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commit 9b0ef744951aa69c4e6a8ed796282bfa622b795e
Merge: a6f874bc0 c5f6ac108
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 20 Jan 2024 23:39:37 +0100
Fix building parallel test runner (#1889)
commit a6f874bc034d48a67f507c20fedd7ae327a5193a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 19 Jan 2024 10:24:22 +0100
Update changelog
ChangeLog.txt | 191 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 191 insertions(+)
commit 58a908d202289cc6da5a302e57d3a50421432017
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 12 Jul 2021 09:46:54 +0200
Set version to 1.33 final.
CMakeLists.txt | 4 ++--
configure.ac | 2 +-
ql/version.hpp | 4 ++--
3 files changed, 5 insertions(+), 5 deletions(-)
commit e9422af1e7d46379bc6c38df46dd0e3d071ab09d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 17 Jan 2024 21:23:39 +0100
Use all available cores on Action runners
.github/workflows/coveralls.yml | 2 +-
.github/workflows/linux-full-tests.yml | 2 +-
.github/workflows/linux-nondefault.yml | 2 +-
.github/workflows/linux.yml | 2 +-
.github/workflows/sanitizer.yml | 4 ++--
.github/workflows/test-times.yml | 2 +-
6 files changed, 7 insertions(+), 7 deletions(-)
commit 69cc0ccf32bd56f78ca6434849eb11c0c349d1dc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 16 Jan 2024 14:54:10 +0100
Update news
Docs/pages/history.docs | 14 +++++++++-----
News.md | 19 +++++++++++++------
2 files changed, 22 insertions(+), 11 deletions(-)
commit 7fbbf5f892792952e1a24c29177eeab5a0ea0c45
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Wed, 17 Jan 2024 09:14:27 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 03e86a168a27db63d4d6d0281d7b563f98a501a1
Merge: 9d2c7b2b4 6582fad9c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 17 Jan 2024 10:15:18 +0100
Move calendar imports where they are used (#1885)
commit 9d2c7b2b4e4167635919ff943d10f792e6dc4df9
Merge: f094be00f 014a9a2f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 17 Jan 2024 10:14:09 +0100
Add Inauguration Day to Mexican calendar (#1884)
commit c5f6ac108231a8dbae462fb9b7a8f2c96910cc68
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 16 Jan 2024 21:15:30 -0500
Fix building parallel test runner
We are missing #include of the config option to select parallel test
runner, so we always end up with the standard one.
test-suite/quantlibtestsuite.cpp | 2 ++
1 file changed, 2 insertions(+)
commit 6582fad9ca941417bf8bc361730c98df39d114b0
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Tue, 16 Jan 2024 18:48:09 +0100
Move calendar imports where they are used
ql/indexes/ibor/thbfix.hpp | 3 ---
ql/termstructures/yield/overnightindexfutureratehelper.cpp | 1 +
ql/termstructures/yield/ratehelpers.cpp | 1 -
ql/termstructures/yield/ratehelpers.hpp | 1 -
test-suite/overnightindexedswap.cpp | 1 +
5 files changed, 2 insertions(+), 5 deletions(-)
commit 014a9a2f0f34e7cd43aa932689cbef1e1c30f5c0
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Tue, 16 Jan 2024 18:46:48 +0100
Add Inauguration Day to Mexican calendar
ql/time/calendars/mexico.cpp | 3 +++
ql/time/calendars/mexico.hpp | 2 ++
test-suite/calendars.cpp | 42 +++++++++++++++++++++++++++++++++++++++++-
3 files changed, 46 insertions(+), 1 deletion(-)
commit f094be00f7ea262aafa230f8b72485b180ed8b97
Merge: 32f57d05e 6909bfc1b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 12 Jan 2024 08:54:57 +0100
New Brazilian holiday (#1879)
commit 32f57d05e8bf5555b446dfcd8addbf013b08ad81
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 10 Jan 2024 08:48:50 +0100
Back to Artifactory for Boost downloads
This reverts commit 484e48af47ed6b8cf37be5a45e0962a572940a1f.
