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ChangeLog.txt
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commit b4b4a19dafc165e177efa5a3a672c4121bc0a29f
Author: Luigi Ballabio <[email protected]>
Date: Mon, 28 Jan 2019 10:59:09 +0100
Update C# project.
CSharp/csharp/NQuantLib.csproj | 1 +
1 file changed, 1 insertion(+)
commit 5e372c039172aa5710948cba1590eb92cd903cd2
Merge: e3cd4a7 185bc39
Author: Luigi Ballabio <[email protected]>
Date: Tue, 22 Jan 2019 12:19:02 +0100
Merge pull request #150.
commit 185bc39cb7fef37669ce0c582e0c6954f9df6da7
Author: Luigi Ballabio <[email protected]>
Date: Mon, 21 Jan 2019 13:04:15 +0100
Add settlement methods for swaptions.
SWIG/swaption.i | 17 ++++++++++++++---
1 file changed, 14 insertions(+), 3 deletions(-)
commit e3cd4a7c906ef40f958fa9a4ed952bd87d5c0da2
Merge: f90164f e03c1f3
Author: Luigi Ballabio <[email protected]>
Date: Fri, 18 Jan 2019 23:03:31 +0100
Merge pull request #148.
commit f90164fd1d964f3c990f1fea520f7b5ae5734b47
Merge: ce12212 eb144ff
Author: Luigi Ballabio <[email protected]>
Date: Thu, 17 Jan 2019 16:54:16 +0100
Merge pull request #145.
commit eb144ffe67a8070d9005b21be9a2ef0882eb1501
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Jan 2019 16:35:18 +0100
Avoid deprecated constructor call.
SWIG/inflation.i | 14 ++++++++++----
1 file changed, 10 insertions(+), 4 deletions(-)
commit ce122127513bcc1966f5c5ca4815befc234ad9db
Author: Luigi Ballabio <[email protected]>
Date: Thu, 4 Oct 2018 10:38:50 +0200
Bump version number to 1.5.
Perl/Makefile.PL | 2 +-
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
Ruby/setup.rb | 2 +-
configure.ac | 2 +-
5 files changed, 5 insertions(+), 5 deletions(-)
commit e03c1f3eccdec6e9d64981976b203c7da27882a9
Author: klausspanderen <[email protected]>
Date: Wed, 3 Oct 2018 17:16:10 +0200
added polynomOrder and polynomType to MCAmericanBasketOption
Python/examples/basket-option.py | 7 +++++++
SWIG/basketoptions.i | 16 +++++++++++++---
2 files changed, 20 insertions(+), 3 deletions(-)
commit 18df2b9e1b5658b8a54ed2de7527c34b89f51866
Author: klausspanderen <[email protected]>
Date: Sun, 30 Sep 2018 18:12:03 +0200
add more pricing methods to equity option example
Scala/examples/EquityOptions.scala | 76 +++++++++++++++++++++++++++++++-----
Scala/examples/ObserverPattern.scala | 5 +--
2 files changed, 68 insertions(+), 13 deletions(-)
commit c7d2ee204effd552ca063c39db637948c9524387
Merge: e79c437 155d14a
Author: klausspanderen <[email protected]>
Date: Sun, 30 Sep 2018 18:07:17 +0200
add new fdm pricing engines
commit e79c437adf43c7dcc5538ecfa05fdb59ec3bf183
Author: klausspanderen <[email protected]>
Date: Tue, 25 Sep 2018 14:12:15 +0200
added fdm heston engine
SWIG/options.i | 121 +++++++++++++++++++++++--------------
Scala/examples/EquityOptions.scala | 39 ++++++++++--
2 files changed, 112 insertions(+), 48 deletions(-)