QLNet 1.12.0

amaggiulli · amaggiulli · commit daa72010d46a · 2021-11-24T17:15:02.000+01:00
diff --git a/ChangeLog.txt b/ChangeLog.txt
diff --git a/LICENSE b/LICENSE
@@ -1,6 +1,6 @@
 BSD 3-Clause QLNet License
 
-Copyright (c) 2018, Andrea Maggiulli
+Copyright (c) 2018-2021, Andrea Maggiulli
 All rights reserved.
 
 Redistribution and use in source and binary forms, with or without
diff --git a/News.txt b/News.txt
@@ -1,38 +1,35 @@
-QLNet 1.11.4
+QLNet 1.12.0
 =========================
 
-QLNet 1.11.4
+QLNet 1.12.0
 A detailed list of changes is available in ChangeLog.txt.
 
-WARNING : This is the last version supporting old Visual Studio projects, with
-the upcoming version 1.12 the QLNetOld.sln will be removed and a general cleanup
-will be done. 
-
-MATH 
-
-+ Added Cumulative Gamma distribution
+FRAMEWORK
 
-INSTRUMENTS
++ Removed QLNet old framework solution
++ Updated tests to use only xunit
++ Updated library to netstandard 2.1
++ Updated test suite to .Net Core 5
++ Updated samples to .Net Core 5
 
-+ Fixed Weighted Average Life calculation for past dates
+MATH 
 
-TERMSTRUCTURES
++ Fixed LineSearchBasedMethod.minimize, thx @hhaldn for spotting it.
 
-+ Added Quanto Term Structure
+CALENDARS
 
-METHODS
++ Fixed Denmark holidays, thx @hhaldn
++ Added Austrian, French and Chilean calendars
++ Updated all existing calendars up to 2021
 
-+ Added Cranck-Nicholson, Method of Lines & TrBDF2 schemes 
+TIME
 
-ENGINES
++ Added utility Date.ToDateTime() method
++ Fixed ActualActualISMA daycounter calculation for long/short final periods, thanks @kristofferpagels.
+ 
 
-+ Fixed Broadie-Kaya exact scheme [Heston process]
-+ Added Monte Carlo Barrier Engine
-+ Fixed AdaptiveRungeKutta
-+ Added Cumulative & Inverse Cumulative Chi² Distrib
+TERMSTRUCTURES
 
-FRAMEWORK
++ Fixed helpers sort for Piecewise Curves
 
-+ Added more QLNet Exceptions
-+ Bug fixing and refactoring.
 
diff --git a/appveyor.yml b/appveyor.yml
@@ -21,7 +21,7 @@
   after_build:
     - cmd: dotnet pack src/qlnet/qlnet.csproj -c Release -o ./
   artifacts:
-    - path: src\QLNet\bin\Release\netstandard1.2\QLNet.dll
+    - path: src\QLNet\bin\Release\netstandard2.1\QLNet.dll
       name: Windows
     - path: .\*.nupkg
       name: ng
@@ -32,7 +32,7 @@
     description: QLNet 1.12.0 
     auth_token:
       secure: rK95hgNgZt9ybzXBJ/1W0nbqsG/aENQ22eyY2qxn5xjbi7ZEjv+5BmNjY/l1cAYH
-    artifact: src\QLNet\bin\Release\netstandard1.2\QLNet.dll
+    artifact: src\QLNet\bin\Release\netstandard2.1\QLNet.dll
     draft: false
     force_update: false
   - provider: NuGet
diff --git a/samples/BermudanSwaption/BermudanSwaption.csproj b/samples/BermudanSwaption/BermudanSwaption.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>BermudanSwaption</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/Bonds/Bonds.csproj b/samples/Bonds/Bonds.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Bonds</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/CVAIRS/CVAIRS.csproj b/samples/CVAIRS/CVAIRS.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>CVAIRS</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/CallableBonds/CallableBonds.csproj b/samples/CallableBonds/CallableBonds.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>CallableBonds</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/ConvertibleBonds/ConvertibleBonds.csproj b/samples/ConvertibleBonds/ConvertibleBonds.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.3</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>ConvertibleBonds</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/EquityOption/EquityOption.csproj b/samples/EquityOption/EquityOption.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>EquityOption</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/FRA/FRA.csproj b/samples/FRA/FRA.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>FRA</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/FittedBondCurve/FittedBondCurve.csproj b/samples/FittedBondCurve/FittedBondCurve.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>FittedBondCurve</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/Repo/Repo.csproj b/samples/Repo/Repo.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Repo</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/samples/Swap/Swap.csproj b/samples/Swap/Swap.csproj
@@ -1,7 +1,7 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>net5.0</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Swap</AssemblyName>
@@ -12,7 +12,7 @@
   </PropertyGroup>
  
   <ItemGroup>
-    <PackageReference Include="QLNet" Version="1.11.4" />
+    <PackageReference Include="QLNet" Version="1.12.0" />
   </ItemGroup>
 
 </Project>
diff --git a/src/QLNet/QLNet.csproj b/src/QLNet/QLNet.csproj
@@ -1,16 +1,16 @@
 ﻿<Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.11.4</VersionPrefix>
+    <VersionPrefix>1.12.0</VersionPrefix>
     <TargetFrameworks>netstandard2.1</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>QLNet</AssemblyName>
     <PackageId>QLNet</PackageId>
-    <PackageVersion>1.11.4</PackageVersion>
+    <PackageVersion>1.12.0</PackageVersion>
     <Authors>Andrea Maggiulli</Authors>
     <Company />
     <Description>A free/open-source library for quantitative finance</Description>
-    <Copyright>Copyright (c) 2008-2020 Andrea Maggiulli (a.maggiulli@gmail.com)</Copyright>
+    <Copyright>Copyright (c) 2008-2021 Andrea Maggiulli (a.maggiulli@gmail.com)</Copyright>
     <PackageLicenseUrl>https://github.com/amaggiulli/QLNet/blob/develop/LICENSE</PackageLicenseUrl>
     <PackageProjectUrl>http://github.com/amaggiulli/qlnet</PackageProjectUrl>
     <PackageTags>QLNet QuantLib quantitative finance financial</PackageTags>
