commit c2670bd433289eaf98410e911d87156595ca6d67
Merge: a00d43fab 6039f2ab0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Jan 2018 15:47:52 +0100

    Merge pull request #398.

commit 6039f2ab0128290eaf8796e114fed5df6ae39b34
Author: Marco Craveiro <mc15aau@herts.ac.uk>
Date:   Wed, 24 Jan 2018 10:37:13 +0000

    CMake: generate and install config.hpp
    
    CMake builds are broken at present because they are not generating
    config.hpp. This is done as part of configure, and cannot be easily
    replicated in CMake without some duplication. This patch takes the
    easy approach and simply copies across the ANSI configuration and
    installs it as part of make install. For details on the discussion,
    see [1]
    
    [1] https://github.com/lballabio/QuantLib/issues/396

 CMakeLists.txt | 8 ++++++++
 1 file changed, 8 insertions(+)

commit a00d43fabf30ab1e7fcaeaa9f497a551b0de528c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 20 Jan 2018 19:21:39 +0100

    Fix Doxygen warnings.

 ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp  | 2 +-
 .../volatility/equityfx/andreasenhugevolatilityinterpl.hpp              | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 10438c34f4f0412f591ebe3e128cc12edbe95684
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 20 Jan 2018 19:08:07 +0100

    Update copyrights.

 LICENSE.TXT                 | 9 ++++++---
 ql/time/daycounter.hpp      | 2 +-
 test-suite/asianoptions.cpp | 2 +-
 3 files changed, 8 insertions(+), 5 deletions(-)

commit 7ef794ce4cc7e28dab402b64419fcda29f9f7c5e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Jan 2018 18:08:01 +0100

    Avoid uninitialized variable.

 ql/experimental/callablebonds/callablebond.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit afeec9c9d0a38caf29dc0d7b92e26116e16ca952
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Jan 2018 16:47:37 +0100

    Enforce conventions in test messages.

 test-suite/andreasenhugevolatilityinterpl.cpp | 4 ++--
 test-suite/cashflows.cpp                      | 6 +++---
 test-suite/hestonslvmodel.cpp                 | 2 +-
 3 files changed, 6 insertions(+), 6 deletions(-)

commit fae10222bf3d93138718049c3375d1c51a296a24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Jan 2018 04:45:40 -0800

    Prevent ambiguous call on VC++9.

 test-suite/asianoptions.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a8ce9e585d6bcf6800da62c540666800997837cf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Jan 2018 04:44:38 -0800

    Avoid using make_shared with no arguments.
    
    Unfortunately, this doesn't compile on Visual C++ 9,
    which we still support for the time being.

 .../volatility/equityfx/andreasenhugevolatilityinterpl.hpp              | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 10c5e11e9da90001238b32c27d1bc632e59f5d99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Jan 2018 12:29:59 +0100

    Clean up headers.
    
    - enforced self-consistency;
    - reordered inclusions.

 ql/experimental/credit/onefactoraffinesurvival.hpp | 1 +
 ql/math/randomnumbers/sobolrsg.hpp                 | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

commit e47d481b8a5a9ed8f6002dd8d1c0ffc13001306f
Merge: 05185a389 6d48c3dff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jan 2018 18:19:12 +0100

    Merge pull request #380.

commit 6d48c3dffceabcc7a6cd6a0adb9b2a268ecc8b71
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jan 2018 11:00:25 +0100

    Update VC++ projects.

 QuantLib.vcxproj.filters             | 18 ++++++++++++++++++
 QuantLib_vc9.vcproj                  | 24 ++++++++++++++++++++++++
 test-suite/testsuite.vcxproj.filters |  6 ++++++
 test-suite/testsuite_vc9.vcproj      |  8 ++++++++
 4 files changed, 56 insertions(+)

commit d88ba66b0ebb31f09fbd93f239c79ab25fc7f756
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 17 Jan 2018 16:48:07 +0100

    reduce eps for AndreasenHugeVolatilityAdapter to 1e-6

 .../equityfx/andreasenhugevolatilityadapter.hpp    |  2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp      | 23 ++++++++++++----------
 2 files changed, 14 insertions(+), 11 deletions(-)

commit 05185a389fce853e9e66755e6fa6a1ecbd8f45aa
Merge: 5c796e782 3f777cd8d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jan 2018 16:43:58 +0100

    Merge pull request #390.

commit 3f777cd8d0c4cdf4978ce2ddc571e92a42a1b0d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jan 2018 15:49:31 +0100

    Add test cases.

 test-suite/interpolations.cpp | 47 +++++++++++++++++++++++++++++++++++++++++++
 test-suite/interpolations.hpp |  1 +
 2 files changed, 48 insertions(+)

commit 5c796e7827bbdb0b405751ac79ba9b47eed4b032
Merge: b5737ac03 765f33217
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jan 2018 15:02:44 +0100

    Merge pull request #393.

commit b5737ac03c5cc675b1f3f9d6eced63a28457afa2
Merge: 12d15c6e9 cf19443b0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jan 2018 13:36:40 +0100

    Merge pull request #391.

commit 765f33217b84f01e81e052ea210b4194a34eb1c7
Author: bmmay <burkhard.m.mayer@googlemail.com>
Date:   Wed, 17 Jan 2018 11:15:06 +0100

    avoid exception if default fixLegDayCounter is unknown

 ql/instruments/makecapfloor.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 733963a2fe088255032820add9a4c484f5e41b89
Author: 刘一铭 <ymliu6899@gmail.com>
Date:   Tue, 16 Jan 2018 20:22:36 -0500

    apply monotonity filter for FritschButland

 ql/math/interpolations/cubicinterpolation.hpp | 13 +++++++++++--
 1 file changed, 11 insertions(+), 2 deletions(-)

commit 12d15c6e91a7a7a0b171d9d5484d965af082dd08
Merge: 72f987990 c193bc2a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jan 2018 11:51:41 +0100

    Merge pull request #347.

commit 72f9879900b637bfb618731ca66a061636534f95
Merge: b605d1731 dd956bd67
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jan 2018 15:20:07 +0100

    Merge pull request #386.

commit dd956bd6737b951888f40f2cb83d1ebd8c7e727a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jan 2018 14:58:50 +0100

    Move helper function to anonymous namespace.

 test-suite/inflation.cpp | 6 +++++-
 test-suite/inflation.hpp | 6 ------
 2 files changed, 5 insertions(+), 7 deletions(-)

commit b605d173103f043788798c9ca9b4d95f7628bfb4
Merge: d9352361f e31252503
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jan 2018 11:47:15 +0100

    Merge pull request #388.

commit d9352361fa82400846d2c348adfd0d78e9a31205
Merge: 612027233 e9c7bcbcb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jan 2018 11:23:30 +0100

    Merge pull request #387.

commit cf19443b0d2db9280f9aae3ba5561050b29b2007
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Sun, 14 Jan 2018 17:58:51 +0000

    Fix CI failure due to unused variable

 test-suite/inflationcpicapfloor.cpp | 2 --
 1 file changed, 2 deletions(-)

commit 4baf818a4538dceafe683bf7d19962d330ebcbf5
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Sun, 14 Jan 2018 15:43:46 +0000

    Fix inconsistency with strike units on CPI cap/floor price surface

 ql/experimental/inflation/cpicapfloortermpricesurface.hpp |  2 +-
 test-suite/inflationcpicapfloor.cpp                       | 15 ++++-----------
 2 files changed, 5 insertions(+), 12 deletions(-)

commit a294761c1ef7bd6cc323ef4b1490a54f41919c56
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Sun, 14 Jan 2018 15:16:24 +0000

    Add failing test to show issue with the price method
    
    In the price method, strike k is compared with atm but units of
    percent are assumed for strike k because of the way
    CPICapFloorTermPriceSurface is set up.

 test-suite/inflationcpicapfloor.cpp | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit e9ee6cd381fd7c61c922d63e2a2ba3855fe5b556
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Sun, 14 Jan 2018 14:48:00 +0000

    Show error with CPICapFloorTermPriceSurface construction
    
    Strikes are fed in and treated as percent, e.g. 0.01 is 1. It leads to
    error in unit test when look up prices with actual strike values.

 test-suite/inflationcpicapfloor.cpp | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

commit 974ba432bac5a5d544e35617eff8642605d8209a
Author: 刘一铭 <ymliu6899@gmail.com>
Date:   Sat, 13 Jan 2018 00:26:16 -0500

    Resolve NaN issue when data to fit is indentical

 ql/math/interpolations/cubicinterpolation.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit e31252503305a62c6764a5785e4fd76bec175af2
Author: Guillaume Horel <guillaume.horel@gmail.com>
Date:   Fri, 12 Jan 2018 13:05:09 -0500

    Do not error when using CDS2015 rule
    
    the test was already amended in the pure running cds case.

 ql/instruments/creditdefaultswap.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit e9c7bcbcb611b5703b9f768e465e9ea36f361650
Author: Pepe <japari@free.fr>
Date:   Thu, 11 Jan 2018 22:04:34 +0100

    More appropriately use NullCalendar instead, thanks Luigi

 ql/pricingengines/swap/cvaswapengine.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 462581632bcf378fd62d544b43ad88ba0ba45ba7
Author: Pepe <japari@free.fr>
Date:   Thu, 11 Jan 2018 19:17:57 +0100

    Fixes bug: When the original ctpty curve has no calendar (fix date) calls to reference date calculation fail. Any calendar will do since the intended effect is to have a TS that has zero default probability at all times.
    
    Seems silly to use HR rather than probabilities for this, will change it.

 ql/pricingengines/swap/cvaswapengine.cpp | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit 062f78d2372b5cedb3c7186a5316712666b3a5b3
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Thu, 11 Jan 2018 10:48:21 +0000

    Fix compilation errors (warnings treated as errors)

 test-suite/inflation.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 8af481ae26d45aa7c5d320fa812295bae68ca91a
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Thu, 11 Jan 2018 10:07:25 +0000

    Avoid changing seasonalityCorrection signature unless necessary

 ql/termstructures/inflation/seasonality.cpp | 17 +++++------------
 ql/termstructures/inflation/seasonality.hpp |  5 +----
 2 files changed, 6 insertions(+), 16 deletions(-)

commit e33cd9d98abab7b31e0668732460cd3cec5cb79f
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Thu, 11 Jan 2018 00:43:46 +0000

    Fix seasonality for zero inflation curves.
    
    The fix is checked in unit tests for an inflation index with and without
    interpolation.
    
