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ChangeLog.txt
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commit 33edc6c9bd6a147e751331a6a98c023fae7c9b2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 12 Apr 2021 11:12:19 +0200
Set version to 1.22 final
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit da2101d337b95f6f552b8012631229a68dc0eb5d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Apr 2021 14:55:08 +0200
Set version to 1.22 rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 78443732ac7c8652d04480d06b471297f46efa78
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 31 Mar 2021 18:00:34 +0200
Update news and changelog
ChangeLog.txt | 739 +++++++++++++++++++++-------------------------------------
News.md | 42 ++--
2 files changed, 285 insertions(+), 496 deletions(-)
commit 91aceefb69f6d8e1289609b91ae97c5dfb5e1410
Merge: 408fbbf 8c8f2af
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 31 Mar 2021 12:40:30 +0200
Merge pull request #371.
Sub periods coupon
commit 8c8f2affc254998592d5403dd41eba5d295484fa
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Wed, 31 Mar 2021 11:39:48 +0200
Fixed Codacy error.
Python/test/subperiodscoupon.py | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit ccbe8142fcaf7a87849b021ef1052c8e68da1c1f
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Wed, 31 Mar 2021 11:12:15 +0200
Added unit test for casting.
Python/test/subperiodscoupon.py | 12 +++++++++++-
1 file changed, 11 insertions(+), 1 deletion(-)
commit a6fdca738c6dd7620b9d7dfe790d4380eebae212
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Wed, 31 Mar 2021 10:57:59 +0200
A few renamings.
Python/test/subperiodscoupon.py | 14 +++++++-------
1 file changed, 7 insertions(+), 7 deletions(-)
commit b0a91a7292e73a7dc1befd35e87ea7245fc73bec
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Wed, 31 Mar 2021 10:50:53 +0200
Removed unused variables.
Python/test/subperiodscoupon.py | 8 +-------
1 file changed, 1 insertion(+), 7 deletions(-)
commit e0b2ca89e1a5c468e93eb3ae7c7f7612a23f7db2
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Wed, 31 Mar 2021 10:47:03 +0200
Added more unit tests.
Python/test/subperiodscoupon.py | 120 +++++++++++++++++++++++++++++++++++-----
1 file changed, 105 insertions(+), 15 deletions(-)
commit 58958806d7aeee639184c95048aa27e8d3df6124
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Tue, 30 Mar 2021 17:05:26 +0200
Unit tests for SubPeriodsCoupon class in Python.
Python/test/QuantLibTestSuite.py | 2 +
Python/test/subperiodscoupon.py | 180 +++++++++++++++++++++++++++++++++++++++
2 files changed, 182 insertions(+)
commit 7c2d09757df519c537e5128b3a0dac79655092fd
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Tue, 30 Mar 2021 15:06:11 +0200
Fixed build.
SWIG/cashflows.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit b0dab264769faa26165d4ff2cff587f25663a931
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Tue, 30 Mar 2021 15:04:50 +0200
Exposed SubPeriodsCoupon class.
SWIG/cashflows.i | 108 ++++++++++++++++++++++++++++++++++++++++++++++++++++++-
1 file changed, 107 insertions(+), 1 deletion(-)
commit 408fbbf58ec1721bb48e3080ca6bd07a2f7594bb
Merge: 53ad68e 310c519
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 18 Mar 2021 19:26:29 +0100
Merge pull request #370.
Export renamed RateAveraging struct
commit 310c519c3cef14c9c424503a1addecd8f6a413cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 18 Mar 2021 15:25:15 +0100
Apply changes from C++ library
SWIG/cashflows.i | 10 +++++-----
SWIG/futures.i | 2 +-
SWIG/ratehelpers.i | 10 +++++-----
SWIG/swap.i | 10 +++++-----
4 files changed, 16 insertions(+), 16 deletions(-)
commit 53ad68e75b8c7ebb563d9767b7284123de18a832
Merge: 017f9a2 5f804fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 17 Mar 2021 10:58:49 +0100
Merge pull request #369.
Export new-style FD shout engine
commit 5f804fc80cce83c28282c31247c6ea9bc83d4f1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 17 Mar 2021 09:57:46 +0100
Export new-style FD shout engine
SWIG/options.i | 10 ++++++++++
1 file changed, 10 insertions(+)
commit 017f9a2af64ae6a45e72ef599e57ed36956a7f67
Merge: aa8bb17 3bf394a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 11 Mar 2021 16:11:00 +0100
Merge pull request #368.
