commit b93fbb567855734e86d177abec39682986a3e1a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Nov 2019 12:07:45 +0100

    Boost.Timer requires Boost.Chrono on Windows.

 test-suite/paralleltestrunner.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 92fe098842c218e97861790c3705f1a67bb122a0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Nov 2019 14:02:59 +0100

    Use new Boost timer in parallel test runner.

 test-suite/paralleltestrunner.hpp | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

commit 0f715172a1063aad6e63c34a6fd4ea595435572f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 23 Nov 2019 18:06:29 +0100

    Remove unused headers.

 test-suite/dividendoption.cpp | 2 --
 test-suite/europeanoption.cpp | 1 -
 2 files changed, 3 deletions(-)

commit fc06be89d5640b03e1239ca19280139e0df69a15
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 23 Nov 2019 17:57:29 +0100

    Use correct conversion to bool.

 ql/instruments/swap.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 5b4e6a50edebc7cbe75b4e4141531b81e75ca4a8
Merge: a9ccc6489 dfaf8cc78
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Nov 2019 11:20:14 +0100

    Merge pull request #726.

commit a9ccc6489d9ee71737c0db3c905bc27c5fb2544a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Nov 2019 09:50:25 +0100

    Try speeding up compilation in AppVeyor build.

 .appveyor/Directory.Build.props | 1 +
 1 file changed, 1 insertion(+)

commit d3753e437501374d08c606834d951aaae3c12728
Merge: b46a528e7 0dc4b5693
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Nov 2019 15:21:33 +0100

    Merge pull request #725.

commit dfaf8cc782227744b4a88c7f6a3e207f8ef2023c
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 20 Nov 2019 12:47:10 +0100

    comparisons should be const

 ql/handle.hpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 0dc4b569314489c881f2cd5e51d1f1275ecbd174
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2019 17:32:08 +0100

    Add AppVeyor configuration.

 .appveyor.yml                   | 17 +++++++++++++++++
 .appveyor/Directory.Build.props | 14 ++++++++++++++
 test-suite/testsuite.vcxproj    |  8 ++++----
 3 files changed, 35 insertions(+), 4 deletions(-)

commit b46a528e70cb10df7d647609163ea2814156ea3e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2019 15:13:03 +0100

    Update list of copyrights.

 Docs/pages/license.docs | 5 ++++-
 LICENSE.TXT             | 5 ++++-
 ql/version.cpp          | 2 +-
 ql/version.hpp          | 3 ++-
 4 files changed, 11 insertions(+), 4 deletions(-)

commit ab752b7f6291c37e5a96d6ced4436b17493c5384
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2019 14:02:40 +0100

    Fix spelling in output message.

 Examples/GlobalOptimizer/GlobalOptimizer.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit e788751ac005e348f50e0ccfba773c4c2afd74a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2019 13:38:54 +0100

    Format test messages.

 test-suite/capfloor.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 29a3538b2ad7d3fcf3c636f833e980d7d870e798
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Nov 2019 10:47:29 +0100

    Remove warnings in doc generation and fix an error in docs.

 Docs/quantlib.doxy                                  | 13 +++++++++----
 ql/experimental/math/multidimintegrator.hpp         |  8 +++-----
 ql/termstructures/yield/nonlinearfittingmethods.hpp |  2 +-
 3 files changed, 13 insertions(+), 10 deletions(-)

commit 0a969b22b318653981693038c1db74dbf4b07af1
Merge: 70e9273c7 9f447d683
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2019 15:55:46 +0100

    Merge pull request #720.

commit 70e9273c7d9a922b67dde83590022a37d1403da1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2019 15:33:51 +0100

    Fix comparison in test.

 test-suite/piecewiseyieldcurve.cpp | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

commit fa76aa234f7a4f0e5ae48997fd2bf3edb2d490ed
Merge: 041bf63e5 c3e170e99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2019 13:10:06 +0100

    Merge pull request #706.

commit c3e170e999da4f820d4cbe4cbc53e4537eed5c18
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2019 12:40:03 +0100

    Make parameter selection less awkward.

 test-suite/forwardrateagreement.cpp | 34 ++++++++++------------------------
 test-suite/piecewiseyieldcurve.cpp  | 14 ++++++++------
 2 files changed, 18 insertions(+), 30 deletions(-)

commit 54bce0c771d5e9cecfec4973597a6195722096c0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2019 11:59:32 +0100

    Remove constness from data member.

 ql/instruments/forwardrateagreement.cpp |  2 +-
 ql/instruments/forwardrateagreement.hpp |  4 ++--
 ql/termstructures/yield/ratehelpers.cpp | 16 ++++++++--------
 ql/termstructures/yield/ratehelpers.hpp | 18 +++++++++---------
 4 files changed, 20 insertions(+), 20 deletions(-)

commit 041bf63e5311ae4c6b1ba0cacd6330ea8196720b
Merge: 21d417fe2 fc1feda8e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2019 10:59:13 +0100

    Merge pull request #648.

commit 39b3c4abdb732a2c0a01cf37db24129ec9808620
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Tue, 12 Nov 2019 18:29:37 +0100

    make indexed coupon usage a ctor argument for the time being

 ql/instruments/forwardrateagreement.cpp | 30 +++++++--------
 ql/instruments/forwardrateagreement.hpp |  4 +-
 ql/termstructures/yield/ratehelpers.cpp | 67 +++++++++++++++++++--------------
 ql/termstructures/yield/ratehelpers.hpp | 27 ++++++++-----
 test-suite/forwardrateagreement.cpp     | 45 ++++++++++++++++++----
 test-suite/piecewiseyieldcurve.cpp      | 10 ++++-
 6 files changed, 119 insertions(+), 64 deletions(-)

commit 21d417fe2cb8fbafb14d2d699c9cfceae025fa58
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Nov 2019 18:06:14 +0100

    No need to deprecate experimental features.

 .../finitedifferences/fdmextendedornsteinuhlenbeckop.hpp            | 6 ------
 1 file changed, 6 deletions(-)

commit 8af44999b1ea4119c443138b5839848305ede383
Merge: 25fd833b4 3f07c95b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Nov 2019 16:38:49 +0100

    Merge pull request #719.

commit fc1feda8ef6fd5f0da250ac26f8423417fef728c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Nov 2019 15:01:33 +0100

    Use type enum instead of bool.

 ql/pricingengines/bond/bondfunctions.cpp | 4 ++--
 ql/pricingengines/bond/bondfunctions.hpp | 6 +++---
 test-suite/bonds.cpp                     | 4 ++--
 3 files changed, 7 insertions(+), 7 deletions(-)

commit 344cce864168cc95262cab50c110018d0e3a1915
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Nov 2019 14:19:16 +0100

    Move Price inner class from Callability to Bond.

 Examples/CallableBonds/CallableBonds.cpp           |  5 ++---
 Examples/ConvertibleBonds/ConvertibleBonds.cpp     | 20 +++++++----------
 ql/experimental/callablebonds/callablebond.cpp     |  3 +--
 .../convertiblebonds/convertiblebond.cpp           |  3 +--
 .../convertiblebonds/convertiblebond.hpp           |  2 +-
 ql/instruments/bond.hpp                            | 16 +++++++++++++
 ql/instruments/callabilityschedule.hpp             | 26 ++++++++--------------
 7 files changed, 38 insertions(+), 37 deletions(-)

commit 25fd833b410929a8de2de3d736c6566297b11a29
Merge: d7d809f0c 9e0a68309
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Nov 2019 10:31:43 +0100

    Merge pull request #665.

commit 9e0a6830903bc7c516ad96cedc0fbced11cad7fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Nov 2019 15:25:05 +0100

    Fix line endings.

 test-suite/bonds.cpp | 3094 +++++++++++++++++++++++++-------------------------
 1 file changed, 1547 insertions(+), 1547 deletions(-)

commit d7d809f0c1a3b0a58ecb7a64bf55ff0c98d33092
Merge: 4d057d6d1 6bcb158b0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Nov 2019 13:36:43 +0100

    Merge pull request #716.

commit 9f447d6836d7f19f188e7c87a6d6bcdcaea05360
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Nov 2019 13:06:04 +0100

    Let a fitted bond curve work correctly as an evaluator.