    The fix is required so that when you take the ratio of projected
    inflation fixings from a zero inflation term structure, with and without
    seasonality, that you get back the input seasonalities. The unit test
    was not picking this up because the tolerance of 0.01 for comparing
    index fixings was too large.

 ql/termstructures/inflation/seasonality.cpp |  26 ++-
 ql/termstructures/inflation/seasonality.hpp |   5 +-
 test-suite/inflation.cpp                    | 267 +++++++++++++---------------
 test-suite/inflation.hpp                    |   6 +
 4 files changed, 150 insertions(+), 154 deletions(-)

commit 4c63e9fb894042bd1df24abf245ba9fecb9290a2
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 9 Jan 2018 20:33:43 +0100

    moved code from update method to performCalculations

 .../finitedifferences/operators/fdmhestonop.cpp    |  3 +-
 .../finitedifferences/operators/fdmhestonop.hpp    |  1 -
 .../equityfx/andreasenhugelocalvoladapter.cpp      |  8 +--
 .../equityfx/andreasenhugevolatilityinterpl.cpp    | 57 ++++++++++------------
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |  8 ++-
 5 files changed, 34 insertions(+), 43 deletions(-)

commit 612027233c953cfbbe57c3f2b0537ce0b54b28dc
Merge: 0f7d08de4 369fe1086
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Jan 2018 12:27:07 +0100

    Merge pull request #384.

commit 0f7d08de4918055f8198ca341b2f56c4aa30d2c8
Merge: 9d597afdf 8fc5b23b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Jan 2018 11:43:43 +0100

    Merge pull request #382.

commit 8fc5b23b580485368a460d4f66fe001d82fac23f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Jan 2018 11:13:18 +0100

    Add test case for the integration fix.

 test-suite/variancegamma.cpp | 46 ++++++++++++++++++++++++++++++++++++++++++++
 test-suite/variancegamma.hpp |  2 ++
 2 files changed, 48 insertions(+)

commit 369fe1086334dfe426c9ef1ad4330bbf03762c13
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Tue, 9 Jan 2018 10:35:39 +0100

    no empty namespace in header

 ql/experimental/inflation/cpicapfloortermpricesurface.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 9d597afdfdb7593531104265c1a7b764857785a3
Merge: 969255af1 567f66b47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Jan 2018 09:23:32 +0100

    Merge pull request #383.

commit 518db528e481b80d74ecf03e8ce5d2523130bad0
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Mon, 8 Jan 2018 19:42:17 +0100

    avoid c++11

 .../inflation/cpicapfloortermpricesurface.hpp          | 18 ++++++++++--------
 1 file changed, 10 insertions(+), 8 deletions(-)

commit 48e868e103a484f6a24886c8c0aa3faf810c601b
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Mon, 8 Jan 2018 19:24:26 +0100

    handle case of overlapping strike regions for caps and floors

 .../inflation/cpicapfloortermpricesurface.hpp      | 189 ++++++++++-----------
 1 file changed, 88 insertions(+), 101 deletions(-)

commit 567f66b472e4d6bea4653d3b1ae266e118f8f423
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jan 2018 15:25:48 +0100

    Add missing constructor.

 ql/experimental/credit/onefactoraffinesurvival.hpp | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit 969255af1a68bab51e964b7f6850156284d13789
Merge: a7e0eab20 83bd07ea5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jan 2018 10:39:39 +0100

    Merge pull request #381.

commit 0aa6c7c12505e119a5c1d950ec6f71927a32fec0
Author: Roy Zywina <roy@zywina.ca>
Date:   Sun, 7 Jan 2018 22:29:46 -0500

    fixed crash in analytic VarianceGamma engine
    
    occasionaly there is a singularity at 0 and the simpson integrtor
    couldnt handle it

 .../variancegamma/analyticvariancegammaengine.cpp  | 29 ++++++++++++++++------
 .../variancegamma/analyticvariancegammaengine.hpp  |  4 ++-
 2 files changed, 24 insertions(+), 9 deletions(-)

commit 83bd07ea54e4ab336c94123b989474a9bfdf4333
Author: Joshua Ulrich <josh.m.ulrich@gmail.com>
Date:   Sun, 7 Jan 2018 14:07:39 -0600

    Put builddir before srcdir in AM_CPPFLAGS
    
    The top_srcdir/ql/config.hpp would be found before the
    top_builddir/ql/config.hpp when srcdir is before builddir in the
    include path and QuantLib is built outside the source tree.
    
    Fixes #379.

 Examples/BasketLosses/Makefile.am                        | 2 +-
 Examples/BermudanSwaption/Makefile.am                    | 2 +-
 Examples/Bonds/Makefile.am                               | 2 +-
 Examples/CDS/Makefile.am                                 | 2 +-
 Examples/CVAIRS/Makefile.am                              | 2 +-
 Examples/CallableBonds/Makefile.am                       | 2 +-
 Examples/ConvertibleBonds/Makefile.am                    | 2 +-
 Examples/DiscreteHedging/Makefile.am                     | 2 +-
 Examples/EquityOption/Makefile.am                        | 2 +-
 Examples/FRA/Makefile.am                                 | 2 +-
 Examples/FittedBondCurve/Makefile.am                     | 2 +-
 Examples/Gaussian1dModels/Makefile.am                    | 2 +-
 Examples/GlobalOptimizer/Makefile.am                     | 2 +-
 Examples/LatentModel/Makefile.am                         | 2 +-
 Examples/Makefile.am                                     | 2 +-
 Examples/MarketModels/Makefile.am                        | 2 +-
 Examples/MultidimIntegral/Makefile.am                    | 2 +-
 Examples/Replication/Makefile.am                         | 2 +-
 Examples/Repo/Makefile.am                                | 2 +-
 Examples/Swap/Makefile.am                                | 2 +-
 ql/Makefile.am                                           | 2 +-
 ql/cashflows/Makefile.am                                 | 2 +-
 ql/currencies/Makefile.am                                | 2 +-
 ql/experimental/Makefile.am                              | 2 +-
 ql/experimental/amortizingbonds/Makefile.am              | 2 +-
 ql/experimental/averageois/Makefile.am                   | 2 +-
 ql/experimental/barrieroption/Makefile.am                | 2 +-
 ql/experimental/callablebonds/Makefile.am                | 2 +-
 ql/experimental/catbonds/Makefile.am                     | 2 +-
 ql/experimental/commodities/Makefile.am                  | 2 +-
 ql/experimental/convertiblebonds/Makefile.am             | 2 +-
 ql/experimental/coupons/Makefile.am                      | 2 +-
 ql/experimental/credit/Makefile.am                       | 2 +-
 ql/experimental/exoticoptions/Makefile.am                | 2 +-
 ql/experimental/finitedifferences/Makefile.am            | 2 +-
 ql/experimental/fx/Makefile.am                           | 2 +-
 ql/experimental/inflation/Makefile.am                    | 2 +-
 ql/experimental/lattices/Makefile.am                     | 2 +-
 ql/experimental/math/Makefile.am                         | 2 +-
 ql/experimental/mcbasket/Makefile.am                     | 2 +-
 ql/experimental/models/Makefile.am                       | 2 +-
 ql/experimental/processes/Makefile.am                    | 2 +-
 ql/experimental/risk/Makefile.am                         | 2 +-
 ql/experimental/shortrate/Makefile.am                    | 2 +-
 ql/experimental/swaptions/Makefile.am                    | 2 +-
 ql/experimental/termstructures/Makefile.am               | 2 +-
 ql/experimental/variancegamma/Makefile.am                | 2 +-
 ql/experimental/varianceoption/Makefile.am               | 2 +-
 ql/experimental/volatility/Makefile.am                   | 2 +-
 ql/indexes/Makefile.am                                   | 2 +-
 ql/indexes/ibor/Makefile.am                              | 2 +-
 ql/indexes/inflation/Makefile.am                         | 2 +-
 ql/indexes/swap/Makefile.am                              | 2 +-
 ql/instruments/Makefile.am                               | 2 +-
 ql/instruments/bonds/Makefile.am                         | 2 +-
 ql/legacy/Makefile.am                                    | 2 +-
 ql/legacy/libormarketmodels/Makefile.am                  | 2 +-
 ql/math/Makefile.am                                      | 2 +-
 ql/math/copulas/Makefile.am                              | 2 +-
 ql/math/distributions/Makefile.am                        | 2 +-
 ql/math/integrals/Makefile.am                            | 2 +-
 ql/math/interpolations/Makefile.am                       | 2 +-
 ql/math/matrixutilities/Makefile.am                      | 2 +-
 ql/math/ode/Makefile.am                                  | 2 +-
 ql/math/optimization/Makefile.am                         | 2 +-
 ql/math/randomnumbers/Makefile.am                        | 2 +-
 ql/math/solvers1d/Makefile.am                            | 2 +-
 ql/math/statistics/Makefile.am                           | 2 +-
 ql/methods/Makefile.am                                   | 2 +-
 ql/methods/finitedifferences/Makefile.am                 | 2 +-
 ql/methods/finitedifferences/meshers/Makefile.am         | 2 +-
 ql/methods/finitedifferences/operators/Makefile.am       | 2 +-
 ql/methods/finitedifferences/schemes/Makefile.am         | 2 +-
 ql/methods/finitedifferences/solvers/Makefile.am         | 2 +-
 ql/methods/finitedifferences/stepconditions/Makefile.am  | 2 +-
 ql/methods/finitedifferences/utilities/Makefile.am       | 2 +-
 ql/methods/lattices/Makefile.am                          | 2 +-
 ql/methods/montecarlo/Makefile.am                        | 2 +-
 ql/models/Makefile.am                                    | 2 +-
 ql/models/equity/Makefile.am                             | 2 +-
 ql/models/marketmodels/Makefile.am                       | 2 +-
 ql/models/marketmodels/browniangenerators/Makefile.am    | 2 +-
 ql/models/marketmodels/callability/Makefile.am           | 2 +-
 ql/models/marketmodels/correlations/Makefile.am          | 2 +-
 ql/models/marketmodels/curvestates/Makefile.am           | 2 +-
 ql/models/marketmodels/driftcomputation/Makefile.am      | 2 +-
 ql/models/marketmodels/evolvers/Makefile.am              | 2 +-
 ql/models/marketmodels/evolvers/volprocesses/Makefile.am | 2 +-
 ql/models/marketmodels/models/Makefile.am                | 2 +-
 ql/models/marketmodels/pathwisegreeks/Makefile.am        | 2 +-
 ql/models/marketmodels/products/Makefile.am              | 2 +-
 ql/models/marketmodels/products/multistep/Makefile.am    | 2 +-
 ql/models/marketmodels/products/onestep/Makefile.am      | 2 +-
 ql/models/marketmodels/products/pathwise/Makefile.am     | 2 +-
 ql/models/shortrate/Makefile.am                          | 2 +-
 ql/models/shortrate/calibrationhelpers/Makefile.am       | 2 +-
 ql/models/shortrate/onefactormodels/Makefile.am          | 2 +-
 ql/models/shortrate/twofactormodels/Makefile.am          | 2 +-
 ql/models/volatility/Makefile.am                         | 2 +-
 ql/patterns/Makefile.am                                  | 2 +-
 ql/pricingengines/Makefile.am                            | 2 +-
 ql/pricingengines/asian/Makefile.am                      | 2 +-
 ql/pricingengines/barrier/Makefile.am                    | 2 +-
 ql/pricingengines/basket/Makefile.am                     | 2 +-
 ql/pricingengines/bond/Makefile.am                       | 2 +-
 ql/pricingengines/capfloor/Makefile.am                   | 2 +-
 ql/pricingengines/cliquet/Makefile.am                    | 2 +-
 ql/pricingengines/credit/Makefile.am                     | 2 +-
 ql/pricingengines/forward/Makefile.am                    | 2 +-
 ql/pricingengines/inflation/Makefile.am                  | 2 +-
 ql/pricingengines/lookback/Makefile.am                   | 2 +-
 ql/pricingengines/quanto/Makefile.am                     | 2 +-
 ql/pricingengines/swap/Makefile.am                       | 2 +-
 ql/pricingengines/swaption/Makefile.am                   | 2 +-
 ql/pricingengines/vanilla/Makefile.am                    | 2 +-
 ql/processes/Makefile.am                                 | 2 +-
 ql/quotes/Makefile.am                                    | 2 +-
 ql/termstructures/Makefile.am                            | 2 +-
 ql/termstructures/credit/Makefile.am                     | 2 +-
 ql/termstructures/inflation/Makefile.am                  | 2 +-
 ql/termstructures/volatility/Makefile.am                 | 2 +-
 ql/termstructures/volatility/capfloor/Makefile.am        | 2 +-
 ql/termstructures/volatility/equityfx/Makefile.am        | 2 +-
 ql/termstructures/volatility/inflation/Makefile.am       | 2 +-
 ql/termstructures/volatility/optionlet/Makefile.am       | 2 +-
 ql/termstructures/volatility/swaption/Makefile.am        | 2 +-
 ql/termstructures/yield/Makefile.am                      | 2 +-
 ql/time/Makefile.am                                      | 2 +-
 ql/time/calendars/Makefile.am                            | 2 +-
 ql/time/daycounters/Makefile.am                          | 2 +-
 ql/utilities/Makefile.am                                 | 2 +-
 test-suite/Makefile.am                                   | 2 +-
 132 files changed, 132 insertions(+), 132 deletions(-)

commit 2d5ba821822c50c03de0bb3dd38dc6db6e131f38
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 5 Jan 2018 23:22:09 +0100

    removed old include statement

 test-suite/interpolations.cpp | 1 -
 1 file changed, 1 deletion(-)

commit c99a3fcdf7bb054271fc635ab5153f4f2009f617
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 5 Jan 2018 23:03:32 +0100

