ChangeLog.txt

commit 96d1506e63755b5700095083af4a862a73754903
Merge: fdcb4df 3d21ca3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Jul 2019 12:52:43 +0200

    Merge pull request #193.

commit 3d21ca357d05600f273ff988dac1ba34794874cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jul 2019 18:15:57 +0200

    Avoid deprecation warning.

 SWIG/volatilities.i | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

commit fdcb4dff4b4d2b419e371964269e7f7e71b211b9
Merge: a66f494 3e366b0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jul 2019 11:09:26 +0200

    Merge pull request #192.

commit 3e366b0df02c4ca837cecb344f1f558f24a76ffb
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 16 Jul 2019 21:25:18 +0200

    added test for HestonSLV DoubleBarrier option pricing

 Python/test/slv.py | 58 +++++++++++++++++++++++++++++++++++++++++++-----------
 1 file changed, 47 insertions(+), 11 deletions(-)

commit a66f4944365f2b2c95f3f48becf853aa1e6bc4e0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jul 2019 12:00:29 +0200

    Update VC# project.

 CSharp/csharp/NQuantLib.csproj | 27 ++++++++++++++++++++++++++-
 1 file changed, 26 insertions(+), 1 deletion(-)

commit d5fe830f602c68725e730fcbce96dcf0cf31b06f
Merge: 330c6cb 6c70cee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Jul 2019 18:17:31 +0200

    Merge pull request #185.

commit 330c6cbe571cd3716383c07c342db961afd9826d
Merge: a6a1592 1e27d24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Jul 2019 11:12:36 +0200

    Merge pull request #190.

commit 6c70cee882a09c13b4e3f4c093ccf5cc3e075c16
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Jul 2019 10:16:04 +0200

    Revert unmodified file.

 SWIG/slv.i | 1 -
 1 file changed, 1 deletion(-)

commit c585fbb10075b023d55f117c16cc103631a6cca1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Jul 2019 10:13:03 +0200

    Remove duplicated class.

 SWIG/slv.i | 48 ------------------------------------------------
 1 file changed, 48 deletions(-)

commit a6a15928197ce53a95e0e91c29f4fd138e32f894
Merge: 02605ec 906847b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jul 2019 17:48:01 +0200

    Merge pull request #182.

commit 02605ec7504f7f2eebc270696b6dd87e38a7e289
Merge: 90e62d6 65124e0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jul 2019 17:33:44 +0200

    Merge pull request #181.

commit 1e27d24e6f394084befcee44c5dc513c4b97875a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jul 2019 15:18:21 +0200

    Export G2 processes.

 SWIG/stochasticprocess.i | 21 +++++++++++++++++++++
 1 file changed, 21 insertions(+)

commit 90e62d60ad916f80a652f5087de8192a9b4b7dbc
Merge: f397282 c8b62f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jul 2019 13:20:10 +0200

    Merge pull request #158.

commit f39728205a431baa4d9867158ddd3ce70c8922f5
Merge: 0d21bd2 a6b4e53
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jul 2019 12:13:03 +0200

    Merge pull request #175.

commit 0d21bd2d01075134015c32fd84c05cb3a42d736e
Merge: ce80e1f f8edd16
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jul 2019 10:57:40 +0200

    Merge pull request #169.

commit ce80e1f47e1fef78a7f9dfc9f791b111abc144e4
Merge: 256c19e 087149c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Jul 2019 13:10:50 +0200

    Merge pull request #174.

commit f8edd160556a7e49e17c1bcd48fb429bb39e8c11
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Jul 2019 11:32:18 +0200

    Remove C++11-only syntax.

 .gitignore      |  7 +------
 SWIG/capfloor.i | 12 ++++--------
 2 files changed, 5 insertions(+), 14 deletions(-)

commit 256c19e7e176fc0e4e2f8af378682e5a88c1f79a
Merge: 993f4e4 b6d8639
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Jul 2019 17:17:21 +0200

    Merge pull request #155.

commit 5945125618b667aa8651ee54e81d860668f1575a
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 14 Jun 2019 00:05:56 +0200

    HestonBlackVolSurface

 SWIG/slv.i | 49 +++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 49 insertions(+)

commit c8b62f2fd7f0290eedbcf368451674f1bbda48ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jun 2019 15:06:01 +0200

    Work around invalid generated code in C# module.

 SWIG/volatilities.i | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

commit 906847b81e3bf99d4a27f5e021876b6554656759
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 7 Jun 2019 18:53:26 +0200

    improve description (thanks to Giuseppe Trapani)

 Python/examples/gaussian1d-models.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit 65124e0746f83dc0109f2463b413974d3193289a
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Mon, 3 Jun 2019 00:04:20 +0200

    Add generic PathGenerator, InvCumulativeMersenneTwisterPathGenerator.

 SWIG/montecarlo.i    | 61 ++++++++++++++++++++++------------------------------
 SWIG/randomnumbers.i |  5 +++++
 2 files changed, 31 insertions(+), 35 deletions(-)

commit 2da9916a68524d38a1819b3352d5f3efc55e5a45
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sun, 2 Jun 2019 21:18:13 +0200

    Fix Swaption Inheritance.

 SWIG/swaption.i | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 24c2c708d0d5bd74667969013f08a59bce5f5fd8
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 31 May 2019 23:26:12 +0200

    Add SwaptionVolatilityDiscrete.

