commit 054efcb91497c418c72a5f7c332788011cff2ec9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Feb 2014 12:33:07 +0100

    Fixed a Schedule bug.
    
    A combination of backwards generation and end-of-month convention
    could result in missing or duplicated first dates.
    
    Thanks to Nicholas Manganaro for the heads-up.

commit 303bcaf034cc11738a6652b4b436c3f4846c5c3a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 22 Feb 2014 07:56:11 +0100

    Fix upper/lower bound calculation in model constraint.
    
    Backported from master.

commit 0b36fa5b099f2347debeb14fc1fdc8a3689f3dc2
Merge: bb181fa 15076ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Feb 2014 11:59:30 +0100

    Merge pull request #78.

commit 15076bae180a2cae77ed42d6046dec8406e2a2a7
Author: BGC-nglass <nglass@bgcpartners.com>
Date:   Wed, 19 Feb 2014 10:08:39 +0000

    Correct exCouponDate on last coupon

commit bb181fafd5777dd62c6841e11131acc6ef4a6a7c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Feb 2014 11:33:54 +0100

    Use corrected rate in weighted average.

commit f281a83b64209e1e1bfe815eb860f5100d33fbea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Feb 2014 18:21:14 +0100

    Update changelog.

commit 23d75a2f20aefc9990abf806fd268e4f772d6beb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Feb 2014 18:12:42 +0100

    Allow auto-linking for VC++12.
    
    We still don't have projects for VC++12; this change allows one
    to use the VC++11 solution and auto-link the generated library.

commit 269e7b32482b917a09b5e4b12eac167e7969ef45
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Feb 2014 10:26:48 +0100

    Removed extra calculations.
    
    Apparently, they were added to nudge the compiler into not
    optimizing method calls away. They were replaced by a proper
    update method.

commit 0365318322a0444c4b85ef514456b3f2f2c50508
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Feb 2014 17:28:36 +0100

    Remove unused test parameter.

commit 27b9e84e7396b2ca4526f232c1f8bc95d562991f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Feb 2014 17:28:12 +0100

    Remove duplicated assignments.

commit 728484b97b5401ab40466f8532a93a27c019cd65
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Feb 2014 17:27:09 +0100

    Avoid shadowing data member with constructor argument.
    
    This could cause the data member to be given a null value.

commit 19035c1b1a577f11067638a056e8b63b93275a31
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Feb 2014 17:25:25 +0100

    Remove unused assignment.
    
    The value is overwritten a few lines later.

commit 67e989ff1d98ccb80d00387ab6e412e0b34ec372
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Feb 2014 17:15:55 +0100

    Add Royal Wedding bank holiday to UK calendar.
    
    Thanks to Whit Armstrong for the heads-up.

commit 344a8ad46ad7433a2bd89002f2c2ef28726d6884
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Feb 2014 15:46:42 +0100

    Update changelogs.

commit 89c6169ea23f3ec40d79dec64a6925ef282fcba0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Feb 2014 14:56:34 +0100

    Update list of contributors.

commit 2bf185f433d344d85f5d194eb48861ce2f5a941d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Feb 2014 14:56:23 +0100

    Add list of changes for version 1.4.

commit 9ac514de2170dfee09a14a63aad8e2e7f9567343
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Feb 2014 00:47:38 +0100

    Associate comment to the correct method.

commit a3958a2d3532cf94659666d8277d55f52085dbd2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Feb 2014 14:38:07 +0100

    Prevent warnings about deprecated class on Visual C++.

commit 547ceacc74cd097ecfc8863f07c0a098d4f10255
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 2 Feb 2014 17:47:23 +0100

    Update list of copyright holders.

commit d690977612cd96c59258a0ee8b8ce1c28c1f4ed2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 2 Feb 2014 14:03:46 +0100

    Deprecated a couple of unused classes.

commit 6520c4dd0bfa20a7e7a5fb870431486dc9485202
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 1 Feb 2014 23:51:53 +0100

    Drop support for Visual C++ 2003 (VC++7).
    
    The compiler is now more than 10 years old and no longer supported
    by Microsoft.  Keeping the support is not worth the time and effort
    required.  Anybody who is still stuck with this compiler and needs
    the support can fork the repository and maintain the changes.

commit 16b57f4d32b5c762aa76a334c54bf4b60c5a1154
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Jan 2014 17:48:35 +0100

    Prevent a few VC++ warnings.

commit b711736bdf796f1e802960e807e0a9b2887ee6ec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Jan 2014 17:36:21 +0100

    Modify a few test messages

commit bb14425b38af4ec41dd228af6aa6ec6613918ddc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Jan 2014 11:07:57 +0100

    Reverted tolerance to previous value.
    
    The increased errors were due to a missing bug fix on the
    development branch.

commit 7a17716c4fb645b12b7aabc03f82342bc05d2ceb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 30 Jan 2014 15:34:10 +0100

    Ensure that headers compile on their own.

commit 4fe8490dc55bfe196179608cebca3fd9ae6966d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 30 Jan 2014 14:28:32 +0100

    Reordered headers.
    
