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2006-07-14 11:43 Luigi Ballabio
* ChangeLog.txt (1.1.6.1), LICENSE.TXT (1.2.6.1), SWIG/calendars.i
(1.54.2.1), SWIG/cashflows.i (1.29.2.1), SWIG/currencies.i
(1.17.2.1), SWIG/date.i (1.46.2.1), SWIG/daycounters.i (1.31.2.1),
SWIG/discountcurve.i (1.19.2.2), SWIG/distributions.i (1.14.4.1),
SWIG/exchangerates.i (1.1.12.1), SWIG/history.i (1.20.4.1),
SWIG/indexes.i (1.26.2.2), SWIG/interpolation.i (1.22.4.1),
SWIG/linearalgebra.i (1.40.2.2), SWIG/marketelements.i (1.20.6.1),
SWIG/money.i (1.4.6.1), SWIG/montecarlo.i (1.28.4.1), SWIG/null.i
(1.11.2.1), SWIG/optimizers.i (1.13.4.1), SWIG/options.i
(1.56.2.1), SWIG/piecewiseflatforward.i (1.30.4.1), SWIG/ql.i
(1.64.2.1), SWIG/quantlib.i (1.18.2.1), SWIG/shortratemodels.i
(1.20.2.1), SWIG/termstructures.i (1.27.8.1):
Fixed copyrights
2006-07-12 08:33 Luigi Ballabio
* SWIG/linearalgebra.i (1.40.2.1):
Sync with C++
2006-07-11 11:10 Luigi Ballabio
* SWIG/callability.i (1.5.2.1):
Synch with c++
2006-07-11 11:09 Luigi Ballabio
* SWIG/: discountcurve.i (1.19.2.1), forwardcurve.i (1.2.2.1),
piecewiseyieldcurve.i (1.2.2.1), vectors.i (1.8.2.1), zerocurve.i
(1.2.2.1):
Added node inspectors to interpolated curves
2006-06-29 05:10 Joseph Wang
* R/: Makefile.am (1.16), README.txt (1.8):
Change to reflect fact that R interface has been committed to the
SWIG development tree.
2006-06-26 20:05 Joseph Wang
* SWIG/timeseries.i (1.7):
change to reflect changes in main quantlib library
2006-06-23 23:58 Joseph Wang
* SWIG/: callability.i (1.5), dividends.i (1.3), indexes.i (1.26),
ratehelpers.i (1.4), timeseries.i (1.6):
sync with most recent ql check-ins
2006-06-16 23:48 Joseph Wang
* R/Makefile.am (1.15):
refactor makefiles
2006-06-15 04:00 Joseph Wang
* SWIG/timeseries.i (1.5):
add entry that defines time series vector
2006-05-19 08:45 Luigi Ballabio
* SWIG/: callability.i (1.4), exercise.i (1.6), old_pricers.i
(1.26), operators.i (1.20), volatilities.i (1.23):
Fixes for C#/Java
2006-05-19 08:45 Luigi Ballabio
* SWIG/: calendars.i (1.54), daycounters.i (1.31):
Sync with C++
2006-05-17 15:58 Luigi Ballabio
* R/: .cvsignore (1.4), Makefile.am (1.14):
Upgraded to latest R-SWIG patch
2006-05-15 11:14 Luigi Ballabio
* configure.ac (1.9), R/Makefile.am (1.13), SWIG/calendars.i
(1.53), SWIG/common.i (1.39), SWIG/exercise.i (1.5),
SWIG/operators.i (1.19), SWIG/quantlib.i (1.18),
SWIG/volatilities.i (1.22):
Upgraded to SWIG 1.3.29
2006-05-13 07:49 Joseph Wang
* SWIG/volatilitymodels.i (1.5):
add garman klass estimators
2006-05-07 06:57 Joseph Wang
* SWIG/timeseries.i (1.4):
Some more functions involving interval prices
2006-05-07 03:51 Joseph Wang
* SWIG/timeseries.i (1.3):
add new items to handle interval price time series
2006-04-30 22:46 Joseph Wang
* SWIG/volatilitymodels.i (1.4):
sync with changes just made in main QuantLib
2006-04-30 11:46 Joseph Wang
* SWIG/volatilitymodels.i (1.3):
Reflect changes in Quantlib libraries re volatility models
2006-04-27 15:25 Luigi Ballabio
* SWIG/options.i (1.56):
Added thetaPerDay to exported VanillaOption interface (thanks to
Ken Anderson)
2006-04-27 11:47 Luigi Ballabio
* Python/: .cvsignore (1.8), README.txt (1.17), setup.py (1.92):
Added --vc6 option to "setup.py wrap"
2006-04-19 07:51 Joseph Wang
* SWIG/: common.i (1.38), date.i (1.46), timeseries.i (1.2),
volatilitymodels.i (1.2):
more changes to get timeseries to coerce to data frames
2006-04-17 04:31 Joseph Wang
* R/makeRData.R (1.3):
add quit SAVE="no" so that I don't end up with an .RData file
2006-04-17 04:03 Joseph Wang
* R/Makefile.am (1.12):
Change makefile to remove QuantLib_wrap.RData
2006-04-17 03:59 Joseph Wang
* R/: Makefile.am (1.11), README.txt (1.7), makeRData.R (1.2):
Changed convention from QuantLib.so to QuantLib_wrap.so
2006-04-14 03:45 Joseph Wang
* SWIG/common.i (1.37):
change implementation of list type converters
2006-04-13 03:42 Joseph Wang
* SWIG/linearalgebra.i (1.40):
Change show to print for sampled curve.
2006-04-12 20:42 Joseph Wang
* R/: Makefile.am (1.10), README.txt (1.6):
Change instructions to prefer compiled directory
2006-04-11 09:05 Joseph Wang
* R/README.txt (1.5), SWIG/common.i (1.36), SWIG/date.i (1.45),
SWIG/instruments.i (1.25), SWIG/linearalgebra.i (1.39),
SWIG/options.i (1.55):
Replace S4 workaround code in SWIG with instructions in README.txt
that describe the actual issue.
2006-04-06 18:34 Joseph Wang
* SWIG/: date.i (1.44), timeseries.i (1.1), volatilitymodels.i
(1.1):
add date syntactic sugar add timeseries.i and volatilitymodels.i
2006-04-06 03:51 Joseph Wang
* SWIG/ql.i (1.64):
add time basket, time series, and vol model to ql.i
2006-04-05 09:42 Joseph Wang
* R/: Makefile.am (1.9), README.txt (1.4), makeRData.R (1.1):
Add compilation for RData file
2006-04-05 07:11 Joseph Wang
* R/Makefile.am (1.8):
Fix Makefile.am to use .R suffix rather than .S
2006-04-05 04:38 Joseph Wang
* SWIG/: common.i (1.35), linearalgebra.i (1.38), null.i (1.11),
vectors.i (1.8):
improve R-Swig type conversions include null types add convertions
between R lists and vectors
2006-04-05 04:37 Joseph Wang
* SWIG/: shortratemodels.i (1.20), swap.i (1.24):
more argument cleanups
2006-04-05 04:36 Joseph Wang
* SWIG/: date.i (1.43), operators.i (1.18), swaption.i (1.16):
update with current arguments
2006-04-05 04:33 Joseph Wang
* SWIG/calendars.i (1.51):
remove obselete calls
2006-04-05 04:32 Joseph Wang
* SWIG/ratehelpers.i (1.2):
match current CVS quantlib arguments
2006-04-05 04:31 Joseph Wang
* SWIG/bonds.i (1.6):
fix calling conventions to match quantlib CVS
2006-03-28 09:49 Luigi Ballabio
* Makefile.am (1.3), News.txt (1.3), configure.ac (1.8),
CSharp/Makefile.am (1.5), CSharp/csharp/NQuantLib.csproj (1.3),
Guile/Makefile.am (1.2), Guile/setup.scm (1.38),
MzScheme/Makefile.am (1.2), MzScheme/setup.scm (1.40),
OCaml/.cvsignore (1.2), OCaml/Makefile.am (1.3), Perl/Makefile.PL
(1.4), Perl/Makefile.am (1.6), Python/Makefile.am (1.2),
Python/README.txt (1.16), Python/setup.py (1.91), R/.cvsignore
(1.2), R/Makefile.am (1.7), Ruby/Makefile.am (1.2), Ruby/setup.rb
(1.83), SWIG/callability.i (1.3), SWIG/cashflows.i (1.29),
SWIG/currencies.i (1.17), SWIG/discountcurve.i (1.19),
SWIG/dividends.i (1.2), SWIG/forwardcurve.i (1.2),
SWIG/piecewiseyieldcurve.i (1.2), SWIG/ql.i (1.62), SWIG/quantlib.i
(1.17), SWIG/types.i (1.10), SWIG/zerocurve.i (1.2):
Merged 0.3.12 branch; increased version number
2006-03-18 23:36 Joseph Wang
* R/README.txt (1.3):
Add some more readme
2006-03-15 08:06 Joseph Wang
* SWIG/date.i (1.42):
Add wrapper for fromIsoDate
2006-03-13 07:40 Joseph Wang
* R/examples/scatter.R (1.1):
add another example
2006-02-27 20:26 Joseph Wang
* R/README.txt (1.2):
Merge in more detailed instructions
2006-02-27 08:47 Joseph Wang
* SWIG/: old_pricers.i (1.25), volatilities.i (1.21):
Add some declarations so that R-SWIG can load without warnings
2006-02-27 07:31 Joseph Wang
* SWIG/callability.i (1.2):
Insert section which marks callability has having no default
constructor so that vectors are created correctly in R frontend.
2006-02-27 06:59 Joseph Wang
* R/Makefile.am (1.6):
Use .R suffix and not .S suffix in Makefile
2006-02-27 06:56 Joseph Wang
* SWIG/: instruments.i (1.24), linearalgebra.i (1.36), options.i
(1.54):
Change RSwig calls to use S3 print dispatching so that they don't
get lost on save
2006-02-26 06:41 Joseph Wang
* R/examples/wireframe.R (1.2):
Replace with quote handles
2006-02-26 06:40 Joseph Wang
* SWIG/: date.i (1.41), instruments.i (1.23), options.i (1.53):
Add summary and print functions for options
2006-02-22 04:53 Joseph Wang
* R/examples/: european-option.R (1.1), fd-option.R (1.1), graph.R
(1.1), wireframe.R (1.1):
Change .S to .R
2006-02-20 06:19 Joseph Wang
* SWIG/: date.i (1.40), linearalgebra.i (1.35):
Move character conversions into superclass. Fix typo in command.
2006-02-18 08:37 Joseph Wang
* SWIG/: date.i (1.39), linearalgebra.i (1.34):
more R related changes
2006-02-17 03:37 Joseph Wang
* SWIG/linearalgebra.i (1.33):
Create separate __getitem__ and __setitem__ for R since the
convention for negative indicies is different.
2006-02-16 18:26 Joseph Wang
* SWIG/: linearalgebra.i (1.32), options.i (1.52):
Add in SampledCurve interfaces
2006-02-14 18:07 Luigi Ballabio
* SWIG/: calendars.i (1.50), callability.i (1.1),
convertiblebonds.i (1.1), dividends.i (1.1), ql.i (1.61):
Exported convertible bonds
2006-02-12 05:36 Joseph Wang
* R/Makefile.am (1.4):
Add README.
2006-02-04 18:08 Joseph Wang
* R/Makefile.am (1.3):
Make some changes
2006-02-04 07:19 Joseph Wang
* R/Makefile.am (1.2):
Add R changes
2006-02-02 06:54 Joseph Wang
* SWIG/common.i (1.34):
include code for the R-SWIG module.
2006-01-30 23:05 Joseph Wang
* configure.ac (1.6), OCaml/Makefile.am (1.1), R/Makefile.am (1.1):
Add in experimental OCaml and R Makefile.am. These don't quite yet
work, and so aren't included in SUBDIRS.
