/
ChangeLog.txt
933 lines (664 loc) · 30.4 KB
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ChangeLog.txt
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commit 59b9cef2cd3232d69398f223228161137b3fb288
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 19 Oct 2023 11:41:57 +0200
Set version to 1.34 final
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit f9937d963442e4f92db4e93d2e59b03eba9256f8
Merge: 2b9b3053 883b1a77
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 21 Apr 2024 14:26:22 +0200
Don't export internal `EndCriteria` method (#644)
commit 883b1a77251a6dce43e17ae114beb1ca773e102e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 20 Apr 2024 20:18:45 +0200
Don't export internal method
SWIG/optimizers.i | 8 --------
1 file changed, 8 deletions(-)
commit 2b9b3053af4c8328c6badd9eb49d72c8196c3694
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 4 Oct 2023 14:18:47 +0200
Set version to 1.34 rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 5a3d89c47862717b8fe9b8513a1b018c634e1e53
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 15 Apr 2024 16:19:08 +0200
Update news and changelog
ChangeLog.txt | 945 +++++++++++++++++++++++++++++++++++++++++++++++-----------
News.md | 46 ++-
2 files changed, 808 insertions(+), 183 deletions(-)
commit d433a7988592d88b40a9083d0c65afff607e5c67
Merge: c3f54bd2 1b502947
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 16 Apr 2024 12:54:48 +0200
Exposed parabolic (Hermite) cubic spline interpolation schemes (#643)
commit 1b50294758d1d1a8fea0c18aec555cffcbc78692
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Tue, 16 Apr 2024 10:10:22 +0200
Fixed indentation.
Python/test/test_termstructures.py | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
commit 9bd5e89a75b14e9c647bf0cc9fd4ad354031a816
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Tue, 16 Apr 2024 10:09:07 +0200
Fixed indentation.
Python/test/test_termstructures.py | 18 ++++++------------
1 file changed, 6 insertions(+), 12 deletions(-)
commit 237616d91e8747fd32f6d8113b3e77bdc68b9eca
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Tue, 16 Apr 2024 10:05:09 +0200
Added a unit test for exposed interpolation schemes.
Python/test/test_termstructures.py | 70 +++++++++++++++++++++++++++++++-------
1 file changed, 58 insertions(+), 12 deletions(-)
commit 65bcdde4fe6c1ea91dc0adcb516938521830e894
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Mon, 15 Apr 2024 17:20:46 +0200
Leave out changes for bootstrappers
SWIG/piecewiseyieldcurve.i | 214 ++++++++++++++++++++++-----------------------
1 file changed, 106 insertions(+), 108 deletions(-)
commit cf455ab3cdbe9e627cf67aa9983fbfce6942d1e7
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Mon, 15 Apr 2024 16:43:34 +0200
Exposed Parabolic and Monotone Parabolic interpolation schemes
SWIG/discountcurve.i | 4 ++++
SWIG/interpolation.i | 36 ++++++++++++++++++++++++++++++++++++
SWIG/piecewiseyieldcurve.i | 8 ++++++++
SWIG/termstructures.i | 2 ++
SWIG/zerocurve.i | 4 ++++
5 files changed, 54 insertions(+)
commit 3d19d09048733a007ad4c07c52df044d3a2b2196
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Fri, 12 Apr 2024 18:50:02 +0200
Generalized global bootstrapping schemes
SWIG/piecewiseyieldcurve.i | 200 ++++++++++++++++++++++-----------------------
1 file changed, 99 insertions(+), 101 deletions(-)
commit c3f54bd2e6a95162e5257e58b27fb13bf38526ce
Merge: b71cc37f eb4ba9ec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 11 Apr 2024 13:39:28 +0200
Allow passing a vector of `InterestRate` objects to `FixedRateLeg` (#642)
commit eb4ba9ecb18a43633ec6e101e1c213a64360e1d7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 11 Apr 2024 11:23:05 +0200
Allow passing a vector of InterestRate objects to FixedRateLeg
SWIG/cashflows.i | 22 ++++++++++++++++------
1 file changed, 16 insertions(+), 6 deletions(-)
commit b71cc37f8a3260a24434fcd69675c2a60d60c1cb
Merge: 9b08fed8 f8f6be47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 10 Apr 2024 12:11:06 +0200
Spreaded zero interpolated curve interpolation methods (#641)
commit f8f6be47a9f29cf3688c23841e1bf61d3bfdb02f
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Mon, 8 Apr 2024 16:35:11 +0200
Clean up.