 SWIG/volatilities.i | 25 ++++++++++++++++++++++---
 1 file changed, 22 insertions(+), 3 deletions(-)

commit d774d11755b117fc200424e57c08b04a787134a2
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 31 May 2019 23:02:05 +0200

    Add timeFromReference.

 SWIG/termstructures.i | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit ab80cc4384b40cb762c204693d9d51f4743a779e
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 31 May 2019 22:28:25 +0200

    Add OvernightIndexedSwapIndex.

 SWIG/swap.i | 31 ++++++++++++++++++++++++++++++-
 1 file changed, 30 insertions(+), 1 deletion(-)

commit 4c2bc67990a1dc1d96b027cce09d8bfefb1039b3
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 29 May 2019 22:41:50 +0200

    Add Kirk Engine, SpreadBasketPayoff, Fd2dBlackScholesVanillaEngine

 SWIG/basketoptions.i | 31 +++++++++++++++++++++++++++++--
 1 file changed, 29 insertions(+), 2 deletions(-)

commit a6b4e53022831def10f40d139598ea8656d885b2
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 17 May 2019 23:51:44 +0200

    Add CDS Option and Black Engine.

 SWIG/creditdefaultswap.i | 35 ++++++++++++++++++++++++++++++++++-
 1 file changed, 34 insertions(+), 1 deletion(-)

commit 087149c4ce61bd29053e1e0134e70a7deaf5c8fc
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 17 May 2019 23:19:32 +0200

    Add further ibor indices.

 SWIG/indexes.i | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

commit 97196edf8dfec2424c127d585ae8cbf2892a7de3
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Sun, 12 May 2019 22:35:13 +0200

    Add copyright

 SWIG/capfloor.i | 1 +
 1 file changed, 1 insertion(+)

commit e33ba23d0dbc840606e2f8ea893a7edfb5f1a2cc
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Sun, 12 May 2019 09:18:34 +0200

    Expose additionalresults from pricing engines
    
    Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>

 SWIG/capfloor.i | 20 ++++++++++++++++++++
 1 file changed, 20 insertions(+)

commit a42119d402adf57099c726906d9433d0cd4d2896
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 10 May 2019 00:27:10 +0200

    Fix Csharp build.

 SWIG/options.i | 33 +++++++++++++++++++++++++--------
 1 file changed, 25 insertions(+), 8 deletions(-)

commit b6d86398f1b53ec0ddb98dff83b0e2a6394e8374
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 May 2019 14:13:47 +0200

    Remove redundant rename.

 SWIG/options.i | 1 -
 1 file changed, 1 deletion(-)

commit 633eb3dbf7c935274f81b6dd4324e6cc6d14c6da
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Thu, 2 May 2019 23:41:38 +0200

    Expose isExpired and type methods of CapFloor

 .gitignore      | 3 +++
 SWIG/capfloor.i | 4 ++++
 2 files changed, 7 insertions(+)

commit e980b211cfe00d30ef5f0eee36f755f67ab98e9c
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 2 May 2019 20:07:05 +0200

    Rename to JuQuadraticApproximationEngine.

 SWIG/options.i | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 993f4e4487356e61c24242590dcfe3b09cf3457b
Merge: 5a117f9 5da20f3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 May 2019 15:10:12 +0200

    Merge pull request #163.

commit 5a117f966fa7f73acbe94b0ef034a70d2705cf0e
Merge: 2480080 b07febd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 May 2019 14:10:28 +0200

    Merge pull request #162.

commit 2480080e815d7ed196c882e11fe1a36e030f1e91
Merge: dd5bbad fca91ea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 May 2019 12:30:07 +0200

    Merge pull request #156.

commit 5da20f301020b06c6d7ed86d107b60df6810de70
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 Apr 2019 17:28:53 +0200

    Remove deprecated classes.

 SWIG/distributions.i | 12 ------------
 1 file changed, 12 deletions(-)

commit b07febd11030a484b5ceff56f651487ecfce54f6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 Apr 2019 10:53:35 +0200

    Avoid 'from QuantLib import *'.

 Python/examples/american-option.py                |   52 +-
 Python/examples/basket-option.py                  |  102 +-
 Python/examples/bermudan-swaption.py              |  275 +-
 Python/examples/bonds.py                          |  404 +-
 Python/examples/cds.py                            |   80 +-
 Python/examples/european-option.py                |   70 +-
 Python/examples/swap.py                           |  337 +-
 Python/examples/swing.py                          |   52 +-
 Python/examples/visualization/basketoption.py     |   90 +-
 Python/examples/visualization/eurooption.py       |   47 +-
 Python/examples/visualization/option.basket.py    |   20 +-
 Python/examples/visualization/option.mayavi.py    |   59 +-
 Python/examples/visualization/option.plotspace.py |   29 +-
 Python/examples/visualization/plotspace.py        |   38 +-
 Python/examples/visualization/slv.py              |  107 +-
 Python/test/assetswap.py                          | 6844 +++++++++++++--------
 Python/test/bonds.py                              |  169 +-
 Python/test/cms.py                                |  370 +-
 Python/test/date.py                               |   50 +-
 Python/test/daycounters.py                        |   22 +-
 Python/test/iborindex.py                          |   51 +-
 Python/test/instruments.py                        |   22 +-
 Python/test/integrals.py                          |   57 +-
 Python/test/marketelements.py                     |   24 +-
 Python/test/ratehelpers.py                        |  420 +-
 Python/test/slv.py                                |  297 +-
 Python/test/solvers1d.py                          |   70 +-
 Python/test/termstructures.py                     |   97 +-
 28 files changed, 6196 insertions(+), 4059 deletions(-)

commit a60915d9cde2a9ed4c305c4f5e28a1a2586767c6
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 11 Apr 2019 23:49:43 +0200

    HestonBlackVolSurface. AnalyticHestonEngine extension.