 .../yield/fittedbonddiscountcurve.cpp              | 22 ++++---
 test-suite/Makefile.am                             |  1 +
 test-suite/fittedbonddiscountcurve.cpp             | 67 ++++++++++++++++++++++
 test-suite/fittedbonddiscountcurve.hpp             | 35 +++++++++++
 test-suite/quantlibtestsuite.cpp                   |  2 +
 test-suite/testsuite.vcxproj                       |  2 +
 test-suite/testsuite.vcxproj.filters               |  6 ++
 7 files changed, 128 insertions(+), 7 deletions(-)

commit 3f07c95b5ea2084796ff1d3ca8e3c8a17c0106e0
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 9 Nov 2019 20:02:51 +0100

    added theta exception tests

 test-suite/dividendoption.cpp | 11 +++++++++++
 1 file changed, 11 insertions(+)

commit 98f7f46abc3c1d31b274d1d96e4ce270787d0974
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 8 Nov 2019 11:05:16 +0100

    formatting

 test-suite/dividendoption.cpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit d14c8ad900900f8210222310d40145222b1fcf76
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 8 Nov 2019 11:03:56 +0100

    fixed theta issue if discrete dividend is payed today

 .../finitedifferences/finitedifferencemodel.hpp    |  6 ++-
 .../meshers/fdmblackscholesmesher.cpp              |  2 +-
 .../finitedifferences/solvers/fdm1dimsolver.cpp    |  4 +-
 .../finitedifferences/solvers/fdm2dimsolver.cpp    |  4 +-
 .../finitedifferences/solvers/fdm3dimsolver.cpp    |  5 ++-
 .../finitedifferences/solvers/fdmndimsolver.hpp    |  5 ++-
 .../vanilla/fdblackscholesvanillaengine.cpp        |  4 +-
 test-suite/dividendoption.cpp                      | 47 +++++++++++++++-------
 8 files changed, 50 insertions(+), 27 deletions(-)

commit dd37b868aa318c63b70b03aeba24ceb4d62535ec
Merge: 4d057d6d1 bcca36925
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Thu, 7 Nov 2019 10:24:42 +0100

    Merge pull request #1 from lballabio/deprecated-fd-dividend
    
    Deprecate remaining old-style FD dividend options.

commit bcca369252c4dd77000809f14d0d78d57a964de1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 Nov 2019 12:27:39 +0100

    Separate testing for null dividends and dividend on today's date.

 test-suite/dividendoption.cpp | 87 +++++++++++++++++++++++++++++++++++++++----
 test-suite/dividendoption.hpp |  2 +
 2 files changed, 82 insertions(+), 7 deletions(-)

commit 5a160015c42bab17a0da9ed86a491b3778ab4416
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Mon, 4 Nov 2019 14:28:37 +0100

    Update .travis.yml

 .travis.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 2f2a15ebdbd4a6dfe778c60ebd1e32304f249d13
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Mon, 4 Nov 2019 13:17:51 +0100

    Update .travis.yml

 .travis.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 6bcb158b07e8ded28f204ec07bdc8bc3419e28de
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 1 Nov 2019 20:11:59 +0100

    looks like Codacy has an issue with boost::assign syntax.

 test-suite/andreasenhugevolatilityinterpl.cpp | 21 +++++++++++----------
 1 file changed, 11 insertions(+), 10 deletions(-)

commit 60635964999d07ccd9fadc4bdca1c85cb4563c3b
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 1 Nov 2019 19:54:39 +0100

    added more benchmark results

 test-suite/quantlibbenchmark.cpp | 56 +++++++++++++++++++++-------------------
 1 file changed, 30 insertions(+), 26 deletions(-)

commit b3a0a401abb0a1d1ae9d2f229c86e1f017880912
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 1 Nov 2019 19:52:44 +0100

    added high precision flat vol test case for Andreasen-Huge interlation

 test-suite/andreasenhugevolatilityinterpl.cpp | 68 ++++++++++++++++++++++++++-
 test-suite/andreasenhugevolatilityinterpl.hpp |  1 +
 2 files changed, 68 insertions(+), 1 deletion(-)

commit 7ba69d7f13f121b79beee1b01b2bf13cbb9dacbb
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Sat, 26 Oct 2019 20:43:46 +0200

    updated documentation

 Examples/CDS/CDS.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 7801d904e44d6502bda4b6f56ddf449bbe98eaa4
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 26 Oct 2019 01:09:24 +0200

    * updated documentation
    * small improvements

 Examples/CDS/CDS.cpp                       |  2 +-
 ql/cashflows/iborcoupon.cpp                | 14 +++++++-------
 ql/cashflows/iborcoupon.hpp                |  6 +++---
 ql/pricingengines/credit/isdacdsengine.hpp |  4 ++--
 ql/userconfig.hpp                          |  2 +-
 test-suite/capfloor.cpp                    | 18 +++++++++---------
 test-suite/cashflows.cpp                   |  2 +-
 test-suite/creditdefaultswap.cpp           |  2 +-
 test-suite/inflationcpiswap.cpp            |  2 +-
 test-suite/piecewiseyieldcurve.cpp         |  2 +-
 test-suite/swap.cpp                        |  2 +-
 test-suite/swaption.cpp                    |  2 +-
 12 files changed, 29 insertions(+), 29 deletions(-)

commit 2fcb05182697aa9e089860985aeab7e10bb78c6e
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 26 Oct 2019 00:17:19 +0200

    changed to 'static void IborCoupons::createIndexedCoupons();'

 Examples/CDS/CDS.cpp               |  3 +-
 ql/cashflows/iborcoupon.cpp        | 25 ++++++++++++++--
 ql/cashflows/iborcoupon.hpp        | 40 +++++++++++++++++--------
 ql/settings.cpp                    | 12 ++------
 ql/settings.hpp                    | 23 +--------------
 test-suite/assetswap.cpp           |  8 ++---
 test-suite/basismodels.cpp         |  3 +-
 test-suite/bermudanswaption.cpp    |  7 +++--
 test-suite/bonds.cpp               |  9 +++---
 test-suite/capfloor.cpp            |  2 +-
 test-suite/cashflows.cpp           |  2 +-
 test-suite/catbonds.cpp            |  7 +++--
 test-suite/creditdefaultswap.cpp   |  3 +-
 test-suite/inflationcpiswap.cpp    |  3 +-
 test-suite/libormarketmodel.cpp    |  4 +--
 test-suite/optionletstripper.cpp   |  4 +--
 test-suite/piecewiseyieldcurve.cpp |  3 +-
 test-suite/shortratemodels.cpp     |  9 +++---
 test-suite/swap.cpp                | 60 +-------------------------------------
 test-suite/swap.hpp                |  1 -
 test-suite/swaption.cpp            |  3 +-
 21 files changed, 95 insertions(+), 136 deletions(-)

commit 4d057d6d1d30892943403b6828f2b14e881f45fd
Merge: 98857e7b1 2544207f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Oct 2019 18:40:56 +0200

    Merge pull request #711.

commit d5f30a71757599d646ec7383bc436f7dfedb0af7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Oct 2019 10:12:51 +0200

    Deprecate remaining old-style FD dividend options.
    
    Replacing them with the new FD Black-Scholes option causes a few tests
    to fail.  We should check if the new-style option can be made to pass them.

