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Commits on May 6, 2008

• Avoided spurious no-assertion messages with Boost 1.35

  lballabio

  committed
  267caee

Commits on May 5, 2008

• added new benchmark result

  klausspanderen

  committed
  25aac8a

• VC7 catching up

  

  Marco Bianchetti

  committed
  3bb77fc

Commits on May 2, 2008

• VC8 catching up

  

  Ferdinando Ametrano

  committed
  653f4ca

Commits on Apr 30, 2008

• Updated VC9 projects

  lballabio

  committed
  87169b8

• Added piecewise default-probability curve

  lballabio

  committed
  eaca4f7

• Disabled hopeless test case

  lballabio

  committed
  6905359

• Fixed settlement date for BMA test

  lballabio

  committed
  5b8afcf

Commits on Apr 28, 2008

• lowered max number of iterations

  

  Ferdinando Ametrano

  committed
  d46a859

Commits on Apr 24, 2008

• VC8 catching up

  

  Ferdinando Ametrano

  committed
  be6fa88

Commits on Apr 23, 2008

• enable calibration of GJR GARCH model

  klausspanderen

  committed
  909e257

• putting the Feller Constraint into hestonmodel.hpp

  klausspanderen

  committed
  b31a1a6

• Added credit-default swaps (thanks to StatPro Italia, Roland Lichters, and Jose Aparicio)

  lballabio

  committed
  02d2cd4

Commits on Apr 22, 2008

• Fixes for South Korea calendar (thanks to Charles Chongseok Hyun)

  lballabio

  committed
  e6bdf56

Commits on Apr 21, 2008

• Added convenience classes back. They might be wrong, but they're needed for the QuantLib-SWIG build.

  lballabio

  committed
  2c39b75

Commits on Apr 18, 2008

• added recent changes of the GJR-GARCH engines by Yee Man Chan

  klausspanderen

  committed
  93dcfe5

• Enabled support for VC9 (requires Boost 1.35)

  lballabio

  committed
  29045e5

• Compilation fix for VC9 (thanks to Dave Compton)

  lballabio

  committed
  e5eefe8

• examples and benchmark included in autotools build (but not installed unless specified)

  lballabio

  committed
  97bd0be

• - VC8 catching up

  Show description for 79bf37a
  

  Ferdinando Ametrano

  committed
  79bf37a

• Fixed used prices (thanks to snovik)

  lballabio

  committed
  2c781f5

Commits on Apr 17, 2008

• added new constructors to support Gauss-Lobatto integration

  klausspanderen

  committed
  5207b58

• Removed extra messages

  lballabio

  committed
  80c3abb

Commits on Apr 16, 2008

• reorder constructor calls to avoid g++ warnings

  klausspanderen

  committed
  033493d

• added GJR-GARCH pricing engines (thanks to Yee Man Chan)

  klausspanderen

  committed
  112ed89

• added GJR-GARCH pricing engines (thanks to Yee Man Chan)

  klausspanderen

  committed
  3683a49

• refactored cubic interpolation to allow for different methods to calculate derivatives (spline, Kruger, etc.)

  Show description for 22500e2
  

  Ferdinando Ametrano

  committed
  22500e2

Commits on Apr 9, 2008

• Regenerated header

  lballabio

  committed
  8fa435a

• VC8 catching up

  

  Ferdinando Ametrano

  committed
  917b886

• avoided cast warning

  

  Ferdinando Ametrano

  committed
  8e2f36d

• rework of complex Heston integration

  Show description for 546efad
  klausspanderen

  committed
  546efad

Commits on Apr 1, 2008

• Added missing settlementDays override

  lballabio

  committed
  8a2f6f8

Commits on Mar 31, 2008

• Improved detection of Boost unit-test library

  lballabio

  committed
  5e02f72

Commits on Mar 17, 2008

• Disabled wrong copying behavior

  lballabio

  committed
  d79f268

Commits on Mar 14, 2008

• Deactivate warning C4819 (non-ASCII characters in source code) in the settings of a couple more projects

  

  Eric Ehlers

  committed
  cc4826e

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