commit b6b62b803f6ef3b1b51233db8b76a5869f2ff275
Merge: 3c7d11b5c 66edd8b9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 21 Sep 2018 09:38:26 +0200

    Merge pull request #545.

commit 66edd8b9ffbab013b2a8743370b1cfc0c728ff87
Author: simonjohnrees <simonjohnrees@gmail.com>
Date:   Thu, 20 Sep 2018 12:59:11 +0000

    Fix QuantLib.spec
    - remove BuildRequires: emacs and make default behaviour of .spec not to produce emacs artifacts

 QuantLib.spec.in | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 04a0b512b41a545cedc1e9d894d3f320db1515f1
Author: simonjohnrees <simonjohnrees@gmail.com>
Date:   Thu, 20 Sep 2018 09:13:08 +0000

    Fix QuantLib.spec
    - add BuildRequires: emacs to ensure sur/share/emacs/* is always generated

 QuantLib.spec.in | 1 +
 1 file changed, 1 insertion(+)

commit 3c7d11b5c6ab9c31fccc948a03ee0e695f35b785
Merge: c1f803250 9672031fd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Sep 2018 14:39:15 +0200

    Merge pull request #544.

commit 9672031fd2d188f495d3273817b4a3dbab6863b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Sep 2018 13:55:01 +0200

    Short-circuit calculation in degenerate case.
    
    Fixes #543.

 ql/time/daycounters/actual365fixed.cpp | 3 +++
 1 file changed, 3 insertions(+)

commit c1f8032506214183dc3d56e8ffc96bc682b8b1cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Sep 2018 13:11:27 +0200

    Don't choose an explicit C++ language standard.
    
    This partially reverts commit dce213c2c5411822aa44523ee5a92fe03296909b.

 test-suite/testsuite.vcxproj | 10 +---------
 1 file changed, 1 insertion(+), 9 deletions(-)

commit e254451d81958e6902675b941d8803556eea08ac
Author: simonjohnrees <simonjohnrees@gmail.com>
Date:   Wed, 19 Sep 2018 10:43:17 +0000

    Fix QuantLib.spec
    - bundle installed emacs/ folder in devel package
    - correct spurious date in changelog

 QuantLib.spec.in | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit d5c63c5ad33e4ab48615a5671525d64e6516354c
Merge: 93917505c 67393d761
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Sep 2018 11:42:24 +0200

    Merge pull request #542.

commit 67393d7617f6f514b5ed41dfec9860c02436717a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Sep 2018 09:55:39 +0200

    Link Contributors file in man files.

 man/BasketLosses.1        | 2 +-
 man/BermudanSwaption.1    | 2 +-
 man/Bonds.1               | 2 +-
 man/CDS.1                 | 2 +-
 man/CVAIRS.1              | 2 +-
 man/CallableBonds.1       | 2 +-
 man/ConvertibleBonds.1    | 2 +-
 man/DiscreteHedging.1     | 2 +-
 man/EquityOption.1        | 2 +-
 man/FRA.1                 | 2 +-
 man/FittedBondCurve.1     | 2 +-
 man/Gaussian1dModels.1    | 2 +-
 man/GlobalOptimizer.1     | 2 +-
 man/LatentModel.1         | 2 +-
 man/MarketModels.1        | 2 +-
 man/MultidimIntegral.1    | 2 +-
 man/Replication.1         | 2 +-
 man/Repo.1                | 2 +-
 man/SwapValuation.1       | 2 +-
 man/quantlib-benchmark.1  | 2 +-
 man/quantlib-config.1     | 2 +-
 man/quantlib-test-suite.1 | 2 +-
 22 files changed, 22 insertions(+), 22 deletions(-)

commit 56cdae50f3f652dab31f9264d1cac64341347957
Author: simonjohnrees <simonjohnrees@gmail.com>
Date:   Tue, 18 Sep 2018 22:37:09 +0000

    Fix QuantLib.spec following removal of man3 pages
    - remove references to man3 from .spec file
    - update changelog

 QuantLib.spec.in | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 3a0f9eab9bda565ea46509b5fc68cd2401050e54
Author: simonjohnrees <simon.john.rees@gmail.com>
Date:   Tue, 18 Sep 2018 16:42:49 +0000

    Fix QuantLib.spec following move of Authors.txt -> Docs/pages/authors.docs
    - remove references to Authors.txt
    - update references in man/*.1 from Authors.txt to Docs/pages/authors.docs

 QuantLib.spec.in          | 3 +--
 man/BasketLosses.1        | 2 +-
 man/BermudanSwaption.1    | 2 +-
 man/Bonds.1               | 2 +-
 man/CDS.1                 | 2 +-
 man/CVAIRS.1              | 2 +-
 man/CallableBonds.1       | 2 +-
 man/ConvertibleBonds.1    | 2 +-
 man/DiscreteHedging.1     | 2 +-
 man/EquityOption.1        | 2 +-
 man/FRA.1                 | 2 +-
 man/FittedBondCurve.1     | 2 +-
 man/Gaussian1dModels.1    | 2 +-
 man/GlobalOptimizer.1     | 2 +-
 man/LatentModel.1         | 2 +-
 man/MarketModels.1        | 2 +-
 man/MultidimIntegral.1    | 2 +-
 man/Replication.1         | 2 +-
 man/Repo.1                | 2 +-
 man/SwapValuation.1       | 2 +-
 man/quantlib-benchmark.1  | 2 +-
 man/quantlib-config.1     | 2 +-
 man/quantlib-test-suite.1 | 2 +-
 23 files changed, 23 insertions(+), 24 deletions(-)

commit 93917505cebe6fe2a5ed06508ec748fbbdc05aba
Merge: 403eabb09 dce213c2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 17 Sep 2018 12:19:03 +0200

    Merge pull request #540.

commit dce213c2c5411822aa44523ee5a92fe03296909b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 17 Sep 2018 09:29:28 +0200

    Remove deprecated std::unary_function and std::binary_function.
    
    They were removed from C++17 and would cause compilation to fail
    in C++17 mode in VC++.  The typedefs added by the deprecated classes
    were added back for compatibility with C++03 (which can't use the
    intended replacement).

 ql/cashflow.hpp                                    |  7 +-
 ql/cashflows/cashflows.cpp                         |  2 +-
 ql/cashflows/cashflows.hpp                         |  2 +-
 ql/cashflows/conundrumpricer.hpp                   |  6 +-
 ql/currencies/exchangeratemanager.cpp              |  3 +-
 ql/experimental/callablebonds/callablebond.hpp     |  4 +-
 ql/experimental/credit/defaultevent.hpp            |  3 +-
 ql/experimental/credit/saddlepointlossmodel.hpp    |  5 +-
 .../fdsimpleextoustorageengine.cpp                 |  3 +-
 .../finitedifferences/hestonrndcalculator.cpp      |  3 +-
 ql/experimental/math/convolvedstudentt.hpp         |  6 +-
 ql/experimental/mcbasket/pathpayoff.hpp            |  2 +-
 ql/experimental/models/normalclvmodel.hpp          |  2 +-
 ql/experimental/models/squarerootclvmodel.hpp      |  2 +-
 .../variancegamma/analyticvariancegammaengine.cpp  |  2 +-
 ql/math/abcdmathfunction.hpp                       |  5 +-
 ql/math/comparison.hpp                             |  9 ++-
 ql/math/copulas/alimikhailhaqcopula.hpp            |  6 +-
 ql/math/copulas/claytoncopula.hpp                  |  6 +-
 ql/math/copulas/farliegumbelmorgensterncopula.hpp  |  7 +-
 ql/math/copulas/frankcopula.hpp                    |  6 +-
 ql/math/copulas/galamboscopula.hpp                 |  6 +-
 ql/math/copulas/gaussiancopula.hpp                 |  6 +-
 ql/math/copulas/gumbelcopula.hpp                   |  6 +-
 ql/math/copulas/huslerreisscopula.hpp              |  6 +-
 ql/math/copulas/independentcopula.hpp              |  6 +-
 ql/math/copulas/marshallolkincopula.hpp            |  6 +-
 ql/math/copulas/maxcopula.hpp                      |  6 +-
 ql/math/copulas/mincopula.hpp                      |  6 +-
 ql/math/copulas/plackettcopula.hpp                 |  6 +-
 ql/math/curve.hpp                                  |  7 +-
 ql/math/distributions/binomialdistribution.hpp     | 11 ++-
 ql/math/distributions/chisquaredistribution.hpp    | 18 +++--
 ql/math/distributions/gammadistribution.hpp        | 11 ++-
 ql/math/distributions/normaldistribution.hpp       | 34 ++++++---
 ql/math/distributions/poissondistribution.hpp      | 16 +++-
 ql/math/distributions/studenttdistribution.hpp     | 17 +++--
 ql/math/errorfunction.hpp                          |  5 +-
 ql/math/functional.hpp                             | 87 ++++++++++++++++------
 ql/math/interpolations/multicubicspline.hpp        | 19 +++--
 ql/math/linearleastsquaresregression.hpp           |  4 +-
 ql/math/polynomialmathfunction.hpp                 |  5 +-
 .../randomnumbers/stochasticcollocationinvcdf.hpp  |  5 +-
 .../operators/numericaldifferentiation.hpp         |  5 +-
 ql/methods/montecarlo/lsmbasissystem.cpp           |  4 +-
 ql/methods/montecarlo/pathpricer.hpp               |  5 +-
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |  3 +-
 ql/payoff.hpp                                      |  5 +-
 ql/pricingengines/forward/mcvarianceswapengine.hpp |  2 +-
 ql/pricingengines/vanilla/analytich1hwengine.cpp   |  3 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp | 11 +--
 .../vanilla/analyticptdhestonengine.cpp            |  7 +-
 ql/pricingengines/vanilla/fddividendengine.hpp     |  2 +-
 ql/pricingengines/vanilla/integralengine.cpp       |  2 +-
 ql/termstructures/volatility/abcd.hpp              |  5 +-
 test-suite/array.cpp                               |  2 +-
 test-suite/distributions.cpp                       |  2 +-
 test-suite/fdmlinearop.cpp                         |  2 +-
 test-suite/hestonmodel.cpp                         |  3 +-
 test-suite/hestonslvmodel.cpp                      |  2 +-
 test-suite/interpolations.cpp                      |  2 +-
 test-suite/matrices.cpp                            |  3 +-
 test-suite/nthorderderivativeop.cpp                |  2 +-
 test-suite/riskneutraldensitycalculator.cpp        |  2 +-
 test-suite/sampledcurve.cpp                        |  2 +-
 test-suite/testsuite.vcxproj                       | 10 ++-
 test-suite/timeseries.cpp                          |  2 +-
 test-suite/transformedgrid.cpp                     |  2 +-
 68 files changed, 320 insertions(+), 154 deletions(-)

commit 403eabb09c58996d083804e7b639d0f725995440
Merge: c118783bd d26017040
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 15 Sep 2018 16:38:47 +0200

    Merge pull request #538.

commit c118783bdd5f87db7a00b62c5e1520f64d9078e1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 15 Sep 2018 16:22:31 +0200

    Update copyrights.

 Docs/pages/license.docs | 4 +++-
 LICENSE.TXT             | 4 +++-
 2 files changed, 6 insertions(+), 2 deletions(-)

commit d260170409b70c49cde9ac066c55d407b62f83e0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Sep 2018 18:11:04 +0200

    Avoid warnings in VC++ 2012.

 test-suite/basketoption.cpp | 2 +-
 test-suite/basketoption.hpp | 3 ++-
 2 files changed, 3 insertions(+), 2 deletions(-)

commit 191a1e6dbf93cfb6fc7d18e3bf346f1f05739b7c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Sep 2018 18:28:35 +0200

    Avoid warnings with VC++ 2010.

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

commit c8cdd95ab802509aeeef4228f812372c1f6e389a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Sep 2018 14:04:44 +0200

    Include README.md in the distributed tarball.

 Makefile.am | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 95e4457dbe8295fad2c26ea869cff7b4f39c22ad
Merge: 56c161d13 b75927516
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Sep 2018 12:20:57 +0200

    Merge pull request #537.

commit b7592751616f001f56e5dbb379e2c140794c8470
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Sep 2018 11:50:41 +0200

    Remove features deprecated in version 1.10.

 ql/cashflows/lineartsrpricer.hpp                   | 42 ----------------------
 ql/math/generallinearleastsquares.hpp              | 17 ---------
 .../volatility/optionlet/optionletstripper1.hpp    |  6 ----
 3 files changed, 65 deletions(-)

commit 56c161d1351d174164b80e4e5f08743b5430bc9a
Merge: 8ae12c96b 236a5e8c5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Sep 2018 16:02:55 +0200

    Merge pull request #536.

commit 236a5e8c582f8b0b40f46af63df6cc82bbfed1e2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Sep 2018 16:02:29 +0200

    Add visitability to new payoff.

 ql/instruments/vanillaswingoption.cpp | 9 +++++++++
 ql/instruments/vanillaswingoption.hpp | 1 +
 2 files changed, 10 insertions(+)

commit 8ae12c96b5775034e1c0458139bea1a3065999a3
Merge: 667a85832 7d2056e8e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Sep 2018 15:09:37 +0200

    Merge pull request #529.

commit 667a858325d630fedd410a19aca0c7196ca93d66
Merge: 480c092fc 777f410c1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Sep 2018 11:15:52 +0200

    Merge pull request #530.

commit d912269c2add1fd146aa2e7ba36032a26ad2d874
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 12 Sep 2018 09:40:31 +0200

    moved Swing ForwardPayoff from test into the library
    
    needed for QuantLib-SWIG
    https://github.com/lballabio/QuantLib-SWIG/pull/140

 ql/instruments/vanillaswingoption.cpp | 12 ++++++++++++
 ql/instruments/vanillaswingoption.hpp |  8 ++++++++
 test-suite/swingoption.cpp            | 20 --------------------
 3 files changed, 20 insertions(+), 20 deletions(-)

commit 480c092fcaa18126765e01738d01c20bcc91bc58
Merge: a39d82fec bae07653a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Sep 2018 10:50:36 +0200

    Merge pull request #535.

commit bae07653a4af364c77010698a4f889034eb33c34
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Sep 2018 15:54:08 +0200

    Avoid division by zero.

 ql/time/daycounters/actual365fixed.cpp | 13 ++++++++-----
 test-suite/daycounters.cpp             | 30 ++++++++++++++++++++++++++++++
 test-suite/daycounters.hpp             |  1 +
 3 files changed, 39 insertions(+), 5 deletions(-)

commit 7d2056e8e28d32db517db9a5fc5edc155b5bf70e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Sep 2018 13:32:46 +0200

    Transform function into static method.

 ql/instruments/floatfloatswaption.cpp  |  4 ++--
 ql/instruments/nonstandardswaption.cpp |  4 ++--
 ql/instruments/swaption.cpp            | 29 ++++++++++++++++-------------
 ql/instruments/swaption.hpp            |  6 +++---
 4 files changed, 23 insertions(+), 20 deletions(-)

commit a39d82fec97ca94a9f7ca9b9087e722f0e4277a9
Merge: e20559ce0 8c84717bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Sep 2018 11:47:01 +0200

    Merge pull request #532.

commit 777f410c1a8cd2e866dcc0fb40e00a7dad4246aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Sep 2018 11:30:19 +0200

    Add a couple more checks.

 ql/models/model.cpp | 24 ++++++++++++++----------
 1 file changed, 14 insertions(+), 10 deletions(-)

commit 4fa4aa4eb4e5196f8f5e7c081cfb4ab07917da0e
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 8 Sep 2018 19:53:30 +0200

    more fixes

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

commit f17a7be118ffed0af26be4ce86c912d57adfed3d
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 8 Sep 2018 19:29:18 +0200

    fix unit tests

 test-suite/swaption.cpp | 33 +++++++++++++++++++--------------
 1 file changed, 19 insertions(+), 14 deletions(-)

commit 05f768676cc82b63642fa0877941cb00cfe2213a
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 8 Sep 2018 17:32:53 +0200

    change enum, remove optional, refactor

 ql/instruments/floatfloatswaption.cpp              | 29 +++---------
 ql/instruments/floatfloatswaption.hpp              | 18 ++++----
 ql/instruments/makeswaption.cpp                    |  6 +--
 ql/instruments/makeswaption.hpp                    |  4 +-
 ql/instruments/nonstandardswaption.cpp             | 28 ++----------
 ql/instruments/nonstandardswaption.hpp             | 18 ++++----
 ql/instruments/swaption.cpp                        | 53 +++++++++++++---------
 ql/instruments/swaption.hpp                        | 28 +++++++-----
 ql/pricingengines/swaption/blackswaptionengine.hpp | 51 +++++++++------------
 9 files changed, 104 insertions(+), 131 deletions(-)

commit 8c84717bbe6b8d7adf0bd8d77c02feeec0ad54d7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Sep 2018 17:27:51 +0200

    Deprecated unused (and possibly harmful) functions.

 ql/methods/finitedifferences/bsmoperator.hpp     |  9 ++++++++
 ql/methods/finitedifferences/operatorfactory.hpp |  8 ++++----
 test-suite/operators.cpp                         | 26 +++---------------------
 3 files changed, 16 insertions(+), 27 deletions(-)

commit b500ddaed2ecc0c6732338cf7cd3ab447b78389e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Sep 2018 17:27:17 +0200

    Extract correct constant coefficients from BS process.

 ql/methods/finitedifferences/bsmoperator.cpp  | 14 ++++++
 ql/methods/finitedifferences/bsmoperator.hpp  |  1 +
 ql/pricingengines/vanilla/fdvanillaengine.cpp | 27 ++++++++---
 test-suite/europeanoption.cpp                 | 65 +++++++++++++++++++++++++--
 test-suite/europeanoption.hpp                 |  1 +
 5 files changed, 99 insertions(+), 9 deletions(-)

commit 82aa919d5565d5a940e0ba7674b71ecd38f5a08e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Sep 2018 11:54:34 +0200

    Rename CalibrationHelper to BlackCalibrationHelper.
    
    The old name is still available as a deprecated typedef.

 Examples/BermudanSwaption/BermudanSwaption.cpp       |  6 +++---
 Examples/Gaussian1dModels/Gaussian1dModels.cpp       |  6 +++---
 ql/instruments/floatfloatswaption.cpp                |  2 +-
 ql/instruments/floatfloatswaption.hpp                |  2 +-
 ql/instruments/nonstandardswaption.cpp               |  2 +-
 ql/instruments/nonstandardswaption.hpp               |  2 +-
 ql/models/calibrationhelper.cpp                      | 18 +++++++++---------
 ql/models/calibrationhelper.hpp                      | 19 +++++++++++++------
 ql/models/equity/hestonmodelhelper.cpp               | 10 +++++-----
 ql/models/equity/hestonmodelhelper.hpp               | 10 +++++-----
 ql/models/model.cpp                                  |  4 ++--
 ql/models/model.hpp                                  |  4 ++--
 ql/models/shortrate/calibrationhelpers/caphelper.cpp |  6 +++---
 ql/models/shortrate/calibrationhelpers/caphelper.hpp |  6 +++---
 .../shortrate/calibrationhelpers/swaptionhelper.cpp  | 14 +++++++-------
 .../shortrate/calibrationhelpers/swaptionhelper.hpp  | 14 +++++++-------
 ql/models/shortrate/onefactormodels/gsr.hpp          |  8 ++++----
 .../shortrate/onefactormodels/markovfunctional.hpp   |  2 +-
 .../swaption/basketgeneratingengine.cpp              |  8 ++++----
 .../swaption/basketgeneratingengine.hpp              |  2 +-
 test-suite/batesmodel.cpp                            |  8 ++++----
 test-suite/gjrgarchmodel.cpp                         |  6 +++---
 test-suite/hestonmodel.cpp                           | 12 ++++++------
 test-suite/hybridhestonhullwhiteprocess.cpp          | 10 +++++-----
 test-suite/libormarketmodel.cpp                      | 10 +++++-----
 test-suite/markovfunctional.cpp                      | 20 ++++++++++----------
 test-suite/shortratemodels.cpp                       | 12 ++++++------
 27 files changed, 115 insertions(+), 108 deletions(-)

commit 88187a5e12d23723355ceacb8115f3caafd2ab5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Sep 2018 18:33:19 +0200

    Add base class above CalibrationHelper.
    
    This allows helpers not based on the Black model.

 ql/models/calibrationhelper.hpp | 13 ++++++++++---
 ql/models/model.cpp             | 29 ++++++++++++++++++++++++++---
 ql/models/model.hpp             | 13 +++++++++++++
 3 files changed, 49 insertions(+), 6 deletions(-)

commit e20559ce05555a53ada89245cac334b2337549d5
Merge: 8fd7018f3 d9375aece
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Sep 2018 17:23:43 +0200

    Merge pull request #528.

commit d9375aece5bab9d0caa668d81ef181475ac1eb29
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Sep 2018 11:46:49 +0200

    Relax tolerance in test.

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

commit 6c54e49e331b6988d0f3008e159e25142bfb6409
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 1 Sep 2018 19:27:19 +0200

    add swaption settlement methods

 ql/instruments/floatfloatswaption.cpp              | 35 ++++++++++++++++++----
 ql/instruments/floatfloatswaption.hpp              | 17 +++++++++--
 ql/instruments/makeswaption.cpp                    | 12 ++++++--
 ql/instruments/makeswaption.hpp                    |  2 ++
 ql/instruments/nonstandardswaption.cpp             | 26 ++++++++++++++--
 ql/instruments/nonstandardswaption.hpp             | 14 +++++++--
 ql/instruments/swaption.cpp                        | 26 ++++++++++++++--
 ql/instruments/swaption.hpp                        | 14 ++++++++-
 ql/pricingengines/swaption/blackswaptionengine.hpp | 32 ++++++++++++--------
 .../gaussian1dfloatfloatswaptionengine.cpp         |  3 ++
 10 files changed, 148 insertions(+), 33 deletions(-)

commit 654a62ecf2769b3104ce2aad735c11cb061f7f48
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 1 Sep 2018 09:05:25 +0200

    fix weights

 ql/math/interpolations/convexmonotoneinterpolation.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 8fd7018f30109861a926881307caeeaeb012068d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Aug 2018 10:14:03 +0200

    Use evaluation date for test instead of actual date.

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

commit f410b2c85d68e4c01ffb492cf2af3e17d4dcfbcd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 30 Aug 2018 11:02:55 +0200

    Increase tolerance in replication test.
    
    The difference turned out to be dependent on the evaluation day.

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

commit 6dee5bd1cf173f9022ad73de232e04c7e6515d96
Merge: 043649dc0 c5d29d58e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Aug 2018 15:19:53 +0200

    Merge pull request #524.

commit c5d29d58e0d961aa50ada7b51074574cce5301de
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Aug 2018 14:50:27 +0200

    Add test for knock-in + knock-out = European.

 test-suite/barrieroption.cpp | 79 ++++++++++++++++++++++++++++++++++++++++++++
 test-suite/barrieroption.hpp |  1 +
 2 files changed, 80 insertions(+)

commit 043649dc01e9ee1bddd1d3e20c09ae1d8b684fe0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Aug 2018 14:30:19 +0200

    Update README.
    
    Highlight the mailing list as the preferred channel for
    questions.

 README.md  |  8 ++++----
 Readme.txt | 65 --------------------------------------------------------------
 2 files changed, 4 insertions(+), 69 deletions(-)

commit 6f5ff442b206bb37b12c76bfd68a21942e95a9fb
Merge: 739615bce 77e2df05e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Aug 2018 10:16:59 +0200

    Merge pull request #523.

commit 1260fe9ae23e8be37e27554830f3b16823be1e22
Author: jayce <aura.of.the.raven@gmail.com>
Date:   Thu, 23 Aug 2018 22:03:50 -0400

    Use dates instead of tiems in AnalyticBarrierEngine.

 .../barrier/analyticbarrierengine.cpp              | 30 +++++++++++++---------
 .../barrier/analyticbarrierengine.hpp              |  1 -
 2 files changed, 18 insertions(+), 13 deletions(-)

commit 9d8447780df59adf5818173e0c5701be18ea4654
Author: jayce <aura.of.the.raven@gmail.com>
Date:   Thu, 23 Aug 2018 21:32:41 -0400

    Register to passed fixedCouponBond from FixedRateBondForward

 ql/instruments/fixedratebondforward.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 739615bceb62ac10fb69e229922c424fe6137e56
Merge: ec647c06c b62c2b969
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Aug 2018 12:09:19 +0200

    Merge pull request #493.

commit 77e2df05e97d4dabd9ec4f3ba4968d9a61a71db7
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 19 Aug 2018 16:12:57 +0200

    .

 test-suite/hestonslvmodel.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit f0bf406fb38c55369906e7fc684d38ae9a877cd4
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 19 Aug 2018 14:20:22 +0200

    fixed test failure in Heston SLV on FreeBSD-11 (closes #500)

 test-suite/hestonslvmodel.cpp    |  7 ++++++-
 test-suite/quantlibbenchmark.cpp | 38 ++++++++++++++++++++------------------
 test-suite/solvers.cpp           |  9 +++++----
 3 files changed, 31 insertions(+), 23 deletions(-)

commit ec647c06c0b0a678c287a3aed94821accb70f51f
Merge: d3eb2d4ef 751fc1b5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 13 Aug 2018 12:50:02 +0200

    Merge pull request #519.

commit 751fc1b5f1a02c503f6c993c93f12ad9e03f6249
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 13 Aug 2018 11:31:33 +0200

    Add gcc 8 to build matrix.

 .travis.yml | 4 ++++
 1 file changed, 4 insertions(+)

commit b62c2b969b19d02584b2c60d904e1ca1d72d18d1
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sun, 12 Aug 2018 17:17:56 +0100

    Remove generateArguments().

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 12 ++++--------
 ql/models/shortrate/onefactormodels/blackkarasinski.hpp |  3 ---
 2 files changed, 4 insertions(+), 11 deletions(-)

commit ba828b5043c01becf6d72008e9c3a3486dee0279
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sun, 12 Aug 2018 16:12:36 +0100

    Term structure fitting takes place when dynamics() is called.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 7 ++++---
 ql/models/shortrate/onefactormodels/blackkarasinski.hpp | 2 +-
 2 files changed, 5 insertions(+), 4 deletions(-)

commit 3e1e424ba09d6864b7763d3d5e2416e901d55776
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sun, 12 Aug 2018 13:32:29 +0100

    Use TermStructureFittingParameter for phi_.

 .../shortrate/onefactormodels/blackkarasinski.cpp   |  4 +---
 .../shortrate/onefactormodels/blackkarasinski.hpp   | 21 ---------------------
 2 files changed, 1 insertion(+), 24 deletions(-)

commit a30043c5490d375741cfc4c88de664832a216139
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 11 Aug 2018 18:41:53 +0100

    Remove term structure from fitting parameter.

 ql/models/shortrate/onefactormodels/blackkarasinski.hpp | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

commit 2b8dd1efceb1bc7a0e4afc8931e8b2693753259c
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 11 Aug 2018 18:38:09 +0100

    Remove unused members from fitting parameter.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp |  2 +-
 ql/models/shortrate/onefactormodels/blackkarasinski.hpp | 11 ++++-------
 2 files changed, 5 insertions(+), 8 deletions(-)

commit f4c6409d4e6d08010222aec42e0ed4807fe36498
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 11 Aug 2018 12:45:38 +0100

    Remove test for Black-Karasinski.

 test-suite/shortratemodels.cpp | 34 ----------------------------------
 test-suite/shortratemodels.hpp |  1 -
 2 files changed, 35 deletions(-)

commit 80655f07116f81c813e86c82b40b594267638419
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 11 Aug 2018 12:27:31 +0100

    Tree now uses dynamics() to get the dynamics of the instance.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 13 +++++++------
 ql/models/shortrate/onefactormodels/blackkarasinski.hpp |  2 +-
 2 files changed, 8 insertions(+), 7 deletions(-)

commit d3eb2d4ef07323fc405d8b8f051e5db40cd0ea74
Merge: 0b0a1b30a 02851159e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Aug 2018 10:38:15 +0200

    Merge pull request #507.

commit 02851159e4048eef44df336376e813593a17a3c8
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 5 Aug 2018 14:03:45 +0200

    fixed further -ffast-math test case failures

 test-suite/blackdeltacalculator.cpp | 18 ++++++++++++++++--
 test-suite/brownianbridge.cpp       |  5 ++++-
 test-suite/cmsspread.cpp            | 12 +++++++++---
 test-suite/interpolations.cpp       | 10 +++++++++-
 4 files changed, 38 insertions(+), 7 deletions(-)

commit 160d0d0ae2cd90bc71ce291bfcb93f6420ca7f3c
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 4 Aug 2018 18:23:54 +0100

    Change order of initialization in constructor.

 ql/models/shortrate/onefactormodels/blackkarasinski.hpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit c194600dd308c34de24c50b3cb151525cdf4d305
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 4 Aug 2018 14:08:35 +0100

    Fixed pointer type inside BK test.