.github/workflows/cmake.yml | 6 +++---
.github/workflows/msvc-analysis.yml | 2 +-
dockerfiles/ci.Dockerfile | 2 +-
3 files changed, 5 insertions(+), 5 deletions(-)
commit 19c991861075efb195071b27447897932ec434c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Jan 2024 17:33:23 +0100
Disable compile-time bound check in CI build
.github/workflows/linux-nondefault.yml | 1 +
1 file changed, 1 insertion(+)
commit a643b957415898a4587306d706d94af2b7d7f27e
Merge: 2e5a77b20 d860bf0c3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 9 Jan 2024 20:37:48 +0100
Fixes to maintain AAD compatibility (#1881)
commit d860bf0c3f1710328d818438de1d9de146423757
Author: Auto Differentiation Dev Team <dev@auto-differentiation.com>
Date: Tue, 9 Jan 2024 15:34:49 +0000
Consistently using QL_CHECK_XXX macros
test-suite/americanoption.cpp | 18 +++++++++---------
test-suite/functions.cpp | 12 ++++++------
test-suite/hestonmodel.cpp | 10 +++++-----
test-suite/integrals.cpp | 14 +++++++-------
4 files changed, 27 insertions(+), 27 deletions(-)
commit bf4b0bec06f1fd8f2d020be4576e248e16e5fc17
Author: Auto Differentiation Dev Team <dev@auto-differentiation.com>
Date: Tue, 9 Jan 2024 15:34:43 +0000
Adds utility test macro QL_CHECK_CLOSE_FRACTION, compatible to arbitrary Real types
test-suite/utilities.hpp | 1 +
1 file changed, 1 insertion(+)
commit 9c40fd424ede69457628bc679f4e0fd8309712ca
Author: Auto Differentiation Dev Team <dev@auto-differentiation.com>
Date: Tue, 9 Jan 2024 15:34:30 +0000
Defines constants as double type
ql/math/integrals/exponentialintegrals.cpp | 4 ++--
ql/pricingengines/vanilla/analytichestonengine.cpp | 2 +-
2 files changed, 3 insertions(+), 3 deletions(-)
commit 2e5a77b20d9e83ad41c00aa6b5398a0846ce0f9b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 4 Oct 2023 11:52:15 +0200
Set version to 1.33-rc
CMakeLists.txt | 4 ++--
configure.ac | 2 +-
ql/version.hpp | 4 ++--
3 files changed, 5 insertions(+), 5 deletions(-)
commit c517b5eb7cf2f26314a6ca14455ba8761aa36a40
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Jan 2024 12:59:39 +0100
Update news and changelog
ChangeLog.txt | 6899 ++++++++++++++++++++++++++++++++++++-----------
Contributors.txt | 4 +
Docs/pages/history.docs | 76 +-
News.md | 199 +-
4 files changed, 5543 insertions(+), 1635 deletions(-)
commit 216e962f94454fda33f513783312d6bd8b8c40b9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Jan 2024 11:22:18 +0100
Remove redundant test and polish a few test messages
test-suite/dates.cpp | 4 ++--
test-suite/period.cpp | 8 ++++----
test-suite/prices.cpp | 32 ++++----------------------------
test-suite/timeseries.cpp | 4 ++--
4 files changed, 12 insertions(+), 36 deletions(-)
commit 107483cb14607f94575957d40528e5f5cc71efc8
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 7 Jan 2024 01:30:54 +0000
Automated fixes by clang-tidy
test-suite/quantlibbenchmark.cpp | 1 -
1 file changed, 1 deletion(-)
commit 484e48af47ed6b8cf37be5a45e0962a572940a1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 7 Jan 2024 21:18:13 +0100
Download boost binaries from Sourceforge.
JFrog now requires authentication.
.github/workflows/cmake.yml | 18 +++++++++---------
.github/workflows/msvc-analysis.yml | 6 +++---
dockerfiles/ci.Dockerfile | 2 +-
3 files changed, 13 insertions(+), 13 deletions(-)
commit 6909bfc1b011d8bd9198e6cf98ac8fcb762dfda3
Author: Paul <d.goldbauer@protonmail.com>
Date: Sun, 7 Jan 2024 14:46:57 +0100
fix unit test
test-suite/amortizingbond.cpp | 5 ++++-
1 file changed, 4 insertions(+), 1 deletion(-)
commit d892b8d3b33e7bcf5198fcbcf30d2711e45ec899
Author: Paul <d.goldbauer@protonmail.com>
Date: Sun, 7 Jan 2024 13:49:17 +0100
add Black Awarenedd Day holiday
ql/time/calendars/brazil.cpp | 2 ++
ql/time/calendars/brazil.hpp | 1 +
2 files changed, 3 insertions(+)
commit dee33df049a031fed50bb3690615c2116015eb84
Merge: 6aca59ed1 84d52647c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 5 Jan 2024 14:03:48 +0100
Added Dec. 31 NYE holiday to Chilean calendar in chile.cpp (#1846)
commit 84d52647cc6eb60e409ed9a72d8b1bd78b6a2843
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 5 Jan 2024 11:11:06 +0100
Update chile.hpp
ql/time/calendars/chile.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 6aca59ed1607d0fe83b1560f22bc7d460d28161a
Merge: 7ca3a94d3 4923b7996
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 5 Jan 2024 10:10:14 +0100
Binary search in times (#1876)
commit 4923b7996d55b48ca617da5f698d0437b6133ed6
Author: Yi Jiang <yijiangcontact@gmail.com>
Date: Thu, 4 Jan 2024 19:15:18 -0500
Shouldn't subtract 1, what was I thinking?
