commit e9876eec38a52a934081d9188b27e34350a18c9e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.25 final.

 CMakeLists.txt | 4 ++--
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 5 insertions(+), 5 deletions(-)

commit d958461ce545603303648030626c917e6e582760
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Apr 2021 11:28:16 +0200

    Set version to 1.25 rc

 CMakeLists.txt | 4 ++--
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 5 insertions(+), 5 deletions(-)

commit 387150daf1462f8fc002ac9b9c07eb9cca6e9cad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jan 2022 19:02:50 +0100

    Update changelog and news

 ChangeLog.txt           | 2852 +++++++++++++++++++----------------------------
 Contributors.txt        |    6 +
 Docs/pages/history.docs |   92 ++
 News.md                 |  139 +--
 4 files changed, 1343 insertions(+), 1746 deletions(-)

commit d1cea7395e12a5a4ab8b651a60c3d2d0c1a76466
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jan 2022 13:00:50 +0100

    Update test message

 test-suite/dividendoption.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 8f0aee988da026fa28f2b999ff0e3061fe975493
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 9 Jan 2022 00:20:56 +0100

    Upgrate doxyfile to latest version

 Docs/quantlib.doxy | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 9cf50377d8ae7c4744849303fc38456226d01a7a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jan 2022 10:11:15 +0100

    Reorder headers

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

commit 9a52fe3c95b1cbae72ea393715a7a9801f5141c8
Merge: 2c30d6175 c6e00a9cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Jan 2022 20:55:08 +0100

    Merge pull request #1286.
    
    Fix `discountBondOption` in extended Cox-Ingersoll-Ross model

commit 2c30d61751bc2ceaddc07ec46ffffee5da256db4
Merge: 1f0087050 15637cb01
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Jan 2022 15:53:45 +0100

    Merge pull request #1285.
    
    Rework defaults for `CPICoupon` constructors.

commit 1f0087050e490220e649b5ec0a735ef27fb8c3fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Nov 2021 22:15:07 +0100

    Use VS2022 in Appveyor build

 .appveyor.yml          |  6 +++---
 .appveyor/VS2022.props | 16 ++++++++++++++++
 2 files changed, 19 insertions(+), 3 deletions(-)

commit 15637cb018162ef6b7b32eef3d3767394475b658
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Jan 2022 09:56:43 +0100

    Rework CPICoupon constructors.
    
    This allow passing a vol surface without a discount curve (which
    is only needed for Price() methods).

 ql/cashflows/cpicouponpricer.hpp | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

commit 289de8e27b83aa78c6776c865c363c612efac348
Merge: 8c92bd889 c25489e6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Jan 2022 09:12:50 +0100

    Merge pull request #1283.
    
    change THBFIX fixing calendar

commit c25489e6b29cb6a820a3d26e7b0f97039a536c1b
Author: bensonluk <bhlluk@gmail.com>
Date:   Tue, 4 Jan 2022 17:41:16 +0800

    change THBFIX fixing calendar

 ql/indexes/ibor/thbfix.hpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 8c92bd88976e7db193ec91d64bd2bec111124cd0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 6 Jan 2022 14:45:46 +0100

    Fix constructor call

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

commit af55f41c81c5488169548a8d500707225183fc25
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Jan 2022 17:05:56 +0100

    Add typedef for backward compatibility

 ql/experimental/barrieroption/suowangdoublebarrierengine.hpp | 6 ++++++
 1 file changed, 6 insertions(+)

commit 8905742b73230e2f8f10d09a4035e7767e9ad5ee
Merge: d1bc0d720 5355a0735
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Jan 2022 15:58:21 +0100

    Merge pull request #1281.
    
    Bug fix in `SubPeriodsCoupon` - use passed fixing days

commit 5355a0735515c0894f4fb6a0b2c5b2ec596e2db5
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 4 Jan 2022 13:08:37 +0100

    Add check for common case with fixingDays = 2.

 test-suite/subperiodcoupons.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit d1bc0d7208a79630da2ff192efa235f1a0d61a7e
Merge: 3000af0e0 8b7c3a3cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Jan 2022 11:50:09 +0100

    Merge pull request #1279.
    
    Rename `WulinYongDoubleBarrierEngine` to `SuoWangDoubleBarrierEngine`

commit 8b7c3a3cd5a778cb7b3d9d9b24b360ca890607ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Jan 2022 09:44:49 +0100

    Sort file lists

 QuantLib.vcxproj                          |  4 ++--
 QuantLib.vcxproj.filters                  | 10 +++++-----
 ql/CMakeLists.txt                         |  4 ++--
 ql/experimental/barrieroption/Makefile.am |  8 ++++----
 ql/experimental/barrieroption/all.hpp     |  2 +-
 5 files changed, 14 insertions(+), 14 deletions(-)

commit 474d37c9084c261ead08f299aef3c3cb75014414
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 3 Jan 2022 20:13:38 +0100

    Added missing fixings in unit tests.

 test-suite/subperiodcoupons.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 33f1c5ec55a264edd32c248d7feeb5562210bb7d
Author: Adityakumar Sinha <adityakumar113141@gmail.com>
Date:   Tue, 4 Jan 2022 00:37:05 +0530

    Made changes in test-suite/doublebarrieroption.cpp

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

commit f0568614bda707b25f4dc67e7fc0f3c6a78afe9c
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 3 Jan 2022 19:23:32 +0100

    Added check on fixing days input in unit tests for sub periodic coupons.

 test-suite/subperiodcoupons.cpp | 33 ++++++++++++++++++---------------
 1 file changed, 18 insertions(+), 15 deletions(-)

commit 3000af0e0d51d037291fad3045b77e5502d91c0e
Merge: 5b0f06b29 088b73e0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Jan 2022 17:17:15 +0100

    Merge pull request #1280.
    
    Return `CPICashFlow` base date if available

commit 5b0f06b291764de047865b63ceaf4687a713ba2c
Merge: 1bcc723a1 f49488ca1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Jan 2022 14:11:24 +0100

    Merge pull request #1265.
    
    Indirect leaks with AddressSanitizer

commit 088b73e0a4c0bf4bd79b1e65a581a307b8ed536c
Author: hsegger <94903344+hsegger@users.noreply.github.com>
Date:   Mon, 3 Jan 2022 11:35:09 +0100

    Update ql/cashflows/cpicoupon.cpp
    
    omit double call
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

 ql/cashflows/cpicoupon.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit f49488ca126dd53ccd38a14f6881cfa3707aa95d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Jan 2022 11:12:52 +0100

    Moved sanitizer check to separate CI job

 .github/workflows/linux-full-tests.yml |  4 ++--
 .github/workflows/sanitizer.yml        | 32 ++++++++++++++++++++++++++++++++
 2 files changed, 34 insertions(+), 2 deletions(-)

commit edf536917f42b9597ddf0451979ce13493dabcd2
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 5 Dec 2021 17:10:52 +0900

    Fix memory leak in test-suite

 .github/workflows/linux-full-tests.yml                                 | 2 +-
 .../lookback/analyticcontinuouspartialfloatinglookback.cpp             | 2 +-
 test-suite/inflationzciisinterpolation.cpp                             | 3 +++
 3 files changed, 5 insertions(+), 2 deletions(-)

commit 8faf47bc4fefad2ccbe42fe1870cc2091c5ddb26
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 27 Nov 2021 19:22:14 +0900

    Fix warning for uninitialized variable

 .../lookback/analyticcontinuouspartialfloatinglookback.cpp             | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 2d354f3b708e529c89867717684cc3a837188923
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 27 Nov 2021 14:15:07 +0900

