forked from compatibl/QuantLibAdjoint
-
Notifications
You must be signed in to change notification settings - Fork 0
/
ChangeLog.txt
85 lines (59 loc) · 2.86 KB
/
ChangeLog.txt
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
commit 27236823afd31bca4022defa811d200039033602
Author: Luigi Ballabio <[email protected]>
Date: Wed, 13 Jan 2016 15:21:55 +0100
Update copyrights.
Docs/pages/license.docs | 1 +
LICENSE.TXT | 1 +
2 files changed, 2 insertions(+)
commit 8e9ff3198fbc0c415e935285791a7dbb52eb44fa
Author: Luigi Ballabio <[email protected]>
Date: Wed, 13 Jan 2016 13:45:53 +0100
Avoid error when creating schedules with 4-weeks tenor.
Closes #28.
ql/time/schedule.cpp | 10 ++++++++--
test-suite/schedule.cpp | 19 +++++++++++++++++++
test-suite/schedule.hpp | 1 +
3 files changed, 28 insertions(+), 2 deletions(-)
commit 4f8a41893e25a847ebcb279c7cf6f172230d9385
Author: Peter Caspers <[email protected]>
Date: Thu, 31 Dec 2015 17:40:49 +0100
fix at the money calculation
ql/instruments/makeswaption.cpp | 12 +++++++-----
1 file changed, 7 insertions(+), 5 deletions(-)
commit 2ca9a8005d6a232d3bd0039f0deab004dbdab8f3
Author: Cheng Li <[email protected]>
Date: Fri, 18 Dec 2015 10:33:53 +0800
updated china calendar fotr the year 2016
ql/time/calendars/china.cpp | 15 ++++++++++++++-
ql/time/calendars/china.hpp | 2 +-
2 files changed, 15 insertions(+), 2 deletions(-)
commit 72f269b79ab3a604f4ebfaefe44a1c952bd455c6
Author: nesteruk (Dmitri Nesteruk) <[email protected]>
Date: Thu, 26 Nov 2015 11:19:28 +0300
Fix Russian calendar bugs, add 2016 holidays and unit tests.
ql/time/calendars/russia.cpp | 19 +-
test-suite/calendars.cpp | 606 +++++++++++++++++++++++++++++++++++++++++++
test-suite/calendars.hpp | 2 +-
3 files changed, 624 insertions(+), 3 deletions(-)
commit 9741daac0035cc7e2c0b017cc8f1928eb866fe66
Author: Matt <[email protected]>
Date: Mon, 7 Dec 2015 19:29:55 +0100
Remove hardcoded dependence from the FRA sample.
This removes a hardcoded ` -lboost_thread` flag -- which is superfluous due to the already-present `${BOOST_THREAD_LIB}` and breaks builds where the binary file for the Boost.Thread library is named differently.
Context: It seems it's been introduced w/ the thread-safe observer: https://github.com/lballabio/quantlib/blame/master/QuantLib/Examples/FRA/Makefile.am#L11
Examples/FRA/Makefile.am | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 66efc6c6c35192bf671818448610bddcdf379352
Author: Luigi Ballabio <[email protected]>
Date: Thu, 17 Dec 2015 18:25:06 +0100
Add .gitignore file after splitting.
.gitignore | 95 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 95 insertions(+)
commit 1983e74053caddd1963552c5249fd6d7d3f4a252
Author: Luigi Ballabio <[email protected]>
Date: Mon, 23 Nov 2015 12:56:28 +0100
Bump version number to 1.7.1.
Announce.txt | 2 +-
configure.ac | 2 +-
ql/version.hpp | 8 ++++----
3 files changed, 6 insertions(+), 6 deletions(-)