commit 051afbcd73dd8b11165449b1f905e4c964e74aec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 12 Jul 2021 09:46:54 +0200
Set version to 1.29 final.
CMakeLists.txt | 4 ++--
configure.ac | 2 +-
ql/version.hpp | 4 ++--
3 files changed, 5 insertions(+), 5 deletions(-)
commit 0305de0259df6902d268060ae251c0d951ca637b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 13 Jan 2023 09:22:08 +0100
Avoid weird error on 32-bit VC++2015
test-suite/inflation.cpp | 7 +++++--
1 file changed, 5 insertions(+), 2 deletions(-)
commit df7eeb4ecc450fd63ffe244e8a7a2ad6be8f4b18
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 11 Jan 2023 11:49:29 +0100
Avoid some deprecation warnings on VC++15
ql/math/functional.hpp | 32 +++++++++++++++++++++++++++++++-
1 file changed, 31 insertions(+), 1 deletion(-)
commit c95610040ef9337b99ce34320476dff9458a56bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Apr 2021 11:28:16 +0200
Set version to 1.29 rc
CMakeLists.txt | 4 ++--
configure.ac | 2 +-
ql/version.hpp | 4 ++--
3 files changed, 5 insertions(+), 5 deletions(-)
commit 5c4605be3d5e217092e58776fd09964a42737f3b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 9 Jan 2023 18:07:02 +0100
Update news and changelog
ChangeLog.txt | 3694 +++++++++++++++++++++++++++++++----------------
Contributors.txt | 2 +
Docs/pages/history.docs | 100 +-
News.md | 201 +--
4 files changed, 2643 insertions(+), 1354 deletions(-)
commit 87be46e7c5a59d25eb0bb691174caccf296252f3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 9 Jan 2023 14:56:29 +0100
Cosmetic changes to a few test messages
test-suite/americanoption.cpp | 10 +++++-----
test-suite/fdheston.cpp | 6 +++---
2 files changed, 8 insertions(+), 8 deletions(-)
commit 75cbaf6d86b3e658e9fc6262f2da2cd9b871419c
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Mon, 9 Jan 2023 09:33:57 +0000
Fixes by misspell-fixer
ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 2 +-
ql/termstructures/credit/defaultprobabilityhelpers.hpp | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit c7d81455809e1055643cd80e7a1e206bce5cae12
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 9 Jan 2023 09:51:18 +0100
Avoid a couple of clang-tidy warnings
ql/math/matrix.hpp | 2 +-
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 3261d7c5d056da571086c36c096dae30eb9be4b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 5 Jan 2023 16:08:11 +0100
Update qldefines.hpp.cfg
ql/qldefines.hpp.cfg | 15 ++++++++++++++-
1 file changed, 14 insertions(+), 1 deletion(-)
commit b1b89051548404b65ad2726c07bc9cf092b93fd4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 5 Jan 2023 15:23:05 +0100
Don't configure version.hpp in cmake
CMakeLists.txt | 1 -
ql/CMakeLists.txt | 4 ++--
ql/Makefile.am | 3 +--
ql/version.hpp.cfg | 51 ---------------------------------------------------
4 files changed, 3 insertions(+), 56 deletions(-)
commit 86f51dd912ff80ef64f1f657d5c2117d3797948f
Merge: d0d00b372 65b59c403
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 5 Jan 2023 17:24:56 +0100
Enable usage of MSVC dynamic runtime in cmake build (#1553)
commit 65b59c403adf7d518b006d0d6d43830c1911c4dd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 5 Jan 2023 09:32:57 +0100
Enable dynamic runtime on Windows with cmake
.github/workflows/cmake.yml | 37 ++++++++++++++++++++++++++++++++++++-
CMakeLists.txt | 9 +++++----
cmake/Platform.cmake | 6 ++++--
3 files changed, 45 insertions(+), 7 deletions(-)
commit d0d00b3721e1f0ce2070599354d1ba8f0cec251e
Merge: 13179807b 7ceb42941
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 3 Jan 2023 22:25:43 +0100
Avoid null-pointer access (#1551)
commit 7ceb42941eef07a9cbf63fb1dc4ebd693607594e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 3 Jan 2023 17:35:38 +0100
Avoid null-pointer access
ql/processes/merton76process.cpp | 2 +-
ql/processes/merton76process.hpp | 6 +++---
2 files changed, 4 insertions(+), 4 deletions(-)
commit 13179807b592d0aac855815f60673b0afe809c39
Merge: 83468a248 ad62af2cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 3 Jan 2023 17:15:00 +0100
Reorder header for European currencies. (#1549)
commit ad62af2cd9de2ec6ed6a030cada586d5a68a0003
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 3 Jan 2023 14:28:44 +0100
Reorder header for European currencies.
The alphabetical order was restored, and the entrance of Croatia
into Eurozone in 2023 was documented.
ql/currencies/europe.hpp | 108 +++++++++++++++++++++++++----------------------
1 file changed, 57 insertions(+), 51 deletions(-)
commit 83468a24885a81563eb9cce916a2e79968636c7a
Merge: a372709ae f7773e8bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 3 Jan 2023 09:40:57 +0100
added china calendar for the year 2023 (#1547)
commit a372709ae082f73b445d1520b16a66159019b2f5
Merge: 8f3f010f2 48c3689d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 3 Jan 2023 09:40:27 +0100
Add required packages for icpx compiler (#1545)
commit f7773e8bd4b88bd0a1430301b6e1bb8e0db98444
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date: Sun, 1 Jan 2023 17:47:40 +0800
added china calendar for the year 2023
ql/time/calendars/china.cpp | 20 +++++++++++++++++---
test-suite/calendars.cpp | 35 ++++++++++++++++++++++++++++++++---
2 files changed, 49 insertions(+), 6 deletions(-)
commit 8f3f010f2d9144bc3d09f2e74ab32ecd8e299a3a
Merge: 5faade57e 91feb6e07
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 30 Dec 2022 11:06:41 +0100
Avoid out parameters in `npvbps` signature (#1544)
commit 48c3689d51d81a8bfdaa7e1db9405afe10b1c13d
Author: Jonathan Sweemer <sweemer@gmail.com>
Date: Fri, 30 Dec 2022 10:17:35 +0900
Add required packages for icpx compiler
CMakeLists.txt | 4 ++++
1 file changed, 4 insertions(+)
commit 91feb6e07c0063049edc930c44d6ff90083aef96
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 29 Dec 2022 17:28:19 +0100
Avoid out parameters in npvbps signature
ql/cashflows/cashflows.cpp | 23 +++++++++--
ql/cashflows/cashflows.hpp | 12 +++++-
.../termstructures/crosscurrencyratehelpers.cpp | 44 +++++++++++-----------
ql/pricingengines/swap/discountingswapengine.cpp | 13 +++----
4 files changed, 58 insertions(+), 34 deletions(-)
commit 5faade57eb0b1f5e1d6f404f6291189b5e98d34a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 29 Dec 2022 13:17:23 +0100
Use both processors for CI header check
tools/check_all_headers.sh | 2 +-
tools/check_header.py | 22 +++++++++++++---------
2 files changed, 14 insertions(+), 10 deletions(-)
commit 94e93a15aa3cc25b33804b048a6661110514435a
Merge: bf3b9ee74 5b0fc0e23
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 29 Dec 2022 14:26:41 +0100
Allow sharing engines between dividend and non-dividend options (#1543)
commit bf3b9ee74214f36b1b5000f3d9590deeee07cfb6
Merge: 58e5aadb9 bef111c99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 29 Dec 2022 13:19:24 +0100
Adds public holiday in lieu of Christmas 2022 to South Africa calendar (#1542)
commit 5b0fc0e23a66f99e970ceff3c6c37687fff96d28
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 29 Dec 2022 10:42:51 +0100
Allow sharing engines between dividend and non-dividend options
ql/instruments/barrieroption.cpp | 9 ++++++
ql/instruments/vanillaoption.cpp | 12 ++++++++
ql/instruments/vanillaoption.hpp | 2 ++
test-suite/barrieroption.cpp | 50 +++++++++++++++++++++++++++----
test-suite/barrieroption.hpp | 1 +
test-suite/europeanoption.cpp | 65 ++++++++++++++++++++++++++++++----------
test-suite/europeanoption.hpp | 1 +
7 files changed, 118 insertions(+), 22 deletions(-)
commit bef111c99120fc44cde63dd8f6c9448da845c2ed
Author: Josh Hayes <joshjohayes@gmail.com>
Date: Thu, 29 Dec 2022 10:33:28 +0200
Adds note to docstring about one-off holidays
ql/time/calendars/southafrica.hpp | 3 +++
1 file changed, 3 insertions(+)
commit e5184d92a016575f85d1269b2af863c37cf7c294
Author: Josh Hayes <joshjohayes@gmail.com>
Date: Thu, 29 Dec 2022 10:32:30 +0200
Adds holiday in lieu of Christmas on Sunday
ql/time/calendars/southafrica.cpp | 2 ++
1 file changed, 2 insertions(+)
commit 58e5aadb99f8b31189ceb352e7ff85a10c24f899
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Dec 2022 11:00:28 +0000
Bump actions/stale from 6 to 7
Bumps [actions/stale](https://github.com/actions/stale) from 6 to 7.
- [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/v6...v7)
---
updated-dependencies:
- dependency-name: actions/stale
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/stale.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit da7292ad9123ab327024d0caac3703bd6a0f23af
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 27 Dec 2022 09:45:06 +0100
Avoid brew errors during CI setup
.github/workflows/doxygen.yml | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit e4e16e7347a13272f130cc5d4bb2fd172a45771f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 21 Dec 2022 10:37:09 +0100
Upgrade Boost in cmake CI build
.github/workflows/cmake.yml | 12 ++++++------
1 file changed, 6 insertions(+), 6 deletions(-)
commit 4c879d243cdb53eb7f25c87fd48f4c5e42e65054
Merge: a2b25185b d52126369
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Dec 2022 09:12:16 +0100
Bugfix for ZeroCouponInflationSwapHelper (#1539)
commit d52126369d490c1cf71a8fddecc0063f11315e27
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date: Thu, 15 Dec 2022 10:09:03 +0700
Bugfix ZeroCouponInflationSwapHelper
Dont need to interpolate the maturity of the rate helper falls the on the first date of the inflation period
ql/termstructures/inflation/inflationhelpers.cpp | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit a2b25185b597ee0d9578dd8e61a88fe31a33c043
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Tue, 13 Dec 2022 15:28:56 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit fcdd14c2a42d149fd7512c3665a1f27ba0924a5b
Merge: e5fa7ba6e 134d2b85e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 13 Dec 2022 16:28:18 +0100
Add indexFixing method to indexed cashflows (#1499)
commit 134d2b85e1cfd05e392494f63c9283ecccd7d723
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date: Tue, 13 Dec 2022 08:50:53 +0700
move baseFixing method to base class indexedcashflow
ql/cashflows/cpicoupon.cpp | 10 ----------
ql/cashflows/cpicoupon.hpp | 7 ++-----
ql/cashflows/indexedcashflow.cpp | 4 ++--
ql/cashflows/indexedcashflow.hpp | 1 +
4 files changed, 5 insertions(+), 17 deletions(-)
commit 59264ca1bdc52730175b6c4dbbc9251781326f2c
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date: Thu, 8 Dec 2022 07:41:33 +0700
avoid code duplication
ql/cashflows/cpicoupon.cpp | 23 +----------------------
1 file changed, 1 insertion(+), 22 deletions(-)
commit e5fa7ba6e63b300eb16d54ff23b3ba893933582c
Merge: 5e5380e36 9b572ef39
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 7 Dec 2022 22:36:24 +0100
Casts to Real to maintain AAD compatibility (#1536)
commit 5e5380e36fabbd40ddea97437901d44003105edb
Merge: 1b16c6c1e c3a8da34b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 7 Dec 2022 22:35:52 +0100
Deprecate unneeded typedefs (#1418)
commit 9b572ef393b587089329c97b8a7f42851e600e94
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Wed, 7 Dec 2022 15:15:00 +0000
Casts to Real to maintain AAD compatibility
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit c3a8da34b0d79ad50976e3c042c4191c89dc2cdd
Author: Jonathan Sweemer <sweemer@gmail.com>
Date: Tue, 28 Jun 2022 21:13:38 +0900
Deprecate unneeded typedefs
ql/cashflow.hpp | 14 ++++++
ql/cashflows/conundrumpricer.hpp | 9 ++++
ql/experimental/math/convolvedstudentt.hpp | 18 ++++++++
ql/experimental/math/latentmodel.hpp | 5 ++
ql/math/abcdmathfunction.hpp | 9 ++++
ql/math/comparison.hpp | 14 ++++++
ql/math/copulas/alimikhailhaqcopula.hpp | 14 ++++++
ql/math/copulas/claytoncopula.hpp | 14 ++++++
ql/math/copulas/farliegumbelmorgensterncopula.hpp | 14 ++++++
ql/math/copulas/frankcopula.hpp | 14 ++++++
ql/math/copulas/galamboscopula.hpp | 14 ++++++
ql/math/copulas/gaussiancopula.hpp | 14 ++++++
ql/math/copulas/gumbelcopula.hpp | 14 ++++++
ql/math/copulas/huslerreisscopula.hpp | 14 ++++++
ql/math/copulas/independentcopula.hpp | 14 ++++++
ql/math/copulas/marshallolkincopula.hpp | 14 ++++++
ql/math/copulas/maxcopula.hpp | 14 ++++++
ql/math/copulas/mincopula.hpp | 14 ++++++
ql/math/copulas/plackettcopula.hpp | 14 ++++++
ql/math/distributions/binomialdistribution.hpp | 18 ++++++++
ql/math/distributions/chisquaredistribution.hpp | 36 +++++++++++++++
ql/math/distributions/gammadistribution.hpp | 18 ++++++++
ql/math/distributions/normaldistribution.hpp | 54 ++++++++++++++++++++++
ql/math/distributions/poissondistribution.hpp | 27 +++++++++++
ql/math/distributions/studenttdistribution.hpp | 27 +++++++++++
ql/math/errorfunction.hpp | 9 ++++
ql/math/interpolation.hpp | 10 ++++
ql/math/interpolations/interpolation2d.hpp | 14 ++++++
ql/math/linearleastsquaresregression.hpp | 9 ++++
ql/math/polynomialmathfunction.hpp | 9 ++++
.../randomnumbers/stochasticcollocationinvcdf.hpp | 9 ++++
.../operators/numericaldifferentiation.hpp | 9 ++++
ql/methods/montecarlo/pathpricer.hpp | 4 ++
ql/payoff.hpp | 9 ++++
ql/termstructures/volatility/abcd.hpp | 9 ++++
35 files changed, 522 insertions(+)
commit 1b16c6c1e00ad136610b1d2040864cae00957e8b
Merge: 035ab3e92 559371a6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Dec 2022 23:03:06 +0100
Better error messages for interpolated curves (#1535)
commit 035ab3e929b6765771c2882397d04f45b2c39894
Merge: 4019bee67 eabb11aec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Dec 2022 22:51:48 +0100
allow negative dividend yields for QD+ American engines (#1534)
commit 559371a6b43b7fa2c7546d4a9f61d18abc2edbc7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Dec 2022 16:14:53 +0100
Better error messages for interpolated curves
.../credit/interpolatedaffinehazardratecurve.hpp | 18 ++----------
.../credit/interpolateddefaultdensitycurve.hpp | 33 ++++++----------------
.../credit/interpolatedhazardratecurve.hpp | 17 ++---------
.../interpolatedsurvivalprobabilitycurve.hpp | 16 ++---------
.../inflation/interpolatedyoyinflationcurve.hpp | 18 ++----------
.../inflation/interpolatedzeroinflationcurve.hpp | 17 ++---------
ql/termstructures/interpolatedcurve.hpp | 21 ++++++++++++++
ql/termstructures/yield/discountcurve.hpp | 16 ++---------
ql/termstructures/yield/forwardcurve.hpp | 20 ++-----------
.../yield/interpolatedsimplezerocurve.hpp | 19 ++++---------
ql/termstructures/yield/zerocurve.hpp | 26 ++++-------------
11 files changed, 58 insertions(+), 163 deletions(-)
commit eabb11aec1a3483c2bd1e8a0a7ce1a009d65202e
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 5 Dec 2022 00:21:51 +0100
allow negative dividend yields for QD+ and QD+ fixed point American
engines
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 2 +-
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 50 ++++++++++-----
test-suite/americanoption.cpp | 74 ++++++++++++++++++++++
test-suite/americanoption.hpp | 2 +
4 files changed, 111 insertions(+), 17 deletions(-)
commit 4019bee67ac10b8fb242648fd62e0e2525a1d597
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 4 Dec 2022 13:35:39 +0100
Add configure switch to skip test suite.
