Update to 1.9.2 version.

amaggiulli · amaggiulli · commit 00a51a690b4e · 2017-04-24T16:09:30.000+02:00
diff --git a/ChangeLog.txt b/ChangeLog.txt
diff --git a/News.txt b/News.txt
@@ -1,75 +1,28 @@
-QLNet 1.9 
+QLNet 1.9.2 
 =========================
 
-QLNet 1.9 stable version.
+QLNet 1.9.2 stable version.
 
 The most notable changes are included below.
 A detailed list of changes is available in ChangeLog.txt.
 
 FRAMEWORK
 
-+ Refactoring & Update BlackScholesProcess, LocalVolCurve, bsmlattice
-+ Optimized npvbps calculation
-+ List and InitializedList refactoring
++ Fixed floating point numbers equality.
++ Added FastActivator to avoid new() on generic classes
++ Project updated to Visual Studio 2017 new .csproj model.
++ General project refactoring
++ Removed "System.Exception" thrown by user code.
 
-CASHFLOWS
-
-+ Fixed CappedFlooredCoupon factory
-
-INSTRUMENTS
-
-+ Added CompositeInstrument.
-+ Added DividendBarrierOption.
-+ Added ForwardVanillaOption.
-+ Added LookbackOption.
-+ Added CMS Helper.
-+ Added BarrierOption.
-+ Added Cliquet Option.
-+ Added DoubleBarrier Option.
-+ Added CPICapFloor.
-+ Added CPISwap.
-
-DATE/TIME
-
-+ Added ECB dates for 2017.
-+ Fixed rule for the Japanese Mountain Day holiday.
-+ Fixed United States holidays before 1971.
-
-INDEXES
-
-+ Added Ibor indexes : Aonia , Bbsw, Bkbm and Nzocr.
-
-MATH
-
-+ Added Matrix inverse calculation with Crout's LU decomposition.
-+ Added VannaVolga Interpolation.
- 
 TERMSTRUCTURES
 
-+ Added Swaption volatility cube.
-+ Allow negative jumps in yield term structures.
++ Added HestonBlackVolSurface 
 
-PRICING ENGINES
+INDEXES
 
-+ Added ForwardVanillaEngine engine.
-+ Added AnalyticContinuousFixedLookbackEngine engine.
-+ Added AnalyticContinuousFloatingLookbackEngine engine.
-+ Added AnalyticContinuousPartialFixedLookbackEngine engine.
-+ Added AnalyticContinuousPartialFloatingLookbackEngine engine.
-+ Added AnalyticBinaryBarrierEngine.
-+ Added AnalyticCliquetEngine.
-+ Added AnalyticPerformanceEngine.
-+ Added BlackDeltaCalculator and DeltaVolQuote.
-+ Added VannaVolga BarrierEngine.
-+ Added AnalyticDoubleBarrierEngine.
-+ Added VannaVolgaDoubleBarrierEngine.
-+ Added WulinYongDoubleBarrierEngine.
-+ Added InterpolatingCPICapFloorEngine.
++ Fixed inflation index reference period
 