 SWIG/options.i      | 44 ++++++++++++++++++++++++++++++++++++++++++--
 SWIG/volatilities.i | 14 +++++++++++++-
 2 files changed, 55 insertions(+), 3 deletions(-)

commit a7ac45a94baa3e215bb4ad67181e80b207ef30eb
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 10 Apr 2019 23:23:37 +0200

    as_plain_vanilla_payoff. blackFormulaImpliedStdDevLiRS.

 SWIG/blackformula.i | 31 +++++++++++++++++++++++++++++++
 SWIG/payoffs.i      |  9 ++++++++-
 2 files changed, 39 insertions(+), 1 deletion(-)

commit bf28ecbbed068e90d5511d60d9eef8c4a1f987de
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 10 Apr 2019 22:31:15 +0200

    Add GeneralizedBlackScholesProcess with local vol.

 SWIG/stochasticprocess.i | 10 +++++++++-
 1 file changed, 9 insertions(+), 1 deletion(-)

commit 1f821e9118b9e12c902efae06efe941bf25380b3
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 10 Apr 2019 22:02:41 +0200

    Boost tuple for CalibrationError.

 SWIG/vectors.i      | 52 ++++++++++++++++++++++++++++++++++++++++++++++++++++
 SWIG/volatilities.i |  3 +++
 2 files changed, 55 insertions(+)

commit fb480d1d73780a4b8b1f26a20924a1f447063325
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 10 Apr 2019 21:07:12 +0200

    shared_ptr for optimizers.

 SWIG/optimizers.i | 16 ++++++++++++++--
 1 file changed, 14 insertions(+), 2 deletions(-)

commit d33121e5b43654095024dd572d90ce4caafde78d
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 10 Apr 2019 15:01:44 +0200

    Add Andreasen-Huge-Volatility.

 SWIG/options.i      |  2 ++
 SWIG/volatilities.i | 64 +++++++++++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 66 insertions(+)

commit fca91ea69d90a4b64e3e2ec64a184bb6c1add060
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 10 Apr 2019 11:28:12 +0200

    Extend Schedule.

 SWIG/scheduler.i | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

commit a73a071c2b4a7bcbe9a828fcc664dd48bb46ed94
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 10 Apr 2019 11:11:38 +0200

    Add JuQuadraticEngine.

 SWIG/options.i | 13 +++++++++++++
 1 file changed, 13 insertions(+)

commit dd5bbad941029f392bf747024c45118938f78fff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Apr 2019 10:57:29 +0200

    Update required QuantLib version.

 SWIG/ql.i | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a679034ad69afa4fcac4567e2f1e582511f13ffb
Merge: 34ea345 8cd619a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Apr 2019 10:06:20 +0200

    Merge pull request #141.

commit 8cd619ad24aa140ffde50c82dcb6c1b7030f2dc8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Apr 2019 17:51:51 +0200

    Move graphing example in subfolder.

 Python/examples/{ => visualization}/slv.py | 0
 1 file changed, 0 insertions(+), 0 deletions(-)

commit b7b269ad6cbd1da1e3023c05eaf78f8d7d2d1711
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Apr 2019 16:13:03 +0200

    Update C# project.

 CSharp/csharp/NQuantLib.csproj | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

commit 34ea3453cc79b208e2f3bc25ea9a8f7efa45756b
Merge: 1018a99 de399ab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Mar 2019 14:45:02 +0100

    Merge pull request #142.

commit de399abb1ce73d359abd3d8ddbf754f1707fdf1b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Mar 2019 11:30:47 +0100

    Remove unused macro.

 SWIG/observer.i | 11 -----------
 1 file changed, 11 deletions(-)

commit 916d4f55fe1564b6dfdf27b440a3d15786d78343
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Mar 2019 23:02:25 +0100

    Avoid feature warning in Scala compilation.

 Scala/Makefile.am | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit d03add2ed7d74e1d98173b7d3c007aeedafed034
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Mar 2019 22:55:30 +0100

    Update Scala examples.

 SWIG/exercise.i                             | 8 ++++++++
 Scala/examples/CPIBond.scala                | 5 ++---
 Scala/examples/EquityOptions.scala          | 6 +++---
 Scala/examples/HestonModelCalibration.scala | 2 +-
 4 files changed, 14 insertions(+), 7 deletions(-)

commit ba30eef1691dd0fab51972e52dc500998b2303dc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Mar 2019 22:54:55 +0100

    Add method to link a relinkable handle to an empty pointer.

 SWIG/common.i | 6 ++++++
 1 file changed, 6 insertions(+)

commit 210fdc7f5b66fce99a26c979214665b062195c75
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Mar 2019 22:53:25 +0100

    Avoid marking base classes as abstract.
    
    This would require declaring overridden methods in derived
    classes in order to be able to instantiate them.

 SWIG/inflation.i | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit ea37300e84b4e46e484d4f39b2b85b59e4f884ef
Merge: 85fd1a2 1018a99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Mar 2019 12:05:35 +0100

    Sync with master and solve conflict.

commit 1018a99b694451b1ac37d9a4bc7619795bf47729
Merge: c31615e 04771fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Mar 2019 10:26:33 +0000

    Merge pull request #154.

commit 04771fc9e457d6f3aa798195ea607678800ac88b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Mar 2019 09:37:40 +0000

    Add Scala tests to Travis build matrix.

