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ChangeLog.txt
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commit ddeb984570a7c7248ee5ba5e5f56024ab4c34223
Merge: 13b66cb 48debe5
Author: Luigi Ballabio <[email protected]>
Date: Wed, 13 Oct 2021 12:49:49 +0200
Merge pull request #421.
Export new per-instance switches between par and indexed coupons
commit 48debe56dda10caeba20eae758be44cc48e697b7
Author: Luigi Ballabio <[email protected]>
Date: Wed, 13 Oct 2021 10:30:42 +0200
Export new per-instance switches between par and indexed coupons
SWIG/cashflows.i | 19 +++++++++++++------
SWIG/ratehelpers.i | 12 ++++++++----
SWIG/swap.i | 34 +++++++++++++++++++++++++---------
3 files changed, 46 insertions(+), 19 deletions(-)
commit 13b66cb8d00c5b786d156ce41320a51751548874
Merge: 5f9c2d7 11d15b7
Author: Luigi Ballabio <[email protected]>
Date: Wed, 13 Oct 2021 00:30:22 +0200
Merge pull request #419.
Avoid deprecated methods calls
commit 11d15b7697e16e341c49502d6866dddcda62c99b
Author: Luigi Ballabio <[email protected]>
Date: Tue, 12 Oct 2021 22:18:07 +0200
Avoid deprecated methods calls
SWIG/cashflows.i | 14 +++++++++++---
SWIG/money.i | 4 ++--
2 files changed, 13 insertions(+), 5 deletions(-)
commit 5f9c2d7cfc7a884f34a1ec701a20443b456c0ec7
Merge: 108f7af b65368e
Author: Luigi Ballabio <[email protected]>
Date: Tue, 12 Oct 2021 20:17:17 +0200
Merge pull request #418.
Export new ThirdWednesdayInclusive rule
commit 108f7afd5686ba7ebb1108828402d2ddae7c5ade
Merge: 4418c80 7c3847e
Author: Luigi Ballabio <[email protected]>
Date: Tue, 12 Oct 2021 18:28:41 +0200
Merge pull request #417.
Export Chilean calendar
commit b65368e5cb34c5a11c51a5c54702dd56a2385655
Author: Luigi Ballabio <[email protected]>
Date: Tue, 12 Oct 2021 18:15:17 +0200
Export new ThirdWednesdayInclusive rule
SWIG/scheduler.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 4418c80c96b227fee78e6f180ae40e6e8c2964c5
Merge: 8c4423b edbe43e
Author: Luigi Ballabio <[email protected]>
Date: Tue, 12 Oct 2021 17:56:12 +0200
Merge pull request #416.
Export RiskyBondEngine
commit 7c3847eff9372a745f12d17d548d7f4be694cc06
Author: Luigi Ballabio <[email protected]>
Date: Tue, 12 Oct 2021 17:31:38 +0200
Export Chilean calendar
SWIG/calendars.i | 6 ++++++
1 file changed, 6 insertions(+)
commit edbe43e4fc95febb4e24709973711621892e93a5
Author: Luigi Ballabio <[email protected]>
Date: Tue, 12 Oct 2021 16:11:07 +0200
Export RiskyBondEngine
SWIG/defaultprobability.i | 16 ++++++++++++++++
1 file changed, 16 insertions(+)
commit 8c4423b7147dfb462dfe5fe30c53014435f7a754
Merge: cdeb413 be03a3e
Author: Luigi Ballabio <[email protected]>
Date: Mon, 27 Sep 2021 17:07:28 +0200
Merge pull request #411.
Remove a couple of deprecated names
commit cdeb41397f637c865cd5d0d69a929d51dba58d27
Merge: d356606 8bcd130
Author: Luigi Ballabio <[email protected]>
Date: Mon, 27 Sep 2021 16:01:19 +0200
Merge pull request #410.
Export new cross-currency swap rate helpers
commit be03a3ef910b686d90a280ec9f248c15305e0138
Author: Luigi Ballabio <[email protected]>
Date: Mon, 27 Sep 2021 15:23:14 +0200
Remove deprecated names
SWIG/options.i | 2 --
1 file changed, 2 deletions(-)
commit 8bcd1307ee77af625e737d4a63313b0c80f2da34
Author: Luigi Ballabio <[email protected]>
Date: Mon, 27 Sep 2021 15:14:37 +0200
Keep exporting old names for backward compatibility
SWIG/ratehelpers.i | 21 +++++++++++++++++++++
1 file changed, 21 insertions(+)
commit 0bffe6e60f782dd2cd59f5c202361ce98d2e7b8b
Author: Marcin Rybacki <[email protected]>
Date: Sun, 19 Sep 2021 14:03:15 +0200
Added casting functions for xccy rate helpers.
SWIG/ratehelpers.i | 8 ++++++--
1 file changed, 6 insertions(+), 2 deletions(-)
commit ec508de5608a6a5a1b5a76f324d6bf2c577263ba
Author: Marcin Rybacki <[email protected]>
Date: Sun, 19 Sep 2021 13:57:13 +0200
Renamed const notional xccy rate helper.
