commit e5d1698ba5d3aa20c8c342e90ea065f306932948
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 18 Mar 2020 08:34:53 +0100

    Avoid a couple of warnings in VC++19 when using std classes.

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

commit 53db7b9907e20064fecb2d2d883faa7e6152f305
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 18 Mar 2020 15:43:34 +0100

    Update news.

 Contributors.txt        |   6 ++
 Docs/pages/authors.docs |   6 ++
 Docs/pages/history.docs |  90 +++++++++++++++++++++++++++-
 News.md                 | 156 ++++++++++++++++++++++++++++--------------------
 4 files changed, 193 insertions(+), 65 deletions(-)

commit c3ad5069eee1aabdee0d921e00fee7ad64ae98b0
Merge: d37b6d8e4 b9b94e20f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Mar 2020 17:33:39 +0100

    Merge pull request #784.
    
    Import global boost placeholders into ext::placeholders namespace.

commit b9b94e20f712dffa63976a8bc700b2996701bf4b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Mar 2020 13:03:54 +0100

    Avoid Codacy warning.

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

commit f95ad89151dc5f5836df39dea60f65a2a7a0319f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Mar 2020 10:04:42 +0100

    Remove a problematic bind.

 test-suite/linearleastsquaresregression.cpp | 17 ++++++++++++-----
 1 file changed, 12 insertions(+), 5 deletions(-)

commit cbfa64496599a8ae10965e88ac39304767196de9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Mar 2020 10:01:45 +0100

    Remove ambiguity in placeholders.

 .../credit/defaultprobabilitylatentmodel.hpp       | 10 +++----
 ql/experimental/math/latentmodel.hpp               | 14 +++++-----
 ql/experimental/math/multidimintegrator.hpp        | 10 +++----
 ql/experimental/math/multidimquadrature.hpp        | 31 +++++++++-------------
 test-suite/riskneutraldensitycalculator.cpp        |  8 ++----
 test-suite/squarerootclvmodel.cpp                  |  4 +--
 6 files changed, 32 insertions(+), 45 deletions(-)

commit f42ca6291300a4a8e9dc692ec346e8bb261e3424
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Mar 2020 08:42:01 +0100

    Import global boost placeholders into namespace.
    
    This makes them available in ext::placeholders regardless of the
    choice of implementation.

 ql/functional.hpp | 12 +++++++++++-
 1 file changed, 11 insertions(+), 1 deletion(-)

commit d37b6d8e4925f8b6ed5d1958e7ebbb27029a0fc1
Merge: c795f3964 78820a854
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 14 Mar 2020 15:51:10 +0100

    Merge pull request #783.
    
    cmake install files with folder hierarchy

commit 78820a85407d848c2bc5d2f63bf84fb0548b352c
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Sat, 14 Mar 2020 16:35:50 +0800

    install with folder hierarchy

 ql/CMakeLists.txt | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 3c74e5e82d31033df9aa643e18f69137a22e0628
Merge: 20f8b6c02 c795f3964
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sat, 14 Mar 2020 16:29:36 +0800

    Merge pull request #7 from lballabio/master
    
    merge from upstream

commit c795f3964d246ea008158aa6c0a1e17a22f18c47
Merge: 2ada341a2 4fb90269a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Mar 2020 18:32:09 +0100

    Merge pull request #781.
    
    Boost.Timer might depend on Boost.Chrono.

commit 4fb90269a52606776eeb83a3f39e68de8420619e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Mar 2020 09:36:56 +0100

    Boost.Timer might depend on Boost.Chrono.

 acinclude.m4              | 41 ++++++++++++++++++++++++++++++++++++++++-
 test-suite/CMakeLists.txt |  2 +-
 2 files changed, 41 insertions(+), 2 deletions(-)

commit 2ada341a2ff2ada776c119ede43d84d2af66fd2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Mar 2020 16:01:08 +0100

    Avoid warnings while generating docs.

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

commit 799ddaac189382b163ab11b1508c80fc802afbc7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Mar 2020 15:24:41 +0100

    Update list of copyrights.

 Docs/pages/license.docs | 3 +++
 LICENSE.TXT             | 3 +++
 2 files changed, 6 insertions(+)

commit 5f8d1008b30be1c2eedf6b571c0847bff8310982
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 7 Mar 2020 22:28:32 +0100

    Run full tests in VS2019 Appveyor build.

 .appveyor.yml | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 940a3b4db517ebae000e968875e7d0483ac901a4
Merge: 58fb6dd15 14a25181e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 7 Mar 2020 18:09:57 +0100

    Merge pull request #780.
    
    Enable unity build for test suite

commit 14a25181e23dbacc6c790b325f717b8078ab54cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 7 Mar 2020 12:28:16 +0100

    Enable /bigobj option for Appveyor build.

 .appveyor/VS2019.props | 1 +
 1 file changed, 1 insertion(+)

commit f08d61b0a76a6ae380ab8e18de7429a13d4f7616
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 7 Mar 2020 12:24:18 +0100

    Work around gcc7 warning.

 test-suite/gaussianquadratures.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 69038bc7c1aa75a8d647bda890f0922b2305f766
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 7 Mar 2020 11:12:05 +0100

    Remove ambiguities on some compilers.

 test-suite/garch.cpp               | 64 ++++++++++++++++++--------------------
 test-suite/gaussianquadratures.cpp |  4 +--
 test-suite/integrals.cpp           | 30 +++++++++---------
 3 files changed, 47 insertions(+), 51 deletions(-)

commit e102af859a2ab19399a97f7d734d5f1d089a1338
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Mar 2020 23:35:20 +0100

    Enable unity build for test suite.

 .gitignore                                         |  1 +
 test-suite/Makefile.am                             | 38 ++++++++-
 test-suite/americanoption.cpp                      |  1 +
 test-suite/andreasenhugevolatilityinterpl.cpp      | 24 +++++-
 test-suite/array.cpp                               | 12 ++-
 test-suite/asianoptions.cpp                        |  1 +
 test-suite/assetswap.cpp                           | 20 ++++-
 test-suite/barrieroption.cpp                       | 11 ++-
 test-suite/basketoption.cpp                        |  2 +
 test-suite/batesmodel.cpp                          |  8 +-
 test-suite/bermudanswaption.cpp                    |  6 +-
 test-suite/binaryoption.cpp                        |  7 +-
 test-suite/blackdeltacalculator.cpp                | 10 ++-
 test-suite/bonds.cpp                               | 41 +++++++---
 test-suite/businessdayconventions.cpp              |  4 +-
 test-suite/capfloor.cpp                            | 22 +++++-
 test-suite/capflooredcoupon.cpp                    |  6 +-
 test-suite/cashflows.cpp                           |  5 +-
 test-suite/catbonds.cpp                            | 63 +++++++++------
 test-suite/cdo.cpp                                 |  4 +-
 test-suite/chooseroption.cpp                       |  1 +
 test-suite/cliquetoption.cpp                       |  1 +
 test-suite/cms.cpp                                 | 89 ++++++++++++----------
 test-suite/compoundoption.cpp                      |  7 +-
 test-suite/convertiblebonds.cpp                    |  6 +-
 test-suite/covariance.cpp                          |  6 +-
 test-suite/curvestates.cpp                         | 13 ++--
 test-suite/daycounters.cpp                         | 10 ++-
 test-suite/digitalcoupon.cpp                       | 18 ++++-
 test-suite/digitaloption.cpp                       |  1 +
 test-suite/distributions.cpp                       | 12 ++-
 test-suite/dividendoption.cpp                      |  1 +
 test-suite/doublebarrieroption.cpp                 |  8 +-
 test-suite/doublebinaryoption.cpp                  |  1 +
 test-suite/europeanoption.cpp                      | 41 +++++++++-
 test-suite/extendedtrees.cpp                       | 21 ++++-
 test-suite/fdheston.cpp                            |  6 +-
 test-suite/forwardoption.cpp                       |  1 +
 test-suite/garch.cpp                               |  9 ++-
 test-suite/gaussianquadratures.cpp                 | 16 +++-
 test-suite/hestonslvmodel.cpp                      |  4 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        | 14 +++-
 test-suite/inflation.cpp                           |  9 ++-
 test-suite/inflationcapfloor.cpp                   |  8 +-
 test-suite/inflationcapflooredcoupon.cpp           |  6 +-
 test-suite/inflationcpibond.cpp                    |  4 +-
 test-suite/inflationcpicapfloor.cpp                | 16 ++--
 test-suite/inflationcpiswap.cpp                    | 13 +++-
 test-suite/inflationvolatility.cpp                 |  8 +-
 test-suite/instruments.cpp                         | 19 +++--
 test-suite/integrals.cpp                           | 40 +++++++++-
 test-suite/interpolations.cpp                      | 28 +++----
 test-suite/jumpdiffusion.cpp                       |  2 +
 test-suite/libormarketmodel.cpp                    | 10 ++-
 test-suite/libormarketmodelprocess.cpp             |  6 +-
 test-suite/lookbackoptions.cpp                     |  2 +
 test-suite/margrabeoption.cpp                      |  2 +
 test-suite/marketmodel.cpp                         | 69 +++++++++++++----
 test-suite/marketmodel_cms.cpp                     |  9 +--
 test-suite/marketmodel_smm.cpp                     |  9 +--
 .../marketmodel_smmcapletalphacalibration.cpp      |  9 +--
 test-suite/marketmodel_smmcapletcalibration.cpp    |  9 +--
 .../marketmodel_smmcaplethomocalibration.cpp       | 12 ++-
 test-suite/matrices.cpp                            | 23 +++++-
 test-suite/noarbsabr.cpp                           |  6 +-
 test-suite/normalclvmodel.cpp                      |  3 +-
 test-suite/nthtodefault.cpp                        | 12 ++-
 test-suite/operators.cpp                           |  8 +-
 test-suite/optionletstripper.cpp                   | 37 ++++++---
 test-suite/overnightindexedswap.cpp                | 78 ++++++++++---------
 test-suite/partialtimebarrieroption.cpp            |  4 +-
 test-suite/piecewiseyieldcurve.cpp                 | 46 ++++++++++-
 test-suite/piecewisezerospreadedtermstructure.cpp  | 22 +++++-
 test-suite/quantooption.cpp                        |  4 +
 test-suite/quotes.cpp                              |  6 +-
 test-suite/rangeaccrual.cpp                        |  8 +-
 test-suite/rounding.cpp                            | 12 ++-
 test-suite/sampledcurve.cpp                        | 12 ++-
 test-suite/shortratemodels.cpp                     |  8 +-
 test-suite/spreadoption.cpp                        |  1 +
 test-suite/squarerootclvmodel.cpp                  | 12 ++-
 test-suite/swap.cpp                                | 14 +++-
 test-suite/swaption.cpp                            | 16 +++-
 test-suite/swaptionvolatilitycube.cpp              | 12 ++-
 test-suite/swaptionvolatilitymatrix.cpp            |  6 +-
 test-suite/swingoption.cpp                         | 10 ++-
 test-suite/termstructures.cpp                      | 22 +++++-
 test-suite/testsuite.vcxproj                       | 18 ++---
 test-suite/tqreigendecomposition.cpp               | 10 +--
 test-suite/variancegamma.cpp                       |  1 +
 test-suite/varianceswaps.cpp                       |  1 +
 test-suite/vpp.cpp                                 | 22 ++++--
 92 files changed, 968 insertions(+), 328 deletions(-)

