ChangeLog.txt

commit 29115a7e94e2fcd269267b8cf35ee978698c3c07
Merge: 1557bfe 9662efe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 21 Oct 2016 11:31:02 +0200

    Merge pull request #153.

commit 9662efe409a26e2c48e3cb336e6405b387073419
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 21 Oct 2016 00:51:26 +0200

    fixed boost 1.62 issue

 test-suite/paralleltestrunner.hpp | 38 +++++++++++++++++++++++---------------
 1 file changed, 23 insertions(+), 15 deletions(-)

commit 1557bfe5c0c3d427b7a16b6f1a35970619c7de05
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Oct 2016 14:25:10 +0200

    Restore backward compatibility with version 1.8.
    
    Thanks to Niall O'Sullivan for the heads-up.

 ql/instruments/capfloor.cpp | 5 +++--
 ql/instruments/capfloor.hpp | 3 ++-
 ql/instruments/swaption.cpp | 5 +++--
 ql/instruments/swaption.hpp | 3 ++-
 4 files changed, 10 insertions(+), 6 deletions(-)

commit 2562fb505e67a02f28dd2e906d2e3d7f194e4c6f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Oct 2016 12:36:42 +0200

    Fix test messages.

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

commit 9373b78e839301956610e9a800ac481703135af5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Oct 2016 14:06:10 +0200

    Fix file name in documentation.

 ql/experimental/termstructures/multicurvesensitivities.hpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit 5e5edd907d77aa121ff16d75b773679605d16b42
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Oct 2016 12:02:42 +0200

    Update list of copyrights.

 Docs/pages/license.docs | 14 +++++++++-----
 LICENSE.TXT             | 14 +++++++++-----
 2 files changed, 18 insertions(+), 10 deletions(-)

commit 380768ded917b297fa28d3fa25f33f800b6f1e2a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Oct 2016 12:17:51 +0200

    Clean up inclusions.

 ql/termstructures/yield/bondhelpers.cpp | 3 +--
 ql/utilities/null_deleter.hpp           | 2 ++
 2 files changed, 3 insertions(+), 2 deletions(-)

commit 17bb838644f8c738d0c4fff2d4f1992c4d85efc2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Oct 2016 12:05:31 +0200

    Sync VC++ and Dev-C++ projects.

 QuantLib.dev             | 123 ++++++++++++++++++++++++++++++++++++++++++++++-
 QuantLib.vcxproj         |   3 ++
 QuantLib.vcxproj.filters |  12 +++++
 QuantLib_vc9.vcproj      |  70 ++++++++++++++++++++++++---
 4 files changed, 199 insertions(+), 9 deletions(-)

commit d4eb281d7c6874af3672c73cc281527622205359
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Oct 2016 17:36:28 +0200

    Register swap index with exogenous discount curve.

 ql/indexes/swapindex.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 2d12b49389c5bd5ab5b5288da92773475e59277e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Oct 2016 11:27:06 +0200

    Ignore TAGS files.

 .gitignore | 1 +
 1 file changed, 1 insertion(+)

commit 5f197af4fc8f87972d4c5c34aa5c467e19d8ea6d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Oct 2016 13:31:18 +0200

    Reorder initializations correctly.

 ql/experimental/averageois/arithmeticaverageois.cpp     | 12 ++++++------
 ql/experimental/averageois/makearithmeticaverageois.cpp |  8 ++++----
 2 files changed, 10 insertions(+), 10 deletions(-)

commit 65403ea57fc663e84d7edfb56b14657b74fa0339
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Oct 2016 13:24:54 +0200

    Move added code to experimental folder.

 QuantLib.vcxproj                                   |  19 +--
 QuantLib.vcxproj.filters                           |  52 +++++---
 configure.ac                                       |   1 +
 ql/cashflows/overnightindexedcoupon.cpp            | 116 -----------------
 ql/cashflows/overnightindexedcoupon.hpp            |  33 -----
 ql/experimental/Makefile.am                        |   5 +-
 ql/experimental/all.hpp                            |   1 +
 ql/experimental/averageois/Makefile.am             |  31 +++++
 ql/experimental/averageois/all.hpp                 |   8 ++
 .../averageois}/arithmeticaverageois.cpp           |   3 +-
 .../averageois}/arithmeticaverageois.hpp           |   0
 .../averageois}/arithmeticoisratehelper.cpp        |   4 +-
 .../averageois}/arithmeticoisratehelper.hpp        |   2 +-
 .../averageois/averageoiscouponpricer.cpp          | 144 +++++++++++++++++++++
 .../averageois/averageoiscouponpricer.hpp          |  64 +++++++++
 .../averageois}/makearithmeticaverageois.cpp       |   2 +-
 .../averageois}/makearithmeticaverageois.hpp       |   2 +-
 17 files changed, 302 insertions(+), 185 deletions(-)

commit 3b6b2a186e74fe6f0921430fc700b8cc48529698
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Oct 2016 18:14:16 +0200

    Fix typo in auxiliary class name.
    
    Closes #142.

 ql/experimental/math/fireflyalgorithm.hpp | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 19e66ffd3ba04cda2085822e641ed16ddf02059b
Author: Eisuke Tani <tani3010@gmail.com>
Date:   Thu, 29 Sep 2016 16:43:52 +0200

    Fix rolling on Mountain Day holiday.
    
    Closes #140.

 ql/time/calendars/japan.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 230f965a18c657efc3b1d8614bdb6d21d34aacb2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 29 Sep 2016 09:54:09 +0200

    Allow negative jumps in yield term structures.
    
    Thanks to Leanpub reader Jeff for the heads-up.
    