2006-01-05 11:23 Luigi Ballabio
* MzScheme/setup.scm (1.39), Python/setup.py (1.90), Ruby/setup.rb
(1.82):
If QL_DIR not defined, continue assuming QuantLib is in the default
compiler paths
2006-01-05 11:21 Luigi Ballabio
* CSharp/README.txt (1.3), Guile/README.txt (1.8),
MzScheme/README.txt (1.8), Python/README.txt (1.15),
Ruby/README.txt (1.15):
Added info on QL_DIR to readme files
2005-11-29 11:05 Luigi Ballabio
* SWIG/history.i (1.20):
Fix for zero values
2005-11-04 10:02 Luigi Ballabio
* SWIG/: cashflows.i (1.28), options.i (1.50):
More classes and shorter names
2005-10-29 05:02 Joseph Wang
* SWIG/cashflows.i (1.27):
add in more items
2005-10-28 10:01 Joseph Wang
* SWIG/: capfloor.i (1.13), cashflows.i (1.26), compoundforward.i
(1.14), payoffs.i (1.5), volatilities.i (1.20):
Add interfaces to deal with issues raised on quantlib list.
2005-10-27 20:23 Joseph Wang
* SWIG/: montecarlo.i (1.28), options.i (1.49), stochasticprocess.i
(1.15):
Changes to make this compile with current CVS
2005-10-21 10:11 Luigi Ballabio
* News.txt (1.2), CSharp/.cvsignore (1.5), CSharp/Makefile.am
(1.4), CSharp/QuantLib.sln (1.2), CSharp/README.txt (1.2),
CSharp/swig.cmd (1.2), CSharp/cpp/.cvsignore (1.2),
CSharp/cpp/QuantlibWrapper.cpp (1.2), CSharp/cpp/QuantlibWrapper.h
(1.2), CSharp/cpp/QuantlibWrapper.vcproj (1.2), CSharp/cpp/stdafx.h
(1.2), CSharp/csharp/.cvsignore (1.2),
CSharp/csharp/NQuantLib.csproj (1.2), CSharp/examples/.cvsignore
(1.2), CSharp/examples/BermudanSwaption.csproj (1.2),
Java/Makefile.am (1.4), Perl/Makefile.am (1.5), Perl/README.txt
(1.2), Ruby/setup.rb (1.81), SWIG/distributions.i (1.14),
SWIG/indexes.i (1.25), SWIG/interpolation.i (1.21),
SWIG/optimizers.i (1.13), SWIG/options.i (1.48), SWIG/quantlib.i
(1.16), SWIG/rounding.i (1.3), SWIG/types.i (1.9):
Merged 0.3.11 branch
2005-10-21 09:47 Luigi Ballabio
* configure.ac (1.5), Guile/setup.scm (1.37), MzScheme/setup.scm
(1.38), Perl/Makefile.PL (1.3), Python/setup.py (1.89),
Ruby/setup.rb (1.80), SWIG/ql.i (1.59):
Bumped version number to 0.3.12
2005-10-06 17:05 Luigi Ballabio
* CSharp/examples/BermudanSwaption.csproj (1.1):
file BermudanSwaption.csproj was initially added on branch
R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/: cpp/.cvsignore (1.1), csharp/.cvsignore (1.1),
examples/.cvsignore (1.1):
file .cvsignore was initially added on branch R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/csharp/NQuantLib.csproj (1.1):
file NQuantLib.csproj was initially added on branch
R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/QuantLib.sln (1.1):
file QuantLib.sln was initially added on branch R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/cpp/QuantlibWrapper.cpp (1.1):
file QuantlibWrapper.cpp was initially added on branch
R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/cpp/QuantlibWrapper.h (1.1):
file QuantlibWrapper.h was initially added on branch
R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/cpp/QuantlibWrapper.vcproj (1.1):
file QuantlibWrapper.vcproj was initially added on branch
R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/cpp/stdafx.h (1.1):
file stdafx.h was initially added on branch R000311f0-branch.
2005-10-06 17:04 Luigi Ballabio
* CSharp/swig.cmd (1.1):
file swig.cmd was initially added on branch R000311f0-branch.
2005-10-01 01:44 Joseph Wang
* Perl/examples/european-option.pl (1.3):
add constants
2005-10-01 01:28 Joseph Wang
* Perl/examples/european-option.pl (1.2):
Some fixes
2005-09-30 03:53 Joseph Wang
* Perl/examples/european-option.pl (1.1):
Add one example.
2005-09-30 02:46 Joseph Wang
* Perl/: Makefile.PL (1.2), Makefile.am (1.3):
improve Makefiles
2005-09-29 14:53 Joseph Wang
* SWIG/ql.i (1.58):
add in code to get perl to compile
2005-09-29 11:19 Joseph Wang
* Makefile.am (1.2), configure.ac (1.4), Perl/Makefile.PL (1.1),
Perl/Makefile.am (1.1), Perl/README.txt (1.1):
Add perl interface to quantlib
2005-09-27 09:20 Luigi Ballabio
* SWIG/currencies.i (1.15):
New Turkish lira added
2005-09-15 17:17 Luigi Ballabio
* configure.ac (1.3), CSharp/.cvsignore (1.2), CSharp/Makefile.am
(1.2), CSharp/examples/BermudanSwaption.cs (1.2), SWIG/quantlib.i
(1.14), SWIG/stochasticprocess.i (1.14):
Added makefile rules for compiling C# under Mono
2005-09-15 09:19 Luigi Ballabio
* SWIG/: distributions.i (1.13), interpolation.i (1.20),
optimizers.i (1.12), options.i (1.47), rounding.i (1.2):
Fixes for operator() in C#
2005-09-12 15:32 Luigi Ballabio
* LICENSE.TXT (1.2), configure.ac (1.2), CSharp/.cvsignore (1.1),
CSharp/Makefile.am (1.1), CSharp/README.txt (1.1),
CSharp/examples/BermudanSwaption.cs (1.1), Java/Makefile.am (1.3),
SWIG/cashflows.i (1.25), SWIG/linearalgebra.i (1.31),
SWIG/marketelements.i (1.20), SWIG/piecewiseflatforward.i (1.29),
SWIG/quantlib.i (1.13), SWIG/shortratemodels.i (1.19):
Initial C# port (thanks to Dominic Thuillier)
2005-09-08 16:42 Luigi Ballabio
* SWIG/bonds.i (1.5):
Exported more bond methods
2005-09-06 13:08 Luigi Ballabio
* .cvsignore (1.1), ChangeLog.txt (1.1), LICENSE.TXT (1.1),
News.txt (1.1), Readme.txt (1.1), autogen.sh (1.1), configure.ac
(1.1), Guile/.cvsignore (1.3), Guile/setup.scm (1.36),
Java/.cvsignore (1.1), Java/Makefile.am (1.1), Java/README.txt
(1.1), MzScheme/.cvsignore (1.2), MzScheme/setup.scm (1.37),
MzScheme/quantlib/.cvsignore (1.3), Python/.cvsignore (1.6),
Python/QuantLib-Python.spec.in (1.1), Python/setup.py (1.88),
Ruby/.cvsignore (1.4), Ruby/QuantLib-Ruby.spec.in (1.1),
Ruby/setup.rb (1.79), dev_tools/developers (1.1):
Partly autoconfiscated
2005-07-25 16:45 Luigi Ballabio
* SWIG/: calendars.i (1.48), currencies.i (1.14), date.i (1.38),
daycounters.i (1.30), functions.i (1.12), grid.i (1.3), indexes.i
(1.23), interestrate.i (1.6), linearalgebra.i (1.30), money.i
(1.4), montecarlo.i (1.27), observer.i (1.18), ql.i (1.57),
stochasticprocess.i (1.13):
Added (untested) mods for Java (thanks to Johan Witters)
2005-07-07 14:48 Luigi Ballabio
* Guile/examples/american-option.scm (1.4),
Guile/examples/bermudan-swaption.scm (1.6),
Guile/examples/european-option.scm (1.6), Guile/examples/swap.scm
(1.3), Guile/test/termstructures.scm (1.14),
MzScheme/examples/american-option.scm (1.4),
MzScheme/examples/bermudan-swaption.scm (1.6),
MzScheme/examples/european-option.scm (1.6),
MzScheme/examples/swap.scm (1.3), MzScheme/test/termstructures.scm
(1.13), Python/examples/american-option.py (1.9),
Python/examples/bermudan-swaption.py (1.11),
Python/examples/european-option.py (1.7), Python/examples/swap.py
(1.13), Python/test/termstructures.py (1.7),
Ruby/examples/american-option.rb (1.6),
Ruby/examples/bermudan-swaption.rb (1.11),
Ruby/examples/european-option.rb (1.7), Ruby/examples/swap.rb
(1.10), Ruby/test/termstructures.rb (1.22), SWIG/calendars.i
(1.47), SWIG/cashflows.i (1.24), SWIG/common.i (1.33), SWIG/date.i
(1.37), SWIG/interestrate.i (1.5), SWIG/linearalgebra.i (1.29),
SWIG/old_pricers.i (1.24), SWIG/options.i (1.46), SWIG/payoffs.i
(1.4), SWIG/types.i (1.8):
Exported a few enumerations as such
2005-07-07 11:44 Luigi Ballabio
* Guile/README.txt (1.7), Guile/setup.scm (1.35),
MzScheme/README.txt (1.7), Python/README.txt (1.14),
Ruby/README.txt (1.14), SWIG/calendars.i (1.46), SWIG/history.i
(1.19), SWIG/linearalgebra.i (1.28), SWIG/montecarlo.i (1.26),
SWIG/options.i (1.45), SWIG/quantlib.i (1.11), SWIG/scheduler.i
(1.15):
Merged 0.3.10 branch
2005-06-24 09:53 Luigi Ballabio
* SWIG/calendars.i (1.45):
Bombay and Taipei calendars added
2005-05-31 14:21 Luigi Ballabio
* Guile/setup.scm (1.34), Guile/examples/bermudan-swaption.scm
(1.5), Guile/examples/european-option.scm (1.5), MzScheme/setup.scm
(1.36), MzScheme/examples/bermudan-swaption.scm (1.5),
Python/setup.py (1.87), Python/examples/bermudan-swaption.py
(1.10), Ruby/setup.rb (1.78), Ruby/examples/bermudan-swaption.rb
(1.10), SWIG/indexes.i (1.22), SWIG/montecarlo.i (1.25),
SWIG/options.i (1.44), SWIG/ql.i (1.56), SWIG/shortratemodels.i
(1.18):
Sync with C++
2005-05-12 15:04 Luigi Ballabio
* SWIG/: montecarlo.i (1.24), options.i (1.42), stochasticprocess.i
(1.12):
Sync with C++
2005-05-02 17:28 Luigi Ballabio
* Guile/setup.scm (1.33), MzScheme/setup.scm (1.34):
Merged latest changes from 0.3.9
2005-04-11 16:59 Luigi Ballabio
* Guile/setup.scm (1.32), MzScheme/setup.scm (1.33),
Python/setup.py (1.85), Ruby/setup.rb (1.77), SWIG/date.i (1.36),
SWIG/indexes.i (1.21), SWIG/termstructures.i (1.27):
Merged 0.3.9 branch
2005-03-09 15:42 Luigi Ballabio
* Guile/setup.scm (1.31), MzScheme/setup.scm (1.32),
Python/setup.py (1.84), Ruby/setup.rb (1.76), SWIG/bonds.i (1.4),
SWIG/old_pricers.i (1.23), SWIG/piecewiseflatforward.i (1.28),
SWIG/ql.i (1.55):
Updated version number; removed deprecated features
2005-02-23 17:18 Luigi Ballabio
* Guile/examples/american-option.scm (1.3),
Guile/examples/european-option.scm (1.4),
MzScheme/examples/american-option.scm (1.3),
MzScheme/examples/european-option.scm (1.4),
Python/examples/american-option.py (1.8),
Python/examples/european-option.py (1.6),
Ruby/examples/american-option.rb (1.5),
Ruby/examples/european-option.rb (1.5), SWIG/options.i (1.40):
Exported FD engines
2005-02-14 18:33 Luigi Ballabio
* Guile/setup.scm (1.30), MzScheme/setup.scm (1.31),
Python/setup.py (1.83):
Added missing files to distribution
2005-02-14 18:33 Luigi Ballabio
* Ruby/setup.rb (1.75):
Fixed freeze with Ruby 1.8
2005-02-04 14:08 Luigi Ballabio
* SWIG/: calendars.i (1.43), common.i (1.32), date.i (1.35),
exercise.i (1.4), interestrate.i (1.4), linearalgebra.i (1.27),
money.i (1.3), operators.i (1.17), options.i (1.39), volatilities.i
(1.19):
Using manipulators instead of formatters
2004-12-09 12:14 Luigi Ballabio
* Guile/setup.scm (1.29), Guile/examples/american-option.scm (1.2),
Guile/examples/bermudan-swaption.scm (1.4),
Guile/examples/european-option.scm (1.3),
Guile/test/termstructures.scm (1.12), MzScheme/setup.scm (1.30),
MzScheme/examples/american-option.scm (1.2),
MzScheme/examples/bermudan-swaption.scm (1.4),
MzScheme/examples/european-option.scm (1.3),
MzScheme/quantlib/.cvsignore (1.2),
MzScheme/test/termstructures.scm (1.12), Python/.cvsignore (1.5),
Python/README.txt (1.13), Python/setup.py (1.82),
Python/examples/american-option.py (1.7),
Python/examples/bermudan-swaption.py (1.9),
Python/examples/european-option.py (1.5),
Python/test/termstructures.py (1.5), Ruby/.cvsignore (1.3),
Ruby/QuantLib.rb (1.26), Ruby/setup.rb (1.74),
Ruby/examples/american-option.rb (1.4),
Ruby/examples/bermudan-swaption.rb (1.9),
Ruby/examples/european-option.rb (1.4), Ruby/examples/swap.rb
(1.9), Ruby/test/termstructures.rb (1.21), SWIG/bonds.i (1.2),
SWIG/cashflows.i (1.22), SWIG/common.i (1.31),
SWIG/compoundforward.i (1.13), SWIG/currencies.i (1.13),
SWIG/date.i (1.34), SWIG/daycounters.i (1.29), SWIG/discountcurve.i
(1.17), SWIG/indexes.i (1.20), SWIG/interestrate.i (1.3),
SWIG/linearalgebra.i (1.25), SWIG/montecarlo.i (1.23),
SWIG/old_pricers.i (1.22), SWIG/old_volatility.i (1.13),
SWIG/options.i (1.38), SWIG/piecewiseflatforward.i (1.27),
SWIG/ql.i (1.54), SWIG/quantlib.i (1.10), SWIG/randomnumbers.i
(1.26), SWIG/termstructures.i (1.25), SWIG/volatilities.i (1.18),
dev_tools/windistmzscheme.bat (1.2), dev_tools/windistpython.bat
(1.2), dev_tools/windistruby.bat (1.2), dev_tools/windistswig
(1.2):
Merged 0.3.8 branch
2004-12-02 13:42 Ferdinando Ametrano
* dev_tools/windistmzscheme.bat (1.1):
file windistmzscheme.bat was initially added on branch
R000308f0-branch.