 .travis.yml         | 3 +++
 .travis/scala.build | 7 +++++++
 2 files changed, 10 insertions(+)

commit 08e4adf2dec4d4ce8c70bb5fb39b1123dd8881fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Mar 2019 23:31:43 +0000

    Add "check" target to Scala Makefile.

 Scala/Makefile.am | 47 ++++++++++++++++++++++++++++++++++++++++++++---
 configure.ac      | 11 +++++++++++
 2 files changed, 55 insertions(+), 3 deletions(-)

commit 277b9bc1a1544951a6e9481696175e90cccc92fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Mar 2019 23:31:26 +0000

    Reordered code.

 Scala/examples/HestonModelCalibration.scala | 43 +++++++++++++++--------------
 1 file changed, 23 insertions(+), 20 deletions(-)

commit 3d66e74f3c8b818e4245765bc18a0a8987a3ccb4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Mar 2019 23:30:58 +0000

    Limit execution time of example.

 Scala/examples/ObserverPattern.scala | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 85fd1a21489fb99002b58b8498817f414cbda117
Merge: efc3a7d c31615e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Mar 2019 11:26:26 +0100

    Sync with master.

commit efc3a7d29d6b5d33a5055ccca2ab6a3fd359b3d7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Mar 2019 17:08:57 +0100

    Remove not-working alias to deprecated feature.

 SWIG/calibrationhelpers.i                   | 3 ---
 Scala/examples/HestonModelCalibration.scala | 2 +-
 2 files changed, 1 insertion(+), 4 deletions(-)

commit 59d6b63e3bedf8b33ecb988ce78633af0edac582
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Mar 2019 14:58:52 +0100

    Add convenience functions in Python to create Monte Carlo engines.

 Python/examples/basket-option.py   |  40 ++++----
 Python/examples/european-option.py |   4 +-
 SWIG/basketoptions.i               | 134 +++++++++++++++++++++++++-
 SWIG/options.i                     | 192 ++++++++++++++++++++++++++++++++++++-
 4 files changed, 344 insertions(+), 26 deletions(-)

commit b556868451a2a130f6390feac36b6614fe2b2ac1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Mar 2019 11:45:24 +0100

    Add convenience functions in Python to create binomial engines.

 Python/examples/american-option.py |  79 ++++++++++++-------------
 Python/examples/european-option.py | 114 +++++++++++++++++++------------------
 SWIG/convertiblebonds.i            |  23 ++++++++
 SWIG/options.i                     |  72 +++++++++++++++++++++++
 4 files changed, 195 insertions(+), 93 deletions(-)

commit a8d26b5cea6221bbe7e3435a855158e0a7b15fc8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Mar 2019 10:27:45 +0100

    Add missing StochasticProcess interface.

 SWIG/stochasticprocess.i | 11 +++++++++++
 1 file changed, 11 insertions(+)

commit c31615e66ecd91a0453a3bba9d120ebecb6dea5c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 Mar 2019 12:14:01 +0100

    Decrease optimization level in Travis build to reduce compilation time.

 .travis/r.build | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 1ff5653aed39dee594220fbde455aa953a4b9d46
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 Mar 2019 12:13:11 +0100

    Update C# project.

 CSharp/csharp/NQuantLib.csproj | 21 +++++----------------
 1 file changed, 5 insertions(+), 16 deletions(-)

commit d92584ea94eceb57d4407f053c39c3579203b85a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 Mar 2019 11:56:57 +0100

    Declare base TermStructure interface.

 SWIG/defaultprobability.i | 21 ++-------------------
 SWIG/inflation.i          | 18 +-----------------
 SWIG/termstructures.i     | 29 ++++++++++++++++++++++-------
 SWIG/volatilities.i       | 17 ++---------------
 4 files changed, 27 insertions(+), 58 deletions(-)

commit 6d9d71c59bb0627e5c2060a75af20c7ded6884ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 Mar 2019 09:53:49 +0100

    Remove unused Extrapolator class.

 SWIG/interpolation.i | 19 -------------------
 1 file changed, 19 deletions(-)

commit 962992a07d5ac983885ffc8c32f17dec6ead3093
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 23:39:03 +0100

    Migrate interest-rate curves to native shared_ptr support.

 SWIG/discountcurve.i       |  64 +++++-------------
 SWIG/fittedbondcurve.i     |  47 +++----------
 SWIG/forwardcurve.i        |  57 +++++-----------
 SWIG/inflation.i           |  27 +++-----
 SWIG/piecewiseyieldcurve.i |  81 ++++++++---------------
 SWIG/ratehelpers.i         |   8 +++
 SWIG/termstructures.i      | 162 ++++++++++++++++-----------------------------
 SWIG/zerocurve.i           |  92 ++++++++-----------------
 8 files changed, 168 insertions(+), 370 deletions(-)

commit 20162f60aafbc76b4d390d897a915f3845351d57
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 18:40:28 +0100

    Migrate volatility structures to native shared_ptr support.

 SWIG/old_volatility.i | 239 +++++++------------
 SWIG/volatilities.i   | 621 +++++++++++++++++---------------------------------
 2 files changed, 286 insertions(+), 574 deletions(-)

commit 9d59f80ffa493c8925f906f5779ed17617efd75d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 14:39:36 +0100

    Avoid method incorrectly wrapped in R.

