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commit c66d1066bffb14113359f4f79f35152133c0bb5b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 24 Nov 2019 21:32:39 +0100
Remove assertions in compiled Python module.
Python/setup.py | 1 +
Python/setup.py.in | 3 ++-
2 files changed, 3 insertions(+), 1 deletion(-)
commit dd0f33814eaa364770a06c9eca55005753254ea7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 24 Nov 2019 13:40:56 +0100
Use valid path for install_data.
Python/setup.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 8862e8c5059a249a9db6aa7d59198cf65549dbf8
Merge: 597f70d 628484c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 21 Nov 2019 12:47:34 +0100
Merge pull request #221.
commit 628484ce96bbf1045faeb537a7fa431a10d4fedb
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 20 Nov 2019 13:32:26 +0100
formatting
SWIG/optimizers.i | 22 ++++++++++------------
1 file changed, 10 insertions(+), 12 deletions(-)
commit 8ced4d12ba06b547b5898d2c5aef4eff4143f870
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 20 Nov 2019 13:28:44 +0100
added Newton solver for Java and C#
Java/examples/FunctionDelegates.java | 15 +++++++++++-
SWIG/optimizers.i | 44 ++++++++++++++++++++++++++++++++++++
2 files changed, 58 insertions(+), 1 deletion(-)
commit 597f70d2c9bc14f0ee525503c9756f81de9dff21
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 19 Nov 2019 15:18:01 +0100
Update list of copyrights.
LICENSE.TXT | 7 ++++---
Python/test/ratehelpers.py | 2 +-
2 files changed, 5 insertions(+), 4 deletions(-)
commit 3b52fd062e6cb1887267f0e04ce6893794c3b978
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 18 Nov 2019 10:58:57 +0100
Update C# project.
CSharp/csharp/NQuantLib.csproj | 4 ++++
1 file changed, 4 insertions(+)
commit 76eae21af6757169d63dd22b75d42273730f38c2
Merge: bb3f496 d538df5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 16 Nov 2019 20:46:33 +0100
Merge pull request #220.
commit bb3f49691e77141da8db24886e64eba1347eb5f9
Merge: 0920905 12a0ca8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 16 Nov 2019 15:07:03 +0100
Merge pull request #219.
commit 0920905a91d8497d69bc3d4f546e9f474ff20984
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Nov 2019 23:05:06 +0100
Upgrade requirement for QuantLib version.
SWIG/ql.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit ba87bbd57b838795ca86c60cb93367ad301f7c19
Merge: 5cd4872 c54faf3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Nov 2019 18:24:18 +0100
Merge pull request #214.
commit 5cd4872e2481765655f5d6ba07d6e3f9cafb5ff1
Merge: f5cfb59 53a1c98
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Nov 2019 17:13:55 +0100
Merge pull request #218.
commit c54faf36572038c18c810df177a76b32fb2c513d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Nov 2019 16:40:02 +0100
Return by shared_ptr to avoid copy; add tests to suite.
Python/test/QuantLibTestSuite.py | 3 +-
Python/test/bonds.py | 73 ++++++++++++++++++++++++
Python/test/bondskwords.py | 116 ---------------------------------------
SWIG/bonds.i | 102 ++++++++++++----------------------
4 files changed, 109 insertions(+), 185 deletions(-)
commit 39ec26fad0ed8c82fa9608f1cc4143d41ab30347
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Nov 2019 15:46:32 +0100
Expose runtime selection of par/indexed coupons.
SWIG/cashflows.i | 3 +++
1 file changed, 3 insertions(+)
commit 12a0ca8b14c6773065adf50ceed41dc5e4f839e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Nov 2019 14:42:09 +0100
Export switch to choose FRA pricing method.
SWIG/fra.i | 3 ++-
SWIG/ratehelpers.i | 24 ++++++++++++++----------
2 files changed, 16 insertions(+), 11 deletions(-)
commit 05cea2a94d5b3b5b03d220f46ea7201fd7e20a08
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 15 Nov 2019 11:11:21 +0100
Expose ex-coupon functionality for floaters.