Not advised in normal usage. Mostly for automated jobs building
wheels or other artifacts, after the code is already verified.
configure.ac | 12 +++++++++++-
test-suite/Makefile.am | 2 +-
2 files changed, 12 insertions(+), 2 deletions(-)
commit 7f69bb6fbe4ac76f0262b717cbf97c6dcd7b69d9
Merge: 61041b0f1 bb3c5eb9b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 23 Nov 2022 14:37:52 +0100
Use Real instead of double in amortizingbond test (#1531)
commit bb3c5eb9bb3dbdc3842ab0c84aff39e178736539
Author: Xcelerit Dev Team <107129969+xcelerit-dev@users.noreply.github.com>
Date: Wed, 23 Nov 2022 09:48:43 +0000
Fix vector<double> -> vector<Real> in amortizingbond test
test-suite/amortizingbond.cpp | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 61041b0f191b8788b82443462eea62a46f56ff2d
Merge: 222bccec3 e6e5b9208
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 23 Nov 2022 10:05:32 +0100
Updated Readme (#1530)
commit e6e5b92081895b31e6261a48e4a865058af51704
Author: Nijaz Kovacevic <nijaz.kovacevic94@gmail.com>
Date: Tue, 22 Nov 2022 19:28:40 -0800
Updated Readme
Added Basket losses, CVAIRS, Gaussian1dModels, Latent Models, and Market Models in the example Readme file.
Examples/README.txt | 35 +++++++++++++++++++++++++++++++++++
1 file changed, 35 insertions(+)
commit 222bccec371dc24c29466d58b65b6569b4eb7684
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Tue, 22 Nov 2022 15:25:45 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 13cc9e99872223c930de446bdd6a38a08975e8b2
Merge: f271efd89 32cf78c60
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 22 Nov 2022 16:23:10 +0100
removed check for increasing notionals as there are bonds with draw down (#1437)
commit 32cf78c60c322cb0d55411d1bf0d8d5c78c13a19
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 22 Nov 2022 14:59:41 +0100
Convert example into test case
Examples/AmortizingBonds/AmortizingBond.cpp | 178 ----------------------------
Examples/AmortizingBonds/CMakeLists.txt | 2 -
Examples/AmortizingBonds/ReadMe.txt | 1 -
test-suite/amortizingbond.cpp | 63 ++++++++++
test-suite/amortizingbond.hpp | 4 +-
5 files changed, 65 insertions(+), 183 deletions(-)
commit f271efd89bb874612ebd69667dccf976e68f841e
Merge: 0bc43aad3 e630cd890
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 22 Nov 2022 09:03:12 +0100
Added `MakeSwaption::withIndexedCoupons(...)` and `MakeSwaption::withAtParCoupons(...)` (#1527)
commit e630cd8903d9dca3b2d7b56824a1768052ed54a2
Author: RalfKonrad <github@eckel-consulting.de>
Date: Mon, 21 Nov 2022 19:28:20 +0100
Added MakeSwaption::withIndexedCoupons(...) and MakeSwaption::withAtParCoupons(...)
ql/instruments/makeswaption.cpp | 13 ++++++++++++-
ql/instruments/makeswaption.hpp | 3 +++
2 files changed, 15 insertions(+), 1 deletion(-)
commit 0bc43aad3b0964847ba07c5be3af79f4a46e3594
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 20 Nov 2022 05:41:37 +0000
Automated fixes by clang-tidy
test-suite/inflation.cpp | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 8cf030858a88e6b9aef658b1b74212068151a263
Merge: faed2ceb3 0de363d13
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 20 Nov 2022 21:14:29 +0100
Make Option::payoff() and Option::exercise() const (#1526)
commit 0de363d1392434986d567a3a6c51394b490bb982
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sun, 20 Nov 2022 18:26:48 +0100
Option::payoff() and Option::exercise() are now const
ql/option.hpp | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit faed2ceb3b255d03b307bd2e459a70776a2e3778
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 18 Nov 2022 22:55:11 +0100
Try to reduce number of cache entries on actions
.github/workflows/cmake.yml | 35 +++++++++++++++-------------------
.github/workflows/linux-full-tests.yml | 7 +++----
.github/workflows/linux.yml | 7 +++----
.github/workflows/macos.yml | 9 ++++-----
.github/workflows/test-times.yml | 9 ++++-----
5 files changed, 29 insertions(+), 38 deletions(-)
commit 95cc21495fa842205fbdeb0b1cd956e03b09c268
Merge: 80874acf5 630569a16
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 18 Nov 2022 22:45:01 +0100
Accelerated Build via Ninja generator with CMake (#1429)
commit 630569a16ff771b0999af048208d063a0418f033
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Fri, 18 Nov 2022 16:02:11 +0000
Adds /bigobj in unity builds for benchmarks as well
test-suite/CMakeLists.txt | 4 ++++
1 file changed, 4 insertions(+)
commit 3536ad4d1ac602b0ac2d745bcbad1b6164423b1f
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Fri, 18 Nov 2022 14:20:48 +0000
Sets /bigobj for MSVC unit builds
ql/CMakeLists.txt | 7 ++-----
test-suite/CMakeLists.txt | 7 ++-----
2 files changed, 4 insertions(+), 10 deletions(-)
commit a758f145401c1bdb3c2fc9d67c3c0d600eabc954
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Fri, 18 Nov 2022 12:52:59 +0000
Enables sccache on Windows in CI cmake builds
.github/workflows/cmake.yml | 22 +++++++++++++++++++++-
CMakePresets.json | 3 ++-
2 files changed, 23 insertions(+), 2 deletions(-)
commit 022273a7a1843975b2323aec177bc8363e897985
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Fri, 18 Nov 2022 12:44:10 +0000
Adds /bigobj on CMake unity builds with Ninja
ql/CMakeLists.txt | 8 ++++++++
test-suite/CMakeLists.txt | 7 +++++++
2 files changed, 15 insertions(+)
commit 80874acf512570ed3be7714698de1901a909a2c7
Merge: 75602fedc 002d9e388
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 14 Nov 2022 13:23:07 +0100
Consistent Real usage, testing macros, and constant initialisation (#1524)
commit 75602fedca7b585ad8791e32a18b58e740539e36
Merge: af69ee35a 3cfa4eb26
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 14 Nov 2022 12:25:26 +0100
Deprecate internal interpolation in `InflationIndex` and `ZeroInflationIndex` (#1051)
commit 002d9e388d459227a4ecdbb4dcf3785518cfb6f8
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Mon, 14 Nov 2022 10:10:19 +0000
Removes needless explicit norm template parameter
test-suite/fastfouriertransform.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 9b1593636d518bc131f66256f9f40fd506c817ea
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Mon, 14 Nov 2022 10:09:46 +0000
Consistently use testing macros
test-suite/americanoption.cpp | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
commit 46d7233bd53ecd13e2fcf30f6bf62727bbfce64e
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Mon, 14 Nov 2022 10:08:53 +0000
Explicit casts to Real on ternary operator
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
commit 5826ac838c8d09d5817f128d7a3e15e4afac3f83
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Mon, 14 Nov 2022 10:08:10 +0000
Initialises large constant arrays as double, reducing compile time
ql/experimental/math/zigguratrng.cpp | 2 +-
ql/math/factorial.cpp | 2 +-
ql/pricingengines/vanilla/exponentialfittinghestonengine.cpp | 4 ++--
3 files changed, 4 insertions(+), 4 deletions(-)
commit a9e30354e273df2fc676b2cca19ca4ab135d5cd9
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Mon, 14 Nov 2022 10:04:36 +0000
Removes needless type specification for complex norm
ql/math/autocovariance.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 05d1338877fbe25ce7d15d4052085c679aff1c05
Author: Oleg Kulkov <oleg.kulkov@gmail.com>
Date: Sun, 13 Nov 2022 20:01:32 +0100
new example showing the bond with cahnging notional
Examples/AmortizingBonds/AmortizingBond.cpp | 178 ++++++++++++++++++++++++++++
Examples/AmortizingBonds/CMakeLists.txt | 2 +
Examples/AmortizingBonds/ReadMe.txt | 1 +
ql/instruments/bond.cpp | 1 +
4 files changed, 182 insertions(+)
commit 3cfa4eb26085f0f65d3686fb6aa964937f64ea83
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 13 Nov 2022 14:53:58 +0100
Remove custom macros
ql/indexes/inflationindex.hpp | 10 ----------
test-suite/inflation.cpp | 7 -------
test-suite/inflationcapfloor.cpp | 4 ----
test-suite/inflationcpibond.cpp | 4 ----
test-suite/inflationcpicapfloor.cpp | 19 ++-----------------
test-suite/inflationcpiswap.cpp | 8 --------
6 files changed, 2 insertions(+), 50 deletions(-)
commit 55083131193436c716eac7f7364d052bc92bff71
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 13 Nov 2022 14:36:36 +0100
Document deprecated data member
ql/experimental/inflation/genericindexes.hpp | 4 ++--
ql/indexes/inflation/aucpi.hpp | 4 ++--
ql/indexes/inflation/euhicp.hpp | 8 +++----
ql/indexes/inflation/frhicp.hpp | 4 ++--
ql/indexes/inflation/ukrpi.hpp | 4 ++--
ql/indexes/inflation/uscpi.hpp | 4 ++--
ql/indexes/inflation/zacpi.hpp | 4 ++--
ql/indexes/inflationindex.cpp | 32 ++++++++++++++--------------
ql/indexes/inflationindex.hpp | 21 ++++++------------
9 files changed, 39 insertions(+), 46 deletions(-)
commit 99ba217022d77679f3fa3be2789c6b4f4eb6d2d2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 13 Nov 2022 14:16:12 +0100
Document deprecated method
ql/indexes/inflationindex.cpp | 5 +++--
ql/indexes/inflationindex.hpp | 21 +++++++--------------
ql/instruments/zerocouponinflationswap.cpp | 2 --
test-suite/inflation.cpp | 4 ++--
4 files changed, 12 insertions(+), 20 deletions(-)
commit c2a476179454926a88ac568ab19e1a103a9a1d69
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 11 Nov 2022 23:39:08 +0100
Document deprecated constructors, avoid some deprecated calls
ql/experimental/inflation/genericindexes.hpp | 30 ++++++++--------
ql/indexes/inflation/aucpi.hpp | 23 ++++++------
ql/indexes/inflation/euhicp.hpp | 52 +++++++++++++++-------------
ql/indexes/inflation/frhicp.hpp | 20 ++++++-----
ql/indexes/inflation/ukrpi.hpp | 20 ++++++-----
ql/indexes/inflation/uscpi.hpp | 30 ++++++++--------
ql/indexes/inflation/zacpi.hpp | 20 ++++++-----
ql/indexes/inflationindex.hpp | 39 ++++++---------------
test-suite/inflation.cpp | 43 ++++++++++-------------
test-suite/inflationcpibond.cpp | 7 +---
test-suite/inflationcpicapfloor.cpp | 8 +----
test-suite/inflationcpiswap.cpp | 8 +----
12 files changed, 136 insertions(+), 164 deletions(-)
commit af69ee35a8e446072e2b7125b7af6b62c13e5776
Merge: 0b0caf116 934764f1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 11 Nov 2022 20:55:45 +0100
Make `Handle` default constructor non-explicit. (#1523)
commit 0b0caf116cbce50e6512c1d7d91c94abb9fc0dda
Merge: 7d865a7c1 40e0adfe9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 11 Nov 2022 19:18:49 +0100
Fix declaration and error message for tanh-sinh fallback (#1522)
commit 934764f1fbd47d28253db0e4c8e74ac2d06c3271
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 11 Nov 2022 16:48:04 +0100
Use shorter syntax
ql/indexes/bmaindex.hpp | 3 +-
ql/indexes/ibor/aonia.hpp | 3 +-
ql/indexes/ibor/audlibor.hpp | 3 +-
ql/indexes/ibor/bbsw.hpp | 21 ++---
ql/indexes/ibor/bibor.hpp | 24 ++----
ql/indexes/ibor/bkbm.hpp | 21 ++---
ql/indexes/ibor/cadlibor.hpp | 6 +-
ql/indexes/ibor/cdor.hpp | 3 +-