ql/models/parameter.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 7ca3a94d3352dfc75bc241905c2baac11f5afd4a
Merge: 72d410d55 07a972a10
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 4 Jan 2024 14:00:45 +0100
added china calendar for the year 2024 (#1873)
commit 07a972a10e09e91d1553b0eb5ed39cd7e9409fff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 4 Jan 2024 10:35:14 +0100
std::set can be initialized directly
ql/time/calendars/china.cpp | 5 +----
1 file changed, 1 insertion(+), 4 deletions(-)
commit 745516bcc9828413c1a1d842efc5f769964cffb9
Author: Yi Jiang <yijiangcontact@gmail.com>
Date: Wed, 3 Jan 2024 15:35:37 -0500
forgot std::
ql/models/parameter.hpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 7fdddedaf09993365e91cdde98bf96b4aa4a72f5
Author: Yi Jiang <yijiangcontact@gmail.com>
Date: Wed, 3 Jan 2024 15:30:37 -0500
Binary search in times
ql/models/parameter.hpp | 8 ++------
1 file changed, 2 insertions(+), 6 deletions(-)
commit 72d410d55bd50a57792231b2ace8eacda4520dbb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Jan 2024 09:10:39 +0100
Add clang 17 to CI build matrix
.github/workflows/devenv-images.yml | 2 +-
.github/workflows/linux-full-tests.yml | 5 +++++
.github/workflows/linux-nondefault.yml | 5 +++++
.github/workflows/linux.yml | 7 ++++++-
4 files changed, 17 insertions(+), 2 deletions(-)
commit 970a5ac8086d6d4e3def6f32a41f64559741e2f9
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 31 Dec 2023 01:23:12 +0000
Automated fixes by clang-tidy
ql/time/asx.cpp | 4 ++--
ql/time/ecb.cpp | 8 ++++----
test-suite/quantlibbenchmark.cpp | 5 +++--
3 files changed, 9 insertions(+), 8 deletions(-)
commit 3a044ac11eca4819cce94f1244fb6edc7d252b44
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date: Mon, 1 Jan 2024 17:47:00 +0800
added china calendar for the year 2024
ql/time/calendars/china.cpp | 21 ++++++++++++++++++---
test-suite/calendars.cpp | 36 ++++++++++++++++++++++++++++++++++--
2 files changed, 52 insertions(+), 5 deletions(-)
commit 7dfe04c3797552f8853f0368eb8f7c07ef7051cd
Merge: 9f29f971f cf68b4746
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 28 Dec 2023 15:01:59 +0100
ASX: simplified/improved implementation; completed test coverage (#1854)
commit 9f29f971f9e28c6589352afcb6f8bf3cc6f4a453
Merge: 12f63d5c1 7c5fb9243
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 28 Dec 2023 14:51:38 +0100
ECB: updated hard-coded known dates; simplified/improved implementation; completed test coverage (#1865)
commit 12f63d5c1101fbbb3a1d82d13df12f6544fcb5f3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 28 Dec 2023 12:59:41 +0100
Move test to faster section
test-suite/optimizers.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 7c5fb9243a282481c6c2683a7db8503f6a8465ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 28 Dec 2023 12:16:50 +0100
Match format with variable signedness
ql/time/ecb.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit ea2cbd73d4928976059c336955898938237048f5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 28 Dec 2023 12:09:10 +0100
Explicitly include required header
ql/time/ecb.cpp | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
commit 7eb870f7981495a66c1e7ddd6badb7f72a3c52b1
Merge: 5d4d4bbd0 f0e795df7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 27 Dec 2023 17:58:05 +0100
Period: Complete unit tests (#1867)
commit 5d4d4bbd072f93b46adf875d406b24da648a517c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 27 Dec 2023 17:24:10 +0100
Update Doxygen configuration
Docs/quantlib.doxy | 12 +++++++++++-
1 file changed, 11 insertions(+), 1 deletion(-)
commit 2bc581e8bf9356f7fcf98d9ad0fafb94215e5432
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 27 Dec 2023 16:09:38 +0100
Fix missing doc groups
Docs/pages/engines.docs | 6 ++++++
Docs/pages/termstructures.docs | 13 ++++++++++++-
ql/experimental/callablebonds/blackcallablebondengine.hpp | 4 ++--
ql/experimental/callablebonds/treecallablebondengine.hpp | 4 ++--
ql/experimental/credit/factorspreadedhazardratecurve.hpp | 2 +-
ql/experimental/credit/lossdistribution.hpp | 12 ------------
ql/experimental/credit/riskyassetswapoption.hpp | 1 -
ql/experimental/credit/spreadedhazardratecurve.hpp | 2 +-