    Closes #139.

 ql/termstructures/yieldtermstructure.cpp | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

commit 994878d7ee64922496346a9a68d2b91f54660e3d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 27 Sep 2016 10:12:51 +0200

    Fix check for sorted cash flows.
    
    Closes #141.

 ql/cashflows/cashflows.cpp | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit aba7a5a172b05ff3b9c24ab189703fd5c109744d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Sep 2016 10:08:39 +0200

    Increase version number to 1.8.2.

 Announce.txt   | 2 +-
 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 9618244fde50546b3ee813dfed76937b01058586
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Sep 2016 16:00:06 +0200

    Avoid test failure with VC++14.
    
    The compiler inlined std::min and std::max incorrectly,
    causing calculations to fail.
    
    Closes #130.

 ql/math/ode/adaptiverungekutta.hpp | 18 +++++++++++++-----
 1 file changed, 13 insertions(+), 5 deletions(-)

commit d4499654b730ceb5e4483abe7c82935155c0cf3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Sep 2016 16:09:13 +0200

    Avoid test failure with Boost 1.62.
    
    The value of the computed hash for the absorption matrix has
    changed for the latest version of Boost.  The corresponding
    test was removed.
    
    Closes #127.

 ql/experimental/volatility/noarbsabr.cpp | 11 +++--------
 ql/experimental/volatility/noarbsabr.hpp |  1 +
 test-suite/noarbsabr.cpp                 | 10 ----------
 3 files changed, 4 insertions(+), 18 deletions(-)

commit f470cf41789c180203eff022d8f925ab86cd393a
Merge: f3bf116 699e28c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Sep 2016 17:11:04 +0200

    Merge pull request #124.

commit f3bf116e9be0cba6ac9db47f632f518f8a33c962
Merge: 896aa6e d8c6d5d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Sep 2016 16:36:59 +0200

    Merge pull request #90.

commit 896aa6ee80fe62804e1e5c9759e05147649be8a9
Merge: 94660e4 58d0b3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Sep 2016 15:57:39 +0200

    Merge pull request #126.

commit 58d0b3fee59a675dd4ac549ba4c988b8df3ceb9b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 9 Sep 2016 17:21:05 +0200

    Always forward updates from components of a composite instrument.
    
    Solves #88.

 ql/instruments/compositeinstrument.cpp |  9 ++++++
 test-suite/instruments.cpp             | 55 ++++++++++++++++++++++++++++++++++
 test-suite/instruments.hpp             |  2 ++
 3 files changed, 66 insertions(+)

commit a2db0aad000fe5eb2a55c35d2e2dd5795452d42b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 9 Sep 2016 14:18:43 +0200

    Add switch to let LazyObject instances always notify.

 ql/patterns/lazyobject.hpp           | 26 +++++++++--
 test-suite/Makefile.am               |  1 +
 test-suite/lazyobject.cpp            | 91 ++++++++++++++++++++++++++++++++++++
 test-suite/lazyobject.hpp            | 36 ++++++++++++++
 test-suite/quantlibtestsuite.cpp     |  4 +-
 test-suite/testsuite.dev             | 22 ++++++++-
 test-suite/testsuite.vcxproj         |  6 ++-
 test-suite/testsuite.vcxproj.filters | 10 +++-
 test-suite/testsuite_vc9.vcproj      |  8 ++++
 9 files changed, 195 insertions(+), 9 deletions(-)

commit d8c6d5d0d0817e199a07036c881194afaf833b8e
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 8 Sep 2016 17:28:42 +0200

    just apply a check when extra safety checks are enabled

 ql/cashflows/cashflows.cpp | 28 ++++++++++------------------
 1 file changed, 10 insertions(+), 18 deletions(-)

commit 699e28cb6783932ebde66a03e395d57520c7a4ec
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 8 Sep 2016 17:16:12 +0200

    move epsilon to ctor

 ql/math/interpolations/kernelinterpolation.hpp | 13 +++++--------
 1 file changed, 5 insertions(+), 8 deletions(-)

commit 94660e4ea004546c524efc249d7bc994f1b32c7b
Merge: 75f3a6b 9264a24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 8 Sep 2016 13:09:27 +0200

    Merge pull request #123.

commit 75f3a6b8c5fd10004184d1d8301dce4535c7f844
Merge: 56b15b3 b8e7a61
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Sep 2016 17:51:10 +0200

    Merge pull request #122.

commit 56b15b36ef832c0c15b663bd2086e2b2e67f0a25
Merge: 01cd5bc 83db2ec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Sep 2016 16:08:49 +0200

    Merge pull request #95.

commit 83db2ec70687f80afbdc9c40548e0889b9fb8f5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Sep 2016 14:48:17 +0200

    Avoid C++11 syntax.

 ql/experimental/termstructures/multicurvesensitivities.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a7ed0b41aa099ea08d9dae169586c4f3d8a40c5e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Sep 2016 13:48:36 +0200

    Make iterator type a template parameter.

 ql/math/matrix.hpp | 23 +++++++++++++----------
 1 file changed, 13 insertions(+), 10 deletions(-)

commit 527ef705158c4d72946cd6f5064113e15265ea05
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Sep 2016 13:43:32 +0200

    Move new file up one folder.

