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ChangeLog.txt
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commit 24717e499ad8958208c0845a8aa9345d2e838b25
Author: Luigi Ballabio <[email protected]>
Date: Thu, 19 Nov 2015 15:56:20 +0100
Use correct pragma to output message in Visual C++.
QuantLib-SWIG/SWIG/ql.i | 25 +++++++++++++++++--------
1 file changed, 17 insertions(+), 8 deletions(-)
commit 88496b021887b656659754c1b2964b2152f50321
Author: Luigi Ballabio <[email protected]>
Date: Fri, 13 Nov 2015 16:31:31 +0100
Update changelogs, news and contributors.
QuantLib-SWIG/ChangeLog.txt | 371 +++++++++++++++++++++++---------------------
QuantLib-SWIG/News.txt | 18 ++-
2 files changed, 206 insertions(+), 183 deletions(-)
commit 63a50dc12693ab7a40955e3c3e95276fee4bdea6
Author: Luigi Ballabio <[email protected]>
Date: Thu, 12 Nov 2015 13:43:32 +0100
Update copyright attributions.
QuantLib-SWIG/LICENSE.TXT | 7 +++++--
1 file changed, 5 insertions(+), 2 deletions(-)
commit 7d9d664ce480309a07c6a30bd554f0b6551f1456
Author: Luigi Ballabio <[email protected]>
Date: Thu, 12 Nov 2015 11:59:03 +0100
Update C# projects.
QuantLib-SWIG/CSharp/csharp/NQuantLib.csproj | 25 ++++++++++++++++++++++
QuantLib-SWIG/CSharp/csharp/NQuantLib_vc8.csproj | 27 +++++++++++++++++++++++-
QuantLib-SWIG/CSharp/csharp/NQuantLib_vc9.csproj | 27 +++++++++++++++++++++++-
3 files changed, 77 insertions(+), 2 deletions(-)
commit 88bcae0152e28e3f6e6c01c49dc10494a408f91e
Merge: 57d56d0 0388333
Author: Luigi Ballabio <[email protected]>
Date: Tue, 27 Oct 2015 15:09:19 +0100
Merge pull request #332.
commit e2fd50a876c47e280d5ae1d292da87d852e5497a
Merge: 250b0d3 3eafc31
Author: Luigi Ballabio <[email protected]>
Date: Mon, 26 Oct 2015 18:11:35 +0100
Merge pull request #344.
commit 6f1790e2148a5c55bc8136f12a382102b2df7dba
Author: Gouthaman Balaraman <[email protected]>
Date: Sat, 24 Oct 2015 21:35:08 -0700
Exposed fixed parameter constraint for calibration in short rate models. Fixes #336
QuantLib-SWIG/SWIG/shortratemodels.i | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit 3eafc313588f5634bcb3831276c50bb68c602936
Author: Gouthaman Balaraman <[email protected]>
Date: Sat, 24 Oct 2015 21:27:07 -0700
Exposes additional methods for VanillaSwap in SWIG. Fixes #335
QuantLib-SWIG/SWIG/swap.i | 56 +++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 56 insertions(+)
commit 8b0270f0b01c627666c136f0450b1e2ab7c332ff
Merge: 2c57e7e ad67d2a
Author: Luigi Ballabio <[email protected]>
Date: Mon, 19 Oct 2015 21:43:17 +0200
Merge pull request #331.
commit b53c9dfcf6d98116df75cf6d5a1de4a0ea908dc5
Merge: 1b08087 0250b7c
Author: Luigi Ballabio <[email protected]>
Date: Fri, 16 Oct 2015 17:53:29 +0200
Merge pull request #289.
commit 0250b7cc972b9fdf7c93f15fb341dc37f16ba645
Author: Luigi Ballabio <[email protected]>
Date: Fri, 16 Oct 2015 16:19:50 +0200
Enable compiling SWIG wrappers without intraday support.