ql/experimental/credit/syntheticcdo.hpp | 2 --
ql/pricingengines/bond/binomialconvertibleengine.hpp | 2 +-
ql/pricingengines/bond/discountingbondengine.hpp | 4 ++++
ql/pricingengines/swap/discountingswapengine.hpp | 4 ++++
ql/termstructures/globalbootstrap.hpp | 1 -
13 files changed, 33 insertions(+), 24 deletions(-)
commit e5733c4e0c1fcf3272a69c80ad05a4a73ab6aa6c
Author: Paul <d.goldbauer@protonmail.com>
Date: Wed, 27 Dec 2023 14:45:06 +0100
iterate bimap correctly
ql/time/ecb.cpp | 9 +++++----
1 file changed, 5 insertions(+), 4 deletions(-)
commit 850af05dfcab7bf6b40630e098e7d7ab370a0206
Author: Paul <d.goldbauer@protonmail.com>
Date: Wed, 27 Dec 2023 14:25:38 +0100
case insensitive comparison
ql/time/ecb.cpp | 52 ++++++++++++++++++++++++++++++++++++----------------
1 file changed, 36 insertions(+), 16 deletions(-)
commit d3e4b9c223632a78f51f63e011c10317197f6b06
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Sun, 24 Dec 2023 01:29:10 +0000
Automated fixes by clang-tidy
ql/math/integrals/exponentialintegrals.cpp | 8 ++++----
ql/pricingengines/vanilla/analytichestonengine.cpp | 11 +++++------
ql/pricingengines/vanilla/analytichestonengine.hpp | 10 +++++-----
test-suite/quantlibbenchmark.cpp | 4 ++--
4 files changed, 16 insertions(+), 17 deletions(-)
commit f0e795df79c9835e52e9c5172291e138bc65b3ac
Author: Paul <d.goldbauer@protonmail.com>
Date: Thu, 21 Dec 2023 16:13:26 +0100
test days(Period)
test-suite/period.cpp | 13 +++++++++++++
1 file changed, 13 insertions(+)
commit 08d8a67384760a06d92d4087d43fc3729402ebe8
Author: Paul <d.goldbauer@protonmail.com>
Date: Thu, 21 Dec 2023 16:10:31 +0100
test months(Period)
test-suite/period.cpp | 11 +++++++++++
1 file changed, 11 insertions(+)
commit c8c827b3e5faf997bfe13a93b36390be33d9a4f0
Author: Paul <d.goldbauer@protonmail.com>
Date: Thu, 21 Dec 2023 16:09:43 +0100
test years(Period)
test-suite/period.cpp | 14 ++++++++++++++
1 file changed, 14 insertions(+)
commit bfa4fab431015e1069f4f466ef9b448f9ef96637
Author: Paul <d.goldbauer@protonmail.com>
Date: Thu, 21 Dec 2023 15:57:47 +0100
add tests for Period -= Period; Period *= Integer
test-suite/period.cpp | 11 +++++++++++
1 file changed, 11 insertions(+)
commit 7f6b127edec90945f658b7afa0da61d00f50419f
Author: Paul <d.goldbauer@protonmail.com>
Date: Thu, 21 Dec 2023 15:48:13 +0100
add tests for Period(Weeks) += Period(Days)
test-suite/period.cpp | 5 +++++
1 file changed, 5 insertions(+)
commit 8d89c75608182be5e68fe24ab87d27ad135855d5
Author: Paul <d.goldbauer@protonmail.com>
Date: Thu, 21 Dec 2023 15:36:28 +0100
test Period::frequency()
test-suite/period.cpp | 25 ++++++++++++++++++++++++-
1 file changed, 24 insertions(+), 1 deletion(-)
commit c5deb51559525a0e0b6fd6ce3cc7d964abcbb763
Author: Paul <d.goldbauer@protonmail.com>
Date: Sun, 24 Dec 2023 09:03:32 +0100
simplify month str to enum conversion
ql/time/ecb.cpp | 51 ++++++++++++++++++++++++++-------------------------
1 file changed, 26 insertions(+), 25 deletions(-)
commit 900c02fe2e2c4664613a44fcdcba18211fb74f15
Author: Paul <d.goldbauer@protonmail.com>
Date: Thu, 21 Dec 2023 15:21:23 +0100
out of bounds access
ql/time/ecb.cpp | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit 97c46ad51167f16efa6f3d6930a344a96170d3b1
Author: Paul <d.goldbauer@protonmail.com>
Date: Wed, 20 Dec 2023 22:20:54 +0100
BOOST_TEST is slow
test-suite/dates.cpp | 16 ++++++++--------
1 file changed, 8 insertions(+), 8 deletions(-)
commit 9f8c5bb4e51f94cc7a68dd43bc2317f97108f6c7
Author: Paul <d.goldbauer@protonmail.com>
Date: Wed, 20 Dec 2023 22:12:58 +0100
cleanup: unify code (call boost::to_upper_copy)
ql/time/ecb.cpp | 7 +++----
1 file changed, 3 insertions(+), 4 deletions(-)
commit 1e607e3f8f3a75e3166ec9790e7e40031f0c173d
Author: Paul <d.goldbauer@protonmail.com>
Date: Wed, 20 Dec 2023 22:03:48 +0100
add ecb maintainence dates (2018..2024)
ql/time/ecb.cpp | 30 +++++++++++++++++++++++++++++-
1 file changed, 29 insertions(+), 1 deletion(-)
commit cf68b47460fb8f66493b28906805a475668f17b0
Author: Paul <d.goldbauer@protonmail.com>
Date: Wed, 20 Dec 2023 21:11:32 +0100
only evaluate test message for failure (performance regression otherwise)
test-suite/dates.cpp | 20 ++++++++++----------
