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Update changelog
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lballabio committed Jul 19, 2024
1 parent c3b52ca commit 8e1f4ac
Showing 1 changed file with 175 additions and 0 deletions.
175 changes: 175 additions & 0 deletions ChangeLog.txt
Original file line number Diff line number Diff line change
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commit c3b52ca9e2101d7a908d1fbb449c9fbfb7d5aef3
Author: Luigi Ballabio <[email protected]>
Date: Mon, 12 Jul 2021 09:46:54 +0200

Set version to 1.35 final.

CMakeLists.txt | 4 ++--
configure.ac | 2 +-
ql/version.hpp | 4 ++--
3 files changed, 5 insertions(+), 5 deletions(-)

commit 2f863fbd6545161c71cc9994534493554caf5b73
Author: Luigi Ballabio <[email protected]>
Date: Fri, 19 Jul 2024 11:14:18 +0200

Update news

Docs/pages/history.docs | 11 ++++++++---
News.md | 13 ++++++++++---
2 files changed, 18 insertions(+), 6 deletions(-)

commit 6d931d4c327a6a78e350263b87359a920afe0df9
Merge: d8d875307 52b76ef69
Author: Luigi Ballabio <[email protected]>
Date: Thu, 18 Jul 2024 12:09:53 +0200

Explicit type conversion in `additionalResults` (#2027)

commit 52b76ef69befc65a458e10cf49399eb21ec8f012
Author: Auto Differentiation Dev Team <[email protected]>
Date: Thu, 18 Jul 2024 07:37:50 +0000

Correct type conversion in additionalResults

ql/pricingengines/swaption/blackswaptionengine.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)

commit d8d87530741621c7e49ce6de204de0a24744abb1
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Wed, 17 Jul 2024 13:33:07 +0000

Automated fixes by clang-tidy

test-suite/quantlibbenchmark.cpp | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)

commit ee934e43c10898e8aed39c5055966ac9f9e98ca0
Merge: 617a490bc c1241da7e
Author: Luigi Ballabio <[email protected]>
Date: Wed, 17 Jul 2024 13:56:58 +0200

Optionally allow using forward price for swaption implied-volatility calculation (#2025)

commit c1241da7e2938daa45e36fdaf005d70716405008
Author: Luigi Ballabio <[email protected]>
Date: Wed, 17 Jul 2024 11:02:32 +0200

Allow forward price as additional result and in implied vol calculation

ql/instruments/swaption.cpp | 13 +++++++++----
ql/instruments/swaption.hpp | 4 +++-
test-suite/swaption.cpp | 28 ++++++++++++++++++++--------
3 files changed, 32 insertions(+), 13 deletions(-)

commit 351feff1a7ef9f686b7e2bab7bfd6cf21e1f2b81
Author: Luigi Ballabio <[email protected]>
Date: Wed, 17 Jul 2024 10:38:12 +0200

Add missing checks

ql/instruments/swaption.cpp | 3 ++-
ql/pricingengines/swaption/blackswaptionengine.hpp | 7 +++++--
2 files changed, 7 insertions(+), 3 deletions(-)

commit 6a0590cf3fe60e7c283d3b07d1f6b9291c1a2ad9
Author: Luigi Ballabio <[email protected]>
Date: Wed, 17 Jul 2024 10:11:17 +0200

Swaption forward price as additional result from Black-like engines

ql/pricingengines/swaption/blackswaptionengine.hpp | 1 +
1 file changed, 1 insertion(+)

commit 617a490bc4bacf0eff8bd5f9bac13c0bd1b8a274
Author: Luigi Ballabio <[email protected]>
Date: Tue, 16 Jul 2024 16:35:12 +0200

Fix comment

ql/methods/finitedifferences/boundarycondition.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)

commit a70094f5652857dd2c6edbf8280d65e234ee4ced
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Tue, 16 Jul 2024 11:26:06 +0000

Update copyright list in license

LICENSE.TXT | 2 ++
1 file changed, 2 insertions(+)

commit 435cfe70eb74c88c3ba4289774d69bc5d36d82f0
Merge: 5781ab269 47aa913ee
Author: Luigi Ballabio <[email protected]>
Date: Tue, 16 Jul 2024 13:25:48 +0200

Separate validation from benchmarking run (#2021)

commit 47aa913eea8a18e624178a78dc45ba161c21d754
Author: Jacques du Toit <[email protected]>
Date: Mon, 15 Jul 2024 12:33:43 +0000

Add copyright and separate validation from benchmarking

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.

This patch separates validation from benchmarking and ensures that
validation time does not affect the benchmark results

test-suite/quantlibbenchmark.cpp | 86 +++++++++++++++++++++++++++-------------
1 file changed, 59 insertions(+), 27 deletions(-)

commit 5781ab26942731862cbd6966722ca9bca14335d6
Author: Luigi Ballabio <[email protected]>
Date: Thu, 11 Jul 2024 10:11:46 +0200

Update news and contributors

Contributors.txt | 1 +
Docs/pages/history.docs | 1 +
News.md | 4 +++-
3 files changed, 5 insertions(+), 1 deletion(-)

commit 7d70bd1fcb43cc6b7413db947b396642cac59769
Merge: 87951d40a 830f4466c
Author: Luigi Ballabio <[email protected]>
Date: Thu, 11 Jul 2024 10:07:46 +0200

Fix Brazilian holidays (São Paulo city holidays) (#2018)

commit 830f4466cc28d38d70940024c64745e5dbb6c5ad
Author: Lucas Dias <[email protected]>
Date: Wed, 10 Jul 2024 18:00:13 -0300

fix municipal holidays

ql/time/calendars/brazil.cpp | 4 ++--
ql/time/calendars/brazil.hpp | 4 ++--
2 files changed, 4 insertions(+), 4 deletions(-)

commit 87951d40a29b257a834728e17396d48ae59de657
Author: Luigi Ballabio <[email protected]>
Date: Wed, 4 Oct 2023 11:52:15 +0200

Set version to 1.35-rc

CMakeLists.txt | 4 ++--
configure.ac | 2 +-
ql/version.hpp | 4 ++--
3 files changed, 5 insertions(+), 5 deletions(-)

commit 3edfeded74ba4b1be1db0be05a129f6361fb0999
Author: Luigi Ballabio <[email protected]>
Date: Tue, 9 Jul 2024 15:25:22 +0200

Update news and changelog

ChangeLog.txt | 2534 +++++++++++++++++++++--------------------------
Contributors.txt | 9 +-
Docs/pages/history.docs | 97 +-
News.md | 196 ++--
4 files changed, 1317 insertions(+), 1519 deletions(-)

commit 1378d4989810cfa5f8024bd3664d14c8fff2d583
Merge: 9e4ef24e8 4ded3b0be
Author: Luigi Ballabio <[email protected]>
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