ql/indexes/ibor/chflibor.hpp | 6 +-
ql/indexes/ibor/dkklibor.hpp | 3 +-
ql/indexes/ibor/eonia.hpp | 3 +-
ql/indexes/ibor/estr.hpp | 3 +-
ql/indexes/ibor/euribor.hpp | 96 ++++++++--------------
ql/indexes/ibor/eurlibor.hpp | 51 ++++--------
ql/indexes/ibor/fedfunds.hpp | 3 +-
ql/indexes/ibor/gbplibor.hpp | 9 +-
ql/indexes/ibor/jibar.hpp | 3 +-
ql/indexes/ibor/jpylibor.hpp | 6 +-
ql/indexes/ibor/libor.hpp | 6 +-
ql/indexes/ibor/mosprime.hpp | 3 +-
ql/indexes/ibor/nzdlibor.hpp | 3 +-
ql/indexes/ibor/nzocr.hpp | 3 +-
ql/indexes/ibor/pribor.hpp | 3 +-
ql/indexes/ibor/robor.hpp | 3 +-
ql/indexes/ibor/seklibor.hpp | 3 +-
ql/indexes/ibor/shibor.hpp | 2 +-
ql/indexes/ibor/sofr.hpp | 3 +-
ql/indexes/ibor/sonia.hpp | 3 +-
ql/indexes/ibor/thbfix.hpp | 3 +-
ql/indexes/ibor/tibor.hpp | 3 +-
ql/indexes/ibor/tona.hpp | 3 +-
ql/indexes/ibor/trlibor.hpp | 3 +-
ql/indexes/ibor/usdlibor.hpp | 9 +-
ql/indexes/ibor/wibor.hpp | 3 +-
ql/indexes/ibor/zibor.hpp | 3 +-
ql/indexes/iborindex.hpp | 5 +-
ql/indexes/swap/chfliborswap.hpp | 3 +-
ql/indexes/swap/euriborswap.hpp | 9 +-
ql/indexes/swap/eurliborswap.hpp | 9 +-
ql/indexes/swap/gbpliborswap.hpp | 3 +-
ql/indexes/swap/jpyliborswap.hpp | 10 +--
ql/indexes/swap/usdliborswap.hpp | 6 +-
.../credit/defaultdensitystructure.hpp | 12 +--
ql/termstructures/credit/hazardratestructure.hpp | 12 +--
.../credit/interpolateddefaultdensitycurve.hpp | 25 +++---
.../credit/interpolatedhazardratecurve.hpp | 25 +++---
.../interpolatedsurvivalprobabilitycurve.hpp | 24 +++---
ql/termstructures/credit/piecewisedefaultcurve.hpp | 37 ++++-----
.../credit/survivalprobabilitystructure.hpp | 12 +--
ql/termstructures/defaulttermstructure.hpp | 12 +--
.../volatility/optionlet/optionletstripper.hpp | 2 +-
.../volatility/optionlet/optionletstripper1.hpp | 2 +-
ql/termstructures/yield/discountcurve.hpp | 20 ++---
ql/termstructures/yield/forwardcurve.hpp | 21 +++--
ql/termstructures/yield/forwardstructure.hpp | 8 +-
.../yield/interpolatedsimplezerocurve.hpp | 20 ++---
ql/termstructures/yield/oisratehelper.hpp | 4 +-
.../yield/overnightindexfutureratehelper.hpp | 6 +-
ql/termstructures/yield/piecewiseyieldcurve.hpp | 31 +++----
ql/termstructures/yield/ratehelpers.hpp | 22 ++---
ql/termstructures/yield/zerocurve.hpp | 21 +++--
ql/termstructures/yield/zeroyieldstructure.hpp | 8 +-
ql/termstructures/yieldtermstructure.hpp | 8 +-
63 files changed, 284 insertions(+), 419 deletions(-)
commit 12fe0e94b6350906b9ddff733ee1aa9d66b775ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 11 Nov 2022 15:10:43 +0100
Make Handle default constructor non-explicit.
This allows using {} for default parameters.
ql/handle.hpp | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit 8074fddad00e91734f81062d2c83859c7ed261d3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 11 Nov 2022 13:16:59 +0100
Never mind forward declarations.
This reverts commit 0555333bd7ffd269c62b431aac51cc387dd3721c.
ql/cashflows/cpicouponpricer.cpp | 1 -
ql/cashflows/inflationcouponpricer.hpp | 1 -
ql/indexes/inflationindex.hpp | 4 +---
ql/instruments/inflationcapfloor.cpp | 1 -
ql/instruments/zerocouponinflationswap.cpp | 1 -
ql/pricingengines/inflation/inflationcapfloorengines.cpp | 1 -
6 files changed, 1 insertion(+), 8 deletions(-)
commit f3d9eecabfd8b20f25454b578bc2264aa9f8d6b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 11 Nov 2022 10:50:32 +0100
More tests for interpolated fixings, removed redundant ones
test-suite/CMakeLists.txt | 2 -
test-suite/Makefile.am | 2 -
test-suite/inflation.cpp | 182 ++++++++++++++-----
test-suite/inflation.hpp | 3 +-
test-suite/inflationzciisinterpolation.cpp | 283 -----------------------------
test-suite/inflationzciisinterpolation.hpp | 39 ----
test-suite/quantlibtestsuite.cpp | 2 -
test-suite/testsuite.vcxproj | 2 -
test-suite/testsuite.vcxproj.filters | 6 -
9 files changed, 143 insertions(+), 378 deletions(-)
commit 0555333bd7ffd269c62b431aac51cc387dd3721c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 10 Nov 2022 18:37:55 +0100
Use forward declarations where possible
ql/cashflows/cpicouponpricer.cpp | 1 +
ql/cashflows/inflationcouponpricer.hpp | 1 +
ql/indexes/inflationindex.hpp | 1 -
ql/instruments/inflationcapfloor.cpp | 1 +
ql/instruments/zerocouponinflationswap.cpp | 1 +
ql/pricingengines/inflation/inflationcapfloorengines.cpp | 1 +
6 files changed, 5 insertions(+), 1 deletion(-)
commit 7d865a7c15584df9c74941fad06c8f6e00d30045
Merge: efe46c1e7 5dc08d220
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 10 Nov 2022 14:48:24 +0100
add equality operators for matrix (#1521)
commit 5dc08d2202e420c10278f16fc66b0295a446c39f
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date: Thu, 10 Nov 2022 17:22:15 +0700
add equality operators for matrix
ql/math/matrix.hpp | 12 ++++++++++++
1 file changed, 12 insertions(+)
commit efe46c1e7e086ecb96b310639a67b900b4132bb5
Merge: 00ae31ebf e4af81902
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 10 Nov 2022 00:47:13 +0100
Expose underlying rate in capped/floored YoY inflation coupon (#1520)
commit 00ae31ebfd38d596091cd0d7278d1be504f76920
Merge: 864d0edad 50c5c3036
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 23:59:22 +0100
Avoid out-of-memory access in empty `Exercise` instance (#1519)
commit e4af819025d50bbc7f0d13c4873f1104686fd69d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 17:22:44 +0100
Expose underlying rate in capped/floored YoY inflation coupon
ql/cashflows/capflooredinflationcoupon.cpp | 33 +++++++++++-------------------
ql/cashflows/capflooredinflationcoupon.hpp | 3 +++
2 files changed, 15 insertions(+), 21 deletions(-)
commit 50c5c3036c72bdbe60fd7af91feda529d888680e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 16:51:24 +0100
Avoid out-of-memory access in empty Exercise instance
ql/exercise.cpp | 5 +++++
ql/exercise.hpp | 2 +-
2 files changed, 6 insertions(+), 1 deletion(-)
commit 864d0edad3e6accaafa77e7b828eb392a4e55833
Merge: ff382343c 97506f7b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 16:08:34 +0100
Use `Handle<Quote>` in constant CPI volatility instead of immutable `Real` value (#1518)
commit ff382343c2bd5f51923a4ee11266ca12d757562c
Merge: 317e3e2a2 83fec02d4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 15:23:46 +0100
Add King Charles III coronation holiday to UK calendar (#1516)
commit 317e3e2a2fda701f04798ed4333e19fa3ec1a920
Merge: 3c7c5b93c e25424573
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 14:44:24 +0100
Add holiday for National Day of Mourning to Australian calendar (#1517)
commit e25424573d0bdfa2231dea977ce6ba38997261a2
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 9 Nov 2022 12:41:24 +0100
Add AU holiday for national day of mourning
ql/time/calendars/australia.cpp | 4 +++-
ql/time/calendars/australia.hpp | 1 +
2 files changed, 4 insertions(+), 1 deletion(-)
commit 97506f7b55f96529bbb772ac2918d7c83513c3f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 11:10:00 +0100
Use correct payment calendar
ql/instruments/cpicapfloor.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 83fec02d4030d937f95212c79c1368e9288b40d9
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 9 Nov 2022 10:57:57 +0100
Add comment on special holidays in docstring
ql/time/calendars/unitedkingdom.hpp | 3 +++
1 file changed, 3 insertions(+)
commit 1d12e222258605567a65382d625d42ad5c5e9cab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 9 Nov 2022 10:24:06 +0100
Use Handle in constant CPI volatility
.../volatility/inflation/constantcpivolatility.cpp | 19 ++++++++++++++++---
.../volatility/inflation/constantcpivolatility.hpp | 17 +++++++++++++----
2 files changed, 29 insertions(+), 7 deletions(-)
commit f3d1e609c3fdbb26e3dfca1c8e3312894c2c721a
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Wed, 9 Nov 2022 10:12:32 +0100
Add King Charles III coronation holiday to UK cal
ql/time/calendars/unitedkingdom.cpp | 2 ++
1 file changed, 2 insertions(+)
commit 3c7c5b93c1082bbbe5cebae406c1b156fd8efa3e
Merge: f6d65ce9f 3180e5718
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 8 Nov 2022 09:34:33 +0100
Remove dependency on BOOST_FOREACH (#1515)
commit 3180e5718906be26a3b4184ce23b7dd20954eeff
Author: Jonathan Sweemer <sweemer@gmail.com>
Date: Mon, 7 Nov 2022 21:21:04 +0900
Remove dependency on BOOST_FOREACH
ql/models/volatility/garch.cpp | 9 ++++-----
1 file changed, 4 insertions(+), 5 deletions(-)
commit f6d65ce9fac26f8a7eb36796f898079234b6b4af
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 6 Nov 2022 06:16:43 +0000
Automated fixes by clang-tidy
ql/math/integrals/gaussianquadratures.hpp | 5 +-
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 78 +++++++++++-----------
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 37 ++++------
ql/pricingengines/vanilla/qdplusamericanengine.hpp | 11 ++-
test-suite/americanoption.cpp | 10 ++-
5 files changed, 68 insertions(+), 73 deletions(-)
commit 549cd6dfa1679b31c9eb7ce7bc65bd6f64a84e72
Merge: 4a96abc27 a1a589398
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 6 Nov 2022 14:10:00 +0100
fixed QD+ fixed point engine for high precision Gauss-Lobatto integration (#1512)
commit a1a589398c594afcc8d41b84fae725ef43a89a7e
Author: klausspanderen <klaus@spanderen.de>
Date: Sat, 5 Nov 2022 16:02:25 +0100
fixed QD+ fixed point engine with high precision Lobatto integration
Examples/EquityOption/EquityOption.cpp | 4 -
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 51 +++++++--
test-suite/americanoption.cpp | 137 +++++++++++++++++++++--
test-suite/americanoption.hpp | 1 +
4 files changed, 170 insertions(+), 23 deletions(-)
commit 40e0adfe958a48619a2a01d7fefc209bb9e0444a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Nov 2022 11:30:04 +0100
Fix declaration and error message for tanh-sinh fallback
ql/math/integrals/tanhsinhintegral.hpp | 7 ++++---
1 file changed, 4 insertions(+), 3 deletions(-)
commit 4a96abc278f311c8384b2e4d42491ee354cd5d3f
Merge: 5868429ef 7258eb182
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Nov 2022 11:18:07 +0100
Replace boost::thread with std::thread (#1504)
commit 7258eb182042098ef7cf0541df26bfe27c76c9e2
Author: Jonathan Sweemer <sweemer@gmail.com>
Date: Fri, 28 Oct 2022 21:50:06 +0900
Replace boost::thread with std::thread
CMakeLists.txt | 26 +++++------------
Examples/Makefile.am | 2 +-
acinclude.m4 | 69 +++++++++++++++-------------------------------
configure.ac | 16 ++---------
ql/CMakeLists.txt | 3 --
ql/auto_link.hpp | 11 --------
ql/patterns/observable.cpp | 12 ++++----
ql/patterns/observable.hpp | 41 ++++++++++++++-------------
quantlib-config.in | 2 +-
quantlib.pc.in | 2 +-
test-suite/Makefile.am | 4 +--
test-suite/observable.cpp | 33 +++++++++++-----------
12 files changed, 79 insertions(+), 142 deletions(-)
commit 5868429ef3b0e1f0224016b1bcf14345e1e8642c