1 file changed, 10 insertions(+), 10 deletions(-)
commit e4277c8d9f2732429c6ceacef280cf0fac103ffd
Author: Paul <d.goldbauer@protonmail.com>
Date: Wed, 20 Dec 2023 20:17:02 +0100
std::isdigit needs unsigned char instead of char
ql/time/asx.cpp | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 42c3a24ff2eb23812bc45b8b95e0410a48853ae1
Merge: 7cd38086d c1acc8b1c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 20 Dec 2023 16:00:00 +0100
Heston Model: Support for Angled Contour Shift Integrals (#1826)
commit c1acc8b1c3bccba222a237894dda23b7d6034053
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 20 Dec 2023 14:40:46 +0100
Remove executable bit from source file
ql/pricingengines/vanilla/analytichestonengine.cpp | 0
1 file changed, 0 insertions(+), 0 deletions(-)
commit 7cd38086d663a53b89eaee1a76bbf625a9dfd593
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Tue, 19 Dec 2023 15:29:18 +0000
Automated fixes by clang-tidy
test-suite/prices.cpp | 4 ++--
test-suite/timegrid.cpp | 2 +-
2 files changed, 3 insertions(+), 3 deletions(-)
commit 0d0d23b9b4651943c835a4a17c47d17e008f6b79
Merge: 5d8a3a592 7dd751cdd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 19 Dec 2023 23:23:06 +0100
Migrated last test cases to automated registration (#1861)
commit 57666f2bcbe47bd21db7c43f521f57d23603be88
Author: klaus spanderen <klaus@spanderen.de>
Date: Tue, 19 Dec 2023 20:01:07 +0100
fixed QL_REQUIRE condition
ql/pricingengines/vanilla/exponentialfittinghestonengine.cpp | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit 7dd751cdd29d6e1870a73eb662f4b60843c0774b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 19 Dec 2023 15:48:39 +0100
Fix typo
acinclude.m4 | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 45d5750198a642e74f5e125da811d1873126e9c6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 19 Dec 2023 09:20:49 +0100
Use autogenerated initializer function
test-suite/CMakeLists.txt | 1 +
test-suite/paralleltestrunner.hpp | 4 ++--
test-suite/quantlibtestsuite.cpp | 12 ++----------
test-suite/testsuite.vcxproj | 4 +++-
4 files changed, 8 insertions(+), 13 deletions(-)
commit 5d8a3a59232219b245ce385066114aa05f7f8ea6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 19 Dec 2023 09:25:57 +0100
Avoid false positives with clang-tidy
Array iterators are implemented as pointers in clang (which triggers the rule) but not in all other compilers.
test-suite/prices.cpp | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 9b5df4e0f57539423aa559412567e1dfdfab1489
Merge: 04391fcaa 91607179b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 19 Dec 2023 10:13:48 +0100
Stop moving Juneteenth to Friday if Saturday for US-Fed calendar (#1848)
commit 04391fcaad910b35e5895018cf3532b982a6e80b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 18 Dec 2023 16:36:59 +0100
Move test to faster section
test-suite/andreasenhugevolatilityinterpl.cpp | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit 3fa1d1fc5063dda5b01befcf67bd9e4ca0470864
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 18 Dec 2023 23:35:02 +0100
Remove libUnitMain from test suite compilation
acinclude.m4 | 40 ++++++++++++++++------------------------
test-suite/CMakeLists.txt | 18 ++----------------
test-suite/Makefile.am | 8 ++------
test-suite/main.cpp | 20 --------------------
4 files changed, 20 insertions(+), 66 deletions(-)
commit 6608ead619e2418a699cbe21fcf0102b7729c6f5
Author: moixastrikes <moixaprotocol@gmail.com>
Date: Mon, 18 Dec 2023 16:27:07 -0500
Added link to issue 1839 in chile.hpp
ql/time/calendars/chile.hpp | 1 +
1 file changed, 1 insertion(+)
commit 91607179b9c09a2163fc2c21fe4d77a4fbc3e28d
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Mon, 18 Dec 2023 17:11:38 +0100
Add docstring with references for US-FED calendar
ql/time/calendars/unitedstates.cpp | 3 ++-
ql/time/calendars/unitedstates.hpp | 23 +++++++++++++++++++++++
2 files changed, 25 insertions(+), 1 deletion(-)
commit 968a530d6a28ea26d14e886b7c38752c3999f2c7
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Dec 2023 11:09:43 +0000
Bump github/codeql-action from 2 to 3
Bumps [github/codeql-action](https://github.com/github/codeql-action) from 2 to 3.
