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commit 35b3f98b93dd84370a064ba2368b79b37f55705f
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Mon, 13 Oct 2025 07:53:33 +0000
Set version to 1.40
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit c1ed7fede92702ae9185fb85547fd2e1868f655b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 3 Oct 2025 16:36:11 +0200
Add initial workflows for release
.github/workflows/prepare-release.yml | 40 ++++++++++++++++++++++
.github/workflows/publish-release.yml | 63 +++++++++++++++++++++++++++++++++++
2 files changed, 103 insertions(+)
commit c94cd113d1ec3374b3e16d86892268c9810b678a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 3 Oct 2025 16:19:51 +0200
Add bespoke tool for creating zip from tarball
tools/tgz2zip | 27 +++++++++++++++++++++++++++
1 file changed, 27 insertions(+)
commit 2083659311550865bbadbe6d6b7e38701247657a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 3 Oct 2025 16:12:39 +0200
Avoid problems with long filenames in tarball
configure.ac | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 288d73128850774ea103397359acf8394bafba49
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 3 Oct 2025 15:46:37 +0200
Don't require file not needed for distribution
Python/Makefile.am | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 5bc4caf4eb0bfc347a73b6258f215b0ab6b21a6d
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Thu, 2 Oct 2025 14:04:31 +0000
Update changelog
ChangeLog.txt | 843 ++++++++++++++++++++++++++++++++++++++++------------------
1 file changed, 588 insertions(+), 255 deletions(-)
commit 8d46b73f5bc3baced1eb156004402d8b51b63461
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Thu, 2 Oct 2025 14:04:31 +0000
Set version to 1.40-rc
Python/setup.py | 2 +-
SWIG/ql.i | 4 ++--
configure.ac | 2 +-
3 files changed, 4 insertions(+), 4 deletions(-)
commit cc4d28b3813769f58549b6423d01d6ff9f6ecef6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 2 Oct 2025 12:00:23 +0200
Update news
News.md | 59 +++++++++++++++++------------------------------------------
1 file changed, 17 insertions(+), 42 deletions(-)
commit e9cd8caf9c2cf3430ec96e3f6e22869c4758f5f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 18:25:56 +0200
Apply changes in #772 to template
Python/setup.py.in | 20 +++++++++++++++++---
1 file changed, 17 insertions(+), 3 deletions(-)
commit 3c3686a81028e14a3fb172942483fb2da9f0aa56
Merge: 26e40f75 2209aa1d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 17:49:23 +0200
Export PiecewiseSpreadYieldCurve (#776)
commit 2209aa1d3d8ba3abb8b916eb3a8a2810c844c062
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 16:11:07 +0200
Enable kwargs
SWIG/piecewiseyieldcurve.i | 9 ++++++---
1 file changed, 6 insertions(+), 3 deletions(-)
commit bde9277c0bd5805cbe183e4c6a1f8e10d08f7706
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 15:53:40 +0200
Export PiecewiseSpreadYieldCurve
SWIG/piecewiseyieldcurve.i | 34 ++++++++++++++++++++++++++++++++++
1 file changed, 34 insertions(+)
commit 26e40f75becc56d2af90f9939196f6bc445f135c
Merge: 6e269c52 13da229b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 15:07:08 +0200
Export soft-barrier option and analytic engine (#775)
commit 13da229ba86114e99b83b9af9b46f54de7b7108c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 13:36:03 +0200
Export soft-barrier option and analytic engine
SWIG/barrieroptions.i | 30 ++++++++++++++++++++++++++++++
1 file changed, 30 insertions(+)
commit 6e269c524b8906edd6febccc2643d55a83d6cde5
Merge: 2a0c1442 59109238
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 13:31:07 +0200
Export CDI and Tonar indexes (#774)