    Add AddressSanitizer to linux-full-tests

 .github/workflows/linux-full-tests.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit ba8907d40bc2ed5d47f74a2e6ad5a8f5e2c6a132
Author: henning <henning.segger@acadia.inc>
Date:   Mon, 3 Jan 2022 10:47:18 +0100

    return baseDate if available

 ql/cashflows/cpicoupon.cpp | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

commit 3010f29226f0e7dd9010b72787da4a1cd0b74acf
Author: Adityakumar Sinha <adityakumar113141@gmail.com>
Date:   Sun, 2 Jan 2022 22:22:52 +0530

     WulinYongDoubleBarrierEn to SuoWangDoubleBarrierEn

 QuantLib.vcxproj                                   |  4 ++--
 QuantLib.vcxproj.filters                           |  4 ++--
 ql/CMakeLists.txt                                  |  4 ++--
 ql/experimental/barrieroption/Makefile.am          |  4 ++--
 ql/experimental/barrieroption/all.hpp              |  2 +-
 ...erengine.cpp => suowangdoublebarrierengine.cpp} | 22 +++++++++++-----------
 ...erengine.hpp => suowangdoublebarrierengine.hpp} |  6 +++---
 test-suite/doublebarrieroption.cpp                 |  4 ++--
 8 files changed, 25 insertions(+), 25 deletions(-)

commit 1bcc723a164325d222b6a6f2dd65ff3003e9b323
Merge: 5609d6fed 825dc5c8b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 1 Jan 2022 23:04:39 +0100

    Merge pull request #1271.
    
    Add Chinese holidays for 2022

commit 5609d6fed0dba0cd55307c5ef684e3666a6ae170
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 31 Dec 2021 18:03:21 +0000

    Automated fixes by clang-tidy

 Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit b8b85d1ad43a985390d002768c90d11fb370a882
Merge: c35f20049 e20b271eb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Dec 2021 22:38:44 +0100

    Merge pull request #1277.
    
    Simplify multi-curve example

commit e20b271eb1bf89ea4fae96049e154dd5e8443805
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Dec 2021 16:34:20 +0100

    Use modern C++ features to simplify setup

 .../MulticurveBootstrapping.cpp                    | 652 ++++++---------------
 1 file changed, 182 insertions(+), 470 deletions(-)

commit c7facd6cb00f8de57e509b2c58dadb871501f386
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Dec 2021 15:27:24 +0100

    Remove single-curve case, reformat output

 .../MulticurveBootstrapping.cpp                    | 177 ++++-----------------
 1 file changed, 33 insertions(+), 144 deletions(-)

commit c35f200491131cacac6acb1824a5876e58e3cc79
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Dec 2021 09:38:04 +0100

    Fix Codacy link in README

 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 5b9d73f175162dfed00e987d53afbc728b300e6e
Merge: 9405bdc91 11dd8183c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 30 Dec 2021 12:13:31 +0100

    Merge pull request #1275.
    
    Use correct method to recalculate swap in OIS helper

commit 11dd8183c602764641e7a722b8db5138fe885819
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Dec 2021 22:50:06 +0100

    Use correct method to recalculate swap in OIS helper

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

commit 9405bdc9172bdf0c5471f15e6e5c39b1ffe1eec4
Merge: 962f4f757 b4cc3fd31
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Dec 2021 23:08:38 +0100

    Merge pull request #1272.
    
    Add IBOR-IBOR and overnight-IBOR basis-swap helpers

commit 1b78529e28fadd8e2f6e66958f932c7461d9bb55
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 27 Dec 2021 09:13:48 +0100

    Corrected the usage of fixing days in SubPeriodsCoupon.

 ql/cashflows/subperiodcoupon.cpp | 10 ++++++++--
 ql/cashflows/subperiodcoupon.hpp |  2 ++
 2 files changed, 10 insertions(+), 2 deletions(-)

commit b4cc3fd3194af2e6eeb493856523ef2301081460
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 26 Dec 2021 17:23:07 +0100

    Add overnight-ibor basis swap helper

 .../termstructures/basisswapratehelpers.cpp        |  80 +++++++++++++++
 .../termstructures/basisswapratehelpers.hpp        |  40 ++++++++
 test-suite/basisswapratehelpers.cpp                | 110 +++++++++++++++++++--
 test-suite/basisswapratehelpers.hpp                |   6 +-
 4 files changed, 224 insertions(+), 12 deletions(-)

commit 825dc5c8b14f641e1f1b70293a324506fdbd4f7b
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Sun, 26 Dec 2021 18:02:27 +0800

    added china holiday for 2022

 ql/time/calendars/china.cpp | 18 +++++++++++++++++-
 test-suite/calendars.cpp    | 32 ++++++++++++++++++++++++++++++--
 2 files changed, 47 insertions(+), 3 deletions(-)

commit 3795c707772a88efbb633ea85e7ce5a51942a1da
Merge: 846938afc 962f4f757
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sun, 26 Dec 2021 03:10:26 +0800

    Merge pull request #14 from lballabio/master
    
    merge from upstream

commit 1f95323ab950d177206dcff3a2b6e0f1f939c7c8
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 23 Dec 2021 21:53:00 +0000

    Automated fixes by clang-tidy

 .../termstructures/basisswapratehelpers.cpp        | 30 ++++++++++++----------
 .../termstructures/basisswapratehelpers.hpp        |  4 +--
 2 files changed, 18 insertions(+), 16 deletions(-)

commit e43405af3a3a35e37726e38ad4ea71703db8807a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Dec 2021 20:01:08 +0100

    Add ibor-ibor basis swap helpers

 QuantLib.vcxproj                                   |   2 +
 QuantLib.vcxproj.filters                           |   6 +
 ql/CMakeLists.txt                                  |   2 +
 ql/experimental/termstructures/Makefile.am         |   2 +
 ql/experimental/termstructures/all.hpp             |   1 +
 .../termstructures/basisswapratehelpers.cpp        | 118 +++++++++++++++
 .../termstructures/basisswapratehelpers.hpp        |  77 ++++++++++
 test-suite/CMakeLists.txt                          |   2 +
 test-suite/Makefile.am                             |   2 +
 test-suite/basisswapratehelpers.cpp                | 158 +++++++++++++++++++++
 test-suite/basisswapratehelpers.hpp                |  36 +++++
 test-suite/quantlibtestsuite.cpp                   |   4 +-
 test-suite/testsuite.vcxproj                       |   8 +-
 test-suite/testsuite.vcxproj.filters               |   6 +
 14 files changed, 420 insertions(+), 4 deletions(-)

commit 962f4f7574428e2b85d9eceed21733a162458277
Merge: 37c98eccf 46a2222a5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Dec 2021 11:28:01 +0100

    Merge pull request #1268.
    
    Do not require a forecast curve to calculate past IBOR coupon amounts

commit 46a2222a541f3502e7b83eea7044c7ee8a8b3ffe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Dec 2021 23:49:56 +0100

    Deprecate unused data member

 ql/cashflows/couponpricer.cpp |  4 ++++
 ql/cashflows/couponpricer.hpp | 11 +++++++++++
 2 files changed, 15 insertions(+)

commit 8cc57461a1f40b677f4ab830d12dbfdf763de769
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Dec 2021 18:50:27 +0100

    Do not require rate curve to calculate rate of fixed ibor coupon.

 ql/cashflows/couponpricer.cpp | 31 ++++++++++++++++++++-----------
 ql/cashflows/couponpricer.hpp | 21 ++++++++++-----------
 test-suite/cashflows.cpp      | 35 ++++++++++++++++++++++++++++++++++-
 test-suite/cashflows.hpp      |  1 +
 4 files changed, 65 insertions(+), 23 deletions(-)

commit 37c98eccfa18a95acb1e98b276831641be92b38e
Merge: 73e39d104 d09f58adc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 19 Dec 2021 15:48:01 +0100

    Merge pull request #1267.
    