Merge: 7876651df 2f5650e0c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 2 Nov 2022 23:41:27 +0100
Add workaround for GCC bug (#1511)
commit 2f5650e0cf0a0aee22556feeaaa4854354293d42
Author: Jonathan Sweemer <sweemer@gmail.com>
Date: Tue, 1 Nov 2022 12:10:44 +0900
Add workaround for GCC bug
ql/patterns/singleton.hpp | 23 ++++++++++++++++++++---
1 file changed, 20 insertions(+), 3 deletions(-)
commit 7876651df25b6efc91582c19a8e2446afe300eae
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 2 Nov 2022 11:34:50 +0100
Disable high-precision engine if not available
Examples/EquityOption/EquityOption.cpp | 5 +++++
1 file changed, 5 insertions(+)
commit 608a9c2323cec7609d05134ac030735590252899
Merge: d2f413940 821f1a10f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 1 Nov 2022 17:15:45 +0100
Add full tests and nondefault tests to weekly schedule (#1508)
commit d2f413940ada8a622ddddbfc4a941ad3151cfbd5
Merge: 7fa23eea8 3ca376438
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 1 Nov 2022 17:14:53 +0100
avoid bug in early versions of tanh_sinh implementation (#1507)
commit 821f1a10f6b1ad199f7a24e55c973af7a4e8f77e
Author: Jonathan Sweemer <sweemer@gmail.com>
Date: Tue, 1 Nov 2022 21:33:16 +0900
Add full tests and nondefault tests to weekly schedule
.github/workflows/linux-full-tests.yml | 5 ++++-
.github/workflows/linux-nondefault.yml | 5 ++++-
.github/workflows/macos-nondefault.yml | 5 ++++-
3 files changed, 12 insertions(+), 3 deletions(-)
commit 3ca376438ca7ae600abec5813abba9e785d21e04
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 1 Nov 2022 13:07:20 +0100
avoid bug in early versions of tanh_sinh implementation
ql/math/integrals/tanhsinhintegral.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 7fa23eea8097fcf37ad8ef915a2ed34ef4e4f8e6
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Tue, 1 Nov 2022 01:15:09 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 3e74b288798103072d074b5bddaa50a90bd24eb9
Merge: 88a7cc8ba 2a2e4f100
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 1 Nov 2022 02:14:48 +0100
QD+ fixed point American option engine (#1495)
commit 2a2e4f100cd14b5e65ba44d443383590d2366953
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 1 Nov 2022 00:02:16 +0100
Add to equity option example
Examples/EquityOption/EquityOption.cpp | 43 +++++++++++++++++++++++++++++-----
1 file changed, 37 insertions(+), 6 deletions(-)
commit babf9e562a31164462a911516054bc51cf270568
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 31 Oct 2022 23:53:36 +0100
Move factory methods to engine
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 38 +++++++++++++-----------
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 14 ++++-----
test-suite/americanoption.cpp | 4 +--
3 files changed, 27 insertions(+), 29 deletions(-)
commit 71c6b4d18671ab631928ebbc0286b01d89311808
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 28 Oct 2022 13:13:46 +0200
Format documentation
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 34 +++++++++++-------------
1 file changed, 16 insertions(+), 18 deletions(-)
commit 88a7cc8ba874a4352074ed8502eb82f9ce1e4ce9
Merge: df42c2adb 26e4678d9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 28 Oct 2022 12:16:33 +0200
Check and retrieve inflation fixings on first day of inflation period (#1503)
commit 7ddb55c0f1ee59e0a1f37a67d0ef7efdd80519cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 28 Oct 2022 12:06:39 +0200
Avoid static data members
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 21 ++++++---------------
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 4 ----
2 files changed, 6 insertions(+), 19 deletions(-)
commit 4b91f445eb7bb1bc588d64e0a4dd74f7e1430a13
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 28 Oct 2022 11:38:16 +0200
Move documentation to the correct class
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 65 ++++++++++------------
ql/pricingengines/vanilla/qdplusamericanengine.hpp | 26 +++++----
2 files changed, 43 insertions(+), 48 deletions(-)
commit f2e107bad529bb5b9facc581a3b250644e603fd5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 28 Oct 2022 11:20:47 +0200
Clear executable bit
ql/math/integrals/gaussianquadratures.hpp | 0
1 file changed, 0 insertions(+), 0 deletions(-)
commit df42c2adbc6b9f964edd67e7d43e9544d0c6a73d
Merge: 4c5833ae8 38da65f84
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Oct 2022 19:41:53 +0200
Use fixing date correctly in inflation caplet (#1502)
commit 26e4678d9e3645e931ebcfe24e389806fbba8813
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Oct 2022 18:06:26 +0200
Relax condition on observation lag
ql/instruments/zerocouponinflationswap.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 84e451dc985d203dfa9d1eef48a18803d554828c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Oct 2022 15:41:57 +0200
Check and retrieve inflation fixings on first day of period
ql/indexes/inflationindex.cpp | 52 ++++++++++++++++++-------------------------
1 file changed, 22 insertions(+), 30 deletions(-)
commit 4c5833ae8f2ad3c4c675e1883071940ebfb2a6a0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Oct 2022 15:08:17 +0200
Run coverage only on PRs and on pushes to master
.github/workflows/coveralls.yml | 6 +++++-
1 file changed, 5 insertions(+), 1 deletion(-)
commit 38da65f849f3589fdd3107a1e6337b5384e60f5b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Oct 2022 13:17:23 +0200
Use fixing date correctly in inflation caplet
ql/cashflows/inflationcouponpricer.cpp | 11 ++++++-----
1 file changed, 6 insertions(+), 5 deletions(-)
commit d9e55201c974602303318ccfa79fbdec5c57cfe7
Merge: b942a80d4 e06ae2203
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Oct 2022 00:12:05 +0200
simplify singleton implementation (#1377)
commit e06ae2203235f3d0c0b0c6c2bc28381f74649c38
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 26 Oct 2022 18:39:02 +0200
Update documentation
Docs/pages/config.docs | 8 --------
1 file changed, 8 deletions(-)
commit 88cf055ab690bec196f18d91c894ce1ae25e2866
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 26 Oct 2022 18:37:45 +0200
Remove reference to obsolete cmake option
CMakeLists.txt | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 64fe40ef2b901f17428eeb9052527bb7988fb9bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 26 Oct 2022 18:30:21 +0200
Update CI matrix
.github/workflows/linux-full-tests.yml | 9 ---------
.github/workflows/linux-nondefault.yml | 2 +-
.github/workflows/linux.yml | 10 ----------
3 files changed, 1 insertion(+), 20 deletions(-)
commit 40af9c13b8317e6de7129a01751cbfd4f6cf833b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 26 Oct 2022 18:26:55 +0200
Restore unused typedef for compatibility
ql/patterns/singleton.hpp | 20 +++++++++++++++++++-
1 file changed, 19 insertions(+), 1 deletion(-)
commit 95ad0028b7dc262a7b3886a3e33a3c85bfc99a27
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 26 Oct 2022 16:57:23 +0200
Add missing include
ql/patterns/singleton.hpp | 1 +
1 file changed, 1 insertion(+)
commit 90fe9d2b6aa3b948a1d9db647c33c71233e9c153
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 26 Oct 2022 16:50:22 +0200
Cleanup comments and included headers
ql/patterns/singleton.hpp | 24 +++++++++++++++---------
1 file changed, 15 insertions(+), 9 deletions(-)
commit b942a80d4401513414e4942cc11226d2efb4f44d
Merge: a9fa1efc0 5a8b7f8de
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 20:04:39 +0200
Remove features deprecated in version 1.24 (#1501)
commit a9fa1efc04b052d6f1b82f7ef315addf5e3883d1
Merge: ff8e034bc 1f8729cd1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 19:06:31 +0200
init member in ExchangeRate default constructor (#1497)
commit 5a8b7f8de52103b6844dba34d51436ac5412469d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 16:55:45 +0200
Avoid warning in gcc
ql/cashflows/inflationcouponpricer.hpp | 1 +
1 file changed, 1 insertion(+)
commit 3ab1272f0ea3fc7056e2fdc8227121ab0a31dbdb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 15:12:18 +0200
Deprecate now unused data member
ql/cashflows/cpicouponpricer.cpp | 8 +++-----
ql/cashflows/inflationcouponpricer.cpp | 8 +++-----
ql/cashflows/inflationcouponpricer.hpp | 10 ++++++++--
3 files changed, 14 insertions(+), 12 deletions(-)
commit 1b460a318b473569186296194d5ac89eba661f94
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 13:36:13 +0200
Remove deprecated static methods from IborCoupon
ql/cashflows/iborcoupon.cpp | 12 ------------
ql/cashflows/iborcoupon.hpp | 12 ------------
2 files changed, 24 deletions(-)
commit 0e34afb68a71352c26520831aed39bdba70365ca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 13:28:08 +0200
Remove deprecated nominalTermStructure method from inflation curves
ql/cashflows/cpicouponpricer.cpp | 9 +-------
ql/cashflows/inflationcouponpricer.cpp | 9 +-------
ql/instruments/makeyoyinflationcapfloor.cpp | 15 ++-----------
.../inflation/inflationcapfloorengines.cpp | 14 +++---------
ql/termstructures/inflation/inflationhelpers.cpp | 15 +++----------
ql/termstructures/inflationtermstructure.hpp | 25 ----------------------
6 files changed, 10 insertions(+), 77 deletions(-)
commit 0fa7abaffe2bc8fd613e222bc93a44cf8d48c249
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 12:58:34 +0200
Remove deprecated static data members from Money class
ql/money.cpp | 4 ----
ql/money.hpp | 10 ----------
2 files changed, 14 deletions(-)
commit c5f1d929f3bedff3b7cd3b69161d12a91a5813a0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 12:54:32 +0200
Remove UnitedStates constructor without an explicit market
ql/time/calendars/unitedstates.hpp | 7 -------
1 file changed, 7 deletions(-)
commit d697b5048d08051d159ed44deb9e6e398f866833
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 12:49:15 +0200
Remove deprecated data member
ql/models/calibrationhelper.hpp | 8 --------
1 file changed, 8 deletions(-)
commit e516865dfcbfd5dc2a0fec0c3e7f99c334571352
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 12:33:33 +0200
Remove deprecated CrossCurrencyBasisSwapRateHelper typedef
ql/experimental/termstructures/crosscurrencyratehelpers.hpp | 7 -------
1 file changed, 7 deletions(-)
commit 43380185a646ca917525cc169e698fb98d8a9b3b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Oct 2022 12:29:49 +0200
Remove deprecated RiskyBond classes
QuantLib.vcxproj | 1 -
QuantLib.vcxproj.filters | 11 +-
ql/CMakeLists.txt | 1 -
ql/experimental/credit/Makefile.am | 3 +-
ql/experimental/credit/all.hpp | 1 -
ql/experimental/credit/riskybond.cpp | 300 -----------------------------------
ql/experimental/credit/riskybond.hpp | 203 +-----------------------
7 files changed, 9 insertions(+), 511 deletions(-)
commit ff8e034bcb474859a7c9d23a6210befa4eb78214
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Apr 2021 16:25:45 +0200
Set version to 1.29-dev.