commit 59109238cddb8f08181e9e22ceece7e00120268d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 11:12:10 +0200
Export CDI index
SWIG/indexes.i | 1 +
1 file changed, 1 insertion(+)
commit cb2b618a31cb9bfc77468b392c197279410e29a3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Sep 2025 10:53:21 +0200
Export new name for Tonar
SWIG/indexes.i | 6 ++++++
1 file changed, 6 insertions(+)
commit 2a0c144201fc1f3b3b018ce818c7fd1feaef04f1
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Thu, 25 Sep 2025 15:35:36 +0000
Update copyright list in license
LICENSE.TXT | 1 +
1 file changed, 1 insertion(+)
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Merge: b68ec3b6 2ea61e24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 25 Sep 2025 17:35:26 +0200
Expose perpetual future instrument object and pricing engine (#770)
commit 2ea61e24a0b50a8b965620246aea59b6d310c05f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 25 Sep 2025 16:29:52 +0200
Change of interface in C++ constructor
SWIG/futures.i | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
commit b68ec3b6109179dea34ae1f23db5ae49a29f45e6
Merge: a7b57caa b1394a77
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 25 Sep 2025 16:13:07 +0200
Flags for building a QuantLib package against a debug QuantLib (#772)
commit b1394a7792822e58c96dfc03208b1471f245bfb2
Author: kp9991 <kp9991@gmail.com>
Date: Thu, 25 Sep 2025 06:09:26 +1000
Flags for building a QuantLib package against a debug QuantLib
Python/README.md | 8 +++++++-
Python/setup.py | 20 +++++++++++++++++---
SWIG/quantlib.i | 4 ++++
3 files changed, 28 insertions(+), 4 deletions(-)
commit a7b57caa8e63125b2ba316c5a91b26ab2cd238dd
Merge: e661f4ba 01bf7b0c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 24 Sep 2025 14:51:45 +0200
BachelierCalculator (#767)
commit 1fa50796486e87fbfe41b77903b552314b7d009e
Author: kp9991 <kp9991@gmail.com>
Date: Wed, 24 Sep 2025 05:50:49 +1000
Reverting debug files
Python/README.md | 7 +------
Python/setup.py | 9 +--------
SWIG/quantlib.i | 5 -----
3 files changed, 2 insertions(+), 19 deletions(-)
commit e661f4ba876c6fab4042973f5955e3e88ecc6fa1
Merge: ce6c3aef a098f525
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Sep 2025 18:06:53 +0200
Expose inspectors on MultiplicativePriceSeasonality (#771)
commit a098f525063da00b47ffbc2a40ffd4382fa6a2ef
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 23 Sep 2025 11:44:55 -0400
Expose inspectors on MultiplicativePriceSeasonality
SWIG/inflation.i | 13 ++++++++++++-
1 file changed, 12 insertions(+), 1 deletion(-)
commit 07bd176e9a84ee2148723682b3aa4c20a37ae607
Author: drxyzw <hirotoo20@gmail.com>
Date: Sat, 20 Sep 2025 19:05:12 +0800
adding a support for perpetual futures
Python/test/test_futures.py | 135 ++++++++++++++++++++++++++++++++++++++++++++
SWIG/futures.i | 34 +++++++++++
2 files changed, 169 insertions(+)
commit ce6c3aef30a69d577004c4895f0300cd35c3508d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 18 Sep 2025 14:59:19 +0200
Don't run on push
.github/workflows/prepare-release-candidate.yml | 1 -
1 file changed, 1 deletion(-)
commit b846a471c4ab13928d6e8660d0b9ed5fff96c2ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 18 Sep 2025 10:31:22 +0200
Add workflow to prepare RC for next release
.github/workflows/prepare-release-candidate.yml | 43 +++++++++++++++++++++++++
1 file changed, 43 insertions(+)
commit e5d10ee546a6db94a199fce968b486521a659eab
Author: kp9991 <kp9991@gmail.com>
Date: Thu, 18 Sep 2025 06:13:25 +1000
retrigger checks
commit 560aac10b089abfe561c67823e7cf2ea76fa4fd9
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 8 Sep 2025 21:21:31 +0000
Bump actions/stale from 9 to 10
Bumps [actions/stale](https://github.com/actions/stale) from 9 to 10.