 SWIG/parameter.i | 28 +++++++++++++++-------------
 1 file changed, 15 insertions(+), 13 deletions(-)

commit 7425ecb619e83e032e98176136a84e4286944b04
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 12:23:20 +0100

    Fix access to enum in C# example.

 CSharp/examples/BermudanSwaption.cs | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit c390bf37b26a897327e187af3d02d3a19e5d7b58
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 12:19:42 +0100

    Decrease optimization level in Travis build to reduce compilation time.

 .travis/python2.build | 2 +-
 .travis/python3.build | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit ad8e7f57ab65cfb029d542f6b9a90b2b58b17329
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 12:18:07 +0100

    Migrate inflation curves to native shared_ptr support.

 SWIG/inflation.i | 129 +++++++++++++++++++++----------------------------------
 1 file changed, 48 insertions(+), 81 deletions(-)

commit d06dc1326a970aeaa08032e9efb1bd0ec490b3d9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 11:43:43 +0100

    Migrate default probability curves to native shared_ptr support.

 SWIG/defaultprobability.i | 298 +++++++++++++++-------------------------------
 1 file changed, 99 insertions(+), 199 deletions(-)

commit 2c8cf93ef967fa1b0234d8dfa5c3cb582376b524
Merge: eeaf5d9 c88c59c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Mar 2019 09:31:27 +0100

    Merge pull request #153.

commit c88c59c307f73004b3068963e5b3ada908af469f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Mar 2019 23:06:16 +0100

    Add Travis CI configuration.

 .travis.yml           | 34 ++++++++++++++++++++++++++++++++++
 .travis/csharp.build  |  6 ++++++
 .travis/java.build    |  7 +++++++
 .travis/python2.build |  9 +++++++++
 .travis/python3.build |  9 +++++++++
 .travis/r.build       |  6 ++++++
 CSharp/Makefile.am    |  4 ++--
 SWIG/ql.i             |  2 +-
 configure.ac          |  3 ++-
 9 files changed, 76 insertions(+), 4 deletions(-)

commit 2115987949e21b95aeb1039f7c9757056719ebc8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Mar 2019 11:38:05 +0100

    Update C# project.

 CSharp/csharp/NQuantLib.csproj | 119 ++++++++++++++++++++++-------------------
 1 file changed, 63 insertions(+), 56 deletions(-)

commit 4d242cfe1c8dc0164f2a076e07d4b80d82122424
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Mar 2019 11:37:16 +0100

    Prevent construction of a couple of base classes.

 SWIG/options.i         | 4 ++--
 SWIG/shortratemodels.i | 2 ++
 2 files changed, 4 insertions(+), 2 deletions(-)

commit e19d81fcc112e04890d13b318732dc815c98d299
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Mar 2019 10:52:56 +0100

    Export missing engines.

 SWIG/options.i | 4 ++++
 1 file changed, 4 insertions(+)

commit a9c875e483856f101f0b3b466a13ef153f18bf59
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Mar 2019 10:23:51 +0100

    Rename engines.

 SWIG/options.i | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 564ad26bbfdc28d2af7d46ccae45c7dcb77ff0bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Mar 2019 09:37:55 +0100

    Use face value instead of null claim.

 Python/examples/isda-engine.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit e849385256397feaee67f59f83889480f06f7c7e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 3 Mar 2019 22:40:47 +0100

    Enable vectors of 1-D stochastic processes.

 Python/examples/basket-option.py | 44 +++++++++++++++++-----------------------
 SWIG/stochasticprocess.i         |  6 ++++++
 2 files changed, 25 insertions(+), 25 deletions(-)

commit 8397cab9f3740b9236279e5ac75b4ae347f7299f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 3 Mar 2019 22:40:09 +0100

    Migrate pricing engines to native shared_ptr support.

 CSharp/examples/EquityOption.cs      |  108 +--
 Java/examples/EquityOptions.java     |   88 +--
 Python/examples/american-option.py   |   12 +-
 Python/examples/european-option.py   |   28 +-
 Python/examples/gaussian1d-models.py |   12 +-
 R/Makefile.am                        |    8 +-
 R/demo/european-option.R             |   21 +-
 Ruby/examples/american-option.rb     |   12 +-
 Ruby/examples/european-option.rb     |   22 +-
 SWIG/basketoptions.i                 |  298 +++----
 SWIG/bonds.i                         |   56 +-
 SWIG/capfloor.i                      |   46 +-
 SWIG/convertiblebonds.i              |   58 +-
 SWIG/creditdefaultswap.i             |   84 +-
 SWIG/gaussian1dmodel.i               |  149 +---
 SWIG/instruments.i                   |    6 +-
 SWIG/options.i                       | 1444 +++++++++++-----------------------
 SWIG/shortratemodels.i               |  156 ++--
 SWIG/swap.i                          |   39 +-
 SWIG/swaption.i                      |   62 +-
 Scala/examples/EquityOptions.scala   |  103 +--
 21 files changed, 940 insertions(+), 1872 deletions(-)

commit 9131db875191eb01f78389f59389b91f213c5934
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Feb 2019 14:33:31 +0100

    Migrate boundary conditions and CDS claims to native shared_ptr support.

 SWIG/creditdefaultswap.i | 26 ++++++++++----------------
 SWIG/operators.i         | 44 ++++++++++----------------------------------
 2 files changed, 20 insertions(+), 50 deletions(-)

commit 84a1520093df9e62d5024191e93f01b68b824cad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Feb 2019 16:21:30 +0100

    Migrate cashflows to native shared_ptr support.