Python/test/test_termstructures.py | 9 +++------
1 file changed, 3 insertions(+), 6 deletions(-)
commit 31da9e29f62547ff59780eb5e5b7300bbd52f980
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Mon, 8 Apr 2024 16:06:34 +0200
Removed print statements
Python/test/test_termstructures.py | 2 --
1 file changed, 2 deletions(-)
commit 1aab7f983e6b78eb7c537ffc4a9488436fa22202
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Mon, 8 Apr 2024 16:06:17 +0200
Added unit test in Python
Python/test/test_termstructures.py | 45 ++++++++++++++++++++++++++++++++++++++
SWIG/termstructures.i | 1 -
2 files changed, 45 insertions(+), 1 deletion(-)
commit 76766c40af09f504192a522508dd471d89244a90
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date: Mon, 8 Apr 2024 14:44:56 +0200
Exposed additional interpolation methods for interpolated zero spreaded term structure
SWIG/termstructures.i | 5 ++++-
1 file changed, 4 insertions(+), 1 deletion(-)
commit 9b08fed82f07d74439c18cd68fb806dab1e4cfde
Merge: 7468a2f0 95d04206
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 8 Apr 2024 09:43:31 +0200
add Tona to indexes.i (#640)
commit 95d0420628ce1794f9b143a8f22100e0f4a3e3b4
Author: jonghee <jonghee.lee@miraeasset.com>
Date: Mon, 8 Apr 2024 10:03:39 +0900
add Tona to indexes.i
SWIG/indexes.i | 1 +
1 file changed, 1 insertion(+)
commit 7468a2f052cf30c2cab36adbab483c3b453b442c
Merge: 03b3cff7 5ec38879
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 16:25:43 +0200
Allow swaptions to use OIS as underlying (#638)
commit 03b3cff721e6e0fe7926924223dadf497a3e218c
Merge: cbf2c9e1 9a14596a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 15:58:46 +0200
Export `FixedVsFloatingSwap` (#637)
commit 5ec38879bfb71cff5015dd6b3ab6d036c35114b4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 14:50:06 +0200
Allow swaptions to use OIS as underlying
SWIG/calibrationhelpers.i | 22 +++++++++++++---------
SWIG/fdm.i | 4 ++--
SWIG/swaption.i | 3 ++-
3 files changed, 17 insertions(+), 12 deletions(-)
commit 9a14596a0402af8a1005552b4b06786e72bea216
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 14:50:54 +0200
Fix R demo
R/demo/cashflows.R | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit cbf2c9e1d8e7abbe98f05514f3671873115485e6
Merge: 4cdc2c6f 6c35a242
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 14:06:39 +0200
Export more overloads for bond functions (#636)
commit 4cdc2c6f451082cd0516d5f8eaad46a83a28bab4
Merge: 843f281f 39f426cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 13:58:40 +0200
Pass explicit base date to inflation curves instead of observation lag (#635)
commit 843f281f76acd5611d210c5f02baa3b4de70dbfd
Merge: 6c64b656 75440468
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 13:39:25 +0200
Export `makeQuoteHandle` convenience function (#634)
commit 6c64b65601cda793b8e4ce54c6b3bddfbc4adb7a
Merge: d56825f6 7bb1dded
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 13:38:51 +0200
Use consistent keyword case in `MakeVanillaSwap` (#633)
commit 1b25ce30b901b287ae95eb07e7e33b7ab1148298
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 13:38:00 +0200
Export FixedVsFloatingSwap
SWIG/cashflows.i | 1 +
SWIG/swap.i | 67 +++++++++++++++++++++++++++++++-------------------------
2 files changed, 38 insertions(+), 30 deletions(-)
commit 6c35a2426f97945ebf68126b445524cfe2e63b0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 13:24:16 +0200
Export more overloads for bond functions