CMakeLists.txt | 6 +++---
configure.ac | 2 +-
ql/version.hpp | 4 ++--
3 files changed, 6 insertions(+), 6 deletions(-)
commit 1619ff4d9a2fefbd59316a660ee28cde4924f1f9
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date: Wed, 19 Oct 2022 08:41:08 +0700
Add indexFixing method to indexed cashflows
ql/cashflows/cpicoupon.cpp | 9 +++++++++
ql/cashflows/cpicoupon.hpp | 2 ++
ql/cashflows/indexedcashflow.hpp | 2 ++
3 files changed, 13 insertions(+)
commit 5f461d5eddafae57587734157c0f79fc021cc829
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 18 Oct 2022 21:36:36 +0200
make the error message for the double-boundary case more explicit
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 3 +++
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 4 ++--
2 files changed, 5 insertions(+), 2 deletions(-)
commit 1f8729cd12d61e65564d8cfafc605e59d471013b
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Sun, 16 Oct 2022 14:38:18 +0200
init member in default constructor
ql/exchangerate.hpp | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
commit 395252e447c621649a02812b181ab9ac9c91589b
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 11 Oct 2022 20:46:38 +0200
performance tuning
ql/math/interpolations/lagrangeinterpolation.hpp | 16 +++++++----
test-suite/interpolations.cpp | 36 ++++++++++++++++++------
2 files changed, 38 insertions(+), 14 deletions(-)
commit 0c47b06b9ef7304f4bb1c556965e821c774ab4a7
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 9 Oct 2022 21:20:11 +0200
better iteration start value for QD+ approximation
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 4 ++--
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 2 +-
2 files changed, 3 insertions(+), 3 deletions(-)
commit c1a9ad829b4fb195b3cac5cb3a00bbaa1c428c11
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 9 Oct 2022 17:01:16 +0200
fixed one argument constructor
ql/math/interpolations/chebyshevinterpolation.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit cb61a1635c472c11fd4df321bafa430a7371b1c1
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 9 Oct 2022 05:35:42 +0200
clean-up
QuantLib.vcxproj.filters | 8 ++++----
ql/math/integrals/gaussianquadratures.hpp | 2 +-
ql/math/interpolations/chebyshevinterpolation.hpp | 2 +-
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 10 +---------
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 6 +++---
test-suite/americanoption.cpp | 9 +--------
6 files changed, 11 insertions(+), 26 deletions(-)
commit dc32deac83900dde6f91449837710a77f9e02a22
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 13 Sep 2022 21:25:05 +0200
-
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 1 -
1 file changed, 1 deletion(-)
commit e0b30beb6340d41b641de789017ed3b9279432bb
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 13 Sep 2022 21:17:05 +0200
fixed single header build
ql/pricingengines/vanilla/qdplusamericanengine.hpp | 1 +
1 file changed, 1 insertion(+)
commit bc9a08dbe7320c9f6736a57e2de82bc6389264f1
Merge: 77edcb071 aa3315b30
Author: Klaus Spanderen <klaus@spanderen.de>
Date: Tue, 13 Sep 2022 20:12:40 +0200
Merge pull request #45 from klausspanderen/update-generated-headers-refs/heads/early_exercise_boundary
Update generated headers
commit aa3315b30f34cdfac366839697f48989aa44b37f
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 11 Sep 2022 20:20:24 +0000
Update generated headers
ql/math/interpolations/all.hpp | 2 +-
ql/pricingengines/vanilla/all.hpp | 3 ++-
2 files changed, 3 insertions(+), 2 deletions(-)
commit 77edcb07159e109b24007a7c8b39fb82598a7e7a
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 11 Sep 2022 22:17:33 +0200
visual studio build
QuantLib.vcxproj | 7 +++
QuantLib.vcxproj.filters | 21 +++++++
ql/math/integrals/gaussianquadratures.hpp | 2 +-
ql/math/interpolations/chebyshevinterpolation.cpp | 2 -
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 12 ++--
test-suite/americanoption.cpp | 73 +++++++++++------------
test-suite/americanoption.hpp | 1 +
7 files changed, 72 insertions(+), 46 deletions(-)
commit aa3d876a59018189fcbf06f5cc8572254be4190d
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 4 Sep 2022 19:54:57 +0200
fixed this capture
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 10 +++++-----
1 file changed, 5 insertions(+), 5 deletions(-)
commit f2cdb59c71892ad1ec19fbe7a98b5339670b99fe
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 4 Sep 2022 00:51:18 +0200
remove unused variables
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 26 ++++++++++--------------
1 file changed, 11 insertions(+), 15 deletions(-)
commit c9b4b10c7fe083f31f4e2a9433b62ef90769c322
Author: klausspanderen <klaus@spanderen.de>
Date: Sat, 3 Sep 2022 23:27:32 +0200
.
ql/math/integrals/gaussianquadratures.hpp | 4 +
ql/math/interpolations/chebyshevinterpolation.cpp | 6 +-
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 324 ++++++---------------
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 5 +-
test-suite/americanoption.cpp | 28 +-
5 files changed, 117 insertions(+), 250 deletions(-)
commit c5ed738866b06ebadef934dc5044310f49e54d17
Author: klausspanderen <klaus@spanderen.de>
Date: Thu, 1 Sep 2022 21:31:37 +0200
use equation interface
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 488 +++++++++++++----------
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 9 -
2 files changed, 277 insertions(+), 220 deletions(-)
commit 92e39662e47b6b56b5772c279580d5cc23165a1b
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 29 Aug 2022 22:06:06 +0200
first light from fixed point equation interface
ql/math/interpolations/chebyshevinterpolation.cpp | 8 +-
ql/math/interpolations/chebyshevinterpolation.hpp | 6 +-
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 287 ++++++++++++++--------
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 9 +-
test-suite/americanoption.cpp | 19 +-
test-suite/interpolations.cpp | 36 ++-
test-suite/interpolations.hpp | 2 +
7 files changed, 238 insertions(+), 129 deletions(-)
commit d718a86d706ba58ad0235dccde620fb520f051ef
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 21 Aug 2022 11:32:28 +0200
fixed unused this capture
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 11 +++++------
1 file changed, 5 insertions(+), 6 deletions(-)
commit 9c84b7ded1a5cea54d88918fb0e4daea07280628
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 21 Aug 2022 04:06:15 +0200
implemented FP-B
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 222 +++++++++++++++--
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 18 +-
test-suite/americanoption.cpp | 298 +++++++++++++++++++----
test-suite/americanoption.hpp | 6 +-
4 files changed, 470 insertions(+), 74 deletions(-)
commit aaebf31edc02c6c9ed6b10070e68c9fea384e7cb
Author: klausspanderen <klaus@spanderen.de>
Date: Sat, 20 Aug 2022 13:55:51 +0200
small performance improvements
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 92 ++++++++++++++++++----
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 50 +++++++++++-
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 3 +
3 files changed, 126 insertions(+), 19 deletions(-)
commit a7e4328574dd6d986ecd5201a4e163d9c00e003a
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 17 Aug 2022 23:18:27 +0200
fixed c++20 compilation
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
commit 8cbd6cc60e7500d6c0943482ba8a3d52d4cca3d3
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 17 Aug 2022 00:58:02 +0200
fixed compilation
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 2 ++
test-suite/americanoption.cpp | 2 +-
2 files changed, 3 insertions(+), 1 deletion(-)
commit 9a6f668b32040b5e5791093a74ab5d43edd75e68
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 16 Aug 2022 23:50:27 +0200
fixed point engine, only fp-a scheme
ql/math/interpolations/chebyshevinterpolation.cpp | 5 +
ql/math/interpolations/chebyshevinterpolation.hpp | 1 +
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 258 +++++++++++++++++++-
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 68 ++++--
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 262 +++++++++++----------
ql/pricingengines/vanilla/qdplusamericanengine.hpp | 69 ++++--
test-suite/americanoption.cpp | 59 +++--
test-suite/americanoption.hpp | 1 +
8 files changed, 540 insertions(+), 183 deletions(-)
commit 446ac3d301da9f869936002ae010fbe0beab5978
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 15:25:05 +0200
fixed file extensions
ql/pricingengines/vanilla/Makefile.am | 7 +++----
1 file changed, 3 insertions(+), 4 deletions(-)
commit e465c246a47036be0c74669cd4cd4fb3cbdee126
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 15:22:16 +0200
fixed tab
ql/pricingengines/vanilla/Makefile.am | 73 ++++++++++++++++++-----------------
1 file changed, 37 insertions(+), 36 deletions(-)
commit f946b877375791884913dd9099004ce066cc54b0
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 14:48:36 +0200
removed white spaces
ql/pricingengines/vanilla/Makefile.am | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 1e513fb1be2b51f883d9606c6e6604ee8a5c1577
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 14:37:16 +0200
now with empty action caches
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit eff49b61504f28ba1a486f0373400c4f299ab1e7
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 13:56:15 +0200
.
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 9200c6f9a82a626106bf019f9c8aa5405df50823
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 13:44:46 +0200
.
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 09972519d2e1ed5ea9ca30ccbd833f0d6ff8a446
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 13:33:14 +0200
.
.github/workflows/sanitizer.yml | 4 ++--
ql/CMakeLists.txt | 4 ++++
ql/cashflows/cmscoupon.cpp | 3 ++-
.../marketmodels/products/multistep/callspecifiedmultiproduct.cpp | 4 ++--
.../marketmodels/products/pathwise/pathwiseproductcallspecified.cpp | 4 ++--
5 files changed, 12 insertions(+), 7 deletions(-)
commit 4f8b198854423c6887b5ee0317d2523177c17ae1
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 13:16:00 +0200
.
CMakeLists.txt | 10 ++++++++--
1 file changed, 8 insertions(+), 2 deletions(-)
commit 6e631070912bfb0b5aaf6b90719903ab74c81ece
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 26 Jul 2022 13:09:10 +0200
.
ql/math/integrals/gaussianquadratures.cpp | 25 ++++++++++
ql/math/integrals/gaussianquadratures.hpp | 24 +++++++++
ql/pricingengines/vanilla/Makefile.am | 66 ++++++++++++-------------
test-suite/americanoption.cpp | 82 ++++++++++++++++++++++++-------
test-suite/americanoption.hpp | 1 +
test-suite/integrals.cpp | 38 ++++++++++++++
test-suite/integrals.hpp | 3 ++
7 files changed, 188 insertions(+), 51 deletions(-)
commit 31e3dee4f7ce9f611468e88ea0050be782d7ccaa
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 25 Jul 2022 16:01:52 +0200
.
ql/CMakeLists.txt | 2 ++
ql/pricingengines/vanilla/Makefile.am | 6 ++++--
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 2 +-
3 files changed, 7 insertions(+), 3 deletions(-)
commit 5a456d684d30574500acebdafa74939d1b961da4
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 25 Jul 2022 14:05:14 +0200
first stub for new fixed point engine
ql/pricingengines/vanilla/all.hpp | 3 +-
ql/pricingengines/vanilla/qdfpamericanengine.cpp | 39 +++++++++++
ql/pricingengines/vanilla/qdfpamericanengine.hpp | 80 ++++++++++++++++++++++
ql/pricingengines/vanilla/qdplusamericanengine.cpp | 4 +-
ql/pricingengines/vanilla/qdplusamericanengine.hpp | 15 +++-
5 files changed, 136 insertions(+), 5 deletions(-)
commit 2d48d15446c3b31e5557260ac9ddc25ffb0fc3cc
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 25 Jul 2022 11:27:22 +0200
rename qr in qd
ql/CMakeLists.txt | 4 +-
ql/math/interpolations/chebyshevinterpolation.cpp | 69 +++++++++++-----------
ql/math/interpolations/chebyshevinterpolation.hpp | 28 +++++----
...americanengine.cpp => qdplusamericanengine.cpp} | 26 ++++----
...americanengine.hpp => qdplusamericanengine.hpp} | 8 +--
test-suite/americanoption.cpp | 62 +++++++++----------
test-suite/americanoption.hpp | 6 +-
test-suite/interpolations.cpp | 37 ++++++++++++
test-suite/interpolations.hpp | 1 +
9 files changed, 142 insertions(+), 99 deletions(-)
commit 00735ab16c3ee77f0edda8310c8c6d9615fda68a
Author: Oleg Kulkov <oleg.kulkov@gmail.com>
Date: Fri, 22 Jul 2022 23:20:54 +0200
removed check for increasing notionals as there are bonds with draw downs
ql/instruments/bond.cpp | 2 --
1 file changed, 2 deletions(-)
commit 680c2929e0f74e360e966fa1c169e6afdae6e81a
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Wed, 13 Jul 2022 13:05:21 +0100
Adding ccache compiler launcher to CMake preset instead
.github/workflows/cmake.yml | 2 +-
CMakePresets.json | 1 +
2 files changed, 2 insertions(+), 1 deletion(-)
commit dffd8b27520ee2e73922992ae70dfdcebcf4cc14
Author: Xcelerit Dev Team <github@xcelerit.com>
Date: Wed, 13 Jul 2022 08:43:21 +0100
Migrating to ninja generator with CMake
.github/workflows/cmake.yml | 56 +++++++++++++++++++++++++++++++--------------
CMakePresets.json | 14 ++++++++----
2 files changed, 48 insertions(+), 22 deletions(-)
commit 88a93877db5c7787adb6b141c1c6ee818e328e70
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 11 Jul 2022 03:00:32 +0200
fixed g++4.8 build
test-suite/americanoption.cpp | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
commit 11ec0aa9ef64d2edaaf725814f86904d3ca6e7b3
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 11 Jul 2022 02:11:35 +0200
fixed testcases
ql/pricingengines/vanilla/qrplusamericanengine.cpp | 2 +-
test-suite/americanoption.cpp | 50 +++++++++++-----------
2 files changed, 26 insertions(+), 26 deletions(-)
commit 5e05f57b997876531e5e8bdbd0640c842f8642f3
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 11 Jul 2022 01:46:00 +0200
improve root finding
ql/pricingengines/vanilla/qrplusamericanengine.cpp | 47 ++++++------
ql/pricingengines/vanilla/qrplusamericanengine.hpp | 3 +-
test-suite/americanoption.cpp | 89 +++++++++++-----------
3 files changed, 72 insertions(+), 67 deletions(-)
commit 549bf21e11ed6cb57807a0bc5e526e1dc445a6d0
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 10 Jul 2022 12:52:04 +0200
.
