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ChangeLog.txt
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ChangeLog.txt
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commit 51a0012bc662addf811e9a561a4bde41e3e56a40
Author: Luigi Ballabio <[email protected]>
Date: Wed, 14 Sep 2016 16:00:06 +0200
Avoid test failure with VC++14.
The compiler inlined std::min and std::max incorrectly,
causing calculations to fail.
Closes #130.
ql/math/ode/adaptiverungekutta.hpp | 18 +++++++++++++-----
1 file changed, 13 insertions(+), 5 deletions(-)
commit f8a0581966c72fe62704b500273d80f123757420
Author: Luigi Ballabio <[email protected]>
Date: Wed, 14 Sep 2016 16:09:13 +0200
Avoid test failure with Boost 1.62.
The value of the computed hash for the absorption matrix has
changed for the latest version of Boost. The corresponding
test was removed.
Closes #127.
ql/experimental/volatility/noarbsabr.cpp | 11 +++--------
ql/experimental/volatility/noarbsabr.hpp | 1 +
test-suite/noarbsabr.cpp | 10 ----------
3 files changed, 4 insertions(+), 18 deletions(-)
commit f2c91de0341f502c3d22bbbd6d5337e65b316594
Author: Peter Caspers <[email protected]>
Date: Wed, 3 Aug 2016 12:11:21 +0100
fixes for the g1d swaption engine and instruments
rely on reset dates instead of schedule (there might be additional
redemption flows), fix sign of intermediate redemption flows in non
standard swap and float float swap instruments, add missing (dummy)
fixed rate for intermediate redemption flows
ql/instruments/floatfloatswap.cpp | 4 ++--
ql/instruments/nonstandardswap.cpp | 10 ++++++----
.../swaption/gaussian1dnonstandardswaptionengine.cpp | 15 +++++++--------
3 files changed, 15 insertions(+), 14 deletions(-)
commit 9028a0f2c017d7e50c5539c33a77dad729cc1fcd
Author: sfondi <[email protected]>
Date: Tue, 19 Jul 2016 12:54:23 +0200
Whit Monday no more SEK Bank Holiday since 2005
ql/time/calendars/sweden.cpp | 4 ++--
ql/time/calendars/sweden.hpp | 2 +-
2 files changed, 3 insertions(+), 3 deletions(-)
commit 606024a75b34e9f8c45de395653717136468f4bd
Author: Jasen Mackie <[email protected]>
Date: Sat, 11 Jun 2016 10:09:14 +0200
South Africa calendar updated for election day holiday 3 Aug
ql/time/calendars/southafrica.cpp | 2 ++
ql/time/calendars/southafrica.hpp | 2 +-
2 files changed, 3 insertions(+), 1 deletion(-)
commit cb62bee044fbd37d8fd3481208bf40d8c7c4bea7
Author: Luigi Ballabio <[email protected]>
Date: Thu, 14 Jul 2016 10:34:22 +0200
Add missing CMakeLists to distribution.
Closes #109.
Thanks to izavyalov for the heads-up.
Examples/CVAIRS/Makefile.am | 1 +
Examples/Makefile.am | 2 +-
2 files changed, 2 insertions(+), 1 deletion(-)
commit 74570f0fb2532c0ffb3b2098782e6947fee9b263
Author: Luigi Ballabio <[email protected]>
Date: Tue, 14 Jun 2016 17:55:30 +0200
Correctly report irregular last period in schedule.
Thanks to Schmidt for the heads-up.
ql/time/schedule.cpp | 2 +-
test-suite/schedule.cpp | 34 ++++++++++++++++++++++++++++++++++
test-suite/schedule.hpp | 1 +
3 files changed, 36 insertions(+), 1 deletion(-)
commit da6302c89e2fedaae6ad00dfb9a0c9a59d3e3578
Author: Luigi Ballabio <[email protected]>
Date: Wed, 18 May 2016 12:40:47 +0200
Increase version number to 1.8.1.
Announce.txt | 2 +-
configure.ac | 2 +-
ql/version.hpp | 8 ++++----
3 files changed, 6 insertions(+), 6 deletions(-)