commit f6f6a377c114b786f8cc6969e301b67ec7a8b271
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Mar 2020 11:52:00 +0100

    Enable unity build of root ql directory.

 ql/Makefile.am | 26 ++++++++++++++++++++++++--
 1 file changed, 24 insertions(+), 2 deletions(-)

commit adbcc74e58bb91080cfd26531ff60fbf8f57ae63
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Mar 2020 11:02:46 +0100

    Allow out-of-source unity build.

 ql/cashflows/Makefile.am                                 | 8 ++++----
 ql/currencies/Makefile.am                                | 8 ++++----
 ql/experimental/amortizingbonds/Makefile.am              | 8 ++++----
 ql/experimental/averageois/Makefile.am                   | 8 ++++----
 ql/experimental/barrieroption/Makefile.am                | 8 ++++----
 ql/experimental/basismodels/Makefile.am                  | 8 ++++----
 ql/experimental/callablebonds/Makefile.am                | 8 ++++----
 ql/experimental/catbonds/Makefile.am                     | 8 ++++----
 ql/experimental/commodities/Makefile.am                  | 8 ++++----
 ql/experimental/convertiblebonds/Makefile.am             | 8 ++++----
 ql/experimental/coupons/Makefile.am                      | 8 ++++----
 ql/experimental/credit/Makefile.am                       | 8 ++++----
 ql/experimental/exoticoptions/Makefile.am                | 8 ++++----
 ql/experimental/finitedifferences/Makefile.am            | 8 ++++----
 ql/experimental/futures/Makefile.am                      | 8 ++++----
 ql/experimental/fx/Makefile.am                           | 8 ++++----
 ql/experimental/inflation/Makefile.am                    | 8 ++++----
 ql/experimental/lattices/Makefile.am                     | 8 ++++----
 ql/experimental/math/Makefile.am                         | 8 ++++----
 ql/experimental/mcbasket/Makefile.am                     | 9 +++++----
 ql/experimental/models/Makefile.am                       | 8 ++++----
 ql/experimental/processes/Makefile.am                    | 8 ++++----
 ql/experimental/risk/Makefile.am                         | 8 ++++----
 ql/experimental/shortrate/Makefile.am                    | 8 ++++----
 ql/experimental/swaptions/Makefile.am                    | 8 ++++----
 ql/experimental/variancegamma/Makefile.am                | 8 ++++----
 ql/experimental/varianceoption/Makefile.am               | 8 ++++----
 ql/experimental/volatility/Makefile.am                   | 8 ++++----
 ql/indexes/Makefile.am                                   | 8 ++++----
 ql/indexes/ibor/Makefile.am                              | 8 ++++----
 ql/indexes/swap/Makefile.am                              | 8 ++++----
 ql/instruments/Makefile.am                               | 8 ++++----
 ql/instruments/bonds/Makefile.am                         | 8 ++++----
 ql/legacy/libormarketmodels/Makefile.am                  | 8 ++++----
 ql/math/Makefile.am                                      | 8 ++++----
 ql/math/copulas/Makefile.am                              | 8 ++++----
 ql/math/distributions/Makefile.am                        | 8 ++++----
 ql/math/integrals/Makefile.am                            | 8 ++++----
 ql/math/matrixutilities/Makefile.am                      | 8 ++++----
 ql/math/optimization/Makefile.am                         | 8 ++++----
 ql/math/randomnumbers/Makefile.am                        | 8 ++++----
 ql/math/statistics/Makefile.am                           | 8 ++++----
 ql/methods/finitedifferences/Makefile.am                 | 8 ++++----
 ql/methods/finitedifferences/meshers/Makefile.am         | 8 ++++----
 ql/methods/finitedifferences/operators/Makefile.am       | 8 ++++----
 ql/methods/finitedifferences/schemes/Makefile.am         | 8 ++++----
 ql/methods/finitedifferences/solvers/Makefile.am         | 8 ++++----
 ql/methods/finitedifferences/stepconditions/Makefile.am  | 8 ++++----
 ql/methods/finitedifferences/utilities/Makefile.am       | 8 ++++----
 ql/methods/lattices/Makefile.am                          | 8 ++++----
 ql/methods/montecarlo/Makefile.am                        | 8 ++++----
 ql/models/Makefile.am                                    | 8 ++++----
 ql/models/equity/Makefile.am                             | 8 ++++----
 ql/models/marketmodels/Makefile.am                       | 8 ++++----
 ql/models/marketmodels/browniangenerators/Makefile.am    | 8 ++++----
 ql/models/marketmodels/callability/Makefile.am           | 8 ++++----
 ql/models/marketmodels/correlations/Makefile.am          | 8 ++++----
 ql/models/marketmodels/curvestates/Makefile.am           | 8 ++++----
 ql/models/marketmodels/driftcomputation/Makefile.am      | 8 ++++----
 ql/models/marketmodels/evolvers/Makefile.am              | 8 ++++----
 ql/models/marketmodels/evolvers/volprocesses/Makefile.am | 8 ++++----
 ql/models/marketmodels/models/Makefile.am                | 8 ++++----
 ql/models/marketmodels/pathwisegreeks/Makefile.am        | 8 ++++----
 ql/models/marketmodels/products/Makefile.am              | 8 ++++----
 ql/models/marketmodels/products/multistep/Makefile.am    | 8 ++++----
 ql/models/marketmodels/products/onestep/Makefile.am      | 8 ++++----
 ql/models/marketmodels/products/pathwise/Makefile.am     | 8 ++++----
 ql/models/shortrate/Makefile.am                          | 8 ++++----
 ql/models/shortrate/calibrationhelpers/Makefile.am       | 8 ++++----
 ql/models/shortrate/onefactormodels/Makefile.am          | 8 ++++----
 ql/models/shortrate/twofactormodels/Makefile.am          | 8 ++++----
 ql/models/volatility/Makefile.am                         | 8 ++++----
 ql/patterns/Makefile.am                                  | 8 ++++----
 ql/pricingengines/Makefile.am                            | 8 ++++----
 ql/pricingengines/asian/Makefile.am                      | 8 ++++----
 ql/pricingengines/barrier/Makefile.am                    | 8 ++++----
 ql/pricingengines/basket/Makefile.am                     | 8 ++++----
 ql/pricingengines/bond/Makefile.am                       | 8 ++++----
 ql/pricingengines/capfloor/Makefile.am                   | 8 ++++----
 ql/pricingengines/cliquet/Makefile.am                    | 8 ++++----
 ql/pricingengines/credit/Makefile.am                     | 8 ++++----
 ql/pricingengines/inflation/Makefile.am                  | 8 ++++----
 ql/pricingengines/lookback/Makefile.am                   | 8 ++++----
 ql/pricingengines/swap/Makefile.am                       | 8 ++++----
 ql/pricingengines/swaption/Makefile.am                   | 8 ++++----
 ql/pricingengines/vanilla/Makefile.am                    | 8 ++++----
 ql/processes/Makefile.am                                 | 8 ++++----
 ql/quotes/Makefile.am                                    | 8 ++++----
 ql/termstructures/Makefile.am                            | 8 ++++----
 ql/termstructures/credit/Makefile.am                     | 8 ++++----
 ql/termstructures/inflation/Makefile.am                  | 8 ++++----
 ql/termstructures/volatility/Makefile.am                 | 8 ++++----
 ql/termstructures/volatility/capfloor/Makefile.am        | 8 ++++----
 ql/termstructures/volatility/equityfx/Makefile.am        | 8 ++++----
 ql/termstructures/volatility/inflation/Makefile.am       | 8 ++++----
 ql/termstructures/volatility/optionlet/Makefile.am       | 8 ++++----
 ql/termstructures/volatility/swaption/Makefile.am        | 8 ++++----
 ql/termstructures/yield/Makefile.am                      | 8 ++++----
 ql/time/Makefile.am                                      | 8 ++++----
 ql/time/calendars/Makefile.am                            | 8 ++++----
 ql/time/daycounters/Makefile.am                          | 8 ++++----
 ql/utilities/Makefile.am                                 | 8 ++++----
 102 files changed, 409 insertions(+), 408 deletions(-)

commit 58fb6dd15ec1672893258606065cf0798de4de50
Merge: 709224993 f29adac3e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Mar 2020 11:00:46 +0100