 configure.ac                                         |  1 -
 ql/experimental/termstructures/Makefile.am           |  9 ++++++---
 ql/experimental/termstructures/all.hpp               |  3 ++-
 .../{yield => }/multicurvesensitivities.hpp          |  0
 ql/experimental/termstructures/yield/Makefile.am     | 20 --------------------
 ql/experimental/termstructures/yield/all.hpp         |  5 -----
 6 files changed, 8 insertions(+), 30 deletions(-)

commit d811ba0a104254cfc05e5a94b6254b4db64942f8
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 4 Sep 2016 16:05:17 +0200

    better move epsilon to the ctor

 ql/math/interpolations/kernelinterpolation.hpp | 24 +++++++++++-------------
 1 file changed, 11 insertions(+), 13 deletions(-)

commit f4b09cd5c92d0aa2a7d3d01af97ec624bbbfd999
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 4 Sep 2016 12:38:44 +0200

    expose precision setter

 ql/math/interpolations/kernelinterpolation.hpp | 18 ++++++++++++------
 1 file changed, 12 insertions(+), 6 deletions(-)

commit b8e7a615b5ee730db0fe80564386617138217cd9
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 2 Sep 2016 19:24:14 +0200

    add volatility type inspector

 ql/models/calibrationhelper.hpp | 3 +++
 1 file changed, 3 insertions(+)

commit 9264a2498ab0de2ab624755718d92c47ba25b7d6
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 2 Sep 2016 19:23:02 +0200

    fix output

 test-suite/quantlibtestsuite.cpp | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit 94bc119c8c197a4ba7382337409ef4f1eb9429ee
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Tue, 30 Aug 2016 22:11:18 +0200

    Finetuning make files.

 configure.ac                                         |  3 ++-
 ql/experimental/Makefile.am                          |  2 +-
 ql/experimental/all.hpp                              |  1 +
 ql/experimental/termstructures/Makefile.am           | 17 +++++++++++++++++
 ql/experimental/termstructures/all.hpp               |  4 ++++
 ql/experimental/termstructures/yield/Makefile.am     |  3 ++-
 ql/experimental/termstructures/yield/all.hpp         |  5 +++++
 .../termstructures/yield/multicurvesensitivities.hpp | 20 +++++++++++++++-----
 8 files changed, 47 insertions(+), 8 deletions(-)

commit 01cd5bc40a6cd50feb72319ec176893f05f2c6b7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 Aug 2016 15:58:05 +0200

    Fix a few US holidays before 1971.
    
    See https://en.wikipedia.org/wiki/Uniform_Monday_Holiday_Act
    
    Fixes #37.

 ql/time/calendars/unitedstates.cpp | 83 ++++++++++++++++++++++++++++++--------
 test-suite/calendars.cpp           | 25 +++++++++++-
 2 files changed, 90 insertions(+), 18 deletions(-)

commit 89b2d8e7dccdf5f3c580f64909b3b7c905b1c8e7
Merge: e31b5e4 bec5150
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Aug 2016 11:04:29 +0200

    Merge pull request #120.

commit bec5150693547d59cdce4866e947c9c436d4e8ab
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Aug 2016 20:52:16 +0200

    avoid compiler error with -std=c++03

 ql/time/date.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit e31b5e41ff3c9e115966d737c2a14031d559c3c1
Merge: dee161b 56e0ca5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Aug 2016 17:08:22 +0200

    Merge pull request #119.

commit dee161b963f9a9d39637302e60bb81719706a879
Merge: d05677c 6f2e4cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Aug 2016 15:56:03 +0200

    Merge pull request #94.

commit 6f2e4cbac210ab8d10f230ca75c49e30d37e627b
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Aug 2016 21:16:51 +0200

    fix file name

 ql/utilities/null_deleter.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 0af22b87eece5886be1ad385b95457d4c63134c6
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Aug 2016 15:09:10 +0200

    define null deleter in QL namespace

 .../convertiblebonds/convertiblebond.cpp           |  4 +-
 ql/experimental/credit/defaultlossmodel.hpp        |  4 +-
 ql/experimental/credit/riskyassetswap.cpp          |  4 +-
 ql/experimental/inflation/yoyoptionlethelpers.cpp  |  4 +-
 ql/models/model.cpp                                |  4 +-
 .../credit/defaultprobabilityhelpers.cpp           |  4 +-
 ql/termstructures/inflation/inflationhelpers.cpp   |  6 +--
 ql/termstructures/yield/bondhelpers.cpp            |  4 +-
 ql/termstructures/yield/oisratehelper.cpp          |  6 +--
 ql/termstructures/yield/ratehelpers.cpp            | 12 +++---
 ql/utilities/Makefile.am                           |  1 +
 ql/utilities/all.hpp                               |  1 +
 ql/utilities/null_deleter.hpp                      | 44 ++++++++++++++++++++++
 13 files changed, 72 insertions(+), 26 deletions(-)

commit d05677c6b3c44a1358b9eeb73d9fa3630e1ea8b4
Merge: b1387f3 7d1e867
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Aug 2016 13:28:01 +0200

    Merge pull request #3.

commit 7d1e8671981c462147444345c747b8cc0d24cb64
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Aug 2016 11:57:50 +0200

    Avoid unused variable warning.

 ql/patterns/singleton.hpp | 18 +++++++++++-------
 1 file changed, 11 insertions(+), 7 deletions(-)

commit bad73d50339c64bc2a49cd68df7d7206e404c974
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 18 Aug 2016 14:09:33 +0200

    suppress thousands separator explicitly

 ql/time/date.cpp | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

commit b1387f36ae6a98c552a863d50db828f96716ee2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Aug 2016 17:22:46 +0200

    Fetch int_fast32_t from the correct namespace.
    
    This allows to use it on systems where it's not defined in the
    standard headers.

 ql/time/date.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 4ecd53ee6883c9952f9b763d32b18329b86fa252
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Aug 2016 12:31:53 +0200

    Drop support for Visual C++ 8.
    
    Microsoft ended support for this version in April 2016.
    