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

commit 60760b541cd5f72efe5f4947782198c17cbf25fa
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 4 Aug 2018 14:05:27 +0100

    Test for fitting Black-Karasinski to the term structure.

 test-suite/shortratemodels.cpp | 31 +++++++++++++++++++++++++++++--
 1 file changed, 29 insertions(+), 2 deletions(-)

commit dea39715b6540d9dac0545950a711d5d49a5007a
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Fri, 3 Aug 2018 22:13:02 +0100

    Change number of steps used in the tree.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit ad99a41abc8321cb397ff9e9d565b25033f5eeeb
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Thu, 2 Aug 2018 00:49:32 +0100

    Changes regarding the fitting parameter and its calibration.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 17 ++++++++++-------
 ql/models/shortrate/onefactormodels/blackkarasinski.hpp |  9 +++++----
 2 files changed, 15 insertions(+), 11 deletions(-)

commit 0b0a1b30ab535496fbbd571ffc300d69ca608deb
Merge: 1eb3af269 35163555e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Aug 2018 11:10:40 +0200

    Merge pull request #517.

commit 35163555e3d0c6523fb1b3185c004191bf2086a3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jul 2018 14:52:47 +0200

    Use https to retrieve online fonts.

 Docs/quantlibheader.html | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 07a462a956e655315e71e2719bd104ebed100884
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jul 2018 14:51:51 +0200

    Update MathJax URL.

 Docs/quantlib.doxy | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 98648a2a93fce305880e9f0640a6d0d99efd671d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jul 2018 14:48:30 +0200

    Remove outdates resources.

 Docs/pages/resources.docs | 15 +++++----------
 1 file changed, 5 insertions(+), 10 deletions(-)

commit cfe8a7fa9dfab06bb7829048c7c7afe04d18f5e9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jul 2018 14:41:05 +0200

    Update configuration to latest Doxygen.

 Docs/quantlib.doxy       | 11 +++++++++--
 Docs/quantlibheader.html |  4 ++--
 2 files changed, 11 insertions(+), 4 deletions(-)

commit 1eb3af2699067031d5240f2dd90c410b109cd47d
Merge: 83cc0719c ddbef9e6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jul 2018 11:15:28 +0200

    Merge pull request #515.

commit 83ead065dd52f08d07d7edfdf185b1bd78dc323d
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sun, 29 Jul 2018 12:59:13 +0100

    No need for local.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit be888639d15a1297bc02d8c2974d1eede4f54798
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sun, 29 Jul 2018 12:52:11 +0100

    Removed unnecessary code.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 7 -------
 ql/models/shortrate/onefactormodels/blackkarasinski.hpp | 1 +
 2 files changed, 1 insertion(+), 7 deletions(-)

commit 3dd71e0f9c3bb6c70549a1c7cc9fcffde6ed6cde
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 29 Jul 2018 12:02:48 +0200

    solve -ffast-math problem within FDM HestonSLV model

 ql/experimental/models/hestonslvfdmmodel.cpp              | 15 +++++++++++----
 .../volatility/equityfx/fixedlocalvolsurface.cpp          |  3 +--
 2 files changed, 12 insertions(+), 6 deletions(-)

commit 83cc0719c498c76304b2c83e69c74731f94c0326
Merge: 9316c98c8 3d700df41
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 26 Jul 2018 14:38:39 +0200

    Merge pull request #512.

commit 3d700df41745d5ed18ef648344d017983605994c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 26 Jul 2018 14:18:18 +0200

    Update headers and VC++ project.

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 3 +++
 ql/indexes/ibor/all.hpp  | 1 +
 3 files changed, 5 insertions(+)

commit b1a985149c79c194611d66706e181de476c0855e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 26 Jul 2018 14:02:28 +0200

    Cleanup whitespace.

 ql/indexes/ibor/thbfix.hpp | 32 +++++++++++++++++---------------
 1 file changed, 17 insertions(+), 15 deletions(-)

commit ddbef9e6b2ccbfdaea2913c353938298d2e62d5d
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 25 Jul 2018 20:52:06 +0200

    add missing registration

 ql/experimental/coupons/strippedcapflooredcoupon.cpp | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit 9316c98c8ceffc929d2fa6847a0c8ae6df885012
Merge: 104213e3d 162bcdcf4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Jul 2018 16:19:56 +0200

    Merge pull request #513.

commit 104213e3d7ab9ab0475b63e82ea564ea000c0cb9
Merge: 4ef831941 2e0d0108c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Jul 2018 15:53:15 +0200

    Merge pull request #514.

commit 2e0d0108cd96f91177837a584de2b503c9e797fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Jul 2018 12:12:00 +0200

    Remove color from test suite output.

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

commit 4ef8319418bb674317102e3d2362a2d2144c1128
Merge: 9e24dafd8 af0de5e99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Jul 2018 10:47:45 +0200

    Merge pull request #502.

commit 162bcdcf4dfb9d1529c0643d6e802a74794dac3d
Author: Matthias Groncki <matthias.groncki@gmail.com>
Date:   Sun, 22 Jul 2018 23:18:15 +0700

    Add default DayCounter For THB

 ql/instruments/makevanillaswap.cpp | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit 2911b5b16d6b45054e8df205fba4cc4a4e2a9f66
Author: Matthias Groncki <matthias.groncki@gmail.com>
Date:   Sun, 22 Jul 2018 22:52:07 +0700

    Add THBFix index

 ql/indexes/ibor/Makefile.am |  1 +
 ql/indexes/ibor/thbfix.hpp  | 67 +++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 68 insertions(+)

commit bd50db22ad0e20c4cc448e95dbc88c53c60321e1
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 18 Jul 2018 23:22:04 +0200

    let test cases pass when compiled with -fftast-math
    https://github.com/lballabio/QuantLib/issues/506
    or on FreeBSD-11
    (https://github.com/lballabio/QuantLib/issues/500

 ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp | 3 ++-
 test-suite/fdheston.cpp                                        | 2 +-
 test-suite/hestonmodel.cpp                                     | 6 +++---
 test-suite/hestonslvmodel.cpp                                  | 2 +-
 4 files changed, 7 insertions(+), 6 deletions(-)

commit 9e24dafd8c849659d3a9b4b432abf854441ab825
Merge: a71c71e0d b7ffdb77c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 16 Jul 2018 14:22:20 +0200

    Merge pull request #503.

commit f6d89bf89ae1b28a5307823d62e592fb05b67766
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 14 Jul 2018 18:02:02 +0100

    Removed uses of make_shared.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit ebbba8b5a4991d3cfc51c3a22b2d7d95b6bb5e60
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 14 Jul 2018 13:48:32 +0100

    Tidy up.

 ql/models/shortrate/onefactormodels/blackkarasinski.cpp | 5 ++---
 ql/models/shortrate/onefactormodels/blackkarasinski.hpp | 1 -
 2 files changed, 2 insertions(+), 4 deletions(-)

commit 7c10b100c4557ad3fca1ca29ef23f76f0dffbc0b
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 14 Jul 2018 13:41:44 +0100

    Add a test for Black-Karasinski short-rate model.

 test-suite/shortratemodels.cpp | 7 +++++++
 test-suite/shortratemodels.hpp | 1 +
 2 files changed, 8 insertions(+)

commit 0478a00c6d205d7d9c37d5e108e070f3069b3226
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 14 Jul 2018 13:24:03 +0100

    Calibrating the fitting parameter inside dynamics().

 .../shortrate/onefactormodels/blackkarasinski.cpp    | 20 ++++++++++++++++----
 .../shortrate/onefactormodels/blackkarasinski.hpp    | 15 ++++-----------
 2 files changed, 20 insertions(+), 15 deletions(-)

commit b7ffdb77cf9f7d289a3141050bc581bd87e0ff3c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Jul 2018 14:42:57 +0200

    Avoid GNU-specific syntax in Makefiles.

 Docs/Makefile.am     | 7 -------
 Examples/Makefile.am | 8 ++++----
 2 files changed, 4 insertions(+), 11 deletions(-)

commit af0de5e992733d9c2109aaa1b4835d09776830d9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Jul 2018 10:30:24 +0200

    Fix link to ISDA documentation.
    
    Thanks to Roland Kapl for the heads-up.

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

commit 52f91fc48dc0f3916e269b38025f7612832f083e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Jul 2018 10:24:46 +0200

    Add warning about lifetime of data in interpolations.

 ql/math/interpolation.hpp                                  | 12 ++++++++++++
 ql/math/interpolations/abcdinterpolation.hpp               |  5 ++++-
 ql/math/interpolations/backwardflatinterpolation.hpp       |  5 ++++-
 ql/math/interpolations/backwardflatlinearinterpolation.hpp |  3 +++
 ql/math/interpolations/bicubicsplineinterpolation.hpp      |  6 +++++-
 ql/math/interpolations/bilinearinterpolation.hpp           |  4 ++++
 ql/math/interpolations/convexmonotoneinterpolation.hpp     |  2 ++
 ql/math/interpolations/cubicinterpolation.hpp              |  2 ++
 ql/math/interpolations/flatextrapolation2d.hpp             |  5 ++++-
 ql/math/interpolations/forwardflatinterpolation.hpp        |  5 ++++-
 ql/math/interpolations/interpolation2d.hpp                 |  3 +++
 ql/math/interpolations/kernelinterpolation.hpp             |  2 ++
 ql/math/interpolations/kernelinterpolation2d.hpp           |  4 ++++
 ql/math/interpolations/lagrangeinterpolation.hpp           |  4 ++++
 ql/math/interpolations/linearinterpolation.hpp             |  5 ++++-
 ql/math/interpolations/loginterpolation.hpp                |  5 ++++-
 ql/math/interpolations/mixedinterpolation.hpp              |  5 ++++-
 ql/math/interpolations/sabrinterpolation.hpp               |  5 ++++-
 18 files changed, 73 insertions(+), 9 deletions(-)

commit a71c71e0d8731667ca877e66cefa19e807db01d6
Merge: cf7125361 a2abe1134
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Jul 2018 10:15:56 +0200

    Merge pull request #495.

commit cf712536112b4c891426dacff9cc85abc3d0f440
Merge: 6a3d77e56 1e7552c6f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Jul 2018 13:02:51 +0200

    Merge pull request #492.

commit 1e7552c6fadfa5e8af6f1e47650de272bb5ed528
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Jul 2018 12:31:05 +0200

    Upgrade VC++ projects.

 QuantLib.vcxproj         |  5 +++--
 QuantLib.vcxproj.filters | 57 +++++++++++++++++++++++++-----------------------
 2 files changed, 33 insertions(+), 29 deletions(-)

commit b75c2bd92d0496c6420384208b43ff6fca4b5c48
Merge: 56a0e82a1 6a3d77e56
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Jul 2018 12:15:50 +0200

    Sync with master.

commit 6a3d77e56c3f7e879b9547a7ef2965aabd6ef41c
Merge: 9e38aba28 6861d18e1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Jul 2018 10:00:49 +0200

    Merge pull request #491.

commit 6861d18e1536e17e57d5b75b10832321787df705
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Jul 2018 09:42:17 +0200

    Update VC++ projects.

 QuantLib.vcxproj         | 20 +++++++++-------
 QuantLib.vcxproj.filters | 60 +++++++++++++++++++++++++++++-------------------
 2 files changed, 48 insertions(+), 32 deletions(-)

commit 9e38aba28872c64fdce416651ae1af82fd626529
Merge: bcd026324 7cb605854
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Jul 2018 23:28:51 +0200

    Merge pull request #489.

commit 774902f3bd462e5027c9f8f1d5474f3df024a603
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Sat, 7 Jul 2018 13:43:30 +0100

    Removed override keyword.

 ql/models/shortrate/onefactormodels/blackkarasinski.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 39906c766e3f1538dadad44537a352f43aa8382a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Jul 2018 12:19:12 +0200

    Avoid further checks if the year doesn't match.

 ql/time/calendars/thailand.cpp | 310 ++++++++++++++++++++---------------------
 ql/time/calendars/thailand.hpp |   5 +-
 2 files changed, 156 insertions(+), 159 deletions(-)

commit 3436e87c44524f8087edf69bf610c99a0b7f286d
Merge: 31e4083d9 bcd026324
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Jul 2018 11:24:46 +0200

    Sync with master.

commit bcd026324c6a9876e0604a7f1dc896d903dcafd3
Merge: 8d6a78de2 81514c649
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Jul 2018 11:22:26 +0200

    Merge pull request #488.

commit 7cb6058540db3c44c1ff9c7d42baa34b7102b616
Merge: 4ff6898ff 8d6a78de2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 4 Jul 2018 11:07:13 +0200

    Sync with master and solve conflicts.

commit 8d6a78de2c32507bac47b810c25c5262b9f14077
Merge: 6f2e57f12 7d519c9dc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 4 Jul 2018 10:22:25 +0200

    Merge pull request #483.

commit 6f2e57f12cfcf3b4d01141b7585c322f2139fcd7
Merge: 191c90404 41d6ccc0e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Jun 2018 13:06:05 +0200

    Merge pull request #484.

commit 56a0e82a1fedfae5a602ab90be212e641d4fcb50
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 29 Jun 2018 12:43:54 +0200

    removed useless include

 ql/methods/finitedifferences/schemes/trbdf2scheme.hpp | 1 -
 1 file changed, 1 deletion(-)

commit 191c904049de01c3cbfb1c36c78bb299464ec91e
Merge: a43bc17ee f8e787812
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Jun 2018 12:38:33 +0200

    Merge pull request #477.

commit a43bc17eeb6291a13a7ce1170108eca159b6c521
Merge: a2937bbfd 3d0e6fce9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Jun 2018 17:56:50 +0200

    Merge pull request #478.

commit a2937bbfdebee8a5ea46cc7fed8ca6d5463d0bdc
Merge: 33f1a2507 a30572180
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Jun 2018 17:27:25 +0200

    Merge pull request #474.

commit a2abe11349126d9a8375569ebc7161b22f7b131c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Jun 2018 14:40:48 +0200

    Use the provided RNG to randomize candidates.
    
    This allows tests to be reproducible given a seed.

 ql/math/optimization/differentialevolution.cpp | 56 ++++++++++++--------------
 1 file changed, 26 insertions(+), 30 deletions(-)

commit 5141341213680663cc60c46e7afbf16c5cf31049
Author: Fanis Antoniou <antonioufanis1@gmail.com>
Date:   Wed, 27 Jun 2018 23:21:38 +0100

    Returning dynamics from Black-Karasinski.

 .../shortrate/onefactormodels/blackkarasinski.cpp  |  6 ++++
 .../shortrate/onefactormodels/blackkarasinski.hpp  | 42 ++++++++++++++++++++--
 2 files changed, 45 insertions(+), 3 deletions(-)

commit 7d519c9dc8e5b2e2537f00664197db39ee806fd7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jun 2018 11:23:17 +0200

    Remove executable bit from source files.

 ql/experimental/shortrate/generalizedhullwhite.cpp             | 0
 ql/methods/finitedifferences/meshers/fdmblackscholesmesher.cpp | 0
 test-suite/nthorderderivativeop.cpp                            | 0
 3 files changed, 0 insertions(+), 0 deletions(-)

commit 42889201f6f91296dc4cb86e1f0114dda72e5e7f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jun 2018 11:17:44 +0200

    Replace boost namespace with ext when needed.

 .../operators/nthorderderivativeop.cpp             |  4 +-
 .../operators/nthorderderivativeop.hpp             |  2 +-
 test-suite/nthorderderivativeop.cpp                | 79 +++++++++++-----------
 3 files changed, 42 insertions(+), 43 deletions(-)

commit fa20e55935a5fbb591f23da1da05bc6c7d91a6c3
Merge: 027e1d59d 33f1a2507
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jun 2018 11:11:07 +0200

    Sync with master and solve conflicts.

commit 81514c64973624fc212d22843f73e4ac4b59427b
Merge: 2873ef23f 33f1a2507
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jun 2018 11:02:40 +0200

    Sync with master and solve conflicts.

commit f8e78781221e68b7dceba17a34f2234897911634
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jun 2018 10:24:27 +0200

    Replace hard tabs.

 ql/termstructures/yield/ratehelpers.cpp | 14 +++++++-------
 ql/termstructures/yield/ratehelpers.hpp |  8 ++++----
 2 files changed, 11 insertions(+), 11 deletions(-)

commit 33f1a25078ea79fdd87ac093b677a98bbac90f17
Merge: f9bdf4a87 ebe989e1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jun 2018 09:29:17 +0200

    Merge pull request #487.

commit f9bdf4a8756c2dc538c070b689f6705af4f32a5b
Merge: 763fe1750 43492924c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 15:39:53 +0200

    Merge pull request #480.

commit ebe989e1f6c45c38ef6f4f558e74599be510d09e
Merge: a78606668 763fe1750
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 15:23:03 +0200

    Sync with master.

commit 43492924c09623bb907c4351539b9beabb543677
Merge: 1ee072775 763fe1750
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 15:16:38 +0200

    Sync with master.

commit 763fe175043039c93681ddbd0463f8859d2d9290
Merge: 9424d550d 9f6f379d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 15:13:00 +0200

    Merge pull request #481.

commit 9424d550de7ea0a846af84ba2385403aac79e582
Merge: 058477bd1 68f56ccde
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 14:48:41 +0200

    Merge pull request #482.

commit 68f56ccdecbb883bacf9d5fcd609c72b2f18de57
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 13:11:11 +0200

    Update VC++ projects.

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 1 +
 2 files changed, 2 insertions(+)

commit 5dfa73a9171256025cd4a9530f362f7348d1078b
Merge: 694f15ea9 058477bd1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 11:28:07 +0200

    Sync with master.

commit 058477bd1d222096f70220c7326faf000cf704e5
Merge: 70a094de2 486d1733a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jun 2018 10:21:18 +0200

    Merge pull request #406.

commit be49e2f73be5a17cc379f94d64b7451825b23251
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 24 Jun 2018 22:29:01 +0200

    fixed guard

 ql/methods/finitedifferences/schemes/trbdf2scheme.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 6a8007ffd20263a55c0a0e33d57994f28369ce5f
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 24 Jun 2018 21:45:07 +0200

    fixed comparison

 ql/methods/finitedifferences/schemes/trbdf2scheme.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 486d1733aceb053b1cf1b6be35724611e27df4e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 24 Jun 2018 18:22:15 +0200

    Update VC++ projects.

 QuantLib.vcxproj         | 5 +++--
 QuantLib.vcxproj.filters | 5 +++--
 2 files changed, 6 insertions(+), 4 deletions(-)

commit 31e4083d93bf714ff75f530cafa97326b3d5bd75
Author: Matthias Groncki <matthias.groncki@gmail.com>
Date:   Sun, 17 Jun 2018 09:03:52 +0700

    Removed unused Calendar Market

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

commit 4f0998a7e641369f75db6187c902aa5209519bd5
Author: Matthias Groncki <matthias.groncki@gmail.com>
Date:   Sun, 17 Jun 2018 08:51:05 +0700

    Remove unused variable

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

commit d88c3640743d336b9dc8c6f6350d24cbb312faf7
Author: Matthias Groncki <matthias.groncki@gmail.com>
Date:   Sun, 17 Jun 2018 08:38:06 +0700

    Small Bugfix

 ql/indexes/ibor/all.hpp        |   1 +
 ql/time/calendars/all.hpp      |   1 +
 ql/time/calendars/thailand.cpp | 202 ++++++++++++++++++++---------------------
 3 files changed, 103 insertions(+), 101 deletions(-)

commit 225cbfb0305bf09c7109d0f5b499a506b4eecfa5
Author: Matthias Groncki <matthias.groncki@gmail.com>
Date:   Sun, 17 Jun 2018 08:16:02 +0700

    Add Thai Calendar and Bangkok Interbank Offer Rate (Bibor)

 ql/indexes/ibor/Makefile.am    |   2 +
 ql/indexes/ibor/bibor.cpp      |  70 ++++++++++++
 ql/indexes/ibor/bibor.hpp      | 101 +++++++++++++++++
 ql/time/calendars/Makefile.am  |   2 +
 ql/time/calendars/thailand.cpp | 239 +++++++++++++++++++++++++++++++++++++++++
 ql/time/calendars/thailand.hpp |  83 ++++++++++++++
 6 files changed, 497 insertions(+)

commit c112b2cbe59e626551bf4c0cd114bc7a3f1905d9
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 16 Jun 2018 14:12:20 +0200

    corrected include guard

 ql/methods/finitedifferences/schemes/trbdf2scheme.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit e4c493715ad9dbcd7b488100a7a937d48d3763e5
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 16 Jun 2018 14:09:42 +0200

    - added test for spurious oscillations
    - pre-allocate memory in TimeGrid
    - removed a few lines of copy-paste code in ImplicitEuler scheme

 .../finitedifferences/operators/fdmhestonop.cpp    |  2 +-
 .../schemes/impliciteulerscheme.cpp                | 56 +++++++-------
 .../finitedifferences/schemes/trbdf2scheme.hpp     | 16 ++--
 ql/timegrid.hpp                                    |  2 +
 test-suite/fdheston.cpp                            | 87 +++++++++++++++++++++-
 test-suite/fdheston.hpp                            |  1 +
 6 files changed, 123 insertions(+), 41 deletions(-)

commit 4ff6898ff06fcaf993bb5c38e2d04b69a826a31c
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 15 Jun 2018 16:06:52 +0200

    remove debug code

 .../shortrate/onefactormodels/markovfunctional.cpp | 42 ----------------------
 1 file changed, 42 deletions(-)

commit 70a094de2d1d0f7e5a363fb6cfab22d761a6e772
Merge: e2154814d ea1f4f1ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 15 Jun 2018 14:37:31 +0200

    Merge pull request #475.

commit 2873ef23fe13e6da2b7459457319bf4ec308df37
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 14 Jun 2018 20:09:15 +0200

    add thirty 360 German

 ql/time/daycounters/thirty360.cpp | 22 +++++++++++++++++++++-
 ql/time/daycounters/thirty360.hpp | 34 +++++++++++++++++++++++++++-------
 2 files changed, 48 insertions(+), 8 deletions(-)

commit a78606668f54a438c68134adc520ae07632ac29e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Jun 2018 16:49:28 +0200

    Make constructors explicit.

 ql/cashflows/lineartsrpricer.cpp                       |  2 +-
 ql/experimental/coupons/lognormalcmsspreadpricer.cpp   |  3 ++-
 ql/experimental/volatility/noarbsabr.cpp               |  2 +-
 ql/math/functional.hpp                                 | 18 +++++++++---------
 .../utilities/fdminnervaluecalculator.cpp              |  3 ++-
 5 files changed, 15 insertions(+), 13 deletions(-)

commit 332347703bcba3cf1983912678949ec0faf5b1e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 10 Jun 2018 19:39:37 +0200

    Remove deprecated std::random_shuffle.

 ql/math/optimization/differentialevolution.cpp | 54 ++++++++++++++++----------
 1 file changed, 34 insertions(+), 20 deletions(-)

commit 175e8d5bfd4b0ae3306ceef011465b4d16bf743d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Jun 2018 17:30:56 +0200

    Replaced deprecated std::bind1st and std::bind2nd.

 ql/discretizedasset.hpp                            |  3 +-
 ql/experimental/credit/binomiallossmodel.hpp       |  5 +-
 ql/experimental/credit/distribution.cpp            |  3 +-
 ql/experimental/credit/homogeneouspooldef.hpp      |  4 +-
 ql/experimental/credit/inhomogeneouspooldef.hpp    |  6 +-
 .../credit/randomdefaultlatentmodel.hpp            |  9 ++-
 ql/experimental/credit/saddlepointlossmodel.hpp    |  6 +-
 .../finitedifferences/gbsmrndcalculator.cpp        |  6 +-
 .../riskneutraldensitycalculator.cpp               |  2 +-
 ql/experimental/math/convolvedstudentt.cpp         |  5 +-
 ql/experimental/math/multidimquadrature.hpp        |  3 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.cpp      |  3 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp  |  4 +-
 ql/math/array.hpp                                  | 26 +++----
 ql/math/autocovariance.hpp                         |  3 +-
 ql/math/distributions/chisquaredistribution.cpp    |  2 +-
 ql/math/functional.hpp                             | 89 ++++++++++++++++++++++
 ql/math/generallinearleastsquares.hpp              |  3 +-
 ql/math/matrix.hpp                                 | 12 +--
 ql/math/statistics/generalstatistics.cpp           |  9 +--
 ql/math/statistics/riskstatistics.hpp              | 17 ++---
 .../meshers/fdmsimpleprocess1dmesher.cpp           |  2 +-
 ql/models/marketmodels/marketmodeldifferences.cpp  |  4 +-
 ql/models/volatility/garch.cpp                     | 11 +--
 ql/pricingengines/swaption/treeswaptionengine.cpp  |  3 +-
 ql/processes/jointstochasticprocess.cpp            |  4 +-
 ql/processes/stochasticprocessarray.cpp            |  5 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp      |  2 +-
 test-suite/marketmodel.cpp                         | 12 +--
 test-suite/marketmodel_cms.cpp                     |  5 +-
 test-suite/marketmodel_smm.cpp                     |  4 +-
 test-suite/swingoption.cpp                         |  2 +-
 33 files changed, 186 insertions(+), 90 deletions(-)

commit cd9e3c8e227140842947861eedca95a9a62fdafe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Jun 2018 12:26:30 +0200

    Prevent warnings on gcc when passing pointers to functions.

 ql/math/integrals/gaussianquadratures.hpp |  9 +++++++++
 ql/math/sampledcurve.hpp                  | 10 ++++++++++
 ql/math/transformedgrid.hpp               | 12 ++++++++++++
 3 files changed, 31 insertions(+)

commit bcfd81ce01155922437eb7c1a78ae8ddaaf02c48
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 7 Jun 2018 18:03:39 +0200

    Replaced deprecated std::ptr_fun and std::mem_fun.

 ql/cashflows/lineartsrpricer.cpp                   | 17 ++++++++++-----
 ql/cashflows/lineartsrpricer.hpp                   |  3 +++
 .../coupons/lognormalcmsspreadpricer.cpp           | 12 +++++++++--
 .../coupons/lognormalcmsspreadpricer.hpp           |  3 +++
 ql/experimental/math/piecewiseintegral.cpp         |  2 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  2 +-
 ql/experimental/volatility/noarbsabr.cpp           | 17 +++++++++++----
 ql/experimental/volatility/noarbsabr.hpp           |  2 ++
 ql/math/array.hpp                                  | 13 ++++++------
 ql/math/integrals/filonintegral.cpp                |  8 ++++----
 ql/math/sampledcurve.hpp                           |  2 +-
 ql/math/statistics/histogram.cpp                   |  2 +-
 ql/math/transformedgrid.hpp                        |  2 +-
 .../meshers/fdmhestonvariancemesher.cpp            | 21 ++++++++++++++-----
 .../utilities/fdminnervaluecalculator.cpp          | 16 ++++++++++++---
 .../equityfx/andreasenhugevolatilityinterpl.cpp    | 13 +++++++++++-
 ql/timegrid.hpp                                    |  4 ++--
 test-suite/distributions.cpp                       |  5 ++---
 test-suite/gaussianquadratures.cpp                 | 24 +++++++++++-----------
 test-suite/integrals.cpp                           |  4 ++--
 test-suite/linearleastsquaresregression.cpp        |  2 +-
 test-suite/numericaldifferentiation.cpp            |  2 +-
 test-suite/swingoption.cpp                         |  2 +-
 23 files changed, 120 insertions(+), 58 deletions(-)

commit d880708e774698f3b470103395db3278a481df8a
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 7 Jun 2018 14:43:12 +0200

    enable all tests

 test-suite/barrieroption.cpp | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

commit 386761cb0920c80dbd062f72e856f40e48865249
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 7 Jun 2018 14:41:28 +0200

    add ctors that take handles to the model

 .../swaption/basketgeneratingengine.cpp            |  2 +-
 .../swaption/basketgeneratingengine.hpp            |  8 +++++-
 .../gaussian1dfloatfloatswaptionengine.hpp         | 31 ++++++++++++++++++++--
 .../gaussian1dnonstandardswaptionengine.hpp        | 28 +++++++++++++++++++
 .../swaption/gaussian1dswaptionengine.hpp          | 19 +++++++++++++
 5 files changed, 84 insertions(+), 4 deletions(-)

commit 02f7b8ce653bd7b6ca29390d246353d3af9c4e86
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 7 Jun 2018 14:33:56 +0200

    added more tests, GMRES solver and one dimensional performance
    improvements

 .../finitedifferences/schemes/trbdf2scheme.hpp     | 50 +++++++++++++++-------
 .../solvers/fdmbackwardsolver.cpp                  | 10 ++---
 test-suite/barrieroption.cpp                       | 42 ++++++++++++------
 test-suite/europeanoption.cpp                      |  7 ++-
 test-suite/fdheston.cpp                            | 13 +++---
 5 files changed, 84 insertions(+), 38 deletions(-)

commit 694f15ea92b384fb41309e6855a4e09b8dec310a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 7 Jun 2018 09:22:03 +0200

    The configure flag mentions the new feature to enable.

 configure.ac | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

commit 974e59e14716a4f6d3230530131f6b55606ff57c
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 6 Jun 2018 19:07:17 +0200

    removed useless include statement

 ql/experimental/barrieroption/vannavolgabarrierengine.cpp | 1 -
 ql/methods/finitedifferences/schemes/trbdf2scheme.hpp     | 4 ++--
 2 files changed, 2 insertions(+), 3 deletions(-)

commit 543e64daabad370ad4c6c60edb7ecf43bf40428b
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 6 Jun 2018 19:04:35 +0200

    first implementation of the TR-BDF2 scheme

 ql/methods/finitedifferences/schemes/Makefile.am   |   3 +-
 ql/methods/finitedifferences/schemes/all.hpp       |   1 +
 .../schemes/impliciteulerscheme.cpp                |   3 +-
 .../finitedifferences/schemes/trbdf2scheme.hpp     | 153 +++++++++++++++++++++
 .../solvers/fdmbackwardsolver.cpp                  |  23 ++++
 .../solvers/fdmbackwardsolver.hpp                  |   3 +-
 6 files changed, 183 insertions(+), 3 deletions(-)

commit 41d6ccc0efa056749ea829ecab18e11d25ec8cb0
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 6 Jun 2018 03:31:12 +0200

    trigger build

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

commit 7697feab74ce0c0b09f677b313286a5d1df7fde2
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 6 Jun 2018 02:45:37 +0200

    reduce compile time for clang 6.0 on ubuntu 18

 test-suite/rangeaccrual.cpp | 1155 ++++++-------------------------------------
 1 file changed, 154 insertions(+), 1001 deletions(-)

commit 027e1d59dfb36e2d8350d272a7bbac32eb7e8e06
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 4 Jun 2018 20:37:52 +0200

    make sure the difference is always positive

 test-suite/nthorderderivativeop.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 03607cdb12772d289b93edf11bddb3d59fbfaacc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 3 Jun 2018 14:02:55 +0200

    Lvalues and rvalues and clones, oh my.

 test-suite/marketmodel.cpp | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

commit 9b8d28dae96c972a691953fd379109c4094785f0
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 2 Jun 2018 17:48:36 +0200

    Added return initializer to sparse matrix prod method.
    