    - AndreasHugeVolatilityInterpl: allow for moving reference date
    - replace PiecewiseConstantInterpolation with BackwardFlatInterpolation

 ql/math/interpolations/Makefile.am                 |   1 -
 ql/math/interpolations/all.hpp                     |   1 -
 .../interpolations/backwardflatinterpolation.hpp   |   9 +-
 .../piecewiseconstantinterpolation.hpp             | 118 ---------------------
 ql/processes/blackscholesprocess.cpp               |   8 +-
 ql/processes/blackscholesprocess.hpp               |   1 +
 .../equityfx/andreasenhugelocalvoladapter.cpp      |  18 +++-
 .../equityfx/andreasenhugelocalvoladapter.hpp      |   7 +-
 .../equityfx/andreasenhugevolatilityadapter.cpp    |  21 ++--
 .../equityfx/andreasenhugevolatilityadapter.hpp    |   7 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  18 ++--
 test-suite/andreasenhugevolatilityinterpl.cpp      |  76 +++++++++++++
 test-suite/andreasenhugevolatilityinterpl.hpp      |   1 +
 test-suite/interpolations.cpp                      |  78 +-------------
 test-suite/interpolations.hpp                      |   3 +-
 15 files changed, 140 insertions(+), 227 deletions(-)

commit bbd5e2398e99c0246711a7a37ce524571a7bbe0a
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 5 Jan 2018 13:37:11 +0100

    declare constructor with 1 argument "explicit"

 ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 2e2ac097f636235cdefcf7219a70a082de04067b
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 5 Jan 2018 12:06:25 +0100

    added Andreasen-Huge volatility interpolation and local volatility
    calibration

 ql/processes/blackscholesprocess.cpp               |  22 +-
 ql/processes/blackscholesprocess.hpp               |  12 +-
 .../equityfx/andreasenhugelocalvoladapter.cpp      |  50 ++
 .../equityfx/andreasenhugelocalvoladapter.hpp      |  54 ++
 .../equityfx/andreasenhugevolatilityadapter.cpp    |  65 ++
 .../equityfx/andreasenhugevolatilityadapter.hpp    |  55 ++
 .../equityfx/andreasenhugevolatilityinterpl.cpp    | 668 +++++++++++++++
 .../equityfx/andreasenhugevolatilityinterpl.hpp    | 161 ++++
 test-suite/andreasenhugevolatilityinterpl.cpp      | 950 +++++++++++++++++++++
 test-suite/andreasenhugevolatilityinterpl.hpp      |  47 +
 test-suite/quantlibbenchmark.cpp                   |  12 +-
 test-suite/quantlibtestsuite.cpp                   | 301 +++----
 12 files changed, 2236 insertions(+), 161 deletions(-)

commit a7e0eab20014587e9f7d9749eab3700a866bf361
Merge: 53af24d37 8221c8e95
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Jan 2018 09:48:39 +0100

    Merge pull request #378.

commit 8221c8e95ea5b08cd6281554d6339a35e34aacf5
Author: Patrick Lewis <plewis@looisville.com>
Date:   Wed, 3 Jan 2018 19:42:51 -0800

    Update documentation for Calendar::isEndOfMonth

 ql/time/calendar.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 53af24d37ed47c0b910ee4a128a421254a08c82f
Merge: 2201ed8fd 00af227f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Dec 2017 16:05:33 +0100

    Merge pull request #285.

commit 00af227f0988cb37dd7ccf52da0f0fd582024226
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Dec 2017 15:03:01 +0100

    Initialize spread explicitly.

 ql/models/shortrate/onefactormodel.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 19e1c753191312e037cb94404df5757debcc9302
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Dec 2017 09:50:03 +0100

    Explicitly enable ccache.

 .travis.yml | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

commit cde3c5ad226acf6b5e00e284a125a8d5166938c8
Merge: a3c335ff6 e873e9044
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Dec 2017 18:36:49 +0100

    Merge pull request #350.

commit a3c335ff61d7225d3858c1e8d277e9c4a9274b70
Merge: 93f295406 fc3c34d9c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Dec 2017 12:34:31 +0100

    Merge pull request #370.

commit f952cbb6b7c838dbd439266d227fb1007096c072
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Wed, 20 Dec 2017 00:14:58 +0000

    Make NPVSpreadHelper constructor explicit

 ql/experimental/callablebonds/callablebond.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 3f7ce0f8e471ec50e6d06523a18cb1c1c3e3ef0c
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Tue, 19 Dec 2017 14:50:56 +0000

    Update according to PR feedback
    
    - Renamed to engine function to calculateWithSpread and made private
    - The design of helper classes now much closer to ImpliedVolHelper
    - const Handle<> rather than relinkable
    - Spread rather than double

 ql/experimental/callablebonds/callablebond.cpp     | 92 ++++++++++------------
 ql/experimental/callablebonds/callablebond.hpp     | 23 ++++--
 .../callablebonds/treecallablebondengine.cpp       | 18 ++---
 .../callablebonds/treecallablebondengine.hpp       |  2 +-
 ql/models/shortrate/onefactormodel.hpp             |  4 +-
 5 files changed, 68 insertions(+), 71 deletions(-)

commit 93f295406f077f60fa488c615bc723bd1592343d
Merge: 4bd609a90 b0ccb50fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Dec 2017 16:28:12 +0100

    Merge pull request #368.

commit fc3c34d9c33a7e33f4a1f52f4333e57c47bbb605
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 19 Dec 2017 16:01:53 +0100

    make the parameter order more explicit

 ql/experimental/models/hestonslvfdmmodel.hpp |  6 +++---
 test-suite/hestonslvmodel.cpp                | 30 +++++++++++-----------------
 test-suite/squarerootclvmodel.cpp            |  2 +-
 3 files changed, 16 insertions(+), 22 deletions(-)

commit 4bd609a9040d9e4d6fa7320024febcbda94660be
Merge: ba8744daf 674ebd57c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Dec 2017 09:45:06 +0100

    Merge pull request #369.

commit 272e53e68bb9218925ad0872281af8e23bf4dca7
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 18 Dec 2017 22:09:19 +0100

    added Rannacher smoothing steps for Heston stochastic local volatility
    calibration

 .../finitedifferences/fdmhestonfwdop.cpp           |  2 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  7 ++++-
 ql/experimental/models/hestonslvfdmmodel.hpp       |  3 +++
 test-suite/hestonslvmodel.cpp                      | 30 +++++++++++++---------
 4 files changed, 28 insertions(+), 14 deletions(-)

commit ba8744daf973405f5a7a4f4fd50f1bc7fb828273
Merge: 2838f54ca 43ae5dc2f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Dec 2017 16:10:55 +0100

    Merge pull request #367.

commit 674ebd57c39659192255fec533bd0283f47a700f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Dec 2017 13:46:34 +0100

    Add clang 4.0 to build matrix.

 .travis.yml | 4 ++++
 1 file changed, 4 insertions(+)

commit b0ccb50fa32e02282f61826ea614da2ece839e77
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Mon, 18 Dec 2017 12:11:25 +0000

    Correct RendistatoCalculator declaration
    
    Should inherit publicly from Lazy Object

 ql/instruments/bonds/btp.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 350e8c713716a0c683fd2088878ccef3841ffa2a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Dec 2017 10:33:59 +0100

    Avoid CC and CXX being redefined.

 .travis.yml | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit a352df6d4a58ee55ed05a8482899a6b0a249de23
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Dec 2017 10:29:06 +0100

    Define compiler and use ccache explicitly.

 .travis.yml | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

commit 43ae5dc2ff827602996cbcf22695b1cbf26036ae
Merge: 3c95fe13a 2838f54ca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Dec 2017 10:08:12 +0100

    Sync with master and resolve conflicts.

commit 3c95fe13a7d6350a21466f1a12d1c8932796fe83
Author: Pepe <japari@users.noreply.github.com>
Date:   Sat, 16 Dec 2017 19:17:14 +0100

    Update LatentModel.cpp
    
    Avoid warnings

 Examples/LatentModel/LatentModel.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit db1dc7b1ff43eccb4a90dc35fac0f74108d1b936
Author: Pepe <japari@users.noreply.github.com>
Date:   Sat, 16 Dec 2017 19:15:29 +0100

    Update BasketLosses.cpp
    
    Avoid warnings

 Examples/BasketLosses/BasketLosses.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 050ae0dee5f9e7f274f733c1fc32fd746a41b99f
Author: Pepe <japari@users.noreply.github.com>
Date:   Sat, 16 Dec 2017 19:12:52 +0100

    Update randomlosslatentmodel.hpp
    
    Avoid warnings

 ql/experimental/credit/randomlosslatentmodel.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 54be4d116c5ce0c1fdee1360e1649cb03f38e5ce
Author: Pepe <japari@users.noreply.github.com>
Date:   Sat, 16 Dec 2017 19:10:31 +0100

    Update randomdefaultlatentmodel.hpp
    
    Avoid warnings

 ql/experimental/credit/randomdefaultlatentmodel.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 2838f54ca68a35382ab337838d28a12cef387a4a
Merge: acc24fadc e20df6871
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Dec 2017 15:25:42 +0100

    Merge pull request #337.

commit e20df6871e284386b377c911ad19d1a1400f50cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Dec 2017 15:25:20 +0100

    Update project and header files.

 QuantLib_vc9.vcproj             | 4 ++++
 ql/termstructures/yield/all.hpp | 1 +
 2 files changed, 5 insertions(+)

commit acc24fadcb938d586fa719f42437f0fcca8921a4
Merge: fca71084c 431f9e6fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Dec 2017 11:28:18 +0100

    Merge pull request #366.

commit fca71084c3bd3b7abdb05ee0077544cd2a9aa242
Merge: d053752a3 faca3f838
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Dec 2017 11:25:52 +0100

    Merge pull request #358.

commit 431f9e6fc14bc5733ce8db8ac7adf5e3a0ac845a
Author: Roy Zywina <roy@zywina.ca>
Date:   Sun, 10 Dec 2017 12:07:06 -0500

    Entire library now compliant with openmp 2.0
    
    Compiles with openmp enabled in VS2015.

 ql/experimental/volatility/zabrsmilesection.hpp               | 4 ++--
 ql/methods/finitedifferences/operators/triplebandlinearop.cpp | 4 ++--
 ql/methods/lattices/lattice.hpp                               | 4 ++--
 ql/pricingengines/swaption/gaussian1dswaptionengine.cpp       | 2 +-
 4 files changed, 7 insertions(+), 7 deletions(-)

commit a1b97a12b1207cb17a24dafa2f74ff33a0d2726e
Author: Roy Zywina <roy@zywina.ca>
Date:   Sat, 9 Dec 2017 19:20:53 -0500

    integer in '#pragma omp for' loop must be signed
    
    please see http://www.openmp.org/wp-content/uploads/cspec20.pdf page 12.
    Only MSVC seems to enforce this. I've only commented out the ones in
    .hpp files. there is one remaining instance in
    gaussian1dswaptionengine.cpp, which works fine as I only compile
    QuantLib with default options.

 ql/experimental/volatility/zabrsmilesection.hpp | 2 +-
 ql/methods/lattices/lattice.hpp                 | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit d053752a31ff3f3f12bc2dd248da420e01c6421c
Merge: bcea852ba 662e801a1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Dec 2017 15:42:27 +0100

    Merge pull request #357.

commit bcea852badc8469df0b42393251f5114aa1ae44c
Merge: 4919fbace 69f767ccb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Dec 2017 14:36:49 +0100

    Merge pull request #330.

commit 69f767ccbd9e645d822fc91d360fe10bbff9aa48
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Dec 2017 12:52:13 +0100

    Add cmake macro file to distribution.