    Update obsolete call to `PiecewiseYieldCurve` constructor

commit d09f58adc30ecab9f0d6705a06d700b671225c9e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 19 Dec 2021 09:59:49 +0100

    Oops, fixed type declaration

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

commit f7bc0bed90d8d8838f274a248e55f773318bcfc7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 18 Dec 2021 18:48:29 +0100

    Use curve-defined type

 ql/models/marketmodels/historicalforwardratesanalysis.hpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 4340c06f4ea5b9c52589b02948cb3e4870fb1bb9
Author: Francois Botha <igitur@gmail.com>
Date:   Thu, 16 Dec 2021 19:56:23 +0200

    Move yield curve accuracy to Bootstrap implementation instead of yield curve constructor

 ql/models/marketmodels/historicalforwardratesanalysis.hpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 73e39d104693a959ecc38fa3d0c6ee7875cd2fc4
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 10 Dec 2021 23:25:32 +0000

    Update copyright list in license

 LICENSE.TXT | 1 +
 1 file changed, 1 insertion(+)

commit c4104599f5976392a0fb1f1595ddf76f269c0487
Merge: 621ad6c62 226f5ce99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 11 Dec 2021 00:17:08 +0100

    Merge pull request #1263.
    
    Add inspectors for some basic properties of overnight-idex futures

commit 621ad6c621eaacfdc041e6d77ccd9a810b2cd2e6
Merge: 08994cc5d c31c10153
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Dec 2021 23:04:52 +0100

    Merge pull request #1262.
    
    Add more currencies

commit 226f5ce996cb4b5eca2a864623a0a53c20b10ca2
Author: Tom Anderson <twic@urchin.earth.li>
Date:   Fri, 10 Dec 2021 20:14:10 +0000

    Add inspectors for some basic properties of overnight-idex futures

 ql/instruments/overnightindexfuture.hpp | 3 +++
 1 file changed, 3 insertions(+)

commit c31c10153ae1686b9f860f9d2b6742322b9dea7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Dec 2021 21:13:51 +0100

    Increase DOT_GRAPH_MAX_NODES

 Docs/quantlib.doxy | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 62386802a7a3038bfcd87d053cf7208247db79b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Dec 2021 17:42:57 +0100

    Add missing closing brace

 ql/currencies/america.cpp | 1 +
 1 file changed, 1 insertion(+)

commit bbdb98a14bbf5ce15fcc4205d6a6a295519e5c87
Author: ole <obueker@deloitte.de>
Date:   Fri, 10 Dec 2021 17:06:10 +0100

    Added Quaternion copyright line and fixed missing declaration

 ql/currencies/africa.cpp  |  1 +
 ql/currencies/africa.hpp  |  1 +
 ql/currencies/america.cpp |  1 +
 ql/currencies/america.hpp | 11 +++++++++++
 ql/currencies/asia.cpp    |  1 +
 ql/currencies/asia.hpp    |  1 +
 ql/currencies/europe.cpp  |  1 +
 ql/currencies/europe.hpp  |  1 +
 8 files changed, 18 insertions(+)

commit 6383fb0ad3d972ae0fb518f14fe0afa0a5f51e00
Author: ole <obueker@deloitte.de>
Date:   Thu, 9 Dec 2021 14:33:23 +0100

    Revert "Update callablebond.cpp"
    
    This reverts commit 826d6c099e781808e63d84b3ddac3cbc2c3791f4.

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

commit a034dfd8eccacc22eae774511efae7b2e16bb7cf
Author: ole <obueker@deloitte.de>
Date:   Thu, 9 Dec 2021 14:33:19 +0100

    Revert "Update callablebond.cpp"
    
    This reverts commit b16e4bde6060e7f7709ffa2294379fbf2195f825.

 ql/experimental/callablebonds/callablebond.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 2bcf299cfa2880ab9cc45c652feee03e761535a7
Author: ole <obueker@deloitte.de>
Date:   Thu, 9 Dec 2021 14:25:46 +0100

    Added European currencies

 ql/currencies/europe.cpp | 28 ++++++++++++++++++++++++++++
 ql/currencies/europe.hpp | 40 ++++++++++++++++++++++++++++++++++++++++
 2 files changed, 68 insertions(+)

commit e1cddd0ba6cb1f5614b0d457dd44ab5e3767852f
Author: ole <obueker@deloitte.de>
Date:   Thu, 9 Dec 2021 14:24:47 +0100

    Added Asian currencies

 ql/currencies/asia.cpp | 56 +++++++++++++++++++++++++++++++++++
 ql/currencies/asia.hpp | 80 ++++++++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 136 insertions(+)

commit 21655d9fede4ef6f61278884214c402d91bc3218
Author: ole <obueker@deloitte.de>
Date:   Thu, 9 Dec 2021 14:23:05 +0100

    Added American currencies

 ql/currencies/america.cpp | 28 ++++++++++++++++++++++++++++
 ql/currencies/america.hpp | 29 +++++++++++++++++++++++++++++
 2 files changed, 57 insertions(+)

commit 56e69de1d4728fddb7c830553dc2679f3bebfada
Author: ole <obueker@deloitte.de>
Date:   Thu, 9 Dec 2021 14:21:49 +0100

    Added African currencies

 ql/currencies/africa.cpp |  74 ++++++++++++++++++++++++++++++++
 ql/currencies/africa.hpp | 109 +++++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 183 insertions(+)

commit 08994cc5df150345ec4a1f756ff7f5c524c1147c
Merge: 524f3bbc9 985ad0de2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Dec 2021 16:39:21 +0100

    Merge pull request #1258.
    
    Restore defaults in `SofrFutureRateHelper` constructor for backward compatibility

commit 524f3bbc904c615375f90465f5f62cac8511a55d
Merge: 38a6c4569 b27c9999a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Dec 2021 15:37:52 +0100

    Merge pull request #1257.
    
    Make dividends optional for BinomialConvertibleEngine

commit 985ad0de238497347d688099e6146aab4c4d5b4f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Dec 2021 10:13:48 +0100

    Restore defaults for backward compatibility

 ql/termstructures/yield/overnightindexfutureratehelper.hpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit b27c9999a5bfff5b686873759e24ba2cb2ab8934
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Dec 2021 09:52:19 +0100

    Make dividends optional for BinomialConvertibleEngine

 ql/pricingengines/bond/binomialconvertibleengine.hpp | 2 +-
 test-suite/convertiblebonds.cpp                      | 6 ++----
 2 files changed, 3 insertions(+), 5 deletions(-)

commit 38a6c4569a439c04dd59c3c0b512d50b838b86d2
Merge: eaf031529 44fd1a84e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Dec 2021 00:50:27 +0100

    Merge pull request #1256.
    
    Check for ex-trading date in `Coupon::accruedPeriod`

commit 44fd1a84ef9bd216cb95d78b9623d8e3b307bb44
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Dec 2021 17:22:14 +0100

    Check for ex-trading date in Coupon::accruedPeriod

 ql/cashflows/coupon.cpp                 |  3 +++
 ql/cashflows/floatingratecoupon.cpp     | 11 +----------
 ql/cashflows/inflationcoupon.cpp        | 16 ++--------------
 ql/cashflows/overnightindexedcoupon.cpp |  4 +---
 4 files changed, 7 insertions(+), 27 deletions(-)

commit eaf031529bd99d366f6538087db8643f04caecd0
Merge: 3930903c8 8e4087d29
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Dec 2021 15:39:59 +0100

    Merge pull request #1239.
    