SWIG/bonds.i | 6 ++++-
SWIG/cashflows.i | 77 +++++++++++++++++++++++++++++++++++++++++++++++---------
2 files changed, 70 insertions(+), 13 deletions(-)
commit f5cfb59eda6935589020de29815dbee2635c2e6d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 14 Nov 2019 18:45:40 +0100
Avoid time-out with no output.
.travis.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 6c4c6d1cfb4dc729d051717a38109b534f88dfec
Merge: 8fee133 5a249c4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 14 Nov 2019 18:37:52 +0100
Merge pull request #216.
commit 8fee133bd4ebac21be152c944a46286f76cca00e
Merge: 1980839 0758344
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 14 Nov 2019 17:43:29 +0100
Merge pull request #215.
commit 075834419744f55256689f8412d18c74bc081d51
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 14 Nov 2019 16:40:37 +0100
Rename classes.
SWIG/discountcurve.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 5a249c4098fa44fcdf38740a78d913404369acf9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 14 Nov 2019 15:57:04 +0100
Avoid deprecated classes
CSharp/examples/EquityOption.cs | 12 +++---
Java/examples/EquityOptions.java | 13 +++---
Python/examples/american-option.py | 2 +-
Python/examples/european-option.py | 2 +-
R/demo/european-option.R | 2 +-
R/demo/fd-option.R | 2 +-
Ruby/examples/american-option.rb | 2 +-
Ruby/examples/european-option.rb | 2 +-
SWIG/options.i | 84 +++++++++++++++++++++++++++++++++++---
Scala/examples/EquityOptions.scala | 20 ++++-----
10 files changed, 107 insertions(+), 34 deletions(-)
commit 1f206834434914ba62db0cfe7e7505fae482052f
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Sun, 10 Nov 2019 17:51:26 -0600
Update discountcurve.i
SWIG/discountcurve.i | 6 ++----
1 file changed, 2 insertions(+), 4 deletions(-)
commit a436acde1461f13509a3b25d70c6da297403f19d
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Sun, 10 Nov 2019 15:15:08 -0600
Update discountcurve.i
SWIG/discountcurve.i | 4 ++++
1 file changed, 4 insertions(+)
commit 43e37334920ea7b0db75f09fa0a3f86abe578f07
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Sun, 10 Nov 2019 14:58:38 -0600
Update zerocurve.i
SWIG/zerocurve.i | 2 ++
1 file changed, 2 insertions(+)
commit 2277fb9dc914b8a195651363e10cff0666c5bf86
Merge: b36b7d5 a5ea37f
Author: Prasad Somwanshi <prasad_osd@yahoo.com>
Date: Tue, 5 Nov 2019 11:53:31 +0000
changed author email
commit b36b7d5f0ce01d8d9b1018f5dd6ea75cafe2e0ac
Author: Prasad Somwanshi <prasad_osd@yahoo.com>
Date: Mon, 4 Nov 2019 23:48:42 +0000
Added static method one for each ctor
new file: Python/test/bondskwords.py
modified: SWIG/bonds.i
Python/test/bondskwords.py | 116 +++++++++++++++++++++++++++++++++++++++++++++
SWIG/bonds.i | 116 ++++++++++++++++++++++++++++++++++++++++++++-
2 files changed, 231 insertions(+), 1 deletion(-)
commit a5ea37f20328ba8935913cf2eec3764c6f9a0991
Author: Prasad <prasad@localhost.localdomain>
Date: Mon, 4 Nov 2019 23:48:42 +0000
Added static method one for each ctor
Python/test/bondskwords.py | 116 +++++++++++++++++++++++++++++++++++++++++++++
SWIG/bonds.i | 116 ++++++++++++++++++++++++++++++++++++++++++++-
2 files changed, 231 insertions(+), 1 deletion(-)
commit 1980839c7fe4bd7c034353494e1a98950d6da42c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 25 Oct 2019 13:44:46 +0200
Update C# project.