    Closes #116.

 Examples/BasketLosses/BasketLosses_vc8.vcproj      |  436 -
 Examples/BasketLosses/Makefile.am                  |    1 -
 .../BermudanSwaption/BermudanSwaption_vc8.vcproj   |  440 -
 Examples/BermudanSwaption/Makefile.am              |    1 -
 Examples/Bonds/Bonds_vc8.vcproj                    |  440 -
 Examples/Bonds/Makefile.am                         |    1 -
 Examples/CDS/CDS_vc8.vcproj                        |  440 -
 Examples/CDS/Makefile.am                           |    1 -
 Examples/CVAIRS/CVAIRS_vc8.vcproj                  |  436 -
 Examples/CVAIRS/Makefile.am                        |    1 -
 Examples/CallableBonds/CallableBonds_vc8.vcproj    |  440 -
 Examples/CallableBonds/Makefile.am                 |    1 -
 .../ConvertibleBonds/ConvertibleBonds_vc8.vcproj   |  440 -
 Examples/ConvertibleBonds/Makefile.am              |    1 -
 .../DiscreteHedging/DiscreteHedging_vc8.vcproj     |  440 -
 Examples/DiscreteHedging/Makefile.am               |    1 -
 Examples/EquityOption/EquityOption_vc8.vcproj      |  440 -
 Examples/EquityOption/Makefile.am                  |    1 -
 Examples/FRA/FRA_vc8.vcproj                        |  440 -
 Examples/FRA/Makefile.am                           |    1 -
 .../FittedBondCurve/FittedBondCurve_vc8.vcproj     |  440 -
 Examples/FittedBondCurve/Makefile.am               |    1 -
 .../Gaussian1dModels/Gaussian1dModels_vc8.vcproj   |  436 -
 Examples/Gaussian1dModels/Makefile.am              |    1 -
 Examples/LatentModel/LatentModel_vc8.vcproj        |  436 -
 Examples/LatentModel/Makefile.am                   |    1 -
 Examples/MarketModels/Makefile.am                  |    1 -
 Examples/MarketModels/MarketModels_vc8.vcproj      |  436 -
 Examples/MultidimIntegral/Makefile.am              |    1 -
 .../MultidimIntegral/MultidimIntegral_vc8.vcproj   |  436 -
 Examples/Replication/Makefile.am                   |    1 -
 Examples/Replication/Replication_vc8.vcproj        |  440 -
 Examples/Repo/Makefile.am                          |    1 -
 Examples/Repo/Repo_vc8.vcproj                      |  440 -
 Examples/Swap/Makefile.am                          |    1 -
 Examples/Swap/Swap_vc8.vcproj                      |  432 -
 Makefile.am                                        |    2 -
 QuantLib_vc8.sln                                   |  272 -
 QuantLib_vc8.vcproj                                | 9323 --------------------
 ql/auto_link.hpp                                   |    6 +-
 ql/config.msvc.hpp                                 |   12 +-
 ql/experimental/credit/defaultprobabilitykey.cpp   |    3 -
 test-suite/Makefile.am                             |    2 -
 test-suite/testsuite_vc8.vcproj                    | 1558 ----
 tools/sync_projects.sh                             |   19 +-
 45 files changed, 7 insertions(+), 19096 deletions(-)

commit 9260609ef44e415b8c01764f61d8baaf3e48dbea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Aug 2016 14:49:05 +0200

    Clean up switch for thread-safe singleton initialization.

 configure.ac              | 19 +++++++++++++++++-
 ql/patterns/singleton.hpp | 50 +++++++++++++++++++++++++++++++++++------------
 ql/userconfig.hpp         | 14 ++++---------
 3 files changed, 60 insertions(+), 23 deletions(-)

commit 56e0ca5a9a01724c1236d5d15d9ee695fddf8387
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 3 Aug 2016 12:11:21 +0100

    fixes for the g1d swaption engine and instruments
    
    rely on reset dates instead of schedule (there might be additional
    redemption flows), fix sign of intermediate redemption flows in non
    standard swap and float float swap instruments, add missing (dummy)
    fixed rate for intermediate redemption flows

 ql/instruments/floatfloatswap.cpp                         |  4 ++--
 ql/instruments/nonstandardswap.cpp                        | 10 ++++++----
 .../swaption/gaussian1dnonstandardswaptionengine.cpp      | 15 +++++++--------
 3 files changed, 15 insertions(+), 14 deletions(-)

commit 5448d2bae8d998921926facb7d845f433262b9b9
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 3 Aug 2016 12:15:20 +0100

    Revert "fixes for the g1d swaption engine and instruments"
    
    This reverts commit 490e19559c6e66676ba85b5428a13fe09f46c18b.

 ql/instruments/floatfloatswap.cpp                         |  4 ++--
 ql/instruments/nonstandardswap.cpp                        | 10 ++++------
 .../swaption/gaussian1dnonstandardswaptionengine.cpp      | 15 ++++++++-------
 3 files changed, 14 insertions(+), 15 deletions(-)

commit 490e19559c6e66676ba85b5428a13fe09f46c18b
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 3 Aug 2016 12:11:21 +0100

    fixes for the g1d swaption engine and instruments
    
    rely on reset dates instead of schedule (there might be additional
    redemption flows), fix sign of intermediate redemption flows in non
    standard swap and float float swap instruments, add missing (dummy)
    fixed rate for intermediate redemption flows

 ql/instruments/floatfloatswap.cpp                         |  4 ++--
 ql/instruments/nonstandardswap.cpp                        | 10 ++++++----
 .../swaption/gaussian1dnonstandardswaptionengine.cpp      | 15 +++++++--------
 3 files changed, 15 insertions(+), 14 deletions(-)

commit af2df10d909de872cc1d2353a222bb549ff54f08
Merge: 4193fba 75d658c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Aug 2016 10:33:53 +0200

    Merge pull request #107.

commit 75d658c62dfd7d04cb31ed506012fe622887b54f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Aug 2016 09:42:59 +0200

    Update older VC++ and Dev-C++ projects.