- [Release notes](https://github.com/actions/stale/releases)
- [Changelog](https://github.com/actions/stale/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/stale/compare/v9...v10)
---
updated-dependencies:
- dependency-name: actions/stale
dependency-version: '10'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/stale.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit c6c1f581a657d468c28b1a38cb6089a85c999008
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Sep 2025 21:43:23 +0200
Avoid failing jobs when dependabot pushes
.github/workflows/copyrights.yml | 4 ++--
.github/workflows/license-url.yml | 6 +++---
.github/workflows/misspell.yml | 4 ++--
.github/workflows/namespaces.yml | 4 ++--
4 files changed, 9 insertions(+), 9 deletions(-)
commit e5c6d9e48a6c779980407aa28ba626198a04012e
Author: kp9991 <kp9991@gmail.com>
Date: Sat, 6 Sep 2025 17:34:06 +1000
Optional debug flags on Windows
Python/README.md | 7 ++++++-
Python/setup.py | 17 ++++++++++++-----
2 files changed, 18 insertions(+), 6 deletions(-)
commit 4cb6883de609df510e0b4697b41f33d65ca6534c
Author: kp9991 <kp9991@gmail.com>
Date: Sat, 6 Sep 2025 04:46:42 +1000
Initial commit
Python/setup.py | 8 ++++----
SWIG/options.i | 30 ++++++++++++++++++++++++++++++
SWIG/quantlib.i | 5 +++++
3 files changed, 39 insertions(+), 4 deletions(-)
commit dc094dacdeabed4f0fbde1c90c4de74d144ee0ea
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date: Fri, 29 Aug 2025 13:11:54 +0000
Update old license links
CSharp/examples/BermudanSwaption/BermudanSwaption.cs | 2 +-
CSharp/examples/EquityOption/EquityOption.cs | 2 +-
CSharp/examples/FiniteDifferenceMethods/FiniteDifferenceMethods.cs | 2 +-
CSharp/examples/Times/Times.cs | 2 +-
Java/examples/Bonds.java | 2 +-
Java/examples/CallableBonds.java | 2 +-
Java/examples/CallableBondsOAS.java | 2 +-
Java/examples/DiscreteHedging.java | 2 +-
Java/examples/EquityOptions.java | 2 +-
Python/setup.py | 2 +-
Python/setup.py.in | 2 +-
Python/src/QuantLib/__init__.py | 2 +-
Python/test/test_americanquantooption.py | 2 +-
Python/test/test_basket_option.py | 2 +-
Python/test/test_blackformula.py | 2 +-
Python/test/test_bondfunctions.py | 2 +-
Python/test/test_bonds.py | 2 +-
Python/test/test_calendars.py | 2 +-
Python/test/test_capfloor.py | 2 +-
Python/test/test_cms.py | 2 +-
Python/test/test_coupons.py | 2 +-
Python/test/test_currencies.py | 2 +-
Python/test/test_date.py | 2 +-
Python/test/test_equityindex.py | 2 +-
Python/test/test_extrapolation.py | 2 +-
Python/test/test_fdm.py | 2 +-
Python/test/test_iborindex.py | 2 +-
Python/test/test_inflation.py | 2 +-
Python/test/test_instruments.py | 2 +-
Python/test/test_integrals.py | 2 +-
Python/test/test_marketelements.py | 2 +-
Python/test/test_ode.py | 2 +-
Python/test/test_options.py | 2 +-
Python/test/test_ratehelpers.py | 2 +-
Python/test/test_sabr.py | 2 +-
Python/test/test_slv.py | 2 +-
Python/test/test_solvers1d.py | 2 +-
Python/test/test_swap.py | 2 +-
Python/test/test_swaption.py | 2 +-
Python/test/test_termstructures.py | 2 +-
Python/test/test_volatilities.py | 2 +-
SWIG/asianoptions.i | 2 +-
SWIG/barrieroptions.i | 2 +-
SWIG/basketoptions.i | 2 +-
SWIG/blackformula.i | 2 +-
SWIG/bondfunctions.i | 2 +-