    Add Normal Volatility SABR Calculation

commit 8e4087d29ca25cf4c01a74ae10b67843cc7400dc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Dec 2021 12:16:47 +0100

    Add reference to paper

 ql/termstructures/volatility/sabr.hpp | 3 +++
 1 file changed, 3 insertions(+)

commit 3930903c81baf3aeca6fc294fc107aea9cffb5ca
Merge: 7b185979b 39fbd7a9b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Dec 2021 12:02:04 +0100

    Merge pull request #1238.
    
    Fix the accrual calculation for OvernightIndexedCoupon

commit 7b185979bd05eefef37a922c57e3151adce5d9f9
Merge: c10f5f4aa 474e496af
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Dec 2021 10:15:40 +0100

    Merge pull request #1254.
    
    Fix testEuropeanKnownValue test

commit 474e496af3fe4127c9042a173bd19a3895915189
Author: matthewkolbe <matthew.kolbe@gmail.com>
Date:   Tue, 30 Nov 2021 12:47:17 -0700

    Fix testEuropeanKnownValue test
    
    The Hull example this test replicates uses t=0.5. Since this test uses the Act/360 calendar with beginning date today, we need to increment time by days, rather than months, because today+n*Months gives a different value of duration depending on what day the test is run. And this difference is often large enough to break our error tolerance.

 test-suite/dividendoption.cpp | 10 +++-------
 1 file changed, 3 insertions(+), 7 deletions(-)

commit c10f5f4aabe577fff595070df64b608a69d43b8b
Merge: 5b22b6d55 fe5f31da5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Nov 2021 21:11:16 +0100

    Merge pull request #1248.
    
    Allow same-day for holidayList and businessDayList

commit 5b22b6d553b4ef260058c244f4ceb73aeacda332
Merge: d55b8b19a 3a3ba0628
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Nov 2021 19:23:16 +0100

    Merge pull request #1249.
    
    Make some inspectors on OvernightIndexedSwap const

commit 3a3ba0628445c7d35c2e1d8e9dca8ecd28d4c8d5
Author: Tom Anderson <twic@urchin.earth.li>
Date:   Fri, 26 Nov 2021 15:55:32 +0000

    Make some inspectors on OvernightIndexedSwap const

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

commit fe5f31da50eb872b7e61b031ab25ba84ecbd5c05
Author: jxcv0 <jmicoud02@gmail.com>
Date:   Thu, 25 Nov 2021 20:47:44 +0000

    Allow same-day for holidayList and businessDayList

 ql/time/calendar.cpp     | 8 ++++----
 test-suite/calendars.cpp | 4 ++++
 2 files changed, 8 insertions(+), 4 deletions(-)

commit 39fbd7a9b8d4d0e5313834e18facef814c5db4e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Nov 2021 15:37:38 +0100

    Rename private method

 ql/cashflows/overnightindexedcoupon.cpp | 18 ++++++++++--------
 ql/cashflows/overnightindexedcoupon.hpp |  3 +--
 2 files changed, 11 insertions(+), 10 deletions(-)

commit c15dd7760fcd3b449d3b8523bacc4b8ff6a9a9b6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Nov 2021 15:22:00 +0100

    Avoid multiple retrievals of time series

 ql/cashflows/overnightindexedcoupon.cpp | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 4d5d1c3172020136795fd66861d0c5f76ed69d73
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Nov 2021 15:21:33 +0100

    Fix corner case

 ql/cashflows/overnightindexedcoupon.cpp | 31 ++++++++++++++-----
 test-suite/overnightindexedcoupon.cpp   | 54 +++++++++++++++++++++++++++------
 test-suite/overnightindexedcoupon.hpp   |  2 ++
 3 files changed, 70 insertions(+), 17 deletions(-)

commit dd20a4ffae0f9150a89f0ca493b165fe6e0a9a7a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Nov 2021 13:10:01 +0100

    More tests

 test-suite/overnightindexedcoupon.cpp | 91 +++++++++++++++++++++++++++++++++--
 test-suite/overnightindexedcoupon.hpp |  4 ++
 2 files changed, 92 insertions(+), 3 deletions(-)

commit ebe25a4c7334cbae772b9b04dd0d974a826fb0f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Nov 2021 12:43:24 +0100

    Move tests to own file

 test-suite/CMakeLists.txt             |   2 +
 test-suite/Makefile.am                |   2 +
 test-suite/cashflows.cpp              | 110 ----------------------
 test-suite/cashflows.hpp              |   1 -
 test-suite/overnightindexedcoupon.cpp | 168 ++++++++++++++++++++++++++++++++++
 test-suite/overnightindexedcoupon.hpp |  34 +++++++
 test-suite/quantlibtestsuite.cpp      |   2 +
 test-suite/testsuite.vcxproj          |   2 +
 test-suite/testsuite.vcxproj.filters  |   6 ++
 9 files changed, 216 insertions(+), 111 deletions(-)

commit 0b36874c2d3787a04dda00b6b3c0f6cc4afcefd1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Nov 2021 18:47:43 +0100

    Add initial tests on coupon rate

 ql/cashflows/overnightindexedcoupon.hpp |   2 +-
 test-suite/cashflows.cpp                | 114 +++++++++++++++++++++++++++++++-
 test-suite/cashflows.hpp                |   1 +
 3 files changed, 115 insertions(+), 2 deletions(-)

commit 5f39e372c1f31948cbe03b73e2dd18c22098ce91
Author: Mohammad Shojatalab <mshojatalab@gmail.com>
Date:   Tue, 23 Nov 2021 00:46:00 +0000

    Remove swapletRate(const Date&) from FloatingRateCouponPricer as it doesn't make financial sense, instead using dynamic cast in OvernightIndexedCouponPricer. And Some general simplification and cleanup and reverting unnecessary changes.

 ql/cashflows/couponpricer.hpp           |  3 ---
 ql/cashflows/floatingratecoupon.cpp     |  6 +-----
 ql/cashflows/floatingratecoupon.hpp     |  1 -
 ql/cashflows/overnightindexedcoupon.cpp | 19 ++++++++++---------
 4 files changed, 11 insertions(+), 18 deletions(-)

commit 0fc429b3931371b6076950285b1e92d8f75bf206
Author: Mohammad Shojatalab <mshojatalab@gmail.com>
Date:   Sun, 21 Nov 2021 22:22:20 +0000

    Fix some stupid mistakes and cleanup.

 ql/cashflows/overnightindexedcoupon.cpp | 16 ++++------------
 1 file changed, 4 insertions(+), 12 deletions(-)

commit 90d9547e0bf9adcb4d99c8584f96034453a464f9
Author: Mohammad Shojatalab <mshojatalab@gmail.com>
Date:   Sat, 20 Nov 2021 23:13:02 +0000

    Fix swapletRate(const Date& date) function by properly taking date into account for accrual end date calculation.

 ql/cashflows/overnightindexedcoupon.cpp | 37 ++++++++++++++-------------------
 1 file changed, 16 insertions(+), 21 deletions(-)

commit d55b8b19a45ac265adff5daa25a6b524a994db7f
Merge: c21fff242 7086e1d47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Nov 2021 13:15:40 +0100

    Merge pull request #1242.
    