 QuantLib.dev        | 42 +++++++++++++++++++++++++++++++++++++++++-
 QuantLib_vc8.vcproj | 16 ++++++++++++++++
 QuantLib_vc9.vcproj | 16 ++++++++++++++++
 3 files changed, 73 insertions(+), 1 deletion(-)

commit 0599ccd8b5322ce872b55ac4d939969d8e785f24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Aug 2016 09:39:07 +0200

    Replace hard tabs with spaces.

 ql/indexes/ibor/aonia.hpp |  28 +++++-----
 ql/indexes/ibor/bbsw.hpp  | 139 +++++++++++++++++++++++-----------------------
 ql/indexes/ibor/bkbm.hpp  | 137 +++++++++++++++++++++++----------------------
 ql/indexes/ibor/nzocr.hpp |  29 +++++-----
 4 files changed, 165 insertions(+), 168 deletions(-)

commit 4193fbaebf822e7ac6af86eb1f7fa78489c79498
Merge: 699111e 714dd27
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Jul 2016 17:12:03 +0200

    Merge pull request #111.

commit 714dd27165ffd4dcdfe86d0c494eba59ae18ff1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Jul 2016 16:39:53 +0200

    Update documentation.

 ql/time/calendars/sweden.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 699111e53e5a29ac95b84c16bea5edc7baff9feb
Merge: 66faef3 ff03383
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Jul 2016 16:37:38 +0200

    Merge pull request #105.

commit 66faef33ba4c4c7f23d40b8e498c6024bd078f81
Merge: 1b534e1 55de2cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Jul 2016 17:44:19 +0200

    Merge pull request #104.

commit 1b534e1f2dc05662bfa445618b94c4e7bafa324c
Merge: 8399996 dbcd54a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Jul 2016 16:51:12 +0200

    Merge pull request #101.

commit dbcd54aa7d2aa0c7f05eb2408f02da81f17ac485
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Jul 2016 16:19:27 +0200

    Update documentation.

 ql/time/calendars/southafrica.cpp | 4 ++--
 ql/time/calendars/southafrica.hpp | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 83999960a0605630cf192a263cd4f48b245640d7
Merge: 99db19a 5e66053
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 17:30:04 +0200

    Merge pull request #106.

commit 99db19a94f7f1632272ef0a71391ce999e8c4d94
Merge: 72f4f4f 4677deb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 17:28:47 +0200

    Merge pull request #98.

commit 72f4f4f3ddb072a9a64b1218fd13dc6e23a386dd
Merge: 612ff52 981269c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 16:06:34 +0200

    Merge pull request #97.

commit 612ff52097a8fe5f26874ed6645415d4427a3a25
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 15:36:13 +0200

    Deprecate method returning unused variable.
    
    Closes #96.

 ql/pricingengines/vanilla/hestonexpansionengine.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit 3df63eb3662270eb18e34fac7750fbbbc3cb436a
Merge: 7b4e061 7608fbf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 15:05:41 +0200

    Merge pull request #91.

commit 7b4e061adf113311a06363391b3af8a632c80ce9
Merge: 57ae369 9631cd1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 13:57:40 +0200

    Merge pull request #89.

commit 57ae36917553cf07d9be6945bd44fce9d27f6477
Merge: ca990b0 4dd00fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 13:17:09 +0200

    Merge pull request #84.

commit ca990b00b98a1b014118ddeded21fd786caa711b
Merge: 07f53c1 16ef33d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jul 2016 11:04:39 +0200

    Merge pull request #75.

commit 07f53c10c2c71d521da2340dbb44428b939cbb0a
Merge: 390bced 4695227
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jul 2016 15:17:05 +0200

    Merge pull request #82.

commit 46952273de8ce04853b978fb82f60c18df33b83f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jul 2016 17:43:30 +0200

    Fix indentations.

 ql/cashflows/cashflows.cpp               |  8 ++++----
 ql/pricingengines/bond/bondfunctions.cpp |  4 ++--
 ql/pricingengines/bond/bondfunctions.hpp |  4 ++--
 ql/time/calendar.cpp                     |  6 +++---
 ql/time/calendar.hpp                     |  6 +++---
 ql/time/date.hpp                         |  2 +-
 ql/time/daycounter.hpp                   |  6 +++---
 ql/time/daycounters/actual365nl.hpp      |  2 +-
 ql/time/daycounters/business252.cpp      | 12 ++++++------
 ql/time/daycounters/business252.hpp      |  2 +-
 ql/time/daycounters/simpledaycounter.cpp |  2 +-
 ql/time/daycounters/simpledaycounter.hpp |  2 +-
 ql/time/daycounters/thirty360.cpp        |  6 +++---
 ql/time/daycounters/thirty360.hpp        |  4 ++--
 test-suite/calendars.cpp                 |  2 +-
 test-suite/cashflows.cpp                 |  2 +-
 test-suite/dates.cpp                     | 18 +++++++++---------
 test-suite/timeseries.cpp                |  2 +-
 18 files changed, 45 insertions(+), 45 deletions(-)

commit 390bced9e2e62ae21ab170bcb279ae30eb1e6d3a
Merge: 8fdcda2 f9f8871
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jul 2016 17:06:20 +0200