    Background: return array might be uninitialized if the matrix has no entry in the corresponding row. Thanks to Peter Casper for the hint.

 ql/math/matrixutilities/sparsematrix.hpp |  2 +-
 test-suite/nthorderderivativeop.cpp      | 41 ++++++++++++++++++++++++++++++++
 test-suite/nthorderderivativeop.hpp      |  2 ++
 3 files changed, 44 insertions(+), 1 deletion(-)

commit 808194bea750aafd5d65335f0bddc39c639025fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 15:59:18 +0200

    Add configure switch to replace auto_ptr with unique_ptr.

 configure.ac      | 16 ++++++++++++++++
 ql/userconfig.hpp |  6 ++++++
 2 files changed, 22 insertions(+)

commit 870622efd6baa02c7217d23cb8c14bd25937f6ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 May 2018 17:32:05 +0200

    Conditionally replace std::auto_ptr with std::unique_ptr.

 ql/Makefile.am                                     |  1 +
 ql/auto_ptr.hpp                                    | 37 ++++++++++++++++++++++
 ql/experimental/variancegamma/fftengine.hpp        |  4 +++
 ql/experimental/variancegamma/fftvanillaengine.cpp |  6 ++--
 ql/experimental/variancegamma/fftvanillaengine.hpp |  4 +++
 .../variancegamma/fftvariancegammaengine.cpp       |  6 ++--
 .../variancegamma/fftvariancegammaengine.hpp       |  4 +++
 ql/methods/montecarlo/exercisestrategy.hpp         |  4 +++
 .../callability/bermudanswaptionexercisevalue.cpp  |  5 +--
 .../callability/bermudanswaptionexercisevalue.hpp  |  4 +++
 .../marketmodels/callability/exercisevalue.hpp     |  4 +++
 ql/models/marketmodels/callability/lsstrategy.cpp  |  5 +--
 ql/models/marketmodels/callability/lsstrategy.hpp  |  4 +++
 .../callability/marketmodelbasissystem.hpp         |  4 +++
 .../callability/marketmodelparametricexercise.hpp  |  4 +++
 .../callability/nothingexercisevalue.cpp           |  5 +--
 .../callability/nothingexercisevalue.hpp           |  4 +++
 .../callability/parametricexerciseadapter.cpp      |  5 +--
 .../callability/parametricexerciseadapter.hpp      |  4 +++
 .../marketmodels/callability/swapbasissystem.cpp   |  6 ++--
 .../marketmodels/callability/swapbasissystem.hpp   |  4 +++
 .../callability/swapforwardbasissystem.cpp         |  6 ++--
 .../callability/swapforwardbasissystem.hpp         |  4 +++
 .../marketmodels/callability/swapratetrigger.cpp   |  6 ++--
 .../marketmodels/callability/swapratetrigger.hpp   |  4 +++
 .../callability/triggeredswapexercise.cpp          |  5 +--
 .../callability/triggeredswapexercise.hpp          |  4 +++
 .../marketmodels/callability/upperboundengine.cpp  |  5 +--
 ql/models/marketmodels/curvestate.hpp              |  4 +++
 .../marketmodels/curvestates/cmswapcurvestate.cpp  |  5 +++
 .../marketmodels/curvestates/cmswapcurvestate.hpp  |  8 +++--
 .../curvestates/coterminalswapcurvestate.cpp       |  7 ++++
 .../curvestates/coterminalswapcurvestate.hpp       |  9 +++---
 .../marketmodels/curvestates/lmmcurvestate.cpp     |  5 +++
 .../marketmodels/curvestates/lmmcurvestate.hpp     |  8 +++--
 ql/models/marketmodels/multiproduct.hpp            |  4 +++
 ql/models/marketmodels/pathwisemultiproduct.hpp    |  4 +++
 .../products/multiproductcomposite.cpp             |  9 +++---
 .../products/multiproductcomposite.hpp             |  4 +++
 .../multistep/callspecifiedmultiproduct.cpp        |  5 +--
 .../multistep/callspecifiedmultiproduct.hpp        |  4 +++
 .../marketmodels/products/multistep/cashrebate.cpp |  5 +--
 .../marketmodels/products/multistep/cashrebate.hpp |  4 +++
 .../products/multistep/exerciseadapter.cpp         |  6 ++--
 .../products/multistep/exerciseadapter.hpp         |  4 +++
 .../products/multistep/multistepcoinitialswaps.cpp |  5 +--
 .../products/multistep/multistepcoinitialswaps.hpp |  4 +++
 .../multistep/multistepcoterminalswaps.cpp         |  5 +--
 .../multistep/multistepcoterminalswaps.hpp         |  4 +++
 .../multistep/multistepcoterminalswaptions.cpp     |  5 +--
 .../multistep/multistepcoterminalswaptions.hpp     |  4 +++
 .../products/multistep/multistepforwards.cpp       |  6 ++--
 .../products/multistep/multistepforwards.hpp       |  4 +++
 .../products/multistep/multistepinversefloater.cpp |  7 ++--
 .../products/multistep/multistepinversefloater.hpp |  4 +++
 .../products/multistep/multistepnothing.cpp        |  6 ++--
 .../products/multistep/multistepnothing.hpp        |  4 +++
 .../products/multistep/multistepoptionlets.cpp     |  6 ++--
 .../products/multistep/multistepoptionlets.hpp     |  4 +++
 .../multistep/multisteppathwisewrapper.cpp         |  7 ++--
 .../multistep/multisteppathwisewrapper.hpp         |  6 +++-
 .../multistep/multistepperiodcapletswaptions.cpp   |  5 +--
 .../multistep/multistepperiodcapletswaptions.hpp   |  4 +++
 .../products/multistep/multistepratchet.cpp        |  6 ++--
 .../products/multistep/multistepratchet.hpp        |  4 +++
 .../products/multistep/multistepswap.cpp           |  6 ++--
 .../products/multistep/multistepswap.hpp           |  4 +++
 .../products/multistep/multistepswaption.cpp       |  5 +--
 .../products/multistep/multistepswaption.hpp       |  4 +++
 .../products/multistep/multisteptarn.cpp           |  7 ++--
 .../products/multistep/multisteptarn.hpp           |  4 +++
 .../products/onestep/onestepcoinitialswaps.cpp     |  5 +--
 .../products/onestep/onestepcoinitialswaps.hpp     |  4 +++
 .../products/onestep/onestepcoterminalswaps.cpp    |  5 +--
 .../products/onestep/onestepcoterminalswaps.hpp    |  4 +++
 .../products/onestep/onestepforwards.cpp           |  6 ++--
 .../products/onestep/onestepforwards.hpp           |  4 +++
 .../products/onestep/onestepoptionlets.cpp         |  8 +++--
 .../products/onestep/onestepoptionlets.hpp         |  4 +++
 .../pathwise/pathwiseproductcallspecified.cpp      | 10 +++---
 .../pathwise/pathwiseproductcallspecified.hpp      |  4 +++
 .../products/pathwise/pathwiseproductcaplet.cpp    | 22 +++++++------
 .../products/pathwise/pathwiseproductcaplet.hpp    | 12 +++++++
 .../pathwise/pathwiseproductcashrebate.cpp         |  8 ++---
 .../pathwise/pathwiseproductcashrebate.hpp         |  4 +++
 .../pathwise/pathwiseproductinversefloater.cpp     |  8 +++--
 .../pathwise/pathwiseproductinversefloater.hpp     |  4 +++
 .../products/pathwise/pathwiseproductswap.cpp      |  8 +++--
 .../products/pathwise/pathwiseproductswap.hpp      |  4 +++
 .../products/pathwise/pathwiseproductswaption.cpp  | 18 +++++------
 .../products/pathwise/pathwiseproductswaption.hpp  |  8 +++++
 .../products/singleproductcomposite.cpp            |  5 +--
 .../products/singleproductcomposite.hpp            |  4 +++
 ql/quantlib.hpp                                    |  1 +
 .../yield/fittedbonddiscountcurve.hpp              |  4 +++
 .../yield/nonlinearfittingmethods.cpp              | 25 ++++++++-------
 .../yield/nonlinearfittingmethods.hpp              | 24 ++++++++++++++
 ql/utilities/clone.hpp                             | 21 ++++++++++--
 test-suite/marketmodel.cpp                         |  7 ++--
 99 files changed, 491 insertions(+), 133 deletions(-)

commit 9f6f379d6d6d914ac288c1f215b50c5b44a5cc5b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 May 2018 23:26:08 +0200

    Use operator call idiomatically.
    
    The point is to use the object as a function, not to invoke
    the operator explicitly.

 ql/cashflows/conundrumpricer.cpp                         | 10 +++++-----
 ql/cashflows/lineartsrpricer.cpp                         |  4 ++--
 ql/experimental/coupons/lognormalcmsspreadpricer.cpp     | 16 ++++++++--------
 .../fdmexpextouinnervaluecalculator.hpp                  |  2 +-
 .../finitedifferences/fdmextoujumpmodelinnervalue.hpp    |  2 +-
 ql/experimental/finitedifferences/fdmextoujumpop.cpp     |  2 +-
 .../finitedifferences/fdmspreadpayoffinnervalue.hpp      |  2 +-
 .../fdornsteinuhlenbeckvanillaengine.cpp                 |  2 +-
 ql/experimental/math/piecewiseintegral.hpp               |  2 +-
 ql/experimental/models/squarerootclvmodel.cpp            |  6 +++---
 ql/experimental/volatility/abcdatmvolcurve.hpp           |  2 +-
 ql/experimental/volatility/zabrsmilesection.hpp          |  6 +++---
 ql/math/abcdmathfunction.hpp                             |  2 +-
 ql/math/interpolations/flatextrapolation2d.hpp           |  2 +-
 ql/methods/finitedifferences/operators/fdmbatesop.cpp    |  2 +-
 ql/methods/finitedifferences/solvers/fdm1dimsolver.cpp   |  2 +-
 ql/methods/finitedifferences/solvers/fdm2dimsolver.cpp   |  2 +-
 ql/methods/finitedifferences/solvers/fdm3dimsolver.cpp   |  2 +-
 .../utilities/fdminnervaluecalculator.cpp                |  4 ++--
 ql/methods/montecarlo/lsmbasissystem.cpp                 |  4 ++--
 ql/patterns/observable.cpp                               |  6 +++---
 .../equityfx/andreasenhugevolatilityinterpl.cpp          |  2 +-
 ql/termstructures/volatility/kahalesmilesection.cpp      |  6 +++---
 .../volatility/optionlet/strippedoptionletadapter.cpp    |  4 ++--
 .../volatility/swaption/gaussian1dswaptionvolatility.cpp |  2 +-
 .../volatility/swaption/swaptionvolcube1.hpp             | 10 +++++-----
 test-suite/barrieroption.cpp                             |  2 +-
 test-suite/hestonslvmodel.cpp                            |  6 +++---
 test-suite/normalclvmodel.cpp                            |  2 +-
 29 files changed, 58 insertions(+), 58 deletions(-)

commit 1ee072775711d1c59c49fc017ab93da8167f7707
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 May 2018 20:28:24 +0200

    Make operator() const in comparator objects.
    
    Having them non-const triggers compilation errors on Mac OS X when
    compiling in C++11 mode.

 ql/cashflow.hpp                                                  | 2 +-
 ql/experimental/credit/defaultevent.hpp                          | 2 +-
 ql/experimental/finitedifferences/fdsimpleextoustorageengine.cpp | 2 +-
 ql/math/comparison.hpp                                           | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit fad04236f67ee95a755461e52516bec3dab53702
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 May 2018 14:44:58 +0200

    Avoid compilation errors with VC++2010.
    
    I didn't figure them out.  Not sure it's worth the time.

 ql/cashflows/digitalcmscoupon.hpp                  | 4 ++--
 ql/cashflows/digitaliborcoupon.hpp                 | 4 ++--
 ql/experimental/coupons/digitalcmsspreadcoupon.hpp | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit fae05683eab7cebf7120bf40a336d1e836d09538
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 May 2018 17:26:57 +0200

    Revert transformation not valid with C++03.
    
    The C++03 version of make_shared takes at most 10 parameters.

 Examples/CDS/CDS.cpp                               |  6 +--
 ql/cashflows/cpicoupon.cpp                         |  6 +--
 .../convertiblebonds/convertiblebond.cpp           | 18 ++++----
 .../coupons/lognormalcmsspreadpricer.cpp           |  8 ++--
 ql/experimental/credit/riskyassetswap.cpp          |  6 +--
 .../inflation/interpolatedyoyoptionletstripper.hpp |  6 +--
 .../swaptions/haganirregularswaptionengine.cpp     | 12 +++---
 ql/indexes/swapindex.cpp                           | 25 ++++++-----
 ql/instruments/makecds.cpp                         |  4 +-
 ql/math/interpolations/abcdinterpolation.hpp       |  6 +--
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  6 +--
 .../swaption/basketgeneratingengine.cpp            |  8 ++--
 .../credit/defaultprobabilityhelpers.cpp           |  8 ++--
 ql/termstructures/yield/ratehelpers.cpp            |  4 +-
 test-suite/basketoption.cpp                        |  6 +--
 test-suite/batesmodel.cpp                          |  6 +--
 test-suite/cms.cpp                                 |  5 ++-
 test-suite/cmsspread.cpp                           | 50 +++++++++++-----------
 test-suite/swaptionvolatilitycube.cpp              |  8 ++--
 19 files changed, 102 insertions(+), 96 deletions(-)

commit 76f76781c16dfc2c3f529e2e38bd9e1ea215c2aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 May 2018 16:36:30 +0200

    Modernize uses of make_shared.

 Examples/BermudanSwaption/BermudanSwaption.cpp     |  6 +-
 Examples/CDS/CDS.cpp                               | 10 ++--
 Examples/CallableBonds/CallableBonds.cpp           |  6 +-
 Examples/ConvertibleBonds/ConvertibleBonds.cpp     |  6 +-
 Examples/MarketModels/MarketModels.cpp             |  4 +-
 ql/cashflows/conundrumpricer.cpp                   |  2 +-
 ql/cashflows/cpicoupon.cpp                         |  6 +-
 ql/cashflows/digitalcmscoupon.hpp                  |  4 +-
 ql/cashflows/digitaliborcoupon.hpp                 |  4 +-
 ql/cashflows/rangeaccrual.cpp                      |  5 +-
 ql/errors.cpp                                      |  4 +-
 ql/exchangerate.cpp                                |  4 +-
 ql/experimental/callablebonds/callablebond.cpp     |  2 +-
 .../commodities/commoditypricinghelpers.cpp        | 12 ++--
 ql/experimental/commodities/commoditytype.cpp      |  4 +-
 ql/experimental/commodities/energybasisswap.cpp    |  6 +-
 ql/experimental/commodities/energyvanillaswap.cpp  |  6 +-
 ql/experimental/commodities/paymentterm.cpp        |  6 +-
 ql/experimental/commodities/unitofmeasure.cpp      |  4 +-
 .../commodities/unitofmeasureconversion.cpp        | 14 ++---
 .../convertiblebonds/convertiblebond.cpp           | 18 +++---
 ql/experimental/coupons/digitalcmsspreadcoupon.hpp |  4 +-
 .../coupons/lognormalcmsspreadpricer.cpp           |  8 +--
 ql/experimental/coupons/subperiodcoupons.cpp       |  5 +-
 .../credit/basecorrelationlossmodel.hpp            | 18 +++---
 ql/experimental/credit/cdsoption.cpp               |  2 +-
 ql/experimental/credit/defaultprobabilitykey.cpp   | 10 ++--
 ql/experimental/credit/recoveryratemodel.cpp       |  4 +-
 ql/experimental/credit/riskyassetswap.cpp          |  6 +-
 .../finitedifferences/fdmextoujumpsolver.cpp       |  4 +-
 .../finitedifferences/fdmsimple2dextousolver.hpp   |  4 +-
 .../fdmsimple3dextoujumpsolver.hpp                 |  4 +-
 .../inflation/interpolatedyoyoptionletstripper.hpp |  6 +-
 ql/experimental/inflation/yoyoptionlethelpers.cpp  |  6 +-
 ql/experimental/mcbasket/mcamericanpathengine.hpp  |  6 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  4 +-
 .../processes/gemanroncoroniprocess.cpp            |  4 +-
 .../swaptions/haganirregularswaptionengine.cpp     | 26 ++++-----
 ql/experimental/swaptions/irregularswaption.cpp    |  2 +-
 ql/experimental/volatility/abcdatmvolcurve.cpp     |  5 +-
 ql/experimental/volatility/noarbsabr.cpp           |  4 +-
 ql/experimental/volatility/zabr.cpp                |  4 +-
 ql/experimental/volatility/zabrsmilesection.hpp    | 12 ++--
 ql/indexes/iborindex.cpp                           |  6 +-
 ql/indexes/inflationindex.cpp                      | 12 ++--
 ql/indexes/region.cpp                              |  2 +-
 ql/indexes/swapindex.cpp                           | 25 ++++-----
 ql/instruments/bonds/btp.cpp                       |  2 +-
 ql/instruments/capfloor.cpp                        |  4 +-
 ql/instruments/impliedvolatility.cpp               |  6 +-
 ql/instruments/inflationcapfloor.cpp               |  4 +-
 ql/instruments/makecds.cpp                         |  4 +-
 ql/instruments/nonstandardswaption.cpp             |  4 +-
 ql/legacy/libormarketmodels/liborforwardmodel.cpp  |  6 +-
 ql/math/interpolations/abcdinterpolation.hpp       |  6 +-
 ql/math/interpolations/xabrinterpolation.hpp       |  4 +-
 .../meshers/fdmblackscholesmesher.cpp              |  6 +-
 .../meshers/fdmmeshercomposite.cpp                 |  4 +-
 .../finitedifferences/operators/fdmbatesop.cpp     | 13 ++---
 .../finitedifferences/solvers/fdmbatessolver.cpp   |  4 +-
 .../finitedifferences/solvers/fdmg2solver.cpp      |  4 +-
 .../stepconditions/fdmstepconditioncomposite.cpp   |  8 +--
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  6 +-
 .../shortrate/calibrationhelpers/caphelper.cpp     |  4 +-
 .../calibrationhelpers/swaptionhelper.cpp          |  8 +--
 ql/models/shortrate/onefactormodels/gsr.cpp        |  4 +-
 .../shortrate/onefactormodels/markovfunctional.cpp | 20 +++----
 ql/pricingengines/basket/kirkengine.cpp            |  4 +-
 .../basket/mcamericanbasketengine.hpp              |  6 +-
 .../swaption/basketgeneratingengine.cpp            | 12 ++--
 .../vanilla/bjerksundstenslandengine.cpp           |  4 +-
 .../vanilla/fdhestonhullwhitevanillaengine.cpp     |  4 +-
 .../vanilla/fdhestonvanillaengine.cpp              |  4 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  6 +-
 .../credit/defaultprobabilityhelpers.cpp           |  8 +--
 ql/termstructures/volatility/abcdcalibration.cpp   |  5 +-
 .../volatility/kahalesmilesection.cpp              | 12 ++--
 .../volatility/optionlet/optionletstripper1.cpp    | 12 ++--
 .../volatility/optionlet/optionletstripper2.cpp    |  2 +-
 .../optionlet/strippedoptionletadapter.cpp         |  5 +-
 .../yield/fittedbonddiscountcurve.cpp              |  2 +-
 ql/termstructures/yield/ratehelpers.cpp            | 34 +++++-------
 ql/time/calendars/bespokecalendar.cpp              |  4 +-
 ql/userconfig.hpp                                  |  2 +-
 test-suite/assetswap.cpp                           |  6 +-
 test-suite/basketoption.cpp                        |  6 +-
 test-suite/batesmodel.cpp                          | 36 ++++++------
 test-suite/blackdeltacalculator.cpp                |  5 +-
 test-suite/catbonds.cpp                            |  8 +--
 test-suite/cdsoption.cpp                           |  6 +-
 test-suite/cms.cpp                                 | 10 ++--
 test-suite/cmsspread.cpp                           | 50 ++++++++---------
 test-suite/europeanoption.cpp                      |  6 +-
 test-suite/extendedtrees.cpp                       |  6 +-
 test-suite/fdheston.cpp                            | 36 ++++++------
 test-suite/fdmlinearop.cpp                         | 16 +++---
 test-suite/gjrgarchmodel.cpp                       |  4 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        | 24 ++++----
 test-suite/inflationcapfloor.cpp                   |  8 +--
 test-suite/inflationcapflooredcoupon.cpp           | 14 ++---
 test-suite/inflationcpibond.cpp                    |  2 +-
 test-suite/inflationcpicapfloor.cpp                | 10 ++--
 test-suite/inflationcpiswap.cpp                    |  6 +-
 test-suite/libormarketmodel.cpp                    | 12 ++--
 test-suite/libormarketmodelprocess.cpp             |  6 +-
 test-suite/marketmodel.cpp                         | 17 +++---
 test-suite/markovfunctional.cpp                    | 18 +++---
 test-suite/mclongstaffschwartzengine.cpp           |  6 +-
 test-suite/optimizers.cpp                          |  6 +-
 test-suite/optionletstripper.cpp                   | 64 ++++++++++------------
 test-suite/overnightindexedswap.cpp                | 10 ++--
 test-suite/piecewiseyieldcurve.cpp                 | 32 +++++------
 test-suite/rangeaccrual.cpp                        |  5 +-
 test-suite/riskneutraldensitycalculator.cpp        |  4 +-
 test-suite/rngtraits.cpp                           |  4 +-
 test-suite/swaptionvolatilitycube.cpp              | 16 +++---
 test-suite/swaptionvolatilitymatrix.cpp            | 40 ++++++--------
 test-suite/swingoption.cpp                         |  6 +-
 test-suite/varianceoption.cpp                      |  6 +-
 test-suite/vpp.cpp                                 |  6 +-
 120 files changed, 526 insertions(+), 564 deletions(-)

commit 571939824d8d2415b03e68f3dc6688669111b963
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sun, 27 May 2018 22:47:45 +0200

    Avoid reorder warning.

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

commit 3d0e6fce98da947d91169f16581032911e8485b5
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sun, 27 May 2018 22:30:08 +0200

    Add Children's Day.

 ql/time/calendars/romania.cpp | 3 +++
 ql/time/calendars/romania.hpp | 2 ++
 2 files changed, 5 insertions(+)

commit 44aba31d9d1cde96d8ce74ea9868109d28932cf5
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sun, 27 May 2018 22:17:08 +0200

    Set default EoM to false instead of index inheritance in order to not break backward compatibility or unit tests.

 ql/termstructures/yield/ratehelpers.cpp | 25 ++++++++-----------------
 ql/termstructures/yield/ratehelpers.hpp |  8 ++++----
 2 files changed, 12 insertions(+), 21 deletions(-)

commit 7f981247e23a36a82165bbc6871bb81fee549a10
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 May 2018 17:05:29 +0200

    Fix compilation errors on Visual Studio.

 ql/cashflows/timebasket.cpp                                    | 1 +
 ql/exercise.cpp                                                | 1 +
 ql/experimental/commodities/dateinterval.hpp                   | 1 +
 ql/experimental/commodities/unitofmeasureconversionmanager.cpp | 1 +
 ql/experimental/credit/distribution.cpp                        | 1 +
 ql/math/array.hpp                                              | 1 +
 ql/math/copulas/claytoncopula.cpp                              | 4 ++++
 ql/math/copulas/marshallolkincopula.cpp                        | 1 +
 ql/math/copulas/maxcopula.cpp                                  | 1 +
 ql/math/copulas/mincopula.cpp                                  | 1 +
 ql/math/optimization/endcriteria.cpp                           | 1 +
 ql/math/optimization/spherecylinder.cpp                        | 1 +
 ql/math/randomnumbers/sobolrsg.cpp                             | 3 ++-
 ql/math/solver1d.hpp                                           | 1 +
 ql/math/statistics/generalstatistics.hpp                       | 1 +
 ql/termstructures/volatility/abcd.cpp                          | 1 +
 ql/time/daycounters/thirty360.cpp                              | 1 +
 17 files changed, 21 insertions(+), 1 deletion(-)

commit e2154814d52dfeb96611e6266a2a61ffb7b5b3af
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 May 2018 13:15:34 +0200

    Update version number to 1.14.

 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 2 files changed, 5 insertions(+), 5 deletions(-)

commit 84d9c77b5e27e0f6f5b52464f32461731d2f7b45
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 May 2018 21:05:22 +0200

    Document new define.

 Docs/pages/config.docs | 9 +++++++++
 1 file changed, 9 insertions(+)

commit a30572180a608d25e7864049eb87d4e59b66ac8d
Author: Barry Devlin <barrypatrickdevlin@gmail.com>
Date:   Tue, 22 May 2018 19:40:54 +0100

    Fix error

 ql/experimental/credit/syntheticcdo.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit ea1f4f1ff0d3a8e7165cc8ddfbf89e749b9c0d32
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 May 2018 15:13:42 +0200

    Remove support and workarounds for VC++ 2008.

 Docs/pages/install.docs                            | 31 ++--------------------
 cmake/quantlib.cmake                               |  4 +--
 ql/auto_link.hpp                                   |  2 --
 ql/config.msvc.hpp                                 | 28 +++----------------
 .../inflation/piecewiseyoyinflationcurve.hpp       |  7 -----
 .../inflation/piecewisezeroinflationcurve.hpp      |  7 -----
 6 files changed, 6 insertions(+), 73 deletions(-)

commit 9827e1ed404e3bde15e55617d48de98e5fe67d49
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 May 2018 14:33:00 +0200

    Remove VC++ 2008 projects.
    
    This version of Visual Studio is no longer supported by Microsoft.