ql/pricingengines/vanilla/qrplusamericanengine.cpp | 212 +++++++++++++++++----
1 file changed, 175 insertions(+), 37 deletions(-)
commit 2c92771ac44ca13cbaf732b0019372678912924e
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 10 Jul 2022 12:15:09 +0200
finished qr plus engine
ql/math/integrals/tanhsinhintegral.hpp | 8 +-
ql/pricingengines/vanilla/qrplusamericanengine.hpp | 22 +-
test-suite/americanoption.cpp | 352 ++++++++++++++++++---
test-suite/americanoption.hpp | 1 +
4 files changed, 328 insertions(+), 55 deletions(-)
commit 2a5953faf37a0afc5adac3fa7dbc9f3b2bec4ac2
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 1 Jun 2022 20:58:15 +0200
C++20 compliant this capture
ql/pricingengines/vanilla/qrplusamericanengine.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 6b1a7fb4f254f25caa934ccac6686788296e29a2
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 1 Jun 2022 19:08:27 +0200
removed square<Real>()
ql/pricingengines/vanilla/qrplusamericanengine.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit e516f7e39728601a380341e9ed6ea04f341b730e
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 1 Jun 2022 07:33:05 +0200
added QR analytic American engine
ql/math/integrals/tanhsinhintegral.hpp | 5 +++--
ql/pricingengines/vanilla/qrplusamericanengine.cpp | 6 +++---
2 files changed, 6 insertions(+), 5 deletions(-)
commit 339545aee793126ed79bd54186724d94dd89b41b
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Wed, 11 May 2022 16:59:33 +0200
remove sessionId() declaration
.github/workflows/linux-full-tests.yml | 2 +-
.github/workflows/linux-nondefault.yml | 2 +-
.github/workflows/linux.yml | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit f2a311d1ef303932f56cb0a883af1d6b08a48752
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Wed, 11 May 2022 16:57:40 +0200
Revert "remove sessionId from github workflows"
This reverts commit 2c11a510ccbeb3e2f6d42877fa8f0d85f92e49be.
.github/workflows/linux-full-tests.yml | 6 +++++-
.github/workflows/linux-nondefault.yml | 3 ++-
.github/workflows/linux.yml | 6 +++++-
3 files changed, 12 insertions(+), 3 deletions(-)
commit 2c11a510ccbeb3e2f6d42877fa8f0d85f92e49be
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Wed, 11 May 2022 15:41:58 +0200
remove sessionId from github workflows
.github/workflows/linux-full-tests.yml | 6 +-----
.github/workflows/linux-nondefault.yml | 3 +--
.github/workflows/linux.yml | 6 +-----
3 files changed, 3 insertions(+), 12 deletions(-)
commit 558d2b3f4756a71f796848829c4d6cbfdc9dd98a
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 11 May 2022 10:42:46 +0200
.
CMakeLists.txt | 2 +-
ql/CMakeLists.txt | 2 +
ql/math/interpolations/chebyshevinterpolation.hpp | 3 -
ql/pricingengines/vanilla/Makefile.am | 6 +-
ql/pricingengines/vanilla/qrplusamericanengine.cpp | 236 +++++++++++++++++++++
ql/pricingengines/vanilla/qrplusamericanengine.hpp | 63 ++++++
test-suite/americanoption.cpp | 137 +++++++++++-
test-suite/americanoption.hpp | 2 +
8 files changed, 444 insertions(+), 7 deletions(-)
commit cd3986b11b6717cb1383ac642d4743a9ab1c50d4
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Wed, 11 May 2022 09:13:13 +0200
update description of singleton
ql/patterns/singleton.hpp | 25 +++++++++----------------
1 file changed, 9 insertions(+), 16 deletions(-)
commit b2cceec6e1ef4e4e71d5efbcb14233b8b7c3ae8a
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Wed, 11 May 2022 08:41:40 +0200
update examples
Examples/BasketLosses/BasketLosses.cpp | 6 ------
Examples/BermudanSwaption/BermudanSwaption.cpp | 9 ---------
Examples/Bonds/Bonds.cpp | 9 ---------
Examples/CDS/CDS.cpp | 7 -------
Examples/CVAIRS/CVAIRS.cpp | 8 --------
Examples/CallableBonds/CallableBonds.cpp | 7 -------
Examples/ConvertibleBonds/ConvertibleBonds.cpp | 9 ---------
Examples/DiscreteHedging/DiscreteHedging.cpp | 9 ---------
Examples/EquityOption/EquityOption.cpp | 9 ---------
Examples/FRA/FRA.cpp | 8 --------
Examples/FittedBondCurve/FittedBondCurve.cpp | 6 ------
Examples/Gaussian1dModels/Gaussian1dModels.cpp | 8 --------
Examples/GlobalOptimizer/GlobalOptimizer.cpp | 8 --------
Examples/LatentModel/LatentModel.cpp | 9 ---------
Examples/MarketModels/MarketModels.cpp | 9 ---------
Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp | 9 ---------
Examples/MultidimIntegral/MultidimIntegral.cpp | 8 --------
Examples/Replication/Replication.cpp | 8 --------
Examples/Repo/Repo.cpp | 8 --------
19 files changed, 154 deletions(-)
commit 7891fb41fff24d03aa8f12d0c513aa539571542a
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Wed, 11 May 2022 08:41:01 +0200
update build system
Examples/CMakeLists.txt | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
commit 2bc4a2977ed958cf3fbc6b55adf66a7318abe201
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Wed, 11 May 2022 08:39:57 +0200
update build system
CMakeLists.txt | 5 ++---
configure.ac | 16 ----------------
ql/auto_link.hpp | 2 +-
ql/config.hpp.cfg | 1 -
ql/userconfig.hpp | 8 --------
test-suite/CMakeLists.txt | 6 ++----
test-suite/quantlibbenchmark.cpp | 6 ------
test-suite/quantlibtestsuite.cpp | 8 --------
8 files changed, 5 insertions(+), 47 deletions(-)
commit 738c9677bef93b0c150255b4f02d515a4b4c802b
Author: Peter Caspers <peter.caspers@acadia.inc>
Date: Tue, 10 May 2022 15:35:28 +0200
simplify singleton implementation
ql/patterns/singleton.hpp | 114 ++++------------------------------------------
1 file changed, 8 insertions(+), 106 deletions(-)
commit 6a66a29a78d804c3cfd1061b645122c628e9313e
Author: klausspanderen <klaus@spanderen.de>
Date: Sat, 9 Apr 2022 20:24:45 +0200
test call put parity for American option
test-suite/americanoption.cpp | 92 ++++++++++++++++++++++++++++++++++
test-suite/americanoption.hpp | 1 +
test-suite/fdheston.cpp | 112 ++++++++++++++++++++++++++++++++++++++++++
test-suite/fdheston.hpp | 1 +
4 files changed, 206 insertions(+)
commit 643e69bdfe047aac91559c4d892a7e8e20955119
Author: klausspanderen <klaus@spanderen.de>
Date: Thu, 7 Apr 2022 00:04:04 +0200
fixed single file compilation
ql/math/integrals/tanhsinhintegral.hpp | 1 +
1 file changed, 1 insertion(+)
commit 179eda7ae360fb546719b92325eb9c79237b2000
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 6 Apr 2022 23:08:00 +0200
fixed build
ql/math/Makefile.am | 2 +-
ql/math/interpolations/Makefile.am | 9 ++++-----
2 files changed, 5 insertions(+), 6 deletions(-)
commit 154919949d5e19b26356ee079cf0fd15d1610189
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 6 Apr 2022 22:40:05 +0200
add chebyshev interpolation make file
CMakeLists.txt | 2 ++
ql/math/Makefile.am | 1 +
2 files changed, 3 insertions(+)
commit ffe53ca373794ef7f8b7b17c0f6aa977e83fac41
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 5 Apr 2022 21:10:31 +0200
.
ql/CMakeLists.txt | 3 +
ql/math/integrals/Makefile.am | 1 +
ql/math/integrals/all.hpp | 1 +
ql/math/integrals/tanhsinhintegral.hpp | 85 +++++++++++++++++++++++
ql/math/interpolations/Makefile.am | 26 +++++++
ql/math/interpolations/all.hpp | 1 +
ql/math/interpolations/chebyshevinterpolation.cpp | 73 +++++++++++++++++++
ql/math/interpolations/chebyshevinterpolation.hpp | 60 ++++++++++++++++
test-suite/integrals.cpp | 13 ++++
test-suite/integrals.hpp | 1 +
test-suite/interpolations.cpp | 42 +++++++++++
test-suite/interpolations.hpp | 1 +
12 files changed, 307 insertions(+)
commit 0bb5f1e5d3a074a37f41c6bed5e9e175f8aafb20
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sun, 3 Oct 2021 23:14:34 +0200
Prevent (weird !?) -Werror=deprecated-declarations error for gcc compilers
ql/indexes/inflationindex.cpp | 5 +++++
1 file changed, 5 insertions(+)
commit acb130cba7c7aef7936fed3aa52651f3bfbcc248
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sun, 3 Oct 2021 19:09:59 +0200
small enhancements
ql/indexes/inflationindex.cpp | 12 +++++-------
ql/indexes/inflationindex.hpp | 18 ++++++------------
2 files changed, 11 insertions(+), 19 deletions(-)
commit c86250cd9ec9057a9b6326fc11e0ad9d77fa14e5
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 2 Oct 2021 17:00:16 +0200
fixed -Werror,-Wreorder
ql/indexes/inflationindex.cpp | 8 +++-----
ql/indexes/inflationindex.hpp | 2 +-
2 files changed, 4 insertions(+), 6 deletions(-)
commit 6fbb5062fa7430d934b91861367d9c8f45e81250
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 2 Oct 2021 16:47:28 +0200
Reverted clang format changes for better comparison.
ql/cashflows/cpicoupon.cpp | 154 ++++++++++----------
ql/cashflows/cpicoupon.hpp | 47 +++---
.../inflation/cpicapfloortermpricesurface.cpp | 1 +
ql/experimental/inflation/genericindexes.hpp | 68 +++++----
ql/indexes/inflationindex.cpp | 160 +++++++++++----------
ql/indexes/inflationindex.hpp | 52 ++++---
ql/instruments/cpicapfloor.cpp | 30 ++--
ql/termstructures/inflation/inflationhelpers.cpp | 2 +-
test-suite/inflationcapfloor.cpp | 2 +
test-suite/inflationcpibond.cpp | 1 +
test-suite/inflationcpicapfloor.cpp | 1 +
test-suite/inflationcpiswap.cpp | 1 +
12 files changed, 295 insertions(+), 224 deletions(-)
commit 78e7537d6728706a87dea5afad9bb45a0b3b9f31
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sun, 28 Feb 2021 18:51:16 +0100
Own QL_DEPRECATED_[DIS|EN]ABLE_WARNING_III macros to find places I am wroking on...
ql/indexes/inflationindex.hpp | 30 ++++-----
ql/qldefines.hpp | 121 +++++++++++++++---------------------
test-suite/inflation.cpp | 4 +-
test-suite/inflationcapfloor.cpp | 4 +-
test-suite/inflationcpibond.cpp | 4 +-
test-suite/inflationcpicapfloor.cpp | 12 ++--
test-suite/inflationcpiswap.cpp | 8 +--
7 files changed, 81 insertions(+), 102 deletions(-)
commit 8b1ecc0635a960b89acf68a3931fc0850a5dd1b3
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 27 Feb 2021 15:37:11 +0100
Used PR #1055 in advance...