    Merge pull request #778.
    
    use Setting includeTodaysCashFlows() In DiscretizedSwap

commit 7092249939b852ab2bfaa1b8d1fde95da035a6a9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Mar 2020 18:31:18 +0100

    Add unity build to Travis build matrix.

 .travis.yml | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

commit a9002008ad41c8b11f11556babcbc65393a6ce84
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 4 Mar 2020 22:53:57 +0100

    Add badge for GitHub Actions build

 README.md | 1 +
 1 file changed, 1 insertion(+)

commit f29adac3e387b0fd9fc1b7fe40799158c34f26a8
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Wed, 4 Mar 2020 22:40:34 +0100

    Removed "boost::optional<T>.has_value()" and "boost::optional<T>.value()" as older boost version do not support them.

 ql/pricingengines/swap/discretizedswap.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 1b8ff7b47d669c77a5cc33973a23f57e0d2f7995
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Wed, 4 Mar 2020 22:33:21 +0100

    Set "includeTodaysCashFlows" in constructor.

 ql/pricingengines/swap/discretizedswap.cpp | 11 +++++------
 ql/pricingengines/swap/discretizedswap.hpp |  1 +
 2 files changed, 6 insertions(+), 6 deletions(-)

commit 64678bbf3a3e400fb073e2ef06a7c7ddcdc237f7
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Mon, 2 Mar 2020 22:03:07 +0100

    use Setting::includeTodaysCashFlows() In DiscretizedSwap

 ql/pricingengines/swap/discretizedswap.cpp | 18 +++++++++++++++---
 1 file changed, 15 insertions(+), 3 deletions(-)

commit e27831a5155f1a457b58cd4c74f56f72a7138dc1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Mar 2020 15:52:43 +0100

    Add run id to coverage report.

 .github/workflows/coveralls.yml | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit 2c4ef4c67d25ccf0aa33916dc52b2d4c72128e2a
Merge: acb58592d ae8b84926
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 Mar 2020 20:45:31 +0100

    Merge pull request #771.
    
    add global bootstrapper to reproduce BBG curve with serial FRAs

commit acb58592d15f5c49281e72d821382e58d7b039f2
Merge: 703089814 8d842c328
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 Mar 2020 19:54:40 +0100

    Merge pull request #776.
    
    Enable use of normal volatility in cap helpers.

commit ae8b84926a3a677f540fa6183de2d201d01bfc1c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 Mar 2020 16:34:02 +0100

    Old-style include guard.

 QuantLib.vcxproj                      | 1 +
 QuantLib.vcxproj.filters              | 3 +++
 ql/termstructures/globalbootstrap.hpp | 5 ++++-
 3 files changed, 8 insertions(+), 1 deletion(-)

commit a8a5feeea599f294bc218cecb11cc73dc72e3c26
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 Mar 2020 16:30:14 +0100

    Remove intermediate class.

 QuantLib.vcxproj                                   |   1 -
 QuantLib.vcxproj.filters                           |   3 -
 ql/CMakeLists.txt                                  |   2 -
 ql/termstructures/yield/Makefile.am                |   6 +-
 ql/termstructures/yield/all.hpp                    |   1 -
 .../yield/interpolatedsimplezerocurve.hpp          |  41 ++++----
 .../yield/zeroyieldstructure_simple.cpp            |  41 --------
 .../yield/zeroyieldstructure_simple.hpp            | 103 ---------------------
 8 files changed, 21 insertions(+), 177 deletions(-)

commit 79e350253b158834d574110531d077b29264cb0b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 Mar 2020 16:17:46 +0100

    Rename InterpolatedSimpleZeroCurve.

 QuantLib.vcxproj                                   |  1 +
 QuantLib.vcxproj.filters                           |  3 ++
 ql/CMakeLists.txt                                  |  2 +-
 ql/termstructures/all.hpp                          |  1 +
 ql/termstructures/yield/Makefile.am                |  2 +-
 ql/termstructures/yield/all.hpp                    |  2 +
 ql/termstructures/yield/bootstraptraits.hpp        |  4 +-
 ..._simple.hpp => interpolatedsimplezerocurve.hpp} | 48 +++++++++++-----------
 8 files changed, 35 insertions(+), 28 deletions(-)

commit 69c18aeaac97e17a7c6e59f7292619ecf93e8a6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 Mar 2020 16:15:48 +0100

    Pass accuracy to bootstrapper; avoid deprecated call.

 ql/termstructures/globalbootstrap.hpp | 25 +++++++++++++++++--------
 test-suite/piecewiseyieldcurve.cpp    |  4 ++--
 2 files changed, 19 insertions(+), 10 deletions(-)

commit 8d842c3281bf72f9ea2140dc1197af3a7b403134
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 Mar 2020 14:53:57 +0100

    Enable use of normal volatility in cap helpers.

 .../shortrate/calibrationhelpers/caphelper.cpp     | 29 +++++++++++++++-------
 .../shortrate/calibrationhelpers/caphelper.hpp     |  5 +++-
 2 files changed, 24 insertions(+), 10 deletions(-)

commit 7f41f30efe440865b1676b61026922bb0defc95e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Feb 2020 16:10:01 +0100

    Reordered files

 ql/termstructures/Makefile.am | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 7030898142a18842fe946f08aea697441e3bee2a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Feb 2020 23:42:44 +0100

    Use checkout action v2 in workflows.
    
    It checks out the proper branch instead of a detached HEAD.

 .github/workflows/cmake.yml     | 2 +-
 .github/workflows/coveralls.yml | 2 +-
 README.md                       | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit e0a6334e6675fef1dde2802cf03f50ebb6cc345a
Merge: b8e38159f 64c18c229
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Feb 2020 23:15:41 +0100

    Merge pull request #775.
    
    ensure a volatility and shift can be read for given swapLength

commit b8e38159f2429d0738e665412456c19f2db1de43
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Feb 2020 12:38:52 +0100

    Also send coverage to Coverall.

 .codecov.yml                                     |  6 ++----
 .github/workflows/{codecov.yml => coveralls.yml} | 15 +++++++++++----
 README.md                                        |  2 +-
 3 files changed, 14 insertions(+), 9 deletions(-)

commit 5c14f63f17dcf27e254bab9e1674e55acde579e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 26 Feb 2020 17:05:29 +0100

    Avoid mistaking coverage workflow for a report.

 .codecov.yml                                    | 3 +++
 .github/workflows/{coverage.yml => codecov.yml} | 0
 2 files changed, 3 insertions(+)

commit 64c18c229e012325dec0787c27b9c1585121a1f8
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 26 Feb 2020 09:29:35 +0100

    set swapLength to effective value used to read the volatility

 ql/pricingengines/swaption/blackswaptionengine.hpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit f8f9e3081049a77342863dae81213bf93083beda
Merge: 6a4592bad 6bdd80dcf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 26 Feb 2020 09:02:41 +0100

    Merge pull request #772.
    
    Update asia.cpp

commit d94e0447a25c4ae88a753e7effe5b4f68889c822
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Tue, 25 Feb 2020 21:14:22 +0100

    ensure a volatility and shift can be read for given swapLength

 ql/pricingengines/swaption/blackswaptionengine.hpp | 3 +++
 1 file changed, 3 insertions(+)

commit 6a4592bad4dd95a5decbaa09bcc6869f525f8984
Merge: e871f4fe5 247cc309a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Feb 2020 17:13:23 +0100

    Merge pull request #770.
    
    some updates for the DE optimiser

commit e871f4fe5b0e75c86f9fec4884e98cc98feb6a8e
Merge: 09fa5c0cd 74acc2085
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Feb 2020 12:49:00 +0100

    Merge pull request #769.
    
    Fixed German calendar , by removing 31st Dec as holiday

commit 09fa5c0cd5192c076726a2f26acd92920a14c87d
Merge: 397cbdae6 fa3dff132
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Feb 2020 12:40:03 +0100

    Merge pull request #766.
    