SWIG/bondfunctions.i | 63 +++++++++++++++++++++++++++++++++++++++++++++++++++-
SWIG/bonds.i | 9 ++++++++
2 files changed, 71 insertions(+), 1 deletion(-)
commit 39f426ccfd26b1952742c56c35fabcd38a5dc407
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 13:08:20 +0200
Update test
Python/test/test_inflation.py | 6 ++----
1 file changed, 2 insertions(+), 4 deletions(-)
commit 75440468708544d8b8aa0a4e087c95778ba5a244
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 12:58:49 +0200
Export makeQuoteHandle convenience function
Python/examples/bermudan-swaption.py | 4 ++--
Python/examples/bonds.py | 8 ++++----
Python/examples/capsfloors.py | 2 +-
Python/examples/cds.py | 2 +-
Python/examples/gaussian1d-models.py | 18 +++++++++---------
Python/examples/isda-engine.py | 2 +-
Python/examples/slv.py | 2 +-
Python/examples/swap.py | 2 +-
Python/test/test_americanquantooption.py | 4 ++--
Python/test/test_assetswap.py | 2 +-
Python/test/test_capfloor.py | 5 ++---
Python/test/test_cms.py | 8 ++++----
Python/test/test_coupons.py | 2 +-
Python/test/test_equityindex.py | 4 ++--
Python/test/test_fdm.py | 4 ++--
Python/test/test_inflation.py | 2 +-
Python/test/test_options.py | 4 ++--
Python/test/test_ratehelpers.py | 20 ++++++++++----------
Python/test/test_slv.py | 2 +-
Python/test/test_swap.py | 4 ++--
Python/test/test_swaption.py | 6 +++---
Python/test/test_termstructures.py | 24 ++++++++++++------------
Python/test/test_volatilities.py | 14 +++++++-------
SWIG/marketelements.i | 3 +++
24 files changed, 75 insertions(+), 73 deletions(-)
commit 7bb1ddedceeb42de628df0bdbf3144faae48e712
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 12:34:11 +0200
Use consistent case in keyword args
SWIG/swap.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit badc83c8e235a5c360b312745196ba7264be7ff4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 3 Apr 2024 12:17:04 +0200
Pass base date to inflation curves instead of lag
SWIG/inflation.i | 66 +++++++++++++++++++++++++++++++++++++++++++++-----------
1 file changed, 53 insertions(+), 13 deletions(-)
commit d56825f6eca117e37d73d5e2664a728793dbb643
Merge: db743854 b4e5d6e3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 11 Mar 2024 08:52:44 +0100
Fix refcounting in `Date.from_date` (#630)
commit b4e5d6e3c850eb48ab884a3f8f47277fda08c696
Author: Eugene Toder <eltoder@twosigma.com>
Date: Sun, 10 Mar 2024 18:22:34 -0400
Fix refcounting in `Date.from_date`
SWIG/date.i | 14 +++++++++++---
1 file changed, 11 insertions(+), 3 deletions(-)
commit db74385409bf141a83096803a70dceecb731f700
Merge: 49a59ee0 dc063af2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 10 Mar 2024 22:05:18 +0100
Enable Python limited API (#629)
commit dc063af25477079fcd41381b6a8c1466dda355fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 8 Mar 2024 16:19:26 +0100
Enable Python limited API
Python/setup.py | 24 +++++++++++++++++++++---
Python/setup.py.in | 24 +++++++++++++++++++++---
2 files changed, 42 insertions(+), 6 deletions(-)
commit 49a59ee0eccd0e74c6f2d518ea5800a905c15052
Merge: 1f8e0478 ce8fe263
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sun, 10 Mar 2024 20:54:02 +0100
Support compilation with Py_LIMITED_API (#628)
commit ce8fe263c3a171ce7afefaa24a4b969c225eb8d3
Author: Eugene Toder <eltoder@twosigma.com>
Date: Sat, 9 Mar 2024 21:21:40 -0500
Support compilation with Py_LIMITED_API
PyDate* APIs are not part of the Limited API, so reimplement what we
need using generic PyObject* APIs.