-TESTS
+INSTRUMENTS
 
-+ Added theta pertubation in AmericanOption & DividendOption tests.
-+ Added tests for China SSE and IB calendars and a missing Chinese holiday
-+ Added Test : Chambers-Nawalkha implied vol approximation
-+ Added CapFloored coupon tests.
-+ Added Digital Coupon tests.
++ Added normal implied vol cap floor
++ Added Bachelier volatility for CapFloor
diff --git a/src/BermudanSwaption/BermudanSwaption.csproj b/src/BermudanSwaption/BermudanSwaption.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>BermudanSwaption</AssemblyName>
diff --git a/src/Bonds/Bonds.csproj b/src/Bonds/Bonds.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Bonds</AssemblyName>
diff --git a/src/CVAIRS/CVAIRS.csproj b/src/CVAIRS/CVAIRS.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>CVAIRS</AssemblyName>
diff --git a/src/CallableBonds/CallableBonds.csproj b/src/CallableBonds/CallableBonds.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>CallableBonds</AssemblyName>
diff --git a/src/EquityOption/EquityOption.csproj b/src/EquityOption/EquityOption.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>EquityOption</AssemblyName>
diff --git a/src/FRA/FRA.csproj b/src/FRA/FRA.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>FRA</AssemblyName>
diff --git a/src/FittedBondCurve/FittedBondCurve.csproj b/src/FittedBondCurve/FittedBondCurve.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>FittedBondCurve</AssemblyName>
diff --git a/src/QLNet.Old/AssemblyInfo.cs b/src/QLNet.Old/AssemblyInfo.cs
@@ -30,5 +30,5 @@
 //
 // È possibile specificare tutti i valori o impostare come predefiniti i valori Numero revisione e Numero build 
 // utilizzando l'asterisco (*) come descritto di seguito:
-[assembly: AssemblyVersion( "1.9.1.0" )]
-[assembly: AssemblyFileVersion( "1.9.1.0" )]
+[assembly: AssemblyVersion( "1.9.2.0" )]
+[assembly: AssemblyFileVersion( "1.9.2.0" )]
diff --git a/src/QLNet/QLNet.csproj b/src/QLNet/QLNet.csproj
@@ -1,13 +1,21 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45;net40;netstandard1.6;netcoreapp1.1</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>QLNet</AssemblyName>
     <PackageId>QLNet</PackageId>
     <PackageTargetFallback Condition=" '$(TargetFramework)' == 'netstandard1.6' ">$(PackageTargetFallback);dnxcore50</PackageTargetFallback>
     <NetStandardImplicitPackageVersion Condition=" '$(TargetFramework)' == 'netstandard1.6' ">1.6.0</NetStandardImplicitPackageVersion>
+    <Authors>Andrea Maggiulli</Authors>
+    <Company />
+    <Description>A free/open-source library for quantitative finance</Description>
+    <Copyright>Copyright (c) 2008-2017 Andrea Maggiulli (a.maggiulli@gmail.com)</Copyright>
+    <PackageLicenseUrl>http://qlnet.sourceforge.net/License.html</PackageLicenseUrl>
+    <PackageProjectUrl>http://github.com/amaggiulli/qlnet</PackageProjectUrl>
+    <PackageTags>QLNet QuantLib quantitative finance financial</PackageTags>
+    <GeneratePackageOnBuild>False</GeneratePackageOnBuild>
   </PropertyGroup>
  
   <ItemGroup Condition=" '$(TargetFramework)' == 'net45' ">
diff --git a/src/Repo/Repo.csproj b/src/Repo/Repo.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Repo</AssemblyName>
diff --git a/src/Swap/Swap.csproj b/src/Swap/Swap.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Swap</AssemblyName>
diff --git a/tests/QLNet.Tests.Old/AssemblyInfo.cs b/tests/QLNet.Tests.Old/AssemblyInfo.cs
@@ -35,5 +35,5 @@
 //
 // È possibile specificare tutti i valori oppure impostare i valori predefiniti per i numeri relativi alla build e alla revisione 
 // utilizzando l'asterisco (*) come descritto di seguito:
-[assembly: AssemblyVersion( "1.9.1.0" )]
-[assembly: AssemblyFileVersion( "1.9.0.0" )]
+[assembly: AssemblyVersion( "1.9.2.0" )]
+[assembly: AssemblyFileVersion( "1.9.2.0" )]
diff --git a/tests/QLNet.Tests/QLNet.Tests.csproj b/tests/QLNet.Tests/QLNet.Tests.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.1</VersionPrefix>
+    <VersionPrefix>1.9.2</VersionPrefix>
     <TargetFramework>net45</TargetFramework>
     <AssemblyName>QLNet.Tests</AssemblyName>
     <PackageId>QLNet.Tests</PackageId>
