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ChangeLog.txt
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commit 7750ca7ca4dcb89d98095d19b989a84a49c50925
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 12 Oct 2024 20:52:28 +0200
Set version to 1.36 final
Python/setup.py | 2 +-
SWIG/ql.i | 4 ++--
configure.ac | 2 +-
3 files changed, 4 insertions(+), 4 deletions(-)
commit 235eb4a2d41e3c9198810a40263142566ddc8b84
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 7 Oct 2024 17:55:33 +0200
Avoid compiler error in VC++
SWIG/ratehelpers.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit ed823b02874a6d01144d968351c3c10be8a9fe61
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 7 Oct 2024 17:31:20 +0200
Enforce C++17 in VC++ project
CSharp/cpp/QuantLibWrapper.vcxproj | 4 ++++
1 file changed, 4 insertions(+)
commit 732861826d7d16258a1b5e501a5b39fe2004694f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 7 Oct 2024 14:29:46 +0200
Set version to 1.36-rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 0e227a1c52fa6cbe9dade2851b38b1f6748883d2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 7 Oct 2024 13:06:28 +0200
Update news and changelog
ChangeLog.txt | 486 ++++++++++++++++++++++++++++++++++++++++------------------
News.md | 64 +++++---
2 files changed, 385 insertions(+), 165 deletions(-)
commit 3034d35c20c8c123d5bb03986fdca691c7136124
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 3 Oct 2024 23:17:19 +0200
Fix list of files in distribution
Python/Makefile.am | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit a2bcd40c356f29cf1a0b65abdaa34edc7c9ac522
Merge: b3514106 8c5d9352
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 3 Oct 2024 21:22:40 +0200
Allow passing interpokation parameter to YoY inflation coupons (#676)
commit b351410621ec87205513b25f82cc4f229e8fd2b6
Merge: feeb392d fa2c321b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 3 Oct 2024 18:49:39 +0200
Allow passing optimizer and end criteria to `GlobalBootstrap` (#675)
commit 8c5d9352858198fb3fb2eb6b0cd8dab5dd53bab8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 3 Oct 2024 18:47:32 +0200
Allow passing interpokation parameter to YoY inflation coupons
SWIG/inflation.i | 156 ++++++++++++++++++++++++++++++++++++++++++++++++++-----
1 file changed, 142 insertions(+), 14 deletions(-)
commit feeb392d65c7c60216397cd1588afef3b6a37abc
Merge: bcaffb1a 9fce7a21
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 3 Oct 2024 18:12:10 +0200
Add several small new C++ methods and classes (#674)
commit fa2c321bcb7fb75ff6b0015d703cb867ce0b87d8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 3 Oct 2024 17:35:41 +0200
Allow passing optimizer and end criteria to GlobalBootstrap
SWIG/optimizers.i | 3 +++
SWIG/piecewiseyieldcurve.i | 32 ++++++++++++++++++++++----------
2 files changed, 25 insertions(+), 10 deletions(-)
commit 9fce7a21300a96c6419714076dcffcd8eb44f3b2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 3 Oct 2024 17:20:34 +0200
Add several small new C++ methods and classes
SWIG/blackformula.i | 8 ++++++++
SWIG/calendars.i | 2 ++
SWIG/cashflows.i | 20 ++++++++++++++++++++
SWIG/date.i | 2 ++
SWIG/fittedbondcurve.i | 48 +++++++++++++++++++++++++++++++++++++++++++-----
SWIG/inflation.i | 3 +++
SWIG/ratehelpers.i | 6 ++++--
7 files changed, 82 insertions(+), 7 deletions(-)
commit bcaffb1a8b8e03a7462d5bd37723013581667a9e
Merge: 5fbe3df7 e00204a5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 18 Sep 2024 09:15:33 +0200
Allow passing volatility type to SABR interpolation (#672)
commit e00204a5eccfe80f59a6f345bc18d67354fc2259
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 17 Sep 2024 23:11:26 +0200
Pass volatility type to SABR interpolation
SWIG/interpolation.i | 82 ---------------------------
SWIG/volatilities.i | 152 ++++++++++++++++++++++++++++++++++++++++-----------
2 files changed, 119 insertions(+), 115 deletions(-)
commit 5fbe3df780dba40be618898501186f151e5a5f75
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Sep 2024 18:07:09 +0000
Bump peter-evans/create-pull-request from 6 to 7
Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 6 to 7.