SWIG/date.i | 28 ++++++++++++++++++++++++++++
1 file changed, 28 insertions(+)
commit 1f8e04786b53630ad909d941671cc45313cb43c5
Merge: 1f53777f 58311331
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 22 Feb 2024 15:50:09 +0100
Expose Futures::Custom (#627)
commit 58311331dc5131ceceef4091148c641076a4408d
Author: Eugene Toder <eltoder@twosigma.com>
Date: Wed, 21 Feb 2024 10:43:45 -0500
Expose Futures::Custom
SWIG/futures.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 1f53777f1925aea4fd53a9e173ad33c7e28c6023
Merge: 406bd3d9 248a14a3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 15 Feb 2024 09:49:11 +0100
Expose MakeVanillaSwap.withPaymentConvention (#626)
commit 248a14a390ce67aef76fd853a6c2064db530c950
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 13 Feb 2024 21:23:56 -0500
Expose MakeVanillaSwap.withPaymentConvention
Also, refactor python MakeVanillaSwap() function similar to MakeOIS().
SWIG/swap.i | 130 +++++++++++++++++++++++-------------------------------------
1 file changed, 50 insertions(+), 80 deletions(-)
commit 406bd3d99ded5537c6a7b682a52126d3526242e3
Merge: a1dfb2d9 319124f1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 12 Feb 2024 17:21:38 +0100
Expose new methods for MakeOIS (#624)
commit 319124f1c277eae8ba8f31aac90f1564c71381cb
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 9 Feb 2024 20:23:47 -0500
Expose new methods for MakeOIS
SWIG/swap.i | 123 ++++++++++++++++++++++++++++++------------------------------
1 file changed, 61 insertions(+), 62 deletions(-)
commit a1dfb2d91853b7172a104c51ab5f4bd58d21b415
Merge: 14748ea4 287f4e8d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 12 Feb 2024 15:58:37 +0100
Use C++ operators instead of Python magics for comparison (#625)
commit 287f4e8d0eeb9347230963417b2afae1ee5afaf1
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 9 Feb 2024 21:41:07 -0500
Use C++ operators instead of Python magics for comparison
This works in -builtin mode for Python and can work in other languages
(e.g. R) if we extend ifdefs.