    Merge pull request #103.

commit f9f8871b9168604bb4621232a08fffb82ae0ff6e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jul 2016 15:43:18 +0200

    Use more sensible ordering for parameters.

 ql/instruments/capfloor.cpp             | 18 ++++++++++++++++--
 ql/instruments/capfloor.hpp             | 14 ++++++++++++--
 ql/instruments/swaption.cpp             | 17 +++++++++++++++--
 ql/instruments/swaption.hpp             | 14 ++++++++++++--
 test-suite/capfloor.cpp                 |  3 ++-
 test-suite/swaption.cpp                 |  1 +
 test-suite/swaptionvolatilitymatrix.cpp |  3 ++-
 7 files changed, 60 insertions(+), 10 deletions(-)

commit e78b46b7556ff61c4b8e0fed674b0b75d9cc203a
Author: sfondi <stefanofondi.mail@gmail.com>
Date:   Tue, 19 Jul 2016 12:54:23 +0200

    Whit Monday no more SEK Bank Holiday since 2005

 ql/time/calendars/sweden.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit eac7da30af1b5e9ece95072f33085879d826561b
Author: fabrice-lecuyer <fabrice.lecuyer@gmail.com>
Date:   Sun, 10 Jul 2016 11:22:51 +1000

    Adding IborIndexes BBSW and BKBM, along with OvernightIndexes Aonia and Nzocr

 QuantLib.vcxproj            |   8 +++-
 QuantLib.vcxproj.filters    |  16 ++++++-
 ql/indexes/ibor/Makefile.am |   4 ++
 ql/indexes/ibor/all.hpp     |   4 ++
 ql/indexes/ibor/aonia.hpp   |  50 +++++++++++++++++++++
 ql/indexes/ibor/bbsw.hpp    | 106 ++++++++++++++++++++++++++++++++++++++++++++
 ql/indexes/ibor/bkbm.hpp    | 106 ++++++++++++++++++++++++++++++++++++++++++++
 ql/indexes/ibor/nzocr.hpp   |  51 +++++++++++++++++++++
 8 files changed, 341 insertions(+), 4 deletions(-)

commit 5e660537e461f2758f0a1904b1f51fda00810fad
Author: fabrice-lecuyer <fabrice.lecuyer@gmail.com>
Date:   Sun, 10 Jul 2016 10:25:54 +1000

    Adding *VC.db to .gitIgnore

 .gitignore | 1 +
 1 file changed, 1 insertion(+)

commit ff0338389985c5f876791768e6e16d5488e47b22
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 8 Jul 2016 12:25:06 +0200

    fix Typo

 ql/math/interpolations/sabrinterpolation.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8036aca4a7282e41a66b78ce195d5d5b77034066
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Thu, 30 Jun 2016 10:21:03 +0200

    use switch case instead of if else for implVol

 ql/instruments/swaption.cpp | 15 +++++++++++----
 1 file changed, 11 insertions(+), 4 deletions(-)

commit 55de2cc20ac64aa24093b16e4ca2a44ca8cd5752
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 29 Jun 2016 17:55:43 +0200

    fix default implementation of lower bound

 ql/math/optimization/constraint.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 410fe330d543c74bbe0a4feb33e074e4a3c4611a
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Tue, 28 Jun 2016 19:34:15 +0200

    added normal implied volatility calculation

 ql/instruments/capfloor.cpp | 34 ++++++++++++++++++++++++++--------
 ql/instruments/capfloor.hpp | 19 +++++++++++--------
 2 files changed, 37 insertions(+), 16 deletions(-)

commit b4e0d68af6720807cd8b87769a5b055ce158e3ef
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Tue, 14 Jun 2016 22:13:46 +0200

    Replacing vector by interator for matrix constructor.

 .../termstructures/yield/multicurvesensitivities.hpp     |  2 +-
 ql/math/matrix.hpp                                       | 16 +++++++++-------
 2 files changed, 10 insertions(+), 8 deletions(-)

commit ed674ad9d29072c854647bce1af8715817ed8686
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Tue, 14 Jun 2016 21:47:49 +0200

    Taking up improvments from PR discussion.

 .../termstructures/yield/multicurvesensitivities.hpp      | 15 ++++++++++-----
 ql/math/matrix.hpp                                        |  6 +++---
 2 files changed, 13 insertions(+), 8 deletions(-)

commit d7b6e9d2204fe8d21080b8413aa46e5b43515f68
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Jun 2016 17:55:30 +0200

    Correctly report irregular last period in schedule.
    
    Thanks to Schmidt for the heads-up.

 ql/time/schedule.cpp    |  2 +-
 test-suite/schedule.cpp | 34 ++++++++++++++++++++++++++++++++++
 test-suite/schedule.hpp |  1 +
 3 files changed, 36 insertions(+), 1 deletion(-)

commit 93be4164577f8114737d11e92d320e79ee89da57
Author: Jasen Mackie <jaymon0703@gmail.com>
Date:   Sat, 11 Jun 2016 10:09:14 +0200

    South Africa calendar updated for election day holiday 3 Aug

 ql/time/calendars/southafrica.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit bac873e42bf243def968d93ce31279b3bb5f1af5
Author: sfondi <stefanofondi.mail@gmail.com>
Date:   Wed, 8 Jun 2016 17:53:25 +0200

    OIS with arithmetic average

 QuantLib.vcxproj                                   |  10 +-
 QuantLib.vcxproj.filters                           |  22 +-
 ql/cashflows/overnightindexedcoupon.cpp            | 116 ++++++++++
 ql/cashflows/overnightindexedcoupon.hpp            |  33 +++
 ql/instruments/arithmeticaverageois.cpp            | 151 +++++++++++++
 ql/instruments/arithmeticaverageois.hpp            | 124 +++++++++++
 ql/instruments/makearithmeticaverageois.cpp        | 247 +++++++++++++++++++++
 ql/instruments/makearithmeticaverageois.hpp        | 102 +++++++++
 .../yield/arithmeticoisratehelper.cpp              | 117 ++++++++++
 .../yield/arithmeticoisratehelper.hpp              |  86 +++++++
 10 files changed, 1004 insertions(+), 4 deletions(-)

commit 214b98f9b0aa8c2524ca0ceab288d7f80db2ff15
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Sun, 29 May 2016 22:01:10 +0200

    Removing production file.
    
