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ChangeLog.txt
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ChangeLog.txt
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commit d47205c9603c8539e58e3eccd96cae38f1cbe6d6
Author: Luigi Ballabio <[email protected]>
Date: Thu, 19 Oct 2023 11:41:57 +0200
Set version to 1.33 final
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit f2ff537e22ba7388264fa114a7662b48bc9fe452
Author: Luigi Ballabio <[email protected]>
Date: Fri, 12 Jan 2024 13:36:29 +0100
Update test results
Python/test/test_bonds.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit a5618dd568ffb8bc69717ebf1bd7960d85186896
Author: Luigi Ballabio <[email protected]>
Date: Wed, 4 Oct 2023 14:18:47 +0200
Set version to 1.33 rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit a0df937f61e03287a2ad59e7f36a296949aeb5b9
Author: Luigi Ballabio <[email protected]>
Date: Mon, 8 Jan 2024 13:13:07 +0100
Update news and changelog
ChangeLog.txt | 366 +++++++++++++++++++++++++---------------------------------
News.md | 29 +++--
2 files changed, 169 insertions(+), 226 deletions(-)
commit 14d6885853693e60010c0cae983c5ae40172675b
Merge: 6b3550d a282dc1
Author: Luigi Ballabio <[email protected]>
Date: Fri, 5 Jan 2024 21:45:52 +0100
Export Burley 2020 Sobol generator (#604)
commit a282dc1f08d22149569006d6e5532ad8f9fbeee8
Author: Luigi Ballabio <[email protected]>
Date: Fri, 5 Jan 2024 19:40:33 +0100
Export Burley 2020 Sobol generator
SWIG/randomnumbers.i | 35 +++++++++++++++++++++++++++++++++--
1 file changed, 33 insertions(+), 2 deletions(-)
commit 6b3550de89b02a2daf56e24545bea00ec95c57a5
Merge: 51baf3b f456d98
Author: Luigi Ballabio <[email protected]>
Date: Fri, 5 Jan 2024 12:39:37 +0100
Allow different calendars and frequencies in OISRateHelper (#600)
commit f69bd4569c8b1de4b891fff89d352faecce60aca
Author: Luigi Ballabio <[email protected]>
Date: Fri, 5 Jan 2024 11:38:53 +0100
Add typemap for optional<Frequency>
SWIG/date.i | 26 ++++++++++++++++++++++++++
1 file changed, 26 insertions(+)
commit 51baf3b94d93b9212b969718b3c79a98276502d9
Merge: 9b338b7 9e7187b
Author: Luigi Ballabio <[email protected]>
Date: Fri, 5 Jan 2024 10:31:43 +0100
Export convex-monotone forward-rate curve (#603)
commit 9e7187b55654428d0f1ed42f0c682ff5893d4315
Author: Luigi Ballabio <[email protected]>
Date: Fri, 5 Jan 2024 08:39:21 +0100
Export convex-monotone forward-rate curve
SWIG/piecewiseyieldcurve.i | 1 +
1 file changed, 1 insertion(+)
commit 9b338b79e914475fc2c8d10ba32576bb379ae59c
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Thu, 21 Dec 2023 10:36:26 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 5a99cf17ab29fccff39f784cfb917ab7c7f6ec50
Merge: f6a7d43 e96ecf0
Author: Luigi Ballabio <[email protected]>
Date: Thu, 21 Dec 2023 11:36:13 +0100
SWIG changes for PR#1826, Heston Model: Support for Angled Contour Shift Integrals (#596)
commit e96ecf0519e96d82b19fcd517d33403d939a5c91
Author: Luigi Ballabio <[email protected]>
Date: Thu, 21 Dec 2023 11:14:33 +0100
Prevent generating non-existing constructor
SWIG/options.i | 2 ++
1 file changed, 2 insertions(+)
commit f00a4c602edaf7074e76d806ca38cd079797a395
Author: Luigi Ballabio <[email protected]>
Date: Thu, 21 Dec 2023 10:08:28 +0100
Fix error on Java
Inner classes need to be declared before they're used
SWIG/options.i | 134 ++++++++++++++++++++++++++-------------------------------
1 file changed, 62 insertions(+), 72 deletions(-)
commit d2d80f7ce5ac128448bbd5486a88701ba3af348e
Author: Luigi Ballabio <[email protected]>
Date: Thu, 21 Dec 2023 08:52:47 +0100
Add missing inclusions
SWIG/asianoptions.i | 1 +
SWIG/options.i | 1 +
2 files changed, 2 insertions(+)
commit fb65c39dda32b54c2be790afb1cbafc70c576224
Author: klaus spanderen <[email protected]>
Date: Sun, 17 Dec 2023 18:38:31 +0100
eliminate separate enum
SWIG/options.i | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit f6a7d43603afbcc47cf1cbb2ff2727c78bd3abb2
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Dec 2023 18:46:45 +0000
Bump actions/stale from 8 to 9
Bumps [actions/stale](https://github.com/actions/stale) from 8 to 9.