CSharp/csharp/NQuantLib.csproj | 15 +++++++++++++++
1 file changed, 15 insertions(+)
commit 00c5768be3222a5ef4300061cd7d4d86dd6415e4
Merge: 8689c5a 39bf268
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 25 Oct 2019 13:28:50 +0200
Merge pull request #211.
commit 8689c5a48a33d7ab5a48b4348df1e3d0d4b46047
Merge: d93329c 078e137
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 25 Oct 2019 12:43:20 +0200
Merge pull request #210.
commit d93329c60190254b9d66e67ada9de5d2270610fe
Merge: eb8e95b d6350ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 25 Oct 2019 11:35:52 +0200
Merge pull request #208.
commit eb8e95b33a1a82e26a1824437352901d090a0bca
Merge: 1e152e5 f36140c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 24 Oct 2019 18:29:14 +0200
Merge pull request #204.
commit 078e13733e61813e4840c1c851ceaf4c5af56afc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 24 Oct 2019 16:33:26 +0200
Export daily Libor indexes.
Fixes #196.
SWIG/indexes.i | 35 +++++++++++++++++++++++++++++++++++
1 file changed, 35 insertions(+)
commit 39bf2687dccf3615f38b00f8df534e4cb7b8204e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 24 Oct 2019 16:32:09 +0200
Export France calendar.
Fixes #197.
SWIG/calendars.i | 6 ++++++
1 file changed, 6 insertions(+)
commit 1e152e566362646cd60d232038509ee7ecffebcc
Merge: 79753b4 4a27d87
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 24 Oct 2019 15:46:14 +0200
Merge pull request #209.
commit 79753b47114b2d02ab508034b99f27b39e20f3b7
Merge: 48bfec2 e8bbd41
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 24 Oct 2019 14:26:04 +0200
Merge pull request #205.
commit 48bfec28623298ad215f6eca4fd775aa53238ac0
Merge: ed807b0 bf35795
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 24 Oct 2019 11:49:45 +0200
Merge pull request #203.
commit ed807b00872b012195086299bf9f5c85784fac92
Merge: d7c97e8 49db5f4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 24 Oct 2019 10:17:07 +0200
Merge pull request #200.
commit d7c97e8f173d7b25b38b36cfc773847adfcd8a90
Merge: c9b33ce 8d166dd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 22 Oct 2019 18:23:03 +0200
Merge pull request #202.
commit c9b33ce996351b31c44a542b60555d8453161e00
Merge: dc08f6a 09ec338
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 22 Oct 2019 17:28:21 +0200
Merge pull request #198.
commit dc08f6a7feaf7e68d37a848ef46b863ce9ca17a8
Merge: d367bc6 3c953b6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 22 Oct 2019 15:32:12 +0200
Merge pull request #195.
commit d367bc6e7e1b9dd2a6eab57bf00635de5f1da5ef
Merge: a893c3e 782a86e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 21 Oct 2019 15:20:06 +0200
Merge pull request #176.
commit 3eb501b257c3f5c9242354d45c4d7bb86e48c99c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 21 Oct 2019 13:54:24 +0200
Disable default constructor when needed.
SWIG/interpolation.i | 13 +++++++++----
1 file changed, 9 insertions(+), 4 deletions(-)
commit 782a86efee55aa9984abf22264ff18ebd10d150a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 21 Oct 2019 13:01:26 +0200
Update C# project.
CSharp/csharp/NQuantLib.csproj | 1 +
1 file changed, 1 insertion(+)
commit 363116e1d463c9ebe03c5966d3047e35d412e158
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 21 Oct 2019 12:13:38 +0200
Remove unneeded shared_ptr statement.
SWIG/swap.i | 1 -
1 file changed, 1 deletion(-)
commit a893c3e537e99f041ff7ebfeb90bdfd67296a3e7
Merge: 66ca967 61ecad3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 21 Oct 2019 11:52:53 +0200
Merge pull request #199.
commit 4a27d871bcbfc4af9f0fd92462215df2f688bf8a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 18 Oct 2019 17:38:48 +0200
Add pillar choice to OIS rate helpers.