QuantLib-SWIG/SWIG/date.i | 126 +++++++++++++++++++++++++++++++++++++++-------
1 file changed, 108 insertions(+), 18 deletions(-)
commit ad67d2a90fa95f816d18ee26dccc76986a95f93a
Author: Matthias Groncki <[email protected]>
Date: Sat, 10 Oct 2015 10:50:23 +0200
Bugfix VolatilityType enum
QuantLib-SWIG/SWIG/volatilities.i | 5 +----
1 file changed, 1 insertion(+), 4 deletions(-)
commit fbc3ea422c483d639611ba7ee1bebd775e766629
Author: Matthias Groncki <[email protected]>
Date: Thu, 8 Oct 2015 20:10:22 +0200
Added more inspectors to discount and zero curve and added interface for generic libor indexes
QuantLib-SWIG/SWIG/discountcurve.i | 9 +++++++++
QuantLib-SWIG/SWIG/indexes.i | 30 ++++++++++++++++++++++++++++++
QuantLib-SWIG/SWIG/zerocurve.i | 9 +++++++++
3 files changed, 48 insertions(+)
commit a17025f2023395d6b10b11512650ce650c3b764e
Author: klausspanderen <[email protected]>
Date: Wed, 7 Oct 2015 23:16:51 +0200
added a clean implementation of the thread-safe observer
pattern using new features in boost 1.58 w.r.t.
the enable_shared_from_this idiom
QuantLib-SWIG/CSharp/Makefile.am | 2 +-
QuantLib-SWIG/SWIG/ql.i | 25 +++++++++++++++++++++++++
2 files changed, 26 insertions(+), 1 deletion(-)
commit 77fb4dd4a929c626d5df5171b4e9b5963c8cda35
Author: Matthias Groncki <[email protected]>
Date: Tue, 6 Oct 2015 20:22:27 +0200
Added StrippedOptionletAdapter
QuantLib-SWIG/SWIG/old_volatility.i | 22 +++++++++++++++++++++-
QuantLib-SWIG/SWIG/volatilities.i | 1 +
QuantLib-SWIG/SWIG/zerocurve.i | 5 +++++
3 files changed, 27 insertions(+), 1 deletion(-)
commit bc25e4cfdc0585c2403b99b2acfa8597be60c041
Author: Matthias Groncki <[email protected]>
Date: Sun, 4 Oct 2015 17:13:29 +0200
added OptionletStripper1 swig interface
QuantLib-SWIG/SWIG/indexes.i | 11 +++
QuantLib-SWIG/SWIG/old_volatility.i | 143 ++++++++++++++++++++++++++++++++++++
QuantLib-SWIG/SWIG/volatilities.i | 11 +++
3 files changed, 165 insertions(+)
commit a279392a7ef3a0d8bc72d7c029c7a2e00a6f87e2
Merge: 91bff07 ba12100
Author: Luigi Ballabio <[email protected]>
Date: Tue, 29 Sep 2015 17:32:45 +0200
Merge pull request #327.
commit 91bff07e8f00d9bc8880fd77cb808957c8a56fcb
Merge: 4fa6e7d 852bb33
Author: Luigi Ballabio <[email protected]>
Date: Tue, 29 Sep 2015 17:32:08 +0200
Merge pull request #321.
commit 852bb3313c4fa61ff92c15e039a5214e37ab7d13
Author: Luigi Ballabio <[email protected]>
Date: Tue, 29 Sep 2015 17:31:27 +0200
Only use docstring feature for Python wrappers.
It breaks the Ruby build.
QuantLib-SWIG/SWIG/options.i | 10 ++++++++--
1 file changed, 8 insertions(+), 2 deletions(-)
commit 43283348a9b0ce89cc7b76cc05c07cb76a9e7f9d
Author: Luigi Ballabio <[email protected]>
Date: Tue, 29 Sep 2015 15:00:27 +0200
Catch invalid engine type.
QuantLib-SWIG/SWIG/options.i | 2 ++
1 file changed, 2 insertions(+)
commit 4fa6e7ddadaa53b9131c24db98d953d997f44a47
Author: Luigi Ballabio <[email protected]>
Date: Tue, 29 Sep 2015 11:02:16 +0200
Add element access to Array and Matrix from Perl.
Closes #316.
QuantLib-SWIG/SWIG/linearalgebra.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit ba12100d87cdeb922228877df76e4b72759b679a
Author: euri10 <[email protected]>
Date: Mon, 28 Sep 2015 18:19:48 +0200
add some missing calendar methods in swig
QuantLib-SWIG/SWIG/calendars.i | 2 ++
1 file changed, 2 insertions(+)
commit fa8f47c1bda6deefed43acc29458010b77cc739a
Author: rglarix <[email protected]>
Date: Tue, 22 Sep 2015 17:21:35 +0200
add wrappers for new barrier and double barrier engines
QuantLib-SWIG/SWIG/options.i | 485 +++++++++++++++++++++++++++++++++++++++----
1 file changed, 444 insertions(+), 41 deletions(-)
commit 5076654a3d62cb93784990c3f343027c63519a52
Merge: 5ac11eb c011f1c
Author: Luigi Ballabio <[email protected]>
Date: Wed, 16 Sep 2015 12:36:28 +0200
Merge pull request #287.