    The file moved to experimental. During last commit I forgot to delete the production version.

 .../yield/multicurvesensitivities.hpp              | 130 ---------------------
 1 file changed, 130 deletions(-)

commit 67e6d5c1130808ba149c157b6ceb3130e3e95c36
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Sun, 29 May 2016 21:54:14 +0200

    Moving to experimental.
    
    Moved class to experimental since it is not clear how the final design should look like (see discussion in this PR thread).

 configure.ac                                       |   1 +
 ql/experimental/termstructures/yield/Makefile.am   |  19 +++
 .../yield/multicurvesensitivities.hpp              | 145 +++++++++++++++++++++
 ql/math/matrix.hpp                                 |  11 +-
 4 files changed, 175 insertions(+), 1 deletion(-)

commit 4677deb744eb7b4c20fcac51e323e4eaacd68629
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed, 25 May 2016 14:37:03 +0200

    Removed unused vectors from hybridhestonhullwhiteprocess tests.

 test-suite/hybridhestonhullwhiteprocess.cpp | 10 ----------
 1 file changed, 10 deletions(-)

commit 981269cfe2ff0f50ab7fd9817bf9e41650fba32d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed, 25 May 2016 14:20:25 +0200

    Added safety checks on cvaswapengine

 ql/pricingengines/swap/cvaswapengine.cpp | 16 ++++++++++------
 1 file changed, 10 insertions(+), 6 deletions(-)

commit 03fc2527a0d7b04053b1ee1ca32fdf5c92c4ce56
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Tue, 24 May 2016 22:01:07 +0200

    Providing multi curve sensitivities
    
    This PR provides a simple way to compute sensitivities to par qoute shifts.

 .../yield/multicurvesensitivities.hpp              | 130 +++++++++++++++++++++
 ql/termstructures/yield/piecewiseyieldcurve.hpp    |   4 +
 2 files changed, 134 insertions(+)

commit a6c595e32893b92af539d11fbb4318a39eec6a21
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Tue, 24 May 2016 21:05:55 +0200

    use boost null deleter instead of own implementation

 ql/experimental/convertiblebonds/convertiblebond.cpp   |  8 +++-----
 ql/experimental/credit/defaultlossmodel.hpp            |  7 ++-----
 ql/experimental/credit/riskyassetswap.cpp              |  8 +++-----
 ql/experimental/inflation/yoyoptionlethelpers.cpp      | 11 ++++-------
 ql/models/model.cpp                                    | 10 ++++------
 ql/termstructures/credit/defaultprobabilityhelpers.cpp |  8 +++-----
 ql/termstructures/inflation/inflationhelpers.cpp       | 11 ++++-------
 ql/termstructures/yield/bondhelpers.cpp                |  8 +++-----
 ql/termstructures/yield/oisratehelper.cpp              | 10 ++++------
 ql/termstructures/yield/ratehelpers.cpp                | 16 +++++++---------
 10 files changed, 37 insertions(+), 60 deletions(-)

commit 4dd00fa9485a835de8a9e3a4bfb7e4d6aa0b7d43
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 22 May 2016 17:36:52 +0200

    reset more format options before date output

 ql/time/date.cpp | 36 ++++++++++++++++++++++++++++++++----
 1 file changed, 32 insertions(+), 4 deletions(-)

commit ba7ee9094f0bda04e3c93f26410bde87c7891085
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 18 May 2016 12:57:01 +0200

    Increase version number to 1.9.

 Announce.txt   | 2 +-
 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 3 files changed, 6 insertions(+), 6 deletions(-)

commit cdac98fde5a5fd8cd2bdb4e081092a8ac3925405
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Mon, 9 May 2016 21:21:35 +0200

    ensure sorted leg for yield based npv calculation

 ql/cashflows/cashflows.cpp | 32 +++++++++++++++++++++++++-------
 1 file changed, 25 insertions(+), 7 deletions(-)

commit 9631cd111f989ae31445932d5bcc8a5c1cb8b87b
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Thu, 5 May 2016 13:49:02 +0800

    fixed typo

 test-suite/calendars.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit ddbce3d2331a994fb92240f45ca3dd0518edd3da
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Thu, 5 May 2016 13:47:02 +0800

    added tests for China SSE and IB calendars

 test-suite/calendars.cpp | 131 +++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/calendars.hpp |   3 ++
 2 files changed, 134 insertions(+)

commit 2bba3e3c811ea940c3d3afbb7a520a0e21f439f7
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Thu, 5 May 2016 10:33:25 +0800

    added missing holiday on 2016/5/2

 ql/time/calendars/china.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 011e9d8260420d13d510593687fcd1f2aeed197e
Merge: a52e294 bebdf49
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sun, 1 May 2016 20:16:45 +0800