SWIG/ratehelpers.i | 7 ++++++-
1 file changed, 6 insertions(+), 1 deletion(-)
commit 90bc19965096040ec575ed45c2207bc7d12957a1
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 16 Oct 2019 11:53:59 +0200
fixed make file
Java/Makefile.am | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 206566140771b98c77e7501eb80346ad123d8e7e
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 16 Oct 2019 03:44:41 +0200
fixed formatting
SWIG/functions.i | 2 +-
SWIG/ode.i | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit da04d33a6af48f1c4f6a93550c00b2014c74796c
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 16 Oct 2019 03:40:00 +0200
added SWIG bindings for AdaptiveRungeKutta method
Java/examples/FunctionDelegates.java | 59 ++++++++++++
Java/examples/UnaryFunctions.java | 24 -----
Python/examples/visualization/slv.py | 1 +
Python/test/QuantLibTestSuite.py | 2 +
Python/test/ode.py | 48 ++++++++++
SWIG/functions.i | 82 ++++++++++++++++-
SWIG/ode.i | 174 +++++++++++++++++++++++++++++++++++
SWIG/options.i | 6 +-
SWIG/ql.i | 1 +
9 files changed, 370 insertions(+), 27 deletions(-)
commit 8912f70bc35eca0feef5cf1ce0ec09ddb4ac0af4
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 15 Oct 2019 18:32:04 +0200
formatting
SWIG/interpolation.i | 30 +++++++++++++++---------------
1 file changed, 15 insertions(+), 15 deletions(-)
commit e8bbd418d3a455d7c7f50a62fcfb88c75b48beb7
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date: Tue, 24 Sep 2019 20:56:57 +0200
Add OvernightIndexedCoupon.
SWIG/cashflows.i | 56 +++++++++++++++++++++++++++++++++++++++++++++++++++++++-
1 file changed, 55 insertions(+), 1 deletion(-)
commit 51c1941a1c9a18f14112625988d4a0f03805d055
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 23 Sep 2019 19:17:25 +0200
test second constructor
Java/examples/UnaryFunctions.java | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 4ce029147998589b6f00f53da58e22e1c075d6b6
Author: klausspanderen <klaus@spanderen.de>
Date: Mon, 23 Sep 2019 19:14:19 +0200
added Richardson extrapolation
Java/examples/UnaryFunctions.java | 16 ++++++++++++++
Python/test/QuantLibTestSuite.py | 3 ++-
Python/test/extrapolation.py | 46 +++++++++++++++++++++++++++++++++++++++
SWIG/interpolation.i | 29 ++++++++++++++++++++++++
4 files changed, 93 insertions(+), 1 deletion(-)
commit bf35795796ca06f46e535ec32476dae2d815d834
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date: Fri, 20 Sep 2019 22:19:42 +0200
Add Zero and YoYInflationCurves.
SWIG/inflation.i | 63 +++++++++++++++++++++++++++++++++++++++++++++++++++++++-
1 file changed, 62 insertions(+), 1 deletion(-)
commit 8d166dd4cca4a13980559bfb527213f57ccd642b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 20 Sep 2019 18:02:50 +0200
Fix invalid default parameter.
SWIG/options.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 66ca96765688e9094dcfbbbd032ffd0596e7cadf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 5 Sep 2019 08:59:56 +0200
Add Stale configuration.
.github/stale.yml | 28 ++++++++++++++++++++++++++++
1 file changed, 28 insertions(+)
commit 49db5f4249a73c776bcf3d3e3b8b6d35a527527f
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Wed, 4 Sep 2019 23:59:48 +0200
Exposing functions and results for caplets
Functionalities are dependent on merging:
https://github.com/lballabio/QuantLib/pull/674
SWIG/blackformula.i | 25 +++++++++++++++++++++++++
SWIG/capfloor.i | 6 ++++++
2 files changed, 31 insertions(+)
commit 61ecad3d4240225fee2ed6db421cbbf647a19d4d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 2 Sep 2019 12:13:51 +0200
Correct location for installed license file.