 Makefile.am | 3 +++
 1 file changed, 3 insertions(+)

commit 111a6ce2ba3224ca4df4fba9026eeb40007ef8ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Dec 2017 12:39:27 +0100

    Select default build type on single-configuration builds.

 CMakeLists.txt | 6 ++++++
 1 file changed, 6 insertions(+)

commit faca3f838d401ffabe78981185dbab35d6051a92
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Tue, 5 Dec 2017 16:49:24 +0800

    update china calendar for the year 2018

 ql/time/calendars/china.cpp | 16 +++++++++++++++-
 test-suite/calendars.cpp    | 31 +++++++++++++++++++++++++++++--
 2 files changed, 44 insertions(+), 3 deletions(-)

commit 662e801a12b46ab34ae3fd19f9a63def77c168a7
Author: Lakshay Garg <lakshayg@outlook.in>
Date:   Tue, 5 Dec 2017 00:52:11 +0530

    make setPricer virtual, closes #174

 ql/cashflows/floatingratecoupon.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a5e0f9a92fab4780888d642d02b6387a066f7648
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Mon, 4 Dec 2017 18:59:54 +0100

    FATA_ERROR for BUILD_SHARED_LIBS in Windows: it won't generate an usable library

 ql/CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 921612d102f900a5a4cb452539455fe163706fb1
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sat, 2 Dec 2017 10:45:14 +0100

    Use BUILD_SHARED_LIBS option

 CMakeLists.txt    | 1 +
 ql/CMakeLists.txt | 9 ++++++---
 2 files changed, 7 insertions(+), 3 deletions(-)

commit 4919fbace7c4eb89cc97646c898348b8ae23c670
Merge: 45586c015 19e9f375c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Dec 2017 17:45:24 +0100

    Merge pull request #353.

commit 45586c01547bfeba1341ac80f5e629768a3b1a04
Merge: c3f62f21c 1a3f732b3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Dec 2017 17:41:22 +0100

    Merge pull request #356.

commit 1a3f732b3ad727f06b4247d4accc684b470d6b99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Dec 2017 15:58:14 +0100

    Update VC++ projects.

 QuantLib.vcxproj         | 2 ++
 QuantLib.vcxproj.filters | 6 ++++++
 QuantLib_vc9.vcproj      | 8 ++++++++
 3 files changed, 16 insertions(+)

commit d9f395129a716dc7a5d89901814798a96faeba4d
Author: Bingoko <bob.li.0718@gmail.com>
Date:   Fri, 1 Dec 2017 14:51:10 +0000

    fix Clang error for legacy code: ordered comparison between pointer and zero

 ql/pricingengines/vanilla/analytichestonengine.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit c3f62f21c30cb269d152bbcf88348ed48ce8e3e7
Merge: 3efeb8017 5cf1d9489
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Dec 2017 15:12:16 +0100

    Merge pull request #348.

commit 3efeb8017514680e5b653295a2ff38b63f4ffe56
Merge: 71c004666 824afba77
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Dec 2017 08:48:45 +0100

    Merge pull request #355.

commit 1017948ccefbff351465e88de7c415bd91209673
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 30 Nov 2017 21:58:01 +0100

    set BOOST_ALL_DYN_LINK instead of BOOST_DYN_LINK

 CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 21c1b11ef81c1916b91c39f3ac5f19a2cc6a9bd5
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 30 Nov 2017 21:43:48 +0100

    downgrade cmake requirement

 cmake/quantlib.cmake | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 5350e85ab94d21e81f80ce4f25e4027b4d1e5d50
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 30 Nov 2017 21:42:00 +0100

    default to dynamically linked msvc runtime

 CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit fce29246ea18287ce6fcb25d99e0cc83d38d3cb7
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 30 Nov 2017 21:40:33 +0100

    remove warning from MSVC compilation

 CMakeLists.txt | 3 +++
 1 file changed, 3 insertions(+)

commit 673d14f3aeec99c213471f7536c161e5267d8082
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 30 Nov 2017 21:36:29 +0100

    default to dynamically linked msvc runtime

 cmake/quantlib.cmake | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit ec995a8d415fc87b37cd53d28cddfcad9591958a
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 30 Nov 2017 21:24:30 +0100

    Set USE_BOOST_DYNAMIC_LIBRARIES to ON by default in UNIX systems

 CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 31cf28f80f5ef35849f038a89ce6d9eaf25c6235
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 30 Nov 2017 21:24:00 +0100

    fix typo: export what is being built

 ql/CMakeLists.txt | 7 +------
 1 file changed, 1 insertion(+), 6 deletions(-)

commit fc2c495a5f32fa5ec285afab77a94de4cbaeb19e
Author: Bingoko <bob.li.0718@gmail.com>
Date:   Wed, 29 Nov 2017 19:03:17 +0000

    add crypto currency

 ql/currencies/Makefile.am |   2 +
 ql/currencies/all.hpp     |   1 +
 ql/currencies/crypto.cpp  | 125 ++++++++++++++++++++++++++++++++++++++++++++++
 ql/currencies/crypto.hpp  | 123 +++++++++++++++++++++++++++++++++++++++++++++
 4 files changed, 251 insertions(+)

commit 824afba77cee27dbe26e603d673adf7b886e40f5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Nov 2017 15:22:51 +0100

    Remove unneeded check.

 test-suite/piecewiseyieldcurve.cpp | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

commit f01ca096da85aa648716d581bf534c47ce6b0c01
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Nov 2017 11:16:12 +0100

    Only run regression test when it makes sense.

 test-suite/piecewiseyieldcurve.cpp | 5 +++++
 1 file changed, 5 insertions(+)

commit 71c004666817937db9dc49890b6e105461f8f02b
Merge: 72dc028a7 eda9e04ec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Nov 2017 17:19:50 +0100

    Merge pull request #349.

commit 72dc028a75805e0ef06e90076a7e3039f3f7a64b
Merge: 39faaf092 cdd3616ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Nov 2017 14:44:45 +0100

    Merge pull request #352.

commit cdd3616acb5f353b1a14ad23208733dfeae2c85e
Author: Roy Zywina <roy@zywina.ca>
Date:   Mon, 27 Nov 2017 17:58:46 -0500

    replaced uint32_t with boost::uint_least32_t to maximize portability

 ql/math/randomnumbers/sobolrsg.cpp     | 77930 +++++++++++++++----------------
 ql/math/randomnumbers/sobolrsg.hpp     |    14 +-
 test-suite/lowdiscrepancysequences.cpp |     4 +-
 3 files changed, 38974 insertions(+), 38974 deletions(-)

commit 19e9f375c13830e7353386d1068e3ce420dc39ab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Nov 2017 14:03:28 +0100

    Add badge from isitmaintained.com.

 README.md | 1 +
 1 file changed, 1 insertion(+)

commit 2ff095315c32152dd20558ef47f7bfa50067df8b
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 26 Nov 2017 01:25:16 +0100

    adapt parallel unit test runner for the upcoming boost 1.66 release

 test-suite/distributions.cpp      |  7 +++++++
 test-suite/paralleltestrunner.hpp | 23 ++++++++++++++---------
 test-suite/squarerootclvmodel.cpp |  8 ++++++++
 3 files changed, 29 insertions(+), 9 deletions(-)

commit 8c50a94740c99813a7c227fb17c7aa1e2119cc11
Author: Roy Zywina <roy@zywina.ca>
Date:   Sun, 26 Nov 2017 17:25:52 -0500

    small fixes, ensure uint32_t is defined

 ql/math/randomnumbers/sobolrsg.cpp | 2 +-
 ql/math/randomnumbers/sobolrsg.hpp | 3 ++-
 2 files changed, 3 insertions(+), 2 deletions(-)

commit 8b1ccb46879ee48dfb7186f7269b665458e97d28
Author: Roy Zywina <roy@zywina.ca>
Date:   Sun, 26 Nov 2017 16:38:21 -0500

    Replaced "unsigned long" with "uint32_t" in SobolRsg. Due to differing definitions by compiler/OS unsigned long can be either a 32 or 64 bit integer. Given the huge number of constants used in the algorithm, this cuts executable size by about 2.5 megabytes on 64 bit Mac and Linux.

 ql/math/randomnumbers/sobolrsg.cpp     | 77936 +++++++++++++++----------------
 ql/math/randomnumbers/sobolrsg.hpp     |    15 +-
 test-suite/lowdiscrepancysequences.cpp |     4 +-
 3 files changed, 38978 insertions(+), 38977 deletions(-)

commit e873e90440c627b152c6fa7570cd85db6a98ed12
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 26 Nov 2017 01:30:41 +0100

    better comment

 test-suite/paralleltestrunner.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 56e5b3aaaea4060cf3d9f55ae5f1393522da915a
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 26 Nov 2017 01:25:16 +0100

    adapt parallel unit test runner for the upcoming boost 1.66 release

 test-suite/distributions.cpp      |  7 +++++++
 test-suite/paralleltestrunner.hpp | 22 +++++++++++++---------
 test-suite/squarerootclvmodel.cpp |  8 ++++++++
 3 files changed, 28 insertions(+), 9 deletions(-)

commit eda9e04ec42509eab26ef3b0e9046a1aca0622d0
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 25 Nov 2017 19:15:02 +0100

    added deepUpdate() method to thread-safe observer

 ql/patterns/observable.hpp | 12 ++++++++++++
 test-suite/observable.cpp  |  2 +-
 2 files changed, 13 insertions(+), 1 deletion(-)

commit edfca37fe7c16872f6fbe401493e077e901a52d4
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 25 Nov 2017 17:19:54 +0100

    update visual studio files

 QuantLib.vcxproj             | 8 +++++++-
 test-suite/testsuite.vcxproj | 6 ++++--
 2 files changed, 11 insertions(+), 3 deletions(-)

commit 5cf1d9489508d1098011d9887702b4734e9c645c
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 25 Nov 2017 16:15:21 +0100

    fixed issue 346: Holidays and --enable-intraday

 ql/time/calendar.cpp     | 26 ++++++++++----
 ql/time/calendar.hpp     | 14 ++++++--
 test-suite/calendars.cpp | 92 ++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/calendars.hpp |  2 ++
 4 files changed, 125 insertions(+), 9 deletions(-)

commit b931fd7b0b746da10bfcb5f485ef41a402c9da4a
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 25 Nov 2017 12:17:15 +0100

    first light from Andreasen-Huge Volatility interpolation

 ql/math/interpolations/Makefile.am                 |   1 +
 ql/math/interpolations/all.hpp                     |   1 +
 .../piecewiseconstantinterpolation.hpp             | 118 ++++++++
 .../meshers/fdmblackscholesmultistrikemesher.hpp   |   6 -
 .../operators/fdmblackscholesop.cpp                |   4 +-
 ql/processes/blackscholesprocess.cpp               |   8 +-
 ql/processes/blackscholesprocess.hpp               |   5 +-
 ql/termstructures/volatility/equityfx/Makefile.am  |   6 +
 ql/termstructures/volatility/equityfx/all.hpp      |   3 +
 test-suite/Makefile.am                             |   1 +
 test-suite/interpolations.cpp                      | 111 ++++++++
 test-suite/interpolations.hpp                      |   2 +
 test-suite/quantlibbenchmark.cpp                   |  63 +++--
 test-suite/quantlibtestsuite.cpp                   | 302 +++++++++++----------
 14 files changed, 441 insertions(+), 190 deletions(-)

commit c193bc2a26bad62faccbc464b969ea33a6ba8cbd
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu, 23 Nov 2017 14:35:03 +0100

    Add files via upload

 ql/math/optimization/projectedconstraint.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 39faaf0925d8b40be7ba6a79275dc3b0009b7b21
Merge: e1417313e 8797eb169
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Nov 2017 15:53:47 +0100

    Merge pull request #345.

commit e1417313e5bb3002d262fdd461bbb9a81a52f7a2
Merge: bc638e810 3c6806117
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Nov 2017 12:44:14 +0100

    Merge pull request #341.

commit bc638e8108ced3fb24336e943d2fb6f996b19799
Merge: 8e4f3a41f 3ce0832b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Nov 2017 12:38:18 +0100

    Merge pull request #339.

commit 3ce0832b8d06d914794e0b39e68acbc6f8c4ec77
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Nov 2017 12:14:13 +0100

    Update missing project and header.

