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| 1 | +commit c3b52ca9e2101d7a908d1fbb449c9fbfb7d5aef3 |
| 2 | +Author: Luigi Ballabio < [email protected]> |
| 3 | +Date: Mon, 12 Jul 2021 09:46:54 +0200 |
| 4 | + |
| 5 | + Set version to 1.35 final. |
| 6 | + |
| 7 | + CMakeLists.txt | 4 ++-- |
| 8 | + configure.ac | 2 +- |
| 9 | + ql/version.hpp | 4 ++-- |
| 10 | + 3 files changed, 5 insertions(+), 5 deletions(-) |
| 11 | + |
| 12 | +commit 2f863fbd6545161c71cc9994534493554caf5b73 |
| 13 | +Author: Luigi Ballabio < [email protected]> |
| 14 | +Date: Fri, 19 Jul 2024 11:14:18 +0200 |
| 15 | + |
| 16 | + Update news |
| 17 | + |
| 18 | + Docs/pages/history.docs | 11 ++++++++--- |
| 19 | + News.md | 13 ++++++++++--- |
| 20 | + 2 files changed, 18 insertions(+), 6 deletions(-) |
| 21 | + |
| 22 | +commit 6d931d4c327a6a78e350263b87359a920afe0df9 |
| 23 | +Merge: d8d875307 52b76ef69 |
| 24 | +Author: Luigi Ballabio < [email protected]> |
| 25 | +Date: Thu, 18 Jul 2024 12:09:53 +0200 |
| 26 | + |
| 27 | + Explicit type conversion in `additionalResults` (#2027) |
| 28 | + |
| 29 | +commit 52b76ef69befc65a458e10cf49399eb21ec8f012 |
| 30 | +Author: Auto Differentiation Dev Team < [email protected]> |
| 31 | +Date: Thu, 18 Jul 2024 07:37:50 +0000 |
| 32 | + |
| 33 | + Correct type conversion in additionalResults |
| 34 | + |
| 35 | + ql/pricingengines/swaption/blackswaptionengine.hpp | 2 +- |
| 36 | + 1 file changed, 1 insertion(+), 1 deletion(-) |
| 37 | + |
| 38 | +commit d8d87530741621c7e49ce6de204de0a24744abb1 |
| 39 | +Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> |
| 40 | +Date: Wed, 17 Jul 2024 13:33:07 +0000 |
| 41 | + |
| 42 | + Automated fixes by clang-tidy |
| 43 | + |
| 44 | + test-suite/quantlibbenchmark.cpp | 4 ++-- |
| 45 | + 1 file changed, 2 insertions(+), 2 deletions(-) |
| 46 | + |
| 47 | +commit ee934e43c10898e8aed39c5055966ac9f9e98ca0 |
| 48 | +Merge: 617a490bc c1241da7e |
| 49 | +Author: Luigi Ballabio < [email protected]> |
| 50 | +Date: Wed, 17 Jul 2024 13:56:58 +0200 |
| 51 | + |
| 52 | + Optionally allow using forward price for swaption implied-volatility calculation (#2025) |
| 53 | + |
| 54 | +commit c1241da7e2938daa45e36fdaf005d70716405008 |
| 55 | +Author: Luigi Ballabio < [email protected]> |
| 56 | +Date: Wed, 17 Jul 2024 11:02:32 +0200 |
| 57 | + |
| 58 | + Allow forward price as additional result and in implied vol calculation |
| 59 | + |
| 60 | + ql/instruments/swaption.cpp | 13 +++++++++---- |
| 61 | + ql/instruments/swaption.hpp | 4 +++- |
| 62 | + test-suite/swaption.cpp | 28 ++++++++++++++++++++-------- |
| 63 | + 3 files changed, 32 insertions(+), 13 deletions(-) |
| 64 | + |
| 65 | +commit 351feff1a7ef9f686b7e2bab7bfd6cf21e1f2b81 |
| 66 | +Author: Luigi Ballabio < [email protected]> |
| 67 | +Date: Wed, 17 Jul 2024 10:38:12 +0200 |
| 68 | + |
| 69 | + Add missing checks |
| 70 | + |
| 71 | + ql/instruments/swaption.cpp | 3 ++- |
| 72 | + ql/pricingengines/swaption/blackswaptionengine.hpp | 7 +++++-- |
| 73 | + 2 files changed, 7 insertions(+), 3 deletions(-) |
| 74 | + |
| 75 | +commit 6a0590cf3fe60e7c283d3b07d1f6b9291c1a2ad9 |
| 76 | +Author: Luigi Ballabio < [email protected]> |
| 77 | +Date: Wed, 17 Jul 2024 10:11:17 +0200 |
| 78 | + |
| 79 | + Swaption forward price as additional result from Black-like engines |
| 80 | + |
| 81 | + ql/pricingengines/swaption/blackswaptionengine.hpp | 1 + |
| 82 | + 1 file changed, 1 insertion(+) |
| 83 | + |
| 84 | +commit 617a490bc4bacf0eff8bd5f9bac13c0bd1b8a274 |
| 85 | +Author: Luigi Ballabio < [email protected]> |
| 86 | +Date: Tue, 16 Jul 2024 16:35:12 +0200 |
| 87 | + |
| 88 | + Fix comment |
| 89 | + |
| 90 | + ql/methods/finitedifferences/boundarycondition.hpp | 2 +- |