- [Release notes](https://github.com/peter-evans/create-pull-request/releases)
- [Commits](https://github.com/peter-evans/create-pull-request/compare/v6...v7)
---
updated-dependencies:
- dependency-name: peter-evans/create-pull-request
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/misspell.yml | 2 +-
.github/workflows/namespaces.yml | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit 3730e91a4075ca71479d959f9156718b3f4b6c2c
Merge: 1e1f08de c1766fb2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 24 Aug 2024 12:08:09 +0200
Porting #2063 PR QuantLib C++ - Warsaw Stock Exchange Calendar (Poland) (#669)
commit c1766fb242d94166992b29ff04b49fb60f257674
Author: marcinfair <marcin.bogusz@fairvalue.pl>
Date: Tue, 20 Aug 2024 20:07:48 +0200
Porting #2063 PR QuantLib C++ - Warsaw Stock Exchange Calendar (Poland)
SWIG/calendars.i | 7 ++++++-
1 file changed, 6 insertions(+), 1 deletion(-)
commit 1e1f08de1a5dad7dcc4151d54f8437370c9353cd
Merge: f3263b36 afb571ab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Aug 2024 11:29:53 +0200
Add new features to indices (#668)
commit afb571ab305359c33d072d78c52720ea4e57cb8a
Author: ralfkonrad <github@eckel-consulting.de>
Date: Mon, 5 Aug 2024 10:48:39 +0200
Add new features to indices
SWIG/indexes.i | 9 ++++++++-
1 file changed, 8 insertions(+), 1 deletion(-)
commit f3263b36e6d21943d53d0736ef9a9bfd89b61e41
Merge: 929052ba b9c6cc83
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 2 Aug 2024 12:53:40 +0200
Use modern tooling to build and test Python wheels (#667)
commit b9c6cc83a82eeae46507c755fcd405f495e017be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 2 Aug 2024 11:02:24 +0200
Separate .gitignore per language, clean up
.gitignore | 50 +++-----------------------------------------------
CSharp/.gitignore | 9 +++++++++
Java/.gitignore | 6 ++++++
Python/.gitignore | 10 ++++++++++
R/.gitignore | 6 ++++++
5 files changed, 34 insertions(+), 47 deletions(-)
commit 9cdbd6833c9ed1f486aed8b91ee443eb1e3dbb8d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 2 Aug 2024 09:51:22 +0200
Update README
Python/{README.txt => README.md} | 30 ++++++++++--------------------
1 file changed, 10 insertions(+), 20 deletions(-)
commit e444fff1edcfe02bd0c65e8284170ba804c0942b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 2 Aug 2024 09:15:10 +0200
Remove test already in the C++ suite.
It's 5k lines we don't need to maintain.
Python/test/test_assetswap.py | 5355 -----------------------------------------
1 file changed, 5355 deletions(-)
commit 005204757b0d5ea88c92104f022e0dcbb5424303
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 18:04:42 +0200
Remove unneeded file
Python/test/QuantLibTestSuite.py | 33 ---------------------------------
1 file changed, 33 deletions(-)
commit 20c08cdd6e152c00580fccb9a39aff88b964a9d1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 18:03:18 +0200
Remove obsolete file
Python/QuantLib-Python.spec.in | 46 ------------------------------------------
1 file changed, 46 deletions(-)
commit 912d065e6ac2703beadb1f76a9475c19857a9520
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 17:49:00 +0200
pinpoint specific warning to ignore
Python/pytest.ini | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 550dcd6fdc3859d66100666c107bc54633d2fb38
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 16:58:47 +0200
Add all config files to tarball
Python/Makefile.am | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 17d9917e9fbbfe274c41f1e79151230683823a0f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 14:37:17 +0200
Set correct C++ standard for Windows wheel
Python/setup.py | 2 +-
Python/setup.py.in | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit d398edb43178cda3a7cdb7028835fa3f6c472c5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 13:00:38 +0200
Update classifiers
Python/setup.py | 25 +++++++++++++------------
Python/setup.py.in | 25 +++++++++++++------------
2 files changed, 26 insertions(+), 24 deletions(-)
commit 6c53f40741880155efd83626e26a8d1414e02a17
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 12:31:23 +0200
Update CI build scripts for Python
.ci/python.build | 8 ++++++--
.ci/python.check | 3 ++-
.ci/python.install | 2 +-
3 files changed, 9 insertions(+), 4 deletions(-)
commit 82e92da5b8c961f0f88b4e5a695594bfbaa18e45
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 12:24:10 +0200
Run Python tests with pytest and tox
Python/Makefile.am | 2 +-
Python/pytest.ini | 2 ++
Python/setup.py | 37 -------------------------------------
Python/setup.py.in | 37 -------------------------------------
Python/tox.ini | 10 ++++++++++
5 files changed, 13 insertions(+), 75 deletions(-)
commit f42c3371cab924c574d4f9c83dd921abf78fdca8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 12:10:17 +0200
Move Python sources in standard src directory
.gitignore | 7 +++----
Python/Makefile.am | 12 ++++++------
Python/setup.py | 3 ++-
Python/setup.py.in | 3 ++-
Python/{ => src}/QuantLib/__init__.py | 0
Python/swig.cmd | 2 +-
6 files changed, 14 insertions(+), 13 deletions(-)
commit ba4a296904b61c986975126070a3b51073334114