 SWIG/cashflows.i | 588 ++++++++++++++++---------------------------------------
 SWIG/dividends.i |  30 +--
 2 files changed, 178 insertions(+), 440 deletions(-)

commit 62aeec6e9d8bbd050259ea0296a9c26fa407fde4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Feb 2019 10:27:38 +0100

    Remove Perl module.

 Makefile.am                      |  2 +-
 Perl/Makefile.PL                 | 10 ---------
 Perl/Makefile.PL.in              | 10 ---------
 Perl/Makefile.am                 | 41 -----------------------------------
 Perl/README.txt                  |  6 -----
 Perl/examples/european-option.pl | 47 ----------------------------------------
 SWIG/calendars.i                 |  2 --
 SWIG/currencies.i                |  2 --
 SWIG/daycounters.i               |  2 --
 SWIG/distributions.i             | 40 +++++++++++++++++-----------------
 SWIG/indexes.i                   |  2 --
 SWIG/interpolation.i             |  4 ++--
 SWIG/linearalgebra.i             |  4 ++--
 SWIG/optimizers.i                |  2 +-
 SWIG/options.i                   |  2 +-
 SWIG/ql.i                        | 31 +-------------------------
 SWIG/rounding.i                  |  2 +-
 configure.ac                     | 12 ----------
 18 files changed, 29 insertions(+), 192 deletions(-)

commit c193ce3d8de2573173ed04c74930e9f64d53dabb
Merge: 975e574 eeaf5d9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 24 Feb 2019 23:43:20 +0100

    Sync with master.

commit 2abc998a32f8d1555945542d96c9a52d0a2ecf54
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 23 Feb 2019 15:30:41 +0100

    added more verbose Python string method and moved daysBetween

 SWIG/date.i | 16 ++++++++++++++--
 1 file changed, 14 insertions(+), 2 deletions(-)

commit eeaf5d98e57afd8cac891c964e7b299631d85bb9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Feb 2019 18:17:07 +0100

    Bump version number to 1.16.

 Perl/Makefile.PL | 2 +-
 Python/setup.py  | 2 +-
 R/DESCRIPTION    | 2 +-
 Ruby/setup.rb    | 2 +-
 configure.ac     | 2 +-
 5 files changed, 5 insertions(+), 5 deletions(-)

commit 3a4339d34187211cae74e818b077114a7f7ffd8e
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 31 Jan 2019 20:35:46 +0100

    removed encoding information

 Python/test/sabr.py | 1 -
 1 file changed, 1 deletion(-)

commit d4d8c9f6929502d18eea7c2a03d33df29fe83310
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 31 Jan 2019 20:32:12 +0100

    added HestonSLV interfaces and tests

 Java/examples/EquityOptions.java |  14 +-
 Python/examples/slv.py           |  97 ++++++++++++++
 Python/test/QuantLibTestSuite.py |   2 +
 Python/test/sabr.py              |  35 +++++
 Python/test/slv.py               | 200 +++++++++++++++++++++++++++
 SWIG/options.i                   |  61 ++++++++-
 SWIG/ql.i                        |   1 +
 SWIG/slv.i                       | 282 +++++++++++++++++++++++++++++++++++++++
 8 files changed, 687 insertions(+), 5 deletions(-)

commit 975e5742204bd693f0f4593beabe013abae8245e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 21:38:47 +0100

    Migrate quotes to native shared_ptr support.

 SWIG/marketelements.i | 65 +++++++++++++++++++++------------------------------
 SWIG/options.i        | 56 ++++++++------------------------------------
 SWIG/volatilities.i   |  2 +-
 3 files changed, 37 insertions(+), 86 deletions(-)

commit 0047ab3f5f6e80b15abdd58b2db57e5851f50129
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 18:27:34 +0100

    Migrate callabilities to native shared_ptr support.

 Java/examples/CallableBonds.java    |  2 +-
 Java/examples/CallableBondsOAS.java |  6 ++---
 SWIG/callability.i                  | 46 ++++++++-----------------------------
 3 files changed, 14 insertions(+), 40 deletions(-)

commit a8b22990edd9dd9b17443050dcdf21507c2e3bb3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 17:30:11 +0100

    Migrate smile sections to native shared_ptr support.

 SWIG/volatilities.i | 406 ++++++++++++++--------------------------------------
 1 file changed, 104 insertions(+), 302 deletions(-)

commit 26524ffbe2185c069ac784e2c63d04c2a94e5425
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 15:48:12 +0100

    Avoid redefinition of shared_ptr.

 SWIG/common.i | 29 +++++++++++++----------------
 1 file changed, 13 insertions(+), 16 deletions(-)

commit 94b29dc377471b61cbc35bc8a75bacd049b08200
Merge: 4273884 5e372c0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 14:30:09 +0100

    Sync with master.

commit 4273884eb49e8369cacdb6c6023c1ae17c1368c3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Jan 2019 17:43:28 +0100

    Declare TypePayoff after Option::Type.

 SWIG/options.i | 35 ++++++++++++++++++-----------------
 1 file changed, 18 insertions(+), 17 deletions(-)

commit 29f5f8beccb2b1f8ede88bd3ebb4e9e07500cd60
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Jan 2019 17:25:13 +0100

    Declare available methods instead of using %extend.