Python/test/test_date.py | 16 ++++++++++++++++
SWIG/calendars.i | 4 ++--
SWIG/currencies.i | 4 ++--
SWIG/date.i | 24 ++++++++++++------------
SWIG/daycounters.i | 4 ++--
SWIG/money.i | 12 ++++++------
SWIG/ql.i | 4 ++--
7 files changed, 42 insertions(+), 26 deletions(-)
commit 14748ea432e0cb9261e9b182f61a89cc28238bf0
Merge: 38476e98 1c8e5ef4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 7 Feb 2024 14:18:31 +0100
Enable different definition of macro QL_JAVA_INTERFACES by testing if it is already defined (#623)
commit 1c8e5ef4192c50d45727fbc304e86511fbba8eb3
Author: ralfeckel <ralf.eckel@smarttra.de>
Date: Wed, 7 Feb 2024 11:48:10 +0100
Enable different definition of macro QL_JAVA_INTERFACES by testing if it is already defined
SWIG/quantlib.i | 5 ++---
1 file changed, 2 insertions(+), 3 deletions(-)
commit 38476e983a7d92ebacc17b86d90124902504fb12
Merge: 29a4a9af 7cae1b25
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 7 Feb 2024 08:35:26 +0100
Add defaults for SimpleQuote (#622)
commit 7cae1b256cc4685568c01292f0f1734d9539ec29
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 6 Feb 2024 22:46:19 -0500
Use PyLong_AsDouble to avoid overflow on very large longs
Python/test/test_marketelements.py | 4 ++++
SWIG/linearalgebra.i | 6 +++---
SWIG/null.i | 4 ++--
3 files changed, 9 insertions(+), 5 deletions(-)
commit ff085ebd71f52dbd1a92329bd0a799056b1bfc84
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 6 Feb 2024 22:21:47 +0100
Cast to the correct target type
Co-authored-by: Eugene Toder <eltoder@users.noreply.github.com>
SWIG/null.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 89e78e966c7f03ea5a2ccb045c1bff6affac454e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 6 Feb 2024 22:02:04 +0100
Allow implicit conversion of int in doubleOrNull
SWIG/null.i | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit ec553561cfb3697cf84e4366f894c7527088baed
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 6 Feb 2024 21:15:17 +0100
Allow passing None for Null<Real>()
SWIG/marketelements.i | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
commit 741592ad216a1a994e277c45eaffa3ff627c1979
Author: Eugene Toder <eltoder@users.noreply.github.com>
Date: Tue, 6 Feb 2024 14:50:48 -0500
Add defaults for SimpleQuote
These exist in C++.
SWIG/marketelements.i | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 29a4a9af8296c4696d3241a4ced8cbce5fc77c81
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Feb 2024 18:49:18 +0000
Bump peter-evans/create-pull-request from 5 to 6
Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 5 to 6.
- [Release notes](https://github.com/peter-evans/create-pull-request/releases)
- [Commits](https://github.com/peter-evans/create-pull-request/compare/v5...v6)
---
updated-dependencies:
- dependency-name: peter-evans/create-pull-request
dependency-type: direct:production
update-type: version-update:semver-major
...
Signed-off-by: dependabot[bot] <support@github.com>
.github/workflows/copyrights.yml | 2 +-
.github/workflows/misspell.yml | 2 +-
.github/workflows/namespaces.yml | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit 9906207a810e8779f22538aca9a1dd3240b67ce7
Merge: 8261fcdd c22a669c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Feb 2024 11:24:51 +0100
Export `cdsMaturity` function (#620)
commit 8261fcdd0b85fbbd17477cef0a5a9cec070e4da0
Merge: e00a87e3 48c3f2d2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 5 Feb 2024 10:00:18 +0100
Use typemap in PyObserver.[un]registerWith (#619)
commit c22a669c6f6fc0eaf18348fe7b200890776352a5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Sat, 3 Feb 2024 22:46:29 +0100
Export cdsMaturity function
SWIG/creditdefaultswap.i | 3 +++
1 file changed, 3 insertions(+)
commit e00a87e3a24a84f92e1fce7e97359e60e0abd511
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 2 Feb 2024 11:43:34 +0100