 QuantLib_vc9.vcproj       | 8 ++++++++
 ql/time/calendars/all.hpp | 1 +
 2 files changed, 9 insertions(+)

commit 8e4f3a41fe4b114cc0f25c929b41106924114cde
Merge: e2c4162d5 78b8025f8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Nov 2017 11:28:41 +0100

    Merge pull request #338.

commit e2c4162d563456003fcf391aa71448a709ac0b0c
Merge: bb8a83d8f 90e9a3722
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Nov 2017 10:54:37 +0100

    Merge pull request #336.

commit 8797eb1699d9f5e9ed0805d78edb1ac5a5679a4b
Author: IGonza <admin@igonza.com>
Date:   Tue, 21 Nov 2017 13:35:52 -0500

    Renamed InverseNonCentralChiSquareDistribution to InverseNonCentralCumulativeChiSquareDistribution

 ql/math/distributions/chisquaredistribution.cpp                |  6 +++---
 ql/math/distributions/chisquaredistribution.hpp                | 10 ++++++++--
 .../finitedifferences/meshers/fdmhestonvariancemesher.cpp      |  4 ++--
 ql/processes/hestonprocess.cpp                                 |  2 +-
 4 files changed, 14 insertions(+), 8 deletions(-)

commit bb8a83d8f32910500a402c984abbb3f24a5a5b72
Merge: fcbc50235 ffc383bc5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Nov 2017 14:23:51 +0100

    Merge pull request #133.

commit ffc383bc5c255e124de260865c0090e5f6351fb0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Nov 2017 12:39:28 +0100

    Update projects.

 QuantLib.vcxproj                   | 2 ++
 QuantLib.vcxproj.filters           | 6 ++++++
 QuantLib_vc9.vcproj                | 8 ++++++++
 ql/experimental/credit/Makefile.am | 2 ++
 4 files changed, 18 insertions(+)

commit a5e3abdd19b87b02647c7b5825b6b7f4b88dde1a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Nov 2017 12:34:03 +0100

    Clean up Doxygen comments.

 .../credit/interpolatedaffinehazardratecurve.hpp          |  2 +-
 ql/experimental/credit/onefactoraffinesurvival.hpp        | 15 ++++++++-------
 2 files changed, 9 insertions(+), 8 deletions(-)

commit fcbc502352fa3c516458fc34c3e73669bfda44ef
Merge: 1df23f72e db00a4d03
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Nov 2017 11:14:19 +0100

    Merge pull request #342.

commit 90ef906de5a8956a46ac1210f8d68468e7fa7e70
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Mon, 20 Nov 2017 21:05:36 +0100

    fix interpolation of shift

 ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit 708784e5dbd93344179d5034cfddadd5c440a30d
Merge: 06dfff93d e00d1d76f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Nov 2017 10:21:44 +0100

    Merge pull request #344.

commit 3f734ee6c07c1365ad177fe736fd4acbe35a0567
Author: Pepe <japari@users.noreply.github.com>
Date:   Tue, 21 Nov 2017 09:05:39 +0100

    Update interpolatedaffinehazardratecurve.hpp
    
    Remove comment, I had decided not to include that class in the PR and forgot to remove the comment, sorry

 ql/experimental/credit/interpolatedaffinehazardratecurve.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8d5c90461455d0539699d506dc83a7ea0097e7d8
Author: Pepe <japari@users.noreply.github.com>
Date:   Tue, 21 Nov 2017 09:04:19 +0100

    Update interpolatedaffinehazardratecurve.hpp
    
    Add header

 ql/experimental/credit/interpolatedaffinehazardratecurve.hpp | 1 +
 1 file changed, 1 insertion(+)

commit e00d1d76f414697921baafe9aa18f82656af1479
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Mon, 20 Nov 2017 21:05:36 +0100

    fix interpolation of shift

 ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit db00a4d03a900d86996db9e3068f4836c7840aa4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Nov 2017 18:01:44 +0100

    Add Codecov badge to README.

 README.md | 1 +
 1 file changed, 1 insertion(+)

commit 5ce1543eec8239f271db7f109e9bdab71f7459e2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Nov 2017 17:59:47 +0100

    Add Codacy badge to README.

 README.md | 1 +
 1 file changed, 1 insertion(+)

commit dd035ae3e3f35caeed512945ba4d35af1fcaf5a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Nov 2017 17:56:14 +0100

    Add Travis badge.

 README.md | 4 ++++
 1 file changed, 4 insertions(+)

commit 06dfff93ddb2b7f83e64a4f0b4139c30df3e1e77
Merge: 625d96d96 138c122bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Nov 2017 15:18:16 +0100

    Merge pull request #331.

commit 138c122bcb6461ae21f3d1f41506d65b3ea5761a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Nov 2017 12:50:42 +0100

    Restore file mode.

 QuantLib.vcxproj | 0
 1 file changed, 0 insertions(+), 0 deletions(-)

commit d4ad05507c812efbcca2bffeff5ac619ab7e5079
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Nov 2017 12:49:33 +0100

    Add docs to deprecated typedefs.

 ql/math/distributions/chisquaredistribution.hpp | 19 +++++++++++++------
 ql/math/distributions/gammadistribution.hpp     |  7 +++++--
 2 files changed, 18 insertions(+), 8 deletions(-)

commit 625d96d96e11a48a466b46b9b35eeebc65771a39
Merge: d5ce116db 67431abdc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Nov 2017 11:23:07 +0100

    Merge pull request #121.

commit d5ce116db47b027ec55b974f81c872310c8ebd6c
Merge: 9ba8afa8d 1c7fb6c6c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Nov 2017 16:46:33 +0100

    Merge pull request #329.

commit bd594325424430759aa94e981059f5e94b40a803
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Nov 2017 15:19:35 +0100

    Moved new traits class to experimental folder.

 .../credit/interpolatedaffinehazardratecurve.hpp   | 98 +++++++++++++++++++++-
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  3 +-
 ql/termstructures/credit/probabilitytraits.hpp     | 93 --------------------
 3 files changed, 98 insertions(+), 96 deletions(-)

commit 3c6806117d96c674077799b03cc9a5d657d9a3ad
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Fri, 17 Nov 2017 14:11:47 +0000

    Minor fix for man page generation.
    
    There is no requirement for sed command in Makefile.am as QuantLib.3 is
    generated by Doxygen (version >= 1.8.5) already.

 Docs/Makefile.am | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

commit c1a8ae649c8b047fbb3d95fb0ca78bd485f82ecf
Author: Francois Botha <igitur@gmail.com>
Date:   Fri, 17 Nov 2017 11:57:06 +0200

    Add Botswana calendar implementation

 QuantLib.vcxproj               |  4 ++-
 QuantLib.vcxproj.filters       |  6 ++++
 ql/time/calendars/Makefile.am  |  2 ++
 ql/time/calendars/botswana.cpp | 72 ++++++++++++++++++++++++++++++++++++++++
 ql/time/calendars/botswana.hpp | 74 ++++++++++++++++++++++++++++++++++++++++++
 5 files changed, 157 insertions(+), 1 deletion(-)

commit 662708eb945d216b48a9c7d8cd492dd555c11538
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 16 Nov 2017 20:56:48 +0100

    move BOOST_DYN_LINK to global scope (win/unix) at root level and BOOST_TEST_DYN_LINK to test-suite directory

 CMakeLists.txt            | 19 ++++++++-----------
 test-suite/CMakeLists.txt |  4 ++++
 2 files changed, 12 insertions(+), 11 deletions(-)

commit 67431abdc56d9a24dae789488a66f50644889558
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Nov 2017 17:54:40 +0100

    Don't hard-code the business-center calendar.

 ql/termstructures/yield/ratehelpers.cpp | 27 +++++++-------
 ql/termstructures/yield/ratehelpers.hpp | 62 ++++++++++++++++++++-------------
 2 files changed, 50 insertions(+), 39 deletions(-)

commit 78b8025f86da2e52b0c0436a1d5d48d9247ce2b2
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 8 Nov 2017 09:43:01 +0100

    be precise

 ql/experimental/coupons/lognormalcmsspreadpricer.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 93828787b21da85ef283d964fe6010ad683a4568
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 8 Nov 2017 06:50:44 +0100

    handle past fixings

 ql/experimental/coupons/lognormalcmsspreadpricer.cpp | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

commit 808db7b7d10efc951d6c57fc378e66656d84ab0c
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 8 Nov 2017 06:49:36 +0100

    fix output

 ql/experimental/coupons/swapspreadindex.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 5c75b92f74afaf37a136a86998ed67f67e5b5496
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 8 Nov 2017 06:49:17 +0100

    return null if one of the swap index fixings is null

 ql/experimental/coupons/swapspreadindex.hpp | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

commit fb17969f95ef7185abe56974f47cabcfadd0e75d
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Tue, 31 Oct 2017 12:51:29 +0100

    short cut if no convexity is present, add comments

 ql/cashflows/couponpricer.cpp | 15 +++++++++++----
 1 file changed, 11 insertions(+), 4 deletions(-)

commit c111fca406de806e0d689da427dcc66d4fb1ae13
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Tue, 31 Oct 2017 12:50:58 +0100

    remove silly formatting, remove experimental disclaimer

 ql/cashflows/couponpricer.hpp | 15 ++++++---------
 1 file changed, 6 insertions(+), 9 deletions(-)

commit 7dc819291e287792f5c843dcdd0c807c0042fe1c
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Wed, 15 Nov 2017 18:45:14 +0100

    cmake_suffix preserves previous behaviour

 QuantLib.vcxproj     | 2 +-
 cmake/quantlib.cmake | 8 ++++----
 ql/auto_link.hpp     | 2 +-
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 21fe670fc4c6a220bcec7c47350531d8be9d82ae
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Wed, 15 Nov 2017 18:21:10 +0100

    use of flags: boost dyn and msvc runtime

 CMakeLists.txt            | 29 +++++++++++++++++++++++------
 test-suite/CMakeLists.txt | 11 -----------
 2 files changed, 23 insertions(+), 17 deletions(-)

commit a608a411bc5dee511fb8e4fdb25aee3f16a8052b
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 15 Nov 2017 18:01:33 +0200

    Remove forwardImpl
    Remove dc_
    Update test to check zeroRates

 .../yield/compositezeroyieldstructure.hpp          | 27 ++++------------------
 test-suite/termstructures.cpp                      | 19 ++++++++-------
 2 files changed, 16 insertions(+), 30 deletions(-)

commit f391914eeea97c4ac1b8b2627353d4630ebbc56d
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 15 Nov 2017 14:02:17 +0200

    Fix signed vs unsigned type error

 test-suite/termstructures.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 1043e0f21d1f430ce06c5e187f551edcad9adae9
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 15 Nov 2017 12:23:06 +0200

    Remove unused variables.

 test-suite/termstructures.cpp | 5 -----
 1 file changed, 5 deletions(-)

commit 6c5a63136a843b55216c33de6831ca978c7e08d1
Author: Francois Botha <igitur@gmail.com>
Date:   Tue, 14 Nov 2017 15:02:29 +0200

    Appropriate error message

 test-suite/termstructures.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit e17672acf078c310d414964e293989b354d09c6f
Author: Francois Botha <igitur@gmail.com>
Date:   Tue, 14 Nov 2017 14:56:11 +0200