 Examples/BasketLosses/BasketLosses_vc9.vcproj      |  834 --
 Examples/BasketLosses/Makefile.am                  |    1 -
 .../BermudanSwaption/BermudanSwaption_vc9.vcproj   |  838 --
 Examples/BermudanSwaption/Makefile.am              |    1 -
 Examples/Bonds/Bonds_vc9.vcproj                    |  838 --
 Examples/Bonds/Makefile.am                         |    1 -
 Examples/CDS/CDS_vc9.vcproj                        |  838 --
 Examples/CDS/Makefile.am                           |    1 -
 Examples/CVAIRS/CVAIRS_vc9.vcproj                  |  834 --
 Examples/CVAIRS/Makefile.am                        |    1 -
 Examples/CallableBonds/CallableBonds_vc9.vcproj    |  838 --
 Examples/CallableBonds/Makefile.am                 |    1 -
 .../ConvertibleBonds/ConvertibleBonds_vc9.vcproj   |  838 --
 Examples/ConvertibleBonds/Makefile.am              |    1 -
 .../DiscreteHedging/DiscreteHedging_vc9.vcproj     |  838 --
 Examples/DiscreteHedging/Makefile.am               |    1 -
 Examples/EquityOption/EquityOption_vc9.vcproj      |  838 --
 Examples/EquityOption/Makefile.am                  |    1 -
 Examples/FRA/FRA_vc9.vcproj                        |  838 --
 Examples/FRA/Makefile.am                           |    1 -
 .../FittedBondCurve/FittedBondCurve_vc9.vcproj     |  838 --
 Examples/FittedBondCurve/Makefile.am               |    1 -
 .../Gaussian1dModels/Gaussian1dModels_vc9.vcproj   |  838 --
 Examples/Gaussian1dModels/Makefile.am              |    1 -
 .../GlobalOptimizer/GlobalOptimizer_vc9.vcproj     |  838 --
 Examples/GlobalOptimizer/Makefile.am               |    1 -
 Examples/LatentModel/LatentModel_vc9.vcproj        |  834 --
 Examples/LatentModel/Makefile.am                   |    1 -
 Examples/MarketModels/Makefile.am                  |    1 -
 Examples/MarketModels/MarketModels_vc9.vcproj      |  838 --
 Examples/MultidimIntegral/Makefile.am              |    1 -
 .../MultidimIntegral/MultidimIntegral_vc9.vcproj   |  834 --
 Examples/Replication/Makefile.am                   |    1 -
 Examples/Replication/Replication_vc9.vcproj        |  838 --
 Examples/Repo/Makefile.am                          |    1 -
 Examples/Repo/Repo_vc9.vcproj                      |  838 --
 Examples/Swap/Makefile.am                          |    1 -
 Examples/Swap/Swap_vc9.vcproj                      |  826 --
 Makefile.am                                        |    2 -
 QuantLib_vc9.sln                                   |  457 -
 QuantLib_vc9.vcproj                                | 9905 --------------------
 test-suite/Makefile.am                             |    2 -
 test-suite/testsuite_vc9.vcproj                    | 2027 ----
 tools/sync_projects.sh                             |   21 +-
 44 files changed, 2 insertions(+), 28325 deletions(-)

commit 719e2802761d39dc593f742fdd2bed868b38026d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 May 2018 13:57:52 +0200

    Fix compilation errors with --enable-std-pointers.

 ql/cashflow.hpp                                                   | 2 +-
 ql/experimental/credit/defaultevent.hpp                           | 3 ++-
 ql/experimental/credit/distribution.cpp                           | 1 +
 ql/experimental/finitedifferences/fdsimpleextoustorageengine.cpp  | 2 +-
 ql/math/comparison.hpp                                            | 2 +-
 ql/math/interpolation.hpp                                         | 1 +
 ql/methods/finitedifferences/stepcondition.hpp                    | 2 +-
 ql/models/marketmodels/browniangenerators/mtbrowniangenerator.cpp | 1 +
 ql/timegrid.hpp                                                   | 1 +
 9 files changed, 10 insertions(+), 5 deletions(-)

commit e7e9c11ef3210092a54db28721c36d759f806622
Author: Barry Devlin <barrypatrickdevlin@gmail.com>
Date:   Mon, 21 May 2018 21:17:19 +0100

    Use QL_REQUIRE macro

 ql/experimental/credit/syntheticcdo.cpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit fb7245c2184f7b1e5bdd2c9c1035b37f377754cb
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 21 May 2018 22:13:54 +0200

    support systems without boost ublas

 .../finitedifferences/operators/nthorderderivativeop.cpp    |  1 +
 .../finitedifferences/operators/nthorderderivativeop.hpp    |  1 +
 test-suite/nthorderderivativeop.cpp                         | 13 ++++++++-----
 test-suite/nthorderderivativeop.hpp                         |  3 ---
 4 files changed, 10 insertions(+), 8 deletions(-)

commit 04733cc81d39a979b292b472323fcad790f3b37f
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 21 May 2018 21:47:15 +0200

    avoid visual studio warnings
    adapt for no ublas

 ql/experimental/shortrate/generalizedhullwhite.cpp              | 4 ++--
 ql/math/matrixutilities/sparsematrix.hpp                        | 2 +-
 ql/methods/finitedifferences/meshers/fdmblackscholesmesher.cpp  | 2 +-
 ql/methods/finitedifferences/operators/nthorderderivativeop.cpp | 4 ++++
 ql/methods/finitedifferences/operators/nthorderderivativeop.hpp | 3 +++
 test-suite/nthorderderivativeop.cpp                             | 6 +++++-
 test-suite/nthorderderivativeop.hpp                             | 4 +++-
 7 files changed, 19 insertions(+), 6 deletions(-)

commit 51e2e0861d2c64c9cc3da2bf5c359d8712345b07
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 21 May 2018 20:15:44 +0200

    adapt visual studio files

 QuantLib.vcxproj                     |  2 ++
 QuantLib.vcxproj.filters             | 10 ++++++++--
 QuantLib_vc9.vcproj                  | 24 ++++++++++++++++--------
 test-suite/testsuite.vcxproj         |  2 ++
 test-suite/testsuite.vcxproj.filters |  6 ++++++
 test-suite/testsuite_vc9.vcproj      |  8 ++++++++
 6 files changed, 42 insertions(+), 10 deletions(-)

commit e9bba7a7ed65333d5b3123488530ad1ab5f0b4dc
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 21 May 2018 19:57:41 +0200

    more tests

 .../operators/nthorderderivativeop.cpp             |  13 +-
 test-suite/nthorderderivativeop.cpp                | 244 ++++++++++++++-------
 test-suite/nthorderderivativeop.hpp                |   2 +
 test-suite/quantlibtestsuite.cpp                   |   1 -
 4 files changed, 177 insertions(+), 83 deletions(-)

commit 6f96d61ac41063b95276af5e10e92dabf0ed5c9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 15:59:18 +0200

    Add configure switch to enable standard pointers.

 configure.ac      | 19 +++++++++++++++++++
 ql/userconfig.hpp |  8 ++++++++
 2 files changed, 27 insertions(+)

commit df2c83c3938e45f6bfcb5e2a4e1d0896aeded9ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 14:55:19 +0200

    Replace boost::static_pointer_cast with ext::static_pointer_cast.

 .../barrieroption/vannavolgabarrierengine.cpp      | 26 ++++++++++----------
 .../vannavolgadoublebarrierengine.hpp              | 28 +++++++++++-----------
 ql/models/shortrate/onefactormodels/gsr.cpp        |  4 ++--
 ql/models/shortrate/onefactormodels/gsr.hpp        |  2 +-
 test-suite/variancegamma.cpp                       |  2 +-
 5 files changed, 31 insertions(+), 31 deletions(-)

commit d70adbbd0233f2d2623dc0c8e987ad03e1ff1126
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 14:10:42 +0200

    Replace boost::dynamic_pointer_cast with ext::dynamic_pointer_cast.

 Examples/BermudanSwaption/BermudanSwaption.cpp     |  2 +-
 Examples/CDS/CDS.cpp                               |  2 +-
 Examples/Gaussian1dModels/Gaussian1dModels.cpp     |  4 +--
 Examples/Swap/swapvaluation.cpp                    |  2 +-
 ql/cashflows/cashflows.cpp                         | 32 +++++++++---------
 ql/cashflows/conundrumpricer.cpp                   |  4 +--
 ql/cashflows/couponpricer.cpp                      | 38 ++++++++++------------
 ql/cashflows/cpicoupon.cpp                         |  4 +--
 ql/cashflows/cpicoupon.hpp                         |  2 +-
 ql/cashflows/cpicouponpricer.cpp                   |  2 +-
 ql/cashflows/inflationcouponpricer.cpp             |  2 +-
 ql/cashflows/lineartsrpricer.cpp                   |  2 +-
 ql/cashflows/overnightindexedcoupon.cpp            |  3 +-
 ql/cashflows/rangeaccrual.cpp                      |  2 +-
 ql/cashflows/yoyinflationcoupon.cpp                |  4 +--
 .../averageois/arithmeticaverageois.cpp            |  2 +-
 .../averageois/arithmeticoisratehelper.cpp         |  2 +-
 .../averageois/averageoiscouponpricer.cpp          |  3 +-
 .../analyticdoublebarrierbinaryengine.cpp          |  6 ++--
 .../barrieroption/analyticdoublebarrierengine.cpp  |  6 ++--
 .../barrieroption/binomialdoublebarrierengine.hpp  |  2 +-
 .../perturbativebarrieroptionengine.cpp            |  2 +-
 .../barrieroption/vannavolgabarrierengine.cpp      |  4 +--
 .../vannavolgadoublebarrierengine.hpp              |  2 +-
 .../barrieroption/wulinyongdoublebarrierengine.cpp |  4 +--
 ql/experimental/callablebonds/callablebond.cpp     |  2 +-
 .../callablebonds/treecallablebondengine.cpp       |  2 +-
 .../convertiblebonds/binomialconvertibleengine.hpp |  2 +-
 .../convertiblebonds/convertiblebond.cpp           |  2 +-
 .../coupons/lognormalcmsspreadpricer.cpp           |  2 +-
 .../coupons/strippedcapflooredcoupon.cpp           |  2 +-
 ql/experimental/coupons/subperiodcoupons.cpp       |  2 +-
 ql/experimental/credit/defaultevent.cpp            |  2 +-
 ql/experimental/credit/integralcdoengine.cpp       |  6 ++--
 ql/experimental/credit/integralntdengine.cpp       |  4 +--
 ql/experimental/credit/midpointcdoengine.cpp       |  6 ++--
 ql/experimental/credit/syntheticcdo.hpp            |  2 +-
 .../analyticamericanmargrabeengine.cpp             |  4 +--
 .../exoticoptions/analyticcompoundoptionengine.cpp |  4 +--
 .../analyticeuropeanmargrabeengine.cpp             |  4 +--
 .../analyticholderextensibleoptionengine.cpp       |  4 +--
 .../analyticpartialtimebarrieroptionengine.cpp     |  8 ++---
 .../exoticoptions/analyticsimplechooserengine.cpp  |  2 +-
 .../analytictwoassetbarrierengine.cpp              |  4 +--
 .../analytictwoassetcorrelationengine.cpp          |  2 +-
 .../analyticwriterextensibleoptionengine.cpp       |  4 +--
 .../continuousarithmeticasianlevyengine.cpp        |  2 +-
 .../continuousarithmeticasianvecerengine.cpp       |  2 +-
 .../exoticoptions/kirkspreadoptionengine.cpp       |  2 +-
 ql/experimental/exoticoptions/mceverestengine.hpp  |  2 +-
 ql/experimental/exoticoptions/mchimalayaengine.hpp |  2 +-
 ql/experimental/exoticoptions/mcpagodaengine.hpp   |  2 +-
 .../fdhestondoublebarrierengine.cpp                |  2 +-
 .../finitedifferences/fdklugeextouspreadengine.cpp |  2 +-
 .../finitedifferences/fdmextoujumpop.cpp           |  2 +-
 .../fdornsteinuhlenbeckvanillaengine.cpp           |  2 +-
 .../fdsimpleextoujumpswingengine.cpp               |  2 +-
 .../fdsimpleklugeextouvppengine.cpp                |  4 +--
 ql/experimental/inflation/yoyoptionlethelpers.cpp  |  4 +--
 ql/experimental/mcbasket/mcamericanpathengine.hpp  |  4 +--
 ql/experimental/mcbasket/mcpathbasketengine.hpp    |  2 +-
 ql/experimental/shortrate/generalizedhullwhite.cpp |  2 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp |  2 +-
 .../swaptions/haganirregularswaptionengine.cpp     | 16 ++++-----
 ql/experimental/swaptions/irregularswap.cpp        |  4 +--
 .../termstructures/multicurvesensitivities.hpp     |  6 ++--
 .../variancegamma/analyticvariancegammaengine.cpp  |  2 +-
 ql/experimental/variancegamma/fftengine.cpp        |  6 ++--
 ql/experimental/variancegamma/fftvanillaengine.cpp | 10 +++---
 .../variancegamma/fftvariancegammaengine.cpp       |  8 ++---
 .../integralhestonvarianceoptionengine.cpp         |  2 +-
 .../volatility/noarbsabrinterpolation.hpp          |  2 +-
 ql/experimental/volatility/sviinterpolation.hpp    |  2 +-
 ql/experimental/volatility/zabrinterpolation.hpp   |  2 +-
 ql/instruments/assetswap.cpp                       |  8 ++---
 ql/instruments/bond.cpp                            |  6 ++--
 ql/instruments/capfloor.cpp                        |  6 ++--
 ql/instruments/cliquetoption.cpp                   |  2 +-
 ql/instruments/creditdefaultswap.cpp               |  6 ++--
 ql/instruments/floatfloatswap.cpp                  | 24 +++++++-------
 ql/instruments/floatfloatswaption.cpp              |  2 +-
 ql/instruments/forward.cpp                         |  2 +-
 ql/instruments/inflationcapfloor.cpp               |  4 +--
 ql/instruments/lookbackoption.cpp                  |  6 ++--
 ql/instruments/makecapfloor.cpp                    |  4 +--
 ql/instruments/nonstandardswap.cpp                 |  8 ++---
 ql/instruments/nonstandardswaption.cpp             |  2 +-
 ql/instruments/swap.cpp                            |  2 +-
 ql/instruments/vanillastorageoption.hpp            |  4 +--
 ql/instruments/vanillaswap.cpp                     |  4 +--
 ql/instruments/vanillaswingoption.cpp              |  4 +--
 ql/instruments/yearonyearinflationswap.cpp         |  4 +--
 ql/instruments/zerocouponinflationswap.cpp         |  2 +-
 ql/legacy/libormarketmodels/lfmprocess.cpp         |  4 +--
 ql/math/interpolations/abcdinterpolation.hpp       |  2 +-
 .../interpolations/bicubicsplineinterpolation.hpp  | 10 +++---
 .../interpolations/convexmonotoneinterpolation.hpp |  2 +-
 ql/math/interpolations/cubicinterpolation.hpp      |  2 +-
 ql/math/interpolations/lagrangeinterpolation.hpp   |  2 +-
 ql/math/interpolations/sabrinterpolation.hpp       |  2 +-
 .../finitedifferences/operators/fdmbatesop.cpp     |  2 +-
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  6 ++--
 ql/methods/montecarlo/pathgenerator.hpp            |  4 +--
 .../shortrate/onefactormodels/blackkarasinski.cpp  |  2 +-
 .../onefactormodels/extendedcoxingersollross.cpp   |  2 +-
 .../shortrate/onefactormodels/gaussian1dmodel.cpp  |  2 +-
 ql/models/shortrate/onefactormodels/gsr.cpp        |  4 +--
 ql/models/shortrate/onefactormodels/gsr.hpp        |  4 +--
 ql/models/shortrate/onefactormodels/hullwhite.cpp  |  2 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |  4 +--
 ql/pricingengines/americanpayoffatexpiry.cpp       |  4 +--
 ql/pricingengines/americanpayoffathit.cpp          |  4 +--
 .../asian/analytic_cont_geom_av_price.cpp          |  2 +-
 .../asian/analytic_discr_geom_av_price.cpp         |  2 +-
 .../asian/analytic_discr_geom_av_strike.cpp        |  2 +-
 .../asian/fdblackscholesasianengine.cpp            |  2 +-
 .../asian/mc_discr_arith_av_price.hpp              |  8 ++---
 .../asian/mc_discr_arith_av_strike.hpp             |  4 +--
 ql/pricingengines/asian/mc_discr_geom_av_price.hpp |  4 +--
 .../barrier/analyticbarrierengine.cpp              |  4 +--
 .../barrier/analyticbinarybarrierengine.cpp        |  8 ++---
 .../barrier/binomialbarrierengine.hpp              |  2 +-
 .../barrier/fdblackscholesbarrierengine.cpp        |  4 +--
 .../barrier/fdblackscholesrebateengine.cpp         |  2 +-
 .../barrier/fdhestonbarrierengine.cpp              |  4 +--
 ql/pricingengines/barrier/fdhestonrebateengine.cpp |  2 +-
 ql/pricingengines/barrier/mcbarrierengine.hpp      |  2 +-
 .../basket/fd2dblackscholesvanillaengine.cpp       |  2 +-
 ql/pricingengines/basket/kirkengine.cpp            |  6 ++--
 .../basket/mcamericanbasketengine.cpp              |  6 ++--
 .../basket/mcamericanbasketengine.hpp              |  6 ++--
 .../basket/mceuropeanbasketengine.hpp              |  6 ++--
 ql/pricingengines/basket/stulzengine.cpp           | 10 +++---
 .../capfloor/analyticcapfloorengine.cpp            |  2 +-
 .../capfloor/gaussian1dcapfloorengine.cpp          |  2 +-
 ql/pricingengines/capfloor/treecapfloorengine.cpp  |  2 +-
 .../cliquet/analyticcliquetengine.cpp              |  2 +-
 .../cliquet/analyticperformanceengine.cpp          |  2 +-
 ql/pricingengines/cliquet/mcperformanceengine.hpp  |  4 +--
 ql/pricingengines/credit/integralcdsengine.cpp     |  2 +-
 ql/pricingengines/credit/isdacdsengine.cpp         | 18 +++++-----
 ql/pricingengines/credit/midpointcdsengine.cpp     |  2 +-
 ql/pricingengines/forward/forwardengine.hpp        |  2 +-
 .../lookback/analyticcontinuousfixedlookback.cpp   |  4 +--
 .../analyticcontinuousfloatinglookback.cpp         |  2 +-
 .../analyticcontinuouspartialfixedlookback.cpp     |  4 +--
 .../analyticcontinuouspartialfloatinglookback.cpp  |  2 +-
 ql/pricingengines/quanto/quantoengine.hpp          |  2 +-
 ql/pricingengines/swap/cvaswapengine.cpp           |  8 ++---
 ql/pricingengines/swap/treeswapengine.cpp          |  2 +-
 .../swaption/basketgeneratingengine.cpp            |  2 +-
 .../swaption/basketgeneratingengine.hpp            |  4 +--
 ql/pricingengines/swaption/blackswaptionengine.hpp |  2 +-
 .../gaussian1dfloatfloatswaptionengine.cpp         | 14 ++++----
 .../gaussian1dnonstandardswaptionengine.cpp        |  2 +-
 .../swaption/jamshidianswaptionengine.cpp          |  2 +-
 ql/pricingengines/swaption/treeswaptionengine.cpp  |  2 +-
 .../vanilla/analyticbsmhullwhiteengine.cpp         |  2 +-
 .../vanilla/analyticdigitalamericanengine.cpp      |  4 +--
 .../vanilla/analyticdividendeuropeanengine.cpp     |  2 +-
 .../vanilla/analyticeuropeanengine.cpp             |  2 +-
 .../vanilla/analyticgjrgarchengine.cpp             |  2 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp |  4 +--
 .../vanilla/analyticptdhestonengine.cpp            |  2 +-
 .../vanilla/baroneadesiwhaleyengine.cpp            |  4 +--
 ql/pricingengines/vanilla/batesengine.cpp          |  8 ++---
 ql/pricingengines/vanilla/binomialengine.hpp       |  2 +-
 .../vanilla/bjerksundstenslandengine.cpp           |  4 +--
 ql/pricingengines/vanilla/coshestonengine.cpp      |  2 +-
 ql/pricingengines/vanilla/fdbatesvanillaengine.cpp |  2 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        |  2 +-
 .../vanilla/fdhestonhullwhitevanillaengine.cpp     |  6 ++--
 .../vanilla/fdhestonvanillaengine.cpp              |  8 ++---
 .../vanilla/fdsimplebsswingengine.cpp              |  2 +-
 .../vanilla/fdstepconditionengine.hpp              |  2 +-
 ql/pricingengines/vanilla/fdvanillaengine.cpp      |  2 +-
 .../vanilla/hestonexpansionengine.cpp              |  2 +-
 ql/pricingengines/vanilla/integralengine.cpp       |  2 +-
 ql/pricingengines/vanilla/jumpdiffusionengine.cpp  |  2 +-
 ql/pricingengines/vanilla/juquadraticengine.cpp    |  4 +--
 ql/pricingengines/vanilla/mcamericanengine.cpp     |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     | 10 +++---
 ql/pricingengines/vanilla/mcdigitalengine.hpp      |  6 ++--
 ql/pricingengines/vanilla/mceuropeanengine.hpp     |  4 +--
 .../vanilla/mceuropeangjrgarchengine.hpp           |  4 +--
 .../vanilla/mceuropeanhestonengine.hpp             |  4 +--
 ql/processes/blackscholesprocess.cpp               |  4 +--
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  4 +--
 .../optionlet/strippedoptionletadapter.hpp         |  2 +-
 .../volatility/swaption/cmsmarket.cpp              |  2 +-
 .../volatility/swaption/cmsmarketcalibration.cpp   | 18 +++++-----
 .../volatility/swaption/swaptionvolcube1.hpp       |  2 +-
 ql/termstructures/yield/bondhelpers.cpp            |  4 +--
 ql/termstructures/yield/oisratehelper.cpp          |  4 +--
 ql/termstructures/yield/ratehelpers.cpp            |  2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp      |  4 +--
 test-suite/basketoption.cpp                        |  4 +--
 test-suite/bermudanswaption.cpp                    |  4 +--
 test-suite/cashflows.cpp                           | 28 ++++++++--------
 test-suite/fdheston.cpp                            |  2 +-
 test-suite/inflation.cpp                           | 10 +++---
 test-suite/inflationcapfloor.cpp                   |  6 ++--
 test-suite/inflationcapflooredcoupon.cpp           | 10 +++---
 test-suite/inflationcpiswap.cpp                    |  8 ++---
 test-suite/markovfunctional.cpp                    |  8 ++---
 test-suite/mclongstaffschwartzengine.cpp           |  4 +--
 test-suite/swaptionvolatilitymatrix.cpp            |  4 +--
 test-suite/utilities.cpp                           |  2 +-
 test-suite/variancegamma.cpp                       |  2 +-
 209 files changed, 439 insertions(+), 451 deletions(-)

commit 5ef5db65f91f254e396d0ddb914a1d5c9c484f40
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 13:25:24 +0200

    Replace boost::make_shared with ext::make_shared.

 Examples/BasketLosses/BasketLosses.cpp             |  34 +-
 Examples/CDS/CDS.cpp                               | 102 +++---
 Examples/CVAIRS/CVAIRS.cpp                         |  10 +-
 Examples/FittedBondCurve/FittedBondCurve.cpp       |   4 +-
 Examples/Gaussian1dModels/Gaussian1dModels.cpp     |  54 +--
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  10 +-
 Examples/LatentModel/LatentModel.cpp               |  12 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp     |   2 +-
 ql/cashflows/lineartsrpricer.cpp                   |   4 +-
 .../barrieroption/vannavolgabarrierengine.cpp      |  10 +-
 .../vannavolgadoublebarrierengine.hpp              |  10 +-
 .../barrieroption/vannavolgainterpolation.hpp      |   2 +-
 .../barrieroption/wulinyongdoublebarrierengine.cpp |   2 +-
 ql/experimental/catbonds/catrisk.cpp               |   4 +-
 .../coupons/lognormalcmsspreadpricer.cpp           |   6 +-
 .../coupons/strippedcapflooredcoupon.cpp           |   2 +-
 .../credit/basecorrelationlossmodel.hpp            |  28 +-
 ql/experimental/credit/gaussianlhplossmodel.cpp    |   6 +-
 .../credit/randomdefaultlatentmodel.hpp            |   2 +-
 .../exoticoptions/analyticcomplexchooserengine.cpp |   4 +-
 .../analyticholderextensibleoptionengine.cpp       |   6 +-
 .../analyticpartialtimebarrieroptionengine.cpp     |   2 +-
 .../exoticoptions/complexchooseroption.cpp         |   2 +-
 .../continuousarithmeticasianvecerengine.cpp       |   2 +-
 .../exoticoptions/twoassetcorrelationoption.cpp    |   2 +-
 .../finitedifferences/fdmhestonfwdop.cpp           |  12 +-
 .../finitedifferences/hestonrndcalculator.cpp      |   4 +-
 .../finitedifferences/localvolrndcalculator.cpp    |  14 +-
 ql/experimental/math/latentmodel.hpp               |   6 +-
 ql/experimental/mcbasket/mcamericanpathengine.hpp  |   2 +-
 ql/experimental/mcbasket/mcpathbasketengine.hpp    |   2 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  12 +-
 ql/experimental/models/hestonslvmcmodel.cpp        |   8 +-
 ql/experimental/models/normalclvmodel.cpp          |   4 +-
 ql/experimental/models/squarerootclvmodel.cpp      |   8 +-
 .../volatility/noarbsabrinterpolation.hpp          |   2 +-
 .../volatility/noarbsabrsmilesection.cpp           |   2 +-
 ql/experimental/volatility/sviinterpolation.hpp    |   2 +-
 ql/experimental/volatility/zabrinterpolation.hpp   |   2 +-
 ql/instruments/creditdefaultswap.cpp               |  28 +-
 ql/instruments/makecms.cpp                         |   6 +-
 ql/math/interpolations/lagrangeinterpolation.hpp   |   2 +-
 ql/math/interpolations/sabrinterpolation.hpp       |   2 +-
 .../operators/fdmhestonhullwhiteop.cpp             |   2 +-
 .../schemes/impliciteulerscheme.cpp                |   2 +-
 .../finitedifferences/solvers/fdm1dimsolver.cpp    |   4 +-
 .../solvers/fdm2dblackscholessolver.cpp            |   4 +-
 .../finitedifferences/solvers/fdm2dimsolver.cpp    |   4 +-
 .../finitedifferences/solvers/fdm3dimsolver.cpp    |   4 +-
 .../solvers/fdmbackwardsolver.cpp                  |   2 +-
 .../solvers/fdmblackscholessolver.cpp              |   4 +-
 .../solvers/fdmhestonhullwhitesolver.cpp           |   4 +-
 .../finitedifferences/solvers/fdmhestonsolver.cpp  |   4 +-
 .../solvers/fdmhullwhitesolver.cpp                 |   4 +-
 .../solvers/fdmsimple2dbssolver.cpp                |   4 +-
 ql/models/equity/hestonmodelhelper.cpp             |   6 +-
 .../calibrationhelpers/swaptionhelper.cpp          |   4 +-
 ql/models/shortrate/onefactormodels/gsr.cpp        |  12 +-
 .../barrier/fdblackscholesbarrierengine.cpp        |  22 +-
 .../barrier/fdhestonbarrierengine.cpp              |  24 +-
 ql/pricingengines/mclongstaffschwartzengine.hpp    |   2 +-
 ql/pricingengines/swap/cvaswapengine.cpp           |  20 +-
 .../swaption/basketgeneratingengine.cpp            |   4 +-
 ql/processes/blackscholesprocess.cpp               |   8 +-
 .../credit/defaultprobabilityhelpers.cpp           |   8 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  16 +-
 .../volatility/equityfx/fixedlocalvolsurface.cpp   |   4 +-
 .../equityfx/gridmodellocalvolsurface.cpp          |   2 +-
 .../volatility/gaussian1dsmilesection.cpp          |   4 +-
 .../optionlet/strippedoptionletadapter.cpp         |   2 +-
 .../volatility/swaption/cmsmarket.cpp              |   2 +-
 .../swaption/gaussian1dswaptionvolatility.cpp      |   2 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  18 +-
 .../volatility/swaption/swaptionvolmatrix.cpp      |  20 +-
 ql/termstructures/yield/bondhelpers.cpp            |   4 +-
 .../yield/fittedbonddiscountcurve.cpp              |   2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp      | 138 ++++----
 test-suite/asianoptions.cpp                        |  12 +-
 test-suite/barrieroption.cpp                       | 132 +++----
 test-suite/basketoption.cpp                        |  42 +--
 test-suite/bermudanswaption.cpp                    |  10 +-
 test-suite/blackformula.cpp                        |   4 +-
 test-suite/cashflows.cpp                           |   2 +-
 test-suite/chooseroption.cpp                       |  30 +-
 test-suite/cmsspread.cpp                           |  36 +-
 test-suite/convertiblebonds.cpp                    |  44 +--
 test-suite/creditdefaultswap.cpp                   |  12 +-
 test-suite/doublebarrieroption.cpp                 |  32 +-
 test-suite/europeanoption.cpp                      |  24 +-
 test-suite/extensibleoptions.cpp                   |  36 +-
 test-suite/fdheston.cpp                            |  24 +-
 test-suite/fdmlinearop.cpp                         |  12 +-
 test-suite/forwardrateagreement.cpp                |  16 +-
 test-suite/hestonmodel.cpp                         | 384 ++++++++++-----------
 test-suite/hestonslvmodel.cpp                      | 312 ++++++++---------
 test-suite/inflation.cpp                           |   4 +-
 test-suite/integrals.cpp                           |   4 +-
 test-suite/normalclvmodel.cpp                      |  66 ++--
 test-suite/nthtodefault.cpp                        |   6 +-
 test-suite/observable.cpp                          |   8 +-
 test-suite/optimizers.cpp                          |   6 +-
 test-suite/partialtimebarrieroption.cpp            |  16 +-
 test-suite/piecewiseyieldcurve.cpp                 |  16 +-
 test-suite/piecewisezerospreadedtermstructure.cpp  |  70 ++--
 test-suite/riskneutraldensitycalculator.cpp        |  20 +-
 test-suite/squarerootclvmodel.cpp                  |  82 ++---
 test-suite/twoassetcorrelationoption.cpp           |  14 +-
 test-suite/variancegamma.cpp                       |  14 +-
 108 files changed, 1148 insertions(+), 1148 deletions(-)

commit 406a09fa4ec306a04cdec05b688bdc0220229e59
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 12:55:41 +0200

    Replace boost::weak_ptr with ext::weak_ptr.

 ql/patterns/observable.hpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit da6a1f0fdc2ef8d7d9859e0920587774f7e1351d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 12:52:25 +0200

    Replace boost::shared_ptr with ext::shared_ptr.