Export optional discount curve in AnalyticEuropeanEngine constructor
commit 3bf394a6e4b95673004fc08c523697b2a14c3598
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 11 Mar 2021 15:12:41 +0100
Export optional discount curve in AnalyticEuropeanEngine constructor
SWIG/options.i | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit aa8bb177c8d7934169f593c8d95e45bc578b7122
Merge: 996139d 91325fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 11 Mar 2021 13:22:08 +0100
Merge pull request #367.
Export a few missing parameters in existing classes
commit 91325fc4632536ad242dba818add24cf086669bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 11 Mar 2021 12:28:53 +0100
Export a few missing parameters in existing classes
SWIG/daycounters.i | 2 +-
SWIG/fittedbondcurve.i | 7 ++++++-
2 files changed, 7 insertions(+), 2 deletions(-)
commit 996139d7bca228ac3aedb45ad3e3d205df073463
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Mon, 8 Mar 2021 15:50:54 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 99d1d28e4e61f5a4b3a48206e924e535dbeac9cf
Merge: b1c4364 a0cd9c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Mar 2021 16:50:34 +0100
Merge pull request #364.
Cross currency swap rate helper
commit a0cd9c95cc290254baeaf97707789efa7a7b8ab2
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Mon, 8 Mar 2021 15:17:37 +0100
Changed data source comment.
Python/test/ratehelpers.py | 11 +++++------
1 file changed, 5 insertions(+), 6 deletions(-)
commit 65a3e85204e38d3383b25cdcc9b1c439d82c9b6e
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Mon, 8 Mar 2021 15:12:56 +0100
Fixed Codacy issues.
Python/test/QuantLibTestSuite.py | 6 ++---
Python/test/ratehelpers.py | 49 +++++++++++++++++-----------------------
2 files changed, 24 insertions(+), 31 deletions(-)
commit 35b24970a429f0aa100b1821f57f4f29771fa4e2
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Mon, 8 Mar 2021 14:56:47 +0100
Fixed Codacy issues.
Python/test/ratehelpers.py | 12 ++++--------
1 file changed, 4 insertions(+), 8 deletions(-)
commit f6526d8027dc51af5c2c439db4f5c00b576329cf
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Mon, 8 Mar 2021 14:19:21 +0100
More unit tests for cross currency basis swap rate helper.
Python/test/ratehelpers.py | 32 ++++++++++++++++++++++++++++----
1 file changed, 28 insertions(+), 4 deletions(-)
commit a1a27d5a4115358dc2cd339b537bf92c803c476e
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Mon, 8 Mar 2021 13:20:26 +0100
Adding unit tests for cross currency basis swap rate helper.
Python/test/QuantLibTestSuite.py | 7 ++-
Python/test/ratehelpers.py | 117 +++++++++++++++++++++++++++++++++++++++
SWIG/ratehelpers.i | 1 +
3 files changed, 124 insertions(+), 1 deletion(-)
commit 6f65e82efb42126b9882f440ddb912fb7b43ca1d
Author: Marcin <mrybacki12@gmail.com>
Date: Mon, 8 Mar 2021 11:32:57 +0100
No need to include cashflows.i in futures.i
SWIG/futures.i | 1 -
1 file changed, 1 deletion(-)
commit b1c43645272de1f263d0e0b564002ae1b734e3c5
Merge: f3a5807 2b0df54
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Mar 2021 09:25:55 +0100
Merge pull request #362.
Adding new fixing dates interface to SWIG
commit 2b0df54506a42a9ccacbc79e8aa45436c4abb6b7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Mar 2021 08:40:06 +0100
Fix a couple of types
SWIG/asianoptions.i | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
commit f3a58075eb8c86a2cf008de2cb9d55e25f4a17b4
Merge: f134ad3 0d6396b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Mar 2021 08:27:27 +0100
Merge pull request #360.
Index::hasHistoricalFixing(...)
commit f134ad3a4db1116e83de7081bbbb18bb719915bf
Merge: f3b893e 45633c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 7 Mar 2021 19:18:14 +0100
Merge pull request #363.
Export changes in overnight-index interfaces
commit 45633c9c12b8fd3c34af103597f2c743d48c5a94
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 7 Mar 2021 12:29:11 +0100
Export changes in overnight-index interfaces
SWIG/cashflows.i | 46 ++++++++++++++++++++++++++++++----------------
SWIG/futures.i | 22 +++++++---------------
SWIG/ql.i | 10 +---------
SWIG/ratehelpers.i | 16 +++++++++-------
SWIG/swap.i | 16 +++++++++++-----
5 files changed, 58 insertions(+), 52 deletions(-)
commit f21f189136f99b01955f0584f39dcd8fc462486c
Author: jackgillett101 <jack.gillett@cantab.net>
Date: Sat, 6 Mar 2021 11:40:54 +0800
Adding new fixing dates interface to SWIG
SWIG/asianoptions.i | 8 +++++++-
1 file changed, 7 insertions(+), 1 deletion(-)
commit 86b313822bd371bea520022591bc8fcd7abc1ec2
Author: Marcin <mrybacki12@gmail.com>
Date: Wed, 17 Feb 2021 16:11:29 +0100
Added OvernightAveraging to OIS swap inspectors.