    Implement CompositeZeroYieldStructure

 QuantLib.vcxproj                                   |   1 +
 QuantLib.vcxproj.filters                           |   3 +
 ql/termstructures/yield/Makefile.am                |   1 +
 .../yield/compositezeroyieldstructure.hpp          | 157 +++++++++++++++++++++
 test-suite/termstructures.cpp                      | 133 ++++++++++++++++-
 test-suite/termstructures.hpp                      |   1 +
 6 files changed, 295 insertions(+), 1 deletion(-)

commit 90e9a3722ea5fc9a512e3370746d3b91b3276f3f
Author: IGonza <ig@Igors-MacBook.local>
Date:   Mon, 13 Nov 2017 22:02:01 -0500

    Changed the code according to coding style

 test-suite/inflation.cpp | 181 ++++++++++++++++++-----------------------------
 1 file changed, 68 insertions(+), 113 deletions(-)

commit 1a2860b29f7a029272a987e54da495bb245ed44c
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Mon, 13 Nov 2017 23:27:10 +0100

    boost proposal (not working)

 CMakeLists.txt            | 3 +++
 ql/CMakeLists.txt         | 3 ---
 test-suite/CMakeLists.txt | 8 +++++++-
 3 files changed, 10 insertions(+), 4 deletions(-)

commit 82ea5366d3124aec3e2634c1cfd9fd2f927dc5ac
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Mon, 13 Nov 2017 20:38:06 +0100

    consider flag MSVC_RUNTIME to generate with static/dynamic runtime

 cmake/quantlib.cmake | 50 +++++++++++++++++++++++++++++++++++++++++++++++---
 ql/CMakeLists.txt    | 18 ++++++++----------
 ql/auto_link.hpp     | 16 ++++++++++++----
 3 files changed, 67 insertions(+), 17 deletions(-)

commit 39ca5057ae3e058d7c8fbfa1d28723c8959976d5
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Mon, 13 Nov 2017 19:57:09 +0100

    do not generate code below version vc90

 cmake/quantlib.cmake | 10 ++--------
 1 file changed, 2 insertions(+), 8 deletions(-)

commit 7b1d191471eb3e6e5f9d135d2faf9402bebe530e
Author: IGonza <ig@Igors-MacBook.local>
Date:   Sun, 12 Nov 2017 00:18:28 -0500

    Inflation period test

 test-suite/inflation.cpp | 114 ++++++++++++++++++++++++++++++++++++++++++++---
 1 file changed, 107 insertions(+), 7 deletions(-)

commit 9ba8afa8dbac25ed921ac77a6a536912bf9204ff
Merge: 507b95d30 d08fb78b4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Nov 2017 16:07:15 +0100

    Merge pull request #334.

commit 507b95d3055cdfacde9b20deca0d6d6840f99a53
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Nov 2017 14:47:13 +0100

    Mark the version in which features were deprecated.

 ql/cashflows/lineartsrpricer.hpp                              | 9 +++++++++
 ql/math/generallinearleastsquares.hpp                         | 3 +++
 ql/math/matrixutilities/bicgstab.hpp                          | 4 +++-
 ql/termstructures/volatility/optionlet/optionletstripper1.hpp | 3 +++
 ql/time/daycounters/actual365nl.hpp                           | 3 ++-
 5 files changed, 20 insertions(+), 2 deletions(-)

commit d08fb78b4a39491cfddd5bf5495c0eda659c5a81
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Nov 2017 09:25:38 +0100

    Make constructors of abstract base classes explicit.
    
    Since the classes are abstract, the constructor can't be
    invoked as such.  Thus, it can be made explicit without breaking
    backward compatibility.

 ql/cashflows/couponpricer.hpp                          | 18 ++++++++++++------
 ql/instruments/payoffs.hpp                             |  2 +-
 ql/math/optimization/linesearch.hpp                    |  2 +-
 ql/math/optimization/linesearchbasedmethod.hpp         |  3 ++-
 ql/methods/lattices/tree.hpp                           |  2 +-
 .../marketmodels/products/multiproductmultistep.hpp    |  2 +-
 .../marketmodels/products/multiproductonestep.hpp      |  2 +-
 ql/models/model.hpp                                    |  4 ++--
 ql/models/shortrate/onefactormodel.hpp                 |  6 +++---
 ql/models/shortrate/twofactormodel.hpp                 |  2 +-
 ql/models/volatility/garmanklass.hpp                   |  2 +-
 ql/numericalmethod.hpp                                 |  2 +-
 ql/pricingengines/genericmodelengine.hpp               |  5 +++--
 ql/processes/forwardmeasureprocess.hpp                 | 10 ++++++----
 ql/stochasticprocess.hpp                               |  4 ++--
 ql/termstructure.hpp                                   |  8 ++++----
 ql/termstructures/bootstraphelper.hpp                  |  8 ++++----
 ql/time/daycounter.hpp                                 |  5 +++--
 18 files changed, 49 insertions(+), 38 deletions(-)

commit a39ecc4af8ab8e74cafab47738990e4344ccdbf2
Merge: 3cbc102a5 93a08c339
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Nov 2017 17:19:32 +0100

    Merge pull request #328.

commit 3cbc102a57a120ad12a06cd0ff8d05577f39dbb3
Merge: 940c6d1f3 84268d226
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Nov 2017 14:27:11 +0100

    Merge pull request #226.

commit 84268d22691bb1bc4303b40e8d9292c3553888fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Nov 2017 13:22:20 +0100

    Restore notifications even if exceptions occur.

 test-suite/observable.cpp | 12 ++++++++++--
 1 file changed, 10 insertions(+), 2 deletions(-)

commit 951abdfb378d80a87527d75ee6f0d38a77a08fe1
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 8 Nov 2017 20:46:32 +0100

    enable notifications after test again

 test-suite/observable.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit 39615533d8a513f62239884d26495c0f57ad9675
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Nov 2017 17:47:36 +0100

    Add explicit constructors to a few private classes.

 ql/models/model.hpp                   | 2 +-
 ql/models/parameter.hpp               | 2 +-
 ql/time/calendars/bespokecalendar.hpp | 2 +-
 ql/time/daycounters/business252.hpp   | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit 940c6d1f398e508d1e692a03d89695c3e1db924a
Merge: 38b11429a 0692a9ba9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Nov 2017 15:43:34 +0100

    Merge pull request #327.

commit 38b11429a45001995ca2633fdf7abe8cf57052e2
Merge: 58a06f0f8 0060e94e1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Nov 2017 14:18:10 +0100

    Merge pull request #247.

commit 00e7eec642d01e4d48847e7cef4e3423fe647037
Author: IGonza <ig@Igors-MacBook.local>
Date:   Tue, 7 Nov 2017 21:33:07 -0500

    Renamed distribution classes

 QuantLib.vcxproj                                        |  0
 ql/math/distributions/chisquaredistribution.cpp         |  6 +++---
 ql/math/distributions/chisquaredistribution.hpp         | 17 ++++++++++++-----
 ql/math/distributions/gammadistribution.cpp             |  2 +-
 ql/math/distributions/gammadistribution.hpp             |  7 +++++--
 .../meshers/fdmhestonvariancemesher.cpp                 |  2 +-
 .../shortrate/onefactormodels/coxingersollross.cpp      |  4 ++--
 .../onefactormodels/extendedcoxingersollross.cpp        |  4 ++--
 8 files changed, 26 insertions(+), 16 deletions(-)

commit 94f48bd4b1ffd9c74e0a79671555f0a7bc7d8c03
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Mon, 6 Nov 2017 20:06:02 +0100

    add missing file

 cmake/quantlib.cmake | 52 ++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 52 insertions(+)

commit 1c7fb6c6cce77cd7879dc7695a565d6220e25bd5
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Mon, 6 Nov 2017 11:27:57 -0600

    Update unitedstates.cpp

 ql/time/calendars/unitedstates.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 27b3697999279516e016e682613f142c55855d0e
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Mon, 6 Nov 2017 10:30:49 -0600

    Update unitedstates.hpp

 ql/time/calendars/unitedstates.hpp | 8 ++------
 1 file changed, 2 insertions(+), 6 deletions(-)

commit c9af803858bd9d474c2108113a40b6d85cde89ed
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Mon, 6 Nov 2017 09:49:16 -0600

    Update unitedstates.cpp

 ql/time/calendars/unitedstates.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit eb5e6d8590de286f58d576723bcf3923995a804e
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Sun, 5 Nov 2017 22:47:41 -0600

    Update fedfunds.cpp
    
    switched default calendar to Federal Reserve from Settlement

 ql/indexes/ibor/fedfunds.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 61f0220825860e56af04624de29c67c7d68831fe
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Sun, 5 Nov 2017 22:45:32 -0600

    Update unitedstates.hpp
    
    added Federal Reserve calendar

 ql/time/calendars/unitedstates.hpp | 10 +++++++++-
 1 file changed, 9 insertions(+), 1 deletion(-)

commit 385613fc79d43f221ff4cb00557d308056f5a9ae
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Sun, 5 Nov 2017 22:39:22 -0600

    Update unitedstates.cpp
    
    added Federal Reserve calendar; fixed Veternan's Day bug in GovernmentBond calendar

 ql/time/calendars/unitedstates.cpp | 52 +++++++++++++++++++++++++++++++++++---
 1 file changed, 49 insertions(+), 3 deletions(-)

commit 457e89b4e3939744033fffc68b76c492cd34b737
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sun, 5 Nov 2017 20:46:43 +0100

    we are compiling as static, so use '-s' suffix

 QuantLib.vcxproj | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 8777ad03c80c5e3364f8a6814ce4278f52e93c54
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sun, 5 Nov 2017 13:13:14 +0100

    give proper names to test-suit and benchmark projects

 test-suite/CMakeLists.txt | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

commit 390bd8be3a3fd32151424c846aa7b5899d917332
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sun, 5 Nov 2017 12:01:35 +0100

    auto-link in sources uses static libs

 test-suite/CMakeLists.txt | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit c0f8402af3e0e2b0819e507c054339c740179ca1
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sat, 4 Nov 2017 21:37:05 +0100

    cannot link to shared DLL cause there is nothing exported

 ql/auto_link.hpp | 16 ++++------------
 1 file changed, 4 insertions(+), 12 deletions(-)

commit 4e54918f1763f2faf92c92fdc672d21d2b2133df
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sat, 4 Nov 2017 20:22:52 +0100

    Windows needs to link against static as no symbol is exported from shared lib

 Examples/BasketLosses/CMakeLists.txt     | 2 +-
 Examples/BermudanSwaption/CMakeLists.txt | 2 +-
 Examples/Bonds/CMakeLists.txt            | 2 +-
 Examples/CDS/CMakeLists.txt              | 2 +-
 Examples/CVAIRS/CMakeLists.txt           | 2 +-
 Examples/CallableBonds/CMakeLists.txt    | 2 +-
 Examples/ConvertibleBonds/CMakeLists.txt | 2 +-
 Examples/DiscreteHedging/CMakeLists.txt  | 2 +-
 Examples/EquityOption/CMakeLists.txt     | 2 +-
 Examples/FRA/CMakeLists.txt              | 2 +-
 Examples/FittedBondCurve/CMakeLists.txt  | 2 +-
 Examples/Gaussian1dModels/CMakeLists.txt | 2 +-
 Examples/GlobalOptimizer/CMakeLists.txt  | 2 +-
 Examples/LatentModel/CMakeLists.txt      | 2 +-
 Examples/MarketModels/CMakeLists.txt     | 2 +-
 Examples/MultidimIntegral/CMakeLists.txt | 2 +-
 Examples/Replication/CMakeLists.txt      | 2 +-
 Examples/Repo/CMakeLists.txt             | 2 +-
 Examples/Swap/CMakeLists.txt             | 2 +-
 ql/CMakeLists.txt                        | 9 ++++++++-
 20 files changed, 27 insertions(+), 20 deletions(-)

commit 0b72e296b8c7d9d656f10eab7b644c41783f98ff
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sat, 4 Nov 2017 20:21:31 +0100

    first the library, then the examples that link the library

 CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 37adfa40347d1f9fd3bd62fe5b74480663e869bd
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Sat, 4 Nov 2017 19:32:34 +0100

    name the project

 CMakeLists.txt | 2 ++
 1 file changed, 2 insertions(+)

commit 93a08c33989c8c82261358a039c107d114d2ab5b
Author: alas <alix.lassauzet@derivexperts.com>
Date:   Fri, 3 Nov 2017 14:13:49 +0100

    refactore class to be in line with InterpolatedHazardRateCurve and InterpolatedDefaultDensityCurve