 .../vanilla/fddividendamericanengine.hpp           | 18 ++----
 .../vanilla/fddividendeuropeanengine.hpp           | 18 ++----
 test-suite/dividendoption.cpp                      | 64 +++++++++-------------
 3 files changed, 37 insertions(+), 63 deletions(-)

commit 98857e7b14892fb9211b1d75b7d5c936a7810a32
Merge: 1bb0fa0f4 86de95005
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Oct 2019 13:59:06 +0200

    Merge pull request #708.

commit 2544207f0a278296a0aa932a676b9559e3a04bf2
Author: Tom Anderson <twic@urchin.earth.li>
Date:   Tue, 22 Oct 2019 15:06:51 +0100

    Tweak assertion messages to indicate what implementation has not been provided

 ql/time/calendar.cpp   |  4 ++--
 ql/time/calendar.hpp   | 10 +++++-----
 ql/time/daycounter.hpp |  6 +++---
 3 files changed, 10 insertions(+), 10 deletions(-)

commit 1bb0fa0f4c5ddc5bcb65254a6be2db3e78ab52e5
Merge: 22f2c8497 82e4c9db1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Oct 2019 11:50:29 +0200

    Merge pull request #674.

commit a5a7831ff1d8c9522482b9f189a8652ac5e05cc0
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Tue, 22 Oct 2019 10:44:06 +0200

    Update iborcoupon.cpp

 ql/cashflows/iborcoupon.cpp | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

commit d75e2b7724fab50ed6958c6ce2cd0965b6c802cd
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Mon, 21 Oct 2019 19:32:59 +0200

    added a test case for changing Settings::instance().createIndexedCoupons()

 test-suite/swap.cpp | 58 +++++++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/swap.hpp |  1 +
 2 files changed, 59 insertions(+)

commit 22f2c84973b038a7274ffefd5deee30fb04ef19f
Merge: 6220b8c46 7e2954ffa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Oct 2019 09:54:52 +0200

    Merge pull request #682.

commit 30dd37a9e0804db071a13a387f0066f0ea2f330a
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 19 Oct 2019 21:48:38 +0200

    Rolled back auto-formatting changes

 test-suite/bonds.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 911a51787a4107f46df66898fdfce90813fd7605
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 19 Oct 2019 19:59:31 +0200

    Documenting "the thing more thoroughly".

 ql/settings.hpp | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

commit 228117cdcce3fbc1a99ce5720b2da636aec7b613
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 19 Oct 2019 18:57:38 +0200

    Changed a new testcase

 test-suite/bonds.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit cdbc41cb5bae53957d30d55c26df0b7c34bab97c
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 19 Oct 2019 18:25:50 +0200

    Added
        bool IborCoupon::isAtPar() const;

 ql/cashflows/iborcoupon.cpp | 2 ++
 ql/cashflows/iborcoupon.hpp | 3 +++
 2 files changed, 5 insertions(+)

commit 44197af2c2586e004f7ed2f276d875fe7ae477b2
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 19 Oct 2019 18:04:12 +0200

    Renamed "Settings::instance().useIndexedCoupon()" to "Settings::instance().createIndexedCoupons()"

 Examples/CDS/CDS.cpp                       |    4 +-
 ql/cashflows/iborcoupon.cpp                |    2 +-
 ql/cashflows/iborcoupon.hpp                |    2 +-
 ql/pricingengines/credit/isdacdsengine.hpp |    2 +-
 ql/settings.cpp                            |   10 +-
 ql/settings.hpp                            |   16 +-
 ql/userconfig.hpp                          |    2 +-
 test-suite/assetswap.cpp                   |    8 +-
 test-suite/basismodels.cpp                 |    2 +-
 test-suite/bermudanswaption.cpp            |    6 +-
 test-suite/bonds.cpp                       | 3068 ++++++++++++++--------------
 test-suite/capfloor.cpp                    |    2 +-
 test-suite/cashflows.cpp                   |    2 +-
 test-suite/catbonds.cpp                    |    6 +-
 test-suite/creditdefaultswap.cpp           |    2 +-
 test-suite/inflationcpiswap.cpp            |    2 +-
 test-suite/libormarketmodel.cpp            |    4 +-
 test-suite/optionletstripper.cpp           |    4 +-
 test-suite/piecewiseyieldcurve.cpp         |    2 +-
 test-suite/shortratemodels.cpp             |    8 +-
 test-suite/swap.cpp                        |    2 +-
 test-suite/swaption.cpp                    |    2 +-
 22 files changed, 1579 insertions(+), 1579 deletions(-)

commit 86de95005efae981f470bcedf75ec5b2a27b3b23
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 18 Oct 2019 17:36:30 +0200

    Add pillar choice to OIS rate helpers.

 ql/termstructures/yield/oisratehelper.cpp | 33 ++++++++++++++-
 ql/termstructures/yield/oisratehelper.hpp |  5 ++-
 test-suite/overnightindexedswap.cpp       | 70 +++++++++++++++++++++++++++++++
 test-suite/overnightindexedswap.hpp       |  1 +
 4 files changed, 107 insertions(+), 2 deletions(-)

commit 6220b8c460e2499d49719cd29566b606360b0fea
Merge: d19ec6ce5 ddfba1c8c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 17 Oct 2019 16:43:25 +0200

    Merge pull request #704.

commit d19ec6ce574ca234458b013241b85d73083e3526
Merge: 9ffba01fc 764f55550
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 17 Oct 2019 15:12:00 +0200

    Merge pull request #679.

commit 9ffba01fc7be4ff61b2270775dbe89dfd5b98e4f
Merge: 086121770 3b09a835c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 17 Oct 2019 14:41:17 +0200

    Merge pull request #702.

commit 764f555500ba54212495c7a02d4ae538724d5574
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 17 Oct 2019 10:04:01 +0200

    Use typedef for bootstrap class.

 ql/termstructures/yield/piecewiseyieldcurve.hpp | 15 ++++++++-------
 test-suite/piecewiseyieldcurve.cpp              | 10 +++++-----
 2 files changed, 13 insertions(+), 12 deletions(-)

commit 086121770a5b85dc8bf252898a6256fbb8484662
Merge: e97ed537e 0e0433bbd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2019 09:55:52 +0200

    Merge pull request #707.

commit 7bff8ef8adc23e6151f51697869d537529458112
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 13 Oct 2019 20:25:53 +0200

    fix macro name

 ql/termstructures/yield/ratehelpers.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit caf2aba04796739aa06277d0c7a68fcc5a09f0bd
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sun, 13 Oct 2019 17:55:23 +0200

    the unit test makes more sense this way?

 test-suite/forwardrateagreement.cpp | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

commit 0e0433bbd8a96d13cd22f289e5f7d0200b1f0a99
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Sun, 13 Oct 2019 11:37:23 +0800

    fixed bug for china national hoilday error in 2019

 ql/time/calendars/china.cpp | 2 +-
 test-suite/calendars.cpp    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 153667c083ed1e937b1325936dac07fc1a0043bd
Merge: c015866cb e97ed537e
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sun, 13 Oct 2019 09:09:54 +0800

    Merge pull request #4 from lballabio/master
    
    merge from upstream

commit a7c8ad6ebd5c24707cfd75c663cdc03d169d4309
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 12 Oct 2019 21:31:44 +0200

    supposed fix for another fra unit test, did not check the outcome yet actually

 test-suite/forwardrateagreement.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 6286c6e199ec2599ec58a8af0fe51bb023ae55c2
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 12 Oct 2019 20:36:18 +0200

    whitespace cleanup

 ql/termstructures/yield/ratehelpers.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit eae7fb16510aa8053f971e1b19a9dba94e0a963f
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 12 Oct 2019 20:16:08 +0200

    par approximation for FRAs

 ql/instruments/forwardrateagreement.cpp | 23 +++++++++++++++++------
 ql/instruments/forwardrateagreement.hpp |  3 +++
 ql/termstructures/yield/ratehelpers.cpp | 10 ++++++++++
 ql/termstructures/yield/ratehelpers.hpp |  3 +++
 test-suite/piecewiseyieldcurve.cpp      |  3 ++-
 5 files changed, 35 insertions(+), 7 deletions(-)

commit e97ed537e3101c7b830b9948fb794e2dcd293f3f
Merge: 5cc4b302b fca6a9661
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Oct 2019 10:36:38 +0200

    Merge pull request #656.

commit ddfba1c8c82d1e7cf05d895020a9d526c9521283
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 5 Oct 2019 11:42:15 +0200

    shorten comments

 ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp | 3 ---
 1 file changed, 3 deletions(-)

commit 4e60ed831b1f9e57c5c8f5b30b7d6898d225265d
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 5 Oct 2019 00:50:17 +0200

    added visual studio project updates

 QuantLib.vcxproj                                           | 4 +++-
 QuantLib.vcxproj.filters                                   | 8 +++++++-
 ql/methods/finitedifferences/solvers/fdmbackwardsolver.cpp | 4 ++--
 3 files changed, 12 insertions(+), 4 deletions(-)

commit 67acc628102bc8178e4851ffa31aed8b1d15d945
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 5 Oct 2019 00:41:17 +0200