 Examples/BasketLosses/BasketLosses.cpp             |  46 +--
 Examples/BermudanSwaption/BermudanSwaption.cpp     |  90 +++---
 Examples/Bonds/Bonds.cpp                           |  84 ++---
 Examples/CDS/CDS.cpp                               | 140 ++++----
 Examples/CVAIRS/CVAIRS.cpp                         |  24 +-
 Examples/CallableBonds/CallableBonds.cpp           |  32 +-
 Examples/ConvertibleBonds/ConvertibleBonds.cpp     |  56 ++--
 Examples/DiscreteHedging/DiscreteHedging.cpp       |  18 +-
 Examples/EquityOption/EquityOption.cpp             |  92 +++---
 Examples/FRA/FRA.cpp                               |  26 +-
 Examples/FittedBondCurve/FittedBondCurve.cpp       |  50 +--
 Examples/Gaussian1dModels/Gaussian1dModels.cpp     |  60 ++--
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  10 +-
 Examples/LatentModel/LatentModel.cpp               |  14 +-
 Examples/MarketModels/MarketModels.cpp             |  30 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp     |   2 +-
 Examples/Replication/Replication.cpp               |  48 +--
 Examples/Repo/Repo.cpp                             |  12 +-
 Examples/Swap/swapvaluation.cpp                    | 108 +++----
 ql/cashflow.hpp                                    |   2 +-
 ql/cashflows/averagebmacoupon.cpp                  |  10 +-
 ql/cashflows/averagebmacoupon.hpp                  |   6 +-
 ql/cashflows/capflooredcoupon.cpp                  |   4 +-
 ql/cashflows/capflooredcoupon.hpp                  |  16 +-
 ql/cashflows/capflooredinflationcoupon.cpp         |   4 +-
 ql/cashflows/capflooredinflationcoupon.hpp         |   8 +-
 ql/cashflows/cashflows.cpp                         |  47 ++-
 ql/cashflows/cashflows.hpp                         |   6 +-
 ql/cashflows/cashflowvectors.hpp                   |  18 +-
 ql/cashflows/cmscoupon.cpp                         |   4 +-
 ql/cashflows/cmscoupon.hpp                         |  10 +-
 ql/cashflows/conundrumpricer.cpp                   |  44 +--
 ql/cashflows/conundrumpricer.hpp                   |  30 +-
 ql/cashflows/couponpricer.cpp                      |  56 ++--
 ql/cashflows/couponpricer.hpp                      |  26 +-
 ql/cashflows/cpicoupon.cpp                         |  16 +-
 ql/cashflows/cpicoupon.hpp                         |  14 +-
 ql/cashflows/digitalcmscoupon.cpp                  |   8 +-
 ql/cashflows/digitalcmscoupon.hpp                  |  16 +-
 ql/cashflows/digitalcoupon.cpp                     |   4 +-
 ql/cashflows/digitalcoupon.hpp                     |  12 +-
 ql/cashflows/digitaliborcoupon.cpp                 |   8 +-
 ql/cashflows/digitaliborcoupon.hpp                 |  16 +-
 ql/cashflows/dividend.cpp                          |   6 +-
 ql/cashflows/dividend.hpp                          |   2 +-
 ql/cashflows/fixedratecoupon.cpp                   |  10 +-
 ql/cashflows/floatingratecoupon.cpp                |   4 +-
 ql/cashflows/floatingratecoupon.hpp                |  16 +-
 ql/cashflows/iborcoupon.cpp                        |   8 +-
 ql/cashflows/iborcoupon.hpp                        |  10 +-
 ql/cashflows/indexedcashflow.hpp                   |   6 +-
 ql/cashflows/inflationcoupon.cpp                   |   4 +-
 ql/cashflows/inflationcoupon.hpp                   |  16 +-
 ql/cashflows/lineartsrpricer.cpp                   |   6 +-
 ql/cashflows/lineartsrpricer.hpp                   |  12 +-
 ql/cashflows/overnightindexedcoupon.cpp            |  11 +-
 ql/cashflows/overnightindexedcoupon.hpp            |   6 +-
 ql/cashflows/rangeaccrual.cpp                      |  20 +-
 ql/cashflows/rangeaccrual.hpp                      |  20 +-
 ql/cashflows/yoyinflationcoupon.cpp                |  14 +-
 ql/cashflows/yoyinflationcoupon.hpp                |  14 +-
 ql/currencies/africa.cpp                           |   2 +-
 ql/currencies/america.cpp                          |  24 +-
 ql/currencies/asia.cpp                             |  38 +--
 ql/currencies/crypto.cpp                           |  16 +-
 ql/currencies/europe.cpp                           |  74 ++---
 ql/currencies/oceania.cpp                          |   4 +-
 ql/currency.hpp                                    |   2 +-
 ql/discretizedasset.hpp                            |  12 +-
 ql/errors.cpp                                      |   2 +-
 ql/errors.hpp                                      |   2 +-
 ql/exchangerate.cpp                                |   4 +-
 ql/exchangerate.hpp                                |   4 +-
 .../amortizingbonds/amortizingcmsratebond.cpp      |   2 +-
 .../amortizingbonds/amortizingcmsratebond.hpp      |   2 +-
 .../amortizingbonds/amortizingfloatingratebond.cpp |   2 +-
 .../amortizingbonds/amortizingfloatingratebond.hpp |   2 +-
 .../averageois/arithmeticaverageois.cpp            |   8 +-
 .../averageois/arithmeticaverageois.hpp            |   8 +-
 .../averageois/arithmeticoisratehelper.cpp         |  10 +-
 .../averageois/arithmeticoisratehelper.hpp         |   8 +-
 .../averageois/averageoiscouponpricer.cpp          |   3 +-
 .../averageois/makearithmeticaverageois.cpp        |  18 +-
 .../averageois/makearithmeticaverageois.hpp        |  10 +-
 .../analyticdoublebarrierbinaryengine.cpp          |  16 +-
 .../analyticdoublebarrierbinaryengine.hpp          |   4 +-
 .../barrieroption/analyticdoublebarrierengine.cpp  |   8 +-
 .../barrieroption/analyticdoublebarrierengine.hpp  |   4 +-
 .../barrieroption/binomialdoublebarrierengine.hpp  |  18 +-
 .../barrieroption/doublebarrieroption.cpp          |  10 +-
 .../barrieroption/doublebarrieroption.hpp          |   6 +-
 .../perturbativebarrieroptionengine.cpp            |  28 +-
 .../perturbativebarrieroptionengine.hpp            |   4 +-
 .../barrieroption/quantodoublebarrieroption.cpp    |   4 +-
 .../barrieroption/quantodoublebarrieroption.hpp    |   4 +-
 .../barrieroption/vannavolgabarrierengine.cpp      |   8 +-
 .../vannavolgadoublebarrierengine.hpp              |  10 +-
 .../barrieroption/wulinyongdoublebarrierengine.cpp |   8 +-
 .../barrieroption/wulinyongdoublebarrierengine.hpp |   4 +-
 .../callablebonds/blackcallablebondengine.cpp      |   2 +-
 ql/experimental/callablebonds/callablebond.cpp     |   8 +-
 ql/experimental/callablebonds/callablebond.hpp     |   6 +-
 .../callablebonds/callablebondconstantvol.cpp      |   8 +-
 .../callablebonds/callablebondconstantvol.hpp      |   2 +-
 .../callablebonds/callablebondvolstructure.hpp     |   8 +-
 .../callablebonds/treecallablebondengine.cpp       |   8 +-
 .../callablebonds/treecallablebondengine.hpp       |   8 +-
 ql/experimental/catbonds/catbond.cpp               |   8 +-
 ql/experimental/catbonds/catbond.hpp               |  14 +-
 ql/experimental/catbonds/catrisk.cpp               |   8 +-
 ql/experimental/catbonds/catrisk.hpp               |  14 +-
 .../catbonds/montecarlocatbondengine.cpp           |   6 +-
 .../catbonds/montecarlocatbondengine.hpp           |   6 +-
 ql/experimental/catbonds/riskynotional.hpp         |   8 +-
 ql/experimental/commodities/commodity.cpp          |   2 +-
 ql/experimental/commodities/commodity.hpp          |   6 +-
 ql/experimental/commodities/commoditycashflow.cpp  |   4 +-
 ql/experimental/commodities/commoditycashflow.hpp  |   2 +-
 ql/experimental/commodities/commoditycurve.cpp     |   2 +-
 ql/experimental/commodities/commoditycurve.hpp     |  16 +-
 ql/experimental/commodities/commodityindex.cpp     |   4 +-
 ql/experimental/commodities/commodityindex.hpp     |  12 +-
 .../commodities/commoditypricinghelpers.cpp        |   4 +-
 ql/experimental/commodities/commoditytype.cpp      |   6 +-
 ql/experimental/commodities/commoditytype.hpp      |   4 +-
 ql/experimental/commodities/energybasisswap.cpp    |  12 +-
 ql/experimental/commodities/energybasisswap.hpp    |  18 +-
 ql/experimental/commodities/energycommodity.cpp    |   2 +-
 ql/experimental/commodities/energycommodity.hpp    |   2 +-
 ql/experimental/commodities/energyfuture.cpp       |   4 +-
 ql/experimental/commodities/energyfuture.hpp       |   8 +-
 ql/experimental/commodities/energyswap.cpp         |   2 +-
 ql/experimental/commodities/energyswap.hpp         |   2 +-
 ql/experimental/commodities/energyvanillaswap.cpp  |   8 +-
 ql/experimental/commodities/energyvanillaswap.hpp  |   8 +-
 ql/experimental/commodities/paymentterm.cpp        |   6 +-
 ql/experimental/commodities/paymentterm.hpp        |   4 +-
 .../commodities/petroleumunitsofmeasure.hpp        |  14 +-
 ql/experimental/commodities/pricingperiod.hpp      |   2 +-
 ql/experimental/commodities/unitofmeasure.cpp      |   6 +-
 ql/experimental/commodities/unitofmeasure.hpp      |   6 +-
 .../commodities/unitofmeasureconversion.cpp        |   9 +-
 .../commodities/unitofmeasureconversion.hpp        |   6 +-
 .../convertiblebonds/binomialconvertibleengine.hpp |  20 +-
 .../convertiblebonds/convertiblebond.cpp           |  24 +-
 .../convertiblebonds/convertiblebond.hpp           |  14 +-
 .../convertiblebonds/discretizedconvertible.cpp    |   4 +-
 .../convertiblebonds/discretizedconvertible.hpp    |   4 +-
 ql/experimental/convertiblebonds/tflattice.hpp     |   4 +-
 ql/experimental/coupons/cmsspreadcoupon.cpp        |   4 +-
 ql/experimental/coupons/cmsspreadcoupon.hpp        |  14 +-
 ql/experimental/coupons/digitalcmsspreadcoupon.cpp |   8 +-
 ql/experimental/coupons/digitalcmsspreadcoupon.hpp |  16 +-
 .../coupons/lognormalcmsspreadpricer.cpp           |  10 +-
 .../coupons/lognormalcmsspreadpricer.hpp           |  14 +-
 ql/experimental/coupons/proxyibor.cpp              |   2 +-
 ql/experimental/coupons/proxyibor.hpp              |   4 +-
 .../coupons/strippedcapflooredcoupon.cpp           |   6 +-
 .../coupons/strippedcapflooredcoupon.hpp           |   8 +-
 ql/experimental/coupons/subperiodcoupons.cpp       |   6 +-
 ql/experimental/coupons/subperiodcoupons.hpp       |   6 +-
 ql/experimental/coupons/swapspreadindex.cpp        |   6 +-
 ql/experimental/coupons/swapspreadindex.hpp        |  10 +-
 .../credit/basecorrelationlossmodel.hpp            |  28 +-
 ql/experimental/credit/basket.cpp                  |  10 +-
 ql/experimental/credit/basket.hpp                  |  20 +-
 ql/experimental/credit/binomiallossmodel.hpp       |   4 +-
 ql/experimental/credit/cdsoption.cpp               |  14 +-
 ql/experimental/credit/cdsoption.hpp               |  10 +-
 ql/experimental/credit/defaultevent.cpp            |   4 +-
 ql/experimental/credit/defaultevent.hpp            |   6 +-
 ql/experimental/credit/defaultlossmodel.hpp        |   2 +-
 ql/experimental/credit/defaultprobabilitykey.cpp   |  10 +-
 ql/experimental/credit/defaultprobabilitykey.hpp   |   6 +-
 .../credit/defaultprobabilitylatentmodel.hpp       |  16 +-
 ql/experimental/credit/homogeneouspooldef.hpp      |   4 +-
 ql/experimental/credit/inhomogeneouspooldef.hpp    |   4 +-
 ql/experimental/credit/integralcdoengine.cpp       |   2 +-
 ql/experimental/credit/integralntdengine.cpp       |   2 +-
 .../credit/interpolatedaffinehazardratecurve.hpp   |  24 +-
 ql/experimental/credit/issuer.cpp                  |  12 +-
 ql/experimental/credit/issuer.hpp                  |  10 +-
 ql/experimental/credit/midpointcdoengine.cpp       |   2 +-
 ql/experimental/credit/nthtodefault.cpp            |   2 +-
 ql/experimental/credit/nthtodefault.hpp            |   8 +-
 ql/experimental/credit/onefactoraffinesurvival.hpp |   8 +-
 .../credit/randomdefaultlatentmodel.hpp            |  12 +-
 ql/experimental/credit/randomdefaultmodel.cpp      |   2 +-
 ql/experimental/credit/randomdefaultmodel.hpp      |   6 +-
 ql/experimental/credit/randomlosslatentmodel.hpp   |   8 +-
 ql/experimental/credit/recoveryratemodel.cpp       |   2 +-
 ql/experimental/credit/recursivelossmodel.hpp      |   4 +-
 ql/experimental/credit/riskyassetswap.cpp          |   4 +-
 ql/experimental/credit/riskyassetswap.hpp          |   2 +-
 ql/experimental/credit/riskyassetswapoption.cpp    |   2 +-
 ql/experimental/credit/riskyassetswapoption.hpp    |   4 +-
 ql/experimental/credit/riskybond.cpp               |  44 +--
 ql/experimental/credit/riskybond.hpp               |  36 +--
 ql/experimental/credit/saddlepointlossmodel.hpp    |   4 +-
 ql/experimental/credit/spotlosslatentmodel.hpp     |  20 +-
 ql/experimental/credit/syntheticcdo.cpp            |   6 +-
 ql/experimental/credit/syntheticcdo.hpp            |   8 +-
 .../analyticamericanmargrabeengine.cpp             |  22 +-
 .../analyticamericanmargrabeengine.hpp             |   8 +-
 .../exoticoptions/analyticcomplexchooserengine.cpp |   4 +-
 .../exoticoptions/analyticcomplexchooserengine.hpp |   4 +-
 .../exoticoptions/analyticcompoundoptionengine.cpp |  16 +-
 .../exoticoptions/analyticcompoundoptionengine.hpp |   8 +-
 .../analyticeuropeanmargrabeengine.cpp             |   8 +-
 .../analyticeuropeanmargrabeengine.hpp             |   8 +-
 .../analyticholderextensibleoptionengine.cpp       |  12 +-
 .../analyticholderextensibleoptionengine.hpp       |   4 +-
 .../analyticpartialtimebarrieroptionengine.cpp     |  10 +-
 .../analyticpartialtimebarrieroptionengine.hpp     |   4 +-
 .../exoticoptions/analyticpdfhestonengine.cpp      |   4 +-
 .../exoticoptions/analyticpdfhestonengine.hpp      |   4 +-
 .../exoticoptions/analyticsimplechooserengine.cpp  |   4 +-
 .../exoticoptions/analyticsimplechooserengine.hpp  |   4 +-
 .../analytictwoassetbarrierengine.cpp              |   8 +-
 .../analytictwoassetbarrierengine.hpp              |   8 +-
 .../analytictwoassetcorrelationengine.cpp          |   8 +-
 .../analytictwoassetcorrelationengine.hpp          |   8 +-
 .../analyticwriterextensibleoptionengine.cpp       |  10 +-
 .../analyticwriterextensibleoptionengine.hpp       |   4 +-
 .../exoticoptions/complexchooseroption.cpp         |   4 +-
 .../exoticoptions/complexchooseroption.hpp         |  12 +-
 ql/experimental/exoticoptions/compoundoption.cpp   |   8 +-
 ql/experimental/exoticoptions/compoundoption.hpp   |  16 +-
 .../continuousarithmeticasianlevyengine.cpp        |   4 +-
 .../continuousarithmeticasianlevyengine.hpp        |   4 +-
 .../continuousarithmeticasianvecerengine.cpp       |   4 +-
 .../continuousarithmeticasianvecerengine.hpp       |   4 +-
 ql/experimental/exoticoptions/everestoption.cpp    |   4 +-
 ql/experimental/exoticoptions/everestoption.hpp    |   2 +-
 ql/experimental/exoticoptions/himalayaoption.cpp   |   4 +-
 .../exoticoptions/holderextensibleoption.cpp       |   4 +-
 .../exoticoptions/holderextensibleoption.hpp       |   4 +-
 .../exoticoptions/kirkspreadoptionengine.cpp       |   6 +-
 .../exoticoptions/kirkspreadoptionengine.hpp       |   8 +-
 ql/experimental/exoticoptions/margrabeoption.cpp   |   4 +-
 ql/experimental/exoticoptions/margrabeoption.hpp   |   2 +-
 ql/experimental/exoticoptions/mceverestengine.hpp  |  30 +-
 ql/experimental/exoticoptions/mchimalayaengine.cpp |   2 +-
 ql/experimental/exoticoptions/mchimalayaengine.hpp |  34 +-
 ql/experimental/exoticoptions/mcpagodaengine.hpp   |  30 +-
 ql/experimental/exoticoptions/pagodaoption.cpp     |   4 +-
 .../exoticoptions/partialtimebarrieroption.cpp     |   4 +-
 .../exoticoptions/partialtimebarrieroption.hpp     |   4 +-
 .../exoticoptions/simplechooseroption.cpp          |   4 +-
 .../exoticoptions/simplechooseroption.hpp          |   2 +-
 ql/experimental/exoticoptions/spreadoption.hpp     |   4 +-
 .../exoticoptions/twoassetbarrieroption.cpp        |   4 +-
 .../exoticoptions/twoassetbarrieroption.hpp        |   4 +-
 .../exoticoptions/twoassetcorrelationoption.cpp    |   2 +-
 .../exoticoptions/twoassetcorrelationoption.hpp    |   2 +-
 .../exoticoptions/writerextensibleoption.cpp       |   8 +-
 .../exoticoptions/writerextensibleoption.hpp       |  20 +-
 .../finitedifferences/bsmrndcalculator.cpp         |   2 +-
 .../finitedifferences/bsmrndcalculator.hpp         |   4 +-
 .../dynprogvppintrinsicvalueengine.cpp             |  10 +-
 .../dynprogvppintrinsicvalueengine.hpp             |   4 +-
 .../finitedifferences/fdextoujumpvanillaengine.cpp |  18 +-
 .../finitedifferences/fdextoujumpvanillaengine.hpp |   8 +-
 .../fdhestondoublebarrierengine.cpp                |  22 +-
 .../fdhestondoublebarrierengine.hpp                |   8 +-
 .../finitedifferences/fdklugeextouspreadengine.cpp |  34 +-
 .../finitedifferences/fdklugeextouspreadengine.hpp |  20 +-
 .../finitedifferences/fdmblackscholesfwdop.cpp     |   8 +-
 .../finitedifferences/fdmblackscholesfwdop.hpp     |  12 +-
 .../finitedifferences/fdmdupire1dop.cpp            |   2 +-
 .../finitedifferences/fdmdupire1dop.hpp            |   4 +-
 .../fdmexpextouinnervaluecalculator.hpp            |  12 +-
 .../fdmextendedornsteinuhlenbeckop.cpp             |   8 +-
 .../fdmextendedornsteinuhlenbeckop.hpp             |  12 +-
 .../fdmextoujumpmodelinnervalue.hpp                |  14 +-
 .../finitedifferences/fdmextoujumpop.cpp           |  20 +-
 .../finitedifferences/fdmextoujumpop.hpp           |  18 +-
 .../finitedifferences/fdmextoujumpsolver.cpp       |   6 +-
 .../finitedifferences/fdmextoujumpsolver.hpp       |   6 +-
 .../finitedifferences/fdmhestonfwdop.cpp           |  10 +-
 .../finitedifferences/fdmhestonfwdop.hpp           |  28 +-
 .../finitedifferences/fdmhestongreensfct.cpp       |   6 +-
 .../finitedifferences/fdmhestongreensfct.hpp       |   8 +-
 .../finitedifferences/fdmklugeextouop.cpp          |  10 +-
 .../finitedifferences/fdmklugeextouop.hpp          |  18 +-
 .../finitedifferences/fdmklugeextousolver.hpp      |  10 +-
 .../finitedifferences/fdmlocalvolfwdop.cpp         |  12 +-
 .../finitedifferences/fdmlocalvolfwdop.hpp         |  16 +-
 .../finitedifferences/fdmsimple2dextousolver.hpp   |  10 +-
 .../fdmsimple3dextoujumpsolver.hpp                 |  10 +-
 .../fdmspreadpayoffinnervalue.hpp                  |  12 +-
 .../finitedifferences/fdmsquarerootfwdop.cpp       |   6 +-
 .../finitedifferences/fdmsquarerootfwdop.hpp       |   8 +-
 .../fdmvppstartlimitstepcondition.cpp              |   4 +-
 .../fdmvppstartlimitstepcondition.hpp              |   4 +-
 .../finitedifferences/fdmvppstepcondition.cpp      |   6 +-
 .../finitedifferences/fdmvppstepcondition.hpp      |  12 +-
 .../fdmvppstepconditionfactory.cpp                 |  12 +-
 .../fdmvppstepconditionfactory.hpp                 |   8 +-
 ql/experimental/finitedifferences/fdmzabrop.cpp    |   6 +-
 ql/experimental/finitedifferences/fdmzabrop.hpp    |  10 +-
 .../fdornsteinuhlenbeckvanillaengine.cpp           |  26 +-
 .../fdornsteinuhlenbeckvanillaengine.hpp           |   8 +-
 .../fdsimpleextoujumpswingengine.cpp               |  30 +-
 .../fdsimpleextoujumpswingengine.hpp               |  12 +-
 .../fdsimpleextoustorageengine.cpp                 |  34 +-
 .../fdsimpleextoustorageengine.hpp                 |  12 +-
 .../fdsimpleklugeextouvppengine.cpp                |  54 ++--
 .../fdsimpleklugeextouvppengine.hpp                |  16 +-
 .../finitedifferences/gbsmrndcalculator.cpp        |   2 +-
 .../finitedifferences/gbsmrndcalculator.hpp        |   4 +-
 .../finitedifferences/hestonrndcalculator.cpp      |   6 +-
 .../finitedifferences/hestonrndcalculator.hpp      |   4 +-
 .../finitedifferences/localvolrndcalculator.cpp    |  28 +-
 .../finitedifferences/localvolrndcalculator.hpp    |  38 +--
 .../finitedifferences/modtriplebandlinearop.hpp    |   2 +-
 .../finitedifferences/vanillavppoption.cpp         |   8 +-
 .../finitedifferences/vanillavppoption.hpp         |   2 +-
 ql/experimental/inflation/genericindexes.hpp       |   2 +-
 .../inflation/interpolatedyoyoptionletstripper.hpp |  42 +--
 .../kinterpolatedyoyoptionletvolatilitysurface.hpp |  18 +-
 .../inflation/piecewiseyoyoptionletvolatility.hpp  |   4 +-
 ql/experimental/inflation/polynomial2Dspline.hpp   |   2 +-
 .../inflation/yoycapfloortermpricesurface.cpp      |   2 +-
 .../inflation/yoycapfloortermpricesurface.hpp      |  26 +-
 ql/experimental/inflation/yoyoptionlethelpers.cpp  |   8 +-
 ql/experimental/inflation/yoyoptionlethelpers.hpp  |  10 +-
 ql/experimental/inflation/yoyoptionletstripper.hpp |   8 +-
 ql/experimental/lattices/extendedbinomialtree.cpp  |  14 +-
 ql/experimental/lattices/extendedbinomialtree.hpp  |  22 +-
 ql/experimental/math/fireflyalgorithm.cpp          |   4 +-
 ql/experimental/math/fireflyalgorithm.hpp          |   8 +-
 ql/experimental/math/hybridsimulatedannealing.hpp  |   6 +-
 ql/experimental/math/latentmodel.hpp               |   8 +-
 ql/experimental/math/multidimintegrator.cpp        |   2 +-
 ql/experimental/math/multidimintegrator.hpp        |   4 +-
 ql/experimental/math/particleswarmoptimization.cpp |   8 +-
 ql/experimental/math/particleswarmoptimization.hpp |  12 +-
 ql/experimental/math/piecewiseintegral.cpp         |   2 +-
 ql/experimental/math/piecewiseintegral.hpp         |   4 +-
 .../mcbasket/longstaffschwartzmultipathpricer.cpp  |   2 +-
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |   4 +-
 ql/experimental/mcbasket/mcamericanpathengine.hpp  |  26 +-
 .../mcbasket/mclongstaffschwartzpathengine.hpp     |  22 +-
 ql/experimental/mcbasket/mcpathbasketengine.cpp    |   2 +-
 ql/experimental/mcbasket/mcpathbasketengine.hpp    |  40 +--
 ql/experimental/mcbasket/pathmultiassetoption.cpp  |   2 +-
 ql/experimental/mcbasket/pathmultiassetoption.hpp  |   8 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  68 ++--
 ql/experimental/models/hestonslvfdmmodel.hpp       |  12 +-
 ql/experimental/models/hestonslvmcmodel.cpp        |  24 +-
 ql/experimental/models/hestonslvmcmodel.hpp        |  14 +-
 ql/experimental/models/normalclvmodel.cpp          |   4 +-
 ql/experimental/models/normalclvmodel.hpp          |  14 +-
 ql/experimental/models/squarerootclvmodel.cpp      |   6 +-
 ql/experimental/models/squarerootclvmodel.hpp      |  14 +-
 .../processes/extendedblackscholesprocess.cpp      |   2 +-
 .../processes/extendedblackscholesprocess.hpp      |   4 +-
 .../processes/extendedornsteinuhlenbeckprocess.hpp |   2 +-
 .../processes/extouwithjumpsprocess.cpp            |   4 +-
 .../processes/extouwithjumpsprocess.hpp            |   6 +-
 .../processes/gemanroncoroniprocess.cpp            |   4 +-
 .../processes/gemanroncoroniprocess.hpp            |   2 +-
 ql/experimental/processes/hestonslvprocess.cpp     |   4 +-
 ql/experimental/processes/hestonslvprocess.hpp     |  10 +-
 ql/experimental/processes/klugeextouprocess.cpp    |   8 +-
 ql/experimental/processes/klugeextouprocess.hpp    |  12 +-
 .../processes/vegastressedblackscholesprocess.cpp  |   2 +-
 .../processes/vegastressedblackscholesprocess.hpp  |   4 +-
 ql/experimental/risk/sensitivityanalysis.cpp       |  11 +-
 ql/experimental/risk/sensitivityanalysis.hpp       |  12 +-
 ql/experimental/shortrate/generalizedhullwhite.cpp |  12 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp |  22 +-
 .../swaptions/haganirregularswaptionengine.cpp     |  52 +--
 .../swaptions/haganirregularswaptionengine.hpp     |  14 +-
 ql/experimental/swaptions/irregularswap.cpp        |   4 +-
 ql/experimental/swaptions/irregularswaption.cpp    |  14 +-
 ql/experimental/swaptions/irregularswaption.hpp    |  10 +-
 .../termstructures/multicurvesensitivities.hpp     |   8 +-
 .../variancegamma/analyticvariancegammaengine.cpp  |   8 +-
 .../variancegamma/analyticvariancegammaengine.hpp  |   4 +-
 ql/experimental/variancegamma/fftengine.cpp        |  28 +-
 ql/experimental/variancegamma/fftengine.hpp        |  12 +-
 ql/experimental/variancegamma/fftvanillaengine.cpp |  12 +-
 ql/experimental/variancegamma/fftvanillaengine.hpp |   2 +-
 .../variancegamma/fftvariancegammaengine.cpp       |  10 +-
 .../variancegamma/fftvariancegammaengine.hpp       |   2 +-
 .../variancegamma/variancegammamodel.cpp           |   2 +-
 .../variancegamma/variancegammamodel.hpp           |   6 +-
 .../variancegamma/variancegammaprocess.cpp         |   2 +-
 .../integralhestonvarianceoptionengine.cpp         |   8 +-
 .../integralhestonvarianceoptionengine.hpp         |   4 +-
 ql/experimental/varianceoption/varianceoption.cpp  |   2 +-
 ql/experimental/varianceoption/varianceoption.hpp  |  10 +-
 ql/experimental/volatility/abcdatmvolcurve.cpp     |   4 +-
 ql/experimental/volatility/abcdatmvolcurve.hpp     |   2 +-
 ql/experimental/volatility/blackvolsurface.cpp     |   4 +-
 ql/experimental/volatility/blackvolsurface.hpp     |  14 +-
 .../volatility/interestratevolsurface.cpp          |   8 +-
 .../volatility/interestratevolsurface.hpp          |  12 +-
 ql/experimental/volatility/noarbsabr.cpp           |   2 +-
 ql/experimental/volatility/noarbsabr.hpp           |   2 +-
 .../noarbsabrinterpolatedsmilesection.cpp          |  16 +-
 .../noarbsabrinterpolatedsmilesection.hpp          |  22 +-
 .../volatility/noarbsabrinterpolation.hpp          |  26 +-
 .../volatility/noarbsabrsmilesection.hpp           |   4 +-
 ql/experimental/volatility/sabrvolsurface.cpp      |  10 +-
 ql/experimental/volatility/sabrvolsurface.hpp      |   4 +-
 .../volatility/sviinterpolatedsmilesection.cpp     |  16 +-
 .../volatility/sviinterpolatedsmilesection.hpp     |  22 +-
 ql/experimental/volatility/sviinterpolation.hpp    |  26 +-
 ql/experimental/volatility/zabr.cpp                |  52 +--
 .../volatility/zabrinterpolatedsmilesection.hpp    |  38 +--
 ql/experimental/volatility/zabrinterpolation.hpp   |  26 +-
 ql/experimental/volatility/zabrsmilesection.hpp    |  14 +-
 ql/handle.hpp                                      |  40 +--
 ql/indexes/ibor/libor.cpp                          |   4 +-
 ql/indexes/ibor/libor.hpp                          |   2 +-
 ql/indexes/ibor/shibor.cpp                         |   4 +-
 ql/indexes/ibor/shibor.hpp                         |   2 +-
 ql/indexes/iborindex.cpp                           |   8 +-
 ql/indexes/iborindex.hpp                           |   4 +-
 ql/indexes/indexmanager.cpp                        |   2 +-
 ql/indexes/indexmanager.hpp                        |   2 +-
 ql/indexes/inflationindex.cpp                      |   8 +-
 ql/indexes/inflationindex.hpp                      |   4 +-
 ql/indexes/region.cpp                              |  14 +-
 ql/indexes/region.hpp                              |   2 +-
 ql/indexes/swap/chfliborswap.cpp                   |  10 +-
 ql/indexes/swap/euriborswap.cpp                    |  26 +-
 ql/indexes/swap/eurliborswap.cpp                   |  26 +-
 ql/indexes/swap/gbpliborswap.cpp                   |  10 +-
 ql/indexes/swap/jpyliborswap.cpp                   |  10 +-
 ql/indexes/swap/usdliborswap.cpp                   |   8 +-
 ql/indexes/swapindex.cpp                           |  29 +-
 ql/indexes/swapindex.hpp                           |  30 +-
 ql/instrument.hpp                                  |   6 +-