Rebuild CI images each Saturday, run build each Sunday
.github/workflows/devenv-images.yml | 5 ++++-
.github/workflows/linux.yml | 7 ++++++-
2 files changed, 10 insertions(+), 2 deletions(-)
commit 2318d77c59ea6da29b7b65972b7c73019b9fa602
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Fri, 2 Feb 2024 10:18:16 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 931f4fdc1b81f9d549b0af9cb5d3e3aeb60c38f5
Merge: 9ddb1750 f1406320
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 2 Feb 2024 11:18:03 +0100
Fix build errors due to inheritance of YoYCapFloorTermPriceSurface (#617)
commit f14063207052114fcfc4dbde607573803101e13e
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Fri, 2 Feb 2024 10:33:48 +0100
Remove pure virtual flag from `baseDate`
SWIG/inflation.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 23a512cb7c11f1b649bcce46f2441b6fc2b87425
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Fri, 2 Feb 2024 10:26:42 +0100
Fix typos in comments
Python/test/test_date.py | 2 +-
Python/test/test_ratehelpers.py | 4 ++--
Scala/README.txt | 2 +-
3 files changed, 4 insertions(+), 4 deletions(-)
commit 259eb325a43b84193e820a916b7b9372f8de14aa
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date: Fri, 2 Feb 2024 10:25:49 +0100
Fix build error due to changed inheritance
Follows from: https://github.com/lballabio/QuantLib/commit/1ebd2428aff7b8900f311518ab28d72b39136805
SWIG/inflation.i | 7 +++++--
1 file changed, 5 insertions(+), 2 deletions(-)
commit 9ddb175040f76348443df15fbc51a6b09b66d3a4
Merge: ba5484ae 71059ea5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 2 Feb 2024 09:01:02 +0100
Use %extend for properties of Settings (#616)
commit 48c3f2d2e7c2a4bb76910d33074cf468cac1fb83
Author: Eugene Toder <eltoder@twosigma.com>
Date: Thu, 1 Feb 2024 05:05:22 -0500
Use typemap in PyObserver.[un]registerWith
Use a typemap to handle conversion from Handles to Observable. This is
compatible with -builtin and avoids code duplication.
Also, remove unneeded {} in typemaps.
Python/test/test_marketelements.py | 25 ++++++++++++++++++++++++
SWIG/calendars.i | 4 ++--
SWIG/common.i | 12 +++++++-----
SWIG/date.i | 8 ++++----
SWIG/null.i | 40 +++++++++++++++++++-------------------
SWIG/observer.i | 32 +++++++++++++++---------------
SWIG/scheduler.i | 4 ++--
SWIG/volatilities.i | 4 ++--
8 files changed, 78 insertions(+), 51 deletions(-)
commit ba5484ae5628e1ad5993fbbc0f5c548720ba002c
Merge: 1add6462 2952ec54
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 1 Feb 2024 10:15:34 +0100
Remove duplication in Date(string, string) (#615)
commit 71059ea58d2ff4b41523ce532e4526a2e946fa46
Author: Eugene Toder <eltoder@twosigma.com>
Date: Wed, 31 Jan 2024 23:10:02 -0500
Use %extend for properties of Settings
Use SWIG native way to add properties to Settings[1]. This works with
all target languages using the most natural feature available (e.g.
properties in Python and C# and get/set methods in Java).
For now only enable this for Python. Other languages are easy as well,
except for backward compatibility concerns.
Also, deprecate get/set methods in Python.
[1] https://www.swig.org/Doc4.2/SWIG.html#SWIG_adding_member_functions
near the end of the section.
Python/examples/gaussian1d-models.py | 2 +-
Python/examples/isda-engine.py | 2 +-
Python/test/test_settings.py | 52 +++++++++++++++--------
SWIG/common.i | 27 +++++++-----
SWIG/settings.i | 82 +++++++++++++++++++++++++-----------
5 files changed, 111 insertions(+), 54 deletions(-)
commit 2952ec54d1686d881e98e1b952eb640f6a4c4dd3
Author: Eugene Toder <eltoder@twosigma.com>
Date: Wed, 31 Jan 2024 23:38:14 -0500
Remove duplication in Date(string, string)
Call DateParser_parse() extension method instead of duplicating it. This
is explicitly allowed by SWIG docs[1].
Also, use const char* in _replace_format() to avoid constructing
std::strings.