ql/indexes/inflationindex.hpp | 31 ----------
ql/qldefines.hpp | 134 +++++++++++++++++++++++++++---------------
2 files changed, 88 insertions(+), 77 deletions(-)
commit 24c01e8ab50209a4a0b5d8446dc4f4a5bf83d699
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 18:10:24 +0100
Avoid deprecated warnings.
ql/instruments/zerocouponinflationswap.cpp | 6 ++++++
ql/termstructures/inflation/inflationhelpers.cpp | 4 ++++
2 files changed, 10 insertions(+)
commit 308ce7bf3012124ab839da6222fd7846ae795ae6
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 17:02:02 +0100
Minor changes
ql/indexes/inflationindex.cpp | 6 +++---
ql/instruments/cpicapfloor.cpp | 1 +
2 files changed, 4 insertions(+), 3 deletions(-)
commit c68cf714905c3bb663cb239000f68180e1a87d33
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 17:00:41 +0100
Reverted changes
ql/instruments/zerocouponinflationswap.cpp | 93 ++++++------------
ql/instruments/zerocouponinflationswap.hpp | 41 +++-----
ql/termstructures/inflation/inflationhelpers.cpp | 116 +++++++++++------------
ql/termstructures/inflation/inflationhelpers.hpp | 75 ++++++---------
4 files changed, 126 insertions(+), 199 deletions(-)
commit 89cef04583cd60bfd4d6699ee1d2f764cf694b04
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 16:37:45 +0100
bugfix
ql/instruments/cpicapfloor.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit edf12b298fc9d32d4e677b4c748d8449f417b11e
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 16:34:35 +0100
Added copyrights
ql/cashflows/cpicoupon.cpp | 1 +
ql/cashflows/cpicoupon.hpp | 1 +
ql/instruments/zerocouponinflationswap.cpp | 1 +
ql/instruments/zerocouponinflationswap.hpp | 1 +
ql/termstructures/inflation/inflationhelpers.cpp | 1 +
ql/termstructures/inflation/inflationhelpers.hpp | 1 +
6 files changed, 6 insertions(+)
commit f5a41ffc64bcaa942b754df52c89b89f8302ae02
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 15:45:36 +0100
Disabled deprecated warning.
ql/experimental/inflation/cpicapfloortermpricesurface.cpp | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit 849abd7f3da03e2bedc8506336bea7dc0415e9aa
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 15:41:38 +0100
CPI::InterpolationType is specific to CPICoupon based intruments.
ql/cashflows/cpicoupon.cpp | 218 +++++++++++++++++++++---------------------
ql/cashflows/cpicoupon.hpp | 33 +++++++
ql/indexes/inflationindex.cpp | 14 ---
ql/indexes/inflationindex.hpp | 45 ---------
4 files changed, 140 insertions(+), 170 deletions(-)
commit 60424a0d6cb0ee15b13b5ade2eb58cfc0c480de0
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 15:30:33 +0100
Reverted to master
.../inflation/cpicapfloortermpricesurface.cpp | 114 +++----
.../inflation/cpicapfloortermpricesurface.hpp | 338 ++++++++-------------
2 files changed, 173 insertions(+), 279 deletions(-)
commit b75d5db265409ad778eb4c2923617dbd0e14f065
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 26 Feb 2021 15:20:02 +0100
ZeroCouponInflationSwap is not CPI
ql/instruments/zerocouponinflationswap.cpp | 22 +++++++++-------------
ql/instruments/zerocouponinflationswap.hpp | 9 +++------
ql/termstructures/inflation/inflationhelpers.cpp | 14 ++++++++------
ql/termstructures/inflation/inflationhelpers.hpp | 4 ++--
4 files changed, 22 insertions(+), 27 deletions(-)
commit 1bf8a054b04960f5a781c86a3487f50dec5b54bf
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date: Thu, 25 Feb 2021 23:09:22 +0100
Added missing header file.
ql/instruments/zerocouponinflationswap.hpp | 1 +
1 file changed, 1 insertion(+)
commit bab8c96830fc28f17263f5194ce7aaeb07956f07
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date: Thu, 25 Feb 2021 22:12:19 +0100
bugfix
test-suite/inflationcpicapfloor.cpp | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit cac9ab3c1fdb30688b1a8e307eb95c8d1b677684
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 21:13:57 +0100
Disabled more deprecated warnings in testsuite.
test-suite/inflationcpicapfloor.cpp | 4 ++++
1 file changed, 4 insertions(+)
commit 9fc5696acbc17473917ccf3560df6a8389d3ccbc
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 20:30:37 +0100
Disabled more deprecated warnings in testsuite.
test-suite/inflation.cpp | 4 ++++
1 file changed, 4 insertions(+)
commit 250bdf31d95d2addbd48af3dc90122e236ff9b13
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 20:12:25 +0100
Disabled more deprecated warnings in testsuite.
test-suite/inflationcapfloor.cpp | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
commit 47d4c645adf9d7f9e8af5f0c7ead38e7ca09a836
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 20:01:41 +0100
Disabled more deprecated warnings in testsuite.
test-suite/inflationcpiswap.cpp | 4 ++++
1 file changed, 4 insertions(+)
commit b288ba3279b11fea2cc3e6d28910a3da4639bc1a
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 19:56:41 +0100
Refactored from detail::effectiveInterpolationType(...) to detail::CPI::effectiveInterpolationType(...)
.../inflation/cpicapfloortermpricesurface.cpp | 2 +-
.../inflation/cpicapfloortermpricesurface.hpp | 2 +-
ql/indexes/inflationindex.cpp | 8 +++---
ql/indexes/inflationindex.hpp | 32 ++++++++++++----------
ql/instruments/cpicapfloor.cpp | 2 +-
ql/instruments/zerocouponinflationswap.cpp | 8 ++++--
ql/termstructures/inflation/inflationhelpers.cpp | 2 +-
7 files changed, 30 insertions(+), 26 deletions(-)
commit fa0186617f25279fd2de09d55d6fe4444625a632
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 19:38:18 +0100
Disabled more deprecated warnings in testsuite.
ql/indexes/inflationindex.hpp | 2 ++
test-suite/inflationcpibond.cpp | 4 ++++
test-suite/inflationcpicapfloor.cpp | 8 ++++++++
test-suite/inflationcpiswap.cpp | 4 ++++
4 files changed, 18 insertions(+)
commit 38df7a95a92a1a9722832f87b3ca831bf02169e1
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 19:06:07 +0100
Deprecated CPICapFloorTermPriceSurface constructor because of missing CPI::InterpolationType, silently deprecated ZeroInflationIndex::isInterpolated was used.
.../inflation/cpicapfloortermpricesurface.cpp | 114 ++++---
.../inflation/cpicapfloortermpricesurface.hpp | 338 +++++++++++++--------
2 files changed, 279 insertions(+), 173 deletions(-)
commit 5704f7d45312d969b92017fb48d21b69482cc5ad
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 18:46:50 +0100
Deprecated ZeroCouponInflationSwapHelper constructor because of missing CPI::InterpolationType, silently deprecated ZeroInflationIndex::isInterpolated was used.
ql/termstructures/inflation/inflationhelpers.cpp | 113 ++++++++++++-----------
ql/termstructures/inflation/inflationhelpers.hpp | 74 +++++++++------
2 files changed, 104 insertions(+), 83 deletions(-)
commit 1445775298ca7b5bf607db2c775b7bce7b90fe8e
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 14:52:31 +0100
Deprecated ZeroCouponInflationSwap constructor because of missing CPI::InterpolationType, silently deprecated ZeroInflationIndex::isInterpolated was used.
ql/instruments/zerocouponinflationswap.cpp | 48 ++++++++++++++++++++++++++----
ql/instruments/zerocouponinflationswap.hpp | 26 ++++++++++++++++
2 files changed, 68 insertions(+), 6 deletions(-)
commit c418ecd13c13899fb026f1ef21fb0dbbd4aaf9f0
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 14:50:09 +0100
namespace detail {...} combines calls to ZeroInflationIndex::isInterpolated() and CPI::InterpolationType to get the effective type
ql/indexes/inflationindex.cpp | 15 +++++++++++++++
ql/indexes/inflationindex.hpp | 21 +++++++++++++++++++++
ql/instruments/cpicapfloor.cpp | 9 ++-------
3 files changed, 38 insertions(+), 7 deletions(-)
commit dcb158bd3a5c1bf4b95ff0a3b15aec345e9332b6
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 09:09:51 +0100
Avoid deprecated warnings.
ql/instruments/cpicapfloor.cpp | 42 +++++++++++++++++++-----------------------
1 file changed, 19 insertions(+), 23 deletions(-)
commit 7d927a038252f506dd6e27d86558609eff12a266
Author: RalfKonrad <github@eckel-consulting.de>
Date: Thu, 25 Feb 2021 09:08:58 +0100
Moved 'CPI::InterpolationType' to 'inflationindex.hpp' as it is used together with it ZeroInflationIndex to set up coupons, instruments, termstructures etc. Therefore it avoids including 'cpicoupon.hpp'
ql/cashflows/cpicoupon.hpp | 24 ------------------------
ql/indexes/inflationindex.hpp | 25 ++++++++++++++++++++++++-
2 files changed, 24 insertions(+), 25 deletions(-)
commit c76eaefdcac43795814b27aa1444d1c85c2c18b4
Author: RalfKonrad <github@eckel-consulting.de>
Date: Wed, 24 Feb 2021 13:19:29 +0100
clang format first
ql/instruments/zerocouponinflationswap.cpp | 48 ++++++++++++++----------------
ql/instruments/zerocouponinflationswap.hpp | 16 +++-------
2 files changed, 26 insertions(+), 38 deletions(-)
commit 4798651308dffa8a6a954e57425449fdc95d28cb
Author: RalfKonrad <github@eckel-consulting.de>
Date: Wed, 24 Feb 2021 13:00:18 +0100
Added QL_ENABLE_CPI_ASINDEX
ql/cashflows/cpicoupon.hpp | 65 +++++++++++++++++++++++-----------------------
1 file changed, 33 insertions(+), 32 deletions(-)
commit 2f2c33bd3c6c13ed5b83524419159f3b6fdaab7b
Author: RalfKonrad <github@eckel-consulting.de>
Date: Wed, 24 Feb 2021 09:08:30 +0100
Disabled deprecated warnings.
test-suite/inflation.cpp | 14 +++++++++++++-
test-suite/inflationcpibond.cpp | 7 +++++--
test-suite/inflationcpicapfloor.cpp | 8 ++++++--
test-suite/inflationcpiswap.cpp | 7 +++++--
4 files changed, 29 insertions(+), 7 deletions(-)
commit 17d8f558a2f4197cc98627b88b35fcf010430cb4
Author: RalfKonrad <github@eckel-consulting.de>
Date: Wed, 24 Feb 2021 08:41:57 +0100
Reverted changes
test-suite/inflation.cpp | 988 ++++++++++++++++++++----------------
test-suite/inflationcpibond.cpp | 171 ++++---
test-suite/inflationcpicapfloor.cpp | 395 +++++++-------
test-suite/inflationcpiswap.cpp | 432 ++++++++--------
4 files changed, 1088 insertions(+), 898 deletions(-)
commit 980ba9aa65bc76307def9c933f9d0c7b4148b26b
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 19:10:25 +0100
Avoid deprecated warning in constructor in gcc.
ql/indexes/inflationindex.cpp | 14 +++++++++-----
1 file changed, 9 insertions(+), 5 deletions(-)
commit 7fa0566f793eddb6bfa2c2a36c3b2e02f8848217
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 14:51:06 +0100
Override YoYInflationIndex::interpolated_;
ql/indexes/inflationindex.cpp | 3 ---
ql/indexes/inflationindex.hpp | 10 +++++-----
2 files changed, 5 insertions(+), 8 deletions(-)
commit f06626f2e01ab2613f07f7259a4c711621c0f730
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 14:41:29 +0100
Initializing and deprecated does not fit together.