    Remove redundant arguments from `SofrFutureRateHelper` constructor

commit 7086e1d47731f92e9051adc254dfd927e0679004
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Nov 2021 09:52:28 +0100

    Remove redundant index from signature

 .../yield/overnightindexfutureratehelper.cpp       | 20 ++++++++---------
 .../yield/overnightindexfutureratehelper.hpp       | 26 +++++++++++++---------
 test-suite/sofrfutures.cpp                         |  3 +--
 3 files changed, 26 insertions(+), 23 deletions(-)

commit c21fff2424fe7b4ec8f86ef1bb5e85ffaf5eefb3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Nov 2021 21:28:51 +0100

    Add toolset for Visual Studio 2022

 QuantLib.props | 1 +
 1 file changed, 1 insertion(+)

commit e64e9cabeb65d9c65acb1bc42d4819d20a9aa40f
Author: yang zhang <yangz@fastmail.com>
Date:   Tue, 16 Nov 2021 20:55:57 -0500

    use QL_DEPRECATED to deprecate averagingMethod in SofrFutureRateHelper. Refer to Github issue [#1215]

 .../yield/overnightindexfutureratehelper.cpp       | 58 +++++++++++++++++++---
 .../yield/overnightindexfutureratehelper.hpp       | 25 +++++++---
 test-suite/sofrfutures.cpp                         |  2 +-
 3 files changed, 70 insertions(+), 15 deletions(-)

commit 94b992b434f9696c29bc1cb6d6e04e0b2ebbd752
Author: Mohammad Shojatalab <mshojatalab@gmail.com>
Date:   Tue, 16 Nov 2021 22:17:59 +0000

    Use Min of today and passed end accrual date argument in order to calculate the accrual amount correctly.

 ql/cashflows/overnightindexedcoupon.cpp | 15 +++++++++++----
 1 file changed, 11 insertions(+), 4 deletions(-)

commit 223014f1e0f62f43712519e45a8f0c74745e6ae3
Merge: 13a7f11d4 0df257af2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Nov 2021 19:02:02 +0100

    Merge pull request #1218.
    
    Remove Forward inheritance by ForwardRateAgreement

commit 13a7f11d435e0dccb4a732521b46fef6c52875e9
Merge: 93c439391 948ad08ea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Nov 2021 15:25:31 +0100

    Merge pull request #1240.
    
    Add CMake config scripts

commit 948ad08ea4bfadb0a1a4ac0d4f2546559bc1a09e
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Tue, 16 Nov 2021 21:16:03 +0900

    Add CMake config scripts

 Makefile.am              | 2 +-
 tools/check_filelists.sh | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 0df257af2fbece0f5bf385f2fb3459f1f4e6e73e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Nov 2021 10:07:00 +0100

    Add convenience constructor

 Examples/FRA/FRA.cpp                    | 13 ++-----------
 ql/instruments/forwardrateagreement.cpp |  9 +++++++++
 ql/instruments/forwardrateagreement.hpp |  7 +++++++
 3 files changed, 18 insertions(+), 11 deletions(-)

commit 69c183679b503aff06cde59645481c13cf4165af
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 15 Nov 2021 23:15:06 +0000

    Automated fixes by clang-tidy

 ql/instruments/forwardrateagreement.cpp |  9 +++++----
 ql/instruments/forwardrateagreement.hpp | 18 +++++++++---------
 2 files changed, 14 insertions(+), 13 deletions(-)

commit 2230537cf2468ee37ef3fa6ec3686d4bceb9333c
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 15 Nov 2021 18:58:40 +0000

    Automated fixes by clang-tidy

 ql/instruments/forwardrateagreement.cpp | 25 ++++++++++++-------------
 1 file changed, 12 insertions(+), 13 deletions(-)

commit 7b22e8063bad32d268c1cb881a3e25b74e0204ac
Author: Mohammad Shojatalab <mshojatalab@gmail.com>
Date:   Mon, 15 Nov 2021 18:57:22 +0000

    instead of looping over all of fixingDates (that is, between the accrual start date and accrual end date) compound fixings only between the accrual start date and the passed accrual date as an argument. The case corresponding to the current rate() would pass the accrual end date.

 ql/cashflows/overnightindexedcoupon.cpp | 34 +++++++++++++++++++--------------
 1 file changed, 20 insertions(+), 14 deletions(-)

commit b52cd479b534b89377cec8f3de4bb300f85f72ea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Nov 2021 15:38:08 +0100

    Deprecate inherited members

 Examples/FRA/FRA.cpp                    | 36 ---------------
 ql/instruments/forwardrateagreement.cpp | 22 ++++++---
 ql/instruments/forwardrateagreement.hpp | 82 ++++++++++++++++++++++++---------
 3 files changed, 76 insertions(+), 64 deletions(-)

commit 93c4393915f8f35e9e1d408409047460e27e85b3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Nov 2021 15:44:24 +0100

    Fix deprecation docs

 ql/instruments/zerocouponinflationswap.hpp       | 3 +--
 ql/termstructures/inflation/inflationhelpers.hpp | 3 +--
 2 files changed, 2 insertions(+), 4 deletions(-)

commit c6cf8476ffddb5db36c8893c3efc065583e09c7f
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Mon, 15 Nov 2021 21:22:07 +0900

    Add CMake config scripts

 CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 1795f0ec0d01e5a727c6a68b51fee69da710a5d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Nov 2021 10:39:51 +0100

    Add amount calculation to FRA

 Examples/FRA/FRA.cpp                    |  6 ++++++
 ql/instruments/forwardrateagreement.cpp | 33 +++++++++++++++++++++++++--------
 ql/instruments/forwardrateagreement.hpp | 19 ++++++-------------
 3 files changed, 37 insertions(+), 21 deletions(-)

commit b780ed7ff5d0e4bc4f9174739eaaf5e74a1dc7fd
Author: yang zhang <yangz@fastmail.com>
Date:   Sun, 14 Nov 2021 16:13:57 -0500

    [#1215] Refer to github issue
    
    Futures with monthly frequency use averaging rate, while with quarterly frequency use compouding. The constructor taking the averaging method explicitly can be deprecated.

 ql/termstructures/yield/overnightindexfutureratehelper.cpp | 8 ++++++--
 ql/termstructures/yield/overnightindexfutureratehelper.hpp | 2 ++
 2 files changed, 8 insertions(+), 2 deletions(-)

commit 3ad043bfb3ed639b9f84613035bc41bdf82d3691
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 14 Nov 2021 22:26:15 +0900

    Add CMake config scripts

 tools/check_filelists.sh | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit d4106c58ab26bdcb780b34bf5286fd8da83451d4
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 14 Nov 2021 22:04:59 +0900

    Add CMake config scripts

 Makefile.am              | 2 +-
 tools/check_filelists.sh | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 6c334d4db746329a1a3a48a427054a938ccff191
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 14 Nov 2021 17:43:18 +0900

    Add CMake config scripts

 Makefile.am | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 28734644c7ed70de71aa2efdc3225961c2fc2521
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 14 Nov 2021 17:17:01 +0900

    Add CMake config scripts

 CMakeLists.txt                |  2 ++
 cmake/QuantLibConfig.cmake.in |  1 +
 ql/CMakeLists.txt             | 37 ++++++++++++++++++++++++++++++++++---
 3 files changed, 37 insertions(+), 3 deletions(-)

commit f473f708661ad81ea25dd8feefe7a744e2d22e13
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 14 Nov 2021 11:12:04 +0800

    Add Test + Link VolatilityType from VolCube to underlying structures

 .../volatility/noarbsabrsmilesection.cpp           |  9 +++---
 .../volatility/noarbsabrsmilesection.hpp           |  6 ++--
 ql/math/interpolations/sabrinterpolation.hpp       |  9 +++---
 ql/math/interpolations/xabrinterpolation.hpp       |  9 ++++--
 ql/termstructures/volatility/sabrsmilesection.cpp  | 10 ++++---
 ql/termstructures/volatility/sabrsmilesection.hpp  |  6 ++--
 .../volatility/swaption/swaptionvolcube1.hpp       |  8 +++--
 test-suite/swaptionvolatilitycube.cpp              | 34 ++++++++++++++++++++++
 test-suite/swaptionvolatilitycube.hpp              |  1 +
 9 files changed, 70 insertions(+), 22 deletions(-)

commit 38e90493acf926afdac24b51237149083c9ed28a
Author: lewwe <lewweihao93@hotmail.com>
Date:   Fri, 12 Nov 2021 21:14:52 +0800

    Add Normal Volatility SABR Calculation

 .../volatility/noarbsabrsmilesection.cpp           |  4 +-
 ql/termstructures/volatility/sabr.cpp              | 79 +++++++++++++++++++---
 ql/termstructures/volatility/sabr.hpp              | 29 ++++++--
 ql/termstructures/volatility/sabrsmilesection.cpp  |  4 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  5 --
 5 files changed, 99 insertions(+), 22 deletions(-)

commit 2344bea198a3f5684e591b9befe455276a8da892
Merge: 575c102a9 32bcf6f9b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Nov 2021 09:42:37 +0100

    Merge pull request #1233.
    