    Fix BMA Coupon Fixing Schedule

commit 397cbdae6180eb5c7e48c578a1b130f765f82099
Merge: b6dd39370 c652e2991
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Feb 2020 12:38:32 +0100

    Merge pull request #764.
    
    update China holiday for coronavirus event

commit b6dd39370f758533a10a8ed67cd3fd37489f6804
Merge: 8dc4cc2e4 c6da062a5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Feb 2020 12:35:28 +0100

    Merge pull request #758.
    
    Update holidays for South Korea calendar

commit 8dc4cc2e40d8cb45fe868695cef1d12d110a380c
Merge: 65867ab7c 2543a18a8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Feb 2020 12:27:54 +0100

    Merge pull request #762.
    
    holidayList now operates on instance, added businessDaysList

commit 6bdd80dcf56a4c443046e666137e89eda476a3ce
Author: jbarber2016 <jonathan.barber@hotmail.com>
Date:   Thu, 20 Feb 2020 08:23:49 -0500

    Update asia.cpp
    
    fixed KZT currency

 ql/currencies/asia.cpp | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

commit 90c39b6f5796ba53b888a5991954b15a75e54e37
Author: jbarber2016 <jonathan.barber@hotmail.com>
Date:   Thu, 20 Feb 2020 08:18:52 -0500

    Update asia.hpp
    
    Updated header to include KZT currency

 ql/currencies/asia.hpp | 5 +++++
 1 file changed, 5 insertions(+)

commit dd96fe6ae518e4a6965ddfbc50d7065840e352eb
Author: jbarber2016 <jonathan.barber@hotmail.com>
Date:   Thu, 20 Feb 2020 08:12:59 -0500

    Update asia.cpp
    
    adding KZT Currency to Asia.

 ql/currencies/asia.cpp | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

commit aea0c5d1f64a42cc47f069d61c319a31fe2381a6
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 16 Feb 2020 16:43:07 +0100

    replace some boost::shared_ptr by ext::shared_ptr

 ql/termstructures/globalbootstrap.hpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit e690dfb4267ae5da2c7cb6e9996fd0ec45baf368
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 16 Feb 2020 15:55:16 +0100

    replace some boost:: by ext::, C++03 compatibility

 test-suite/piecewiseyieldcurve.cpp | 74 ++++++++++++++++++++------------------
 1 file changed, 39 insertions(+), 35 deletions(-)

commit ef433edf7a0553b490026990047bbfe92f952abc
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 16 Feb 2020 10:14:17 +0100

    update msvc project files

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 3 +++
 2 files changed, 4 insertions(+)

commit 5e8eb955f0ee89a109899838b1c5047301e20ff1
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 16 Feb 2020 10:04:34 +0100

    ctor with one arg should be explicit

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

commit 2cdb4c6fac175b5d5ebdde9c630e1d1077c0396b
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 16 Feb 2020 10:04:17 +0100

    ctor with one arg should be explicit

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

commit cbb85938ffab7eae67beeed1737eaed32d2418bb
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 16 Feb 2020 10:04:07 +0100

    avoid reorder warning

 ql/termstructures/globalbootstrap.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 5c4a558b0800a8e3f6a01f55dc3dd1c487fdbbfa
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 15 Feb 2020 22:00:43 +0100

    whitespace

 ql/termstructures/yield/bootstraptraits.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 385cb387a9451bd3250178a1d2b39a20d58ca865
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 15 Feb 2020 21:57:50 +0100

    eliminate QL_NEGATIVE_RATES macro

 ql/termstructures/yield/bootstraptraits.hpp  |  4 ----
 ql/termstructures/yield/zerocurve_simple.hpp | 10 ----------
 2 files changed, 14 deletions(-)

commit 48b6cb2a50bc99c5b966ebfcbd04f9f296c4abfb
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 15 Feb 2020 21:50:15 +0100

    unit test now running

 ql/termstructures/yield/bootstraptraits.hpp         | 15 ++++-----------
 ql/termstructures/yield/zerocurve_simple.hpp        |  2 +-
 .../yield/zeroyieldstructure_simple.hpp             |  8 --------
 test-suite/piecewiseyieldcurve.cpp                  | 21 +++++++++++----------
 4 files changed, 16 insertions(+), 30 deletions(-)

commit 247cc309aee3373db26e272c77a012f1dd288d2c
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 15 Feb 2020 18:14:32 +0100

    some updates for the DE optimiser
    
    - allow to explicitly specify bounds
    - allow to specify an initial population explicitly
    - evaluate cost function via problem, reset problem initially
    - handle non-finite intermediate results

 ql/math/optimization/differentialevolution.cpp | 60 +++++++++++++++++++-------
 ql/math/optimization/differentialevolution.hpp | 23 +++++++++-
 2 files changed, 66 insertions(+), 17 deletions(-)

commit 6ab8d89b9731b5e2b4fd5e22cb1bf9657e05bc93
Author: Prasad Somwanshi <prasad_osd@yahoo.com>
Date:   Fri, 14 Feb 2020 22:31:41 +0000

    Removed 31 Dec as holiday from German calendar

 ql/time/calendars/germany.cpp | 20 +++++---------------
 ql/time/calendars/germany.hpp |  5 -----
 test-suite/calendars.cpp      |  6 ------
 3 files changed, 5 insertions(+), 26 deletions(-)

commit 3214ef9aaea3f1218745c38679d2e91a61f959db
Author: Prasad Somwanshi <prasad_osd@yahoo.com>
Date:   Fri, 14 Feb 2020 21:48:42 +0000

    Fixed German calendar , by removing 31st Dec as holiday

 ql/time/calendars/germany.cpp | 20 +++++---------------
 ql/time/calendars/germany.hpp |  5 -----
 2 files changed, 5 insertions(+), 20 deletions(-)

commit e7e280b62b615f92737b88a07d0b50db11f96bfe
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 9 Feb 2020 21:13:18 +0100

    pass parameters to global bootstrap properly

 test-suite/piecewiseyieldcurve.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 694e3cf19c1cb95798bb1635920cff850f254751
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 9 Feb 2020 20:14:08 +0100

    add global bootstrap, unit test failing at the moment

 ql/CMakeLists.txt                                  |   4 +
 ql/termstructures/Makefile.am                      |   3 +-
 ql/termstructures/globalbootstrap.hpp              | 311 +++++++++++++++++++++
 ql/termstructures/yield/Makefile.am                |   7 +-
 ql/termstructures/yield/bootstraptraits.hpp        |  98 +++++++
 ql/termstructures/yield/zerocurve_simple.hpp       | 219 +++++++++++++++
 .../yield/zeroyieldstructure_simple.cpp            |  41 +++
 .../yield/zeroyieldstructure_simple.hpp            | 111 ++++++++
 test-suite/piecewiseyieldcurve.cpp                 | 136 +++++++++
 test-suite/piecewiseyieldcurve.hpp                 |   2 +
 10 files changed, 929 insertions(+), 3 deletions(-)

commit fa3dff132fda19b1038948328a23f4f3d3c7ca08
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 7 Feb 2020 14:49:40 +0100

    rename 'next' to 'previous', that's what we are actually doing

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

commit 2a7159acd2e4e34f129c4fca2d106288ee64bb46
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 7 Feb 2020 13:48:51 +0100

    fix for fixing schedule construction

 ql/cashflows/averagebmacoupon.cpp | 13 +++++++++++++
 1 file changed, 13 insertions(+)

commit 2543a18a8c2883c69483ccadaa7bbf00dfc0be62
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Feb 2020 18:16:49 +0100

    Avoid misleading-indentation warning.

 ql/termstructures/yield/forwardcurve.hpp | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

commit c75f147e6e91b26d3eff8865d7a8e3f3b81c3bc7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Feb 2020 18:16:21 +0100

    Avoid deprecation warnings.

 test-suite/calendars.cpp | 66 ++++++++++++++++++++++++------------------------
 1 file changed, 33 insertions(+), 33 deletions(-)

commit 9fb5b42104f5999fa31d656dda9d92bd5b01c789
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Feb 2020 18:05:24 +0100

    Clean up.

 ql/time/calendar.cpp     |  3 +--
 ql/time/calendar.hpp     | 20 ++++++++++----------
 test-suite/calendars.cpp | 22 ++++++++++------------
 test-suite/calendars.hpp |  2 +-
 4 files changed, 22 insertions(+), 25 deletions(-)

commit c652e29913d55588a813f8427d5b7f00b7b8aa50
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Sun, 2 Feb 2020 20:21:54 +0800

    update china holiday for coronavirus event

 ql/time/calendars/china.cpp | 3 +--
 test-suite/calendars.cpp    | 2 +-
 2 files changed, 2 insertions(+), 3 deletions(-)

commit 20f8b6c02a7a2d6cbc9f4cccfadb7e3cd583f207
Merge: 5b5c7765b 65867ab7c
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sun, 2 Feb 2020 20:17:30 +0800

    Merge pull request #6 from lballabio/master
    
    update from upstream

commit 65867ab7c44419b69e40e553b41230744b83cff9
Merge: 965961893 3ef71f5fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Jan 2020 16:50:11 +0100

    Merge pull request #759.
    