 .../interpolatedsurvivalprobabilitycurve.hpp       | 53 +++++++++++++++++++++-
 1 file changed, 51 insertions(+), 2 deletions(-)

commit abd5c5acc970445e19eb51e68833f5e29ef2da69
Author: Javier G. Sogo <jgsogo@gmail.com>
Date:   Thu, 2 Nov 2017 22:57:35 +0100

    first try renaming lib using CMake properties

 Examples/BasketLosses/CMakeLists.txt     |  2 +-
 Examples/BermudanSwaption/CMakeLists.txt |  2 +-
 Examples/Bonds/CMakeLists.txt            |  2 +-
 Examples/CDS/CMakeLists.txt              |  2 +-
 Examples/CVAIRS/CMakeLists.txt           |  2 +-
 Examples/CallableBonds/CMakeLists.txt    |  2 +-
 Examples/ConvertibleBonds/CMakeLists.txt |  2 +-
 Examples/DiscreteHedging/CMakeLists.txt  |  2 +-
 Examples/EquityOption/CMakeLists.txt     |  2 +-
 Examples/FRA/CMakeLists.txt              |  2 +-
 Examples/FittedBondCurve/CMakeLists.txt  |  2 +-
 Examples/Gaussian1dModels/CMakeLists.txt |  2 +-
 Examples/GlobalOptimizer/CMakeLists.txt  |  2 +-
 Examples/LatentModel/CMakeLists.txt      |  2 +-
 Examples/MarketModels/CMakeLists.txt     |  2 +-
 Examples/MultidimIntegral/CMakeLists.txt |  2 +-
 Examples/Replication/CMakeLists.txt      |  2 +-
 Examples/Repo/CMakeLists.txt             |  2 +-
 Examples/Swap/CMakeLists.txt             |  2 +-
 ql/CMakeLists.txt                        | 17 ++++++++++++-----
 ql/auto_link.hpp                         |  2 +-
 test-suite/CMakeLists.txt                |  4 ++--
 22 files changed, 34 insertions(+), 27 deletions(-)

commit 0692a9ba970bb33c2691dc16b72d9808d886548e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Nov 2017 15:51:38 +0100

    Remove autogenerated config folder from VCS.

 Makefile.am        | 2 +-
 config/Makefile.am | 4 ----
 configure.ac       | 1 -
 3 files changed, 1 insertion(+), 6 deletions(-)

commit 58a06f0f8bd03f401ddc46db26f22d98f07c9293
Merge: 60461d0d2 ba1d92aa2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Oct 2017 15:04:21 +0100

    Merge pull request #319.

commit 60461d0d28fd75b15ea3ca11931e1cc0464fa915
Merge: 74cddf643 c0855a2f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Oct 2017 14:33:32 +0100

    Merge pull request #321.

commit 74cddf643e276b78134b214425c6ddc0478a38d0
Merge: b86b2a90a 64126acd0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Oct 2017 14:04:29 +0100

    Merge pull request #317.

commit b86b2a90aff3e7079b9dc0919d8fb981bff2fb0f
Merge: 49f019cae 426399954
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Oct 2017 13:24:16 +0100

    Merge pull request #316.

commit 49f019cae79a7e8abc193fa10d45d7c7bcefae91
Merge: ff80e3a49 55d5cbcb8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Oct 2017 12:41:39 +0100

    Merge pull request #310.

commit 8b820145ecdc7595ea62ae920028220ba992eafa
Author: ittegrat <ittegrat@users.noreply.github.com>
Date:   Thu, 5 Oct 2017 11:39:05 +0200

    Fix UnitedStates calendar selection

 ql/time/calendars/unitedstates.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit ff80e3a498a89e4b656ce26baee3ae30b2115c34
Merge: 92ba704cd 2a46f88e6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Oct 2017 16:45:38 +0200

    Merge pull request #314.

commit 92ba704cd2c42f424f3f9016d8af059f655fc43b
Merge: 61f836f33 e514c1383
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Oct 2017 13:58:22 +0200

    Merge pull request #313.

commit c0855a2f2f250dd7106ef8638820db84d62fa3aa
Author: Dirk Eddelbuettel <edd@debian.org>
Date:   Fri, 13 Oct 2017 12:16:53 -0500

    add missing manual page for GlobalOptimizer

 man/GlobalOptimizer.1 | 40 ++++++++++++++++++++++++++++++++++++++++
 man/Makefile.am       |  2 ++
 2 files changed, 42 insertions(+)

commit ba1d92aa25c9bb8afafe9b4bab34741eba50a5b3
Author: Wojciech Slusarski <wojciech.slusarski@gmail.com>
Date:   Fri, 13 Oct 2017 00:35:18 +0200

    Updated implementation of OISRateHelper - extended configuration
    options as allowed by MakeOIS

 ql/termstructures/yield/oisratehelper.cpp | 23 +++++++++++++++++++----
 ql/termstructures/yield/oisratehelper.hpp | 15 ++++++++++++++-
 2 files changed, 33 insertions(+), 5 deletions(-)

commit 64126acd07b99d05005501c00b3623d94077cb1a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Oct 2017 12:16:40 +0200

    Perform clean bootstrap when the previous curve is a bad guess.

 ql/termstructures/iterativebootstrap.hpp | 13 ++++--
 test-suite/piecewiseyieldcurve.cpp       | 75 +++++++++++++++++++++++++++++++-
 test-suite/piecewiseyieldcurve.hpp       |  4 +-
 3 files changed, 85 insertions(+), 7 deletions(-)

commit fc0f18c4197e66169527418292c2173553615c67
Author: Wojciech Slusarski <wojciech.slusarski@gmail.com>
Date:   Wed, 11 Oct 2017 23:28:35 +0200

    Adding default value to a boolean parameter requireUSCalendar

 ql/termstructures/yield/ratehelpers.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit ae83fbf9835d7494dfdb887e00ecd4eba3194af7
Author: Wojciech Slusarski <wojciech.slusarski@gmail.com>
Date:   Sun, 8 Oct 2017 02:03:29 +0200

    Improved handling fx market calendar conventions
    Added comment on how to handle ON and TN swaps

 ql/termstructures/yield/ratehelpers.cpp | 24 ++++++++++--------------
 ql/termstructures/yield/ratehelpers.hpp | 20 ++++++++++++++++----
 2 files changed, 26 insertions(+), 18 deletions(-)

commit acacd7aa5b9936637baba3a82f47ce9c9c6a2d8a
Author: Wojciech Slusarski <wojciech.slusarski@gmail.com>
Date:   Sat, 7 Oct 2017 22:48:13 +0200

    git ignore Visual Studio Code configuration folder

 .gitignore | 3 +++
 1 file changed, 3 insertions(+)

commit 426399954c05afa65ade0a1024c4b0789a6d8af3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Oct 2017 18:16:07 +0200

    Recognize corner case and raise an appropriate exception.

 ql/pricingengines/asian/mcdiscreteasianengine.hpp | 28 ++++++++++++++++++++++-
 test-suite/asianoptions.cpp                       | 14 ++++++------
 2 files changed, 34 insertions(+), 8 deletions(-)

commit fbd4cd7f7c7ac98af4e4f6897ccc70e637fdb68d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Oct 2017 17:13:40 +0200

    Add tests for Asian options with past fixings only.

 test-suite/asianoptions.cpp | 141 +++++++++++++++++++++++++++++++++++++++++++-
 test-suite/asianoptions.hpp |   3 +-
 2 files changed, 141 insertions(+), 3 deletions(-)

commit 67ce8abe93b03eb884cdbabde980cbc8895f5612
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Oct 2017 16:29:10 +0200

    Avoid access violation when creating a grid from an empty sequence.

 ql/timegrid.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit 377a55371d1df172d8558e5cf8d1ac7245a91f67
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Oct 2017 15:36:32 +0200

    Discount payoff from exercise date, not last fixing date.

 ql/pricingengines/asian/mc_discr_arith_av_price.hpp  | 2 +-
 ql/pricingengines/asian/mc_discr_arith_av_strike.hpp | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.hpp   | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit 2a46f88e681f053da3adc80c35d305b5974ca0b1
Author: ittegrat <ittegrat@users.noreply.github.com>
Date:   Thu, 5 Oct 2017 11:39:05 +0200

    Fix UnitedStates calendar selection

 ql/time/calendars/unitedstates.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit e514c1383e070836958e4cc406bcb3938855e288
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Oct 2017 10:29:07 +0200

    Remove support for obsolete Dev-C++ IDE.

 Examples/BasketLosses/BasketLosses.dev         |    59 -
 Examples/BasketLosses/Makefile.am              |     1 -
 Examples/BermudanSwaption/BermudanSwaption.dev |    69 -
 Examples/BermudanSwaption/Makefile.am          |     1 -
 Examples/Bonds/Bonds.dev                       |    69 -
 Examples/Bonds/Makefile.am                     |     1 -
 Examples/CDS/CDS.dev                           |    69 -
 Examples/CDS/Makefile.am                       |     1 -
 Examples/CVAIRS/CVAIRS.dev                     |    59 -
 Examples/CVAIRS/Makefile.am                    |     1 -
 Examples/CallableBonds/CallableBonds.dev       |    69 -
 Examples/CallableBonds/Makefile.am             |     1 -
 Examples/ConvertibleBonds/ConvertibleBonds.dev |    69 -
 Examples/ConvertibleBonds/Makefile.am          |     1 -
 Examples/DiscreteHedging/DiscreteHedging.dev   |    69 -
 Examples/DiscreteHedging/Makefile.am           |     1 -
 Examples/EquityOption/EquityOption.dev         |    69 -
 Examples/EquityOption/Makefile.am              |     1 -
 Examples/FRA/FRA.dev                           |    69 -
 Examples/FRA/Makefile.am                       |     1 -
 Examples/FittedBondCurve/FittedBondCurve.dev   |    69 -
 Examples/FittedBondCurve/Makefile.am           |     1 -
 Examples/Gaussian1dModels/Gaussian1dModels.dev |    59 -
 Examples/Gaussian1dModels/Makefile.am          |     1 -
 Examples/GlobalOptimizer/GlobalOptimizer.dev   |    69 -
 Examples/GlobalOptimizer/Makefile.am           |     1 -
 Examples/LatentModel/LatentModel.dev           |    59 -
 Examples/LatentModel/Makefile.am               |     1 -
 Examples/MarketModels/Makefile.am              |     1 -
 Examples/MarketModels/MarketModels.dev         |    69 -
 Examples/MultidimIntegral/Makefile.am          |     1 -
 Examples/MultidimIntegral/MultidimIntegral.dev |    59 -
 Examples/Replication/Makefile.am               |     1 -
 Examples/Replication/Replication.dev           |    69 -
 Examples/Repo/Makefile.am                      |     1 -
 Examples/Repo/Repo.dev                         |    69 -
 Examples/Swap/Makefile.am                      |     1 -
 Examples/Swap/Swap.dev                         |    59 -
 Makefile.am                                    |     1 -
 QuantLib.dev                                   | 21738 -----------------------
 test-suite/Makefile.am                         |     6 +-
 test-suite/testsuite.dev                       |  2888 ---
 tools/sync_projects.sh                         |    21 +-
 43 files changed, 3 insertions(+), 25921 deletions(-)

commit 55d5cbcb83f267fb1a2a8ed6d38cf2f471edbf77
Author: Robin Northcott <robin.northcott@pimco.com>
Date:   Tue, 3 Oct 2017 11:34:16 +1100

    restore original input order, add new order constructors

 .../yield/fittedbonddiscountcurve.cpp              |  5 +-
 .../yield/fittedbonddiscountcurve.hpp              |  6 +-
 .../yield/nonlinearfittingmethods.cpp              | 82 +++++++++++++++++-----
 .../yield/nonlinearfittingmethods.hpp              | 33 ++++++---
 4 files changed, 92 insertions(+), 34 deletions(-)

commit e5d14200214c55039907ffb370c4ebb40f5c0ee7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Oct 2017 13:10:37 +0200

    Remove Announce file.

