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Commits on Apr 12, 2022

• Removed usage of Disposable and of relative configure flag

  lballabio

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Commits on Apr 3, 2021

• Avoid compiler errors with VC++13 and VC++15.

  lballabio

  committed
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Commits on Feb 10, 2021

• Automated fixes by clang-tidy

  

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  lballabio

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Commits on Feb 8, 2021

• Automated fixes by clang-tidy

  

  github-actions[bot]

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  lballabio

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Commits on Feb 5, 2021

• Automated fixes by clang-tidy

  

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  lballabio

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Commits on May 21, 2018

• Replace boost::shared_ptr with ext::shared_ptr.

  lballabio

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Commits on Nov 10, 2017

• Make constructors of abstract base classes explicit.

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  lballabio

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Commits on Sep 15, 2011

• changed formatting

  

  Ferdinando Ametrano

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Commits on May 30, 2007

• Merged R000800-branch into the trunk up to revision 11030

  lballabio

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Commits on Apr 6, 2007

• Well, let say that things have gone a little out of control...

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  François du Vignaud

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Commits on Apr 1, 2007

• Changed folder names to lowercase in the source tree

  lballabio

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Commits on Oct 24, 2005

• Removed deprecated features

  lballabio

  committed
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Commits on Sep 22, 2005

• *** empty log message ***

  lballabio

  committed
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Commits on Jun 3, 2005

• Renamed GenericStochasticProcess to StochasticProcess (not specifying is generic enough.)

  lballabio

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Commits on May 27, 2005

• Bumped version number and removed deprecated code

  lballabio

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Commits on May 17, 2005

• *** empty log message ***

  lballabio

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Commits on May 16, 2005

• Added higher-level evolve() method

  lballabio

  committed
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Commits on Apr 26, 2005

• Extended stochastic process interface

  lballabio

  committed
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Commits on Apr 22, 2005

• Added generic multi-dimensional stochastic process

  lballabio

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Commits on Mar 18, 2005

• Merged 0.3.9 branch to allow compilation with gcc 3.4

  lballabio

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Commits on Mar 4, 2005

• Option instruments now take a generic StochasticProcess; Merton76Process no longer inherits from BlackScholesProcess.

  lballabio

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Commits on Feb 10, 2005

• Renamed headers of renamed classes (and wished that Sourceforge provided Subversion support)

  lballabio

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Commits on Sep 20, 2004

• Path generator working with generic stochastic process (thanks to W. Penschke)

  lballabio

  committed
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Commits on Sep 13, 2004

• TermStructure renamed to YieldTermStructure and derived from BaseTermStructure to provide reference-date calculation

  lballabio

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Commits on Jun 28, 2004

• Renamed RelinkableHandle to Handle (it is now available and it's shorter)

  lballabio

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Commits on Jun 10, 2004

• Increased version number and removed deprecated stuff

  lballabio

  committed
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Commits on May 20, 2004

• Separated discretization from stochastic process

  lballabio

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Commits on May 18, 2004

• Moved observability upwards

  lballabio

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Commits on May 11, 2004

• Started using Real, Integer and such

  lballabio

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Commits on Apr 22, 2004

• DiffusionProcess renamed as StochasticProcess; Merton76 stochastic-process methods inhibited

  lballabio

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• Sounds better, but maybe it's just me

  lballabio

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Commits on Apr 21, 2004

• using QL_DEPRECATED_DISABLED to disable deprecated code.

  

  Ferdinando Ametrano

  committed
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Commits on Apr 19, 2004

• Transplanted stochastic processes in the DiffusionProcess hierarchy

  lballabio

  committed
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Commits on Apr 15, 2004

• Somewhat safer StochasticProcesses

  lballabio

  committed
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Commits on Apr 14, 2004

• Fixed bug where calls to impliedVolatility() were breaking the option state.

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  lballabio

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