Python/setup-old.py | 1 -
Python/setup-old.py.in | 1 -
Python/setup.py | 2 +-
Python/setup.py.in | 2 +-
4 files changed, 2 insertions(+), 4 deletions(-)
commit d6a40b7ecdf727979330784058aba9f35bd55093
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 2 Sep 2019 12:01:56 +0200
Rename Python module to "QuantLib".
The "-Python" part was redundant. For a while, we'll provide
a meta-package for backward compatibility.
.gitignore | 1 +
Python/setup-old.py | 38 ++++++++++++++++++++++++++++++++++++++
Python/setup-old.py.in | 38 ++++++++++++++++++++++++++++++++++++++
Python/setup.py | 29 ++++++++++++-----------------
Python/setup.py.in | 29 ++++++++++++-----------------
configure.ac | 1 +
6 files changed, 102 insertions(+), 34 deletions(-)
commit 09ec3385cbbd49505b10a66ed58d393ff91cbd29
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Sun, 1 Sep 2019 21:21:48 -0500
Update piecewiseyieldcurve.i
SWIG/piecewiseyieldcurve.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 8a3895ef3d8ab0668536a1ec951ec2168fa2ae85
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Sun, 1 Sep 2019 21:20:17 -0500
Update interpolation.i
SWIG/interpolation.i | 1 -
1 file changed, 1 deletion(-)
commit 86035eec1f82875da30ce5d6dfd8875626fd2251
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Sun, 1 Sep 2019 21:19:54 -0500
Update interpolation.i
SWIG/interpolation.i | 8 --------
1 file changed, 8 deletions(-)
commit ee4ad7bd3fd9eb6494fc784a1e2de33781f2e0f4
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Tue, 27 Aug 2019 22:57:15 -0500
Added non-monotonic logCubic PiecewiseYieldCurve
SWIG/piecewiseyieldcurve.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 79024b22247836c6761d6ef8155dc29beeb328bd
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Tue, 27 Aug 2019 22:54:22 -0500
Add non-monotonic logCubic to interpolation.i
SWIG/interpolation.i | 9 +++++++++
1 file changed, 9 insertions(+)
commit 8986399984463472fd8c4c54c5e3582ec21326f8
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Tue, 27 Aug 2019 22:26:37 -0500
Update swap.i
SWIG/swap.i | 1 -
1 file changed, 1 deletion(-)
commit 30ce3aee2d7e87ea503addf14cb497cee5f6d1a4
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date: Tue, 27 Aug 2019 21:42:39 -0500
Update swap.i
SWIG/swap.i | 2 ++
1 file changed, 2 insertions(+)
commit a1b2c301562cd11e37e1c332700c3f09ff018fc4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 6 Aug 2019 17:29:38 +0200
Bump version number to 1.17.
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
Ruby/setup.rb | 2 +-
configure.ac | 2 +-
4 files changed, 4 insertions(+), 4 deletions(-)
commit c31d24a8eb2f88d52402a13f01b20111c62458d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Jul 2019 17:41:13 +0200
Reduce optimization level in Travis build for R.