- [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/v8...v9)
---
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 d08a20ee1d343e4063075953b73e4ae2103f04df
Author: Eugene Toder <[email protected]>
Date: Sat, 2 Dec 2023 07:09:03 -0500
Allow different calendars and frequencies in OISRateHelper
Allow setting different calendars and payment frequencies for fixed and
overnight legs.
SWIG/ratehelpers.i | 8 ++++++--
1 file changed, 6 insertions(+), 2 deletions(-)
commit 5babd27f2683dd798222b376f17edfe8ebf99596
Merge: 0dba37c 403e8bd
Author: Luigi Ballabio <[email protected]>
Date: Thu, 9 Nov 2023 17:29:04 +0100
Change payment lag from Naturals to Ints (#598)
commit 0dba37cf99ed25f5eff00979f684e75003ac69b0
Merge: 84e1c52 995bdd4
Author: Luigi Ballabio <[email protected]>
Date: Thu, 9 Nov 2023 15:23:27 +0100
Expose `reset` function in calendar base class (#597)
commit 995bdd4fe356ce559e80dc69d9880e76a08d5011
Author: Fredrik Gerdin Börjesson <[email protected]>
Date: Thu, 9 Nov 2023 12:21:50 +0100
Expose `resetAddedAndRemovedHolidays` for calendar
Python/test/test_calendars.py | 15 +++++++++++++++
SWIG/calendars.i | 2 ++
2 files changed, 17 insertions(+)
commit 403e8bd723f01988cf6b842350c79b603feb63bf
Author: Fredrik Gerdin Börjesson <[email protected]>
Date: Thu, 9 Nov 2023 12:16:36 +0100
Change payment lag from Naurals to Ints
SWIG/bonds.i | 4 ++--
SWIG/cashflows.i | 16 ++++++++--------
SWIG/ratehelpers.i | 4 ++--
SWIG/swap.i | 8 ++++----
4 files changed, 16 insertions(+), 16 deletions(-)
commit 4a1d510abefcf879eb8cab5f16fb4147e5169f82
Author: klaus spanderen <[email protected]>
Date: Mon, 6 Nov 2023 22:52:11 +0100
make constructor explicit
SWIG/integrals.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 84e1c52af3f726b16654ca19df1c20d7d41dd183
Merge: 8eeed9b d96b955
Author: Luigi Ballabio <[email protected]>
Date: Fri, 20 Oct 2023 22:08:48 +0200
Avoid features deprecated in version 1.28 and removed in 1.33 (#593)
commit 8eeed9b624f55b8192e89c292677840afc33cdaf
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Fri, 20 Oct 2023 13:24:21 +0000
Update copyright list in license
LICENSE.TXT | 1 +
1 file changed, 1 insertion(+)
commit f2ce94460fba41c0800139170e74273025bee34d
Merge: 2a70b4c dbe9a48
Author: Luigi Ballabio <[email protected]>
Date: Fri, 20 Oct 2023 15:24:10 +0200
Add tests for ql.BondFunctions.* (#592)
commit d96b955bccb50534e86ae59fb9ebce58ec4f7e65
Author: Luigi Ballabio <[email protected]>
Date: Fri, 20 Oct 2023 12:16:11 +0200
Avoid features deprecated in version 1.28 and removed in 1.33
Python/test/test_bonds.py | 48 ++++-----------
SWIG/bonds.i | 150 ++--------------------------------------------
SWIG/volatilities.i | 6 --
3 files changed, 14 insertions(+), 190 deletions(-)
commit 2a70b4c2a11dd3f2be0148643374abd0ab4db131
Author: Luigi Ballabio <[email protected]>
Date: Fri, 20 Oct 2023 11:34:41 +0200
Set version to 1.33-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit dbe9a484142577ddad970379867927a44f3fd5ac
Author: Francois Botha <[email protected]>
Date: Wed, 18 Oct 2023 14:50:59 +0200
Add tests for ql.BondFunctions.*
Python/test/test_bondfunctions.py | 232 ++++++++++++++++++++++++++++++++++++++
1 file changed, 232 insertions(+)
commit 0448ac9055765af678d22cde159706b45b3d2746
Author: klaus spanderen <[email protected]>
Date: Wed, 11 Oct 2023 22:42:16 +0200
Heston update
SWIG/daycounters.i | 6 +++
SWIG/integrals.i | 27 ++++++++++
SWIG/interpolation.i | 2 +
SWIG/options.i | 144 +++++++++++++++++++++++++++++----------------------
4 files changed, 118 insertions(+), 61 deletions(-)