    Crank-Nicolson PDE scheme
    
    In one dimension the Crank-Nicolson scheme is equivalent to the Douglas
    scheme and in higher dimensions it is usually inferior to operator
    splitting methods.

 ql/methods/finitedifferences/schemes/Makefile.am   |   2 +
 ql/methods/finitedifferences/schemes/all.hpp       |   1 +
 .../schemes/cranknicolsonscheme.cpp                |  56 +++++++++
 .../schemes/cranknicolsonscheme.hpp                |  70 +++++++++++
 .../schemes/expliciteulerscheme.cpp                |  12 +-
 .../schemes/expliciteulerscheme.hpp                |   3 +
 .../schemes/impliciteulerscheme.cpp                |  14 ++-
 .../schemes/impliciteulerscheme.hpp                |   5 +-
 .../solvers/fdmbackwardsolver.cpp                  |  14 +++
 .../solvers/fdmbackwardsolver.hpp                  |   6 +-
 test-suite/barrieroption.cpp                       |   7 +-
 test-suite/europeanoption.cpp                      | 132 +++++++++++++++++++--
 test-suite/europeanoption.hpp                      |   1 +
 test-suite/fdheston.cpp                            |  59 +++++++--
 test-suite/fdheston.hpp                            |   2 +-
 15 files changed, 344 insertions(+), 40 deletions(-)

commit fca6a96617cfa9550c486deb0e9341d54208a976
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Fri, 4 Oct 2019 16:32:20 +0200

    Using "*std::max_element(times.begin(), times.end())" instead of "lattice->timeGrid().back()"

 ql/pricingengines/swap/treeswapengine.cpp | 26 +++++++++++---------------
 1 file changed, 11 insertions(+), 15 deletions(-)

commit 5cc4b302b03c822fd80a7d34e99e6a5a45f7e848
Merge: d135721ba 614b940cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Oct 2019 15:42:23 +0200

    Merge pull request #701.

commit 3b09a835c42cd4d86f4c89e65d6fe85ca9a1f8b3
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 4 Oct 2019 14:21:31 +0200

    fixed single argument constructor

 ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp | 2 +-
 ql/pricingengines/vanilla/fdhestonvanillaengine.hpp       | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit e4161a1c224cc52cff69b559c1ffcd7428f5030e
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 4 Oct 2019 13:52:12 +0200

    added factory methods for FdHestonVanillaEngine
     and FdBlackScholesVanillaEngine

 .../vanilla/fdblackscholesvanillaengine.cpp        | 77 ++++++++++++++++++++++
 .../vanilla/fdblackscholesvanillaengine.hpp        | 35 ++++++++++
 .../vanilla/fdhestonvanillaengine.cpp              | 70 +++++++++++++++++++-
 .../vanilla/fdhestonvanillaengine.hpp              | 29 ++++++++
 test-suite/dividendoption.cpp                      | 14 ++--
 test-suite/hestonmodel.cpp                         | 31 +++++----
 6 files changed, 235 insertions(+), 21 deletions(-)

commit d4f3f4b009483b9d51a4b98329302cc2e2f7c743
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 2 Oct 2019 18:05:01 +0200

    fixed AnalyticDividendEuropeanEngine
     Use case: cash dividends and dividend yield are given at the same time

 .../vanilla/analyticdividendeuropeanengine.cpp     | 32 ++++++++++++++++------
 test-suite/dividendoption.cpp                      |  6 ++--
 2 files changed, 26 insertions(+), 12 deletions(-)

commit 614b940cc1f8dbb289298e14482767ee71cf961e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 17:29:45 +0200

    Delete unreachable code.

 ql/experimental/credit/basket.cpp       | 5 -----
 ql/experimental/credit/distribution.cpp | 8 --------
 2 files changed, 13 deletions(-)

commit b1865b6d22bf58b38f4047cf3d64ad23fe261d4f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 17:29:29 +0200

    Add undefined methods.

 ql/experimental/credit/basket.cpp | 9 +++++++++
 ql/experimental/credit/basket.hpp | 2 +-
 2 files changed, 10 insertions(+), 1 deletion(-)

commit 12b3ac9daf990b5d74e0037651428efcc84965da
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 17:28:06 +0200

    Remove orphan declaration.

 ql/experimental/coupons/subperiodcoupons.hpp | 2 --
 1 file changed, 2 deletions(-)

commit c22d2bfbe6e1374c19602aa1fa28545768fbda7f
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 2 Oct 2019 16:32:49 +0200

    added escrowed dividend model to Black-Scholes-Merton PDE engine

 .../meshers/fdmblackscholesmesher.cpp              | 22 +++--
 .../meshers/fdmblackscholesmesher.hpp              |  3 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        | 65 +++++++++++---
 .../vanilla/fdblackscholesvanillaengine.hpp        | 33 +++++---
 test-suite/dividendoption.cpp                      | 99 ++++++++++++++++++++++
 test-suite/dividendoption.hpp                      |  2 +
 6 files changed, 186 insertions(+), 38 deletions(-)

commit d135721baf87e22ce75199546ca2a7d08bdd025b
Merge: ac1cbbabf 26e061bd4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 15:24:10 +0200

    Merge pull request #695.

commit ac1cbbabf0ad054764d4a7399921b245b742abe0
Merge: a3010f950 2b6d53b21
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 14:31:26 +0200

    Merge pull request #655.

commit a3010f950dc4f0c03ae72d847653ad1f004d827a
Merge: 7c8b1dda0 742f6e111
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 13:23:02 +0200

    Merge pull request #693.

commit 7c8b1dda0f6bdd166291911b91b247f650cd5cfd
Merge: 959d39acf 331a74c54
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 12:37:33 +0200

    Merge pull request #686.

commit 959d39acf0d85b2d3bd7febdb5bef5da1d325e8e
Merge: 22f98bf6e 93784d40a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 11:35:00 +0200

    Merge pull request #681.

commit 22f98bf6e3b4d8ad3898593ae98d687a40a4a3b8
Merge: e97bf1e9d a4645b8c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 10:56:49 +0200

    Merge pull request #667.

commit e97bf1e9d6c8e437540ff5fc398861ef76aa7b19
Merge: 8a6c34ee7 53ea0c9b6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2019 10:05:45 +0200

    Merge pull request #677.

commit a02ddecaf1bfba9f434b184613232616145d74cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Oct 2019 17:57:13 +0200

    Add checks on regular periods.

 test-suite/schedule.cpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 8a6c34ee7656309276344f8d19cf7ead65037015
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Oct 2019 17:41:56 +0200

    Reduce period before staleness.

 .github/stale.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit cd7bd3dd4f3d6da5252f7b874b4b9a5e9cfc81ad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Sep 2019 14:54:52 +0200

    Boost.Timer requires Boost.Chrono on Windows.

 test-suite/quantlibbenchmark.cpp | 3 +++
 test-suite/quantlibtestsuite.cpp | 3 +++
 2 files changed, 6 insertions(+)

commit aec261e1d42bad4d96655ab3fe2bd0aabc2d0cea
Merge: 57556f3f8 99cfd624e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Sep 2019 14:53:40 +0200

    Merge pull request #660.

commit 99cfd624eb0bf1d941ef42c5e31980325c212d64
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Sep 2019 09:36:38 +0200

    Remove workaround for missing version.
    
    Let the IDE define the platform in that case.

 QuantLib.props | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

commit 57556f3f8b8518aed0b39704b00495134e39c601
Merge: e23cddb49 8f7eda4f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Sep 2019 17:16:19 +0200

    Merge pull request #692.

commit 26e061bd41003a1c98a3cfae564ddd643dcc04e6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Sep 2019 16:34:06 +0200

    Deprecate old dividend engines.

 ql/instruments/dividendvanillaoption.cpp               |  5 ++---
 ql/pricingengines/vanilla/fddividendamericanengine.hpp |  4 ++--
 ql/pricingengines/vanilla/fddividendeuropeanengine.hpp |  4 ++--
 test-suite/dividendoption.cpp                          | 17 ++++++++++-------
 4 files changed, 16 insertions(+), 14 deletions(-)

commit c8e1ad94cf1149bc1ef9d73a814492bc13589986
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Sep 2019 16:33:43 +0200

    Avoid warning.

 ql/pricingengines/vanilla/fdeuropeanengine.hpp | 46 ++++++++++++--------------
 1 file changed, 21 insertions(+), 25 deletions(-)

commit 8f7eda4f0e8fb66d578e77e6adb3a029acd769c7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Sep 2019 11:32:05 +0200

    Update cmake rules for Boost libraries.