SWIG/swap.i | 1 +
1 file changed, 1 insertion(+)
commit 9dec90d1615b2f794e40c3fc668d1d239bff6234
Author: Marcin <mrybacki12@gmail.com>
Date: Wed, 17 Feb 2021 13:32:09 +0100
Exposed index methods.
SWIG/indexes.i | 2 ++
1 file changed, 2 insertions(+)
commit b736af643a5dafa817c362a78e05614728e0b5b2
Author: Marcin <mrybacki12@gmail.com>
Date: Mon, 15 Feb 2021 10:03:01 +0100
Exposed XCCY basis swap in SWIG.
SWIG/ratehelpers.i | 20 ++++++++++++++++++++
1 file changed, 20 insertions(+)
commit 081131aa7d00f4b075f4a94d178a89b6fb326f43
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Fri, 12 Feb 2021 18:54:26 +0100
Scoped OvernightAveraging via struct.
SWIG/cashflows.i | 23 ++++++-----------------
SWIG/futures.i | 2 +-
SWIG/ratehelpers.i | 10 +++++-----
SWIG/swap.i | 11 ++++++-----
4 files changed, 18 insertions(+), 28 deletions(-)
commit 37811bca2e2d9ccbf5dc092c4286a742a67d359f
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date: Wed, 10 Feb 2021 12:54:34 +0100
Changes propagating OvernightAveraging.
SWIG/cashflows.i | 31 +++++++++++++++++++++++++++----
SWIG/futures.i | 7 +++----
SWIG/ratehelpers.i | 13 ++++++++-----
SWIG/swap.i | 10 ++++++++--
4 files changed, 46 insertions(+), 15 deletions(-)
commit 0d6396b0606feebd61e97396aed0e8eafddae433
Author: RalfKonrad <github@eckel-consulting.de>
Date: Fri, 5 Feb 2021 22:11:27 +0100
Added 'bool hasHistoricalFixing(const Date& fixingDate) const;'
SWIG/indexes.i | 2 ++
1 file changed, 2 insertions(+)
commit f3b893e059141b30881324e3553a418910700a9a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 4 Feb 2021 09:18:53 +0100
Add badge and link to latest release
README.md | 1 +
1 file changed, 1 insertion(+)
commit 265e2cd0342ef68143b4acf24cd1445dfb9a3dab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 25 Jan 2021 23:37:16 +0100
Clean up branches from automated PRs
.github/workflows/copyrights.yml | 1 +
.github/workflows/misspell.yml | 1 +
.github/workflows/namespaces.yml | 1 +
3 files changed, 3 insertions(+)
commit 7719b932cb4c9352015fac415ec60e47fa25e6c7
Merge: 59ca4a9 01ceca5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 20 Jan 2021 15:08:42 +0100
Merge pull request #358.
Remove features deprecated in version 1.17
commit 59ca4a922e9e9b6b42e19d4e4c95b4a6bd252b91
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 20 Jan 2021 13:21:41 +0100
Remove support for Python 2.7
.build/python2.build | 12 ------------
.github/workflows/linux.yml | 2 +-
Python/README.txt | 2 +-
3 files changed, 2 insertions(+), 14 deletions(-)
commit d324d69ff35005b25cbbc82c71f085913cb146e9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 13 Jan 2021 14:21:02 +0100
Add link check.
.github/workflows/link-check.yml | 12 ++++++++++++
1 file changed, 12 insertions(+)
commit ffc337f03ca669bf002b96d6d51baece6131ea14
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 20 Jan 2021 10:43:58 +0100
Update version to 1.22-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit 01ceca58a4a2aee5a796efe3a7d3ddaa931a6779
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 19 Jan 2021 18:35:19 +0100
Remove features deprecated in version 1.17
Java/examples/CallableBonds.java | 8 +--
Java/examples/CallableBondsOAS.java | 20 +++----
SWIG/bonds.i | 42 +++++++++++++-
SWIG/callability.i | 71 -----------------------
SWIG/convertiblebonds.i | 2 -
SWIG/options.i | 110 +-----------------------------------
SWIG/ql.i | 1 -
7 files changed, 56 insertions(+), 198 deletions(-)