 SWIG/gaussian1dmodel.i | 42 ++++++++++++++++++------------------------
 SWIG/shortratemodels.i | 12 +++---------
 2 files changed, 21 insertions(+), 33 deletions(-)

commit b2b1f2773f776c714741f1e3ae8ab74076f9b2b7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Jan 2019 17:03:36 +0100

    Pass class of the correct type in Java example.

 Java/examples/EquityOptions.java | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 1dcdc01fcec3ceec4bb7a88afc989d700bcbc6e3
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sun, 20 Jan 2019 22:51:40 +0100

    Move TypePayoff, StrikedTypePayoff to options.i

 SWIG/options.i | 53 ++++++++++++++++++++++++++++++++++++-----------------
 SWIG/payoffs.i | 18 ------------------
 2 files changed, 36 insertions(+), 35 deletions(-)

commit 3bcbfe6577f5d3db52abe5e6d1881b4a6bfce9f5
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sun, 20 Jan 2019 20:47:06 +0100

    Remove multiple inheritance.

 SWIG/gaussian1dmodel.i | 39 ++++++++++++++++++++++++++++++++++-----
 SWIG/shortratemodels.i | 21 ++++++++++++++++++---
 2 files changed, 52 insertions(+), 8 deletions(-)

commit e6538cef332985b14b47c9491715dbd1db37af79
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 9 Jan 2019 22:36:21 +0100

    Fix Payoff.

 SWIG/options.i | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit a1adcebdd71858975aa769b3d644704956049654
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jan 2019 16:57:02 +0100

    Avoid a circular include.

 SWIG/inflation.i | 1 -
 1 file changed, 1 deletion(-)

commit 9beb936031f47eb8ede0007a7a21422bbf517c11
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jan 2019 15:27:46 +0100

    Make handles observable by default.

 SWIG/calibrationhelpers.i | 1 -
 SWIG/defaultprobability.i | 1 -
 SWIG/inflation.i          | 2 --
 SWIG/marketelements.i     | 1 -
 SWIG/observer.i           | 9 +++++++++
 SWIG/old_volatility.i     | 1 -
 SWIG/options.i            | 1 -
 SWIG/shortratemodels.i    | 1 -
 SWIG/termstructures.i     | 1 -
 SWIG/volatilities.i       | 4 ----
 10 files changed, 9 insertions(+), 13 deletions(-)

commit 73036ea1ab0f773f09e3ad634f39e7e7e72a9566
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jan 2019 12:32:37 +0100

    Fix for observable test.

 SWIG/calibrationhelpers.i |  4 +---
 SWIG/instruments.i        |  2 --
 SWIG/observer.i           | 10 ++++++++--
 SWIG/shortratemodels.i    |  4 +---
 4 files changed, 10 insertions(+), 10 deletions(-)

commit f4cd2a4916d6d4746429ec7d90b32e489bf597df
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 2 Jan 2019 20:15:15 +0100

    added SABR PDE engine

 Python/test/QuantLibTestSuite.py |  4 +-
 Python/test/sabr.py              | 90 ++++++++++++++++++++++++++++++++++++++++
 SWIG/options.i                   | 72 +++++++++++++++++++++++++++++++-
 SWIG/volatilities.i              | 31 ++++++++++++++
 4 files changed, 195 insertions(+), 2 deletions(-)

commit 1a9895b5df1cc41ca71e4d11551712732a984e41
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 7 Dec 2018 21:50:36 +0100

    Further work towards migration: InflationHelper.

 SWIG/inflation.i   | 84 +++++++++++++++++++++++++++++++++++++-----------------
 SWIG/ratehelpers.i |  2 +-
 2 files changed, 59 insertions(+), 27 deletions(-)

commit f149efdfebc974b4327adae86b75a481a1a468e9
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 7 Dec 2018 20:15:06 +0100

    Further work migration: CDSHelper.

 SWIG/defaultprobability.i | 168 +++++++++++++++++++++-------------------------
 1 file changed, 75 insertions(+), 93 deletions(-)

commit dec196b7d31ae2f5b3e735c0d4c110160080a113
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 7 Dec 2018 14:27:40 +0100

    Further work migration: RateHelpers.

 SWIG/ratehelpers.i | 615 ++++++++++++++++++++---------------------------------
 1 file changed, 228 insertions(+), 387 deletions(-)

commit 7b3d26c1ccdcc9a919925c987f30ffe73a3fb880
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 6 Dec 2018 22:53:29 +0100

    Further work on models migration: Heston, Bates.

 SWIG/options.i | 163 ++++++++++++++++-----------------------------------------
 1 file changed, 44 insertions(+), 119 deletions(-)

commit 490c2d3577e7f356fd5319e3bde6756611b1830d
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 6 Dec 2018 22:28:13 +0100

    Further work on models migration: ShortRateModels.

 SWIG/shortratemodels.i | 171 ++++++++++++++++---------------------------------
 1 file changed, 55 insertions(+), 116 deletions(-)

commit add73cc47ec3a6ca8eca37744546e860fd6f2c2a
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 6 Dec 2018 22:06:00 +0100

    Further work on models migration: Constraints, CalibratedModel, GSR, Markov.

 SWIG/calibrationhelpers.i |  25 ++++-
 SWIG/gaussian1dmodel.i    | 232 +++++++++++++---------------------------------
 SWIG/optimizers.i         |   7 ++
 3 files changed, 91 insertions(+), 173 deletions(-)

commit 80b71b4358f82a39b3e91ed05b52394f03abc60c
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 6 Dec 2018 12:54:34 +0100

    Fix bond unit test (should never have passed before).