2004-12-02 13:42 Ferdinando Ametrano
* dev_tools/windistpython.bat (1.1):
file windistpython.bat was initially added on branch
R000308f0-branch.
2004-12-02 13:42 Ferdinando Ametrano
* dev_tools/windistruby.bat (1.1):
file windistruby.bat was initially added on branch
R000308f0-branch.
2004-12-02 13:42 Ferdinando Ametrano
* dev_tools/windistswig (1.1):
file windistswig was initially added on branch R000308f0-branch.
2004-11-08 10:44 Luigi Ballabio
* SWIG/bonds.i (1.1):
file bonds.i was initially added on branch R000308f0-branch.
2004-11-05 10:27 Luigi Ballabio
* MzScheme/quantlib/.cvsignore (1.1):
file .cvsignore was initially added on branch R000308f0-branch.
2004-10-27 12:36 Luigi Ballabio
* Guile/setup.scm (1.28), MzScheme/setup.scm (1.29),
Python/setup.py (1.81), Ruby/setup.rb (1.73), SWIG/ql.i (1.53):
Bumped version number
2004-10-25 17:47 Luigi Ballabio
* Guile/examples/bermudan-swaption.scm (1.3),
Guile/examples/swap.scm (1.2),
MzScheme/examples/bermudan-swaption.scm (1.3),
MzScheme/examples/swap.scm (1.2),
Python/examples/bermudan-swaption.py (1.8), Python/examples/swap.py
(1.12), Ruby/examples/bermudan-swaption.rb (1.8),
Ruby/examples/swap.rb (1.8), SWIG/discountcurve.i (1.16),
SWIG/old_volatility.i (1.12), SWIG/piecewiseflatforward.i (1.26):
Sync with C++
2004-10-14 16:04 Luigi Ballabio
* Guile/setup.scm (1.27), Guile/examples/bermudan-swaption.scm
(1.2), Guile/examples/european-option.scm (1.2), MzScheme/setup.scm
(1.28), MzScheme/examples/bermudan-swaption.scm (1.2),
MzScheme/examples/european-option.scm (1.2), Python/setup.py
(1.80), Python/examples/bermudan-swaption.py (1.7),
Python/examples/swap.py (1.11), Ruby/QuantLib.rb (1.25),
Ruby/setup.rb (1.72), Ruby/examples/bermudan-swaption.rb (1.7),
Ruby/examples/swap.rb (1.7), SWIG/date.i (1.33), SWIG/daycounters.i
(1.28), SWIG/discountcurve.i (1.15), SWIG/interestrate.i (1.1),
SWIG/money.i (1.2), SWIG/old_volatility.i (1.11),
SWIG/piecewiseflatforward.i (1.25), SWIG/ql.i (1.52),
SWIG/termstructures.i (1.24), SWIG/interestrate.i (1.2):
Sync with C++
2004-10-14 16:04 Luigi Ballabio
* Guile/examples/swap.scm (1.1), MzScheme/examples/swap.scm (1.1):
Completed Scheme examples
2004-10-05 16:48 Luigi Ballabio
* Guile/setup.scm (1.26), Guile/examples/american-option.scm (1.1),
Guile/examples/bermudan-swaption.scm (1.1),
Guile/examples/european-option.scm (1.1),
Guile/examples/tabulate.scm (1.1), MzScheme/setup.scm (1.27),
MzScheme/examples/american-option.scm (1.1),
MzScheme/examples/bermudan-swaption.scm (1.1),
MzScheme/examples/european-option.scm (1.1),
MzScheme/examples/tabulate.scm (1.1), MzScheme/quantlib/ql-init.ss
(1.6), MzScheme/test/termstructures.scm (1.11), SWIG/instruments.i
(1.22), SWIG/options.i (1.37), SWIG/settings.i (1.2),
SWIG/shortratemodels.i (1.17), SWIG/termstructures.i (1.23):
Adding Scheme examples
2004-09-23 13:33 Luigi Ballabio
* Guile/setup.scm (1.25), MzScheme/setup.scm (1.26),
MzScheme/quantlib/ql-init.ss (1.5), Python/README.txt (1.12),
Python/setup.py (1.79), Python/examples/american-option.py (1.6),
Python/examples/bermudan-swaption.py (1.6),
Python/examples/european-option.py (1.4), Python/examples/swap.py
(1.10), Ruby/QuantLib.rb (1.24), Ruby/setup.rb (1.71),
Ruby/examples/american-option.rb (1.3),
Ruby/examples/bermudan-swaption.rb (1.6),
Ruby/examples/european-option.rb (1.3), Ruby/examples/swap.rb
(1.6), SWIG/blackmodel.i (1.8), SWIG/capfloor.i (1.12),
SWIG/compoundforward.i (1.12), SWIG/discountcurve.i (1.14),
SWIG/indexes.i (1.19), SWIG/old_pricers.i (1.21),
SWIG/old_volatility.i (1.10), SWIG/options.i (1.36),
SWIG/piecewiseflatforward.i (1.24), SWIG/ql.i (1.51),
SWIG/randomnumbers.i (1.25), SWIG/settings.i (1.1),
SWIG/shortratemodels.i (1.16), SWIG/stochasticprocess.i (1.11),
SWIG/swap.i (1.23), SWIG/swaption.i (1.15), SWIG/termstructures.i
(1.22), SWIG/volatilities.i (1.17):
Sync with C++
2004-08-23 11:15 Luigi Ballabio
* SWIG/: blackmodel.i (1.7), capfloor.i (1.11), common.i (1.30),
indexes.i (1.18), instruments.i (1.21), marketelements.i (1.19),
old_pricers.i (1.20), old_volatility.i (1.9),
piecewiseflatforward.i (1.23), shortratemodels.i (1.15),
stochasticprocess.i (1.10), swap.i (1.22), swaption.i (1.14),
termstructures.i (1.21), volatilities.i (1.16):
Replaced deprecated RelinkableHandle with Handle
2004-08-20 16:10 Luigi Ballabio
* Python/examples/bermudan-swaption.py (1.5),
Python/examples/swap.py (1.9), Ruby/examples/bermudan-swaption.rb
(1.5), Ruby/examples/swap.rb (1.5), SWIG/indexes.i (1.17):
Exported Xibor children as proper classes
2004-08-20 16:10 Luigi Ballabio
* SWIG/currencies.i (1.12):
Added forgotten currency
2004-08-17 12:07 Luigi Ballabio
* SWIG/: calendars.i (1.42), common.i (1.29), date.i (1.32),
daycounters.i (1.27), exchangerates.i (1.1), indexes.i (1.16),
money.i (1.1), ql.i (1.50), vectors.i (1.7):
Sync with C++ (including new classes)
2004-07-21 16:21 Luigi Ballabio
* Guile/test/termstructures.scm (1.11),
MzScheme/test/termstructures.scm (1.10),
Python/examples/bermudan-swaption.py (1.4), Python/examples/swap.py
(1.8), Python/test/termstructures.py (1.4),
Ruby/examples/bermudan-swaption.rb (1.4), Ruby/examples/swap.rb
(1.4), Ruby/test/termstructures.rb (1.20), SWIG/calendars.i (1.41),
SWIG/daycounters.i (1.26):
Exported derived calendars as classes
2004-07-21 14:40 Luigi Ballabio
* Guile/test/termstructures.scm (1.10),
MzScheme/test/termstructures.scm (1.9),
Python/examples/american-option.py (1.5),
Python/examples/bermudan-swaption.py (1.3),
Python/examples/european-option.py (1.3), Python/examples/swap.py
(1.7), Python/test/termstructures.py (1.3),
Ruby/examples/american-option.rb (1.2),
Ruby/examples/bermudan-swaption.rb (1.3),
Ruby/examples/european-option.rb (1.2), Ruby/examples/swap.rb
(1.3), Ruby/test/termstructures.rb (1.19), SWIG/compoundforward.i
(1.11), SWIG/daycounters.i (1.25), SWIG/discountcurve.i (1.13),
SWIG/piecewiseflatforward.i (1.22), SWIG/termstructures.i (1.20),
SWIG/volatilities.i (1.15):
Exported derived day counters as classes
2004-07-19 18:00 Luigi Ballabio
* SWIG/currencies.i (1.11):
More currencies added
2004-07-16 17:55 Luigi Ballabio
* Guile/setup.scm (1.24), MzScheme/setup.scm (1.25),
Python/setup.py (1.78), Ruby/setup.rb (1.70), SWIG/currencies.i
(1.10), SWIG/ql.i (1.49), SWIG/quantlib.i (1.9), SWIG/rounding.i
(1.1):
Exported currency classes
2004-07-07 19:45 Luigi Ballabio
* Python/setup.py (1.77), Python/QuantLib/.cvsignore (1.2),
Ruby/.cvsignore (1.2), Ruby/test/instruments.rb (1.10),
Ruby/test/marketelements.rb (1.9), Ruby/test/termstructures.rb
(1.18), SWIG/stochasticprocess.i (1.9):
Merged 0.3.7 branch
2004-06-10 16:33 Luigi Ballabio
* Guile/setup.scm (1.23), Guile/test/termstructures.scm (1.9),
MzScheme/setup.scm (1.24), MzScheme/test/termstructures.scm (1.8),
Python/setup.py (1.76), Python/test/termstructures.py (1.2),
Ruby/setup.rb (1.69), Ruby/test/termstructures.rb (1.17),
SWIG/calendars.i (1.40), SWIG/cashflows.i (1.21), SWIG/indexes.i
(1.15), SWIG/old_pricers.i (1.19), SWIG/options.i (1.35),
SWIG/piecewiseflatforward.i (1.21), SWIG/ql.i (1.48),
SWIG/scheduler.i (1.14), SWIG/swap.i (1.21):
Sync with C++
2004-05-27 14:13 Luigi Ballabio
* SWIG/: calendars.i (1.38), compoundforward.i (1.10), currencies.i
(1.9), discountcurve.i (1.12), indexes.i (1.14),
piecewiseflatforward.i (1.20), scheduler.i (1.13), swap.i (1.20):
Sync with C++
2004-05-26 17:29 Luigi Ballabio
* Ruby/setup.rb (1.68):
Correct installation location
2004-05-21 16:44 Luigi Ballabio
* SWIG/shortratemodels.i (1.14):
Exported missing calibration engine
2004-05-21 14:04 Luigi Ballabio
* SWIG/calendars.i (1.37):
Sync with C++
2004-05-19 13:48 Luigi Ballabio
* SWIG/: capfloor.i (1.10), old_pricers.i (1.18), shortratemodels.i
(1.13), swaption.i (1.13):
Sync with C++
2004-05-12 09:47 Luigi Ballabio
* SWIG/: calendars.i (1.36), capfloor.i (1.9), cashflows.i (1.20),
common.i (1.28), compoundforward.i (1.9), date.i (1.31),
daycounters.i (1.24), discountcurve.i (1.11), distributions.i
(1.12), functions.i (1.11), grid.i (1.2), history.i (1.18),
indexes.i (1.13), instruments.i (1.20), integrals.i (1.4),
interpolation.i (1.18), linearalgebra.i (1.23), marketelements.i