    Do not rely on inflation curves for index interpolation

commit 25f7586de0d44ce64b7fdba22c859ce4d7b1755a
Author: Mohammad Shojatalab <mshojatalab@gmail.com>
Date:   Thu, 11 Nov 2021 09:35:54 +0000

    Remedy for clang warning re 'QuantLib::OvernightIndexedCoupon::rate' hides overloaded virtual function.

 ql/cashflows/overnightindexedcoupon.hpp | 1 +
 1 file changed, 1 insertion(+)

commit c0506b7c0878b1174a80cf6199637f6edfae57da
Author: Mohammad Shojatalab <mshojatalab@gmail.com>
Date:   Thu, 11 Nov 2021 08:49:56 +0000

    Fix the accrual calculation for OvernightIndexedCoupon.
    fixes issue #1214

 ql/cashflows/couponpricer.hpp           |  3 +++
 ql/cashflows/floatingratecoupon.cpp     |  6 +++++-
 ql/cashflows/floatingratecoupon.hpp     |  1 +
 ql/cashflows/overnightindexedcoupon.cpp | 33 +++++++++++++++++++++++++++++----
 ql/cashflows/overnightindexedcoupon.hpp |  3 +++
 5 files changed, 41 insertions(+), 5 deletions(-)

commit 575c102a9501bfb29cab2186d7d97a24274e3574
Merge: 8dacf6641 4b4e1096c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Nov 2021 17:52:26 +0100

    Merge pull request #1236.
    
    Clean up convertible bonds and move then out of experimental folder

commit 4b4e1096c164dbe693d35624a0b3f8d11d39acf1
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Wed, 10 Nov 2021 11:23:28 +0000

    Automated fixes by clang-tidy

 ql/instruments/bonds/convertiblebonds.cpp | 4 ++--
 ql/instruments/bonds/convertiblebonds.hpp | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit bbec5fe58335ea10739ab526462d172e5c3bb18a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Nov 2021 09:07:42 +0100

    Move convertible bonds out of experimental folder

 Examples/ConvertibleBonds/ConvertibleBonds.cpp     |  4 +-
 QuantLib.vcxproj                                   | 19 ++++-----
 QuantLib.vcxproj.filters                           | 44 +++++++++----------
 configure.ac                                       |  1 -
 ql/CMakeLists.txt                                  | 13 +++---
 ql/experimental/Makefile.am                        |  3 +-
 ql/experimental/all.hpp                            |  1 -
 ql/experimental/convertiblebonds/Makefile.am       | 49 ----------------------
 ql/experimental/convertiblebonds/all.hpp           |  8 ----
 ql/instruments/bonds/Makefile.am                   |  2 +
 ql/instruments/bonds/all.hpp                       |  1 +
 .../bonds/convertiblebonds.cpp}                    |  2 +-
 .../bonds/convertiblebonds.hpp}                    |  6 +--
 ql/methods/lattices/Makefile.am                    |  1 +
 ql/methods/lattices/all.hpp                        |  1 +
 .../lattices}/tflattice.hpp                        |  7 +++-
 ql/pricingengines/bond/Makefile.am                 |  3 ++
 ql/pricingengines/bond/all.hpp                     |  2 +
 .../bond}/binomialconvertibleengine.hpp            |  6 +--
 .../bond}/discretizedconvertible.cpp               |  2 +-
 .../bond}/discretizedconvertible.hpp               |  2 +-
 test-suite/convertiblebonds.cpp                    |  4 +-
 22 files changed, 63 insertions(+), 118 deletions(-)

commit 3e5fb1f36ffe034702949ad2b75ba539d5ed08cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Nov 2021 22:38:48 +0100

    Restrict access to data members

 ql/experimental/convertiblebonds/convertiblebond.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit 3baab90bac6d952ad5176c19a8d1d4b4318436bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Nov 2021 22:34:37 +0100

    Avoid copy

 ql/experimental/convertiblebonds/discretizedconvertible.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 5a050153b2dffc660bc427ede2a74bffe143c50d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Nov 2021 20:12:48 +0100

    Store whole cashflows in convertible bond arguments

 ql/experimental/convertiblebonds/convertiblebond.cpp     | 14 ++------------
 ql/experimental/convertiblebonds/convertiblebond.hpp     |  6 ++----
 .../convertiblebonds/discretizedconvertible.cpp          | 16 ++++++++++------
 .../convertiblebonds/discretizedconvertible.hpp          |  1 +
 4 files changed, 15 insertions(+), 22 deletions(-)

commit 325292021e286de8375e01723eb1dccb4b461fa1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Nov 2021 18:54:11 +0100

    Remove inner option class from convertible bonds

 .../convertiblebonds/binomialconvertibleengine.hpp |  13 +--
 .../convertiblebonds/convertiblebond.cpp           | 118 +++++++--------------
 .../convertiblebonds/convertiblebond.hpp           |  47 ++------
 .../convertiblebonds/discretizedconvertible.cpp    |   2 +-
 .../convertiblebonds/discretizedconvertible.hpp    |   4 +-
 5 files changed, 55 insertions(+), 129 deletions(-)

commit 8dacf66415aa0ee7551ae655d31a37f37907cca8
Merge: 903de0f30 7c3518abe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Nov 2021 17:17:08 +0100

    Merge pull request #1220.
    
    Move credit spread and dividends to Binomial Convertible Engine

commit 903de0f30186c8650a217448a51c23587750d7a6
Merge: 1e7353227 0d8f96180
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Nov 2021 11:57:05 +0100

    Merge pull request #1226.
    