 CMakeLists.txt            | 2 +-
 test-suite/CMakeLists.txt | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit e440968ad9f5bbca3151171688fa5c6304b41f73
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Sep 2019 10:59:17 +0200

    Deprecate a few old-style FD engines.

 Examples/EquityOption/EquityOption.cpp             |  20 ++--
 ql/instruments/vanillaoption.cpp                   |   7 +-
 ql/pricingengines/vanilla/fdamericanengine.hpp     |  11 +-
 ql/pricingengines/vanilla/fdbermudanengine.hpp     |  10 +-
 .../vanilla/fddividendamericanengine.hpp           |  13 ++-
 .../vanilla/fddividendeuropeanengine.hpp           |  13 ++-
 ql/pricingengines/vanilla/fdeuropeanengine.hpp     |  10 +-
 test-suite/americanoption.cpp                      |  19 ++--
 test-suite/europeanoption.cpp                      | 116 ++-------------------
 test-suite/europeanoption.hpp                      |   1 -
 test-suite/hestonmodel.cpp                         |   5 +-
 test-suite/mclongstaffschwartzengine.cpp           |   5 +-
 test-suite/quantlibbenchmark.cpp                   |   2 -
 13 files changed, 67 insertions(+), 165 deletions(-)

commit ebe1c6db26e7804ed816fa0b4238fad7f353604b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Sep 2019 09:28:23 +0200

    Remove leftover macros.

 test-suite/asianoptions.cpp            | 4 ----
 test-suite/basketoption.cpp            | 7 -------
 test-suite/digitaloption.cpp           | 2 --
 test-suite/europeanoption.cpp          | 4 +---
 test-suite/extendedtrees.cpp           | 4 +---
 test-suite/lowdiscrepancysequences.cpp | 2 --
 test-suite/utilities.hpp               | 8 --------
 7 files changed, 2 insertions(+), 29 deletions(-)

commit 9589a2dbf5868ce744984dfe4efcdd9a1a6a9446
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 26 Sep 2019 11:28:08 +0200

    Add dependency on Boost.System

 acinclude.m4                     | 38 ++++++++++++++++++++------------------
 test-suite/quantlibbenchmark.cpp |  3 +++
 test-suite/quantlibtestsuite.cpp |  6 ++++++
 3 files changed, 29 insertions(+), 18 deletions(-)

commit 742f6e111582650fcf228909c17d92668a39d352
Author: Kai Striega <kaistriega@gmail.com>
Date:   Thu, 26 Sep 2019 10:24:29 +0800

    Bump errorInSE threshold in test marketmodel
    
    testPathwiseVega failed with a SE of ~3.553 when compiled with VC142
    this commit bumps the threshold value `errorInSE` from 3.5 to 4.0,
    leading to a passing test.
    
    ref: https://github.com/lballabio/QuantLib/issues/335

 test-suite/marketmodel.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 6a43778b80cdf13183459e7ff9b53ac45aad973d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Sep 2019 17:22:15 +0200

    Use new-style timer in test suite.

 test-suite/basketoption.cpp            |  1 -
 test-suite/digitaloption.cpp           |  1 -
 test-suite/europeanoption.cpp          |  1 -
 test-suite/extendedtrees.cpp           |  1 -
 test-suite/lowdiscrepancysequences.cpp |  1 -
 test-suite/quantlibtestsuite.cpp       | 11 ++++++-----
 6 files changed, 6 insertions(+), 10 deletions(-)

commit 97aea9cca57fc0718976c70545e10f0292b3acd1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Sep 2019 15:56:09 +0200

    Replace deprecated timer in benchmark.

 test-suite/quantlibbenchmark.cpp | 12 ++++++++----
 1 file changed, 8 insertions(+), 4 deletions(-)

commit 8c66eb6a0fc6b4dd524692ec7f27cbe1b943a0a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Sep 2019 15:04:43 +0200

    Detect Boost.Timer during configuration.

 acinclude.m4           | 32 ++++++++++++++++++--------------
 test-suite/Makefile.am |  4 ++--
 2 files changed, 20 insertions(+), 16 deletions(-)

commit e23cddb494328a93b10cfa7701486f5509875786
Merge: 7d0d89c3a 708b54bb3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2019 17:39:09 +0200

    Merge pull request #690.

commit 7d0d89c3aec0c4636c7bbf7324239f91898ac7c8
Merge: f349d6fcf 1d62b6ab5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2019 16:51:10 +0200

    Merge pull request #673.

commit f349d6fcfc5e275be1386ec5a171f0bff3e0c129
Merge: ac4e6af95 03081e1b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2019 16:14:39 +0200

    Merge pull request #669.

commit 03081e1b8ff2f7ab48d2efe150d005b9426d7459
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2019 14:57:42 +0200

    Update VC++ projects.

 QuantLib.vcxproj                     | 1 +
 QuantLib.vcxproj.filters             | 1 +
 test-suite/testsuite.vcxproj         | 4 +++-
 test-suite/testsuite.vcxproj.filters | 8 +++++++-
 4 files changed, 12 insertions(+), 2 deletions(-)

commit 708b54bb3387796d580807a50a35f12fe5b29109
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Sep 2019 17:17:02 +0200

    Avoid deprecation warning from Boost.

 test-suite/utilities.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 008289d0500280cb67804df7b3ea19bf0e5e48f4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Sep 2019 16:37:26 +0200

    Use std::size_t throughout.

 ql/version.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 118e3c16bc87d54d00c623386c298724d839e852
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Sep 2019 16:34:11 +0200

    Qualify size_t with namespace std.

 ql/version.cpp | 5 +++--
 ql/version.hpp | 4 +++-
 2 files changed, 6 insertions(+), 3 deletions(-)

commit 53ea0c9b63a0011ec5d0589bde3070c361801dc1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Sep 2019 16:01:14 +0200

    Add typedefs for backward compatibility.

 .../finitedifferences/fdmextendedornsteinuhlenbeckop.hpp           | 7 +++++++
 ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp  | 7 +++++++
 2 files changed, 14 insertions(+)

commit 1d62b6ab54114d110a23922f896805965d7723db
Author: Joel King <j.king.dev@gmail.com>
Date:   Mon, 16 Sep 2019 16:06:50 -0400

    Last errant Timer I missed.

 Examples/MultidimIntegral/MultidimIntegral.cpp | 1 -
 1 file changed, 1 deletion(-)

commit b975b670ee5f217cdde2aff6b8105166d419c142
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Sun, 15 Sep 2019 18:01:53 -0500

    Update calendars.cpp

 test-suite/calendars.cpp | 1 +
 1 file changed, 1 insertion(+)

commit b0864f6dce476e6cd5884e43938319ebbd88f27e
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Sun, 15 Sep 2019 17:31:44 -0500

    Update unitedstates.cpp

 ql/time/calendars/unitedstates.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit baab03ec384d5a06915f2440c8d904aff613628b
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Sun, 15 Sep 2019 17:04:26 -0500

    Update unitedstates.cpp

 ql/time/calendars/unitedstates.cpp | 16 +++++++++++++---
 1 file changed, 13 insertions(+), 3 deletions(-)

commit fb465da92176b3d47da23e374a360c8719383ccd
Merge: 1c7fb6c6c ac4e6af95
Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com>
Date:   Sun, 15 Sep 2019 16:33:14 -0500

    Merge pull request #1 from lballabio/master
    
    update changes as of 09/15/2019

commit 7e2954ffa0049696e11f59402fb6b0c5acb0b343
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Sep 2019 15:25:59 +0200

    Add check on year.

 ql/time/calendars/sweden.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit ac4e6af95b2509c59415c6ecea507c2cb57b4efc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Sep 2019 11:56:04 +0200

    Update Stale configuration.

 .github/stale.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 331e6088ec7fbe76b519a23729ddb507763f04f1
Author: tonyzhipengzhou <54815105+tonyzhipengzhou@users.noreply.github.com>
Date:   Thu, 5 Sep 2019 21:24:22 -0400

    sweden national holiday issue 676

 ql/time/calendars/sweden.cpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit 4e5e5a87f85c5fd55c1974e1636247f9a08ae162
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Sep 2019 08:59:05 +0200

    Update Stale configuration.

