forked from lballabio/QuantLib-SWIG
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathChangeLog.txt
More file actions
363 lines (249 loc) · 10.6 KB
/
ChangeLog.txt
File metadata and controls
363 lines (249 loc) · 10.6 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
commit 03b19d5b35a9e2374d677bf7dab75361c1133f30
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 20 Jan 2025 09:53:26 +0100
Set version to 1.38 final
Python/setup.py | 2 +-
SWIG/ql.i | 4 ++--
configure.ac | 2 +-
3 files changed, 4 insertions(+), 4 deletions(-)
commit c8ab7926c078f031ccc7023ebe69ba8aeda11553
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 21 Apr 2025 19:51:52 +0200
Avoid deprecated runner in CI build
.github/workflows/devenv-images.yml | 8 ++++----
1 file changed, 4 insertions(+), 4 deletions(-)
commit 68b24e7b03b0ca1f8747abd95efb22bf75026c00
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 7 Oct 2024 14:29:46 +0200
Set version to 1.38-rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 03eb8136d9e19d13d2146d3f4d3de5c8e78556ea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 7 Apr 2025 12:08:10 +0200
Update news and changelog
ChangeLog.txt | 568 ++++++++++++++++++++--------------------------------------
News.md | 47 ++---
2 files changed, 216 insertions(+), 399 deletions(-)
commit 7b7e954c2f5965f6fa5fe6a3ae2e84c22abbead5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Apr 2025 17:24:11 +0200
Avoid disabling kwargs
SWIG/swap.i | 6 ++++++
1 file changed, 6 insertions(+)
commit d522990771bbc269e03e56f4b0b999a584377ca3
Merge: ebf31ff7 5ad9241c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Apr 2025 14:54:48 +0200
Export piecewise forward-spreaded term structure (#719)
commit 5ad9241c1d38f93068d204bb1c7a44378610fc81
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Apr 2025 13:17:56 +0200
Export piecewise forward-spreaded term structure
SWIG/termstructures.i | 31 +++++++++++++++++++++++++++++--
1 file changed, 29 insertions(+), 2 deletions(-)
commit ebf31ff788a993551850d74d2bf2f11e4b07dfb8
Merge: c006b959 8541a7a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Apr 2025 13:16:39 +0200
Export a few more exotic options and engines (#717)
commit c006b959f2373b5f21d0037831c682e97e380bbf
Merge: 2466e605 a68ebcd0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Apr 2025 12:50:57 +0200
Export new constructors for YoY inflation indexes (#716)
commit 8541a7a68943ba014b24143b51b55b8e2d62d171
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Apr 2025 11:35:22 +0200
Export a few more exotic options
SWIG/barrieroptions.i | 27 +++++++++++++++--
SWIG/options.i | 83 +++++++++++++++++++++++++++++++++++++++++++++++++++
2 files changed, 108 insertions(+), 2 deletions(-)
commit a68ebcd04a191c0955f87cace90ed83b35eaa35d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 4 Apr 2025 11:04:16 +0200
Export new constructors for YoY inflation indexes
SWIG/inflation.i | 58 ++++++++++++++++++++++++++++++--------------------------
1 file changed, 31 insertions(+), 27 deletions(-)
commit 2466e605a5f8dcddc00e9582282afb69cd917194
Merge: 7d8d4c6c 466496f5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 28 Mar 2025 18:44:47 +0100
Expose registerAsObserver on RelinkableHandle as well (#715)
commit 466496f5d5e5bd0191323c245a4519bf925955a2
Author: Eugene Toder <eltoder@twosigma.com>
Date: Thu, 27 Mar 2025 14:03:22 -0400
Expose registerAsObserver on RelinkableHandle as well
Along with the newly added reset[1].
[1] https://github.com/lballabio/QuantLib/pull/2180
SWIG/common.i | 12 ++++--------
1 file changed, 4 insertions(+), 8 deletions(-)
commit 7d8d4c6c3bc71c195719a4df81b0650e60578da1
Merge: d6c59c9e 27206fee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 17 Mar 2025 17:30:46 +0100
XCCy helpers (#711)
commit d6c59c9eabae3dcababbc67246e7de339d0e78ad
Merge: be23f628 aad97bfa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 11 Mar 2025 15:25:17 +0100
Expose registerAsObserver flag on Handle (#714)
commit aad97bfae865e0d30448f8d5f80cfa554e51dfa2
Author: Eugene Toder <eltoder@twosigma.com>
Date: Mon, 10 Mar 2025 20:32:43 -0400
Expose registerAsObserver flag on Handle
This is useful to turn off notifications from SimpleQuotes when changing
them during bootstrapping.