.travis/r.build | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit f7d000527aee50528ae41bad4b32dbb064675359
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 17 Jul 2019 19:03:37 +0200
resolve commit
Python/test/slv.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 188112d8b563b2c93c5499f7f34f921d90c56ea7
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 17 Jul 2019 18:56:34 +0200
resolve conflict
Python/test/slv.py | 17 ++++++++++-------
1 file changed, 10 insertions(+), 7 deletions(-)
commit ca6a5ffbd319e675be457f830bb3e202e07c9374
Author: klausspanderen <klaus@spanderen.de>
Date: Sun, 30 Jun 2019 21:22:43 +0200
change formatting
SWIG/options.i | 10 +++++++---
1 file changed, 7 insertions(+), 3 deletions(-)
commit 91c2e31f0608d7f609661f3f2a29159cffbedec1
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Fri, 7 Jun 2019 22:23:39 +0200
String formatting compliant with python 2.7
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/ratehelpers.py | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
commit 248f4e890bed23c9c12bb5aac98d484d9ed3f280
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Thu, 6 Jun 2019 23:49:05 +0200
Align exposition of MakeOIS python function with C++
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/ratehelpers.py | 36 ++++++++++++++++++++---------
SWIG/swap.i | 56 ++++++++++++++++++++++++----------------------
2 files changed, 55 insertions(+), 37 deletions(-)
commit f7e971349b45e28c4d49e317b7c33b078098a95d
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Tue, 4 Jun 2019 00:31:45 +0200
changing endOfMonth to false
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/ratehelpers.py | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit 5f2f5eb1c0692117f18093d11455d3745c0132fd
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Tue, 4 Jun 2019 00:15:34 +0200
changing assertion from npv to fairRate
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/ratehelpers.py | 12 +++++++-----
1 file changed, 7 insertions(+), 5 deletions(-)
commit bb7e757a1857fc826a832dd606ce83e05228f3cc
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Sun, 2 Jun 2019 22:47:05 +0200
Expose MakeOIS with special treatment for python
Python/test/ratehelpers.py | 27 ++++++++++--
SWIG/swap.i | 103 ++++++++++++++++++++++++++++++++++++++++++++-
2 files changed, 126 insertions(+), 4 deletions(-)
commit a9b216e51e79797aedbf4103540d3bed5ab7c20c
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Thu, 23 May 2019 21:54:44 +0200
Adjusting the test case for curve's lazy evaluation
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/ratehelpers.py | 78 +++++++++++++++++++++-------------------------
SWIG/ratehelpers.i | 1 -
2 files changed, 36 insertions(+), 43 deletions(-)
commit fffd312bf1d6af4cd67d3d6c5cbb5e48dd847f8f
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Wed, 22 May 2019 22:25:05 +0200
Adding OISRateHelperTest to test suite - continuation
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/QuantLibTestSuite.py | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit 4bc6d6d20aad01de8ad1c4b6624969a60d475efa
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Wed, 22 May 2019 21:30:38 +0200
Adding OISRateHelperTest to test suite
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/ratehelpers.py | 1 +
1 file changed, 1 insertion(+)
commit 3f8132f8ed027303854882840aa58baff2253ab8
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Wed, 22 May 2019 00:13:06 +0200
Example showing requirement of using setTermStructure
OISRateHelper requires to use setTermStructure before
calculating impliedQuote
Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Python/test/ratehelpers.py | 128 +++++++++++++++++++++++++++++++++++++++++++--
1 file changed, 123 insertions(+), 5 deletions(-)
commit a0c85b51d371b967e363e64763566b018c4c9938
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date: Tue, 21 May 2019 22:51:14 +0200
Expose setTermStructure of OISRateHelper
SWIG/ratehelpers.i | 1 +
1 file changed, 1 insertion(+)
commit 81ac785eea227b8158e4c34b85728522dc146702
Author: klausspanderen <klaus@spanderen.de>
Date: Wed, 1 May 2019 10:23:06 +0200
added test case
Python/test/americanquantooption.py | 110 ++++++++++++++++++++++++++++++++++++
1 file changed, 110 insertions(+)
commit 10426add4da5aa08660f2227b8715c88b7f470fd
Author: klausspanderen <klaus@spanderen.de>
Date: Tue, 30 Apr 2019 21:48:41 +0200
added American Quanto Option
Python/test/QuantLibTestSuite.py | 4 ++-
Python/test/slv.py | 2 +-
SWIG/options.i | 54 ++++++++++++++++++++++++++++++++--------
3 files changed, 47 insertions(+), 13 deletions(-)