ql/indexes/inflationindex.cpp | 4 ++++
ql/indexes/inflationindex.hpp | 2 +-
2 files changed, 5 insertions(+), 1 deletion(-)
commit f7c53f2bca4cf77c0485a81c422d31131a42fa71
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 13:52:08 +0100
Added QL_DEPRECATED_[DIS|EN]ABLE_WARNING_III_INTERPOLATED_METHOD
ql/indexes/inflationindex.hpp | 9 +++++++++
1 file changed, 9 insertions(+)
commit f267c0927be1a307caff1723fca76b408fae9c76
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 12:50:47 +0100
Deprecated protected member bool InflationIndex::interpolated_;
ql/experimental/inflation/genericindexes.hpp | 2 ++
ql/indexes/inflation/aucpi.hpp | 2 ++
ql/indexes/inflation/euhicp.hpp | 4 ++++
ql/indexes/inflation/frhicp.hpp | 2 ++
ql/indexes/inflation/ukrpi.hpp | 2 ++
ql/indexes/inflation/uscpi.hpp | 2 ++
ql/indexes/inflation/zacpi.hpp | 4 +++-
ql/indexes/inflationindex.cpp | 27 +++++++++++++++++++-------
ql/indexes/inflationindex.hpp | 29 ++++++++++++++++++++++------
9 files changed, 60 insertions(+), 14 deletions(-)
commit 96b52d716591017715883075a975d7d2c5b6cbb6
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 10:30:11 +0100
try to fix mac os boost::make_shared deprecated error
test-suite/inflation.cpp | 24 ++++++++++++------------
test-suite/inflationcpibond.cpp | 4 ++--
test-suite/inflationcpicapfloor.cpp | 6 +++---
test-suite/inflationcpiswap.cpp | 6 +++---
4 files changed, 20 insertions(+), 20 deletions(-)
commit b20ed20fd60e7c00becfb2495c44f0d965b6ca2e
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 10:27:55 +0100
Renamed macro
ql/indexes/inflationindex.hpp | 31 ++++++++++++++++++-------------
1 file changed, 18 insertions(+), 13 deletions(-)
commit 163bd0e223e77a9a26855af160c63529747e45cd
Author: RalfKonrad <github@eckel-consulting.de>
Date: Tue, 23 Feb 2021 10:05:49 +0100
try to fix macos boost::make_shared deprecated error
test-suite/inflationcpibond.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 1d6330ea4e80e962a21e767eb11089dc3a1b9557
Author: RalfKonrad <github@eckel-consulting.de>
Date: Mon, 22 Feb 2021 20:16:59 +0100
..._SKIP_WARNING(CODE) macro does not work with gcc, only with clang and vs c++
ql/indexes/inflationindex.hpp | 11 +++--------
test-suite/inflation.cpp | 25 +++++++++++++++++++------
test-suite/inflationcpibond.cpp | 4 +++-
test-suite/inflationcpicapfloor.cpp | 4 +++-
test-suite/inflationcpiswap.cpp | 4 +++-
5 files changed, 31 insertions(+), 17 deletions(-)
commit dc0b74af647d30a8493ffd2e66e86bcaeb575187
Author: RalfKonrad <github@eckel-consulting.de>
Date: Mon, 22 Feb 2021 19:31:02 +0100
Fixed QL_DEPRECATED_SKIP_WARNING_[] macros
ql/indexes/inflationindex.hpp | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 9e25143862e2ced63a67c051a35dc686dd6de07e
Author: RalfKonrad <github@eckel-consulting.de>
Date: Mon, 22 Feb 2021 19:07:08 +0100
try QL_DEPRECATED_SKIP_WARNING_[] macros
test-suite/inflation.cpp | 12 ++++++------
test-suite/inflationcpibond.cpp | 2 +-
test-suite/inflationcpicapfloor.cpp | 2 +-
test-suite/inflationcpiswap.cpp | 2 +-
4 files changed, 9 insertions(+), 9 deletions(-)
commit 58d6db7ef9b49b7b7ebcf480add2b50d63194110
Author: RalfKonrad <github@eckel-consulting.de>
Date: Mon, 22 Feb 2021 19:06:27 +0100
Added QL_DEPRECATED_SKIP_WARNING_[] macros
ql/indexes/inflationindex.hpp | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit a98df48aad5615932c54831ff79bc91db9dadda5
Author: RalfKonrad <github@eckel-consulting.de>
Date: Mon, 22 Feb 2021 18:56:53 +0100
clang format first
test-suite/inflation.cpp | 975 ++++++++++++++++--------------------
test-suite/inflationcpibond.cpp | 165 +++---
test-suite/inflationcpicapfloor.cpp | 391 +++++++--------
test-suite/inflationcpiswap.cpp | 428 ++++++++--------
4 files changed, 875 insertions(+), 1084 deletions(-)
commit fb7b2b10e8a4129d586406d5b5bc15c197df3949
Author: RalfKonrad <github@eckel-consulting.de>
Date: Mon, 22 Feb 2021 18:40:53 +0100
Added QL_DEPRECATED_SKIP_WARNING_[] macros
ql/indexes/inflationindex.hpp | 43 ++++++++++++++++++++++++++++++++++++++++++-
1 file changed, 42 insertions(+), 1 deletion(-)
commit 14dc6d75ca1e5c5d5b934f3df12ea43805f39800
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sun, 21 Feb 2021 21:39:23 +0100
Do not inline interpolated(); to avoid deprecated warning on deprected interpolation_
ql/indexes/inflationindex.cpp | 5 ++++-
ql/indexes/inflationindex.hpp | 8 ++++----
2 files changed, 8 insertions(+), 5 deletions(-)
commit f0f760684d0dd1a32dd69629fb7785129613da57
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sun, 21 Feb 2021 21:09:13 +0100
Renamed QL_TO_BE_DEPRECATED_INTERPOLATED_INFLATION_INDEXES
ql/experimental/inflation/genericindexes.hpp | 2 +-
ql/indexes/inflation/aucpi.hpp | 2 +-
ql/indexes/inflation/euhicp.hpp | 4 ++--
ql/indexes/inflation/frhicp.hpp | 2 +-
ql/indexes/inflation/ukrpi.hpp | 2 +-
ql/indexes/inflation/uscpi.hpp | 2 +-
ql/indexes/inflation/zacpi.hpp | 2 +-
ql/indexes/inflationindex.hpp | 30 +++++++++++++++++++++++-----
8 files changed, 33 insertions(+), 13 deletions(-)
commit 02c999929f3c74e090efbb829645b568c9577bca
Merge: 26560c4a3 3eec5b893
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date: Sun, 21 Feb 2021 18:50:59 +0100
Merge pull request #43 from ralfkonrad/update-copyright-list-refs/heads/feature/issue_1050__deprecate_inflation-index_interpolation
Update copyright list in license
commit 3eec5b893af99e156a56623ba52f965567cf85ec
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 21 Feb 2021 17:38:38 +0000
Update copyright list in license
LICENSE.TXT | 2 ++
1 file changed, 2 insertions(+)
commit 26560c4a3283d79f5f918c7b2037197acf8cb9db
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sun, 21 Feb 2021 18:33:47 +0100
Rolled back changes for YoY Indexes
ql/experimental/inflation/genericindexes.hpp | 28 +++---------------
ql/indexes/inflation/aucpi.hpp | 18 ++----------
ql/indexes/inflation/euhicp.hpp | 44 ++++++++++++----------------
ql/indexes/inflation/frhicp.hpp | 16 ++--------
ql/indexes/inflation/ukrpi.hpp | 36 +++++++++++------------
ql/indexes/inflation/uscpi.hpp | 36 +++++++++++------------
ql/indexes/inflation/zacpi.hpp | 36 +++++++++++------------
ql/indexes/inflationindex.cpp | 30 +++----------------
ql/indexes/inflationindex.hpp | 15 ----------
9 files changed, 85 insertions(+), 174 deletions(-)
commit 3770516088ac300bc6e91883ac8244401daaeb5a
Merge: 16183ca67 3e5e39aff
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date: Sun, 21 Feb 2021 18:11:14 +0100
Merge pull request #42 from ralfkonrad/clang-tidy-fixes-refs/heads/feature/issue_1050__deprecate_inflation-index_interpolation
Automated fixes by clang-tidy
commit 3e5e39aff547c34080d0c0237b2d606f561f7eb5
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 21 Feb 2021 00:42:15 +0000
Automated fixes by clang-tidy
ql/indexes/inflationindex.cpp | 26 +++++++++++++++++++++-----
1 file changed, 21 insertions(+), 5 deletions(-)
commit 16183ca67e70e0979fa16825c62e3146424360ea
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 22:12:46 +0100
QL_TO_BE_DEPRECATED_INTERPOLATED_YOY_INDEXES: enable deprecation of YoY seperately.
ql/experimental/inflation/genericindexes.hpp | 4 ++--
ql/indexes/inflation/aucpi.hpp | 4 ++--
ql/indexes/inflation/euhicp.hpp | 6 +++---
ql/indexes/inflation/frhicp.hpp | 4 ++--
ql/indexes/inflation/ukrpi.hpp | 4 ++--
ql/indexes/inflation/uscpi.hpp | 4 ++--
ql/indexes/inflation/zacpi.hpp | 4 ++--
ql/indexes/inflationindex.hpp | 6 +++++-
8 files changed, 20 insertions(+), 16 deletions(-)
commit 2cf5eb043b06948cb06cd24fdd981ad98a9ffbdc
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 20:56:26 +0100
Forgotten QL_TO_BE_DEPRECATED_INTERPOLATED_INFLATION_INDEXES
ql/indexes/inflationindex.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit c44f67f1842edf3e4d54dae3fd8012641d960b4f
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 20:51:04 +0100
Added copyright
ql/experimental/inflation/genericindexes.hpp | 1 +
1 file changed, 1 insertion(+)
commit 6c518bb6b9af343b25ea19ba3fd2256b14f89423
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 20:48:11 +0100
Reoved QL_DEPRECATED to test...
ql/indexes/inflationindex.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 282de037ca03a00eb2d33d6f507c50c181b9014c
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 20:44:50 +0100
Add new constructors
ql/experimental/inflation/genericindexes.hpp | 42 ++++++++++++++++++++++++----
1 file changed, 36 insertions(+), 6 deletions(-)
commit c46fbabd5cf7d98f07b5708e943e910b3c71af87
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 20:35:12 +0100
clang format first
ql/experimental/inflation/genericindexes.hpp | 78 ++++++++++------------------
1 file changed, 28 insertions(+), 50 deletions(-)
commit 1dc88c3babcce0d37e29c77eca68387e5a868e0f
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 20:33:11 +0100
renamed to QL_TO_BE_DEPRECATED_INTERPOLATED_INFLATION_INDEXES
ql/indexes/inflation/aucpi.hpp | 6 +++---
ql/indexes/inflation/euhicp.hpp | 10 +++++-----
ql/indexes/inflation/frhicp.hpp | 6 +++---
ql/indexes/inflation/ukrpi.hpp | 6 +++---
ql/indexes/inflation/uscpi.hpp | 6 +++---
ql/indexes/inflation/zacpi.hpp | 6 +++---
ql/indexes/inflationindex.hpp | 8 ++++----
7 files changed, 24 insertions(+), 24 deletions(-)
commit 2180a56f72f66d57ce0e175406a861e08a040b33
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 19:47:09 +0100
Wrong copyright year
ql/indexes/inflation/aucpi.hpp | 2 +-
ql/indexes/inflation/euhicp.hpp | 2 +-
ql/indexes/inflation/frhicp.hpp | 2 +-
ql/indexes/inflation/ukrpi.hpp | 2 +-
ql/indexes/inflation/uscpi.hpp | 2 +-
ql/indexes/inflation/zacpi.hpp | 2 +-
ql/indexes/inflationindex.cpp | 2 +-
ql/indexes/inflationindex.hpp | 2 +-
8 files changed, 8 insertions(+), 8 deletions(-)
commit 3d5faeddfa897e70bba0a54152be5fba48616f3e
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 18:13:31 +0100
Add new constructors
ql/indexes/inflation/aucpi.hpp | 36 ++++++++++++++++++--------
ql/indexes/inflation/euhicp.hpp | 56 +++++++++++++++++++++++++----------------
ql/indexes/inflation/frhicp.hpp | 31 +++++++++++++++--------
ql/indexes/inflation/ukrpi.hpp | 51 ++++++++++++++++++-------------------
ql/indexes/inflation/uscpi.hpp | 42 +++++++++++++++++--------------
ql/indexes/inflation/zacpi.hpp | 51 ++++++++++++++++++-------------------
6 files changed, 154 insertions(+), 113 deletions(-)
commit 39c011c6b0df7ddf2ae0fdc426ce55d1cfbe02dc
Author: RalfKonrad <github@eckel-consulting.de>
Date: Sat, 20 Feb 2021 17:38:28 +0100
Add new constructors
ql/indexes/inflationindex.cpp | 63 +++++++++++++++++++++++++++++++++++--------
ql/indexes/inflationindex.hpp | 33 ++++++++++++++++++++++-
2 files changed, 84 insertions(+), 12 deletions(-)
commit 6c92a1373160f3dbd110cec596da69931c069d77
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 19 Feb 2021 18:24:09 +0100
Deprecated old constructors
ql/indexes/inflation/aucpi.hpp | 3 +++
ql/indexes/inflation/euhicp.hpp | 24 ++++++++++++++++--------
ql/indexes/inflation/frhicp.hpp | 18 ++++++++++++------
ql/indexes/inflation/ukrpi.hpp | 18 ++++++++++++------
ql/indexes/inflation/uscpi.hpp | 18 ++++++++++++------
ql/indexes/inflation/zacpi.hpp | 18 ++++++++++++------
ql/indexes/inflationindex.hpp | 14 +++++++++++++-
7 files changed, 80 insertions(+), 33 deletions(-)
commit 3b2de2ebf88790b89e24510c884ba58d17c7546d
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 19 Feb 2021 17:50:15 +0100
clang format first
ql/indexes/inflation/aucpi.hpp | 12 ++--
ql/indexes/inflation/euhicp.hpp | 23 +++----
ql/indexes/inflation/frhicp.hpp | 12 ++--
ql/indexes/inflation/ukrpi.hpp | 11 ++-
ql/indexes/inflation/uscpi.hpp | 17 ++---
ql/indexes/inflation/zacpi.hpp | 11 ++-
ql/indexes/inflationindex.cpp | 149 ++++++++++++++++++----------------------
ql/indexes/inflationindex.hpp | 55 +++++----------
8 files changed, 116 insertions(+), 174 deletions(-)
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