(1.18), montecarlo.i (1.22), old_pricers.i (1.17), old_volatility.i
(1.8), operators.i (1.16), optimizers.i (1.11), options.i (1.34),
payoffs.i (1.3), piecewiseflatforward.i (1.19), randomnumbers.i
(1.24), scheduler.i (1.12), shortratemodels.i (1.12), statistics.i
(1.20), swap.i (1.19), termstructures.i (1.19), timebasket.i (1.7),
types.i (1.6), volatilities.i (1.14):
Using typedefs
2004-05-05 10:07 Luigi Ballabio
* Python/examples/swap.py (1.5), Ruby/QuantLib.rb (1.22),
Ruby/setup.rb (1.67), Ruby/examples/american-option.rb (1.1),
Ruby/examples/bermudan-swaption.rb (1.1),
Ruby/examples/european-option.rb (1.1), Ruby/examples/swap.rb
(1.1), SWIG/optimizers.i (1.10), SWIG/swap.i (1.18):
Added Ruby examples
2004-05-04 15:17 Luigi Ballabio
* SWIG/calendars.i (1.35):
Fixes for VC++6
2004-05-04 11:33 Luigi Ballabio
* SWIG/: date.i (1.30), grid.i (1.1), interpolation.i (1.17),
optimizers.i (1.9), ql.i (1.46), shortratemodels.i (1.11):
Bermudan swaption example
2004-05-04 11:30 Luigi Ballabio
* Python/examples/: bermudan-swaption.py (1.1), swap.py (1.4):
Bermudan swaption example
2004-04-30 10:21 Luigi Ballabio
* SWIG/calendars.i (1.34):
Sync with C++ (new calendars)
2004-04-26 17:53 Luigi Ballabio
* SWIG/calendars.i (1.33):
Sync with C++ (new calendar)
2004-04-23 11:13 Luigi Ballabio
* SWIG/calendars.i (1.32):
Sync with C++ (new calendars)
2004-04-22 15:25 Luigi Ballabio
* Python/setup.py (1.75), Guile/setup.scm (1.22),
MzScheme/setup.scm (1.22), Ruby/setup.rb (1.66), SWIG/montecarlo.i
(1.21), SWIG/options.i (1.33), SWIG/ql.i (1.45),
SWIG/stochasticprocess.i (1.6):
Sync with C++
2004-04-22 10:44 Luigi Ballabio
* SWIG/: interpolation.i (1.16), termstructures.i (1.18),
volatilities.i (1.13):
Sync with C++
2004-04-19 19:06 Luigi Ballabio
* Guile/setup.scm (1.21), MzScheme/setup.scm (1.21),
Python/setup.py (1.74), Python/examples/american-option.py (1.4),
Python/examples/european-option.py (1.2), Ruby/setup.rb (1.65),
SWIG/compoundforward.i (1.8), SWIG/options.i (1.32), SWIG/ql.i
(1.44), SWIG/stochasticprocess.i (1.5), SWIG/timebasket.i (1.6):
Sync with C++
2004-04-15 14:08 Luigi Ballabio
* Guile/setup.scm (1.20), MzScheme/setup.scm (1.20),
Python/setup.py (1.73), Ruby/setup.rb (1.64), SWIG/ql.i (1.43):
Bumped version number
2004-04-09 16:35 Ferdinando Ametrano
* Python/setup.py (1.72):
catching up
2004-04-09 16:11 Luigi Ballabio
* SWIG/: calendars.i (1.31), currencies.i (1.8), date.i (1.29),
daycounters.i (1.23), exercise.i (1.3), functions.i (1.10),
history.i (1.17), indexes.i (1.12), linearalgebra.i (1.22),
montecarlo.i (1.20), observer.i (1.17), old_pricers.i (1.16),
operators.i (1.15), options.i (1.31), quantlib.i (1.8), scheduler.i
(1.11), shortratemodels.i (1.10), swaption.i (1.12), volatilities.i
(1.12):
Sync with C++
2004-04-08 15:01 Luigi Ballabio
* SWIG/options.i (1.30):
Added EuropeanOption (a vanilla option with a default engine)
2004-04-07 09:32 Luigi Ballabio
* SWIG/: montecarlo.i (1.19), randomnumbers.i (1.23):
Deprecated RNG and MC typedefs
2004-04-06 17:03 Luigi Ballabio
* SWIG/old_pricers.i (1.14):
Sync with C++
2004-04-06 10:00 Luigi Ballabio
* Ruby/setup.rb (1.62):
Patch for Darwin
2004-04-01 12:16 Luigi Ballabio
* SWIG/: montecarlo.i (1.18), old_pricers.i (1.13):
Sync with C++
2004-04-01 12:15 Luigi Ballabio
* Python/setup.py (1.71):
Patched for Darwin
2004-03-31 14:27 Ferdinando Ametrano
* Guile/setup.scm (1.19):
typo fixed
2004-03-31 13:39 Luigi Ballabio
* Guile/setup.scm (1.18), MzScheme/setup.scm (1.18),
Python/setup.py (1.70), Ruby/setup.rb (1.61):
Updated file list
2004-03-31 13:02 Luigi Ballabio
* SWIG/: montecarlo.i (1.17), old_pricers.i (1.12), ql.i (1.42):
Sync with C++
2004-03-30 17:47 Luigi Ballabio
* SWIG/: old_pricers.i (1.11), randomnumbers.i (1.22):
Sync with C++
2004-03-26 14:28 Luigi Ballabio
* SWIG/: blackmodel.i (1.6), capfloor.i (1.8), cashflows.i (1.19),
common.i (1.27), compoundforward.i (1.7), discountcurve.i (1.10),
exercise.i (1.2), indexes.i (1.11), instruments.i (1.18),
marketelements.i (1.17), observer.i (1.16), old_volatility.i (1.7),
operators.i (1.14), options.i (1.29), payoffs.i (1.2),
piecewiseflatforward.i (1.18), shortratemodels.i (1.9),
stochasticprocess.i (1.4), swap.i (1.17), swaption.i (1.11),
termstructures.i (1.17), volatilities.i (1.11):
boost::shared_ptr used throughout instead of Handle
2004-03-24 11:58 Luigi Ballabio
* SWIG/: cashflows.i (1.18), common.i (1.26), compoundforward.i
(1.6), discountcurve.i (1.9), indexes.i (1.10), linearalgebra.i
(1.21), marketelements.i (1.16), montecarlo.i (1.16), options.i
(1.28), piecewiseflatforward.i (1.17), shortratemodels.i (1.8),
swap.i (1.16), swaption.i (1.10):
Boost is now mandatory
2004-03-23 16:58 Luigi Ballabio
* MzScheme/setup.scm (1.17), Python/examples/american-option.py
(1.3), SWIG/interpolation.i (1.15):
Merged 0.3.5 branch
2004-03-22 10:45 Ferdinando Ametrano
* SWIG/ql.i (1.41):
bump up version number
2004-03-11 13:02 Luigi Ballabio
* Python/setup.py (1.69):
Extended compiler heap
2004-03-11 12:48 Luigi Ballabio
* Guile/setup.scm (1.17), MzScheme/setup.scm (1.16),
Python/setup.py (1.68), Python/examples/american-option.py (1.2),
Ruby/setup.rb (1.60), SWIG/common.i (1.25), SWIG/options.i (1.27),
SWIG/ql.i (1.40):
Preparing for branch
2004-03-09 13:40 Luigi Ballabio
* SWIG/interpolation.i (1.14):
Sync with C++
2004-03-08 17:12 Luigi Ballabio
* SWIG/interpolation.i (1.13):
Sync with C++
2004-02-23 12:34 Luigi Ballabio
* SWIG/linearalgebra.i (1.20):
Some work on SVD
2004-02-20 17:35 Luigi Ballabio
* SWIG/linearalgebra.i (1.19):
SVD exported
2004-02-16 19:14 Luigi Ballabio
* Python/examples/american-option.py (1.1), SWIG/options.i (1.26):
Exported American engines
2004-02-16 15:05 Luigi Ballabio
* Python/setup.py (1.67):
Enabled optimizations with VC++
2004-02-16 15:03 Luigi Ballabio
* Python/examples/swap.py (1.2):
Typo
2004-02-16 12:31 Luigi Ballabio
* Python/: setup.py (1.66), test/.cvsignore (1.1),
test/QuantLibTestSuite.py (1.1), test/date.py (1.1),
test/instruments.py (1.1), test/integrals.py (1.1),
test/marketelements.py (1.1), test/solvers1d.py (1.1),
test/termstructures.py (1.1):
Moved some stuff around
2004-02-06 14:55 Luigi Ballabio
* SWIG/: instruments.i (1.16), swap.i (1.15):
Removed unused baggage from Instrument class
2004-01-13 13:26 Luigi Ballabio
* Python/: README.txt (1.11), setup.py (1.65):
Fixes for SWIG 1.3.21
2004-01-05 12:14 Luigi Ballabio
* SWIG/swaption.i (1.9):
Sync with C++
2004-01-05 10:40 Luigi Ballabio
* SWIG/stochasticprocess.i (1.2):
Sync with C++
2004-01-03 17:44 Luigi Ballabio
* Guile/setup.scm (1.16), MzScheme/setup.scm (1.15),
Python/setup.py (1.64), Ruby/setup.rb (1.59), SWIG/options.i
(1.24), SWIG/ql.i (1.39), SWIG/stochasticprocess.i (1.1),
SWIG/swaption.i (1.8):
Sync with C++
2003-12-23 11:04 Luigi Ballabio
* Guile/setup.scm (1.15), MzScheme/setup.scm (1.14),
Python/setup.py (1.63), Ruby/setup.rb (1.58), SWIG/exercise.i
(1.1), SWIG/options.i (1.23), SWIG/payoffs.i (1.1), SWIG/ql.i
(1.38):
Sync with C++
2003-12-11 13:41 Luigi Ballabio
* SWIG/: instruments.i (1.15), options.i (1.21):
Moved PricingEngine to instruments.i Exported Payoff
2003-12-10 14:17 Marco Marchioro
* SWIG/calendars.i (1.30):
Added calendar for Copenhagen
2003-12-03 14:06 Luigi Ballabio
* Guile/README.txt (1.6), Guile/setup.scm (1.14),
Guile/test/instruments.scm (1.8), Guile/test/integrals.scm (1.4),
Guile/test/marketelements.scm (1.9), Guile/test/solvers1d.scm
(1.7), Guile/test/termstructures.scm (1.8), SWIG/linearalgebra.i
(1.18), SWIG/ql.i (1.37):
Guile ready for SWIG 1.3.20
2003-12-03 12:59 Luigi Ballabio
* MzScheme/README.txt (1.6), MzScheme/quantlib/ql-init.ss (1.3),
MzScheme/test/instruments.scm (1.7), MzScheme/test/integrals.scm
(1.3), MzScheme/test/marketelements.scm (1.8),
MzScheme/test/solvers1d.scm (1.6), MzScheme/test/termstructures.scm
(1.7), SWIG/history.i (1.16), SWIG/linearalgebra.i (1.17),
SWIG/montecarlo.i (1.15), SWIG/scheduler.i (1.10):
MzScheme ready for SWIG 1.3.20
2003-12-01 11:41 Luigi Ballabio
* Ruby/QuantLib.rb (1.21), SWIG/blackmodel.i (1.5),
SWIG/instruments.i (1.14), SWIG/marketelements.i (1.14),