Python/test/ratehelpers.py | 2 +-
SWIG/ratehelpers.i | 28 ++++++++++++++--------------
2 files changed, 15 insertions(+), 15 deletions(-)
commit d356606f38690b845e90748bb0c58c50c2703b79
Author: Luigi Ballabio <[email protected]>
Date: Tue, 14 Sep 2021 12:07:17 +0200
Update Binder link
Python/examples/README.md | 9 ++++-----
README.md | 2 +-
2 files changed, 5 insertions(+), 6 deletions(-)
commit 26a28951bb05f5d3d33e6c27311273d0fdb96056
Merge: 30119c8 51a28ab
Author: Luigi Ballabio <[email protected]>
Date: Thu, 26 Aug 2021 14:31:58 +0200
Merge pull request #405.
Remove `ZeroCouponSwap`'s `startDate()` and `maturityDate()`
commit 51a28abc93a04901ce3710fe0f0151602acf8d43
Author: RalfKonrad <[email protected]>
Date: Thu, 26 Aug 2021 12:26:38 +0200
Reverting to previous revision
SWIG/swap.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 90bb587a34e7e55026cd6cbc97a9487c7847e921
Author: RalfKonrad <[email protected]>
Date: Thu, 26 Aug 2021 12:16:04 +0200
Will this fix the python test case?
SWIG/swap.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 352dbd12a6de0aeafc35ed044c54ebc0886f56ed
Author: RalfKonrad <[email protected]>
Date: Thu, 26 Aug 2021 12:04:18 +0200
Removed startDate() and maturityDate() from ZeroCouponSwap interface
SWIG/swap.i | 6 ++----
1 file changed, 2 insertions(+), 4 deletions(-)
commit 71914595fc3fa9d507eacce82dc4c731cbe37cbd
Author: RalfKonrad <[email protected]>
Date: Thu, 26 Aug 2021 10:33:31 +0200
Virtual and override for Swaps startDate() and maturityDate()
SWIG/swap.i | 8 ++++----
1 file changed, 4 insertions(+), 4 deletions(-)
commit 30119c83eb1c9bcbec7b64bc20d3a26f8e2214cf
Merge: a0cf0e8 c196e7f
Author: Luigi Ballabio <[email protected]>
Date: Wed, 25 Aug 2021 11:23:43 +0200
Merge pull request #402.
Avoids current warnings on MSVC
commit c196e7f968f718ba153233314b41699fa11c5454
Author: RalfKonrad <[email protected]>
Date: Wed, 25 Aug 2021 10:23:54 +0200
Reenable deprecation warnings at the end brings back the warnings.
SWIG/ql.i | 4 ----
1 file changed, 4 deletions(-)
commit e43b8d678df6d0626bce038b989ebbfcd3fdbfa7
Author: RalfKonrad <[email protected]>
Date: Wed, 25 Aug 2021 10:12:17 +0200
Reenable deprecation warnings
SWIG/ql.i | 4 ++++
1 file changed, 4 insertions(+)
commit a0cf0e8268307e53f4f4cff1d1d46740eea4ea10
Merge: 30381f2 c9d5f62
Author: Luigi Ballabio <[email protected]>
Date: Wed, 25 Aug 2021 09:49:54 +0200
Merge pull request #404.
Add endOfMonth param to SwapRateHelper constructors
commit 2403a083da705d0dbef2f016c9875e20eb91617c
Author: RalfKonrad <[email protected]>
Date: Wed, 25 Aug 2021 08:41:42 +0200
Replaced const_cast<...>
SWIG/volatilities.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit c9d5f623abce9116e97eac732e1d09105e5ad93f
Author: cabo40 <[email protected]>
Date: Tue, 24 Aug 2021 16:36:48 -0500
Add endOfMonth param to SwapRateHelper constructors
SWIG/ratehelpers.i | 12 ++++++++----
1 file changed, 8 insertions(+), 4 deletions(-)
commit 3da060b94ad21d522f3989542a360ff8e37d64eb
Author: RalfKonrad <[email protected]>
Date: Tue, 24 Aug 2021 20:36:00 +0200
Avoids current warnings on MSVC
SWIG/indexes.i | 2 +-
SWIG/ql.i | 4 ++++
SWIG/swap.i | 4 ++--
SWIG/volatilities.i | 8 ++++----
4 files changed, 11 insertions(+), 7 deletions(-)
commit 30381f23cf126969d1f300a7c49ec98c72986d9b
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Tue, 24 Aug 2021 14:02:08 +0000
Update copyright list in license
LICENSE.TXT | 1 +
1 file changed, 1 insertion(+)
commit 46cf0fd77eadb2027890a3a8b791138c0d83a915
Merge: ae6190c c577c34
Author: Luigi Ballabio <[email protected]>
Date: Tue, 24 Aug 2021 16:01:51 +0200
Merge pull request #400.
Makes Period equatable and comparable in C#
commit c577c345e84b08771071a5115f43a2368a01a906
Author: RalfKonrad <[email protected]>
Date: Tue, 24 Aug 2021 14:25:56 +0200
Added more operators and test cases...