SWIG/bonds.i | 2 +-
SWIG/calendars.i | 2 +-
SWIG/calibratedmodel.i | 2 +-
SWIG/calibrationhelpers.i | 2 +-
SWIG/capfloor.i | 2 +-
SWIG/cashflows.i | 2 +-
SWIG/cliquetoptions.i | 2 +-
SWIG/common.i | 2 +-
SWIG/convertiblebonds.i | 2 +-
SWIG/credit.i | 2 +-
SWIG/creditdefaultswap.i | 2 +-
SWIG/currencies.i | 2 +-
SWIG/date.i | 2 +-
SWIG/daycounters.i | 2 +-
SWIG/defaultprobability.i | 2 +-
SWIG/discountcurve.i | 2 +-
SWIG/distributions.i | 2 +-
SWIG/dividends.i | 2 +-
SWIG/exchangerates.i | 2 +-
SWIG/exercise.i | 2 +-
SWIG/fdm.i | 2 +-
SWIG/fittedbondcurve.i | 2 +-
SWIG/forward.i | 2 +-
SWIG/forwardcurve.i | 2 +-
SWIG/fra.i | 2 +-
SWIG/functions.i | 2 +-
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SWIG/money.i | 2 +-
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Scala/examples/HestonMonteCarlo.scala | 2 +-
Scala/examples/ObserverPattern.scala | 2 +-
Scala/examples/Optimizer.scala | 2 +-
Scala/examples/RandomNumbers.scala | 2 +-
Scala/examples/Swing.scala | 2 +-
configure.ac | 2 +-
133 files changed, 133 insertions(+), 133 deletions(-)
commit fe856c73fd3e29006f639e428b65ac261bc95c45
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 29 Aug 2025 14:16:04 +0200
Add workflow to update old http license links
.github/workflows/license-url.yml | 23 +++++++++++++++++++++++
1 file changed, 23 insertions(+)
commit 4c771dfc0a3c482bcb6ac43518352baf0098091f
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Tue, 12 Aug 2025 00:15:32 +0000
Bump actions/checkout from 4 to 5
Bumps [actions/checkout](https://github.com/actions/checkout) from 4 to 5.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v4...v5)
---
updated-dependencies:
- dependency-name: actions/checkout
dependency-version: '5'
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/copyrights.yml | 2 +-
.github/workflows/devenv-images.yml | 10 +++++-----
.github/workflows/linux.yml | 2 +-
.github/workflows/misspell.yml | 2 +-
.github/workflows/namespaces.yml | 2 +-
5 files changed, 9 insertions(+), 9 deletions(-)
commit b91106a4114472c49d2cd3fdbfc9406fe34f8149
Merge: 8c86f9fd 1e929a03
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 8 Aug 2025 09:12:14 +0200
Call the correct overload when not passing nominalTS (#760)
commit 1e929a0394c3821a9a30d3986646943e39700c7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 7 Aug 2025 17:57:03 +0200
Use shadow init to re-enable kwargs
Python/test/test_inflation.py | 17 +++++------------
SWIG/inflation.i | 15 +++++++++++++++
2 files changed, 20 insertions(+), 12 deletions(-)
commit d419cc1be957e22f0d4bd15fcbd00d844266cafe
Author: Eugene Toder <eltoder@twosigma.com>
Date: Wed, 6 Aug 2025 16:59:09 -0400
Call the correct overload when not passing nominalTS
With the current code when nominalTS is not passed explicitly, instead
of calling the new C++ constructor, the wrapper calls the old C++
constructor and passes a null YieldTermStructureHandle, which makes
bootstrapping fail. This is how default arguments in SWIG work when
%kwargs feature is enabled. When it's not enabled, default arguments are
translated into overloads, so the correct code would have been
generated, but this seems quite subtle, so adding an explicit overload
seems better.