- [Release notes](https://github.com/github/codeql-action/releases)
- [Changelog](https://github.com/github/codeql-action/blob/main/CHANGELOG.md)
- [Commits](https://github.com/github/codeql-action/compare/v2...v3)
---
updated-dependencies:
- dependency-name: github/codeql-action
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/codeql-analysis.yml | 6 +++---
.github/workflows/msvc-analysis.yml | 2 +-
2 files changed, 4 insertions(+), 4 deletions(-)
commit 7ec4fbb3e451cc85371d6fde3c73cfacfabf4965
Merge: 2e8231b2b 66de7b577
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 18 Dec 2023 15:23:41 +0100
Correct Thailand calendar for 2019-2024 (#1857)
commit 2e8231b2b07ba04d1e231faf6babda70893b9a57
Merge: a33b3e002 79d1b1f91
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 18 Dec 2023 15:21:16 +0100
TimeSeries: Complete test coverage (#1849)
commit a33b3e002b1b0a8c768c460eade7eba6040143e5
Merge: 350f69a61 3966f81d2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 18 Dec 2023 15:10:12 +0100
Add TWSE holidays for 2024 to Taiwan calendar (#1847)
commit 350f69a615f12766b691492a7d329e42474015fe
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Dec 2023 11:09:37 +0000
Bump actions/upload-artifact from 3 to 4
Bumps [actions/upload-artifact](https://github.com/actions/upload-artifact) from 3 to 4.
- [Release notes](https://github.com/actions/upload-artifact/releases)
- [Commits](https://github.com/actions/upload-artifact/compare/v3...v4)
---
updated-dependencies:
- dependency-name: actions/upload-artifact
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/msvc-analysis.yml | 2 +-
.github/workflows/test-times.yml | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit c106e66d43033edcd493166137c813473661074f
Author: klaus spanderen <klaus@spanderen.de>
Date: Sun, 17 Dec 2023 23:20:12 +0100
merge
fuzz-test-suite/CMakeLists.txt | 19 ++++++++++++++-----
1 file changed, 14 insertions(+), 5 deletions(-)
commit 604308a763c4e78e45e2a2cc1357634a70e8a1ab
Author: klaus spanderen <klaus@spanderen.de>
Date: Sun, 17 Dec 2023 23:14:00 +0100
merge
test-suite/CMakeLists.txt | 89 ++------------
test-suite/testsuite.vcxproj | 77 +-----------
test-suite/testsuite.vcxproj.filters | 227 ++---------------------------------
3 files changed, 24 insertions(+), 369 deletions(-)
commit d98f85a9e94c292668193dbffe8250af2a900a61
Author: klaus spanderen <klaus@spanderen.de>
Date: Sun, 17 Dec 2023 23:06:59 +0100
merge
.github/workflows/cmake.yml | 6 +-
.github/workflows/devenv-images.yml | 2 +-
.github/workflows/msvc-analysis.yml | 2 +-
.github/workflows/stale.yml | 2 +-
LICENSE.TXT | 2 +
fuzz-test-suite/amortizedbondsfuzzer.cpp | 80 +
fuzz-test-suite/fuzzamericanoption.cpp | 131 +
ql/currency.cpp | 39 +-
ql/currency.hpp | 40 +
ql/instruments/makeois.cpp | 110 +-
ql/instruments/makeois.hpp | 14 +-
ql/math/randomnumbers/sobolrsg.cpp | 77973 +++++++++----------
ql/math/randomnumbers/sobolrsg.hpp | 18 +-
ql/math/solver1d.hpp | 2 +-
ql/money.cpp | 168 +-
ql/prices.hpp | 6 +-
ql/pricingengines/swaption/blackswaptionengine.hpp | 7 +-
ql/termstructures/globalbootstrap.hpp | 39 +-
ql/termstructures/yield/oisratehelper.cpp | 33 +-
ql/termstructures/yield/oisratehelper.hpp | 10 +-
ql/time/date.hpp | 2 +-
test-suite/Makefile.am | 88 +-
test-suite/americanoption.cpp | 443 +-
test-suite/amortizingbond.cpp | 4 +-
test-suite/andreasenhugevolatilityinterpl.cpp | 481 +-
test-suite/array.cpp | 16 +-
test-suite/asianoptions.cpp | 155 +-
test-suite/assetswap.cpp | 105 +-