SWIG/common.i | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit be23f6280dfbcb289ca2bfc533a4542a2c14fbf4
Merge: defb86c2 a1d78fb7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 10 Mar 2025 16:13:26 +0100
Export DividendVector function (#713)
commit defb86c25dfd162e1559ff38609e29d8a76b64b0
Merge: 609ec2ce 4ff5b93d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 10 Mar 2025 13:00:47 +0100
Add methods to return processes from a few models (#712)
commit a1d78fb7574c100cd34be70fcc43bd94bb3db9ec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 10 Mar 2025 12:37:34 +0100
Export DividendVector function
SWIG/dividends.i | 5 +++++
1 file changed, 5 insertions(+)
commit 4ff5b93daa2d298b3524487f9908b3e842436f37
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 10 Mar 2025 12:06:10 +0100
Add methods to return processes from a few models
SWIG/options.i | 27 +++++++++++++++++----------
1 file changed, 17 insertions(+), 10 deletions(-)
commit 1877d212b55fadce48d9f1971612525ead1a9255
Author: kp9991 <kp9991@gmail.com>
Date: Sun, 9 Mar 2025 09:00:32 +1100
Reverting the debug change
SWIG/quantlib.i | 1 -
1 file changed, 1 deletion(-)
commit fc777572075ffcaf43ad48ebf1a7451c0254f0cc
Author: kp9991 <kp9991@gmail.com>
Date: Sun, 9 Mar 2025 08:59:46 +1100
Reverting the debug change
SWIG/quantlib.i | 4 ----
1 file changed, 4 deletions(-)
commit 979063998bfc574787e4765604ecf64196bd0436
Author: kp9991-git <kp9991@gmail.com>
Date: Wed, 5 Mar 2025 14:28:00 +1100
Adding paymentLag
SWIG/ratehelpers.i | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
commit 7382562d4302e2236fa81acfbaa6c8d67af783e6
Author: kp9991-git <kp9991@gmail.com>
Date: Wed, 5 Mar 2025 12:30:45 +1100
Adding the payment freq parameter
SWIG/ratehelpers.i | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
commit 609ec2ce5d9a88e5d67e0642b9481a2ac6ced5ab
Merge: c0864fd0 a3afcec1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 4 Mar 2025 11:36:17 +0100
Expose FraRateHelper.forDates() (#710)
commit 74541471c6ae22636e33dee9bdfa57b407e44f1d
Author: kp9991-git <kp9991@gmail.com>
Date: Tue, 4 Mar 2025 15:03:39 +1100
A setting to avoid building debug python lib into a debug quantlib package
SWIG/quantlib.i | 5 +++++
1 file changed, 5 insertions(+)
commit a3afcec1e3277ccdcfc81cd008617726faa2a66b
Author: Eugene Toder <eltoder@twosigma.com>
Date: Mon, 3 Mar 2025 19:45:31 -0500
Expose FraRateHelper.forDates()
And the DepositRateHelper's constructor that accepts fixingDate.
SWIG/ratehelpers.i | 19 +++++++++++++++++++
1 file changed, 19 insertions(+)
commit c0864fd098611a81bbd29f66c3a67535fc75fe16
Merge: ef37d3b7 dac9fc2b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 3 Mar 2025 10:14:29 +0100
Added more interpolated forward curve options (#709)
commit ef37d3b75d13ed4f6cf268e99b13f87142eab078
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 2 Mar 2025 09:36:15 +0100
Newer versions of setuptools create lowercase wheels
.ci/python.install | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit ec69a0b6d60ddbb9885d0a9075e11d300d52f3a5
Author: paolodelia99 <paolo.delia99@gmail.com>
Date: Fri, 28 Feb 2025 18:01:29 +0100
Added more interpolated forward curve options
SWIG/forwardcurve.i | 10 ++++++++++
1 file changed, 10 insertions(+)
commit 9249cbda3ef86a523afd215279c485ddef714261
Merge: 9ad55b07 f2fbc583
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 24 Feb 2025 18:32:05 +0100
Allow creating par swaps in MakeVanillaSwap and MakeOIS (#707)
commit f2fbc583bdfc54883efc0dba309ea0eb89723de1
Author: Eugene Toder <eltoder@twosigma.com>
Date: Sat, 22 Feb 2025 16:51:31 -0500
Allow creating par swaps in MakeVanillaSwap and MakeOIS
SWIG/swap.i | 10 +++++-----
1 file changed, 5 insertions(+), 5 deletions(-)
commit 9ad55b078afb696390586f04b3d8cf8aa039333b
Merge: c09afb6d 40b7c5ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 17 Feb 2025 10:28:35 +0100
Sync with changes in experimental code (#706)
commit 40b7c5ba23640492f9f306a3471d22986f4419a4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 17 Feb 2025 09:19:02 +0100
Sync with changes in experimental code
SWIG/barrieroptions.i | 7 ++++---
1 file changed, 4 insertions(+), 3 deletions(-)
commit c09afb6d0a2230a9413a077a5199a708afdf21b9
Merge: 68de7d26 826ddf75
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 28 Jan 2025 09:49:57 +0100
Expose FuturesConvAdjustmentQuote (#705)
commit 68de7d2607d901f6287fd08e10fa10e5b9e16e78
Merge: b4ad342e a044d7f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 28 Jan 2025 09:49:24 +0100
export Cubic Forward Curve constructor (#703)
commit 826ddf75ecb2ac3bc85409b248762d933fbbf60d
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 24 Jan 2025 19:23:19 -0500
Expose FuturesConvAdjustmentQuote
SWIG/marketelements.i | 22 +++++++++++++++++++++-
1 file changed, 21 insertions(+), 1 deletion(-)
commit b4ad342e9728e30e15de1040fe3fb7b60d078987
Merge: 6dbd1f53 be6eb91a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 21 Jan 2025 15:49:40 +0100
Avoid features deprecated in version 1.33 and removed in 1.38 (#704)
commit be6eb91a4dd08ba44eed2d2824d5d8a993aacc3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 21 Jan 2025 14:32:58 +0100
Update obsolete call in test
Python/test/test_currencies.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 14e539714032c5dcb344252df2346b82edf99e20
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 21 Jan 2025 11:43:07 +0100
Avoid features deprecated in version 1.33 and removed in 1.38
SWIG/currencies.i | 2 --
1 file changed, 2 deletions(-)
commit 6dbd1f534ac79f0c622c00fb0ebf7c64f06a5a3c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 20 Oct 2023 11:34:41 +0200
Set version to 1.38-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit a044d7f0fc8cb1a8d0bc22f9eae8f0a8639d9cc5
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date: Tue, 14 Jan 2025 17:57:41 +0100
export Cubic Forward Curve constructor
SWIG/forwardcurve.i | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)