SWIG/options.i (1.20), SWIG/piecewiseflatforward.i (1.16),
SWIG/scheduler.i (1.9), SWIG/shortratemodels.i (1.7),
SWIG/termstructures.i (1.16), SWIG/volatilities.i (1.10):
Sync with C++
2003-11-27 14:00 Luigi Ballabio
* SWIG/common.i (1.24):
Visual fails Koenig lookup (I guess)
2003-11-27 11:47 Luigi Ballabio
* SWIG/: cashflows.i (1.17), common.i (1.23), compoundforward.i
(1.5), discountcurve.i (1.8), indexes.i (1.9), instruments.i
(1.13), marketelements.i (1.13), options.i (1.19),
piecewiseflatforward.i (1.15), shortratemodels.i (1.6), swap.i
(1.14), swaption.i (1.7):
Sync with C++
2003-11-21 17:32 Ferdinando Ametrano
* MzScheme/setup.scm (1.13), Guile/setup.scm (1.13):
added missing file
2003-11-20 18:59 Ferdinando Ametrano
* SWIG/statistics.i (1.19):
The already deprecated MultivariateAccumulator is gone. Use
SequenceStatistics instead
2003-11-20 18:04 Luigi Ballabio
* Ruby/setup.rb (1.56):
Added Liguo's spec file for RPM
2003-11-18 21:12 Ferdinando Ametrano
* Guile/setup.scm (1.12), MzScheme/setup.scm (1.12), Ruby/setup.rb
(1.55):
R000304f0-branch-merge1 merged into trunk
2003-11-03 17:41 Luigi Ballabio
* Guile/setup.scm (1.11), MzScheme/setup.scm (1.11),
Python/setup.py (1.62), Ruby/setup.rb (1.54), SWIG/ql.i (1.36):
Bumped version number
2003-11-03 17:21 Luigi Ballabio
* Guile/setup.scm (1.10), MzScheme/setup.scm (1.10),
Python/setup.py (1.61), Ruby/setup.rb (1.53), SWIG/ql.i (1.35):
Bumped version number
2003-11-03 14:58 Ferdinando Ametrano
* Guile/setup.scm (1.9), Guile/test/common.scm (1.6),
Guile/test/instruments.scm (1.7), Guile/test/integrals.scm (1.3),
Guile/test/marketelements.scm (1.8),
Guile/test/quantlib-test-suite.scm (1.14), Guile/test/solvers1d.scm
(1.6), Guile/test/termstructures.scm (1.7), Guile/test/unittest.scm
(1.7), Guile/test/utilities.scm (1.2), MzScheme/setup.scm (1.9),
MzScheme/quantlib/ql-init.ss (1.2), MzScheme/quantlib/quantlib.ss
(1.12), MzScheme/test/common.scm (1.6),
MzScheme/test/instruments.scm (1.6), MzScheme/test/integrals.scm
(1.2), MzScheme/test/marketelements.scm (1.7),
MzScheme/test/quantlib-test-suite.scm (1.14),
MzScheme/test/solvers1d.scm (1.5), MzScheme/test/termstructures.scm
(1.6), MzScheme/test/unittest.scm (1.5),
MzScheme/test/utilities.scm (1.3), Python/setup.py (1.60),
Python/QuantLib/__init__.py (1.7), Ruby/QuantLib.rb (1.20),
Ruby/setup.rb (1.52), Ruby/test/QuantLibTestSuite.rb (1.24),
Ruby/test/dates.rb (1.12), Ruby/test/instruments.rb (1.9),
Ruby/test/integrals.rb (1.2), Ruby/test/marketelements.rb (1.8),
Ruby/test/solvers1d.rb (1.9), Ruby/test/termstructures.rb (1.16),
SWIG/blackmodel.i (1.4), SWIG/calendars.i (1.28), SWIG/capfloor.i
(1.5), SWIG/cashflows.i (1.14), SWIG/common.i (1.22),
SWIG/compoundforward.i (1.3), SWIG/currencies.i (1.7), SWIG/date.i
(1.28), SWIG/daycounters.i (1.21), SWIG/discountcurve.i (1.6),
SWIG/distributions.i (1.10), SWIG/functions.i (1.8), SWIG/history.i
(1.15), SWIG/indexes.i (1.7), SWIG/instruments.i (1.11),
SWIG/integrals.i (1.2), SWIG/interpolation.i (1.11),
SWIG/linearalgebra.i (1.15), SWIG/marketelements.i (1.12),
SWIG/montecarlo.i (1.13), SWIG/null.i (1.9), SWIG/observer.i
(1.14), SWIG/old_pricers.i (1.8), SWIG/old_volatility.i (1.5),
SWIG/operators.i (1.11), SWIG/optimizers.i (1.5), SWIG/options.i
(1.16), SWIG/piecewiseflatforward.i (1.13), SWIG/ql.i (1.34),
SWIG/quantlib.i (1.7), SWIG/randomnumbers.i (1.19),
SWIG/scheduler.i (1.8), SWIG/shortratemodels.i (1.2),
SWIG/statistics.i (1.17), SWIG/swap.i (1.12), SWIG/swaption.i
(1.4), SWIG/termstructures.i (1.14), SWIG/timebasket.i (1.4),
SWIG/types.i (1.5), SWIG/vectors.i (1.6), SWIG/volatilities.i
(1.8):
ferdinando@ametrano.net replaced by quantlib-dev@lists.sf.net
2003-10-31 09:25 Luigi Ballabio
* Guile/README.txt (1.5), MzScheme/README.txt (1.5),
Python/README.txt (1.10), Ruby/README.txt (1.12):
Typos and other small stuff
2003-10-29 16:43 Luigi Ballabio
* Guile/: .cvsignore (1.2), README.txt (1.4), setup.scm (1.8),
test/instruments.scm (1.6), test/integrals.scm (1.2),
test/marketelements.scm (1.7), test/quantlib-test-suite.scm (1.13),
test/solvers1d.scm (1.5), test/termstructures.scm (1.6),
test/unittest.scm (1.6):
Unit tests moved to the Greg framework
2003-10-24 17:37 Luigi Ballabio
* Guile/setup.scm (1.7), Guile/test/integrals.scm (1.1),
Guile/test/quantlib-test-suite.scm (1.12), MzScheme/setup.scm
(1.8), MzScheme/test/integrals.scm (1.1),
MzScheme/test/quantlib-test-suite.scm (1.13), Python/setup.py
(1.59), Ruby/setup.rb (1.50), Ruby/test/QuantLibTestSuite.rb
(1.23), Ruby/test/integrals.rb (1.1), SWIG/integrals.i (1.1),
SWIG/ql.i (1.33):
Sync with C++
2003-10-23 18:16 Luigi Ballabio
* Python/setup.py (1.57):
Allow compiling with either Multithreaded or Multithreaded-DLL code
generation
2003-10-23 16:44 Luigi Ballabio
* SWIG/: swap.i (1.11), timebasket.i (1.2):
Sync with C++
2003-10-17 17:03 Luigi Ballabio
* Guile/: setup.scm (1.6), test/marketelements.scm (1.6),
test/quantlib-test-suite.scm (1.11), test/termstructures.scm (1.5):
Removed tests duplicating C++ tests. The Guile test-suite now tests
Guile-specific features only.
2003-10-17 16:56 Luigi Ballabio
* MzScheme/: setup.scm (1.7), test/marketelements.scm (1.6),
test/quantlib-test-suite.scm (1.12), test/termstructures.scm (1.5):
Removed tests duplicating C++ tests. The MzScheme test-suite now
tests MzScheme-specific features only.
2003-10-17 16:35 Luigi Ballabio
* Ruby/: setup.rb (1.49), test/QuantLibTestSuite.rb (1.22),
test/dates.rb (1.10):
Removed tests duplicating C++ tests. The Ruby test-suite now tests
Ruby-specific features only.
2003-10-17 16:18 Luigi Ballabio
* Python/setup.py (1.56):
Removed tests duplicating C++ tests. The Python test-suite now
tests Python-specific features only.
2003-10-14 11:14 Luigi Ballabio
* SWIG/: interpolation.i (1.10), swap.i (1.10), volatilities.i
(1.7):
Sync with C++
2003-10-10 15:10 Luigi Ballabio
* Guile/: .cvsignore (1.1), README.txt (1.3), setup.scm (1.5),
test/common.scm (1.5), test/instruments.scm (1.5),
test/marketelements.scm (1.5), test/quantlib-test-suite.scm (1.10),
test/solvers1d.scm (1.4), test/termstructures.scm (1.4),
test/unittest.scm (1.5), test/utilities.scm (1.1):
Detached Guile from MzScheme
2003-10-10 14:36 Luigi Ballabio
* MzScheme/: .cvsignore (1.1), README.txt (1.3), setup.scm (1.6),
quantlib/ql-init.ss (1.1), quantlib/quantlib.ss (1.11),
test/common.scm (1.5), test/instruments.scm (1.5),
test/marketelements.scm (1.5), test/quantlib-test-suite.scm (1.11),
test/solvers1d.scm (1.4), test/termstructures.scm (1.4),
test/unittest.scm (1.4), test/utilities.scm (1.1):
Moved tests from in-house framework to Schemeunit
2003-10-03 14:08 Luigi Ballabio
* SWIG/capfloor.i (1.4):
Applied the Foo::arguments and Foo::results naming scheme
2003-09-29 10:24 Luigi Ballabio
* SWIG/: calendars.i (1.27), daycounters.i (1.20):
Null calendar and simple day counter
2003-09-23 17:51 Luigi Ballabio
* SWIG/old_pricers.i (1.7):
Synch with C++
2003-09-19 15:08 Luigi Ballabio
* SWIG/: cashflows.i (1.13), scheduler.i (1.7), swap.i (1.9):
Updated for new Schedule stuff
2003-09-09 12:48 Luigi Ballabio
* Python/setup.py (1.55):
Added PyPI metadata
2003-09-01 16:22 Luigi Ballabio
* Ruby/setup.rb (1.48):
Final merge from 0.3.3 branch
2003-08-28 17:56 Luigi Ballabio
* Python/setup.py (1.54), Python/QuantLib/__init__.py (1.6),
Ruby/setup.rb (1.47), SWIG/cashflows.i (1.12), SWIG/date.i (1.27),
SWIG/discountcurve.i (1.5), SWIG/linearalgebra.i (1.14),
SWIG/marketelements.i (1.11), SWIG/swap.i (1.8):
Merged 0.3.3 branch
2003-07-25 13:05 Luigi Ballabio
* Python/setup.py (1.53), Ruby/setup.rb (1.46), SWIG/ql.i (1.32):
Bumped version number after branching
2003-07-25 12:51 Luigi Ballabio
* Python/setup.py (1.52), Ruby/setup.rb (1.45), SWIG/ql.i (1.31):
Bumped version number
2003-07-24 09:43 Luigi Ballabio
* Python/setup.py (1.51), Ruby/setup.rb (1.44):
Added new files to setup
2003-07-23 15:21 Marco Marchioro
* SWIG/compoundforward.i (1.2):
somebosy forgot a commit
2003-07-22 17:58 Marco Marchioro
* SWIG/interpolation.i (1.9):
Added first and second derivatives to CubicSpline
2003-07-22 16:25 Luigi Ballabio
* SWIG/: cashflows.i (1.11), swap.i (1.7):
Trust me...