 .github/stale.yml | 40 ++++++++++++++++------------------------
 1 file changed, 16 insertions(+), 24 deletions(-)

commit a92afd864140a8707427a9b431f6f0f130e901f1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 4 Sep 2019 16:43:40 +0200

    Add configuration file for Stale app

 .github/stale.yml | 36 ++++++++++++++++++++++++++++++++++++
 1 file changed, 36 insertions(+)

commit 93784d40a577cf05207d6e8480d058b0ff10f4aa
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 30 Aug 2019 11:06:11 +0200

    expose payer flags

 ql/instruments/swap.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 82e4c9db186bc390343be68c20d5182f2700f02e
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Mon, 26 Aug 2019 23:17:12 +0200

    Resolving last comments from @lballabio

 ql/pricingengines/blackformula.cpp                 | 12 ++--
 ql/pricingengines/blackformula.hpp                 |  8 +--
 .../capfloor/bacheliercapfloorengine.cpp           | 27 ++++----
 ql/pricingengines/capfloor/blackcapfloorengine.cpp | 28 ++++----
 test-suite/capfloor.cpp                            | 76 ++++++++++++++--------
 5 files changed, 83 insertions(+), 68 deletions(-)

commit 7a8c695a8b55bea5e06daf553bcf8693b2c9ad52
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Mon, 26 Aug 2019 21:45:33 +0100

    Allow compilation by making typedef public and using it

 ql/termstructures/yield/piecewiseyieldcurve.hpp | 2 +-
 test-suite/piecewiseyieldcurve.cpp              | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit a31d41bfc344e839e1c3577595d279a7594b8407
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Mon, 26 Aug 2019 21:27:03 +0100

    Tidy with a typedef

 test-suite/piecewiseyieldcurve.cpp | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

commit 0f087f2762ca8ced358564565e4ee5f29f68b6a3
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Mon, 26 Aug 2019 21:15:14 +0100

    This extra unit test causes a compilation error
    
    Unit test showing that when an explicit bootstrap method is passed the
    code does not compile. On Visual Studio 2017, you get an error that the
    bootstrap_ member of PiecewiseYieldCurve is using an undefined class.

 test-suite/piecewiseyieldcurve.cpp | 24 ++++++++++++++++++++++++
 test-suite/piecewiseyieldcurve.hpp |  2 ++
 2 files changed, 26 insertions(+)

commit a0acbf18384a7e9ae8d84e00198cefe6aa76d91d
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Sat, 24 Aug 2019 15:17:04 +0200

    Adding delta result at CapFloor optionlets
    
    Changes include:
    - adding bachelierBlackFormulaItmAssetProbability
    - adding optionlet level result of delta in BachelierCapFloorEngine
    - adding a test for BachelierOptionLetsDelta

 ql/pricingengines/blackformula.cpp                 |  21 ++++
 ql/pricingengines/blackformula.hpp                 |  21 +++-
 .../capfloor/bacheliercapfloorengine.cpp           |  24 +++-
 ql/pricingengines/capfloor/blackcapfloorengine.cpp |   1 +
 test-suite/capfloor.cpp                            | 132 ++++++++++++++++++++-
 test-suite/capfloor.hpp                            |   1 +
 6 files changed, 195 insertions(+), 5 deletions(-)

commit 0b0dd86da2d8deb1381e0c1ed413392949c70255
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Sat, 24 Aug 2019 13:26:30 +0200

    resolving comments from @lballabio

 .gitignore                                         | 5 +----
 ql/pricingengines/capfloor/blackcapfloorengine.cpp | 3 +--
 test-suite/capfloor.cpp                            | 7 +++----
 3 files changed, 5 insertions(+), 10 deletions(-)

commit f09141b5cce9134c0bcdbaf36e81359e6ba30705
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Aug 2019 15:24:50 +0200

    Tune CXXFLAGS for Travis run.

 .travis.yml | 31 ++++++++++++++++---------------
 1 file changed, 16 insertions(+), 15 deletions(-)

commit 1966ea41b9b2f01390ef2947b1e32646b91fa60d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Aug 2019 14:52:15 +0200

    Expand build matrix.
    
    - Add gcc 9;
    - Add clang 8;
    - Explicit builds for different C++ standards.

 .travis.yml | 68 ++++++++++++++++++++++++++++++++++++++++---------------------
 1 file changed, 45 insertions(+), 23 deletions(-)

commit 54c624868f0ca2342d549da9507a3f463ad6d909
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:58:17 +0800

    Update fdornsteinuhlenbeckvanillaengine.cpp
    
    change FdmOrnsteinUhlenbackOp to FdmOrnsteinUhlenbeckOp

 .../finitedifferences/fdornsteinuhlenbeckvanillaengine.cpp            | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit b9612d2ac946486e4b6999e7452a4d690e9f4558
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:53:05 +0800

    Update fdmornsteinuhlenbeckop.cpp
    
    change FdmOrnsteinUhlenbackOp to FdmOrnsteinUhlenbeckOp

 .../operators/fdmornsteinuhlenbeckop.cpp               | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

commit 9ae69f0ee22ed62c709eb7e2c2c900565af4b4d9
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:51:33 +0800

    Update fdmornsteinuhlenbeckop.hpp
    
    change FdmOrnsteinUhlenbackOp to FdmOrnsteinUhlenbeckOp

 ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 1ab088bb30f3f634a43790e9a74cfd6176fbde4e
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:37:01 +0800

    Update fdmsimple2dextousolver.hpp
    
    change FdmExtendedOrnsteinUhlenbackOp to FdmExtendedOrnsteinUhlenbeckOp

 ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 67de5e1665b25ecf4f812d3b0ef6b8dab08658b9
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:35:55 +0800

    Update fdmklugeextouop.cpp
    
    change FdmExtendedOrnsteinUhlenbackOp to FdmExtendedOrnsteinUhlenbeckOp

 ql/experimental/finitedifferences/fdmklugeextouop.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 3275560c9d6d873782fb0532bc68641d1bc6182e
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:35:14 +0800

    Update fdmklugeextouop.hpp
    
    change FdmExtendedOrnsteinUhlenbackOp to FdmExtendedOrnsteinUhlenbeckOp

 ql/experimental/finitedifferences/fdmklugeextouop.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit d62cd84b73aefb53160b77af9096df11938c566b
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:34:08 +0800

    Update fdmextoujumpop.cpp
    
    change FdmExtendedOrnsteinUhlenbackOp to FdmExtendedOrnsteinUhlenbeckOp

 ql/experimental/finitedifferences/fdmextoujumpop.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 68fb1bc79afec120bd295f78b4daa04d3431b6f4
Author: quantlab <quantlab.io@gmail.com>
Date:   Mon, 19 Aug 2019 10:31:51 +0800

    Update fdmextoujumpop.hpp
    
    change FdmExtendedOrnsteinUhlenbackOp to FdmExtendedOrnsteinUhlenbeckOp

 ql/experimental/finitedifferences/fdmextoujumpop.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit b9c59b92ba9318e241988255f48b4c068703a9c2
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Sun, 18 Aug 2019 23:38:51 +0200

    Fixing errors found in CI builds

 test-suite/capfloor.cpp | 9 ++-------
 1 file changed, 2 insertions(+), 7 deletions(-)

commit 9f270cb6a74242bae58b72c1a80606cbdc340872
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Sun, 18 Aug 2019 20:43:50 +0200

    Adding copyright information

 ql/pricingengines/blackformula.cpp | 1 +
 ql/pricingengines/blackformula.hpp | 1 +
 test-suite/capfloor.cpp            | 1 +
 test-suite/capfloor.hpp            | 1 +
 4 files changed, 4 insertions(+)

commit 4e3ec800e12afe22e3cb30e87e1f8b1479970fae
Author: quantlab <quantlab.io@gmail.com>
Date:   Sat, 17 Aug 2019 15:12:44 +0800