test-suite/autocovariances.cpp | 6 +-
test-suite/barrieroption.cpp | 136 +-
test-suite/basismodels.cpp | 324 +-
test-suite/basisswapratehelpers.cpp | 323 +-
test-suite/basketoption.cpp | 241 +-
test-suite/batesmodel.cpp | 75 +-
test-suite/bermudanswaption.cpp | 129 +-
test-suite/binaryoption.cpp | 68 +-
test-suite/blackdeltacalculator.cpp | 63 +-
test-suite/blackformula.cpp | 6 +-
test-suite/bondforward.cpp | 76 +-
test-suite/bonds.cpp | 81 +-
test-suite/brownianbridge.cpp | 47 +-
test-suite/businessdayconventions.cpp | 46 +-
test-suite/calendars.cpp | 6 +-
test-suite/callablebonds.cpp | 91 +-
test-suite/capfloor.cpp | 189 +-
test-suite/capflooredcoupon.cpp | 260 +-
test-suite/cashflows.cpp | 17 +-
test-suite/catbonds.cpp | 65 +-
test-suite/cdo.cpp | 113 +-
test-suite/cdsoption.cpp | 6 +-
test-suite/chooseroption.cpp | 10 +-
test-suite/cliquetoption.cpp | 253 +-
test-suite/cms.cpp | 293 +-
test-suite/cms_normal.cpp | 295 +-
test-suite/cmsspread.cpp | 17 +-
test-suite/commodityunitofmeasure.cpp | 4 +-
test-suite/compiledboostversion.cpp | 6 +-
test-suite/compoundoption.cpp | 53 +-
test-suite/convertiblebonds.cpp | 93 +-
test-suite/covariance.cpp | 27 +-
test-suite/creditdefaultswap.cpp | 6 +-
test-suite/creditriskplus.cpp | 6 +-
test-suite/crosscurrencyratehelpers.cpp | 340 +-
test-suite/currency.cpp | 8 +-
test-suite/curvestates.cpp | 169 +-
test-suite/dates.cpp | 6 +-
test-suite/daycounters.cpp | 139 +-
test-suite/defaultprobabilitycurves.cpp | 221 +-
test-suite/digitalcoupon.cpp | 79 +-
test-suite/digitaloption.cpp | 37 +-
test-suite/distributions.cpp | 342 +-
test-suite/dividendoption.cpp | 454 +-
test-suite/doublebarrieroption.cpp | 121 +-
test-suite/doublebinaryoption.cpp | 38 +-
test-suite/equitycashflow.cpp | 240 +-
test-suite/equityindex.cpp | 84 +-
test-suite/equitytotalreturnswap.cpp | 334 +-
test-suite/europeanoption.cpp | 300 +-
test-suite/everestoption.cpp | 6 +-
test-suite/exchangerate.cpp | 6 +-
test-suite/extendedtrees.cpp | 296 +-
test-suite/extensibleoptions.cpp | 6 +-
test-suite/fastfouriertransform.cpp | 6 +-
test-suite/fdcev.cpp | 26 +-
test-suite/fdcir.cpp | 4 +-
test-suite/fdheston.cpp | 142 +-
test-suite/fdmlinearop.cpp | 316 +-
test-suite/fdsabr.cpp | 167 +-
test-suite/fittedbonddiscountcurve.cpp | 6 +-
test-suite/forwardoption.cpp | 289 +-
test-suite/forwardrateagreement.cpp | 6 +-
test-suite/functions.cpp | 4 +-
test-suite/garch.cpp | 92 +-
test-suite/gaussianquadratures.cpp | 209 +-
test-suite/gjrgarchmodel.cpp | 24 +-
test-suite/gsr.cpp | 6 +-
test-suite/hestonmodel.cpp | 3 -
test-suite/hestonslvmodel.cpp | 865 +-
test-suite/himalayaoption.cpp | 6 +-
test-suite/hybridhestonhullwhiteprocess.cpp | 248 +-
test-suite/indexes.cpp | 6 +-
test-suite/inflation.cpp | 310 +-
test-suite/inflationcapfloor.cpp | 319 +-
test-suite/inflationcapflooredcoupon.cpp | 444 +-
test-suite/inflationcpibond.cpp | 203 +-
test-suite/inflationcpicapfloor.cpp | 468 +-
test-suite/inflationcpiswap.cpp | 360 +-
test-suite/inflationvolatility.cpp | 430 +-
test-suite/instruments.cpp | 6 +-
test-suite/integrals.cpp | 227 +-
test-suite/interestrates.cpp | 30 +-
test-suite/interpolations.cpp | 310 +-
test-suite/jumpdiffusion.cpp | 39 +-
test-suite/lazyobject.cpp | 41 +-
test-suite/libormarketmodel.cpp | 112 +-
test-suite/libormarketmodelprocess.cpp | 105 +-
test-suite/linearleastsquaresregression.cpp | 25 +-
test-suite/lookbackoptions.cpp | 55 +-
test-suite/lowdiscrepancysequences.cpp | 642 +-
test-suite/margrabeoption.cpp | 104 +-