SWIG/inflation.i | 14 ++++++++++++--
1 file changed, 12 insertions(+), 2 deletions(-)
commit 8c86f9fd6a8753dd8a48660437db4ce69e55622d
Merge: 06303e5e 5323a1c3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 6 Aug 2025 11:16:01 +0200
Expose PiecewiseZeroInflationCurve constructor with BaseDateFunc (#759)
commit 5323a1c3a2cbf79211bca6d874e3ee98e6b7be8a
Author: Eugene Toder <eltoder@twosigma.com>
Date: Wed, 30 Jul 2025 18:57:13 -0400
Expose PiecewiseZeroInflationCurve constructor with BaseDateFunc
SWIG/inflation.i | 30 ++++++++++++++++++++++++++++++
SWIG/linearalgebra.i | 13 +++++--------
2 files changed, 35 insertions(+), 8 deletions(-)
commit 06303e5e2cec60b51de942db74c5e6c1942baac0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 5 Aug 2025 17:05:52 +0200
Use machine account to create automated PRs
.github/workflows/copyrights.yml | 5 +++--
.github/workflows/misspell.yml | 5 +++--
.github/workflows/namespaces.yml | 5 +++--
3 files changed, 9 insertions(+), 6 deletions(-)
commit 74ee508ec8ca7179b7d347fb31a37e6a42e21f85
Merge: 8853c97b 4d5e44c5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 5 Aug 2025 13:14:55 +0200
Use a light Python smart-pointer to simplify refcounting (#758)
commit 4d5e44c5318d23a0060475e6b1627286ac514cf2
Author: Eugene Toder <eltoder@twosigma.com>
Date: Mon, 4 Aug 2025 13:46:19 -0400
Use a light Python smart-pointer to simplify refcounting
SWIG/common.i | 68 ++++++++++++++++++
SWIG/date.i | 13 ++--
SWIG/fdm.i | 194 +++++++++++++++------------------------------------
SWIG/functions.i | 112 ++++++++---------------------
SWIG/linearalgebra.i | 60 ++++------------
SWIG/observer.i | 32 ++-------
SWIG/ode.i | 51 +++++---------
SWIG/timebasket.i | 16 ++---
8 files changed, 206 insertions(+), 340 deletions(-)
commit 8853c97b0144f9dd1291a734d8271ab8670dcbc9
Merge: 7b365b13 6ab7e7a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 31 Jul 2025 17:46:40 +0200
Don't use `shared_ptr<Schedule>` (#757)
commit 6ab7e7a2f23d13a912ebb49eea02bc1088176e38
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 31 Jul 2025 15:41:35 +0200
Don't use shared_ptr<Schedule>
SWIG/cashflows.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 7b365b131e15fdb7e4d597dcdb697854a48c350e
Merge: 28a535f9 9edc950f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 31 Jul 2025 10:34:17 +0200
Removed a few features deprecated long ago. (#756)
commit 9edc950fc11cda30db5f932ec48252c1fcbafdf9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 31 Jul 2025 09:35:22 +0200
Removed a few features deprecated long ago.
Being defined in the wrappers, they escaped the usual deprecation
and removal process.
SWIG/date.i | 23 -----------------------
SWIG/old_volatility.i | 2 --
SWIG/settings.i | 26 +++++++-------------------
SWIG/volatilities.i | 4 ----
4 files changed, 7 insertions(+), 48 deletions(-)
commit 28a535f9ca6d5f81c9b7d21d5d120b109ba1b604
Merge: c33d7057 5c7c4644
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 28 Jul 2025 13:03:44 +0200
Expose swap on inflation swap bootstrap helpers (#755)
commit c33d7057a2552eb65ca435a74fc5ae28d1cdac7d
Merge: 42bc20d2 f80c473f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 28 Jul 2025 12:18:49 +0200
Expose BusinessDayConvention in SwapRateHelper and OISRateHelper (#753)
commit 42bc20d261cb3487d471d6947c795a827f54217b
Merge: e50204c5 e43755e2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 28 Jul 2025 11:12:49 +0200
Don't expose features deleted in QuantLib 1.40 (#754)
commit 5de67aef92de17c8ad4db3fb9146b7a33fecd6f7
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 25 Jul 2025 17:02:17 -0400
Expose swap on inflation swap bootstrap helpers
SWIG/inflation.i | 4 ++++
1 file changed, 4 insertions(+)
commit e43755e23ff91eafd1831473a78debc1eb650a3b
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 25 Jul 2025 17:18:21 -0400
Don't expose features deleted in QuantLib 1.40