    Update fdmextendedornsteinuhlenbeckop.cpp
    
    change `FdmExtendedOrnsteinUhlenbackOp` to `FdmExtendedOrnsteinUhlenbeckOp`

 .../fdmextendedornsteinuhlenbeckop.cpp                 | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

commit 29909cf910b3b7dbc9255f778b20f7440df9399c
Author: quantlab <quantlab.io@gmail.com>
Date:   Sat, 17 Aug 2019 15:09:36 +0800

    Update fdmextendedornsteinuhlenbeckop.hpp
    
    change `FdmExtendedOrnsteinUhlenbackOp` to `FdmExtendedOrnsteinUhlenbeckOp`

 ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit fed1611cdbbca7510e4531c8e17db55887dcebd7
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Thu, 15 Aug 2019 21:03:14 +0200

    Added caplet/floorlet level additional results
    Among others, the new result is optionletsDelta

 ql/pricingengines/capfloor/blackcapfloorengine.cpp |  5 ++-
 test-suite/capfloor.cpp                            | 47 +++++++++++++---------
 2 files changed, 33 insertions(+), 19 deletions(-)

commit 7a39f00dc3d420cbe018b28914de37790bc4eeec
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Wed, 14 Aug 2019 00:09:41 +0200

    Adding CapFloorTest::testOptionLetsDelta
    TODO: verify the 2.5% difference between FD and analytical delta

 ql/pricingengines/capfloor/blackcapfloorengine.cpp |  14 ++-
 test-suite/capfloor.cpp                            | 135 +++++++++++++++++----
 test-suite/capfloor.hpp                            |   1 +
 3 files changed, 118 insertions(+), 32 deletions(-)

commit b7049c0a3c4fc5e332a5b8879c2f531cdf7d175b
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Tue, 13 Aug 2019 20:47:24 +0200

    HOTFIX - replacing LENGTH with .size() method

 test-suite/capfloor.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 1512e270658a303cddc495a06c5418b43a4b1e79
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Sun, 11 Aug 2019 21:33:56 +0200

    WIP: Expose caplet delta coefficients
    
    Signed-off-by: Wojciech Ślusarski <wojciech.slusarski@gmail.com>

 ql/pricingengines/blackformula.cpp                 | 28 ++++++++++
 ql/pricingengines/blackformula.hpp                 | 21 ++++++++
 ql/pricingengines/capfloor/blackcapfloorengine.cpp | 16 +++++-
 test-suite/capfloor.cpp                            | 62 ++++++++++++++++------
 4 files changed, 109 insertions(+), 18 deletions(-)

commit f8768768fbdcf83cef61dfbd3c7e7cad091ba3c6
Author: Joel King <j.king.dev@gmail.com>
Date:   Sat, 10 Aug 2019 12:04:25 -0400

    Last Timer in examples

 Examples/MultidimIntegral/MultidimIntegral.cpp | 10 ----------
 1 file changed, 10 deletions(-)

commit 44467798697f3616909c16d6b07f67ca3a8a2184
Author: Joel King <j.king.dev@gmail.com>
Date:   Sat, 10 Aug 2019 01:23:07 -0400

    Removed Boost::timer from all examples.

 Examples/BasketLosses/BasketLosses.cpp             |  14 ---
 Examples/BermudanSwaption/BermudanSwaption.cpp     |  15 ---
 Examples/Bonds/Bonds.cpp                           |  15 ---
 Examples/CDS/CDS.cpp                               |  14 +--
 Examples/CVAIRS/CVAIRS.cpp                         |  15 ---
 Examples/CallableBonds/CallableBonds.cpp           |  15 ---
 Examples/ConvertibleBonds/ConvertibleBonds.cpp     |  15 ---
 Examples/DiscreteHedging/DiscreteHedging.cpp       |  15 ---
 Examples/EquityOption/EquityOption.cpp             |  15 +--
 Examples/FRA/FRA.cpp                               |  15 ---
 Examples/FittedBondCurve/FittedBondCurve.cpp       |  17 ---
 Examples/Gaussian1dModels/Gaussian1dModels.cpp     | 123 +++++++++------------
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  22 +---
 Examples/LatentModel/LatentModel.cpp               |  18 ---
 .../MulticurveBootstrapping.cpp                    |  16 ---
 Examples/Replication/Replication.cpp               |  15 ---
 Examples/Repo/Repo.cpp                             |  15 ---
 17 files changed, 53 insertions(+), 321 deletions(-)

commit bb715b457f8599b9c783b88867d9cad954ce45d1
Author: Andrew Smith <andrew.smith@aprexo.com>
Date:   Wed, 7 Aug 2019 09:59:56 +0100

    fix issues raised in PR; ensure new test actually runs

 ql/qldefines.hpp                    |  4 ----
 ql/version.cpp                      | 13 +++++++++++++
 test-suite/compiledboostversion.cpp |  2 +-
 test-suite/compiledboostversion.hpp |  4 +++-
 test-suite/quantlibtestsuite.cpp    |  2 ++
 5 files changed, 19 insertions(+), 6 deletions(-)

commit 2ceae3e1ccb3307b4d51d573414ebb77976987f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 6 Aug 2019 16:32:43 +0200

    Bump version number to 1.17.

 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 2 files changed, 5 insertions(+), 5 deletions(-)

commit cfbd418e2f197fe3ecc731ffbebb78f9b3114e11
Author: Andrew Smith <andrew.smith@aprexo.com>
Date:   Fri, 2 Aug 2019 14:11:52 +0100

    Revert "Add Aprexo to licence" due to character formatting errors
    
    This reverts commit ecbbc5878df2f4b7a04aec8c1abbba6d10f40b65.

 LICENSE.TXT | 18 ++++++++----------
 1 file changed, 8 insertions(+), 10 deletions(-)

commit ecbbc5878df2f4b7a04aec8c1abbba6d10f40b65
Author: Andrew Smith <andrew.smith@aprexo.com>
Date:   Fri, 2 Aug 2019 13:47:48 +0100

    Add Aprexo to licence

 LICENSE.TXT | 18 ++++++++++--------
 1 file changed, 10 insertions(+), 8 deletions(-)

commit c7927beda64087f4d1f3b1f89f0a3c692646e62e
Author: Andrew Smith <andrew.smith@aprexo.com>
Date:   Wed, 31 Jul 2019 16:47:55 +0100

    add the non-inlined compiledBoostVersion function and a simple test. https://github.com/lballabio/QuantLib/issues/668

 ql/Makefile.am                      |  3 ++-
 ql/qldefines.hpp                    |  4 ++++
 ql/version.cpp                      | 29 ++++++++++++++++++++++++
 ql/version.hpp                      | 11 ++++++++--
 test-suite/Makefile.am              |  1 +
 test-suite/compiledboostversion.cpp | 44 +++++++++++++++++++++++++++++++++++++
 test-suite/compiledboostversion.hpp | 31 ++++++++++++++++++++++++++
 7 files changed, 120 insertions(+), 3 deletions(-)

commit a4645b8c9121b6f2675351679890ff4aea504326
Author: Steven <s.w.vanharen@gmail.com>
Date:   Fri, 26 Jul 2019 14:46:28 +0200

    Ex Coupon functionality for FloatingRateBond

 ql/cashflows/capflooredcoupon.hpp           | 10 ++++++----
 ql/cashflows/cashflowvectors.hpp            | 21 +++++++++++++++++----
 ql/cashflows/cmscoupon.cpp                  |  5 +++--
 ql/cashflows/cmscoupon.hpp                  |  3 ++-
 ql/cashflows/floatingratecoupon.cpp         | 10 +++++++---
 ql/cashflows/floatingratecoupon.hpp         |  3 ++-
 ql/cashflows/iborcoupon.cpp                 | 23 +++++++++++++++++++----
 ql/cashflows/iborcoupon.hpp                 | 11 ++++++++++-
 ql/experimental/coupons/cmsspreadcoupon.cpp |  4 ++--
 ql/experimental/coupons/cmsspreadcoupon.hpp |  8 +++++---
 ql/instruments/bonds/floatingratebond.cpp   | 18 ++++++++++++++----
 ql/instruments/bonds/floatingratebond.hpp   | 12 ++++++++++--
 test-suite/bonds.cpp                        | 26 ++++++++++++++++++++++++++
 13 files changed, 123 insertions(+), 31 deletions(-)

commit bd0644b7d288f4d2415f7db02b2a0eeda552d1de
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Mon, 22 Jul 2019 09:26:32 +0200