    Added possibility to create JointCalendar from vector of Calendars

commit b27a6dd49d1b061b3b84059ec9876f7261037f9b
Author: piotr <piotrek.siejda@gmail.com>
Date:   Sun, 26 Jan 2020 10:59:26 +0100

    holidayList now operates on _inst, added businessDaysList, corrected test

 test-suite/calendars.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit d21df91aec6dc667e020733d58c0409d62db008f
Author: piotr <piotrek.siejda@gmail.com>
Date:   Sun, 26 Jan 2020 10:29:34 +0100

    holidayList now operates on _inst, added businessDaysList, corrected test

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

commit 965961893c7fc75fd39480dfa5daa4d4873c9a8f
Merge: 21573f67d a1bcf304a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Jan 2020 17:34:58 +0100

    Merge pull request #761.

commit 21573f67dfcb4fb3a7ead51d77a949af9362f2bc
Merge: f918e1a34 a80cdf7fd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Jan 2020 10:51:12 +0100

    Merge pull request #760.

commit 3ef71f5fa5a331dc937b341142d4ab040636a18a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Jan 2020 10:26:58 +0100

    Declare constructor as explicit.

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

commit 7adebd10eaf5fa1729afabd5f1770508d0a5be90
Author: piotr <piotrek.siejda@gmail.com>
Date:   Thu, 23 Jan 2020 11:39:42 +0100

    Added possibility to create JointCalendar from vector of Calendars, changed test to work with c++98

 test-suite/calendars.cpp | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

commit d6dab100c770bb20eb2971a9fc21ccc9cfb69f30
Merge: 7e8ecab51 f918e1a34
Author: PiotrSiejda <30773471+PiotrSiejda@users.noreply.github.com>
Date:   Thu, 23 Jan 2020 10:58:36 +0100

    Merge pull request #1 from lballabio/master
    
    merging master

commit 7e990c1572fbe69652cff90e9f28f867a950f308
Author: piotr <piotrek.siejda@gmail.com>
Date:   Thu, 23 Jan 2020 10:41:23 +0100

    holidayList now operates on _inst, added businessDaysList

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

commit 286774ac52c893d068d4074e6534e294a1c84c27
Author: piotr <piotrek.siejda@gmail.com>
Date:   Thu, 23 Jan 2020 10:21:37 +0100

    holidayList now operates on _inst, added businessDaysList

 ql/time/calendar.cpp     | 30 +++++++++++++++++++++++++++++-
 ql/time/calendar.hpp     | 15 ++++++++++++++-
 test-suite/calendars.cpp | 31 +++++++++++++++++++++++++++++++
 test-suite/calendars.hpp |  1 +
 4 files changed, 75 insertions(+), 2 deletions(-)

commit aba6791c29a44ede86237a379c84a80654cd3e51
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 22 Jan 2020 21:15:47 +0100

    ensure non-empty index estimation period

 ql/cashflows/iborcoupon.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit f918e1a34a542d528a55844610950413fb645983
Merge: 46ddf94a0 d12927d77
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Jan 2020 16:35:23 +0100

    Merge pull request #757.

commit a80cdf7fdc0b701b55d252e614d2ffbe97aacf03
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Jan 2020 13:37:35 +0100

    Fix 30/360 (German) day counter.

 ql/time/daycounters/thirty360.cpp |  5 ++---
 test-suite/daycounters.cpp        | 21 +++++++++++++++++++++
 test-suite/daycounters.hpp        |  1 +
 3 files changed, 24 insertions(+), 3 deletions(-)

commit 46ddf94a0ce5c1eeccc6d4e1bf080ce805bcbd7e
Merge: d5b4d7f46 6cef00d73
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Jan 2020 11:19:37 +0100

    Merge pull request #723.

commit d12927d77d15449d686bc5b7dd512531ec3f7d0e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Jan 2020 10:44:30 +0100

    Indentation.

 ql/instruments/vanillaswingoption.hpp                      |  2 +-
 ql/math/integrals/kronrodintegral.hpp                      |  2 +-
 ql/math/randomnumbers/haltonrsg.hpp                        |  6 +++---
 ql/math/randomnumbers/sobolrsg.hpp                         |  4 ++--
 ql/math/rounding.hpp                                       | 14 +++++++-------
 .../stepconditions/fdmamericanstepcondition.cpp            |  2 +-
 .../stepconditions/fdmarithmeticaveragecondition.cpp       |  2 +-
 .../stepconditions/fdmbermudanstepcondition.cpp            |  2 +-
 .../stepconditions/fdmsimplestoragecondition.cpp           |  2 +-
 .../stepconditions/fdmsimpleswingcondition.cpp             |  2 +-
 ql/models/equity/batesmodel.hpp                            |  6 +++---
 ql/pricingengines/vanilla/batesengine.hpp                  |  4 ++--
 ql/pricingengines/vanilla/coshestonengine.hpp              |  2 +-
 13 files changed, 25 insertions(+), 25 deletions(-)

commit d5b4d7f46e2ec755adfe96463f9c1778743ef8ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jan 2020 16:31:46 +0100

    Remove failing workflow for first-time contributors.
    
    It requires a secret token that can't be provided in pull requests.

 .github/workflows/greetings.yml | 13 -------------
 1 file changed, 13 deletions(-)

commit b9e88eebe9c9a4f023a3d83325e4b8940467bbba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jan 2020 15:35:35 +0100

    Use system Boost installation.
    
    The one recently added on the GitHub Action envs are not
    compatible with the installed version of cmake.

 .github/workflows/cmake.yml    | 2 +-
 .github/workflows/coverage.yml | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit c76380e5565a78a57a80a7434349731f31dd7909
Author: piotr <piotrek.siejda@gmail.com>
Date:   Tue, 21 Jan 2020 10:59:11 +0100

    Added possibility to create JointCalendar from vector of Calendars

 ql/time/calendars/jointcalendar.cpp | 14 +++++++++++++-
 ql/time/calendars/jointcalendar.hpp |  6 ++++++
 test-suite/calendars.cpp            | 19 ++++++++++++++++---
 3 files changed, 35 insertions(+), 4 deletions(-)

commit 9c99847631179842f2f5d73727ebf8d6ea9eaaef
Author: fayce66 <60093074+fayce66@users.noreply.github.com>
Date:   Tue, 21 Jan 2020 09:54:59 +1000

    Update holidays for South Korea calendar
    
    add missing holidays from 2016 until 2020 and fixed a test for temporary holiday in SouthKorea::KrxImpl::isBusinessDay()

 ql/time/calendars/southkorea.cpp | 18 ++++++++++++------
 1 file changed, 12 insertions(+), 6 deletions(-)

commit 60659d1bd7c622c45709f2177f39563a3ab75c89
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 21 Jan 2020 00:25:32 +0100

    tidy-up code (mainly explicit keyword)

 ql/experimental/exoticoptions/analyticpdfhestonengine.hpp  |  2 +-
 .../finitedifferences/fdhestondoublebarrierengine.hpp      |  2 +-
 ql/experimental/models/hestonslvmcmodel.cpp                |  4 ----
 ql/instruments/vanillaswingoption.hpp                      |  2 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp          |  1 -
 ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp     |  2 +-
 ql/math/distributions/chisquaredistribution.hpp            |  2 +-
 ql/math/functional.hpp                                     |  4 ++--
 ql/math/integrals/gaussianquadratures.hpp                  |  4 ++--
 ql/math/integrals/kronrodintegral.hpp                      |  2 +-
 ql/math/integrals/segmentintegral.hpp                      |  2 +-
 ql/math/matrixutilities/bicgstab.hpp                       |  2 +-
 ql/math/matrixutilities/gmres.hpp                          |  2 +-
 ql/math/matrixutilities/sparseilupreconditioner.hpp        |  2 +-
 ql/math/matrixutilities/svd.hpp                            |  2 +-
 ql/math/ode/adaptiverungekutta.hpp                         |  2 +-
 ql/math/randomnumbers/haltonrsg.hpp                        |  2 +-
 ql/math/randomnumbers/randomsequencegenerator.hpp          |  4 ++--
 ql/math/randomnumbers/sobolrsg.hpp                         |  2 +-
 ql/math/rounding.hpp                                       | 12 ++++++------
 ql/math/statistics/gaussianstatistics.hpp                  |  2 +-
 .../finitedifferences/schemes/expliciteulerscheme.hpp      |  2 +-
 .../finitedifferences/schemes/impliciteulerscheme.hpp      |  2 +-
 .../stepconditions/fdmamericanstepcondition.cpp            |  4 ++++
 .../stepconditions/fdmarithmeticaveragecondition.cpp       |  3 +++
 .../stepconditions/fdmbermudanstepcondition.cpp            |  4 ++++
 .../stepconditions/fdmsimplestoragecondition.cpp           |  4 ++++
 .../stepconditions/fdmsimpleswingcondition.cpp             |  5 +++++
 .../finitedifferences/utilities/hestonrndcalculator.hpp    |  2 +-
 ql/models/equity/batesmodel.cpp                            |  2 +-
 ql/models/equity/batesmodel.hpp                            |  6 +++---
 ql/models/equity/hestonmodel.cpp                           |  2 +-
 ql/pricingengines/asian/fdblackscholesasianengine.hpp      |  2 +-
 ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp  |  2 +-
 ql/pricingengines/barrier/fdblackscholesrebateengine.hpp   |  2 +-
 ql/pricingengines/barrier/fdhestonbarrierengine.hpp        |  2 +-
 ql/pricingengines/barrier/fdhestonrebateengine.hpp         |  2 +-
 ql/pricingengines/swaption/fdg2swaptionengine.hpp          |  2 +-
 ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp   |  2 +-
 ql/pricingengines/vanilla/analyticeuropeanengine.hpp       |  2 +-
 ql/pricingengines/vanilla/analyticptdhestonengine.hpp      |  2 +-
 ql/pricingengines/vanilla/batesengine.hpp                  |  8 ++++----
 ql/pricingengines/vanilla/coshestonengine.hpp              |  2 +-
 ql/pricingengines/vanilla/fdbatesvanillaengine.hpp         |  2 +-
 ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp  |  2 +-
 ql/pricingengines/vanilla/fdhestonvanillaengine.hpp        |  2 +-
 ql/pricingengines/vanilla/fdsimplebsswingengine.hpp        |  2 +-
 ql/pricingengines/vanilla/mceuropeanhestonengine.hpp       |  2 +-
 ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp      |  2 +-
 .../volatility/equityfx/andreasenhugevolatilityadapter.hpp |  2 +-
 .../volatility/equityfx/andreasenhugevolatilityinterpl.cpp |  2 +-
 test-suite/batesmodel.cpp                                  |  2 --
 test-suite/fdheston.cpp                                    |  1 -
 test-suite/hestonslvmodel.cpp                              | 14 ++------------
 test-suite/libormarketmodel.cpp                            |  3 ---
 test-suite/nthorderderivativeop.cpp                        |  3 ---
 test-suite/riskneutraldensitycalculator.cpp                |  1 -
 test-suite/squarerootclvmodel.cpp                          |  4 ----
 58 files changed, 79 insertions(+), 88 deletions(-)