SWIG/indexes.i | 37 -------------------------------------
1 file changed, 37 deletions(-)
commit e77f30662b266aedc3fa479ced5aea86059e7b3e
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 25 Jul 2025 10:00:07 -0400
Expose BusinessDayConvention in SwapRateHelper and OISRateHelper
SWIG/ratehelpers.i | 40 ++++++++++++++++++++++++++++++----------
1 file changed, 30 insertions(+), 10 deletions(-)
commit e50204c5d52f95133137003aa4a6207b30c5fb26
Merge: 68637eb7 ff923566
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 25 Jul 2025 15:13:23 +0200
Expose `MakeCapFloor` and `MakeSwaption` (#751)
commit ff923566edfb5321afdec26470fec6fef6ee1250
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 25 Jul 2025 14:28:56 +0200
Uniform capitalization and names
SWIG/capfloor.i | 2 +-
SWIG/swaption.i | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 93a33145e8a14b639f50ecdc2f9c96838e49dcf2
Author: paolodelia99 <paolo.delia99@gmail.com>
Date: Fri, 25 Jul 2025 10:44:49 +0200
fix small mistake
SWIG/capfloor.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 5b425f0926687b1f7d592e7527fafc8e7b3eb607
Author: paolodelia99 <paolo.delia99@gmail.com>
Date: Fri, 25 Jul 2025 10:38:59 +0200
Fix code following the suggestions given
SWIG/capfloor.i | 21 ++++++-------------
SWIG/swap.i | 6 +++---
SWIG/swaption.i | 63 +++++++++++++++++++++++++--------------------------------
3 files changed, 36 insertions(+), 54 deletions(-)
commit 68637eb7464f871ce1b2e1fc4fa059b3fbfe1c56
Merge: f538e0e8 4511eeb3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 23 Jul 2025 14:35:21 +0200
Don't export bootstrap traits (#749)
commit f538e0e8a6ffd8e1819ed9d4f1121d6a74db7b59
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 20 Oct 2023 11:34:41 +0200
Set version to 1.40-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit a60b20381d1eccb5f8787dc2776d4d2abf82e582
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date: Tue, 22 Jul 2025 15:00:04 +0200
Remove feature("kwargs") in MakeSwaption
SWIG/swaption.i | 3 ---
1 file changed, 3 deletions(-)
commit f288afca54558d2f344ae2e6a88c0456040d5961
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date: Tue, 22 Jul 2025 14:39:22 +0200
Fix typo in swaption.i
SWIG/swaption.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 7292e0102674b3a579e81aff526d914586ffe1cb
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date: Tue, 22 Jul 2025 14:35:54 +0200
Add missing using QuantLib::MakeSwaption in swaption.i
SWIG/swaption.i | 1 +
1 file changed, 1 insertion(+)
commit 7469052300dfe8d5755e5cc66bee5efdc90b8350
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date: Tue, 22 Jul 2025 12:55:15 +0200
Fix typo in swaption.i
SWIG/swaption.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit e870d20802af96dd115ba6f8636c92c66fdf3981
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date: Tue, 22 Jul 2025 12:33:03 +0200
Fix typo in capfloor.i
SWIG/capfloor.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 5ac32b79bfd40e327c8b97455843bfc7a6296ddb
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date: Tue, 22 Jul 2025 11:53:06 +0200
Expose MakeSwaption
SWIG/swaption.i | 66 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 66 insertions(+)
commit 672c3f0253148b76acd30cb59725014db9cbfb56
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date: Tue, 22 Jul 2025 11:10:12 +0200
Exposed MakeCapFloor capfloor.i
SWIG/capfloor.i | 75 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 75 insertions(+)
commit 4511eeb35e18d7406daa8506a8abb85b51cf4513
Author: Eugene Toder <eltoder@users.noreply.github.com>
Date: Tue, 8 Jul 2025 19:38:16 -0400
Don't export bootstrap traits
Bootstrap traits are only used as template type parameters and never as values, so it does not make sense to export them.
SWIG/piecewiseyieldcurve.i | 11 -----------
1 file changed, 11 deletions(-)
|