 ql/instruments/asianoption.cpp                     |   8 +-
 ql/instruments/asianoption.hpp                     |   8 +-
 ql/instruments/assetswap.cpp                       |  31 +-
 ql/instruments/assetswap.hpp                       |  12 +-
 ql/instruments/barrieroption.cpp                   |  10 +-
 ql/instruments/barrieroption.hpp                   |   6 +-
 ql/instruments/basketoption.cpp                    |   4 +-
 ql/instruments/basketoption.hpp                    |  20 +-
 ql/instruments/bmaswap.cpp                         |   4 +-
 ql/instruments/bmaswap.hpp                         |   4 +-
 ql/instruments/bond.cpp                            |  19 +-
 ql/instruments/bond.hpp                            |   4 +-
 ql/instruments/bonds/btp.cpp                       |  14 +-
 ql/instruments/bonds/btp.hpp                       |  30 +-
 ql/instruments/bonds/cmsratebond.cpp               |   2 +-
 ql/instruments/bonds/cmsratebond.hpp               |   2 +-
 ql/instruments/bonds/cpibond.cpp                   |   2 +-
 ql/instruments/bonds/cpibond.hpp                   |   6 +-
 ql/instruments/bonds/floatingratebond.cpp          |   4 +-
 ql/instruments/bonds/floatingratebond.hpp          |   4 +-
 ql/instruments/callabilityschedule.hpp             |   2 +-
 ql/instruments/capfloor.cpp                        |  26 +-
 ql/instruments/capfloor.hpp                        |   6 +-
 ql/instruments/claim.cpp                           |   2 +-
 ql/instruments/claim.hpp                           |   4 +-
 ql/instruments/cliquetoption.cpp                   |   6 +-
 ql/instruments/cliquetoption.hpp                   |   4 +-
 ql/instruments/compositeinstrument.cpp             |   4 +-
 ql/instruments/compositeinstrument.hpp             |   6 +-
 ql/instruments/cpiswap.cpp                         |   6 +-
 ql/instruments/cpiswap.hpp                         |  16 +-
 ql/instruments/creditdefaultswap.cpp               |  16 +-
 ql/instruments/creditdefaultswap.hpp               |  20 +-
 ql/instruments/dividendbarrieroption.cpp           |   4 +-
 ql/instruments/dividendbarrieroption.hpp           |   4 +-
 ql/instruments/dividendschedule.hpp                |   2 +-
 ql/instruments/dividendvanillaoption.cpp           |  10 +-
 ql/instruments/dividendvanillaoption.hpp           |   6 +-
 ql/instruments/europeanoption.cpp                  |   4 +-
 ql/instruments/europeanoption.hpp                  |   4 +-
 ql/instruments/fixedratebondforward.cpp            |   4 +-
 ql/instruments/fixedratebondforward.hpp            |   4 +-
 ql/instruments/floatfloatswap.cpp                  |  44 +--
 ql/instruments/floatfloatswap.hpp                  |  20 +-
 ql/instruments/floatfloatswaption.cpp              |  14 +-
 ql/instruments/floatfloatswaption.hpp              |  16 +-
 ql/instruments/forward.cpp                         |   4 +-
 ql/instruments/forward.hpp                         |   4 +-
 ql/instruments/forwardrateagreement.cpp            |   6 +-
 ql/instruments/forwardrateagreement.hpp            |   4 +-
 ql/instruments/forwardvanillaoption.cpp            |   4 +-
 ql/instruments/forwardvanillaoption.hpp            |   4 +-
 ql/instruments/impliedvolatility.cpp               |  10 +-
 ql/instruments/impliedvolatility.hpp               |   6 +-
 ql/instruments/inflationcapfloor.cpp               |  14 +-
 ql/instruments/inflationcapfloor.hpp               |   6 +-
 ql/instruments/lookbackoption.cpp                  |  22 +-
 ql/instruments/lookbackoption.hpp                  |  16 +-
 ql/instruments/makecapfloor.cpp                    |  13 +-
 ql/instruments/makecapfloor.hpp                    |   8 +-
 ql/instruments/makecds.cpp                         |  12 +-
 ql/instruments/makecds.hpp                         |   6 +-
 ql/instruments/makecms.cpp                         |  14 +-
 ql/instruments/makecms.hpp                         |  18 +-
 ql/instruments/makeois.cpp                         |  18 +-
 ql/instruments/makeois.hpp                         |  10 +-
 ql/instruments/makeswaption.cpp                    |  20 +-
 ql/instruments/makeswaption.hpp                    |  16 +-
 ql/instruments/makevanillaswap.cpp                 |  18 +-
 ql/instruments/makevanillaswap.hpp                 |  10 +-
 ql/instruments/makeyoyinflationcapfloor.cpp        |  10 +-
 ql/instruments/makeyoyinflationcapfloor.hpp        |  10 +-
 ql/instruments/multiassetoption.cpp                |   4 +-
 ql/instruments/multiassetoption.hpp                |   4 +-
 ql/instruments/nonstandardswap.cpp                 |  24 +-
 ql/instruments/nonstandardswap.hpp                 |  12 +-
 ql/instruments/nonstandardswaption.cpp             |  18 +-
 ql/instruments/nonstandardswaption.hpp             |  16 +-
 ql/instruments/oneassetoption.cpp                  |   4 +-
 ql/instruments/oneassetoption.hpp                  |   4 +-
 ql/instruments/overnightindexedswap.cpp            |   4 +-
 ql/instruments/overnightindexedswap.hpp            |   8 +-
 ql/instruments/quantobarrieroption.cpp             |   4 +-
 ql/instruments/quantobarrieroption.hpp             |   4 +-
 ql/instruments/quantoforwardvanillaoption.cpp      |   4 +-
 ql/instruments/quantoforwardvanillaoption.hpp      |   4 +-
 ql/instruments/quantovanillaoption.cpp             |   4 +-
 ql/instruments/quantovanillaoption.hpp             |   4 +-
 ql/instruments/swap.cpp                            |   2 +-
 ql/instruments/swaption.hpp                        |  10 +-
 ql/instruments/vanillaoption.cpp                   |  10 +-
 ql/instruments/vanillaoption.hpp                   |   6 +-
 ql/instruments/vanillastorageoption.hpp            |   8 +-
 ql/instruments/vanillaswap.cpp                     |   6 +-
 ql/instruments/vanillaswap.hpp                     |   8 +-
 ql/instruments/vanillaswingoption.hpp              |   8 +-
 ql/instruments/yearonyearinflationswap.cpp         |   6 +-
 ql/instruments/yearonyearinflationswap.hpp         |   8 +-
 ql/instruments/zerocouponinflationswap.cpp         |   8 +-
 ql/instruments/zerocouponinflationswap.hpp         |   6 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.cpp      |   8 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.hpp      |  12 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp  |   4 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp  |   4 +-
 ql/legacy/libormarketmodels/lfmprocess.cpp         |  12 +-
 ql/legacy/libormarketmodels/lfmprocess.hpp         |  12 +-
 ql/legacy/libormarketmodels/lfmswaptionengine.cpp  |   6 +-
 ql/legacy/libormarketmodels/lfmswaptionengine.hpp  |   2 +-
 ql/legacy/libormarketmodels/liborforwardmodel.cpp  |  14 +-
 ql/legacy/libormarketmodels/liborforwardmodel.hpp  |  14 +-
 .../libormarketmodels/lmconstwrappercorrmodel.hpp  |   4 +-
 .../libormarketmodels/lmconstwrappervolmodel.hpp   |   4 +-
 ql/math/comparison.hpp                             |  10 +-
 ql/math/integrals/twodimensionalintegral.hpp       |   6 +-
 ql/math/interpolation.hpp                          |   2 +-
 ql/math/interpolations/abcdinterpolation.hpp       |  36 +--
 .../interpolations/backwardflatinterpolation.hpp   |   2 +-
 .../backwardflatlinearinterpolation.hpp            |   2 +-
 .../interpolations/bicubicsplineinterpolation.hpp  |   2 +-
 ql/math/interpolations/bilinearinterpolation.hpp   |   2 +-
 .../interpolations/convexmonotoneinterpolation.hpp |  58 ++--
 ql/math/interpolations/cubicinterpolation.hpp      |   4 +-
 ql/math/interpolations/flatextrapolation2d.hpp     |   8 +-
 .../interpolations/forwardflatinterpolation.hpp    |   2 +-
 ql/math/interpolations/interpolation2d.hpp         |   2 +-
 ql/math/interpolations/kernelinterpolation.hpp     |   2 +-
 ql/math/interpolations/kernelinterpolation2d.hpp   |   2 +-
 ql/math/interpolations/linearinterpolation.hpp     |   2 +-
 ql/math/interpolations/loginterpolation.hpp        |   6 +-
 ql/math/interpolations/mixedinterpolation.hpp      |   2 +-
 ql/math/interpolations/sabrinterpolation.hpp       |  26 +-
 ql/math/interpolations/xabrinterpolation.hpp       |  16 +-
 ql/math/optimization/bfgs.hpp                      |   4 +-
 ql/math/optimization/conjugategradient.hpp         |   4 +-
 ql/math/optimization/constraint.cpp                |   2 +-
 ql/math/optimization/constraint.hpp                |  16 +-
 ql/math/optimization/leastsquare.cpp               |   4 +-
 ql/math/optimization/leastsquare.hpp               |   4 +-
 ql/math/optimization/linesearchbasedmethod.cpp     |   4 +-
 ql/math/optimization/linesearchbasedmethod.hpp     |   6 +-
 ql/math/optimization/projectedconstraint.hpp       |   4 +-
 ql/math/optimization/steepestdescent.hpp           |   4 +-
 ql/math/randomnumbers/rngtraits.hpp                |   8 +-
 ql/methods/finitedifferences/bsmoperator.cpp       |   2 +-
 ql/methods/finitedifferences/bsmoperator.hpp       |   2 +-
 ql/methods/finitedifferences/expliciteuler.hpp     |   2 +-
 .../meshers/concentrating1dmesher.cpp              |   4 +-
 .../meshers/fdmblackscholesmesher.cpp              |  14 +-
 .../meshers/fdmblackscholesmesher.hpp              |   4 +-
 .../meshers/fdmblackscholesmultistrikemesher.cpp   |   8 +-
 .../meshers/fdmblackscholesmultistrikemesher.hpp   |   2 +-
 .../meshers/fdmhestonvariancemesher.cpp            |   2 +-
 .../meshers/fdmhestonvariancemesher.hpp            |   2 +-
 ql/methods/finitedifferences/meshers/fdmmesher.hpp |   6 +-
 .../meshers/fdmmeshercomposite.cpp                 |  42 +--
 .../meshers/fdmmeshercomposite.hpp                 |  30 +-
 .../meshers/fdmsimpleprocess1dmesher.cpp           |   2 +-
 .../meshers/fdmsimpleprocess1dmesher.hpp           |   2 +-
 .../meshers/uniformgridmesher.cpp                  |   2 +-
 .../meshers/uniformgridmesher.hpp                  |   2 +-
 ql/methods/finitedifferences/operatorfactory.hpp   |   4 +-
 .../operators/fdm2dblackscholesop.cpp              |  12 +-
 .../operators/fdm2dblackscholesop.hpp              |  12 +-
 .../finitedifferences/operators/fdmbatesop.cpp     |  25 +-
 .../finitedifferences/operators/fdmbatesop.hpp     |  16 +-
 .../operators/fdmblackscholesop.cpp                |   8 +-
 .../operators/fdmblackscholesop.hpp                |  12 +-
 ql/methods/finitedifferences/operators/fdmg2op.cpp |   6 +-
 ql/methods/finitedifferences/operators/fdmg2op.hpp |   6 +-
 .../operators/fdmhestonhullwhiteop.cpp             |  16 +-
 .../operators/fdmhestonhullwhiteop.hpp             |  20 +-
 .../finitedifferences/operators/fdmhestonop.cpp    |  26 +-
 .../finitedifferences/operators/fdmhestonop.hpp    |  38 +--
 .../finitedifferences/operators/fdmhullwhiteop.cpp |   6 +-
 .../finitedifferences/operators/fdmhullwhiteop.hpp |   6 +-
 .../operators/fdmornsteinuhlenbeckop.cpp           |   8 +-
 .../operators/fdmornsteinuhlenbeckop.hpp           |  12 +-
 .../operators/firstderivativeop.cpp                |   4 +-
 .../operators/firstderivativeop.hpp                |   2 +-
 .../operators/ninepointlinearop.cpp                |   8 +-
 .../operators/ninepointlinearop.hpp                |   4 +-
 .../operators/secondderivativeop.cpp               |   4 +-
 .../operators/secondderivativeop.hpp               |   2 +-
 .../operators/secondordermixedderivativeop.cpp     |   4 +-
 .../operators/secondordermixedderivativeop.hpp     |   2 +-
 .../operators/triplebandlinearop.cpp               |  12 +-
 .../operators/triplebandlinearop.hpp               |   4 +-
 ql/methods/finitedifferences/operatortraits.hpp    |   2 +-
 ql/methods/finitedifferences/parallelevolver.hpp   |   6 +-
 ql/methods/finitedifferences/pde.hpp               |   2 +-
 ql/methods/finitedifferences/pdebsm.hpp            |   2 +-
 ql/methods/finitedifferences/pdeshortrate.hpp      |   2 +-
 .../finitedifferences/schemes/craigsneydscheme.cpp |   2 +-
 .../finitedifferences/schemes/craigsneydscheme.hpp |   4 +-
 .../finitedifferences/schemes/douglasscheme.cpp    |   2 +-
 .../finitedifferences/schemes/douglasscheme.hpp    |   4 +-
 .../schemes/expliciteulerscheme.cpp                |   2 +-
 .../schemes/expliciteulerscheme.hpp                |   4 +-
 .../schemes/hundsdorferscheme.cpp                  |   2 +-
 .../schemes/hundsdorferscheme.hpp                  |   4 +-
 .../schemes/impliciteulerscheme.cpp                |   2 +-
 .../schemes/impliciteulerscheme.hpp                |   6 +-
 .../schemes/methodoflinesscheme.cpp                |   2 +-
 .../schemes/methodoflinesscheme.hpp                |   4 +-
 .../schemes/modifiedcraigsneydscheme.cpp           |   2 +-
 .../schemes/modifiedcraigsneydscheme.hpp           |   4 +-
 .../finitedifferences/solvers/fdm1dimsolver.cpp    |   6 +-
 .../finitedifferences/solvers/fdm1dimsolver.hpp    |  10 +-
 .../solvers/fdm2dblackscholessolver.cpp            |   2 +-
 .../solvers/fdm2dblackscholessolver.hpp            |   2 +-
 .../finitedifferences/solvers/fdm2dimsolver.cpp    |   6 +-
 .../finitedifferences/solvers/fdm2dimsolver.hpp    |  10 +-
 .../finitedifferences/solvers/fdm3dimsolver.cpp    |   6 +-
 .../finitedifferences/solvers/fdm3dimsolver.hpp    |  10 +-
 .../solvers/fdmbackwardsolver.cpp                  |   4 +-
 .../solvers/fdmbackwardsolver.hpp                  |   8 +-
 .../finitedifferences/solvers/fdmbatessolver.cpp   |   6 +-
 .../finitedifferences/solvers/fdmbatessolver.hpp   |   2 +-
 .../solvers/fdmblackscholessolver.cpp              |   2 +-
 .../solvers/fdmblackscholessolver.hpp              |   2 +-
 .../finitedifferences/solvers/fdmg2solver.cpp      |   4 +-
 .../finitedifferences/solvers/fdmg2solver.hpp      |   2 +-
 .../solvers/fdmhestonhullwhitesolver.cpp           |   2 +-
 .../solvers/fdmhestonhullwhitesolver.hpp           |   2 +-
 .../finitedifferences/solvers/fdmhestonsolver.cpp  |   6 +-
 .../finitedifferences/solvers/fdmhestonsolver.hpp  |   8 +-
 .../solvers/fdmhullwhitesolver.cpp                 |   2 +-
 .../solvers/fdmhullwhitesolver.hpp                 |   2 +-
 .../finitedifferences/solvers/fdmndimsolver.hpp    |  26 +-
 .../solvers/fdmsimple2dbssolver.cpp                |   2 +-
 .../solvers/fdmsimple2dbssolver.hpp                |   2 +-
 .../finitedifferences/solvers/fdmsolverdesc.hpp    |   6 +-
 ql/methods/finitedifferences/stepcondition.hpp     |   4 +-
 .../stepconditions/fdmamericanstepcondition.cpp    |   6 +-
 .../stepconditions/fdmamericanstepcondition.hpp    |   8 +-
 .../fdmarithmeticaveragecondition.cpp              |   2 +-
 .../fdmarithmeticaveragecondition.hpp              |   4 +-
 .../stepconditions/fdmbermudanstepcondition.cpp    |   6 +-
 .../stepconditions/fdmbermudanstepcondition.hpp    |   8 +-
 .../stepconditions/fdmsimplestoragecondition.cpp   |   8 +-
 .../stepconditions/fdmsimplestoragecondition.hpp   |   8 +-
 .../stepconditions/fdmsimpleswingcondition.cpp     |   6 +-
 .../stepconditions/fdmsimpleswingcondition.hpp     |   8 +-
 .../stepconditions/fdmstepconditioncomposite.cpp   |  26 +-
 .../stepconditions/fdmstepconditioncomposite.hpp   |  16 +-
 .../finitedifferences/tridiagonaloperator.hpp      |   2 +-
 .../utilities/fdmaffinemodelswapinnervalue.cpp     |   4 +-
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  32 +-
 .../utilities/fdmaffinemodeltermstructure.cpp      |   2 +-
 .../utilities/fdmaffinemodeltermstructure.hpp      |   4 +-
 .../utilities/fdmdirichletboundary.cpp             |   2 +-
 .../utilities/fdmdirichletboundary.hpp             |   2 +-
 .../utilities/fdmdividendhandler.cpp               |   2 +-
 .../utilities/fdmdividendhandler.hpp               |   4 +-
 .../utilities/fdmindicesonboundary.cpp             |   2 +-
 .../utilities/fdmindicesonboundary.hpp             |   2 +-
 .../utilities/fdminnervaluecalculator.cpp          |  10 +-
 .../utilities/fdminnervaluecalculator.hpp          |  16 +-
 .../utilities/fdmmesherintegral.cpp                |   6 +-
 .../utilities/fdmmesherintegral.hpp                |   4 +-
 .../utilities/fdmquantohelper.cpp                  |   6 +-
 .../utilities/fdmquantohelper.hpp                  |  10 +-
 .../utilities/fdmtimedepdirichletboundary.cpp      |   4 +-
 .../utilities/fdmtimedepdirichletboundary.hpp      |   4 +-
 ql/methods/lattices/binomialtree.cpp               |  14 +-
 ql/methods/lattices/binomialtree.hpp               |  20 +-
 ql/methods/lattices/bsmlattice.hpp                 |   6 +-
 ql/methods/lattices/lattice2d.hpp                  |  10 +-
 ql/methods/lattices/trinomialtree.cpp              |   2 +-
 ql/methods/lattices/trinomialtree.hpp              |   2 +-
 .../montecarlo/longstaffschwartzpathpricer.hpp     |  10 +-
 ql/methods/montecarlo/montecarlomodel.hpp          |  20 +-
 ql/methods/montecarlo/multipathgenerator.hpp       |   6 +-
 ql/methods/montecarlo/pathgenerator.hpp            |  10 +-
 ql/models/calibrationhelper.hpp                    |   4 +-
 ql/models/equity/batesmodel.cpp                    |   8 +-
 ql/models/equity/batesmodel.hpp                    |   8 +-
 ql/models/equity/gjrgarchmodel.cpp                 |   6 +-
 ql/models/equity/gjrgarchmodel.hpp                 |   6 +-
 ql/models/equity/hestonmodel.cpp                   |   2 +-
 ql/models/equity/hestonmodel.hpp                   |   8 +-
 ql/models/equity/hestonmodelhelper.cpp             |   4 +-
 ql/models/equity/hestonmodelhelper.hpp             |   2 +-
 ql/models/marketmodels/accountingengine.cpp        |   2 +-
 ql/models/marketmodels/accountingengine.hpp        |   4 +-
 ql/models/marketmodels/browniangenerator.hpp       |   2 +-
 .../browniangenerators/mtbrowniangenerator.cpp     |   4 +-
 .../browniangenerators/mtbrowniangenerator.hpp     |   2 +-
 .../browniangenerators/sobolbrowniangenerator.cpp  |   4 +-
 .../browniangenerators/sobolbrowniangenerator.hpp  |   2 +-
 .../callability/bermudanswaptionexercisevalue.cpp  |   2 +-
 .../callability/bermudanswaptionexercisevalue.hpp  |   4 +-
 .../marketmodels/callability/upperboundengine.cpp  |   6 +-
 .../marketmodels/callability/upperboundengine.hpp  |   8 +-
 .../correlations/cotswapfromfwdcorrelation.cpp     |   2 +-
 .../correlations/cotswapfromfwdcorrelation.hpp     |   4 +-
 .../evolvers/lognormalcmswapratepc.cpp             |   2 +-
 .../evolvers/lognormalcmswapratepc.hpp             |   6 +-
 .../evolvers/lognormalcotswapratepc.cpp            |   2 +-
 .../evolvers/lognormalcotswapratepc.hpp            |   6 +-
 .../evolvers/lognormalfwdrateballand.cpp           |   2 +-
 .../evolvers/lognormalfwdrateballand.hpp           |   6 +-
 .../evolvers/lognormalfwdrateeuler.cpp             |   2 +-
 .../evolvers/lognormalfwdrateeuler.hpp             |   6 +-
 .../evolvers/lognormalfwdrateeulerconstrained.cpp  |   2 +-
 .../evolvers/lognormalfwdrateeulerconstrained.hpp  |   6 +-
 .../evolvers/lognormalfwdrateiballand.cpp          |   2 +-
 .../evolvers/lognormalfwdrateiballand.hpp          |   6 +-
 .../marketmodels/evolvers/lognormalfwdrateipc.cpp  |   2 +-
 .../marketmodels/evolvers/lognormalfwdrateipc.hpp  |   6 +-
 .../marketmodels/evolvers/lognormalfwdratepc.cpp   |   2 +-
 .../marketmodels/evolvers/lognormalfwdratepc.hpp   |   6 +-
 .../marketmodels/evolvers/normalfwdratepc.cpp      |   2 +-
 .../marketmodels/evolvers/normalfwdratepc.hpp      |   6 +-
 ql/models/marketmodels/evolvers/svddfwdratepc.cpp  |   4 +-
 ql/models/marketmodels/evolvers/svddfwdratepc.hpp  |  10 +-
 .../historicalforwardratesanalysis.hpp             |  46 +--
 ql/models/marketmodels/historicalratesanalysis.cpp |   6 +-
 ql/models/marketmodels/historicalratesanalysis.hpp |  12 +-
 ql/models/marketmodels/marketmodel.hpp             |   2 +-
 ql/models/marketmodels/marketmodeldifferences.cpp  |   2 +-
 ql/models/marketmodels/marketmodeldifferences.hpp  |   2 +-
 ql/models/marketmodels/models/abcdvol.cpp          |   3 +-
 ql/models/marketmodels/models/abcdvol.hpp          |   2 +-
 ql/models/marketmodels/models/alphafinder.cpp      |   2 +-
 ql/models/marketmodels/models/alphafinder.hpp      |   4 +-
 .../models/capletcoterminalalphacalibration.cpp    |  14 +-
 .../models/capletcoterminalalphacalibration.hpp    |  16 +-
 .../models/capletcoterminalmaxhomogeneity.cpp      |   8 +-
 .../models/capletcoterminalmaxhomogeneity.hpp      |   8 +-
 .../models/capletcoterminalperiodic.cpp            |  12 +-
 .../models/capletcoterminalperiodic.hpp            |   4 +-
 .../models/capletcoterminalswaptioncalibration.cpp |   8 +-
 .../models/capletcoterminalswaptioncalibration.hpp |   8 +-
 .../marketmodels/models/cotswaptofwdadapter.cpp    |  10 +-
 .../marketmodels/models/cotswaptofwdadapter.hpp    |  10 +-
 .../marketmodels/models/ctsmmcapletcalibration.cpp |  12 +-
 .../marketmodels/models/ctsmmcapletcalibration.hpp |  18 +-
 ql/models/marketmodels/models/flatvol.cpp          |   9 +-
 ql/models/marketmodels/models/flatvol.hpp          |   4 +-
 ql/models/marketmodels/models/fwdperiodadapter.cpp |   2 +-
 ql/models/marketmodels/models/fwdperiodadapter.hpp |   2 +-
 .../marketmodels/models/fwdtocotswapadapter.cpp    |  10 +-
 .../marketmodels/models/fwdtocotswapadapter.hpp    |  10 +-
 ql/models/marketmodels/models/pseudorootfacade.cpp |   2 +-
 ql/models/marketmodels/models/pseudorootfacade.hpp |   2 +-
 .../models/volatilityinterpolationspecifier.hpp    |   4 +-
 .../volatilityinterpolationspecifierabcd.cpp       |  14 +-
 .../volatilityinterpolationspecifierabcd.hpp       |   8 +-
 .../marketmodels/pathwiseaccountingengine.cpp      |  12 +-
 .../marketmodels/pathwiseaccountingengine.hpp      |  24 +-
 .../pathwisegreeks/bumpinstrumentjacobian.cpp      |   2 +-
 .../pathwisegreeks/swaptionpseudojacobian.cpp      |   4 +-
 .../pathwisegreeks/swaptionpseudojacobian.hpp      |   8 +-
 .../pathwisegreeks/vegabumpcluster.cpp             |   6 +-
 .../pathwisegreeks/vegabumpcluster.hpp             |  10 +-
 .../multistep/multistepcoterminalswaptions.cpp     |   2 +-
 .../multistep/multistepcoterminalswaptions.hpp     |   4 +-
 .../products/multistep/multistepoptionlets.cpp     |   2 +-
 .../products/multistep/multistepoptionlets.hpp     |   4 +-
 .../multistep/multistepperiodcapletswaptions.cpp   |   4 +-
 .../multistep/multistepperiodcapletswaptions.hpp   |   8 +-
 .../products/multistep/multistepswaption.cpp       |   2 +-
 .../products/multistep/multistepswaption.hpp       |   4 +-
 .../products/onestep/onestepoptionlets.cpp         |   2 +-
 .../products/onestep/onestepoptionlets.hpp         |   4 +-
 ql/models/marketmodels/proxygreekengine.cpp        |   4 +-
 ql/models/marketmodels/proxygreekengine.hpp        |   8 +-
 ql/models/model.cpp                                |  12 +-
 ql/models/model.hpp                                |  14 +-
 ql/models/parameter.hpp                            |  18 +-
 .../shortrate/calibrationhelpers/caphelper.cpp     |  12 +-
 .../shortrate/calibrationhelpers/caphelper.hpp     |   6 +-
 .../calibrationhelpers/swaptionhelper.cpp          |  18 +-
 .../calibrationhelpers/swaptionhelper.hpp          |  16 +-
 ql/models/shortrate/onefactormodel.cpp             |  20 +-
 ql/models/shortrate/onefactormodel.hpp             |  24 +-
 .../shortrate/onefactormodels/blackkarasinski.cpp  |  12 +-
 .../shortrate/onefactormodels/blackkarasinski.hpp  |   6 +-
 .../shortrate/onefactormodels/coxingersollross.cpp |  12 +-
 .../shortrate/onefactormodels/coxingersollross.hpp |   8 +-
 .../onefactormodels/extendedcoxingersollross.cpp   |  10 +-
 .../onefactormodels/extendedcoxingersollross.hpp   |  10 +-
 .../shortrate/onefactormodels/gaussian1dmodel.cpp  |  12 +-
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |  22 +-
 ql/models/shortrate/onefactormodels/gsr.cpp        |   6 +-
 ql/models/shortrate/onefactormodels/gsr.hpp        |  12 +-
 ql/models/shortrate/onefactormodels/hullwhite.cpp  |  10 +-
 ql/models/shortrate/onefactormodels/hullwhite.hpp  |  12 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |  44 +--
 .../shortrate/onefactormodels/markovfunctional.hpp |  38 +--
 ql/models/shortrate/onefactormodels/vasicek.hpp    |   8 +-
 ql/models/shortrate/twofactormodel.cpp             |  22 +-
 ql/models/shortrate/twofactormodel.hpp             |  24 +-
 ql/models/shortrate/twofactormodels/g2.cpp         |   4 +-
 ql/models/shortrate/twofactormodels/g2.hpp         |   8 +-
 ql/models/volatility/garch.cpp                     |  22 +-
 ql/models/volatility/garch.hpp                     |  18 +-
 ql/option.hpp                                      |  16 +-
 ql/patterns/composite.hpp                          |   8 +-
 ql/patterns/observable.cpp                         |   4 +-
 ql/patterns/observable.hpp                         |  50 +--
 ql/patterns/singleton.hpp                          |  10 +-
 ql/pricingengines/americanpayoffatexpiry.cpp       |   6 +-
 ql/pricingengines/americanpayoffatexpiry.hpp       |   2 +-
 ql/pricingengines/americanpayoffathit.cpp          |   6 +-
 ql/pricingengines/americanpayoffathit.hpp          |   2 +-
 .../asian/analytic_cont_geom_av_price.cpp          |   4 +-
 .../asian/analytic_cont_geom_av_price.hpp          |   4 +-
 .../asian/analytic_discr_geom_av_price.cpp         |   4 +-
 .../asian/analytic_discr_geom_av_price.hpp         |   4 +-
 .../asian/analytic_discr_geom_av_strike.cpp        |   4 +-
 .../asian/analytic_discr_geom_av_strike.hpp        |   4 +-
 .../asian/fdblackscholesasianengine.cpp            |  20 +-
 .../asian/fdblackscholesasianengine.hpp            |   4 +-
 .../asian/mc_discr_arith_av_price.hpp              |  40 +--
 .../asian/mc_discr_arith_av_strike.hpp             |  26 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.hpp |  26 +-
 ql/pricingengines/asian/mcdiscreteasianengine.hpp  |  12 +-
 .../barrier/analyticbarrierengine.cpp              |   6 +-
 .../barrier/analyticbarrierengine.hpp              |   4 +-
 .../barrier/analyticbinarybarrierengine.cpp        |  26 +-
 .../barrier/analyticbinarybarrierengine.hpp        |   4 +-
 .../barrier/binomialbarrierengine.hpp              |  18 +-
 .../barrier/fdblackscholesbarrierengine.cpp        |  24 +-
 .../barrier/fdblackscholesbarrierengine.hpp        |   4 +-
 .../barrier/fdblackscholesrebateengine.cpp         |  16 +-
 .../barrier/fdblackscholesrebateengine.hpp         |   4 +-
 .../barrier/fdhestonbarrierengine.cpp              |  32 +-
 .../barrier/fdhestonbarrierengine.hpp              |   8 +-
 ql/pricingengines/barrier/fdhestonrebateengine.cpp |  22 +-
 ql/pricingengines/barrier/fdhestonrebateengine.hpp |   8 +-
 ql/pricingengines/barrier/mcbarrierengine.cpp      |   2 +-
 ql/pricingengines/barrier/mcbarrierengine.hpp      |  36 +--
 .../basket/fd2dblackscholesvanillaengine.cpp       |  18 +-
 .../basket/fd2dblackscholesvanillaengine.hpp       |   8 +-
 ql/pricingengines/basket/kirkengine.cpp            |  12 +-