commit 1eb6765a1dd38a7bda1fb1ffa8ba3208efe07c9a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Jan 2020 15:01:22 +0100

    Fix capitalization in include

 CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit b4c5d041aedc0281a94fa6a1728fd3b83ca4cdf1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Jan 2020 11:47:13 +0100

    Add workflow for CMake CI build.

 .github/workflows/cmake.yml | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

commit 8194d03fb2472d9f7408bd3f53f0b4c986a4945f
Merge: 7e8ecab51 40af8a1fd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Jan 2020 11:37:55 +0100

    Merge pull request #756.

commit 40af8a1fdd1ead8eea185bf429ece9da6a369375
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Jan 2020 17:43:54 +0100

    Avoid unused-variable warning.

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

commit 873c52a8c1247c1b39c6651e20ce0d5dc40b7425
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Jan 2020 17:17:44 +0100

    Make Codacy happy.

 cmake/update_cmake_files.py | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit ff4cf3640e0ab92f9f40ec829caee8f16b3942be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Jan 2020 17:08:27 +0100

    Indent list.

 cmake/update_cmake_files.py |    8 +-
 ql/CMakeLists.txt           | 4474 ++++++++++++++++++++++---------------------
 test-suite/CMakeLists.txt   |  308 +--
 tools/sync_projects.sh      |    1 +
 4 files changed, 2397 insertions(+), 2394 deletions(-)

commit 43382516f667cefcddd9949b5aa677823065ca9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Jan 2020 17:00:20 +0100

    Update CMakeList

 ql/CMakeLists.txt | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 05c03a85c5ffcb33d77dbc1b6c4284fcb21c5e46
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Jan 2020 16:58:32 +0100

    Update file-sync report script.

 tools/sync_projects.sh | 19 ++++++++++++++++++-
 1 file changed, 18 insertions(+), 1 deletion(-)

commit 414176eb6918dc5fe44def585af7e353fd9cd8a9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Jan 2020 16:40:17 +0100

    Install quantlib.hpp and all.hpp files.

 cmake/update_cmake_files.py |  11 +++--
 ql/CMakeLists.txt           | 113 ++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 119 insertions(+), 5 deletions(-)

commit 18d35c0981e8684cfc260d181a95f0635a9bc818
Author: cabo40 <cfso100@gmail.com>
Date:   Fri, 17 Jan 2020 00:54:45 -0600

    Fix typo in hwData, increase tolerance for studentCopula test
    
    There was a typo in the HullWhite spread data table,
    also removed duplicated gaussianCopula test and increased
    the relative tolerance so that the test will pass as is.

 test-suite/nthtodefault.cpp | 90 ++++++++++++++++++++++-----------------------
 test-suite/nthtodefault.hpp |  2 +-
 2 files changed, 44 insertions(+), 48 deletions(-)

commit 7e8ecab512d144a4701a9ea81a4b1defb7855a17
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2020 17:11:38 +0100

    Update message for first issues.

 .github/workflows/greetings.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 68bbbe90efc2f5a8362d35e1abd0cec4f6a3f45b
Merge: cef6f6aec 4a56595a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2020 17:33:25 +0100

    Merge pull request #687.

commit cef6f6aecaa6be415e3e4c434f2a383f89587f3e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2020 16:28:13 +0100

    Add workflow to greet first-time contributors.

 .github/workflows/greetings.yml | 13 +++++++++++++
 1 file changed, 13 insertions(+)

commit 4a56595a6a6f992011553a8ce5791a4b19d63573
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2020 11:28:58 +0100

    Shortened a few names.

 ql/experimental/futures/overnightindexfuture.cpp   | 51 ++++++++++----------
 ql/experimental/futures/overnightindexfuture.hpp   | 19 ++++----
 .../futures/overnightindexfutureratehelper.cpp     | 54 +++++++++++-----------
 .../futures/overnightindexfutureratehelper.hpp     | 33 +++++++------
 test-suite/sofrfutures.cpp                         | 31 ++++++-------
 5 files changed, 92 insertions(+), 96 deletions(-)

commit d5fd0c4691a2a9bc5ff868dec900e55dde854f87
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2020 09:47:57 +0100

    Avoid warnings in VC++.

 ql/models/shortrate/onefactormodels/markovfunctional.hpp | 11 ++++++++---
 test-suite/swingoption.cpp                               |  2 +-
 2 files changed, 9 insertions(+), 4 deletions(-)

commit 8c661d5b1559e7a844a28b6b5c233f964dcb3ee3
Merge: e145c442a ac8f5209c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Jan 2020 15:17:54 +0100

    Merge pull request #709.

commit e145c442afac089543e180b1c8105e8a1b87e28e
Merge: 2e86309ef bc54ed93e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Jan 2020 14:42:47 +0100

    Merge pull request #752.

commit 2e86309efcbd0327886c4136790f45fb94a13224
Merge: 1e3ec4554 45ae4a1f6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Jan 2020 14:39:46 +0100

    Merge pull request #742.

commit 1e3ec4554b61d2ccb8ab7b9f6c7d5923fe7da335
Merge: d59ec449c 5294c2a78
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2019 13:21:58 +0100

    Merge pull request #749.

commit d59ec449cd3716ffac71873591e5ae3b1f450cee
Merge: c0e9fdcab 578c8ca76
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2019 12:39:45 +0100

    Merge pull request #745.

commit 45ae4a1f6beb4ce283c1768c58cae3ec765dba65
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2019 11:40:37 +0100

    Use correct namespace.

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

commit c0e9fdcabf0e59d7059b6582cc9d3e6dcb10766a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2019 09:20:37 +0100

    Add GitHub workflow for coverage check.

 .codecov.yml                   |  7 ++++---
 .github/workflows/coverage.yml | 28 ++++++++++++++++++++++++++++
 2 files changed, 32 insertions(+), 3 deletions(-)

commit bc54ed93e8a45b5310121655785081005b8dbbeb
Author: F. Eugene Aumson <feuGeneA@users.noreply.github.com>
Date:   Mon, 30 Dec 2019 16:57:57 -0500

    Clarify ./configure message for Boost Test search

 acinclude.m4 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a91b21181d4085f7b984dc8dd88329f24139aa63
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Dec 2019 10:03:31 +0100

    Add test case.

 test-suite/bonds.cpp | 42 ++++++++++++++++++++++++++++++++++++++++++
 test-suite/bonds.hpp |  1 +
 2 files changed, 43 insertions(+)

commit 3283de66cd863f9ee655017f7105aa51d368ba30
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Dec 2019 09:39:20 +0100

    More idiomatic assignment.