2003-07-22 14:10 Andr Louw
* SWIG/timebasket.i (1.1):
Time Baske SWIG interface file.
2003-07-22 14:06 Andr Louw
* SWIG/ql.i (1.30):
Added compoundforward.i
2003-07-22 14:00 Andr Louw
* SWIG/termstructures.i (1.13):
Added compound forward and zero coupon rates.
2003-07-22 13:59 Andr Louw
* SWIG/swap.i (1.6):
Construct simpleswap to specified maturity. Ability to generate
dates from end.
2003-07-22 13:56 Andr Louw
* SWIG/scheduler.i (1.6):
Added functionality to generate dates from end.
2003-07-22 13:55 Andr Louw
* SWIG/piecewiseflatforward.i (1.12):
Added Future with specified maturity date, construct termstructure
from input vector of dates and rates.
2003-07-22 13:53 Andr Louw
* SWIG/discountcurve.i (1.4):
Change to parameters passed in.
2003-07-22 13:52 Andr Louw
* SWIG/date.i (1.26):
Added input string parsing as well as __repr__ of period.
2003-07-22 13:50 Andr Louw
* SWIG/compoundforward.i (1.1):
Compound Forward termstructure implementation
2003-07-22 13:48 Andr Louw
* SWIG/cashflows.i (1.10):
Added parameters to do with generating from the end.
2003-07-22 13:41 Andr Louw
* SWIG/calendars.i (1.26):
Added MonthEndReference convention
2003-07-16 15:17 Marco Marchioro
* Python/setup.py (1.50):
'QL_DEBUG' problem fixed
2003-07-14 13:36 Luigi Ballabio
* Python/setup.py (1.49):
Don't ask---I don't know
2003-06-11 17:06 Luigi Ballabio
* Python/setup.py (1.47), Ruby/setup.rb (1.42), SWIG/ql.i (1.29):
Bumped version number
2003-05-30 11:52 Luigi Ballabio
* SWIG/ql.i (1.28), SWIG/shortratemodels.i (1.1), Python/setup.py
(1.46), Ruby/setup.rb (1.41):
Short rate models exported
2003-05-22 17:30 Luigi Ballabio
* Ruby/test/solvers1d.rb (1.8), SWIG/functions.i (1.7),
SWIG/optimizers.i (1.4):
Synch with C++
2003-05-16 18:16 Luigi Ballabio
* Python/setup.py (1.44), Python/QuantLib/__init__.py (1.5),
Ruby/QuantLib.rb (1.19), Ruby/setup.rb (1.39),
Ruby/test/QuantLibTestSuite.rb (1.21), Ruby/test/dates.rb (1.9),
Ruby/test/instruments.rb (1.8), Ruby/test/marketelements.rb (1.7),
Ruby/test/solvers1d.rb (1.7), Ruby/test/termstructures.rb (1.14),
SWIG/blackmodel.i (1.3), SWIG/calendars.i (1.25), SWIG/capfloor.i
(1.3), SWIG/cashflows.i (1.9), SWIG/common.i (1.21),
SWIG/currencies.i (1.6), SWIG/date.i (1.25), SWIG/daycounters.i
(1.19), SWIG/discountcurve.i (1.3), SWIG/distributions.i (1.9),
SWIG/functions.i (1.6), SWIG/history.i (1.14), SWIG/indexes.i
(1.6), SWIG/instruments.i (1.10), SWIG/interpolation.i (1.8),
SWIG/linearalgebra.i (1.13), SWIG/marketelements.i (1.10),
SWIG/montecarlo.i (1.12), SWIG/null.i (1.8), SWIG/observer.i
(1.13), SWIG/old_pricers.i (1.6), SWIG/old_volatility.i (1.4),
SWIG/operators.i (1.10), SWIG/optimizers.i (1.3), SWIG/options.i
(1.15), SWIG/piecewiseflatforward.i (1.11), SWIG/ql.i (1.27),
SWIG/quantlib.i (1.6), SWIG/randomnumbers.i (1.18),
SWIG/scheduler.i (1.5), SWIG/statistics.i (1.16), SWIG/swap.i
(1.5), SWIG/swaption.i (1.3), SWIG/termstructures.i (1.12),
SWIG/types.i (1.4), SWIG/vectors.i (1.5), SWIG/volatilities.i
(1.6):
First tag-free commit. Drink and be merry.
2003-05-09 13:24 Luigi Ballabio
* Python/setup.py (1.43), Ruby/setup.rb (1.38), SWIG/ql.i (1.26),
SWIG/randomnumbers.i (1.17):
Synch with C++
2003-05-06 16:52 Luigi Ballabio
* Python/setup.py (1.42):
Fixed Win installation paths
2003-05-06 16:46 Luigi Ballabio
* SWIG/interpolation.i (1.7):
Made interpolation palatable to VC++
2003-05-06 13:37 Luigi Ballabio
* Python/setup.py (1.41), SWIG/ql.i (1.25), SWIG/statistics.i
(1.15):
Synch with C++ needed
2003-04-22 15:17 Luigi Ballabio
* SWIG/: linearalgebra.i (1.12), montecarlo.i (1.11):
Synch with C++
2003-04-17 12:12 Luigi Ballabio
* Python/setup.py (1.40), Ruby/test/QuantLibTestSuite.rb (1.20):
More indiscriminated greps :)
2003-04-17 11:36 Ferdinando Ametrano
* SWIG/statistics.i (1.14):
no message
2003-04-15 17:31 Ferdinando Ametrano
* Python/setup.py (1.39), Ruby/setup.rb (1.37),
Ruby/test/QuantLibTestSuite.rb (1.19), SWIG/statistics.i (1.13):
Statistics renamed GaussianStatistics and replaced by the former
HStatistics
2003-04-10 18:39 Luigi Ballabio
* Python/setup.py (1.38), Ruby/setup.rb (1.36),
Ruby/test/QuantLibTestSuite.rb (1.18), SWIG/statistics.i (1.12):
GRUMPF
2003-04-10 13:47 Ferdinando Ametrano
* Python/setup.py (1.37), Ruby/setup.rb (1.35),
Ruby/test/QuantLibTestSuite.rb (1.17), SWIG/statistics.i (1.11):
grammar rules: back to Statistics, with the final s
2003-04-08 12:34 Ferdinando Ametrano
* Python/setup.py (1.36):
switched from Multithread DLL to Multithread
2003-03-28 18:32 Luigi Ballabio
* Python/setup.py (1.35):
Reduced the signal/noise ratio
2003-03-28 11:21 Ferdinando Ametrano
* SWIG/old_pricers.i (1.4):
using std::vector instead of Array
2003-03-19 18:37 Ferdinando Ametrano
* SWIG/montecarlo.i (1.9):
old PathPricer(s), PathGenerators, etc are available with a
trailing _old
2003-03-18 18:23 Ferdinando Ametrano
* SWIG/randomnumbers.i (1.14):
more generators exported
2003-03-18 18:00 Ferdinando Ametrano
* SWIG/randomnumbers.i (1.13):
more generators exported
2003-03-18 17:59 Ferdinando Ametrano
* SWIG/distributions.i (1.8):
Moro Inverse Cumulative algorithm exported
2003-03-18 17:59 Ferdinando Ametrano
* Python/setup.py (1.34):
verbose wrapper generation
2003-03-17 11:10 Luigi Ballabio
* SWIG/options.i (1.13):
Works on gcc + errorEstimate() and misc
2003-03-15 21:24 Ferdinando Ametrano
* SWIG/: distributions.i (1.7), randomnumbers.i (1.12):
1) InvCumulativeNormalDistribution renamed to
InverseCumulativeNormal. 2) Acklam's approximation for inverse
cumulative normal distribution function replaced Moro's algorithm.
2003-03-11 13:01 Luigi Ballabio
* SWIG/interpolation.i (1.6):
Bicubic interpolation
2003-03-10 14:28 Luigi Ballabio
* Python/setup.py (1.33), Ruby/setup.rb (1.34):
Cleaned up installation
2003-03-10 13:06 Luigi Ballabio
* SWIG/: options.i (1.12), volatilities.i (1.5):
Synch with C++
2003-02-25 11:24 Luigi Ballabio
* Ruby/test/instruments.rb (1.7), SWIG/instruments.i (1.9):
Test for frozen instrument
2003-02-20 13:12 Luigi Ballabio
* SWIG/options.i (1.11):
Synch with C++
2003-02-20 12:01 Luigi Ballabio
* SWIG/: calendars.i (1.24), cashflows.i (1.8), common.i (1.20),
date.i (1.24), daycounters.i (1.18), linearalgebra.i (1.11),
montecarlo.i (1.7), operators.i (1.9), piecewiseflatforward.i
(1.10), randomnumbers.i (1.11):
Workarounds no longer needed
2003-02-17 09:16 Luigi Ballabio
* Ruby/test/termstructures.rb (1.13):
Had tests work on Sundays
2003-02-16 13:44 Luigi Ballabio
* SWIG/options.i (1.10):
Synch with C++
2003-02-14 17:47 Luigi Ballabio
* SWIG/cashflows.i (1.7):
Par coupon named as such (so sue me)
2003-02-13 17:28 Luigi Ballabio
* Ruby/: README.txt (1.10), test/QuantLibTestSuite.rb (1.16),
test/dates.rb (1.8), test/instruments.rb (1.6),
test/marketelements.rb (1.6), test/solvers1d.rb (1.6),
test/termstructures.rb (1.12):
Updated for Test::Unit 0.1.8
2003-02-13 14:51 Luigi Ballabio
* SWIG/common.i (1.19):
Handle conversions throw on failure
2003-02-13 10:32 Ferdinando Ametrano
* Python/.cvsignore (1.3):
updated
2003-02-06 17:35 Luigi Ballabio
* SWIG/options.i (1.9):
Synch with C++
2003-02-03 15:22 Ferdinando Ametrano
* Python/README.txt (1.8), Ruby/README.txt (1.9):
improved documentation details
2003-01-31 11:45 Sadruddin Rejeb
* SWIG/daycounters.i (1.17):
Fixed 'act/act (Bond)' --> 'act/act (bond)' (reference must be
lowercase)
2003-01-28 18:23 Luigi Ballabio
* Python/setup.py (1.32), Python/QuantLib/__init__.py (1.4),
Ruby/QuantLib.rb (1.18), Ruby/setup.rb (1.33),
Ruby/test/QuantLibTestSuite.rb (1.15), Ruby/test/dates.rb (1.6),