 Python/test/bonds.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8728663674c99486b7b7279c568978b0784b1ac2
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 5 Dec 2018 23:39:48 +0100

    Further work on instrument migration: Inflation.

 SWIG/inflation.i | 355 +++++++++++++++----------------------------------------
 1 file changed, 97 insertions(+), 258 deletions(-)

commit baf3a403d8d4976b250dbb1bbe169829c02986e9
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 5 Dec 2018 22:02:40 +0100

    Further work on instrument migration: Swaptions, CalibrationHelper.

 SWIG/calibrationhelpers.i | 304 +++++++++++++++++-----------------------------
 SWIG/swaption.i           | 153 ++++++++++++-----------
 2 files changed, 189 insertions(+), 268 deletions(-)

commit 76f96acca8d4cfcb6a30feec785b7c38fe846358
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 5 Dec 2018 18:12:59 +0100

    Further work on instrument migration: Swaps.

 SWIG/ratehelpers.i |   4 +-
 SWIG/swap.i        | 541 ++++++++++++++++-------------------------------------
 SWIG/swaption.i    |  19 +-
 3 files changed, 164 insertions(+), 400 deletions(-)

commit f1a0e930f57a9cf8f086911441c9dd4c3aef0a96
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 29 Nov 2018 23:20:57 +0100

    Further work on instrument migration: CDS.

 SWIG/creditdefaultswap.i | 188 ++++++++++++++---------------------------------
 1 file changed, 56 insertions(+), 132 deletions(-)

commit f5f3f109b002e8b6fc2ca959961d8d5f884b0b06
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 29 Nov 2018 21:52:32 +0100

    Further work on instrument migration: Forwards.

 SWIG/capfloor.i |   2 +-
 SWIG/forward.i  | 109 ++++++++++++++++++++++----------------------------------
 SWIG/fra.i      |  49 ++++++++++---------------
 3 files changed, 62 insertions(+), 98 deletions(-)

commit e930ce562059562d2ce1452ebd2b3bb35ed10114
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 29 Nov 2018 21:10:47 +0100

    Further work on instrument migration: CapFloor.

 SWIG/capfloor.i | 102 ++++++++++++++++++--------------------------------------
 1 file changed, 33 insertions(+), 69 deletions(-)

commit 8870ae2f3416b6feebe37dc550c6ee4c9c50de35
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Thu, 29 Nov 2018 20:30:13 +0100

    Further work on instrument migration: ConvertibleBonds.

 SWIG/convertiblebonds.i | 120 +++++++++++++++++-------------------------------
 1 file changed, 43 insertions(+), 77 deletions(-)

commit fc1524ebb5cf4444ea5aa42caa4d4cb8de5e66d6
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Wed, 28 Nov 2018 23:09:14 +0100

    Further work on instrument migration: Bonds.

 SWIG/bondfunctions.i     |  68 ++---
 SWIG/bonds.i             | 757 ++++++++++++++++-------------------------------
 SWIG/creditdefaultswap.i |   4 +-
 SWIG/forward.i           |   6 +-
 SWIG/instruments.i       |   7 +-
 SWIG/ratehelpers.i       |  13 +-
 SWIG/swap.i              |   6 +-
 7 files changed, 307 insertions(+), 554 deletions(-)

commit 473d5708eca67d285f6b665104c7314b78602119
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sat, 24 Nov 2018 21:24:55 +0100

    Temp commit.

 SWIG/basketoptions.i     | 100 ++---
 SWIG/convertiblebonds.i  |  21 +-
 SWIG/exercise.i          | 115 ++----
 SWIG/gaussian1dmodel.i   |   2 +-
 SWIG/instruments.i       |  43 +--
 SWIG/montecarlo.i        |  13 +-
 SWIG/observer.i          |   1 +
 SWIG/options.i           | 938 +++++++++++++++--------------------------------
 SWIG/payoffs.i           |  37 +-
 SWIG/stochasticprocess.i | 437 +++++++---------------
 10 files changed, 540 insertions(+), 1167 deletions(-)

commit dc7661c863a63ab77053d8d733216693e2737540
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Fri, 23 Nov 2018 22:56:21 +0100

    Migrate Payoffs to native boost shared ptr.

 SWIG/basketoptions.i |  52 +++++++++--------------
 SWIG/payoffs.i       | 117 +++++++++++++++------------------------------------
 2 files changed, 54 insertions(+), 115 deletions(-)

commit ae39fc3d2539c89931a34f8dad29a2ae37df2e30
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Oct 2018 16:27:36 +0200

    Use native shared_ptr support for indexes.

 SWIG/bonds.i              |  24 +--
 SWIG/calibrationhelpers.i |  24 +--
 SWIG/cashflows.i          |  42 ++---
 SWIG/convertiblebonds.i   |   6 +-
 SWIG/fra.i                |   8 +-
 SWIG/gaussian1dmodel.i    |   4 +-
 SWIG/indexes.i            | 470 +++++++++++++++-------------------------------
 SWIG/inflation.i          | 130 +++++--------
 SWIG/observer.i           |   5 +-
 SWIG/old_volatility.i     |   6 +-
 SWIG/ratehelpers.i        |  72 +++----
 SWIG/swap.i               |  41 ++--
 SWIG/volatilities.i       |  20 +-
 13 files changed, 284 insertions(+), 568 deletions(-)