    Fixed formatting

 ql/settings.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a6f2427e33f580a8714fa63f4791f29bb5c4a9a7
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sun, 21 Jul 2019 22:11:21 +0200

    Fixed formatting

 Examples/CDS/CDS.cpp               |   8 +--
 ql/cashflows/iborcoupon.cpp        |  20 ++++----
 ql/settings.cpp                    |   8 +--
 ql/settings.hpp                    |   7 ++-
 test-suite/assetswap.cpp           |  18 +++----
 test-suite/basismodels.cpp         |   4 +-
 test-suite/bermudanswaption.cpp    |  10 ++--
 test-suite/bonds.cpp               |  20 ++++----
 test-suite/capfloor.cpp            |   8 +--
 test-suite/cashflows.cpp           |   2 +-
 test-suite/catbonds.cpp            | 102 ++++++++++++++++++-------------------
 test-suite/creditdefaultswap.cpp   |  14 ++---
 test-suite/inflationcpiswap.cpp    |  10 ++--
 test-suite/libormarketmodel.cpp    |  10 ++--
 test-suite/optionletstripper.cpp   |   8 +--
 test-suite/piecewiseyieldcurve.cpp |   8 +--
 test-suite/shortratemodels.cpp     |  18 +++----
 test-suite/swap.cpp                |   6 +--
 test-suite/swaption.cpp            |   6 +--
 19 files changed, 143 insertions(+), 144 deletions(-)

commit 2b4b4567c3929f51760cd9be40c0559141b062d4
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sun, 21 Jul 2019 19:54:18 +0200

    Changes to the examples

 Examples/CDS/CDS.cpp | 19 ++++++++++---------
 1 file changed, 10 insertions(+), 9 deletions(-)

commit 220537d6b022d0e6cfba1d3df9332973dc1a3ae1
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sun, 21 Jul 2019 19:28:27 +0200

    Changes to the testsuite

 test-suite/assetswap.cpp           | 41 ++++++++++++++++-----------------
 test-suite/basismodels.cpp         | 14 +++++++-----
 test-suite/bermudanswaption.cpp    | 46 ++++++++++++++++++++++----------------
 test-suite/bonds.cpp               | 34 ++++++++++++++--------------
 test-suite/capfloor.cpp            | 24 +++++++++++---------
 test-suite/cashflows.cpp           |  7 +++---
 test-suite/catbonds.cpp            | 34 ++++++++++++++--------------
 test-suite/creditdefaultswap.cpp   | 18 ++++++++-------
 test-suite/inflationcpiswap.cpp    | 15 ++++++++-----
 test-suite/libormarketmodel.cpp    | 22 +++++++++---------
 test-suite/optionletstripper.cpp   | 23 +++++++++----------
 test-suite/piecewiseyieldcurve.cpp | 11 ++++-----
 test-suite/shortratemodels.cpp     | 45 ++++++++++++++++++++-----------------
 test-suite/swap.cpp                | 12 +++++-----
 test-suite/swaption.cpp            | 12 +++++-----
 15 files changed, 195 insertions(+), 163 deletions(-)

commit 0b50bd8aae3d7ae6f6855846d927e952e851731e
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sun, 21 Jul 2019 17:58:40 +0200

    Changes to the core lib

 ql/cashflows/iborcoupon.cpp                | 21 +++++++++++----------
 ql/cashflows/iborcoupon.hpp                |  3 ++-
 ql/pricingengines/credit/isdacdsengine.hpp |  5 +++--
 ql/settings.cpp                            | 13 +++++++++++--
 ql/settings.hpp                            | 17 +++++++++++++++++
 ql/userconfig.hpp                          |  3 ++-
 6 files changed, 46 insertions(+), 16 deletions(-)

commit 21ccc7647ba4b4ad05e498afeeb470aebbc4c268
Author: RalfKonrad <bitbucket@eckel-consulting.de>
Date:   Sat, 6 Jul 2019 23:37:46 +0200

    mandatory times are not guaranteed to be sorted, the grid is

 ql/pricingengines/swap/treeswapengine.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 3fd89394fcadc1badceb279b3910d636921dc37f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Jul 2019 11:35:22 +0200

    Remove VC toolset from file names.

 Examples/BasketLosses/BasketLosses.vcxproj         | 146 ++++++++++-----------
 Examples/BermudanSwaption/BermudanSwaption.vcxproj | 146 ++++++++++-----------
 Examples/Bonds/Bonds.vcxproj                       | 146 ++++++++++-----------
 Examples/CDS/CDS.vcxproj                           | 146 ++++++++++-----------
 Examples/CVAIRS/CVAIRS.vcxproj                     | 144 ++++++++++----------
 Examples/CallableBonds/CallableBonds.vcxproj       | 146 ++++++++++-----------
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj | 146 ++++++++++-----------
 Examples/DiscreteHedging/DiscreteHedging.vcxproj   | 146 ++++++++++-----------
 Examples/EquityOption/EquityOption.vcxproj         | 146 ++++++++++-----------
 Examples/FRA/FRA.vcxproj                           | 146 ++++++++++-----------
 Examples/FittedBondCurve/FittedBondCurve.vcxproj   | 146 ++++++++++-----------
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj | 146 ++++++++++-----------
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj   | 144 ++++++++++----------
 Examples/LatentModel/LatentModel.vcxproj           | 146 ++++++++++-----------
 Examples/MarketModels/MarketModels.vcxproj         | 146 ++++++++++-----------
 .../MulticurveBootstrapping.vcxproj                | 144 ++++++++++----------
 Examples/MultidimIntegral/MultidimIntegral.vcxproj | 146 ++++++++++-----------
 Examples/Replication/Replication.vcxproj           | 146 ++++++++++-----------
 Examples/Repo/Repo.vcxproj                         | 146 ++++++++++-----------
 QuantLib.props                                     |   9 --
 QuantLib.vcxproj                                   | 114 ++++++++--------
 cmake/quantlib.cmake                               |  19 +--
 ql/auto_link.hpp                                   |  19 +--
 test-suite/testsuite.vcxproj                       | 130 +++++++++---------
 24 files changed, 1508 insertions(+), 1551 deletions(-)

commit d08d8d60366897ba3b2f4290a9349e0b8cdb89d4
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 3 Jul 2019 09:39:53 +0200

    Adds Schedule::after (analagous to Schedule::until)
    Adds simple tests for schedule truncation

 ql/time/schedule.cpp    | 33 ++++++++++++++++++++++
 ql/time/schedule.hpp    |  1 +
 test-suite/schedule.cpp | 75 +++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/schedule.hpp |  1 +
 4 files changed, 110 insertions(+)

commit 5952dfaf3a69b733382812d42a600fa983a5df68
Author: Francois Botha <igitur@gmail.com>
Date:   Mon, 24 Jun 2019 22:42:47 +0200

    Expand BondFunctions::yield to accept dirty price as input too

 ql/pricingengines/bond/bondfunctions.cpp |  9 ++---
 ql/pricingengines/bond/bondfunctions.hpp | 16 ++++++---
 test-suite/bonds.cpp                     | 60 +++++++++++++++++++++++++-------
 3 files changed, 64 insertions(+), 21 deletions(-)

commit 0ffcf6e60e12d95483010317fd853ebebb2c7fe2
Author: Francois Botha <igitur@gmail.com>
Date:   Mon, 24 Jun 2019 22:57:04 +0200

    Fix inconsistent line endings

 test-suite/bonds.cpp | 24 ++++++++++++------------
 1 file changed, 12 insertions(+), 12 deletions(-)

commit dadb7b28bf31c221191bbc72ab5252638429274a
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Mon, 6 May 2019 21:45:55 +0200

    Add CapFloorTest::testCachedValueFromOptionLets

 test-suite/capfloor.cpp | 62 +++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/capfloor.hpp |  1 +
 2 files changed, 63 insertions(+)

commit 217a2c16958f0b101cb97653c4a5f69011cdd22a
Author: Wojciech Ślusarski <wojciech.slusarski@gmail.com>
Date:   Mon, 6 May 2019 21:42:56 +0200

    Add NetBeans IDE files to .gitignore

 .gitignore | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)
