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commit c3b52ca9e2101d7a908d1fbb449c9fbfb7d5aef3 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Mon, 12 Jul 2021 09:46:54 +0200 | ||
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Set version to 1.35 final. | ||
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CMakeLists.txt | 4 ++-- | ||
configure.ac | 2 +- | ||
ql/version.hpp | 4 ++-- | ||
3 files changed, 5 insertions(+), 5 deletions(-) | ||
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commit 2f863fbd6545161c71cc9994534493554caf5b73 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Fri, 19 Jul 2024 11:14:18 +0200 | ||
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Update news | ||
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Docs/pages/history.docs | 11 ++++++++--- | ||
News.md | 13 ++++++++++--- | ||
2 files changed, 18 insertions(+), 6 deletions(-) | ||
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commit 6d931d4c327a6a78e350263b87359a920afe0df9 | ||
Merge: d8d875307 52b76ef69 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Thu, 18 Jul 2024 12:09:53 +0200 | ||
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Explicit type conversion in `additionalResults` (#2027) | ||
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commit 52b76ef69befc65a458e10cf49399eb21ec8f012 | ||
Author: Auto Differentiation Dev Team <[email protected]> | ||
Date: Thu, 18 Jul 2024 07:37:50 +0000 | ||
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Correct type conversion in additionalResults | ||
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ql/pricingengines/swaption/blackswaptionengine.hpp | 2 +- | ||
1 file changed, 1 insertion(+), 1 deletion(-) | ||
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commit d8d87530741621c7e49ce6de204de0a24744abb1 | ||
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> | ||
Date: Wed, 17 Jul 2024 13:33:07 +0000 | ||
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Automated fixes by clang-tidy | ||
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test-suite/quantlibbenchmark.cpp | 4 ++-- | ||
1 file changed, 2 insertions(+), 2 deletions(-) | ||
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commit ee934e43c10898e8aed39c5055966ac9f9e98ca0 | ||
Merge: 617a490bc c1241da7e | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Wed, 17 Jul 2024 13:56:58 +0200 | ||
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Optionally allow using forward price for swaption implied-volatility calculation (#2025) | ||
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commit c1241da7e2938daa45e36fdaf005d70716405008 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Wed, 17 Jul 2024 11:02:32 +0200 | ||
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Allow forward price as additional result and in implied vol calculation | ||
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ql/instruments/swaption.cpp | 13 +++++++++---- | ||
ql/instruments/swaption.hpp | 4 +++- | ||
test-suite/swaption.cpp | 28 ++++++++++++++++++++-------- | ||
3 files changed, 32 insertions(+), 13 deletions(-) | ||
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commit 351feff1a7ef9f686b7e2bab7bfd6cf21e1f2b81 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Wed, 17 Jul 2024 10:38:12 +0200 | ||
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Add missing checks | ||
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ql/instruments/swaption.cpp | 3 ++- | ||
ql/pricingengines/swaption/blackswaptionengine.hpp | 7 +++++-- | ||
2 files changed, 7 insertions(+), 3 deletions(-) | ||
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commit 6a0590cf3fe60e7c283d3b07d1f6b9291c1a2ad9 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Wed, 17 Jul 2024 10:11:17 +0200 | ||
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Swaption forward price as additional result from Black-like engines | ||
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ql/pricingengines/swaption/blackswaptionengine.hpp | 1 + | ||
1 file changed, 1 insertion(+) | ||
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commit 617a490bc4bacf0eff8bd5f9bac13c0bd1b8a274 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Tue, 16 Jul 2024 16:35:12 +0200 | ||
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Fix comment | ||
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ql/methods/finitedifferences/boundarycondition.hpp | 2 +- | ||
1 file changed, 1 insertion(+), 1 deletion(-) | ||
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commit a70094f5652857dd2c6edbf8280d65e234ee4ced | ||
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> | ||
Date: Tue, 16 Jul 2024 11:26:06 +0000 | ||
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Update copyright list in license | ||
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LICENSE.TXT | 2 ++ | ||
1 file changed, 2 insertions(+) | ||
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commit 435cfe70eb74c88c3ba4289774d69bc5d36d82f0 | ||
Merge: 5781ab269 47aa913ee | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Tue, 16 Jul 2024 13:25:48 +0200 | ||
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Separate validation from benchmarking run (#2021) | ||
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commit 47aa913eea8a18e624178a78dc45ba161c21d754 | ||
Author: Jacques du Toit <[email protected]> | ||
Date: Mon, 15 Jul 2024 12:33:43 +0000 | ||
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Add copyright and separate validation from benchmarking | ||
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Validation run has very different characteristics from benchmarking | ||
run. This produced unintuitive scaling results as number of threads | ||
was kept fixed and problem size increased. | ||
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This patch separates validation from benchmarking and ensures that | ||
validation time does not affect the benchmark results | ||
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test-suite/quantlibbenchmark.cpp | 86 +++++++++++++++++++++++++++------------- | ||
1 file changed, 59 insertions(+), 27 deletions(-) | ||
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commit 5781ab26942731862cbd6966722ca9bca14335d6 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Thu, 11 Jul 2024 10:11:46 +0200 | ||
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Update news and contributors | ||
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Contributors.txt | 1 + | ||
Docs/pages/history.docs | 1 + | ||
News.md | 4 +++- | ||
3 files changed, 5 insertions(+), 1 deletion(-) | ||
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commit 7d70bd1fcb43cc6b7413db947b396642cac59769 | ||
Merge: 87951d40a 830f4466c | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Thu, 11 Jul 2024 10:07:46 +0200 | ||
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Fix Brazilian holidays (São Paulo city holidays) (#2018) | ||
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commit 830f4466cc28d38d70940024c64745e5dbb6c5ad | ||
Author: Lucas Dias <[email protected]> | ||
Date: Wed, 10 Jul 2024 18:00:13 -0300 | ||
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fix municipal holidays | ||
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ql/time/calendars/brazil.cpp | 4 ++-- | ||
ql/time/calendars/brazil.hpp | 4 ++-- | ||
2 files changed, 4 insertions(+), 4 deletions(-) | ||
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commit 87951d40a29b257a834728e17396d48ae59de657 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Wed, 4 Oct 2023 11:52:15 +0200 | ||
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Set version to 1.35-rc | ||
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CMakeLists.txt | 4 ++-- | ||
configure.ac | 2 +- | ||
ql/version.hpp | 4 ++-- | ||
3 files changed, 5 insertions(+), 5 deletions(-) | ||
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commit 3edfeded74ba4b1be1db0be05a129f6361fb0999 | ||
Author: Luigi Ballabio <[email protected]> | ||
Date: Tue, 9 Jul 2024 15:25:22 +0200 | ||
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Update news and changelog | ||
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ChangeLog.txt | 2534 +++++++++++++++++++++-------------------------- | ||
Contributors.txt | 9 +- | ||
Docs/pages/history.docs | 97 +- | ||
News.md | 196 ++-- | ||
4 files changed, 1317 insertions(+), 1519 deletions(-) | ||
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commit 1378d4989810cfa5f8024bd3664d14c8fff2d583 | ||
Merge: 9e4ef24e8 4ded3b0be | ||
Author: Luigi Ballabio <[email protected]> | ||
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