| 91 | + 1 file changed, 1 insertion(+), 1 deletion(-) |
| 92 | + |
| 93 | +commit a70094f5652857dd2c6edbf8280d65e234ee4ced |
| 94 | +Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> |
| 95 | +Date: Tue, 16 Jul 2024 11:26:06 +0000 |
| 96 | + |
| 97 | + Update copyright list in license |
| 98 | + |
| 99 | + LICENSE.TXT | 2 ++ |
| 100 | + 1 file changed, 2 insertions(+) |
| 101 | + |
| 102 | +commit 435cfe70eb74c88c3ba4289774d69bc5d36d82f0 |
| 103 | +Merge: 5781ab269 47aa913ee |
| 104 | +Author: Luigi Ballabio < [email protected]> |
| 105 | +Date: Tue, 16 Jul 2024 13:25:48 +0200 |
| 106 | + |
| 107 | + Separate validation from benchmarking run (#2021) |
| 108 | + |
| 109 | +commit 47aa913eea8a18e624178a78dc45ba161c21d754 |
| 110 | +Author: Jacques du Toit < [email protected]> |
| 111 | +Date: Mon, 15 Jul 2024 12:33:43 +0000 |
| 112 | + |
| 113 | + Add copyright and separate validation from benchmarking |
| 114 | + |
| 115 | + Validation run has very different characteristics from benchmarking |
| 116 | + run. This produced unintuitive scaling results as number of threads |
| 117 | + was kept fixed and problem size increased. |
| 118 | + |
| 119 | + This patch separates validation from benchmarking and ensures that |
| 120 | + validation time does not affect the benchmark results |
| 121 | + |
| 122 | + test-suite/quantlibbenchmark.cpp | 86 +++++++++++++++++++++++++++------------- |
| 123 | + 1 file changed, 59 insertions(+), 27 deletions(-) |
| 124 | + |
| 125 | +commit 5781ab26942731862cbd6966722ca9bca14335d6 |
| 126 | +Author: Luigi Ballabio < [email protected]> |
| 127 | +Date: Thu, 11 Jul 2024 10:11:46 +0200 |
| 128 | + |
| 129 | + Update news and contributors |
| 130 | + |
| 131 | + Contributors.txt | 1 + |
| 132 | + Docs/pages/history.docs | 1 + |
| 133 | + News.md | 4 +++- |
| 134 | + 3 files changed, 5 insertions(+), 1 deletion(-) |
| 135 | + |
| 136 | +commit 7d70bd1fcb43cc6b7413db947b396642cac59769 |
| 137 | +Merge: 87951d40a 830f4466c |
| 138 | +Author: Luigi Ballabio < [email protected]> |
| 139 | +Date: Thu, 11 Jul 2024 10:07:46 +0200 |
| 140 | + |
| 141 | + Fix Brazilian holidays (São Paulo city holidays) (#2018) |
| 142 | + |
| 143 | +commit 830f4466cc28d38d70940024c64745e5dbb6c5ad |
| 144 | +Author: Lucas Dias < [email protected]> |
| 145 | +Date: Wed, 10 Jul 2024 18:00:13 -0300 |
| 146 | + |
| 147 | + fix municipal holidays |
| 148 | + |
| 149 | + ql/time/calendars/brazil.cpp | 4 ++-- |
| 150 | + ql/time/calendars/brazil.hpp | 4 ++-- |
| 151 | + 2 files changed, 4 insertions(+), 4 deletions(-) |
| 152 | + |
| 153 | +commit 87951d40a29b257a834728e17396d48ae59de657 |
| 154 | +Author: Luigi Ballabio < [email protected]> |
| 155 | +Date: Wed, 4 Oct 2023 11:52:15 +0200 |
| 156 | + |
| 157 | + Set version to 1.35-rc |
| 158 | + |
| 159 | + CMakeLists.txt | 4 ++-- |
| 160 | + configure.ac | 2 +- |
| 161 | + ql/version.hpp | 4 ++-- |
| 162 | + 3 files changed, 5 insertions(+), 5 deletions(-) |
| 163 | + |
| 164 | +commit 3edfeded74ba4b1be1db0be05a129f6361fb0999 |
| 165 | +Author: Luigi Ballabio < [email protected]> |
| 166 | +Date: Tue, 9 Jul 2024 15:25:22 +0200 |
| 167 | + |
| 168 | + Update news and changelog |
| 169 | + |
| 170 | + ChangeLog.txt | 2534 +++++++++++++++++++++-------------------------- |
| 171 | + Contributors.txt | 9 +- |
| 172 | + Docs/pages/history.docs | 97 +- |
| 173 | + News.md | 196 ++-- |
| 174 | + 4 files changed, 1317 insertions(+), 1519 deletions(-) |
| 175 | + |
1 | 176 | commit 1378d4989810cfa5f8024bd3664d14c8fff2d583
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2 | 177 | Merge: 9e4ef24e8 4ded3b0be
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3 | 178 | Author: Luigi Ballabio < [email protected]>
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