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

commit 6fd15d887445ba5e841c7a4ee9cf01a6d640793b
Merge: fa9bd6a3d bc2796147
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Dec 2019 11:33:50 +0100

    Merge pull request #739.

commit 578c8ca761bb1818504c6292d1fe10ee9cc96428
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Dec 2019 16:06:01 +0100

    Reorder file.

 ql/termstructures/yield/bondhelpers.hpp | 40 +++++++++++++++++----------------
 1 file changed, 21 insertions(+), 19 deletions(-)

commit 87a2707bb6be6fcaf8d1926cdd133517454c1ad5
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 18 Dec 2019 16:32:37 +0200

    Add BondHelper constructors to use new Bond::Price::Type parameter. Deprecate old constructors that rely on useCleanPrice

 ql/termstructures/yield/bondhelpers.cpp            | 99 ++++++++++++++++++++--
 ql/termstructures/yield/bondhelpers.hpp            | 90 +++++++++++++++++---
 .../yield/fittedbonddiscountcurve.cpp              |  2 +-
 3 files changed, 170 insertions(+), 21 deletions(-)

commit fa9bd6a3d00c043f65e5a0334bf9f3733b121a45
Merge: c808b0eab 5bb69ec4a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Dec 2019 11:35:35 +0100

    Merge pull request #734.

commit c808b0eabb3384dccac7e19fe28d1b8ef8058d01
Merge: bb744d0e2 641eeec3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Dec 2019 10:46:36 +0100

    Merge pull request #743.

commit bb744d0e2a5e08d83fc153d0644b268ce338a492
Merge: de0cbb05a 6681639fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Dec 2019 18:17:47 +0100

    Merge pull request #732.

commit de0cbb05a022c09d9da670850b6eda25be19396d
Merge: 936d676ec fd53a0715
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Dec 2019 17:21:03 +0100

    Merge pull request #728.

commit 936d676ec6adaa6576c5b6f8e040afd796787dd7
Merge: 82d303a02 ac62fd5dc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Dec 2019 16:45:36 +0100

    Merge pull request #744.

commit 5294c2a789ee1e594dc212f2cadc082941d92b40
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 18 Dec 2019 17:16:56 +0100

    Move accuracy to bootstrap object.

 Examples/Bonds/Bonds.cpp                           |   8 +-
 Examples/CVAIRS/CVAIRS.cpp                         |   3 +-
 Examples/FRA/FRA.cpp                               |   5 +-
 .../MulticurveBootstrapping.cpp                    |  15 +--
 ql/termstructures/credit/piecewisedefaultcurve.hpp | 118 ++++++++++++++++++---
 ql/termstructures/iterativebootstrap.hpp           |  13 ++-
 ql/termstructures/localbootstrap.hpp               |  19 ++--
 ql/termstructures/yield/piecewiseyieldcurve.hpp    | 103 +++++++++++++++---
 test-suite/piecewiseyieldcurve.cpp                 |   8 +-
 9 files changed, 230 insertions(+), 62 deletions(-)

commit ac62fd5dc08a80f24c587ca91af8fe0b1e9891b4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Dec 2019 16:11:55 +0100

    Rename CalibrationHelperBase to CalibrationHelper.
    
    Provided typedef for backward compatibility.

 Examples/BermudanSwaption/BermudanSwaption.cpp     |   9 +-
 ql/models/calibrationhelper.hpp                    |  12 +-
 ql/models/model.cpp                                |  16 +-
 ql/models/model.hpp                                |  14 +-
 ql/models/shortrate/onefactormodels/gsr.hpp        |   4 +-
 .../shortrate/onefactormodels/markovfunctional.hpp |  21 ++-
 test-suite/batesmodel.cpp                          |   5 +-
 test-suite/gjrgarchmodel.cpp                       |  34 ++--
 test-suite/hestonmodel.cpp                         |  21 +--
 test-suite/hybridhestonhullwhiteprocess.cpp        | 189 +++++++++++----------
 test-suite/libormarketmodel.cpp                    |  12 +-
 test-suite/shortratemodels.cpp                     |   6 +-
 12 files changed, 184 insertions(+), 159 deletions(-)

commit 8e38a7846a73fd98bffaae38301b510aedd97084
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Dec 2019 14:59:48 +0100

    Remove features deprecated in version 1.14.

 QuantLib.vcxproj                                 |  3 +-
 QuantLib.vcxproj.filters                         |  5 +-
 ql/math/curve.hpp                                |  6 ---
 ql/methods/finitedifferences/Makefile.am         |  1 -
 ql/methods/finitedifferences/all.hpp             |  1 -
 ql/methods/finitedifferences/bsmoperator.cpp     | 11 ----
 ql/methods/finitedifferences/bsmoperator.hpp     | 11 ----
 ql/methods/finitedifferences/operatorfactory.hpp | 68 ------------------------
 ql/models/calibrationhelper.hpp                  |  6 ---
 9 files changed, 2 insertions(+), 110 deletions(-)

commit 641eeec3fd901b8abb5896e8a732b35b17e760a3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 16 Dec 2019 18:05:48 +0100

    Pass bootstrap instance to piecewise credit curve.

 ql/termstructures/credit/piecewisedefaultcurve.hpp | 36 +++++++++++++---------
 1 file changed, 22 insertions(+), 14 deletions(-)

commit d51d6b24721d1d42f351fc617151a49047e2d054
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 16 Dec 2019 16:16:09 +0100

    Allow override of min and max values in bootstrap.

 ql/termstructures/iterativebootstrap.hpp | 23 +++++++++---------
 test-suite/piecewiseyieldcurve.cpp       | 41 ++++++++++++++++++++++++++++++++
 test-suite/piecewiseyieldcurve.hpp       |  1 +
 3 files changed, 54 insertions(+), 11 deletions(-)

commit 7d404cb30fc371c9826a039cd9ec4d665784d163
Author: Steven <s.w.vanharen@gmail.com>
Date:   Sat, 14 Dec 2019 14:37:59 +0100

    Satisfy compilers

 ql/instruments/bonds/fixedratebond.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 82d303a02900842ec897865c727d43f11ed7d4f5
Merge: 78cb3b3cf dcf5618c3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 14 Dec 2019 09:51:10 +0100

    Merge pull request #741.

commit fdfe67254f1b08ea28a5a7a36b515eab344ec388
Author: Steven <s.w.vanharen@gmail.com>
Date:   Fri, 13 Dec 2019 21:50:42 +0100

    Allow schedules without tenor in FixedRateBond

 ql/instruments/bonds/fixedratebond.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit dcf5618c3171c3dcedfb4e1b44bf2297ccf9f92f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Dec 2019 18:18:35 +0100

    Re-enable compiler optimization.

 .appveyor/VS2013.props | 1 -
 .appveyor/VS2019.props | 1 -
 2 files changed, 2 deletions(-)

commit 9abca5852a589fb3a18fe16748ab97e77e80f3b3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Dec 2019 17:00:23 +0100

    Enable unity build for VS2019.

 .appveyor.yml                                        |  1 +
 .appveyor/Unity.props                                |  5 +++++
 .gitignore                                           |  5 +++++
 Examples/BasketLosses/BasketLosses.vcxproj           | 12 ++++++++++--
 Examples/BermudanSwaption/BermudanSwaption.vcxproj   | 12 ++++++++++--
 Examples/Bonds/Bonds.vcxproj                         | 12 ++++++++++--
 Examples/CDS/CDS.vcxproj                             | 12 ++++++++++--
 Examples/CVAIRS/CVAIRS.vcxproj                       | 12 ++++++++++--
 Examples/CallableBonds/CallableBonds.vcxproj         | 12 ++++++++++--
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj   | 12 ++++++++++--
 Examples/DiscreteHedging/DiscreteHedging.vcxproj     | 12 ++++++++++--
 Examples/EquityOption/EquityOption.vcxproj           | 12 ++++++++++--
 Examples/FRA/FRA.vcxproj                             | 12 ++++++++++--
 Examples/FittedBondCurve/FittedBondCurve.vcxproj     | 12 ++++++++++--
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj   | 12 ++++++++++--
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj     | 12 ++++++++++--
 .../GlobalOptimizer/GlobalOptimizer.vcxproj.filters  |  4 ++--
 Examples/LatentModel/LatentModel.vcxproj             | 12 ++++++++++--
 Examples/MarketModels/MarketModels.vcxproj           | 12 ++++++++++--
 .../MulticurveBootstrapping.vcxproj                  | 12 ++++++++++--
 Examples/MultidimIntegral/MultidimIntegral.vcxproj   | 12 ++++++++++--
 Examples/Replication/Replication.vcxproj             | 12 ++++++++++--
 Examples/Repo/Repo.vcxproj                           | 12 ++++++++++--
 QuantLib.vcxproj                                     | 20 ++++++++++++++++++--
 test-suite/testsuite.vcxproj                         | 12 ++++++++++--
 25 files changed, 231 insertions(+), 44 deletions(-)

commit 78cb3b3cf69263a0775eb51ffca363ea14bb737b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Dec 2019 13:36:07 +0100

    Update Travis build matrix.

 .travis.yml | 19 ++++++++++++-------
 1 file changed, 12 insertions(+), 7 deletions(-)

commit e4dd86afbcc977b1f0a03fa9238d6ded9179c6bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Dec 2019 18:23:16 +0100

    Move imported properties at the end of projects.
    
    This allows to override existing ones; in this case,
    shortening compilation times on Appveyor.