    Remove dependency on Boost Test when not needed

commit 32bcf6f9b2ec2b8b71550259f6aa0eaf220cf8a9
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 7 Nov 2021 18:37:43 +0000

    Automated fixes by clang-tidy

 ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 970f8a0a3f3e4e683145aa67a5fa080fd8104096
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 7 Nov 2021 14:11:39 +0100

    Deprecate indexIsInterpolated in base and zero curve constructors

 .../inflation/cpicapfloortermpricesurface.cpp      |  4 +
 .../inflation/yoycapfloortermpricesurface.cpp      |  4 +
 .../inflation/interpolatedzeroinflationcurve.hpp   | 60 ++++++++++++++-
 .../inflation/piecewisezeroinflationcurve.hpp      | 26 +++++++
 ql/termstructures/inflationtermstructure.cpp       | 90 ++++++++++++++++++++--
 ql/termstructures/inflationtermstructure.hpp       | 89 ++++++++++++++++++---
 test-suite/inflation.cpp                           |  6 +-
 test-suite/inflationcpibond.cpp                    |  3 +-
 test-suite/inflationcpicapfloor.cpp                |  3 +-
 test-suite/inflationcpiswap.cpp                    |  3 +-
 test-suite/inflationzciisinterpolation.cpp         |  2 +-
 11 files changed, 262 insertions(+), 28 deletions(-)

commit 0d8f9618045fc077c9dce7d54738c7e9a1ba98b7
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 7 Nov 2021 09:18:29 +0900

    Remove dependency on Boost Test when not needed

 .gitignore     |  2 +-
 CMakeLists.txt | 51 ++++++++++++++++++++++++++++++++-------------------
 2 files changed, 33 insertions(+), 20 deletions(-)

commit ac4b5ca781eddb26e95a07b9602cf3ebaf07f161
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Nov 2021 22:55:15 +0100

    Deprecate indexIsInterpolated for base and zero inflation curves

 .../inflation/cpicapfloortermpricesurface.hpp      | 10 ++++--
 .../inflation/yoycapfloortermpricesurface.hpp      | 13 ++++---
 ql/termstructures/inflationtermstructure.cpp       | 14 ++++----
 ql/termstructures/inflationtermstructure.hpp       | 40 ++++++++++++++++++----
 4 files changed, 56 insertions(+), 21 deletions(-)

commit 4fa60ca287147a8d551fbdb88b38255e91f5f85c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Nov 2021 21:43:40 +0100

    Snap rate calculation to start of inflation periods

 ql/termstructures/inflation/inflationtraits.hpp      |  7 +------
 .../inflation/interpolatedzeroinflationcurve.hpp     | 20 +++++---------------
 test-suite/inflation.cpp                             | 11 +----------
 3 files changed, 7 insertions(+), 31 deletions(-)

commit 1e73532276f184b4ccdef4f4b973bf4aa181c594
Merge: 57beb0b72 fa99bb99e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Nov 2021 19:44:36 +0100

    Merge pull request #1229.
    
    Avoid syntax deprecated in C++20

commit fa99bb99e42967d261a8f08adc18d6be542a88e7
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 6 Nov 2021 13:32:54 +0000

    Automated fixes by clang-tidy

 ql/cashflows/conundrumpricer.cpp   |  2 +-
 ql/pricingengines/blackformula.cpp | 10 +++++-----
 2 files changed, 6 insertions(+), 6 deletions(-)

commit 89ead9e724a8ec2f71fdb7e2067bfd94cec88ee4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Nov 2021 11:18:15 +0100

    Avoid syntax deprecated in C++20

 ql/cashflows/cashflows.cpp                         |  2 +-
 ql/cashflows/conundrumpricer.cpp                   | 17 +++---
 ql/experimental/credit/blackcdsoptionengine.cpp    |  2 +-
 .../swaptions/haganirregularswaptionengine.cpp     |  3 +-
 ql/math/interpolations/multicubicspline.hpp        | 58 +++++++++---------
 ql/pricingengines/blackformula.cpp                 | 71 +++++++++++++---------
 .../capfloor/bacheliercapfloorengine.cpp           |  2 +-
 ql/pricingengines/capfloor/blackcapfloorengine.cpp |  2 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  4 +-
 test-suite/amortizingbond.cpp                      |  2 +-
 test-suite/zerocouponswap.cpp                      |  2 +-
 11 files changed, 90 insertions(+), 75 deletions(-)

commit e95b2a578787358c176e90ad8c539216319f2758
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 6 Nov 2021 14:51:39 +0900

    Remove dependency on Boost Test when not needed

 CMakeLists.txt | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

commit 7176bae6a44d7faf10217307ef209de6a471862c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Nov 2021 17:48:47 +0100

    Snap seasonality correction for zero rates to first of month

 ql/termstructures/inflation/seasonality.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 0d9312cf65e18609bbef54d8d66785fa348c2833
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Nov 2021 16:46:19 +0100

    Uniform naming convention for past and forecast code

 ql/indexes/inflationindex.cpp | 54 +++++++++++++++++++++----------------------
 1 file changed, 26 insertions(+), 28 deletions(-)

commit 978f52b524a8c7cdfa0a7435c70800a8c6af4036
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Nov 2021 16:45:56 +0100

    Don't rely on inflation curve for interpolation

 ql/indexes/inflationindex.cpp                | 41 +++++++-----
 ql/termstructures/inflation/seasonality.cpp  |  3 +-
 ql/termstructures/inflationtermstructure.cpp | 14 ++---
 test-suite/inflation.cpp                     | 93 ++++++++++++++--------------
 4 files changed, 76 insertions(+), 75 deletions(-)

commit 57beb0b722480789975d7b4ca197a533a37cb693
Merge: 6c6eddef0 93e87d545
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Nov 2021 19:16:33 +0100

    Merge pull request #1224.
    
    Fix payoff of Himalaya option

commit fdb00df3d542d2360e2fbc6512f12b0e664ad56e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Nov 2021 18:28:16 +0100

    Change return type to Real.
    
    It doesn't actually change (both map to double) but it's more
    clear since we're returning inflation fixings.

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

commit 93e87d545578a950c184303860cb2a59df8a62ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Nov 2021 10:19:05 +0100

    Fix payoff of Himalaya option

 ql/experimental/exoticoptions/mchimalayaengine.cpp | 1 +
 test-suite/himalayaoption.cpp                      | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

commit 6c6eddef09bf7a5df3048ff815cb2aa68f047bc0
Merge: 6f1f71cdb edeeb3fe4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Nov 2021 09:44:00 +0100

    Merge pull request #1223.
    
    Add `QL_CONSTEXPR` macro and avoid some MSVC warnings

commit edeeb3fe4cdfa829f921dfb9f546e32388b9696c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Nov 2021 14:07:57 +0100

    Define constexpr away when compiling on VC++ 2013

 .../exoticoptions/analyticholderextensibleoptionengine.cpp            | 2 +-
 ql/math/matrixutilities/svd.cpp                                       | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.cpp                    | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price_heston.cpp             | 2 +-
 ql/qldefines.hpp                                                      | 2 ++
 ql/qldefines.hpp.cfg                                                  | 2 ++
 ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp       | 2 +-
 test-suite/array.cpp                                                  | 4 ++--
 test-suite/cmsspread.cpp                                              | 4 ++--
 test-suite/interpolations.cpp                                         | 2 +-
 test-suite/numericaldifferentiation.cpp                               | 2 +-
 test-suite/ode.cpp                                                    | 4 ++--
 12 files changed, 17 insertions(+), 13 deletions(-)

commit 8eaaa1dfebbe89813c09d4c7734ce7426a18185f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Nov 2021 12:55:19 +0100

    Add some constexpr keywords to avoid MSVC warnings

 .../exoticoptions/analyticholderextensibleoptionengine.cpp            | 2 +-
 ql/math/matrixutilities/svd.cpp                                       | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.cpp                    | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price_heston.cpp             | 2 +-
 ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp       | 2 +-
 test-suite/array.cpp                                                  | 4 ++--
 test-suite/cmsspread.cpp                                              | 4 ++--
 test-suite/interpolations.cpp                                         | 2 +-
 test-suite/numericaldifferentiation.cpp                               | 2 +-
 test-suite/ode.cpp                                                    | 4 ++--
 10 files changed, 13 insertions(+), 13 deletions(-)

commit 6f1f71cdb7bb0279876e3bd57bacba3f7b86e0c2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Nov 2021 12:17:16 +0100

    Add workflow for MSVC analysis

 .github/workflows/msvc-analysis.yml | 50 +++++++++++++++++++++++++++++++++++++
 .msvc-analysis.ruleset              |  9 +++++++
 2 files changed, 59 insertions(+)

commit 7c3518abe276d963ae8029ccaeebdd05f8fbcebf
Author: lewwe <lewweihao93@hotmail.com>
Date:   Tue, 2 Nov 2021 14:21:55 +0800