test-suite/margrabeoption.hpp | 34 -
test-suite/marketmodel.hpp | 2 +-
test-suite/marketmodel_cms.cpp | 683 +-
test-suite/marketmodel_cms.hpp | 37 -
test-suite/marketmodel_smm.cpp | 681 +-
test-suite/marketmodel_smm.hpp | 50 -
.../marketmodel_smmcapletalphacalibration.cpp | 298 +-
.../marketmodel_smmcapletalphacalibration.hpp | 34 -
test-suite/marketmodel_smmcapletcalibration.cpp | 299 +-
test-suite/marketmodel_smmcapletcalibration.hpp | 34 -
.../marketmodel_smmcaplethomocalibration.cpp | 327 +-
.../marketmodel_smmcaplethomocalibration.hpp | 36 -
test-suite/markovfunctional.cpp | 1000 +-
test-suite/markovfunctional.hpp | 40 -
test-suite/matrices.cpp | 246 +-
test-suite/matrices.hpp | 52 -
test-suite/mclongstaffschwartzengine.cpp | 153 +-
test-suite/mclongstaffschwartzengine.hpp | 37 -
test-suite/mersennetwister.cpp | 16 +-
test-suite/mersennetwister.hpp | 35 -
test-suite/money.cpp | 187 +-
test-suite/money.hpp | 37 -
test-suite/noarbsabr.cpp | 21 +-
test-suite/noarbsabr.hpp | 36 -
test-suite/normalclvmodel.cpp | 66 +-
test-suite/normalclvmodel.hpp | 37 -
test-suite/nthorderderivativeop.cpp | 622 +-
test-suite/nthorderderivativeop.hpp | 47 -
test-suite/nthtodefault.cpp | 148 +-
test-suite/nthtodefault.hpp | 36 -
test-suite/numericaldifferentiation.cpp | 137 +-
test-suite/numericaldifferentiation.hpp | 38 -
test-suite/observable.cpp | 224 +-
test-suite/observable.hpp | 41 -
test-suite/ode.cpp | 86 +-
test-suite/ode.hpp | 38 -
test-suite/operators.cpp | 21 +-
test-suite/operators.hpp | 38 -
test-suite/optimizers.cpp | 540 +-
test-suite/optimizers.hpp | 36 -
test-suite/optionletstripper.cpp | 663 +-
test-suite/optionletstripper.hpp | 42 -
test-suite/overnightindexedcoupon.cpp | 154 +-
test-suite/overnightindexedcoupon.hpp | 40 -
test-suite/overnightindexedswap.cpp | 443 +-
test-suite/overnightindexedswap.hpp | 46 -
test-suite/pagodaoption.cpp | 16 +-
test-suite/pagodaoption.hpp | 32 -
test-suite/paralleltestrunner.hpp | 2 +-
test-suite/partialtimebarrieroption.cpp | 33 +-
test-suite/partialtimebarrieroption.hpp | 35 -
test-suite/pathgenerator.cpp | 198 +-
test-suite/pathgenerator.hpp | 36 -
test-suite/period.cpp | 21 +-
test-suite/period.hpp | 37 -
test-suite/piecewiseyieldcurve.cpp | 1216 +-
test-suite/piecewiseyieldcurve.hpp | 69 -
test-suite/piecewisezerospreadedtermstructure.cpp | 147 +-
test-suite/piecewisezerospreadedtermstructure.hpp | 43 -
test-suite/{speedlevel.cpp => preconditions.cpp} | 9 +-
test-suite/{speedlevel.hpp => preconditions.hpp} | 9 +-
test-suite/prices.cpp | 213 +
test-suite/quantlibglobalfixture.cpp | 22 +-
test-suite/quantlibglobalfixture.hpp | 5 +-
test-suite/quantlibtestsuite.cpp | 166 +-
test-suite/quantooption.cpp | 339 +-
test-suite/quantooption.hpp | 48 -
test-suite/quotes.cpp | 46 +-
test-suite/quotes.hpp | 39 -
test-suite/rangeaccrual.cpp | 611 +-
test-suite/rangeaccrual.hpp | 36 -
test-suite/riskneutraldensitycalculator.cpp | 188 +-
test-suite/riskneutraldensitycalculator.hpp | 42 -
test-suite/riskstats.cpp | 16 +-
test-suite/riskstats.hpp | 35 -
test-suite/rngtraits.cpp | 26 +-
test-suite/rngtraits.hpp | 39 -
test-suite/rounding.cpp | 112 +-
test-suite/rounding.hpp | 39 -
test-suite/sampledcurve.cpp | 28 +-
test-suite/sampledcurve.hpp | 35 -
test-suite/schedule.cpp | 118 +-
test-suite/schedule.hpp | 59 -
test-suite/settings.cpp | 15 +-
test-suite/settings.hpp | 35 -
test-suite/shortratemodels.cpp | 50 +-
test-suite/shortratemodels.hpp | 41 -
test-suite/sofrfutures.cpp | 31 +-