commit 5b1c0e5518c84e7acff63ff21c0ddbe9c0f68117
Merge: 2f36571 aec231f
Author: Luigi Ballabio <[email protected]>
Date: Thu, 27 Aug 2015 15:38:08 +0200
Merge pull request #281.
commit aec231f5ceff9ada527557039db491903f91f529
Author: Luigi Ballabio <[email protected]>
Date: Thu, 27 Aug 2015 14:54:08 +0200
Export new calendar through SWIG.
QuantLib-SWIG/SWIG/calendars.i | 6 ++++++
1 file changed, 6 insertions(+)
commit 4ada88b0783807613f44fae7246fd24c1f326ec3
Merge: edab439 988129d
Author: Luigi Ballabio <[email protected]>
Date: Thu, 27 Aug 2015 13:26:35 +0200
Merge pull request #263.
commit 988129dd8ada2d7218391233ea7843aba187ac3a
Author: Luigi Ballabio <[email protected]>
Date: Thu, 27 Aug 2015 13:26:16 +0200
Exported new calendar through SWIG.
QuantLib-SWIG/SWIG/calendars.i | 2 ++
1 file changed, 2 insertions(+)
commit c011f1cd31aa255da72e693b5fda02c99599751e
Author: klausspanderen <[email protected]>
Date: Wed, 12 Aug 2015 21:11:36 +0200
added CompositeConstraint
QuantLib-SWIG/SWIG/optimizers.i | 5 +++++
1 file changed, 5 insertions(+)
commit 3493192ab37fd94c346a1cf1a18a38b9fabca28f
Author: klausspanderen <[email protected]>
Date: Sun, 9 Aug 2015 21:28:14 +0200
added optimizer interface definition for Java/Scala
QuantLib-SWIG/SWIG/functions.i | 60 ++++++++++++++++++++++++-
QuantLib-SWIG/SWIG/optimizers.i | 19 +++++++-
QuantLib-SWIG/Scala/examples/Optimizer.scala | 65 ++++++++++++++++++++++++++++
3 files changed, 141 insertions(+), 3 deletions(-)
commit 8783070b13b9a75e920d7262339c57645232b501
Author: klausspanderen <[email protected]>
Date: Mon, 27 Apr 2015 22:58:50 +0200
intraday patch including unit tests
QuantLib-SWIG/SWIG/date.i | 38 ++++++++++++++++++++++++++++++++++++--
1 file changed, 36 insertions(+), 2 deletions(-)
commit d69cf67c0033d3f9e76c312ee22886d16706b4ec
Author: Luigi Ballabio <[email protected]>
Date: Mon, 3 Aug 2015 12:34:08 +0200
Bump version number to 1.6.2.
QuantLib-SWIG/Guile/setup.scm | 2 +-
QuantLib-SWIG/MzScheme/setup.scm | 2 +-
QuantLib-SWIG/Perl/Makefile.PL | 2 +-
QuantLib-SWIG/Python/setup.py | 2 +-
QuantLib-SWIG/R/DESCRIPTION | 2 +-
QuantLib-SWIG/Ruby/setup.rb | 2 +-
QuantLib-SWIG/SWIG/ql.i | 2 +-
QuantLib-SWIG/configure.ac | 2 +-
8 files changed, 8 insertions(+), 8 deletions(-)
commit a005dd94c4fde69f59ff94fe8b12bf52de9e4bd9
Author: Luigi Ballabio <[email protected]>
Date: Tue, 23 Jun 2015 11:43:21 +0200
Bump version number to 1.7.
QuantLib-SWIG/Guile/setup.scm | 2 +-
QuantLib-SWIG/MzScheme/setup.scm | 2 +-
QuantLib-SWIG/Perl/Makefile.PL | 2 +-
QuantLib-SWIG/Python/setup.py | 2 +-
QuantLib-SWIG/R/DESCRIPTION | 2 +-
QuantLib-SWIG/Ruby/setup.rb | 2 +-
QuantLib-SWIG/SWIG/ql.i | 2 +-
QuantLib-SWIG/configure.ac | 2 +-
8 files changed, 8 insertions(+), 8 deletions(-)