[1] https://www.swig.org/Doc4.2/SWIG.html#SWIG_adding_member_functions
SWIG/date.i | 23 ++++++++---------------
1 file changed, 8 insertions(+), 15 deletions(-)
commit 1add646221914e3f7318e922ea803c3675736d3b
Merge: a7720b29 f3afc401
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Wed, 31 Jan 2024 09:33:59 +0100
Cleanup comparisons (#613)
commit a7720b29bd3fe4f9ff39da2ebe4a23d80c013665
Merge: f030c545 98d015e9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 30 Jan 2024 09:50:18 +0100
Replace PyInt functions with PyLong (#614)
commit f030c5455ba3e10d7cf42e05e1174eac47153fae
Merge: 5435d0e3 a6ee1d30
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Jan 2024 15:24:28 +0100
Deprecate Date arithmetic with tuples (#612)
commit a6ee1d30ff0893002f7ded37b1604fc7fa56100f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Jan 2024 13:08:40 +0100
Deprecate Date arithmetic with tuples
SWIG/date.i | 4 ++++
1 file changed, 4 insertions(+)
commit 5435d0e34e426ff67c4ae78c6ac49d66d2f3f68e
Merge: 71ed9ee3 4a37feeb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Jan 2024 12:19:48 +0100
Better reporting of deprecation warning (#611)
commit 71ed9ee37610069cc8e03851a44303903805869a
Merge: 91c3d723 0f5c6629
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Jan 2024 11:54:29 +0100
Implement hash methods in C++ (#610)
commit 4a37feeb3753c664c5d7cfce55dad76118b3dd05
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Jan 2024 10:51:28 +0100
Better reporting of deprecation warning
SWIG/common.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 91c3d723f2a1fc8f118691fa59510e432c800720
Merge: 4049cae0 7145ad4f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Mon, 29 Jan 2024 09:43:32 +0100
Implement `Date.to_date` and `from_date` in C++ (#608)
commit f3afc40152d0210c0798d0a301d578106a0f5377
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 26 Jan 2024 09:27:53 -0500
Cleanup comparisons
* Fix comparing Money in Python: `__eq__` and `__ne__` were missing.
* Expose `__cmp__` as compareTo() in Java. This is the correct name for
this method. "compare" is for Comparators[1][2]. Note that this is
only a change for Money. Period and Date did not have `__cmp__`
exposed in Java until #610. Also, implement Comparable<T> interface.
* Remove `__cmp__` and `__nonzero__` methods from Python. These were
Python 2 magic methods that are not used in Python 3[3].
[1] https://docs.oracle.com/javase/8/docs/api/java/lang/Comparable.html#compareTo-T-
[2] https://docs.oracle.com/javase/8/docs/api/java/util/Comparator.html#compare-T-T-
[3] https://docs.python.org/3/reference/datamodel.html
Python/test/test_money.py | 18 +++++++++++++++++
SWIG/common.i | 6 ------
SWIG/currencies.i | 3 ---
SWIG/date.i | 50 ++++++++++++++++++++++-------------------------
SWIG/linearalgebra.i | 3 ---
SWIG/money.i | 16 +++++++++++----
SWIG/ql.i | 3 +++
SWIG/quantlib.i | 9 ++++++---
SWIG/timeseries.i | 3 ---
9 files changed, 62 insertions(+), 49 deletions(-)
commit 98d015e9de1c266b1cc53220b0f3ab41e5b5c810
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 26 Jan 2024 10:57:11 -0500
Replace PyInt functions with PyLong
PyInt_* functions were removed from Python 3 (the short int type no
longer exists in Python). The code only compiles because SWIG adds
compatibility macros in generated wrappers.