 ql/pricingengines/basket/kirkengine.hpp            |   8 +-
 .../basket/mcamericanbasketengine.cpp              |   8 +-
 .../basket/mcamericanbasketengine.hpp              |  34 +-
 .../basket/mceuropeanbasketengine.cpp              |   2 +-
 .../basket/mceuropeanbasketengine.hpp              |  38 +--
 ql/pricingengines/basket/stulzengine.cpp           |  16 +-
 ql/pricingengines/basket/stulzengine.hpp           |   8 +-
 ql/pricingengines/blackcalculator.cpp              |   8 +-
 ql/pricingengines/blackcalculator.hpp              |   4 +-
 ql/pricingengines/blackformula.cpp                 |  22 +-
 ql/pricingengines/blackformula.hpp                 |  22 +-
 ql/pricingengines/blackscholescalculator.cpp       |   2 +-
 ql/pricingengines/blackscholescalculator.hpp       |   2 +-
 ql/pricingengines/bond/bondfunctions.cpp           |   6 +-
 ql/pricingengines/bond/bondfunctions.hpp           |   4 +-
 .../capfloor/analyticcapfloorengine.cpp            |   4 +-
 .../capfloor/analyticcapfloorengine.hpp            |   2 +-
 .../capfloor/bacheliercapfloorengine.cpp           |   4 +-
 ql/pricingengines/capfloor/blackcapfloorengine.cpp |   4 +-
 .../capfloor/gaussian1dcapfloorengine.cpp          |   2 +-
 .../capfloor/gaussian1dcapfloorengine.hpp          |   2 +-
 ql/pricingengines/capfloor/mchullwhiteengine.cpp   |   2 +-
 ql/pricingengines/capfloor/mchullwhiteengine.hpp   |  30 +-
 ql/pricingengines/capfloor/treecapfloorengine.cpp  |   8 +-
 ql/pricingengines/capfloor/treecapfloorengine.hpp  |   4 +-
 .../cliquet/analyticcliquetengine.cpp              |   6 +-
 .../cliquet/analyticcliquetengine.hpp              |   4 +-
 .../cliquet/analyticperformanceengine.cpp          |   6 +-
 .../cliquet/analyticperformanceengine.hpp          |   4 +-
 ql/pricingengines/cliquet/mcperformanceengine.hpp  |  32 +-
 ql/pricingengines/credit/integralcdsengine.cpp     |   2 +-
 ql/pricingengines/credit/isdacdsengine.cpp         |  16 +-
 ql/pricingengines/credit/midpointcdsengine.cpp     |   2 +-
 ql/pricingengines/forward/forwardengine.hpp        |  22 +-
 .../forward/forwardperformanceengine.hpp           |   4 +-
 ql/pricingengines/forward/mcvarianceswapengine.hpp |  36 +--
 .../forward/replicatingvarianceswapengine.hpp      |  16 +-
 ql/pricingengines/genericmodelengine.hpp           |   2 +-
 ql/pricingengines/greeks.cpp                       |   2 +-
 ql/pricingengines/greeks.hpp                       |   2 +-
 .../inflation/inflationcapfloorengines.cpp         |   8 +-
 .../inflation/inflationcapfloorengines.hpp         |  12 +-
 ql/pricingengines/latticeshortratemodelengine.hpp  |  10 +-
 .../lookback/analyticcontinuousfixedlookback.cpp   |   6 +-
 .../lookback/analyticcontinuousfixedlookback.hpp   |   4 +-
 .../analyticcontinuousfloatinglookback.cpp         |   4 +-
 .../analyticcontinuousfloatinglookback.hpp         |   4 +-
 .../analyticcontinuouspartialfixedlookback.cpp     |   6 +-
 .../analyticcontinuouspartialfixedlookback.hpp     |   4 +-
 .../analyticcontinuouspartialfloatinglookback.cpp  |   4 +-
 .../analyticcontinuouspartialfloatinglookback.hpp  |   4 +-
 ql/pricingengines/mclongstaffschwartzengine.hpp    |  26 +-
 ql/pricingengines/mcsimulation.hpp                 |  26 +-
 ql/pricingengines/quanto/quantoengine.hpp          |  14 +-
 ql/pricingengines/swap/cvaswapengine.cpp           |  10 +-
 ql/pricingengines/swap/treeswapengine.cpp          |   8 +-
 ql/pricingengines/swap/treeswapengine.hpp          |   4 +-
 .../swaption/basketgeneratingengine.cpp            |  26 +-
 .../swaption/basketgeneratingengine.hpp            |  32 +-
 ql/pricingengines/swaption/blackswaptionengine.hpp |  10 +-
 ql/pricingengines/swaption/discretizedswaption.cpp |   4 +-
 ql/pricingengines/swaption/fdg2swaptionengine.cpp  |  18 +-
 ql/pricingengines/swaption/fdg2swaptionengine.hpp  |   2 +-
 .../swaption/fdhullwhiteswaptionengine.cpp         |  14 +-
 .../swaption/fdhullwhiteswaptionengine.hpp         |   2 +-
 ql/pricingengines/swaption/g2swaptionengine.hpp    |   4 +-
 .../gaussian1dfloatfloatswaptionengine.cpp         |  12 +-
 .../gaussian1dfloatfloatswaptionengine.hpp         |   6 +-
 .../gaussian1djamshidianswaptionengine.cpp         |   4 +-
 .../gaussian1djamshidianswaptionengine.hpp         |   2 +-
 .../gaussian1dnonstandardswaptionengine.cpp        |   2 +-
 .../gaussian1dnonstandardswaptionengine.hpp        |   2 +-
 .../swaption/gaussian1dswaptionengine.hpp          |   2 +-
 .../swaption/jamshidianswaptionengine.cpp          |   6 +-
 .../swaption/jamshidianswaptionengine.hpp          |   2 +-
 ql/pricingengines/swaption/treeswaptionengine.cpp  |   8 +-
 ql/pricingengines/swaption/treeswaptionengine.hpp  |   4 +-
 .../vanilla/analyticbsmhullwhiteengine.cpp         |  14 +-
 .../vanilla/analyticbsmhullwhiteengine.hpp         |   6 +-
 .../vanilla/analyticdigitalamericanengine.cpp      |   6 +-
 .../vanilla/analyticdigitalamericanengine.hpp      |   6 +-
 .../vanilla/analyticdividendeuropeanengine.cpp     |   4 +-
 .../vanilla/analyticdividendeuropeanengine.hpp     |   4 +-
 .../vanilla/analyticeuropeanengine.cpp             |   8 +-
 .../vanilla/analyticeuropeanengine.hpp             |   6 +-
 .../vanilla/analyticgjrgarchengine.cpp             |   6 +-
 .../vanilla/analyticgjrgarchengine.hpp             |   2 +-
 ql/pricingengines/vanilla/analytich1hwengine.cpp   |  12 +-
 ql/pricingengines/vanilla/analytich1hwengine.hpp   |   8 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp |  38 +--
 ql/pricingengines/vanilla/analytichestonengine.hpp |  16 +-
 .../vanilla/analytichestonhullwhiteengine.cpp      |   8 +-
 .../vanilla/analytichestonhullwhiteengine.hpp      |  10 +-
 .../vanilla/analyticptdhestonengine.cpp            |  10 +-
 .../vanilla/analyticptdhestonengine.hpp            |   8 +-
 .../vanilla/baroneadesiwhaleyengine.cpp            |   8 +-
 .../vanilla/baroneadesiwhaleyengine.hpp            |   6 +-
 ql/pricingengines/vanilla/batesengine.cpp          |  24 +-
 ql/pricingengines/vanilla/batesengine.hpp          |  16 +-
 ql/pricingengines/vanilla/binomialengine.hpp       |  18 +-
 .../vanilla/bjerksundstenslandengine.cpp           |   8 +-
 .../vanilla/bjerksundstenslandengine.hpp           |   4 +-
 ql/pricingengines/vanilla/coshestonengine.cpp      |   6 +-
 ql/pricingengines/vanilla/coshestonengine.hpp      |   2 +-
 ql/pricingengines/vanilla/fdamericanengine.hpp     |   2 +-
 ql/pricingengines/vanilla/fdbatesvanillaengine.cpp |   6 +-
 ql/pricingengines/vanilla/fdbatesvanillaengine.hpp |   2 +-
 ql/pricingengines/vanilla/fdbermudanengine.hpp     |   4 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        |  14 +-
 .../vanilla/fdblackscholesvanillaengine.hpp        |   4 +-
 ql/pricingengines/vanilla/fdconditions.hpp         |   8 +-
 .../vanilla/fddividendamericanengine.hpp           |   6 +-
 ql/pricingengines/vanilla/fddividendengine.hpp     |  10 +-
 .../vanilla/fddividendeuropeanengine.hpp           |   6 +-
 .../vanilla/fddividendshoutengine.hpp              |   6 +-
 ql/pricingengines/vanilla/fdeuropeanengine.hpp     |   2 +-
 .../vanilla/fdhestonhullwhitevanillaengine.cpp     |  42 +--
 .../vanilla/fdhestonhullwhitevanillaengine.hpp     |   6 +-
 .../vanilla/fdhestonvanillaengine.cpp              |  34 +-
 .../vanilla/fdhestonvanillaengine.hpp              |   8 +-
 ql/pricingengines/vanilla/fdmultiperiodengine.hpp  |  16 +-
 ql/pricingengines/vanilla/fdshoutengine.hpp        |   2 +-
 .../vanilla/fdsimplebsswingengine.cpp              |  22 +-
 .../vanilla/fdsimplebsswingengine.hpp              |   4 +-
 .../vanilla/fdstepconditionengine.hpp              |  10 +-
 ql/pricingengines/vanilla/fdvanillaengine.cpp      |   6 +-
 ql/pricingengines/vanilla/fdvanillaengine.hpp      |  10 +-
 .../vanilla/hestonexpansionengine.cpp              |   6 +-
 .../vanilla/hestonexpansionengine.hpp              |   2 +-
 ql/pricingengines/vanilla/integralengine.cpp       |   8 +-
 ql/pricingengines/vanilla/integralengine.hpp       |   4 +-
 ql/pricingengines/vanilla/jumpdiffusionengine.cpp  |  10 +-
 ql/pricingengines/vanilla/jumpdiffusionengine.hpp  |   4 +-
 ql/pricingengines/vanilla/juquadraticengine.cpp    |   6 +-
 ql/pricingengines/vanilla/juquadraticengine.hpp    |   4 +-
 ql/pricingengines/vanilla/mcamericanengine.cpp     |   4 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  54 ++--
 ql/pricingengines/vanilla/mcdigitalengine.cpp      |   6 +-
 ql/pricingengines/vanilla/mcdigitalengine.hpp      |  40 +--
 ql/pricingengines/vanilla/mceuropeanengine.hpp     |  26 +-
 .../vanilla/mceuropeangjrgarchengine.hpp           |  26 +-
 .../vanilla/mceuropeanhestonengine.hpp             |  26 +-
 .../vanilla/mchestonhullwhiteengine.cpp            |   4 +-
 .../vanilla/mchestonhullwhiteengine.hpp            |  66 ++--
 ql/pricingengines/vanilla/mcvanillaengine.hpp      |  12 +-
 ql/processes/blackscholesprocess.cpp               |  16 +-
 ql/processes/blackscholesprocess.hpp               |  20 +-
 ql/processes/forwardmeasureprocess.cpp             |   4 +-
 ql/processes/forwardmeasureprocess.hpp             |   4 +-
 ql/processes/g2process.hpp                         |   8 +-
 ql/processes/geometricbrownianprocess.cpp          |   2 +-
 ql/processes/gjrgarchprocess.cpp                   |   2 +-
 ql/processes/hestonprocess.cpp                     |   2 +-
 ql/processes/hullwhiteprocess.hpp                  |   4 +-
 ql/processes/hybridhestonhullwhiteprocess.cpp      |   8 +-
 ql/processes/hybridhestonhullwhiteprocess.hpp      |  14 +-
 ql/processes/jointstochasticprocess.cpp            |   4 +-
 ql/processes/jointstochasticprocess.hpp            |  10 +-
 ql/processes/merton76process.cpp                   |   2 +-
 ql/processes/merton76process.hpp                   |   6 +-
 ql/processes/squarerootprocess.cpp                 |   2 +-
 ql/processes/squarerootprocess.hpp                 |   4 +-
 ql/processes/stochasticprocessarray.cpp            |   4 +-
 ql/processes/stochasticprocessarray.hpp            |   6 +-
 ql/quotes/forwardswapquote.cpp                     |   2 +-
 ql/quotes/forwardswapquote.hpp                     |   6 +-
 ql/quotes/forwardvaluequote.cpp                    |   2 +-
 ql/quotes/forwardvaluequote.hpp                    |   4 +-
 ql/quotes/futuresconvadjustmentquote.cpp           |   4 +-
 ql/quotes/futuresconvadjustmentquote.hpp           |   4 +-
 ql/quotes/lastfixingquote.cpp                      |   2 +-
 ql/quotes/lastfixingquote.hpp                      |   6 +-
 ql/stochasticprocess.cpp                           |   4 +-
 ql/stochasticprocess.hpp                           |   8 +-
 ql/termstructures/bootstraperror.hpp               |   8 +-
 ql/termstructures/bootstraphelper.hpp              |   6 +-
 .../credit/defaultdensitystructure.cpp             |   2 -
 .../credit/defaultprobabilityhelpers.cpp           |  10 +-
 .../credit/defaultprobabilityhelpers.hpp           |   4 +-
 ql/termstructures/credit/flathazardrate.cpp        |   4 +-
 ql/termstructures/credit/hazardratestructure.cpp   |   2 -
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  18 +-
 ql/termstructures/inflation/inflationhelpers.cpp   |  16 +-
 ql/termstructures/inflation/inflationhelpers.hpp   |  12 +-
 .../inflation/piecewiseyoyinflationcurve.hpp       |   4 +-
 .../inflation/piecewisezeroinflationcurve.hpp      |   4 +-
 ql/termstructures/inflationtermstructure.cpp       |  20 +-
 ql/termstructures/inflationtermstructure.hpp       |  28 +-
 ql/termstructures/iterativebootstrap.hpp           |   8 +-
 ql/termstructures/localbootstrap.hpp               |   2 +-
 ql/termstructures/volatility/abcd.hpp              |   2 +-
 ql/termstructures/volatility/abcdcalibration.cpp   |  10 +-
 ql/termstructures/volatility/abcdcalibration.hpp   |  14 +-
 .../volatility/atmadjustedsmilesection.cpp         |   2 +-
 .../volatility/atmadjustedsmilesection.hpp         |   4 +-
 ql/termstructures/volatility/atmsmilesection.cpp   |   2 +-
 ql/termstructures/volatility/atmsmilesection.hpp   |   4 +-
 .../volatility/capfloor/capfloortermvolcurve.cpp   |   4 +-
 .../volatility/capfloor/capfloortermvolsurface.cpp |   4 +-
 .../capfloor/constantcapfloortermvol.cpp           |   4 +-
 .../equityfx/andreasenhugelocalvoladapter.cpp      |   2 +-
 .../equityfx/andreasenhugelocalvoladapter.hpp      |   4 +-
 .../equityfx/andreasenhugevolatilityadapter.cpp    |   2 +-
 .../equityfx/andreasenhugevolatilityadapter.hpp    |   4 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  42 +--
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |  18 +-
 .../volatility/equityfx/blackconstantvol.hpp       |   4 +-
 .../volatility/equityfx/fixedlocalvolsurface.cpp   |   8 +-
 .../volatility/equityfx/fixedlocalvolsurface.hpp   |  12 +-
 .../equityfx/gridmodellocalvolsurface.cpp          |   4 +-
 .../equityfx/gridmodellocalvolsurface.hpp          |   6 +-
 .../volatility/equityfx/hestonblackvolsurface.cpp  |   2 +-
 .../volatility/equityfx/localconstantvol.hpp       |   4 +-
 .../volatility/equityfx/localvolsurface.cpp        |   2 +-
 .../volatility/gaussian1dsmilesection.cpp          |  16 +-
 .../volatility/gaussian1dsmilesection.hpp          |  24 +-
 .../volatility/interpolatedsmilesection.hpp        |   8 +-
 .../volatility/kahalesmilesection.cpp              |  16 +-
 .../volatility/kahalesmilesection.hpp              |   8 +-
 .../volatility/optionlet/capletvariancecurve.hpp   |   6 +-
 .../volatility/optionlet/constantoptionletvol.cpp  |  12 +-
 .../volatility/optionlet/constantoptionletvol.hpp  |   4 +-
 .../volatility/optionlet/optionletstripper.cpp     |   8 +-
 .../volatility/optionlet/optionletstripper.hpp     |  12 +-
 .../volatility/optionlet/optionletstripper1.cpp    |  20 +-
 .../volatility/optionlet/optionletstripper1.hpp    |   6 +-
 .../volatility/optionlet/optionletstripper2.cpp    |  16 +-
 .../volatility/optionlet/optionletstripper2.hpp    |  14 +-
 .../optionlet/optionletvolatilitystructure.hpp     |  18 +-
 .../volatility/optionlet/spreadedoptionletvol.cpp  |  12 +-
 .../volatility/optionlet/spreadedoptionletvol.hpp  |   4 +-
 .../volatility/optionlet/strippedoptionlet.cpp     |   2 +-
 .../volatility/optionlet/strippedoptionlet.hpp     |   4 +-
 .../optionlet/strippedoptionletadapter.cpp         |  10 +-
 .../optionlet/strippedoptionletadapter.hpp         |  12 +-
 .../volatility/sabrinterpolatedsmilesection.cpp    |  16 +-
 .../volatility/sabrinterpolatedsmilesection.hpp    |  22 +-
 .../volatility/spreadedsmilesection.cpp            |   2 +-
 .../volatility/spreadedsmilesection.hpp            |   4 +-
 .../volatility/swaption/cmsmarket.cpp              |  20 +-
 .../volatility/swaption/cmsmarket.hpp              |  16 +-
 .../volatility/swaption/cmsmarketcalibration.cpp   |  34 +-
 .../volatility/swaption/cmsmarketcalibration.hpp   |  16 +-
 .../swaption/gaussian1dswaptionvolatility.cpp      |  12 +-
 .../swaption/gaussian1dswaptionvolatility.hpp      |  18 +-
 .../volatility/swaption/spreadedswaptionvol.cpp    |  12 +-
 .../volatility/swaption/spreadedswaptionvol.hpp    |   4 +-
 .../volatility/swaption/swaptionconstantvol.cpp    |  12 +-
 .../volatility/swaption/swaptionconstantvol.hpp    |   4 +-
 .../volatility/swaption/swaptionvolcube.cpp        |   4 +-
 .../volatility/swaption/swaptionvolcube.hpp        |  10 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  74 ++---
 .../volatility/swaption/swaptionvolcube2.cpp       |  10 +-
 .../volatility/swaption/swaptionvolcube2.hpp       |   8 +-
 .../volatility/swaption/swaptionvolmatrix.cpp      |  14 +-
 .../volatility/swaption/swaptionvolmatrix.hpp      |   4 +-
 .../volatility/swaption/swaptionvolstructure.hpp   |  30 +-
 ql/termstructures/yield/bondhelpers.cpp            |  10 +-
 ql/termstructures/yield/bondhelpers.hpp            |  22 +-
 .../yield/fittedbonddiscountcurve.cpp              |  21 +-
 .../yield/fittedbonddiscountcurve.hpp              |  18 +-
 ql/termstructures/yield/flatforward.cpp            |   4 +-
 .../yield/nonlinearfittingmethods.cpp              |  24 +-
 .../yield/nonlinearfittingmethods.hpp              |  24 +-
 ql/termstructures/yield/oisratehelper.cpp          |  19 +-
 ql/termstructures/yield/oisratehelper.hpp          |  12 +-
 ql/termstructures/yield/piecewiseyieldcurve.hpp    |  14 +-
 ql/termstructures/yield/ratehelpers.cpp            |  66 ++--
 ql/termstructures/yield/ratehelpers.hpp            |  46 +--
 ql/time/calendar.hpp                               |   2 +-
 ql/time/calendars/argentina.cpp                    |   2 +-
 ql/time/calendars/australia.cpp                    |   2 +-
 ql/time/calendars/bespokecalendar.cpp              |   2 +-
 ql/time/calendars/bespokecalendar.hpp              |   2 +-
 ql/time/calendars/botswana.cpp                     |   2 +-
 ql/time/calendars/brazil.cpp                       |   4 +-
 ql/time/calendars/canada.cpp                       |   4 +-
 ql/time/calendars/china.cpp                        |   4 +-
 ql/time/calendars/china.hpp                        |   4 +-
 ql/time/calendars/czechrepublic.cpp                |   2 +-
 ql/time/calendars/denmark.cpp                      |   2 +-
 ql/time/calendars/finland.cpp                      |   2 +-
 ql/time/calendars/germany.cpp                      |  10 +-
 ql/time/calendars/hongkong.cpp                     |   2 +-
 ql/time/calendars/hungary.cpp                      |   2 +-
 ql/time/calendars/iceland.cpp                      |   2 +-
 ql/time/calendars/india.cpp                        |   2 +-
 ql/time/calendars/indonesia.cpp                    |   2 +-
 ql/time/calendars/israel.cpp                       |   4 +-
 ql/time/calendars/italy.cpp                        |   4 +-
 ql/time/calendars/japan.cpp                        |   2 +-
 ql/time/calendars/jointcalendar.cpp                |   6 +-
 ql/time/calendars/mexico.cpp                       |   2 +-
 ql/time/calendars/newzealand.cpp                   |   2 +-
 ql/time/calendars/norway.cpp                       |   2 +-
 ql/time/calendars/nullcalendar.hpp                 |   2 +-
 ql/time/calendars/poland.cpp                       |   2 +-
 ql/time/calendars/romania.cpp                      |   2 +-
 ql/time/calendars/russia.cpp                       |   4 +-
 ql/time/calendars/saudiarabia.cpp                  |   2 +-
 ql/time/calendars/singapore.cpp                    |   2 +-
 ql/time/calendars/slovakia.cpp                     |   2 +-
 ql/time/calendars/southafrica.cpp                  |   2 +-
 ql/time/calendars/southkorea.cpp                   |   4 +-
 ql/time/calendars/sweden.cpp                       |   2 +-
 ql/time/calendars/switzerland.cpp                  |   2 +-
 ql/time/calendars/taiwan.cpp                       |   2 +-
 ql/time/calendars/target.cpp                       |   2 +-
 ql/time/calendars/turkey.cpp                       |   2 +-
 ql/time/calendars/ukraine.cpp                      |   2 +-
 ql/time/calendars/unitedkingdom.cpp                |   6 +-
 ql/time/calendars/unitedstates.cpp                 |  12 +-
 ql/time/calendars/weekendsonly.cpp                 |   2 +-
 ql/time/daycounter.hpp                             |   4 +-
 ql/time/daycounters/actual360.hpp                  |   2 +-
 ql/time/daycounters/actual365fixed.cpp             |   8 +-
 ql/time/daycounters/actual365fixed.hpp             |   2 +-
 ql/time/daycounters/actual365nl.hpp                |   2 +-
 ql/time/daycounters/actualactual.cpp               |   8 +-
 ql/time/daycounters/actualactual.hpp               |   2 +-
 ql/time/daycounters/business252.hpp                |   2 +-
 ql/time/daycounters/one.hpp                        |   2 +-
 ql/time/daycounters/simpledaycounter.hpp           |   2 +-
 ql/time/daycounters/thirty360.cpp                  |   8 +-
 ql/time/daycounters/thirty360.hpp                  |   2 +-
 ql/utilities/observablevalue.hpp                   |   6 +-
 test-suite/americanoption.cpp                      | 106 +++---
 test-suite/andreasenhugevolatilityinterpl.cpp      |  56 ++--
 test-suite/asianoptions.cpp                        | 240 +++++++-------
 test-suite/assetswap.cpp                           | 296 ++++++++---------
 test-suite/barrieroption.cpp                       | 134 ++++----
 test-suite/basketoption.cpp                        | 220 ++++++-------
 test-suite/batesmodel.cpp                          | 108 +++----
 test-suite/bermudanswaption.cpp                    |  38 +--
 test-suite/binaryoption.cpp                        |  44 +--
 test-suite/blackdeltacalculator.cpp                |  52 +--
 test-suite/blackformula.cpp                        |   8 +-
 test-suite/bonds.cpp                               |   2 +-
 test-suite/brownianbridge.cpp                      |  10 +-
 test-suite/capfloor.cpp                            |  56 ++--
 test-suite/capflooredcoupon.cpp                    |  28 +-
 test-suite/cashflows.cpp                           |  42 +--
 test-suite/catbonds.cpp                            |  64 ++--
 test-suite/cdo.cpp                                 |  52 +--
 test-suite/cdsoption.cpp                           |  20 +-
 test-suite/chooseroption.cpp                       |  44 +--
 test-suite/cliquetoption.cpp                       |  58 ++--
 test-suite/cms.cpp                                 |   2 +-
 test-suite/cmsspread.cpp                           |  50 +--
 test-suite/compoundoption.cpp                      |  56 ++--
 test-suite/convertiblebonds.cpp                    |  26 +-
 test-suite/creditdefaultswap.cpp                   |  56 ++--
 test-suite/defaultprobabilitycurves.cpp            |  32 +-
 test-suite/digitalcoupon.cpp                       | 128 ++++----
 test-suite/digitaloption.cpp                       | 200 ++++++------
 test-suite/dividendoption.cpp                      | 140 ++++----
 test-suite/doublebarrieroption.cpp                 |  50 +--
 test-suite/doublebinaryoption.cpp                  |  24 +-
 test-suite/europeanoption.cpp                      | 356 ++++++++++-----------
 test-suite/everestoption.cpp                       |  16 +-
 test-suite/extendedtrees.cpp                       |  70 ++--
 test-suite/extensibleoptions.cpp                   |  40 +--
 test-suite/fdheston.cpp                            | 132 ++++----
 test-suite/fdmlinearop.cpp                         | 174 +++++-----
 test-suite/forwardoption.cpp                       |  68 ++--
 test-suite/forwardrateagreement.cpp                |   8 +-
 test-suite/gjrgarchmodel.cpp                       |  32 +-
 test-suite/gsr.cpp                                 |  40 +--
 test-suite/hestonmodel.cpp                         | 270 ++++++++--------
 test-suite/hestonslvmodel.cpp                      | 288 ++++++++---------
 test-suite/himalayaoption.cpp                      |  20 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        | 288 ++++++++---------
 test-suite/inflation.cpp                           |  66 ++--
 test-suite/inflationcapfloor.cpp                   |  70 ++--
 test-suite/inflationcapflooredcoupon.cpp           |  68 ++--
 test-suite/inflationcpibond.cpp                    |  26 +-
 test-suite/inflationcpicapfloor.cpp                |  40 +--
 test-suite/inflationcpiswap.cpp                    |  54 ++--
 test-suite/inflationvolatility.cpp                 |  47 ++-
 test-suite/instruments.cpp                         |   8 +-
 test-suite/integrals.cpp                           |   8 +-
 test-suite/interpolations.cpp                      |  16 +-
 test-suite/jumpdiffusion.cpp                       |  62 ++--
 test-suite/lazyobject.cpp                          |  10 +-
 test-suite/libormarketmodel.cpp                    |  92 +++---
 test-suite/libormarketmodelprocess.cpp             |  34 +-
 test-suite/lookbackoptions.cpp                     |  88 ++---
 test-suite/margrabeoption.cpp                      | 102 +++---
 test-suite/marketmodel.cpp                         | 276 ++++++++--------
 test-suite/marketmodel_cms.cpp                     |  42 +--
 test-suite/marketmodel_smm.cpp                     |  42 +--
 .../marketmodel_smmcapletalphacalibration.cpp      |  12 +-
 test-suite/marketmodel_smmcapletcalibration.cpp    |  12 +-
 .../marketmodel_smmcaplethomocalibration.cpp       |  30 +-
 test-suite/markovfunctional.cpp                    | 210 ++++++------
 test-suite/mclongstaffschwartzengine.cpp           |  54 ++--
 test-suite/normalclvmodel.cpp                      |  34 +-
 test-suite/nthtodefault.cpp                        |  39 ++-
 test-suite/observable.cpp                          |  22 +-
 test-suite/operators.cpp                           |  10 +-
 test-suite/optimizers.cpp                          |  46 +--
 test-suite/optionletstripper.cpp                   |  88 ++---
 test-suite/overnightindexedswap.cpp                |   2 +-
 test-suite/pagodaoption.cpp                        |  20 +-
 test-suite/partialtimebarrieroption.cpp            |  16 +-
 test-suite/pathgenerator.cpp                       |  54 ++--
 test-suite/piecewiseyieldcurve.cpp                 | 132 ++++----
 test-suite/piecewisezerospreadedtermstructure.cpp  |  70 ++--
 test-suite/quantooption.cpp                        | 154 ++++-----
 test-suite/quotes.cpp                              |  24 +-
 test-suite/rangeaccrual.cpp                        |  68 ++--
 test-suite/riskneutraldensitycalculator.cpp        |  60 ++--
 test-suite/rngtraits.cpp                           |   4 +-
 test-suite/shortratemodels.cpp                     |  48 +--
 test-suite/spreadoption.cpp                        |  22 +-
 test-suite/squarerootclvmodel.cpp                  |  56 ++--
 test-suite/swap.cpp                                |  28 +-
 test-suite/swapforwardmappings.cpp                 |  34 +-
 test-suite/swaption.cpp                            |  96 +++---
 test-suite/swaptionvolatilitycube.cpp              |  54 ++--
 test-suite/swaptionvolatilitymatrix.cpp            |  32 +-
 test-suite/swaptionvolstructuresutilities.hpp      |   6 +-
 test-suite/swingoption.cpp                         |  56 ++--
 test-suite/termstructures.cpp                      |  56 ++--
 test-suite/twoassetbarrieroption.cpp               |  36 +--
 test-suite/twoassetcorrelationoption.cpp           |   6 +-
 test-suite/utilities.cpp                           |  46 +--
 test-suite/utilities.hpp                           |  28 +-
 test-suite/variancegamma.cpp                       |  36 +--
 test-suite/varianceoption.cpp                      |  16 +-
 test-suite/varianceswaps.cpp                       |  34 +-
 test-suite/vpp.cpp                                 | 122 +++----
 1306 files changed, 9712 insertions(+), 9778 deletions(-)