 .appveyor.yml                                                    | 4 ++--
 Examples/BasketLosses/BasketLosses.vcxproj                       | 1 +
 Examples/BermudanSwaption/BermudanSwaption.vcxproj               | 1 +
 Examples/Bonds/Bonds.vcxproj                                     | 1 +
 Examples/CDS/CDS.vcxproj                                         | 1 +
 Examples/CVAIRS/CVAIRS.vcxproj                                   | 1 +
 Examples/CallableBonds/CallableBonds.vcxproj                     | 1 +
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj               | 1 +
 Examples/DiscreteHedging/DiscreteHedging.vcxproj                 | 1 +
 Examples/EquityOption/EquityOption.vcxproj                       | 1 +
 Examples/FRA/FRA.vcxproj                                         | 1 +
 Examples/FittedBondCurve/FittedBondCurve.vcxproj                 | 1 +
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj               | 1 +
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj                 | 1 +
 Examples/LatentModel/LatentModel.vcxproj                         | 1 +
 Examples/MarketModels/MarketModels.vcxproj                       | 1 +
 Examples/MulticurveBootstrapping/MulticurveBootstrapping.vcxproj | 1 +
 Examples/MultidimIntegral/MultidimIntegral.vcxproj               | 1 +
 Examples/Replication/Replication.vcxproj                         | 1 +
 Examples/Repo/Repo.vcxproj                                       | 1 +
 QuantLib.props                                                   | 1 -
 QuantLib.vcxproj                                                 | 3 ++-
 test-suite/testsuite.vcxproj                                     | 1 +
 23 files changed, 24 insertions(+), 4 deletions(-)

commit bc279614769b15e131686b0c3433a406404629b1
Author: bns <benjamin.schwendinger@fraunhofer.at>
Date:   Tue, 10 Dec 2019 13:10:02 +0100

    fixed typos

 ql/time/calendars/austria.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 3f58e82d84390d35e3b499f807a353248e080c7f
Author: bns <benjamin.schwendinger@fraunhofer.at>
Date:   Tue, 10 Dec 2019 13:05:57 +0100

    added austrian holidays

 QuantLib.vcxproj              |   2 +
 QuantLib.vcxproj.filters      |   6 +++
 ql/time/calendars/Makefile.am |   2 +
 ql/time/calendars/all.hpp     |   1 +
 ql/time/calendars/austria.cpp | 119 ++++++++++++++++++++++++++++++++++++++++++
 ql/time/calendars/austria.hpp |  95 +++++++++++++++++++++++++++++++++
 6 files changed, 225 insertions(+)

commit 3dbb83c706f475ce342dd4b01d86b2e0bd84c587
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Dec 2019 12:46:32 +0100

    Add second Appveyor job on Visual Studio 2013

 .appveyor.yml                                     | 19 ++++++++++++++++---
 .appveyor/VS2013.props                            | 15 +++++++++++++++
 .appveyor/{Directory.Build.props => VS2019.props} |  0
 QuantLib.props                                    |  1 +
 4 files changed, 32 insertions(+), 3 deletions(-)

commit aded87859f48ecc3a7f33993be7de4185e31cc12
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Dec 2019 11:41:40 +0100

    Add Appveyor badge to README.

 README.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit d03f8bc4a2ab56a4d70d4b00f361e7f686437816
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Dec 2019 17:36:39 +0100

    Add codecov configuration file.

 .codecov.yml | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)

commit ecec74ebc44269aa64142e3a1448fa192f3737ed
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Dec 2019 16:01:04 +0100

    Empty commit for testing purposes.
    
    Still working out how to best upload results to Codecov.

commit 32ce1a4fc354a46c8e2c4561b449ac1c04655e5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Dec 2019 11:09:27 +0100

    Remove doubtful badge.

 README.md | 1 -
 1 file changed, 1 deletion(-)

commit af8014e2fe9208f10352e3cb375d06a9b66587d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Dec 2019 17:58:54 +0100

    Bump version number to 1.18.

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

commit 5bb69ec4a7654ab898264623a605dfa8baac47a4
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Sun, 1 Dec 2019 01:05:29 +0800

    update china holiday 2020

 ql/time/calendars/china.cpp | 17 ++++++++++++++++-
 test-suite/calendars.cpp    | 33 +++++++++++++++++++++++++++++++--
 2 files changed, 47 insertions(+), 3 deletions(-)

commit 5b5c7765bfae05aa728fb13691acf6437462981e
Merge: 153667c08 b93fbb567
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sun, 1 Dec 2019 01:03:24 +0800

    Merge pull request #5 from lballabio/master
    
    merge from upstream

commit 6681639fa05c53afe1e5cafc4f0c4fa91fc9925b
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 28 Nov 2019 21:44:26 +0100

    added improved control variate for semi-analytic Heston pricing engine

 ql/pricingengines/vanilla/analytichestonengine.cpp |  9 ++-
 ql/pricingengines/vanilla/analytichestonengine.hpp |  6 +-
 ql/pricingengines/vanilla/coshestonengine.cpp      | 13 ++++
 ql/pricingengines/vanilla/coshestonengine.hpp      |  5 ++
 test-suite/hestonmodel.cpp                         | 73 +++++++++++++++++++---
 5 files changed, 92 insertions(+), 14 deletions(-)

commit fd53a071597f39d3b9f2381542fb10c8175bbe2a
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 28 Nov 2019 21:29:11 +0100

    removed useless iostream include

 ql/methods/finitedifferences/meshers/exponentialjump1dmesher.cpp | 2 --
 1 file changed, 2 deletions(-)

commit dcc36d1324df2ce71597f633d4bbf552b77bc804
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 26 Nov 2019 13:09:42 +0100

    removed unused variable

 ql/methods/finitedifferences/meshers/exponentialjump1dmesher.cpp | 1 +
 test-suite/swingoption.cpp                                       | 6 ++----
 2 files changed, 3 insertions(+), 4 deletions(-)

commit ef818cf3b1fafe940c1912dcf628e7c97c3f74b9
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 26 Nov 2019 12:48:08 +0100

    added moment matching test case for the Kluge model

 .../finitedifferences/fdextoujumpvanillaengine.cpp |   8 +-
 .../finitedifferences/fdextoujumpvanillaengine.hpp |  14 +-
 .../meshers/exponentialjump1dmesher.cpp            |   9 +-
 test-suite/swingoption.cpp                         | 167 ++++++++++++++++++++-
 test-suite/swingoption.hpp                         |   1 +
 5 files changed, 186 insertions(+), 13 deletions(-)

commit 6b01f7c168f0149d6c986f38780309d230f32f25
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 16 Nov 2019 21:56:39 +0100

    nicer formatting

 cmake/update_cmake_files.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit fc3e21b3f0c80932bf9fbe98b1ffa3a480e2268b
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 16 Nov 2019 21:42:49 +0100

    avoid problems with ctest

 CMakeLists.txt | 1 +
 1 file changed, 1 insertion(+)

commit 78315fe6f7e7cb4cd7bb4f3db223a6d791aa379b
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 16 Nov 2019 21:42:19 +0100

    use explicit file lists in cmake

 cmake/update_cmake_files.py |   41 +
 ql/CMakeLists.txt           | 2135 ++++++++++++++++++++++++++++++++++++++++++-
 test-suite/CMakeLists.txt   |  163 +++-
 3 files changed, 2327 insertions(+), 12 deletions(-)

commit 65fdb376225e2e534c69e62b8590ab64f0a56bc9
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 25 Oct 2019 09:39:27 +0200

    remove copyright

 ql/termstructures/yield/ratehelpers.cpp | 1 -
 ql/termstructures/yield/ratehelpers.hpp | 1 -
 2 files changed, 2 deletions(-)

commit 4f73bf392a32227bc7246ec5929699065b694560
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 19 Oct 2019 18:29:39 +0200

    add ctor to FRA helper that takes imm start and end offsets

 ql/termstructures/yield/ratehelpers.cpp | 74 +++++++++++++++++++++++++++------
 ql/termstructures/yield/ratehelpers.hpp | 18 +++++++-
 2 files changed, 79 insertions(+), 13 deletions(-)

commit 5a48fb7133ff99ed471f5d121af20d6e178bfd41
Author: tani3010 <tani3010@gmail.com>
Date:   Mon, 23 Sep 2019 00:26:32 +0900

    add cme conventions to sofrfuture

 test-suite/sofrfutures.cpp | 30 +++++++++++++++---------------
 1 file changed, 15 insertions(+), 15 deletions(-)

commit 38f6778287139322f613f0a5e84a6551be9dcd3a
Author: tani3010 <tani3010@gmail.com>
Date:   Mon, 23 Sep 2019 00:25:41 +0900

    add cme conventions to sofrfuture

 ql/experimental/futures/overnightindexfutureratehelper.hpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit b30eba279e096c4a9efd1ccef7e23a36b2fe2a88
Author: tani3010 <tani3010@gmail.com>
Date:   Mon, 16 Sep 2019 19:43:43 +0900

    add cme conventions to sofrfuture
    
    Signed-off-by: tani3010 <tani3010@gmail.com>

 ql/experimental/futures/overnightindexfuture.cpp   | 80 ++++++++++++++++-----
 ql/experimental/futures/overnightindexfuture.hpp   | 12 +++-
 .../futures/overnightindexfutureratehelper.cpp     | 70 +++++++++---------
 .../futures/overnightindexfutureratehelper.hpp     | 27 ++++---
 test-suite/sofrfutures.cpp                         | 84 +++++++++++-----------
 5 files changed, 168 insertions(+), 105 deletions(-)

commit 15136c0cc1528d6dd56b3bd796efe6a56520b3c5
Merge: 772efc61e 2ceae3e1c
Author: stevenvanharen <52910614+stevenvanharen@users.noreply.github.com>
Date:   Thu, 8 Aug 2019 21:17:24 +0200

    Merge pull request #1 from lballabio/master
    
    update
