwitz <[email protected]>
Date: Tue, 30 Jan 2018 22:19:41 +0100
Underlyings for FloatFloatSwaption and NonstandardSwaption.
SWIG/swaption.i | 8 +++++++-
1 file changed, 7 insertions(+), 1 deletion(-)
commit 69f3ad7ca5fb3af0edefbedd1d93e41335c3e1ab
Author: Matthias Lungwitz <[email protected]>
Date: Tue, 30 Jan 2018 22:01:05 +0100
Call probabilities. Underlying Swap.
SWIG/gaussian1dmodel.i | 47 ++++++++++++++++++++++++++++++++++++++++++-----
SWIG/swaption.i | 14 +++++++++++++-
2 files changed, 55 insertions(+), 6 deletions(-)
commit eb674786d78e32bb45acba14e9448bc07073bed4
Author: Roy Zywina <[email protected]>
Date: Sat, 27 Jan 2018 03:44:52 -0500
wrap MakeSchedule helper class
SWIG/scheduler.i | 31 +++++++++++++++++++++++++++++++
1 file changed, 31 insertions(+)
commit 8f47f9eef8fc4d161595816ba7d4d54cdc1b4955
Author: Matthias Lungwitz <[email protected]>
Date: Sat, 27 Jan 2018 00:21:08 +0100
Move impliedQuote to RateHelper class.
SWIG/ratehelpers.i | 11 ++---------
1 file changed, 2 insertions(+), 9 deletions(-)
commit effb5efdb99646afc0bca8b275921bc8565fe5d4
Author: Matthias Lungwitz <[email protected]>
Date: Wed, 24 Jan 2018 23:42:56 +0100
Extend Ratehelpers.
SWIG/ratehelpers.i | 63 ++++++++++++++++++++++++++++++++++++++++++++++--------
1 file changed, 54 insertions(+), 9 deletions(-)
commit 618d365a3d151dec56f0ff1ef0348e63d861514e
Author: Matthias Lungwitz <[email protected]>
Date: Wed, 24 Jan 2018 23:09:33 +0100
Fix Typo.
SWIG/swap.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit ad8a5dd349eff9629f763f45d11c4d9230e4142c
Author: Matthias Lungwitz <[email protected]>
Date: Wed, 24 Jan 2018 23:05:05 +0100
Add OvernightIndexedSwap.
SWIG/swap.i | 127 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++-
1 file changed, 126 insertions(+), 1 deletion(-)