    Merge pull request #1 from lballabio/master
    
    merge from up source

commit f26a86b0b35b707f8906ea887b2e82d182048774
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Thu, 28 Apr 2016 18:19:17 +0200

    added ECB dates for 2017

 ql/time/ecb.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 57220bd2e46bab13162c5d192c1bd5fd1df482b5
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 27 Apr 2016 08:53:55 +0200

    ensure correct side for filling up with zeros

 ql/time/date.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 8e77e917ac48251b3597ea3666cf0cb96ed2112d
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 24 Apr 2016 17:36:53 +0200

    use typdef

 ql/cashflows/cashflows.cpp                         |  4 +-
 ql/cashflows/cashflows.hpp                         |  4 +-
 ql/cashflows/coupon.cpp                            |  4 +-
 ql/cashflows/coupon.hpp                            |  4 +-
 .../credit/randomdefaultlatentmodel.hpp            | 20 +++++-----
 ql/pricingengines/bond/bondfunctions.cpp           |  4 +-
 ql/pricingengines/bond/bondfunctions.hpp           |  4 +-
 .../swaption/gaussian1dswaptionvolatility.cpp      |  2 +-
 .../swaption/gaussian1dswaptionvolatility.hpp      |  6 +--
 .../volatility/swaption/swaptionvoldiscrete.hpp    |  2 +-
 ql/termstructures/yield/discountcurve.hpp          |  2 +-
 ql/time/calendar.cpp                               |  4 +-
 ql/time/calendar.hpp                               |  2 +-
 ql/time/date.cpp                                   | 44 +++++++++++-----------
 ql/time/date.hpp                                   | 34 +++++++++--------
 ql/time/daycounter.hpp                             |  6 +--
 ql/time/daycounters/actual365nl.hpp                |  4 +-
 ql/time/daycounters/business252.cpp                | 16 ++++----
 ql/time/daycounters/business252.hpp                |  2 +-
 ql/time/daycounters/one.hpp                        |  2 +-
 ql/time/daycounters/simpledaycounter.cpp           |  2 +-
 ql/time/daycounters/simpledaycounter.hpp           |  2 +-
 ql/time/daycounters/thirty360.cpp                  |  6 +--
 ql/time/daycounters/thirty360.hpp                  |  6 +--
 ql/time/ecb.cpp                                    |  4 +-
 ql/time/schedule.cpp                               |  2 +-
 26 files changed, 97 insertions(+), 95 deletions(-)

commit 6118ca7d59ab6c7c10616b7290a85fee4c30bb80
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 17 Apr 2016 11:37:39 +0200

    change date's serial number type to fast32

 ql/cashflows/cashflows.cpp                         |  4 +-
 ql/cashflows/cashflows.hpp                         |  4 +-
 ql/cashflows/coupon.cpp                            |  4 +-
 ql/cashflows/coupon.hpp                            |  4 +-
 .../credit/randomdefaultlatentmodel.hpp            | 20 +++++-----
 ql/pricingengines/bond/bondfunctions.cpp           |  4 +-
 ql/pricingengines/bond/bondfunctions.hpp           |  4 +-
 .../swaption/gaussian1dswaptionvolatility.cpp      |  2 +-
 .../swaption/gaussian1dswaptionvolatility.hpp      |  6 +--
 .../volatility/swaption/swaptionvoldiscrete.hpp    |  2 +-
 ql/time/calendar.cpp                               |  4 +-
 ql/time/calendar.hpp                               |  2 +-
 ql/time/date.cpp                                   | 44 +++++++++++-----------
 ql/time/date.hpp                                   | 34 +++++++++--------
 ql/time/daycounter.hpp                             |  6 +--
 ql/time/daycounters/actual365nl.hpp                |  4 +-
 ql/time/daycounters/business252.cpp                | 16 ++++----
 ql/time/daycounters/business252.hpp                |  2 +-
 ql/time/daycounters/one.hpp                        |  2 +-
 ql/time/daycounters/simpledaycounter.cpp           |  2 +-
 ql/time/daycounters/simpledaycounter.hpp           |  2 +-
 ql/time/daycounters/thirty360.cpp                  |  6 +--
 ql/time/daycounters/thirty360.hpp                  |  6 +--
 ql/time/ecb.cpp                                    |  4 +-
 ql/time/schedule.cpp                               |  2 +-
 test-suite/calendars.cpp                           |  2 +-
 test-suite/cashflows.cpp                           |  2 +-
 test-suite/dates.cpp                               |  8 ++--
 test-suite/timeseries.cpp                          |  2 +-
 29 files changed, 103 insertions(+), 101 deletions(-)

commit 16ef33d2ccd2400f8528a2c95a8ce005383c4780
Author: rglarix <rghetta@larix.it>
Date:   Mon, 4 Apr 2016 15:08:59 +0200

    Auto-deactivate Boyle-Lau optimization if not using a CRR tree

 ql/pricingengines/barrier/binomialbarrierengine.hpp | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

commit 03c86e669ddbc0277d4cecc4a7a7646f172f4e4d
Author: SD <sdiaz3@gmail.com>
Date:   Mon, 5 May 2014 20:21:20 +0100

    issue 139

 ql/patterns/singleton.hpp | 60 +++++++++++++++++++++++++++++++----------------
 ql/userconfig.hpp         | 17 +++++++++-----
 2 files changed, 51 insertions(+), 26 deletions(-)

commit 01c7559fefc10d88c0c16fd5a1185fa56dd28db2
Author: unknown <Sonny Diaz@USMAHCAC2458V1.datascope.com>
Date:   Fri, 2 May 2014 18:54:50 +0100

    issue 139

 ql/patterns/singleton.hpp | 17 +++++++++++++++++
 ql/userconfig.hpp         |  8 ++++++++
 2 files changed, 25 insertions(+)