SWIG/calendars.i | 17 +++++++----------
SWIG/date.i | 17 +++++++----------
SWIG/fdm.i | 35 +++++++++++------------------------
SWIG/linearalgebra.i | 12 ++++++------
SWIG/null.i | 10 +++++-----
SWIG/scheduler.i | 13 +++++--------
SWIG/timebasket.i | 7 +------
SWIG/types.i | 2 +-
SWIG/volatilities.i | 13 +++++--------
9 files changed, 48 insertions(+), 78 deletions(-)
commit 1c60280358a6c2d43d52c9d0b7fe1f471a04d383
Author: Eugene Toder <eltoder@twosigma.com>
Date: Fri, 26 Jan 2024 05:07:02 -0500
Implement hash methods in C++
Also, expose them into Java as hashCode().
Python/test/test_calendars.py | 12 +++++++++
Python/test/test_currencies.py | 11 ++++++++
Python/test/test_date.py | 18 +++++++++++++
Python/test/test_daycounters.py | 58 +++++++++++++++++++++++------------------
SWIG/calendars.i | 10 +++----
SWIG/common.i | 8 ++++++
SWIG/currencies.i | 9 +++----
SWIG/date.i | 36 ++++++++++++++++---------
SWIG/daycounters.i | 10 +++----
SWIG/ql.i | 1 +
10 files changed, 117 insertions(+), 56 deletions(-)
commit 4049cae017508f31f70c345c6d2e41dfd99d12da
Merge: ae56a4f9 f700e664
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jan 2024 09:36:08 +0100
Export a few missing methods from `TimeSeries` (#607)
commit ae56a4f98bc70824476fd5e9bc79636cd1b36117
Merge: 4ba2b3d3 3d06893d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 26 Jan 2024 09:12:35 +0100
Expose SavedSettings as a context manager in Python (#605)
commit 7145ad4f9e59781b487880ecfb45f781db59154c
Author: Eugene Toder <eltoder@twosigma.com>
Date: Thu, 25 Jan 2024 15:16:16 -0500
Implement Date.to_date and from_date in C++
This makes them about 3x faster.
Python/test/test_date.py | 18 +++++++++++++-----
SWIG/date.i | 26 ++++++++++++++------------
2 files changed, 27 insertions(+), 17 deletions(-)
commit f700e664a6da02e474e09f6d8472200bcc367f2d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Thu, 25 Jan 2024 18:48:03 +0100
Export a few missing methods from TimeSeries
SWIG/timeseries.i | 14 ++++++++++++++
1 file changed, 14 insertions(+)
commit 4ba2b3d3c917724c52522459593a519780e4961a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Jan 2024 13:22:44 +0100
Upgrade CI images to SWIG 4.2
dockerfiles/ci.base.Dockerfile | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 562d1dfaa8822d98662246319783550e96ccae2e
Merge: d8ef636f e32d725d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Jan 2024 14:11:13 +0100
Avoid features deprecated in 1.29 and removed in 1.34 (#606)
commit e32d725dba7dba6fc3b28a84c306ab33512190c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Jan 2024 12:55:59 +0100
Fix Scala example
Scala/examples/CPIBond.scala | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 57c0d106d34a9b78528c688c0da125fb4ad7fb0d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Tue, 23 Jan 2024 12:36:34 +0100
Avoid features deprecated in 1.29 and removed in 1.34
Python/test/test_inflation.py | 90 +------------------------------------------
SWIG/inflation.i | 16 +-------
2 files changed, 3 insertions(+), 103 deletions(-)
commit d8ef636fc6726804f2468326edeee5fc8b059bd2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 20 Oct 2023 11:34:41 +0200
Set version to 1.34-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit 3d06893d4dd56406656e1a9bab021a07bd043a1f
Author: Eugene Toder <eltoder@twosigma.com>
Date: Tue, 16 Jan 2024 18:07:32 -0500
Expose SavedSettings as a context manager in Python
Python/test/test_calendars.py | 13 ++++++-------
Python/test/test_settings.py | 18 ++++++++++++++++++
SWIG/settings.i | 21 +++++++++++++++++++++
3 files changed, 45 insertions(+), 7 deletions(-)