commit d1f4570ca999f4a7cd5fd1f700d297a759dae376
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 May 2018 10:21:04 +0200

    Replace included Boost headers with <ql/shared_ptr.hpp>.

 Examples/BasketLosses/BasketLosses.cpp                                 | 1 -
 Examples/CDS/CDS.cpp                                                   | 1 -
 Examples/CVAIRS/CVAIRS.cpp                                             | 1 -
 Examples/FittedBondCurve/FittedBondCurve.cpp                           | 1 -
 Examples/Gaussian1dModels/Gaussian1dModels.cpp                         | 1 -
 Examples/GlobalOptimizer/GlobalOptimizer.cpp                           | 1 -
 Examples/LatentModel/LatentModel.cpp                                   | 1 -
 Examples/MultidimIntegral/MultidimIntegral.cpp                         | 1 -
 ql/cashflows/cashflows.hpp                                             | 2 +-
 ql/cashflows/lineartsrpricer.cpp                                       | 1 -
 ql/errors.hpp                                                          | 2 +-
 ql/experimental/barrieroption/vannavolgabarrierengine.cpp              | 1 -
 ql/experimental/barrieroption/vannavolgainterpolation.hpp              | 1 -
 ql/experimental/barrieroption/wulinyongdoublebarrierengine.cpp         | 1 -
 ql/experimental/catbonds/catrisk.cpp                                   | 1 -
 ql/experimental/catbonds/catrisk.hpp                                   | 2 +-
 ql/experimental/catbonds/riskynotional.hpp                             | 2 +-
 ql/experimental/commodities/commoditytype.hpp                          | 2 +-
 ql/experimental/commodities/unitofmeasure.hpp                          | 2 +-
 ql/experimental/coupons/lognormalcmsspreadpricer.cpp                   | 1 -
 ql/experimental/coupons/strippedcapflooredcoupon.cpp                   | 1 -
 ql/experimental/credit/basket.cpp                                      | 1 -
 ql/experimental/credit/gaussianlhplossmodel.cpp                        | 1 -
 ql/experimental/exoticoptions/analyticcomplexchooserengine.cpp         | 1 -
 ql/experimental/exoticoptions/analyticholderextensibleoptionengine.cpp | 1 -
 .../exoticoptions/analyticpartialtimebarrieroptionengine.cpp           | 1 -
 ql/experimental/exoticoptions/complexchooseroption.cpp                 | 1 -
 ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.cpp | 1 -
 ql/experimental/exoticoptions/twoassetcorrelationoption.cpp            | 1 -
 ql/experimental/finitedifferences/bsmrndcalculator.hpp                 | 2 +-
 ql/experimental/finitedifferences/fdmhestonfwdop.cpp                   | 1 -
 ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp    | 3 +--
 ql/experimental/finitedifferences/fdmvppstepcondition.hpp              | 3 +--
 ql/experimental/finitedifferences/gbsmrndcalculator.cpp                | 1 -
 ql/experimental/finitedifferences/gbsmrndcalculator.hpp                | 2 +-
 ql/experimental/finitedifferences/hestonrndcalculator.cpp              | 1 -
 ql/experimental/finitedifferences/hestonrndcalculator.hpp              | 2 +-
 ql/experimental/finitedifferences/localvolrndcalculator.cpp            | 1 -
 ql/experimental/math/latentmodel.hpp                                   | 1 -
 ql/experimental/math/piecewiseintegral.hpp                             | 2 +-
 ql/experimental/mcbasket/mcamericanpathengine.hpp                      | 1 -
 ql/experimental/mcbasket/mcpathbasketengine.hpp                        | 1 -
 ql/experimental/models/hestonslvfdmmodel.cpp                           | 1 -
 ql/experimental/models/hestonslvmcmodel.cpp                            | 1 -
 ql/experimental/models/normalclvmodel.cpp                              | 1 -
 ql/experimental/models/squarerootclvmodel.cpp                          | 1 -
 ql/experimental/risk/sensitivityanalysis.hpp                           | 2 +-
 ql/experimental/termstructures/multicurvesensitivities.hpp             | 2 +-
 ql/experimental/volatility/noarbsabr.cpp                               | 1 -
 ql/experimental/volatility/noarbsabrinterpolation.hpp                  | 1 -
 ql/experimental/volatility/noarbsabrsmilesection.cpp                   | 1 -
 ql/experimental/volatility/sviinterpolation.hpp                        | 1 -
 ql/experimental/volatility/volcube.hpp                                 | 2 +-
 ql/experimental/volatility/zabrinterpolation.hpp                       | 1 -
 ql/indexes/region.hpp                                                  | 2 +-
 ql/instruments/callabilityschedule.hpp                                 | 2 +-
 ql/instruments/creditdefaultswap.cpp                                   | 1 -
 ql/instruments/makecds.cpp                                             | 1 -
 ql/instruments/makecms.cpp                                             | 1 -
 ql/math/comparison.hpp                                                 | 2 +-
 ql/math/integrals/twodimensionalintegral.hpp                           | 2 +-
 ql/math/interpolations/lagrangeinterpolation.hpp                       | 1 -
 ql/math/interpolations/sabrinterpolation.hpp                           | 1 -
 ql/math/optimization/linesearchbasedmethod.hpp                         | 2 +-
 ql/methods/finitedifferences/meshers/fdmmesher.hpp                     | 2 +-
 ql/methods/finitedifferences/meshers/fdmsimpleprocess1dmesher.hpp      | 2 +-
 ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.cpp        | 1 -
 ql/methods/finitedifferences/schemes/impliciteulerscheme.cpp           | 1 -
 ql/methods/finitedifferences/solvers/fdm1dimsolver.cpp                 | 1 -
 ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.cpp       | 1 -
 ql/methods/finitedifferences/solvers/fdm2dimsolver.cpp                 | 1 -
 ql/methods/finitedifferences/solvers/fdm3dimsolver.cpp                 | 1 -
 ql/methods/finitedifferences/solvers/fdmbackwardsolver.cpp             | 1 -
 ql/methods/finitedifferences/solvers/fdmblackscholessolver.cpp         | 1 -
 ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.cpp      | 1 -
 ql/methods/finitedifferences/solvers/fdmhestonsolver.cpp               | 1 -
 ql/methods/finitedifferences/solvers/fdmhullwhitesolver.cpp            | 1 -
 ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.cpp           | 1 -
 ql/methods/finitedifferences/tridiagonaloperator.hpp                   | 2 +-
 ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp     | 2 +-
 ql/methods/montecarlo/montecarlomodel.hpp                              | 2 +-
 ql/models/equity/hestonmodelhelper.cpp                                 | 1 -
 ql/models/marketmodels/browniangenerator.hpp                           | 2 +-
 ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp   | 2 +-
 ql/models/marketmodels/marketmodeldifferences.hpp                      | 2 +-
 ql/models/marketmodels/models/alphafinder.hpp                          | 2 +-
 ql/models/marketmodels/models/capletcoterminalperiodic.cpp             | 2 +-
 ql/models/marketmodels/models/capletcoterminalperiodic.hpp             | 2 +-
 ql/models/marketmodels/models/ctsmmcapletcalibration.hpp               | 2 +-
 ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp     | 2 +-
 ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.cpp | 2 +-
 ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp | 2 +-
 .../marketmodels/products/multistep/multistepcoterminalswaptions.hpp   | 2 +-
 ql/models/marketmodels/products/multistep/multistepoptionlets.hpp      | 2 +-
 .../marketmodels/products/multistep/multistepperiodcapletswaptions.hpp | 2 +-
 ql/models/marketmodels/products/multistep/multistepswaption.hpp        | 2 +-
 ql/models/marketmodels/products/onestep/onestepoptionlets.hpp          | 2 +-
 ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp              | 1 -
 ql/models/shortrate/onefactormodels/gsr.cpp                            | 1 -
 ql/patterns/composite.hpp                                              | 2 +-
 ql/patterns/observable.hpp                                             | 2 +-
 ql/patterns/singleton.hpp                                              | 2 +-
 ql/pricingengines/barrier/fdblackscholesbarrierengine.cpp              | 1 -
 ql/pricingengines/barrier/fdhestonbarrierengine.cpp                    | 1 -
 ql/pricingengines/bond/bondfunctions.hpp                               | 2 +-
 ql/pricingengines/credit/isdacdsengine.cpp                             | 1 -
 ql/pricingengines/mclongstaffschwartzengine.hpp                        | 1 -
 ql/pricingengines/swap/cvaswapengine.cpp                               | 1 -
 ql/pricingengines/swaption/basketgeneratingengine.cpp                  | 1 -
 ql/pricingengines/vanilla/analytichestonengine.cpp                     | 1 -
 ql/processes/blackscholesprocess.cpp                                   | 1 -
 ql/termstructures/bootstraperror.hpp                                   | 2 +-
 ql/termstructures/credit/defaultprobabilityhelpers.cpp                 | 1 -
 ql/termstructures/inflation/seasonality.hpp                            | 2 +-
 ql/termstructures/localbootstrap.hpp                                   | 2 +-
 ql/termstructures/volatility/abcdcalibration.hpp                       | 2 +-
 .../volatility/equityfx/andreasenhugevolatilityinterpl.hpp             | 1 -
 ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp         | 1 -
 ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.cpp     | 1 -
 ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp        | 1 -
 ql/termstructures/volatility/gaussian1dsmilesection.cpp                | 1 -
 ql/termstructures/volatility/swaption/cmsmarket.cpp                    | 1 -
 ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.cpp | 1 -
 ql/termstructures/volatility/swaption/swaptionvolcube1.hpp             | 1 -
 ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp            | 1 -
 ql/termstructures/yield/bondhelpers.cpp                                | 1 -
 ql/termstructures/yield/compositezeroyieldstructure.hpp                | 2 +-
 ql/termstructures/yield/fittedbonddiscountcurve.cpp                    | 1 -
 ql/termstructures/yield/nonlinearfittingmethods.hpp                    | 2 +-
 ql/time/calendar.hpp                                                   | 2 +-
 ql/time/daycounters/actual365fixed.cpp                                 | 1 -
 test-suite/andreasenhugevolatilityinterpl.cpp                          | 1 -
 test-suite/asianoptions.cpp                                            | 1 -
 test-suite/barrieroption.cpp                                           | 1 -
 test-suite/basketoption.cpp                                            | 2 --
 test-suite/bermudanswaption.cpp                                        | 1 -
 test-suite/blackformula.cpp                                            | 1 -
 test-suite/cashflows.cpp                                               | 1 -
 test-suite/chooseroption.cpp                                           | 1 -
 test-suite/cmsspread.cpp                                               | 1 -
 test-suite/convertiblebonds.cpp                                        | 1 -
 test-suite/creditdefaultswap.cpp                                       | 1 -
 test-suite/doublebarrieroption.cpp                                     | 1 -
 test-suite/europeanoption.cpp                                          | 1 -
 test-suite/extensibleoptions.cpp                                       | 1 -
 test-suite/fdheston.cpp                                                | 2 --
 test-suite/fdmlinearop.cpp                                             | 1 -
 test-suite/forwardrateagreement.cpp                                    | 1 -
 test-suite/hestonmodel.cpp                                             | 1 -
 test-suite/hestonslvmodel.cpp                                          | 1 -
 test-suite/inflation.cpp                                               | 1 -
 test-suite/integrals.cpp                                               | 1 -
 test-suite/normalclvmodel.cpp                                          | 1 -
 test-suite/optimizers.cpp                                              | 1 -
 test-suite/paralleltestrunner.hpp                                      | 2 --
 test-suite/partialtimebarrieroption.cpp                                | 1 -
 test-suite/piecewiseyieldcurve.cpp                                     | 1 -
 test-suite/piecewisezerospreadedtermstructure.cpp                      | 1 -
 test-suite/riskneutraldensitycalculator.cpp                            | 1 -
 test-suite/squarerootclvmodel.cpp                                      | 1 -
 test-suite/twoassetcorrelationoption.cpp                               | 1 -
 test-suite/variancegamma.cpp                                           | 1 -
 162 files changed, 51 insertions(+), 167 deletions(-)

commit 9ee1852493a3e9f0970bc8c0d6c35b3757d69747
Author: Barry Devlin <devlinb@tcd.ie>
Date:   Sat, 19 May 2018 19:41:01 +0100

    Minor fixes

 ql/experimental/credit/syntheticcdo.cpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 79bd0867a8d9522c9fc63fe2119bbee44a46233a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 19 May 2018 14:34:35 +0200

    Also import weak_ptr.

 ql/shared_ptr.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit 19424d4936ee828cb3702366935972b4c2a51f77
Merge: f627ff2d5 2c2dd00a3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 19 May 2018 13:39:39 +0200

    Sync with master.

commit f763e5f288669a967a54e3920f980c3c0307cbcd
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 7 May 2018 22:09:47 +0200

    enable all tests

 test-suite/quantlibtestsuite.cpp | 306 +++++++++++++++++++--------------------
 1 file changed, 153 insertions(+), 153 deletions(-)

commit 0f2596260883c125e1a7fd74eecf9840dae4429b
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 7 May 2018 22:04:29 +0200

    first light from higher dimensional fdm operators

 QuantLib.vcxproj                                  |   4 +-
 QuantLib.vcxproj.filters                          |   4 +-
 ql/experimental/callablebonds/callablebond.cpp    |   2 +-
 ql/experimental/math/Makefile.am                  |   2 -
 ql/experimental/math/all.hpp                      |   1 -
 ql/experimental/math/numericaldifferentiation.cpp | 120 -----
 ql/experimental/math/numericaldifferentiation.hpp |  86 ---
 test-suite/Makefile.am                            |   1 +
 test-suite/fdmlinearop.cpp                        |   2 +-
 test-suite/hestonmodel.cpp                        |   2 +-
 test-suite/nthorderderivativeop.cpp               | 605 ++++++++++++++++++++++
 test-suite/nthorderderivativeop.hpp               |  40 ++
 test-suite/numericaldifferentiation.cpp           |   2 +-
 test-suite/quantlibtestsuite.cpp                  | 308 +++++------
 14 files changed, 809 insertions(+), 370 deletions(-)

commit 141974228afb3ae916d2ec1b5eecbf6fe2c049b7
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 7 May 2018 00:37:07 +0200

    first light

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

commit 5e584987c6e4a5ee1bc65aeb4e549300393bf349
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 7 May 2018 00:33:15 +0200

    first light from higher order derivative operators

 ql/methods/finitedifferences/operators/all.hpp     |   2 +
 .../operators/numericaldifferentiation.cpp         | 120 +++++++++++++++++++++
 .../operators/numericaldifferentiation.hpp         |  86 +++++++++++++++
 3 files changed, 208 insertions(+)

commit 158bbae79b9c9b582b15e611f97de22bcd127f9d
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 7 May 2018 00:31:25 +0200

    first light from higer order derivative operators

 ql/methods/finitedifferences/operators/Makefile.am |  4 +
 .../operators/nthorderderivativeop.cpp             | 96 ++++++++++++++++++++++
 .../operators/nthorderderivativeop.hpp             | 46 +++++++++++
 3 files changed, 146 insertions(+)

commit c356a2340967d8b0035014d6b2b31762dff45187
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sun, 6 May 2018 00:22:37 +0200

    Add EoM Option for SwapRateHelpers.

 ql/termstructures/yield/ratehelpers.cpp | 34 ++++++++++++++++++++++++---------
 ql/termstructures/yield/ratehelpers.hpp | 14 ++++++++++----
 2 files changed, 35 insertions(+), 13 deletions(-)

commit d2231bf8b7a7c21f528baee34702bb5beb71be2e
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Mon, 16 Apr 2018 13:12:19 +0200

    fix output

 ql/models/shortrate/onefactormodels/markovfunctional.cpp | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit 26968aae4b7058109e67397e5ca493ff8e3bd32e
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Mon, 9 Apr 2018 09:43:46 +0200

    check

 ql/models/shortrate/onefactormodels/markovfunctional.cpp | 4 ++++
 1 file changed, 4 insertions(+)

commit fa461dc20a2d77f77f10144ec431562d919ede2c
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 6 Apr 2018 15:14:40 +0200

    lower bound for negative rates in numeraire conversion, debug clogs

 .../shortrate/onefactormodels/markovfunctional.cpp | 99 +++++++++++++++-------
 1 file changed, 69 insertions(+), 30 deletions(-)

commit 0e951ed7f326349101ea0d71fefcb76257f490e5
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 6 Apr 2018 11:18:13 +0200

    fix again

 ql/models/shortrate/onefactormodels/markovfunctional.hpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 5a301e47eba69f0d4f1bb98c6c74f4f72fd4ecb3
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 6 Apr 2018 11:13:28 +0200

    fix description

 ql/models/shortrate/onefactormodels/markovfunctional.hpp | 13 ++++---------
 1 file changed, 4 insertions(+), 9 deletions(-)

commit f5efabe7244ac86a59daa688e90c4bcf6aec6690
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 4 Apr 2018 15:27:23 +0200

    const

 ql/models/shortrate/onefactormodels/markovfunctional.hpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 88b2ab5de9c25337ad6106e8da11743b27049c41
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 4 Apr 2018 14:48:09 +0200

    rename, const

 ql/models/shortrate/onefactormodels/markovfunctional.cpp | 6 +++---
 ql/models/shortrate/onefactormodels/markovfunctional.hpp | 6 +++---
 2 files changed, 6 insertions(+), 6 deletions(-)

commit 8f7ffe7d0c9b0b1c4c63fb5bca7e52cf09060ac2
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 4 Apr 2018 13:42:15 +0200

    draft extension of QL model

 .../shortrate/onefactormodels/markovfunctional.cpp | 89 ++++++++++++++--------
 .../shortrate/onefactormodels/markovfunctional.hpp | 66 ++++++++++++----
 ql/termstructures/volatility/smilesectionutils.cpp | 49 ++++++++----
 ql/termstructures/volatility/smilesectionutils.hpp |  7 +-
 4 files changed, 149 insertions(+), 62 deletions(-)

commit f627ff2d53db99e71f03b176cbcbaaf15a3addf6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Mar 2018 17:15:29 +0200

    Use new namespace in sample file.

 ql/instruments/swaption.cpp | 19 +++++++++----------
 1 file changed, 9 insertions(+), 10 deletions(-)

commit fb0a8039f99d25fb54154be1e146371113f36003
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Mar 2018 17:15:02 +0200

    Add new header to build.

 ql/Makefile.am  | 1 +
 ql/quantlib.hpp | 1 +
 2 files changed, 2 insertions(+)

commit 6c585a270c27e6b6b32cfe67e9211bee7d734814
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Mar 2018 16:41:22 +0200

    Add missing cast to imported names.

 ql/shared_ptr.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit d5627dde0ff9f9f3fbba520a277c52bfd8d9881a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 6 Feb 2018 15:07:05 +0100

    Create inner namespace to contain imported names.
    
    Without a specification, the names would sometime resolve
    to the std version because of ADL.

 ql/shared_ptr.hpp | 20 +++++++++++++-------
 1 file changed, 13 insertions(+), 7 deletions(-)

commit f9fc9f8bb6a70c49d1070e43a649e620527132bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Feb 2018 12:40:20 +0100

    Import shared_ptr into namespace QuantLib.
    
    This avoids hard-coding whether we'll use the Boost or std
    implementation.  To complete this change, we should also:
    
    - replace any inclusion of <boost/shared_ptr.hpp> and
      <boost/make_shared.hpp> with <ql/shared_ptr.hpp>;
    - remove the namespace specification from all uses of
      boost::shared_ptr and boost::make_shared;
    - add configuration flags to enable the switch.

 ql/shared_ptr.hpp | 50 ++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 50 insertions(+)