Ruby/test/instruments.rb (1.5), Ruby/test/marketelements.rb (1.5),
Ruby/test/solvers1d.rb (1.5), Ruby/test/termstructures.rb (1.11),
SWIG/blackmodel.i (1.2), SWIG/calendars.i (1.23), SWIG/capfloor.i
(1.2), SWIG/cashflows.i (1.6), SWIG/common.i (1.18),
SWIG/currencies.i (1.5), SWIG/date.i (1.22), SWIG/daycounters.i
(1.16), SWIG/discountcurve.i (1.2), SWIG/distributions.i (1.6),
SWIG/functions.i (1.5), SWIG/history.i (1.12), SWIG/indexes.i
(1.5), SWIG/instruments.i (1.8), SWIG/interpolation.i (1.5),
SWIG/linearalgebra.i (1.10), SWIG/marketelements.i (1.9),
SWIG/montecarlo.i (1.6), SWIG/null.i (1.7), SWIG/observer.i (1.12),
SWIG/old_pricers.i (1.3), SWIG/old_volatility.i (1.3),
SWIG/operators.i (1.8), SWIG/optimizers.i (1.2), SWIG/options.i
(1.8), SWIG/piecewiseflatforward.i (1.8), SWIG/ql.i (1.24),
SWIG/quantlib.i (1.5), SWIG/randomnumbers.i (1.10),
SWIG/scheduler.i (1.3), SWIG/statistics.i (1.9), SWIG/swap.i (1.4),
SWIG/swaption.i (1.2), SWIG/termstructures.i (1.11), SWIG/types.i
(1.3), SWIG/vectors.i (1.4), SWIG/volatilities.i (1.4):
Merged changes made on 0.3.1 branch
2003-01-28 09:29 Luigi Ballabio
* Python/setup.py (1.31), Ruby/setup.rb (1.32),
Ruby/test/QuantLibTestSuite.rb (1.14), SWIG/calendars.i (1.22):
Joint calendars and stuff
2003-01-17 12:10 Luigi Ballabio
* Ruby/: README.txt (1.8), setup.rb (1.30),
test/QuantLibTestSuite.rb (1.13), test/dates.rb (1.5),
test/instruments.rb (1.4), test/marketelements.rb (1.4),
test/solvers1d.rb (1.4), test/termstructures.rb (1.10):
Migrated to Test::Unit
2002-12-19 18:18 Luigi Ballabio
* Python/setup.py (1.28), Ruby/setup.rb (1.29):
Updated version
2002-12-11 14:46 Luigi Ballabio
* Ruby/test/termstructures.rb (1.9), SWIG/piecewiseflatforward.i
(1.7), SWIG/termstructures.i (1.10):
Term structure and index fixing cleanup
2002-12-09 14:28 Luigi Ballabio
* SWIG/volatilities.i (1.3):
Fixed local volatility interface
2002-11-29 11:20 Marco Marchioro
* SWIG/currencies.i (1.4):
added new currencies
2002-11-27 13:33 Marco Marchioro
* SWIG/calendars.i (1.21):
Added calendars for Budapest, Oslo, Stockholm, and Warsaw
2002-11-22 15:25 Marco Marchioro
* SWIG/date.i (1.21):
Introduced Format { Long, Short, ISO };
2002-11-20 15:38 Luigi Ballabio
* SWIG/date.i (1.20):
Exported overloaded Date::operator-
2002-11-20 14:59 Luigi Ballabio
* Python/setup.py (1.27), Ruby/setup.rb (1.27),
SWIG/discountcurve.i (1.1), SWIG/ql.i (1.22):
Exported DiscountCurve
2002-11-20 11:05 Luigi Ballabio
* SWIG/volatilities.i (1.2):
Constant Black vol exported
2002-11-14 13:36 Luigi Ballabio
* SWIG/common.i (1.17):
Win32 fixes
2002-11-12 17:36 Marco Marchioro
* SWIG/date.i (1.19):
default constructor added
2002-11-11 14:46 Marco Marchioro
* SWIG/ql.i (1.21):
VC++ regenerate wrappers automatically
2002-11-08 16:38 Luigi Ballabio
* Ruby/setup.rb (1.26):
s/CC/CXX/
2002-11-08 16:09 Enrico Sirola
* Python/setup.py (1.26):
os.environ['CC'] --> os.environ['CXX'] (unix-like OSes)
2002-11-05 15:58 Luigi Ballabio
* SWIG/old_pricers.i (1.2):
Almost there
2002-10-27 14:06 Luigi Ballabio
* SWIG/operators.i (1.7):
Implemented QuEP 2
2002-10-03 18:46 Luigi Ballabio
* Python/setup.py (1.23), Ruby/setup.rb (1.25), SWIG/ql.i (1.20),
SWIG/volatilities.i (1.1):
A few new-style vol term structures
2002-09-24 16:25 Luigi Ballabio
* Python/setup.py (1.22), Ruby/setup.rb (1.24), SWIG/functions.i
(1.4), SWIG/optimizers.i (1.1), SWIG/ql.i (1.19):
A look at the optimizers (nothing major)
2002-09-12 14:50 Luigi Ballabio
* Python/README.txt (1.7), Ruby/QuantLib.rb (1.17), Ruby/README.txt
(1.7), Ruby/test/termstructures.rb (1.8), SWIG/calendars.i (1.19),
SWIG/cashflows.i (1.5), SWIG/common.i (1.16), SWIG/date.i (1.18),
SWIG/history.i (1.10), SWIG/indexes.i (1.4), SWIG/instruments.i
(1.7), SWIG/linearalgebra.i (1.9), SWIG/montecarlo.i (1.5),
SWIG/null.i (1.6), SWIG/old_volatility.i (1.2),
SWIG/piecewiseflatforward.i (1.6), SWIG/scheduler.i (1.2),
SWIG/statistics.i (1.8), SWIG/termstructures.i (1.9):
Synch with QuantLib
2002-09-01 17:15 Luigi Ballabio
* Python/setup.py (1.21), Ruby/QuantLib.rb (1.16), Ruby/setup.rb
(1.23), Ruby/test/QuantLibTestSuite.rb (1.12), SWIG/blackmodel.i
(1.1), SWIG/capfloor.i (1.1), SWIG/cashflows.i (1.4), SWIG/date.i
(1.17), SWIG/history.i (1.9), SWIG/montecarlo.i (1.4),
SWIG/old_pricers.i (1.1), SWIG/old_volatility.i (1.1),
SWIG/options.i (1.7), SWIG/ql.i (1.18), SWIG/scheduler.i (1.1),
SWIG/swaption.i (1.1), SWIG/vectors.i (1.3):
Almost there
2002-08-07 18:46 Luigi Ballabio
* Python/README.txt (1.6), Ruby/test/dates.rb (1.4),
SWIG/calendars.i (1.17), SWIG/common.i (1.15), SWIG/date.i (1.15),
SWIG/linearalgebra.i (1.7), SWIG/null.i (1.5), SWIG/operators.i
(1.5), SWIG/statistics.i (1.7), SWIG/termstructures.i (1.8):
Catching up with SWIG
2002-08-07 16:01 Luigi Ballabio
* SWIG/ql.i (1.17):
Catching up with MzScheme
2002-08-06 19:12 Luigi Ballabio
* Ruby/test/termstructures.rb (1.7), SWIG/observer.i (1.11),
SWIG/piecewiseflatforward.i (1.5):
Catching up with QuantLib
2002-08-06 15:37 Luigi Ballabio
* Python/setup.py (1.20), Python/QuantLib/__init__.py (1.3),
Ruby/QuantLib.rb (1.15), SWIG/common.i (1.14), SWIG/history.i
(1.8), SWIG/linearalgebra.i (1.6), SWIG/marketelements.i (1.8),
SWIG/observer.i (1.10), SWIG/termstructures.i (1.7):
Catching up with SWIG
2002-08-05 19:32 Luigi Ballabio
* Ruby/QuantLib.rb (1.14), SWIG/calendars.i (1.16),
SWIG/cashflows.i (1.3), SWIG/common.i (1.13), SWIG/date.i (1.14),
SWIG/daycounters.i (1.13), SWIG/distributions.i (1.5),
SWIG/history.i (1.7), SWIG/indexes.i (1.3), SWIG/instruments.i
(1.6), SWIG/interpolation.i (1.4), SWIG/linearalgebra.i (1.5),
SWIG/marketelements.i (1.7), SWIG/montecarlo.i (1.3),
SWIG/observer.i (1.9), SWIG/operators.i (1.4), SWIG/options.i
(1.6), SWIG/piecewiseflatforward.i (1.4), SWIG/statistics.i (1.6),
SWIG/swap.i (1.3), SWIG/termstructures.i (1.6):
Catching up with SWIG
2002-08-03 18:16 Luigi Ballabio
* Python/README.txt (1.5), Python/setup.py (1.19),
Python/QuantLib/__init__.py (1.2), Ruby/QuantLib.rb (1.13),
Ruby/README.txt (1.6), Ruby/test/QuantLibTestSuite.rb (1.11),
Ruby/test/termstructures.rb (1.6), SWIG/calendars.i (1.15),
SWIG/common.i (1.12), SWIG/piecewiseflatforward.i (1.3),
SWIG/statistics.i (1.5), SWIG/termstructures.i (1.5),
SWIG/vectors.i (1.2):
Keeping up with SWIG
2002-07-22 12:05 Luigi Ballabio
* Ruby/QuantLib.rb (1.12), Ruby/test/instruments.rb (1.3),
Ruby/test/marketelements.rb (1.3), Ruby/test/termstructures.rb
(1.5), SWIG/linearalgebra.i (1.4):
Last couple of weeks
2002-07-11 17:27 Luigi Ballabio
* Ruby/QuantLib.rb (1.11), SWIG/linearalgebra.i (1.3),
SWIG/montecarlo.i (1.2), SWIG/randomnumbers.i (1.9),
SWIG/statistics.i (1.4):
Last couple of weeks
2002-07-11 17:18 Luigi Ballabio
* Python/.cvsignore (1.1), Python/QuantLib/.cvsignore (1.1),
Ruby/.cvsignore (1.1):
Some more .cvsignore
2002-06-28 15:34 Luigi Ballabio
* Ruby/test/termstructures.rb (1.4), SWIG/termstructures.i (1.4):
Improved term structure test
2002-06-27 19:28 Luigi Ballabio
* Python/setup.py (1.18), Ruby/QuantLib.rb (1.10),
Ruby/test/QuantLibTestSuite.rb (1.10), Ruby/test/termstructures.rb
(1.3), SWIG/calendars.i (1.14), SWIG/common.i (1.11), SWIG/date.i
(1.13), SWIG/daycounters.i (1.12), SWIG/distributions.i (1.4),
SWIG/history.i (1.6), SWIG/indexes.i (1.2), SWIG/instruments.i
(1.5), SWIG/interpolation.i (1.3), SWIG/linearalgebra.i (1.2),
SWIG/marketelements.i (1.6), SWIG/observer.i (1.8),
SWIG/operators.i (1.3), SWIG/options.i (1.5),
SWIG/piecewiseflatforward.i (1.2), SWIG/randomnumbers.i (1.8),
SWIG/statistics.i (1.3), SWIG/swap.i (1.2), SWIG/termstructures.i
(1.3):
Saved from laptop crash (phew...)