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 11:34:43 +0200
Use "python -m build" in Makefile, remove "make install"
Python/Makefile.am | 9 +++------
Python/setup.py | 3 ---
Python/setup.py.in | 3 ---
3 files changed, 3 insertions(+), 12 deletions(-)
commit d5d4bc6c6cb19b2927a417691bc4dc8e439337f4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 11:11:00 +0200
Remove wrap command in setup.py, rely on make, add cmd for windows
Python/Makefile.am | 2 +-
Python/setup.py | 29 -----------------------------
Python/setup.py.in | 29 -----------------------------
Python/swig.cmd | 1 +
4 files changed, 2 insertions(+), 59 deletions(-)
commit 7515de2def2319ea534b8e9d128fd9c34ded8c04
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Aug 2024 10:41:35 +0200
Avoid redefining setuptools classes for building
Python/Makefile.am | 3 +-
Python/setup.py | 390 ++++++++++++++++++++++++++++++-----------------------
Python/setup.py.in | 390 ++++++++++++++++++++++++++++++-----------------------
3 files changed, 447 insertions(+), 336 deletions(-)
commit 929052ba355ca16c23e336bcc45538ee2dcf039d
Merge: 7bf21f0a 5db995b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 31 Jul 2024 17:01:47 +0200
Export spreaded swaption volatility (#666)
commit 5db995b1eade9588653b71b2da33f8d945f8f0d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 31 Jul 2024 16:05:20 +0200
Export spreaded swaption volatility
SWIG/volatilities.i | 13 +++++++++++++
1 file changed, 13 insertions(+)
commit 7bf21f0a857065c274333894011cebcde15d2bfc
Merge: d4194661 e5810364
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jul 2024 15:42:00 +0200
Avoid keeping deleted classes around in generated sources (#665)
commit e5810364d118f4b6323ff415a68bd727c96fa2da
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jul 2024 13:22:21 +0200
Avoid keeping deleted classes around in generated sources
CSharp/Makefile.am | 1 +
Java/Makefile.am | 1 +
2 files changed, 2 insertions(+)
commit d419466118a41f337399675eb52a0fa380cacc4b
Merge: 43a400bf 6f331382
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jul 2024 10:09:20 +0200
Use std::function and std::tuple instead of the ones in the ext namespace (#664)
commit 43a400bf475c0348e7a69dd78a9c73b87aadbd62
Merge: a65a11e4 0c41f149
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jul 2024 09:52:59 +0200
Fix Array operations (#663)
commit 6f331382b6314ac89aebc59675df02979673e45f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jul 2024 09:24:06 +0200
Remove unusable constructor
SWIG/stochasticprocess.i | 10 ++--------
1 file changed, 2 insertions(+), 8 deletions(-)
commit 0930cbb53bfcedb62761e028256df0a0039402e1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jul 2024 09:23:47 +0200
Use correct namespace
SWIG/tuple.i | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit eadc611c6a9160ee982bf5243b09e68164686951
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Thu, 25 Jul 2024 19:43:55 +0000
Fix uses of boost and/or ext namespace
SWIG/fdm.i | 10 +++++-----
SWIG/stochasticprocess.i | 2 +-
SWIG/tuple.i | 12 ++++++------
SWIG/volatilities.i | 4 ++--
4 files changed, 14 insertions(+), 14 deletions(-)
commit 0c41f1497e2e80d91f2ebe945ade6d5184091c08
Author: Eugene Toder <eltoder@twosigma.com>
Date: Thu, 25 Jul 2024 23:54:51 -0400
Fix Array operations
* Expose more arithmetic operations. Fix wrapping of division (`__div__`
method is no longer used in Python 3).
* Make Array * Array return the element-wise product instead of the dot
product. This is consistent with QuantLib C++ API and Numpy. Use the
matmul operator (`@`) for the dot product.
* Expose comparison operations (== and !=)
Fixes #661
Python/test/test_fdm.py | 20 ++++++------
Python/test/test_linear_algebra.py | 35 +++++++++++++++++++++
SWIG/linearalgebra.i | 62 +++++++++++++++++++++-----------------
3 files changed, 79 insertions(+), 38 deletions(-)
commit dfb46e1205d115b92118a6295590eb14276b0e66
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Jul 2024 17:22:21 +0200
More namespaces to check in CI workflow
.github/workflows/namespaces.yml | 28 +++++++++++++++++-----------
1 file changed, 17 insertions(+), 11 deletions(-)
commit a65a11e4e0993d8d75ad0df3d0dbf63c0cd7ce8d
Merge: 71d7e641 66272819
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Jul 2024 12:34:03 +0200
Avoid features deprecated in version 1.31 and removed in 1.36 (#660)
commit 71d7e641dd953ae9b340655cf9a08741a3949b8d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 20 Oct 2023 11:34:41 +0200
Set version to 1.36-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit 6627281908e00da546bbff923226c5d998c43c79
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 22 Jul 2024 11:23:07 +0200
Avoid old constructor in Java example
Java/examples/FRA.java | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 2462a76261b286df919f5a5a13a275976c987310
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 22 Jul 2024 11:09:57 +0200
Avoid features deprecated in version 1.31 and removed in 1.35
SWIG/fra.i | 16 ---------------
SWIG/inflation.i | 62 --------------------------------------------------------
2 files changed, 78 deletions(-)