    Remove fields from engine arguments

 .../convertiblebonds/binomialconvertibleengine.hpp | 13 +--------
 .../convertiblebonds/convertiblebond.hpp           |  3 ---
 .../convertiblebonds/discretizedconvertible.cpp    | 31 ++++++++++++++--------
 .../convertiblebonds/discretizedconvertible.hpp    |  5 ++++
 4 files changed, 26 insertions(+), 26 deletions(-)

commit 23f5928e83a24237c61fea39400e97c8c4039242
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sat, 30 Oct 2021 16:57:49 +0800

    Fix Build

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

commit e1aee00c361dd8ed52a528a0f7a3a8af66b04cd0
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sat, 30 Oct 2021 16:07:41 +0800

    Fix ordering

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

commit 193d2ffaadc85b4603395905ffc46619c14b245e
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sat, 30 Oct 2021 15:48:32 +0800

    Fix Build

 Examples/ConvertibleBonds/ConvertibleBonds.cpp | 52 ++++++++++----------------
 1 file changed, 19 insertions(+), 33 deletions(-)

commit 582591dee5f6f13907ee7be7b72ce38c719ef22b
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sat, 30 Oct 2021 15:20:30 +0800

    Revert vcxproj file

 test-suite/testsuite.vcxproj | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

commit f929a89a538279063d7bd2decf4f0b525bee7b66
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sat, 30 Oct 2021 15:13:35 +0800

    Move creditSpread and dividends  into BinomalConvertibleEngine

 .../convertiblebonds/binomialconvertibleengine.hpp |  80 ++++----
 .../convertiblebonds/convertiblebond.cpp           | 209 +++++++++------------
 .../convertiblebonds/convertiblebond.hpp           |  67 +++----
 test-suite/convertiblebonds.cpp                    |  42 ++---
 test-suite/testsuite.vcxproj                       |   6 +-
 5 files changed, 183 insertions(+), 221 deletions(-)

commit 63b13920e564216df905c6c8cc38dcabbacf0f05
Merge: 519cc2a24 632692f5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Oct 2021 11:22:51 +0200

    Merge pull request #1209.
    
    Add CMake Presets

commit 632692f5f4321c513d59fa4b5717fa6c80f76e47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Oct 2021 09:31:17 +0200

    Renamed CI presets for clarity

 .github/workflows/cmake.yml |  8 ++++----
 CMakePresets.json           | 48 ++++++++++++++++++++++-----------------------
 2 files changed, 28 insertions(+), 28 deletions(-)

commit 068f64495ca7595dd4e73287db862852ec1f9a27
Author: lewwe <lewweihao93@hotmail.com>
Date:   Mon, 25 Oct 2021 13:54:32 +0800

    Remove std::move

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

commit 9e60653b59bb75de978706cfe8a3a3e8223e5ad7
Author: lewwe <lewweihao93@hotmail.com>
Date:   Mon, 25 Oct 2021 13:42:54 +0800

    Fix ordering

 ql/instruments/forwardrateagreement.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit cb63ff8f4a60eda6553503772af574f16485a002
Author: lewwe <lewweihao93@hotmail.com>
Date:   Mon, 25 Oct 2021 13:33:19 +0800

    Remove Forward inheritance by ForwardRateAgreement

 ql/instruments/forwardrateagreement.cpp | 41 ++++++++++++++++---
 ql/instruments/forwardrateagreement.hpp | 70 ++++++++++++++++++++++++++++++---
 2 files changed, 99 insertions(+), 12 deletions(-)

commit 519cc2a245bb77f31715eac4487bde556922fa73
Merge: eefe04f17 14e970f24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Oct 2021 13:42:42 +0200

    Merge pull request #1211.
    
    fixed empty dividend schedule

commit eefe04f170009947b2f1936f7c8a228783525fbf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.25-dev.

 CMakeLists.txt | 6 +++---
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 14e970f24aaa160d6e428b3439c9265cc280f49b
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 16 Oct 2021 15:21:00 +0200

    fixed empty dividend schedule

 ql/pricingengines/vanilla/fdcirvanillaengine.cpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 374a5a01ace68c491e8f29d3fd83dd559001aa57
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 14 Oct 2021 21:15:24 +0900

    Add CMake Presets

 .github/workflows/cmake.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit b223e0ebe858e7bcc3b5d08c5ed42040f09c8515
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 14 Oct 2021 21:10:24 +0900

    Add CMake Presets

 CMakePresets.json | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 4d892bd48dd116817ff59ca0193dbdcc293fb3c9
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 14 Oct 2021 21:08:46 +0900

    Add CMake Presets

 .github/workflows/cmake.yml | 16 +++++++++------
 CMakePresets.json           | 50 +++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 60 insertions(+), 6 deletions(-)

commit c0155a0cdaae2e83ce273d8440d7e846882930ca
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 14 Oct 2021 20:58:28 +0900

    Add CMake Presets

 CMakePresets.json | 191 +++++++++++-------------------------------------------
 1 file changed, 37 insertions(+), 154 deletions(-)

commit 0a3c4fb381552b04758f83d56b30ed27eaf89528
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Mon, 11 Oct 2021 21:49:21 +0900

    Add CMake Presets

 CMakePresets.json | 25 ++++++++++---------------
 1 file changed, 10 insertions(+), 15 deletions(-)

commit 1fae38ba5f2cfc899c321e026216e603ac031a0b
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Mon, 11 Oct 2021 18:39:25 +0900

    Add CMake Presets

 CMakePresets.json | 17 ++++++++++++++---
 1 file changed, 14 insertions(+), 3 deletions(-)

commit de6d3b00b84acf6f69e1607b51a9c65f7fc06601
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Mon, 11 Oct 2021 18:17:10 +0900

    Add CMake Presets

 CMakePresets.json | 24 +++++++++++++++++-------
 1 file changed, 17 insertions(+), 7 deletions(-)

commit e2bfec59c2dc9fc52c40a95268d8a5f9f488a8d2
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Mon, 11 Oct 2021 18:01:03 +0900

    Add CMake Presets

 .github/workflows/cmake.yml |  24 ++---
 .gitignore                  |   1 +
 CMakePresets.json           | 215 ++++++++++++++++++++++++++++++++++++++++++++
 3 files changed, 224 insertions(+), 16 deletions(-)

commit be922121e18afb695f10ec02089bcd84030c668b
Author: mmencke <57640398+mmencke@users.noreply.github.com>
Date:   Wed, 28 Jul 2021 17:32:14 +0200

    Update extendedcoxingersollross.cpp
    
    Fixed typo in discountBondOption formula: Missing term in the expression.

 ql/models/shortrate/onefactormodels/extendedcoxingersollross.cpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 846938afc75f13d7b312366ac9b0f983c1a406ff
Merge: a10f94a52 5e968f450
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sun, 27 Dec 2020 16:24:11 +0800

    Merge pull request #12 from lballabio/master
    
    merge from upstream

commit b16e4bde6060e7f7709ffa2294379fbf2195f825
Author: Ole <72198625+OleBueker@users.noreply.github.com>
Date:   Mon, 9 Nov 2020 17:47:48 +0100

    Update callablebond.cpp

 ql/experimental/callablebonds/callablebond.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 826d6c099e781808e63d84b3ddac3cbc2c3791f4
Author: Ole <72198625+OleBueker@users.noreply.github.com>
Date:   Mon, 9 Nov 2020 15:58:49 +0100

    Update callablebond.cpp

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