2002-06-24 09:29 Luigi Ballabio
* Python/setup.py (1.17), Ruby/QuantLib.rb (1.9), Ruby/setup.rb
(1.22), Ruby/test/QuantLibTestSuite.rb (1.9), SWIG/cashflows.i
(1.2), SWIG/common.i (1.10), SWIG/date.i (1.12), SWIG/daycounters.i
(1.11), SWIG/instruments.i (1.4), SWIG/interpolation.i (1.2),
SWIG/linearalgebra.i (1.1), SWIG/montecarlo.i (1.1),
SWIG/operators.i (1.2), SWIG/options.i (1.4),
SWIG/piecewiseflatforward.i (1.1), SWIG/ql.i (1.16),
SWIG/statistics.i (1.2), SWIG/swap.i (1.1):
a couple of weeks' worth
2002-06-11 17:40 Luigi Ballabio
* Python/README.txt (1.4), Ruby/README.txt (1.5), SWIG/cashflows.i
(1.1), SWIG/options.i (1.3), SWIG/ql.i (1.15):
Synch with QuantLib
2002-06-03 12:29 Luigi Ballabio
* SWIG/options.i (1.2):
Synch with ql
2002-05-31 17:35 Luigi Ballabio
* MzScheme/: README.txt (1.2), setup.scm (1.5),
quantlib/quantlib.ss (1.10), test/common.scm (1.4),
test/instruments.scm (1.4), test/marketelements.scm (1.4),
test/quantlib-test-suite.scm (1.10), test/solvers1d.scm (1.3),
test/termstructures.scm (1.3), test/unittest.scm (1.3):
Compacting MzScheme and Guile
2002-05-31 17:23 Luigi Ballabio
* Guile/README.txt (1.2), Guile/setup.scm (1.4),
Guile/test/common.scm (1.4), Guile/test/instruments.scm (1.4),
Guile/test/marketelements.scm (1.4),
Guile/test/quantlib-test-suite.scm (1.9), Guile/test/solvers1d.scm
(1.3), Guile/test/termstructures.scm (1.3), Guile/test/unittest.scm
(1.4), MzScheme/test/quantlib-test-suite.scm (1.9),
Ruby/test/termstructures.rb (1.2):
Compacting MzScheme and Guile
2002-05-30 10:20 Luigi Ballabio
* Guile/setup.scm (1.3), Guile/test/common.scm (1.3),
Guile/test/instruments.scm (1.3), Guile/test/marketelements.scm
(1.3), Guile/test/quantlib-test-suite.scm (1.8),
Guile/test/solvers1d.scm (1.2), Guile/test/termstructures.scm
(1.2), MzScheme/setup.scm (1.4), MzScheme/quantlib/quantlib.ss
(1.9), MzScheme/test/common.scm (1.3),
MzScheme/test/instruments.scm (1.3),
MzScheme/test/marketelements.scm (1.3),
MzScheme/test/quantlib-test-suite.scm (1.8),
MzScheme/test/solvers1d.scm (1.2), MzScheme/test/termstructures.scm
(1.2), MzScheme/test/unittest.scm (1.2), Python/setup.py (1.16),
Ruby/QuantLib.rb (1.8), Ruby/setup.rb (1.21),
Ruby/test/QuantLibTestSuite.rb (1.8), Ruby/test/dates.rb (1.3),
Ruby/test/solvers1d.rb (1.3), SWIG/calendars.i (1.13), SWIG/date.i
(1.11), SWIG/options.i (1.1), SWIG/ql.i (1.14),
SWIG/termstructures.i (1.2), SWIG/indexes.i (1.1):
Biweekly commit
2002-05-17 18:07 Luigi Ballabio
* Guile/test/common.scm (1.2), Guile/test/quantlib-test-suite.scm
(1.7), Guile/test/termstructures.scm (1.1), Guile/test/unittest.scm
(1.3), MzScheme/quantlib/quantlib.ss (1.8),
MzScheme/test/common.scm (1.2),
MzScheme/test/quantlib-test-suite.scm (1.7),
MzScheme/test/termstructures.scm (1.1), Python/setup.py (1.15),
Ruby/QuantLib.rb (1.7), Ruby/setup.rb (1.20),
Ruby/test/QuantLibTestSuite.rb (1.7), Ruby/test/termstructures.rb
(1.1), SWIG/calendars.i (1.12), SWIG/daycounters.i (1.10),
SWIG/history.i (1.5), SWIG/marketelements.i (1.5), SWIG/operators.i
(1.1), SWIG/ql.i (1.13), SWIG/randomnumbers.i (1.7),
SWIG/termstructures.i (1.1):
Weekly payload
2002-05-16 16:28 Ferdinando Ametrano
* SWIG/randomnumbers.i (1.6):
removed InvCumulative2
2002-05-13 18:04 Luigi Ballabio
* Python/setup.py (1.14), Ruby/setup.rb (1.19):
Allow passing CXXFLAGS
2002-05-13 10:38 Luigi Ballabio
* Guile/README.txt (1.1), Guile/setup.scm (1.2),
Guile/test/common.scm (1.1), Guile/test/quantlib-test-suite.scm
(1.6), MzScheme/README.txt (1.1), MzScheme/setup.scm (1.3),
MzScheme/test/common.scm (1.1),
MzScheme/test/quantlib-test-suite.scm (1.6), Python/README.txt
(1.3), Ruby/README.txt (1.4), Ruby/setup.rb (1.18),
Ruby/test/QuantLibTestSuite.rb (1.6), SWIG/calendars.i (1.11),
SWIG/common.i (1.9), SWIG/date.i (1.10), SWIG/daycounters.i (1.9),
SWIG/functions.i (1.3), SWIG/history.i (1.4), SWIG/instruments.i
(1.3), SWIG/interpolation.i (1.1), SWIG/marketelements.i (1.4),
SWIG/observer.i (1.7), SWIG/ql.i (1.12), SWIG/statistics.i (1.1):
Weekly payload
2002-05-03 14:46 Luigi Ballabio
* Python/setup.py (1.13), Ruby/setup.rb (1.17):
More fixes in setup scripts
2002-05-03 13:30 Luigi Ballabio
* Guile/setup.scm (1.1), MzScheme/setup.scm (1.2), Ruby/setup.rb
(1.16):
More fixes in setup scripts
2002-05-03 13:06 Luigi Ballabio
* MzScheme/setup.scm (1.1), Python/setup.py (1.12), Ruby/setup.rb
(1.15), SWIG/calendars.i (1.10), SWIG/date.i (1.9),
SWIG/daycounters.i (1.8):
Fixed setup files
2002-05-02 09:50 Luigi Ballabio
* Guile/test/instruments.scm (1.2), Guile/test/marketelements.scm
(1.2), Guile/test/quantlib-test-suite.scm (1.5),
MzScheme/quantlib/quantlib.ss (1.7), MzScheme/test/instruments.scm
(1.2), MzScheme/test/marketelements.scm (1.2),
MzScheme/test/quantlib-test-suite.scm (1.5), Ruby/QuantLib.rb
(1.6), Ruby/test/QuantLibTestSuite.rb (1.5),
Ruby/test/instruments.rb (1.2), Ruby/test/marketelements.rb (1.2),
SWIG/common.i (1.8), SWIG/instruments.i (1.2),
SWIG/marketelements.i (1.3), SWIG/observer.i (1.6):
Handles to base classes are templates, not typedefs
2002-04-29 17:24 Luigi Ballabio
* Guile/test/instruments.scm (1.1),
Guile/test/quantlib-test-suite.scm (1.4),
MzScheme/test/instruments.scm (1.1),
MzScheme/test/quantlib-test-suite.scm (1.4), Python/setup.py
(1.11), Ruby/QuantLib.rb (1.5), Ruby/setup.rb (1.14),
Ruby/test/QuantLibTestSuite.rb (1.4), Ruby/test/instruments.rb
(1.1), SWIG/calendars.i (1.9), SWIG/instruments.i (1.1),
SWIG/marketelements.i (1.2), SWIG/ql.i (1.11):
Migrated instruments.i
2002-04-26 09:57 Luigi Ballabio
* Guile/test/marketelements.scm (1.1),
Guile/test/quantlib-test-suite.scm (1.3), Guile/test/unittest.scm
(1.2), MzScheme/quantlib/quantlib.ss (1.6),
MzScheme/test/marketelements.scm (1.1),
MzScheme/test/quantlib-test-suite.scm (1.3), Python/setup.py
(1.10), Ruby/QuantLib.rb (1.4), Ruby/setup.rb (1.13),
Ruby/test/QuantLibTestSuite.rb (1.3), Ruby/test/dates.rb (1.2),
Ruby/test/marketelements.rb (1.1), Ruby/test/solvers1d.rb (1.2),
SWIG/calendars.i (1.8), SWIG/common.i (1.7), SWIG/date.i (1.8),
SWIG/functions.i (1.2), SWIG/history.i (1.3), SWIG/marketelements.i
(1.1), SWIG/observer.i (1.5), SWIG/ql.i (1.10), SWIG/vectors.i
(1.1):
Migrated risk statistics and market elements
2002-04-22 16:35 Luigi Ballabio
* Guile/test/quantlib-test-suite.scm (1.2),
Guile/test/solvers1d.scm (1.1),
MzScheme/test/quantlib-test-suite.scm (1.2),
MzScheme/test/solvers1d.scm (1.1), Python/setup.py (1.9),
Ruby/setup.rb (1.12), Ruby/test/QuantLibTestSuite.rb (1.2),
Ruby/test/solvers1d.rb (1.1), SWIG/calendars.i (1.7), SWIG/date.i
(1.7), SWIG/daycounters.i (1.7), SWIG/functions.i (1.1),
SWIG/history.i (1.2), SWIG/null.i (1.4), SWIG/observer.i (1.4),
SWIG/ql.i (1.9):
Renamed Solver1D::lowBound and hiBound
2002-04-21 22:32 Ferdinando Ametrano
* Python/setup.py (1.8), Ruby/setup.rb (1.11), SWIG/ql.i (1.8):
version number up
2002-04-18 13:37 Luigi Ballabio
* MzScheme/quantlib/quantlib.ss (1.5), Python/setup.py (1.7),
Ruby/QuantLib.rb (1.3), Ruby/setup.rb (1.10), SWIG/calendars.i
(1.6), SWIG/date.i (1.6), SWIG/daycounters.i (1.6), SWIG/history.i
(1.1), SWIG/null.i (1.3), SWIG/observer.i (1.3), SWIG/ql.i (1.7),
SWIG/randomnumbers.i (1.5):
History.i migrated
2002-04-16 15:30 Luigi Ballabio
* Guile/test/quantlib-test-suite.scm (1.1), Guile/test/unittest.scm
(1.1), MzScheme/quantlib/quantlib.ss (1.4), SWIG/calendars.i (1.5),
SWIG/common.i (1.6), SWIG/date.i (1.5), SWIG/daycounters.i (1.5),
SWIG/distributions.i (1.3), SWIG/quantlib.i (1.4),
SWIG/randomnumbers.i (1.4):
Got a language for free
2002-04-10 17:37 Luigi Ballabio
* Python/setup.py (1.6), Ruby/setup.rb (1.9), SWIG/calendars.i
(1.3), SWIG/common.i (1.5), SWIG/currencies.i (1.3), SWIG/date.i
(1.3), SWIG/daycounters.i (1.3), SWIG/distributions.i (1.2),
SWIG/null.i (1.2), SWIG/observer.i (1.2), SWIG/ql.i (1.6),
SWIG/quantlib.i (1.2), SWIG/randomnumbers.i (1.3):
Towards SWIG 1.3.12
2002-04-10 11:54 Ferdinando Ametrano
* Python/setup.py (1.5), Ruby/setup.rb (1.8), SWIG/ql.i (1.5):
version number up
2002-04-09 14:30 Ferdinando Ametrano
* Ruby/setup.rb (1.7):
supporting also zip distribution for Win32
2002-04-09 13:05 Ferdinando Ametrano
* Ruby/setup.rb (1.6):
supporting also zip distribution for Win32
2002-04-05 16:34 Luigi Ballabio
* Python/README.txt (1.2), Ruby/README.txt (1.3), SWIG/calendars.i
(1.2), SWIG/currencies.i (1.2), SWIG/date.i (1.2),
SWIG/daycounters.i (1.2):
engaged the time machine and switched to SWIG 1.3.12
2002-04-05 14:32 Luigi Ballabio
* Ruby/: setup.rb (1.5), README.txt (1.2):
QuantLib-Ruby now works on Win32
2002-04-05 11:37 Luigi Ballabio
* SWIG/common.i (1.4):
vector.i migrated
2002-04-04 17:01 Luigi Ballabio
* Python/setup.py (1.4), Ruby/QuantLib.rb (1.2), Ruby/setup.rb
(1.4), SWIG/ql.i (1.4):
vector.i half migrated
2002-04-04 12:14 Luigi Ballabio
* Python/setup.py (1.3), Ruby/setup.rb (1.3), SWIG/common.i (1.3),
SWIG/observer.i (1.1), SWIG/ql.i (1.3):
observer.i migrated
2002-04-03 15:57 Luigi Ballabio
* MzScheme/quantlib/quantlib.ss (1.2), Python/setup.py (1.2),
Ruby/setup.rb (1.2), SWIG/common.i (1.2), SWIG/ql.i (1.2),
SWIG/randomnumbers.i (1.2), SWIG/types.i (1.2):
Array migrated
2002-04-02 17:30 Luigi Ballabio
* MzScheme/quantlib/quantlib.ss (1.1),
MzScheme/test/quantlib-test-suite.scm (1.1),
MzScheme/test/unittest.scm (1.1), Python/README.txt (1.1),
Python/setup.py (1.1), Python/QuantLib/__init__.py (1.1),
Ruby/QuantLib.rb (1.1), Ruby/README.txt (1.1), Ruby/setup.rb (1.1),
Ruby/test/QuantLibTestSuite.rb (1.1), Ruby/test/dates.rb (1.1),
SWIG/calendars.i (1.1), SWIG/date.i (1.1), SWIG/ql.i (1.1),
SWIG/quantlib.i (1.1), SWIG/types.i (1.1), SWIG/common.i (1.1),
SWIG/currencies.i (1.1), SWIG/daycounters.i (1.1),
SWIG/distributions.i (1.1), SWIG/null.i (1.1), SWIG/randomnumbers.i
(1.1):
Initial revision
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