 Announce.txt             | 13 -------------
 Makefile.am              |  1 -
 tools/version_number.txt |  3 ---
 3 files changed, 17 deletions(-)

commit 13f93ea75eed531b56b84015ee883715fa98c7ed
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Oct 2017 13:02:26 +0200

    Increase version number to 1.12.

 Announce.txt   | 2 +-
 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 639aac40c458e3c19aebac2c368f848de4c42c7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Oct 2017 12:05:25 +0200

    Increase version number to 1.11.1.

 Announce.txt   | 2 +-
 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 9fc653fc295620135e775bd5136c95bf654717af
Author: Robin Northcott <robin.northcott@pimco.com>
Date:   Thu, 28 Sep 2017 11:19:41 +1000

    changed tabs to spaces

 .../yield/fittedbonddiscountcurve.cpp              | 56 ++++++++--------
 .../yield/fittedbonddiscountcurve.hpp              | 76 +++++++++++-----------
 .../yield/nonlinearfittingmethods.cpp              | 50 +++++++-------
 .../yield/nonlinearfittingmethods.hpp              | 20 +++---
 4 files changed, 101 insertions(+), 101 deletions(-)

commit 28d858a129c9e99531f4c51ef2afd2a1538b8e53
Author: Robin Northcott <robin.northcott@pimco.com>
Date:   Wed, 27 Sep 2017 16:48:28 +1000

    added L2 penalty to fitted parameters of FittedBondDiscountCurve::FittingMethod

 ql/termstructures/yield/fittedbonddiscountcurve.cpp | 19 +++++++++++++++++--
 ql/termstructures/yield/fittedbonddiscountcurve.hpp | 13 +++++++++++++
 ql/termstructures/yield/nonlinearfittingmethods.cpp | 16 +++++++++++-----
 ql/termstructures/yield/nonlinearfittingmethods.hpp |  5 +++++
 4 files changed, 46 insertions(+), 7 deletions(-)

commit 0060e94e1c6830142a1d04561c6004af8a74bcc7
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 15 Sep 2017 21:17:35 +0200

    fix from unit testing

 ql/cashflows/fixedratecoupon.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 56ca1a2282e96635dd6a6137740aad5eece2b79f
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 15 Sep 2017 21:17:26 +0200

    add unit test

 test-suite/cashflows.cpp | 114 ++++++++++++++++++++++++++++++++++++++++++++++-
 test-suite/cashflows.hpp |   1 +
 2 files changed, 114 insertions(+), 1 deletion(-)

commit 9c96c244e6c3ebd2b5ef15322faa3ff612005728
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 8 Sep 2017 16:29:05 +0200

    fixes

 ql/cashflows/averagebmacoupon.cpp | 6 ++++--
 ql/cashflows/fixedratecoupon.cpp  | 2 +-
 2 files changed, 5 insertions(+), 3 deletions(-)

commit c464c4405f0f70d8c1c194ac6bcef71ea03ab0b4
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 2 Sep 2017 20:05:29 +0200

    remove restriction on first period dc

 ql/cashflows/fixedratecoupon.cpp | 38 ++++++++++++++------------------------
 1 file changed, 14 insertions(+), 24 deletions(-)

commit ab2dab86b894dc6c9e1b65811e8fad278db9b112
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 2 Sep 2017 16:38:31 +0200

    fix fallback

 ql/cashflows/fixedratecoupon.cpp | 22 +++++++---------------
 1 file changed, 7 insertions(+), 15 deletions(-)

commit 422272e031e17822c6433d07aabbdb25851c3cc1
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Fri, 4 Aug 2017 14:47:29 +0100

    Correct the order of member initialisations

 ql/experimental/callablebonds/callablebond.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 079024e44a808cb1e2a0bd30975b9b83b7a2633a
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Fri, 4 Aug 2017 14:32:57 +0100

    Make the EngSpreadHelper constructor explicit

 ql/experimental/callablebonds/callablebond.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 686305bdb6c75f5ef655e4d6e4e071d373b5bc3f
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Sun, 23 Jul 2017 15:51:43 +0100

    Check pointer before setting spread

 ql/experimental/callablebonds/treecallablebondengine.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 3d2af5fb498757119c42632c5504d10397295042
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Fri, 21 Jul 2017 16:16:06 +0100

    Effective duration to use 2-point numerical derivative  estimate

 ql/experimental/callablebonds/callablebond.cpp | 74 +++++++++++++-------------
 1 file changed, 38 insertions(+), 36 deletions(-)

commit 0b5274b9aece7a5a1cddf521ce98b824019cfbec
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Mon, 17 Jul 2017 21:54:08 +0100

    Implement spread as an additional discount in the Lattice

 ql/experimental/callablebonds/callablebond.cpp     | 249 +++++++++++++--------
 ql/experimental/callablebonds/callablebond.hpp     |  26 +--
 .../callablebonds/treecallablebondengine.cpp       |  14 ++
 .../callablebonds/treecallablebondengine.hpp       |   1 +
 ql/models/shortrate/onefactormodel.cpp             |   2 +-
 ql/models/shortrate/onefactormodel.hpp             |   7 +-
 6 files changed, 186 insertions(+), 113 deletions(-)

commit 301641995fcba00579ae8d956e00a38b439bc204
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Thu, 4 May 2017 14:08:50 +0100

    Bump size is a parameter

 ql/experimental/callablebonds/callablebond.cpp | 10 ++++++----
 ql/experimental/callablebonds/callablebond.hpp |  6 ++++--
 2 files changed, 10 insertions(+), 6 deletions(-)

commit 1370c0831a7ffdfcb24a74aae9801ba19988db6e
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Wed, 3 May 2017 23:39:14 +0100

    Correct convention for effective duration

 ql/experimental/callablebonds/callablebond.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit e64ff075ce4f4caf7660f1df307d6d0bc3be96c2
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 29 Apr 2017 16:12:43 +0200

    leg construction with partial interface schedule

 ql/cashflows/averagebmacoupon.cpp       |  4 ++--
 ql/cashflows/cashflowvectors.hpp        |  8 ++++----
 ql/cashflows/cpicoupon.cpp              |  4 ++--
 ql/cashflows/fixedratecoupon.cpp        | 13 +++++++++++--
 ql/cashflows/overnightindexedcoupon.cpp |  4 ++--
 ql/cashflows/rangeaccrual.cpp           |  4 ++--
 ql/cashflows/yoyinflationcoupon.cpp     |  4 ++--
 ql/time/schedule.cpp                    |  6 +++++-
 ql/time/schedule.hpp                    | 30 ++++++++++++++++++++++++++----
 9 files changed, 56 insertions(+), 21 deletions(-)

commit 1d65a785dccdfe5c95c339c99a4025a70eb6b441
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Thu, 20 Apr 2017 14:37:17 +0100

    Remove unneeded params, change cleanPrice name

 ql/experimental/callablebonds/callablebond.cpp | 20 +++++++++-----------
 ql/experimental/callablebonds/callablebond.hpp | 18 ++++++++----------
 2 files changed, 17 insertions(+), 21 deletions(-)

commit 05aac167b2aec8760d10ae3ffd652fadf6128179
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Thu, 20 Apr 2017 12:58:47 +0100

    Add cleanPrice from OAS

 ql/experimental/callablebonds/callablebond.cpp | 23 +++++++++++++++++++++++
 ql/experimental/callablebonds/callablebond.hpp | 10 ++++++++++
 2 files changed, 33 insertions(+)

commit 580a25cd1a66fcb95945442d31f60a18b74f63a5
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Thu, 20 Apr 2017 10:58:56 +0100

    Add effectiveDuration, effective Convexity functions
    
    Also refactor implementation of OAS to reduce code repetition with new
    functions

 ql/experimental/callablebonds/callablebond.cpp | 155 +++++++++++++++++++++----
 ql/experimental/callablebonds/callablebond.hpp |  19 +++
 2 files changed, 151 insertions(+), 23 deletions(-)

commit 1b539e51c0cbda62e00757d0d3a840f57bc7e679
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Wed, 19 Apr 2017 21:41:26 +0100

    Update the OAS function to more complete interface

 ql/experimental/callablebonds/callablebond.cpp | 19 ++++++++++++++++---
 ql/experimental/callablebonds/callablebond.hpp | 12 ++++++++----
 2 files changed, 24 insertions(+), 7 deletions(-)

commit e36c09c73b39b0859a0d22eebb8d065688d4f3ef
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Wed, 19 Apr 2017 21:12:33 +0100

    Add Copyright statement

 ql/experimental/callablebonds/callablebond.cpp | 1 +
 ql/experimental/callablebonds/callablebond.hpp | 1 +
 2 files changed, 2 insertions(+)

commit a6a2de37248430711fde54b3b55b4255e647c9a1
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Tue, 18 Apr 2017 22:37:29 +0100

    First cut at OAS calculation

 ql/experimental/callablebonds/callablebond.cpp | 54 +++++++++++++++++++++++++-
 ql/experimental/callablebonds/callablebond.hpp | 31 +++++++++++++++
 2 files changed, 84 insertions(+), 1 deletion(-)

commit 45b9810a7527af28990766650f2bffab6c175d08
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 24 Mar 2017 21:05:38 +0100

    add unit test

 test-suite/observable.cpp | 47 +++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/observable.hpp |  1 +
 2 files changed, 48 insertions(+)

commit c112fc76a60765dd0beaa500ee256daf1601a1c0
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 24 Mar 2017 10:46:44 +0100

    introduce deepUpdate to observer interface

 ql/instruments/compositeinstrument.cpp                         |  7 +++++++
 ql/instruments/compositeinstrument.hpp                         |  4 ++++
 ql/patterns/observable.hpp                                     | 10 ++++++++++
 .../volatility/optionlet/strippedoptionletadapter.hpp          | 10 ++++++++++
 4 files changed, 31 insertions(+)

commit 238de21e299ed16d566bda2fb205832a337ac6f5
Author: Pepe <japari@free.fr>
Date:   Mon, 19 Sep 2016 10:35:08 +0200

    Affine models are introduced in credit piecewise curves to allow bootstrapping of the deterministic TS. The affine model given is fully specified (with known parameters; these are not calibrated by the CDS market).

 ql/experimental/credit/all.hpp                     |   2 +
 .../credit/interpolatedaffinehazardratecurve.hpp   | 378 +++++++++++++++++++++
 ql/experimental/credit/onefactoraffinesurvival.hpp | 167 +++++++++
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  26 +-
 ql/termstructures/credit/probabilitytraits.hpp     |  95 +++++-
 5 files changed, 666 insertions(+), 2 deletions(-)

commit 98fc992939a332159250c5fd47476f71df19f94a
Author: Wojciech Slusarski <wojciech.slusarski@gmail.com>
Date:   Wed, 31 Aug 2016 22:26:00 +0200

    Added handling of FX spot market conventions related to calendar.
    earliestDate is adjusted for US calendar if required.
    latestDate is advanced from earliestDate with JointCalendar
    including US calendar if required.
    TODO: handling swap points for tenors of O/N and T/N.

 ql/termstructures/yield/ratehelpers.cpp | 28 ++++++++++++++++++++++++----
 ql/termstructures/yield/ratehelpers.hpp | 16 +++++++++++++---
 2 files changed, 37 insertions(+), 7 deletions(-)
