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ChangeLog.txt
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ChangeLog.txt
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commit 33434be0a3a30925fc7755e74c14964edb7054cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 19 Oct 2023 11:41:57 +0200
Set version to 1.35 final
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 30bb0e7127c01a78819167b4f574702aca60983b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 19 Jul 2024 09:12:35 +0200
Add kwargs to constructor
SWIG/cashflows.i | 3 +++
1 file changed, 3 insertions(+)
commit f2d5efc60709614f16c9b3dbad28dc20e7074255
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 18 Jul 2024 19:04:09 +0200
Restore keyword args for swaption implied vol
SWIG/swaption.i | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit 44b496ea5572052b7e1c68ef6582113c36092afe
Merge: a1fbc800 e2de5929
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 17 Jul 2024 16:26:44 +0200
Allow use of forward price for swaptions implied volatility (#659)
commit e2de59294011248018f1ad957b8b91f9dd37093b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 17 Jul 2024 15:07:04 +0200
Allow use of forward price for swaptions implied volatility
SWIG/swaption.i | 9 ++++++++-
1 file changed, 8 insertions(+), 1 deletion(-)
commit a1fbc8008c2ede6987d0fbe015a469d1993527b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 15 Jul 2024 17:54:35 +0200
Remove unneeded syntax
SWIG/inflation.i | 10 ++++------
1 file changed, 4 insertions(+), 6 deletions(-)
commit 0de61f7dfb48d66c025706882f97adcb86adf05e
Merge: e12bb560 ae974df9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 11 Jul 2024 09:13:17 +0200
Use setup.cfg to specify limited API (#658)
commit ae974df9ab959f919204b5e1bc34e8228b9e9efe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 10 Jul 2024 21:54:23 +0200
Use setup.cfg to specify limited API
Python/Makefile.am | 2 +-
Python/setup.cfg | 2 ++
Python/setup.py | 12 ------------
Python/setup.py.in | 12 ------------
4 files changed, 3 insertions(+), 25 deletions(-)
commit e12bb56018ee89a10b6ffed54392d267de88b4ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 4 Oct 2023 14:18:47 +0200
Set version to 1.35 rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 0bc95c002a241fa31d8d6a3c2747f898190ee3ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 9 Jul 2024 15:41:05 +0200
Update news and changelog
ChangeLog.txt | 946 ++++++----------------------------------------------------
News.md | 52 ++--
2 files changed, 108 insertions(+), 890 deletions(-)
commit f02abac21a78a983be6fe79bd33b0cb67af55fd3
Merge: 2faa526e f001b28c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Jun 2024 12:49:45 +0200
Export additional parameters in OIS rate helper constructor (#657)
commit f001b28ca9ff4674e092bf88dc135b8295af8774
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 27 Jun 2024 11:59:20 +0200
Export additional parameters in OIS rate helper constructor
SWIG/ratehelpers.i | 11 ++++++++---
1 file changed, 8 insertions(+), 3 deletions(-)
commit 2faa526eda57b14528da3861794a158b46e4a043
Merge: 3850951c b03169db
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Jun 2024 22:06:42 +0200
Expose SimpleQuote::reset (#656)
commit b03169db807d8e37a6aa5de0f7aee3c38f719556
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 25 Jun 2024 15:16:33 -0400
Expose SimpleQuote::reset
SWIG/marketelements.i | 1 +
1 file changed, 1 insertion(+)
commit 3850951cb62e1bb2499ce443ee6ed7570a1f76f4
Merge: a581f558 583835b6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Jun 2024 11:46:07 +0200
Export lookback and lockout days for OIS (#655)
commit a581f55810eb0cf60bbf9a38539e36ca29bf6f2b
Merge: a394fd6d deeda490
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Jun 2024 10:39:27 +0200
Export a few new methods and typedefs (#654)
commit 583835b651cc2faad88f88b0f8e1c669b9ff6ad1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Jun 2024 10:17:35 +0200
Export lookback and lockout days for OIS
SWIG/cashflows.i | 24 ++++++++++++++++++++----
SWIG/swap.i | 24 +++++++++++++++++++++---
2 files changed, 41 insertions(+), 7 deletions(-)
commit deeda4906a1f591ed1e1c6279e8fd6599a11dfee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 25 Jun 2024 09:37:08 +0200
Export a few new methods and typedefs
SWIG/cashflows.i | 1 +
SWIG/fittedbondcurve.i | 1 +
SWIG/indexes.i | 1 +
3 files changed, 3 insertions(+)
commit a394fd6d6c25262cbefe15572988da2b7d91cee9
Merge: 435eae15 87ce20ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 20 Jun 2024 11:33:41 +0200
Add a few missing CashFlows methods (#653)
commit 87ce20ac04b0f7432d69d9b0edfe802f9da65b0d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 20 Jun 2024 10:46:34 +0200
Add a few missing CashFlows methods
SWIG/cashflows.i | 16 ++++++++++++++++
1 file changed, 16 insertions(+)
commit 435eae151effd89e9258cb72f5ff16ac950b3a2f
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Wed, 19 Jun 2024 13:38:41 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 8849cae62c242b44cdce7b48c48d53bcbd06baef
Merge: 8caabbee fb74d550
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 19 Jun 2024 15:38:29 +0200
Added `ZigguratGaussianRng` (#651)
commit fb74d5509f3c0c09c813f2f00c6f30fea341c190
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 19 Jun 2024 12:53:06 +0200
Add Ziggurat sequence generator
SWIG/randomnumbers.i | 13 +++++++++++++
1 file changed, 13 insertions(+)
commit 8ee55997fb02b031084e84ae99ff40ea822bcd0e
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date: Mon, 17 Jun 2024 13:58:42 +0200
Added ZigguratGaussianRng
SWIG/randomnumbers.i | 11 +++++++++++
1 file changed, 11 insertions(+)
commit 8caabbee008659a14bfdbe71b1bab63a4d637694
Merge: 62e2e904 20231991
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 29 May 2024 09:17:17 +0200
Add missing parameter to Black and Bachelier swaption engines (#650)
commit 202319919b9e304568910f2e1dc862a2acf1f730
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 28 May 2024 23:08:59 +0200
Add missing parameter to Black and Bachelier swaption engines
SWIG/swaption.i | 14 ++++++++++----
1 file changed, 10 insertions(+), 4 deletions(-)
commit 62e2e9044e9470894829fc12beff46f0ae0e05c7
Merge: cb284189 f0e9b043
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 27 Apr 2024 12:31:42 +0200
Remove features no longer available in underlying C++ library (#646)
commit f0e9b04304505c93eb86796d690a382a26631c16
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 27 Apr 2024 11:49:18 +0200
Remove features no longer available in underlying C++ library
Python/test/test_americanquantooption.py | 16 ++++---------
SWIG/barrieroptions.i | 14 -----------
SWIG/options.i | 40 +-------------------------------
3 files changed, 6 insertions(+), 64 deletions(-)
commit cb284189a2257ab6b5299f5a0dbd2180fee7b833
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 20 Oct 2023 11:34:41 +0200
Set version to 1.35-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)