CSharp/examples/Times.cs | 182 ++++++++++++++++++++++++++++++++++++++++++-----
SWIG/date.i | 33 ++++++++-
2 files changed, 196 insertions(+), 19 deletions(-)
commit 9d344b3250c8f49e1b036aef287c34fd60d7345f
Author: RalfKonrad <[email protected]>
Date: Mon, 23 Aug 2021 19:02:46 +0200
Prepared test case
CSharp/examples/Times.cs | 48 ++++++++++++++++++++++++++++++++++++++++--------
1 file changed, 40 insertions(+), 8 deletions(-)
commit a33a16566f31cb26919ad0c6e5c4cbd7964f0243
Author: RalfKonrad <[email protected]>
Date: Mon, 23 Aug 2021 17:45:32 +0200
Period as IEquatable<Period>, IComparable and IComparable<Period>
CSharp/examples/Times.cs | 20 ++++++++++++----
SWIG/date.i | 61 ++++++++++++++++++++++++++++++++++++++++++++++++
2 files changed, 76 insertions(+), 5 deletions(-)
commit 984c34114b26e3574ef055ed64c2d708704894e2
Author: RalfKonrad <[email protected]>
Date: Mon, 23 Aug 2021 11:21:57 +0200
Added Times Project
CSharp/Makefile.am | 2 +
CSharp/QuantLib.sln | 49 ++++++++++------
CSharp/examples/Times.cs | 38 ++++++++++++
CSharp/examples/Times.csproj | 137 +++++++++++++++++++++++++++++++++++++++++++
4 files changed, 209 insertions(+), 17 deletions(-)
commit ae6190c76e77f38086bf81a1e634f0f8215d5192
Author: Luigi Ballabio <[email protected]>
Date: Thu, 19 Aug 2021 18:01:15 +0200
Add manual trigger to CI build
.github/workflows/linux.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 7454a51d32b52e03bb62c52b4a8ceadf6bf3f2b5
Author: Marcin Rybacki <[email protected]>
Date: Tue, 17 Aug 2021 11:55:13 +0200
Exposed resetting xccy swap.
SWIG/ratehelpers.i | 18 ++++++++++++++++++
1 file changed, 18 insertions(+)
commit d4cb81f41a8c4495d85970fc3fa3bd8e97e2233a
Author: Luigi Ballabio <[email protected]>
Date: Fri, 13 Aug 2021 16:33:27 +0200
Use shields.io for PyPI badge
README.md | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 0b21d5aeba220d89c2eb63abe1388b23ac63b0b7
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 15:54:19 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 8d6c7197a52d14a0be5b69d57ea7eb6d60ad510a
Merge: 2fa7801 fdbab6d
Author: Luigi Ballabio <[email protected]>
Date: Mon, 2 Aug 2021 17:54:04 +0200
Merge pull request #394.
Exposing cliquet options and pricing engines to SWIG
commit 2fa78017455753a751cfa3cec8a8da1bb1ef5ee4
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 18:00:51 +0000
Bump actions/stale from 3 to 4
Bumps [actions/stale](https://github.com/actions/stale) from 3 to 4.
- [Release notes](https://github.com/actions/stale/releases)
- [Changelog](https://github.com/actions/stale/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/stale/compare/v3...v4)
---
updated-dependencies:
- dependency-name: actions/stale
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <[email protected]>
.github/workflows/stale.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 401fdd200312869e8cb13ec9fe1c5f63c2f73f69
Merge: beeaa75 b8ff99e
Author: Luigi Ballabio <[email protected]>
Date: Fri, 16 Jul 2021 23:16:28 +0200
Merge pull request #395.
Avoid deprecated constructors removed in C++
commit b8ff99e6ee3f7b21c50c8718b87b683b48a65b19
Author: Luigi Ballabio <[email protected]>
Date: Fri, 16 Jul 2021 15:35:58 +0200
Fix test
Python/test/inflation.py | 1 -
1 file changed, 1 deletion(-)
commit 4502060e5a74689ac7e5f981c7bd1ff3075c7537
Author: Luigi Ballabio <[email protected]>
Date: Wed, 14 Jul 2021 18:43:43 +0200
Avoid deprecated constructors removed in C++
SWIG/inflation.i | 26 --------------------------
1 file changed, 26 deletions(-)
commit beeaa75dd576b0b89c67db6e6b0150fe95c68e09
Author: Luigi Ballabio <[email protected]>
Date: Thu, 15 Apr 2021 16:27:56 +0200
Set version to 1.24-dev.
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit fdbab6d8f9d1e1904255d02dfb07b7bd189b93bf
Author: jackgillett101 <[email protected]>
Date: Mon, 5 Jul 2021 22:38:21 +0800
Exposing cliquet options and pricing engines to SWIG
SWIG/cliquetoptions.i | 118 ++++++++++++++++++++++++++++++++++++++++++++++++++
SWIG/ql.i | 1 +
2 files changed, 119 insertions(+)