    We put our headers first to make sure that the preprocessor sees
    our macros, defines and whatever else before external code.

commit f535a8f28e04e5626b1593e0d2c327b38583faae
Merge: 42cfea2 2b1fb11
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Jan 2014 15:45:41 +0100

    Merge pull request #74.

commit 2b1fb11ba7be25605a335ee2384259d7cdd1f5ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Jan 2014 15:13:43 +0100

    Updated VC++ and Dev-C++ projects

commit 836179e8243d2b300d72d37f3b617f0b5760c35a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Jan 2014 15:05:47 +0100

    Increased test tolerance for new pricer

commit f7085c277b4f6f764dcd18361147b20bf00edf03
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Jan 2014 14:43:23 +0100

    Moved new pricer to experimental tree

commit 42cfea23bd43f6f106bca16f8793d212ac21e856
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Jan 2014 13:23:06 +0100

    Added overlooked test to global test suite

commit 16f1be7a79f84d48be217b0363edcdf7f0c466df
Merge: 9343d88 02214f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Jan 2014 11:26:16 +0100

    Merge pull request #60.

commit 02214f047000724fdaf57be80d3f116626f31fbb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 29 Jan 2014 10:53:54 +0100

    Added examples as test cases.

commit 9343d88e0ca6c5a6c3f1696ac7940baeeaf524f6
Merge: c71dd4a 2767d61
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Jan 2014 22:03:03 +0100

    Merge pull request #73.
    
    - added Broadie Kaya exact simulation schema;
    - added pricing engine for arbitrary European payoffs under the
      Heston model;
    - added modified Bessel functions.

commit 2767d6169c81766506c3bd64b370c8cc7c1a60d1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Jan 2014 18:24:23 +0100

    Moved modified Bessel tests with tests for other functions

commit 56a6d92d44ee9fd835ef1f52f96e8ad6493dd9eb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Jan 2014 18:11:29 +0100

    Reordered files

commit 7c5dcaf84f657619729bf3a45193d3c1598399b4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Jan 2014 18:09:29 +0100

    Updated VC++ and Dev-C++ projects.

commit e82d03893da24343545cd4d96ee3e0e355ea3f7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Jan 2014 16:29:58 +0100

    Fixed file permissions

commit f88cfc0daff51f967759980bb6cb349294779121
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:55:40 +0100

    Fix encoding

commit 0a21bdc47475fa4776336a02cce3a76bd97dacfd
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:55:09 +0100

    Remove unused functions

commit 11524d0391815d73337dced9ad28d9483a23e6e8
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:02:51 +0100

    Remove unused code.

commit 3c3bdd4ac2652e259d92a20350b8b3f04527690c
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:02:30 +0100

    use precomputed result

commit 1861fea8bc2f3b19e6b871fa17e44cb0eeea02ba
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:02:08 +0100

    Fix deprecated Handle initialization.

commit 16ee093af2e1702a034dca33daa1ee659d9217d0
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:01:33 +0100

    Remove unnecessary include.

commit 9e9e7e71b37bd7e2c43f2bdf48af0bb9a97744b4
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:01:09 +0100

    Remove unused functions.

commit 5fc34fc7a3334d121f53e39164a2e1755254f02b
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 12 Jan 2014 20:00:12 +0100

    Remove unused variables.

commit 743bf8982b25b49964975ddf9895ce4ea274c4be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Jan 2014 18:05:06 +0100

    Use declared data members.

commit 62b33aa8db70b402e821254876a15fe79c398b79
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Jan 2014 18:04:28 +0100

    Remove redundant data member.

commit 500b886378243d0f0f15491a8bc4592167465705
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Jan 2014 18:03:42 +0100

    Use passed seed in RNG initialization.

commit bb023fe644e7ddebb670439d6cc39c0f7e45dcc4
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 15 Sep 2013 21:19:20 +0200

    Hide methods to avoid clang warning.

commit 2b98a41d54c23ac7fe211a8755515163c9d5ed99
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 15 Sep 2013 21:18:54 +0200

    Remove unused variables to avoid clang warning.

commit b98f0c15361a5b6829dd5777d9799e8b8e349c84
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Jan 2014 13:10:07 +0100

    Updated most moving holidays for 2014.

commit fe8725ddf37d835d0179bc5ab9971e9cd1d371d5
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 26 Jan 2014 09:31:20 +0100

    fix makefile

commit de69d68ef18d8a3fc676eaec97a87afcffab6266
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 25 Jan 2014 00:44:39 +0100

    Use fixed tenor from swap index when building swaption.

commit 1185745b6598545f5676afc7b0b6a52479d38140
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Jan 2014 22:41:52 +0100

    Allow swap engine to work with empty legs.
    
    In that case, start and end discounts will be null.

commit 79dc964d374d87e90de4d1174cb1b68f3d1bf9f6
Author: Mario Aleppo <mario.aleppo@statpro.com>
Date:   Thu, 23 Jan 2014 21:12:50 +0100

    Piecewise-spreaded curve can now choose interpolation.

commit 11fb50ac2261d139a963c301f440613b7a6b3346
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jan 2014 17:58:29 +0100

    Allow simple spreaded curves to wrap an empty handle.
    
    This prevent an exception being raised when a null curve is set
    to a handle that also happen to be wrapped by a spreaded curve.

commit 6fb9f3667c4b97589ec9fe9ecd7f12bc1086d7fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jan 2014 17:37:13 +0100

    Add utility class for creating custom Region instance.

commit bc45b0b6c7ae7b6d4fcb4859ac916a955da23c31
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jan 2014 14:50:38 +0100

    Ignore inflation fixings stored at future dates.
    
    The change was make for zero inflation only at this time.
    Also, the comparison is made with today's date. We might be more
    strict if we had a better way to determine what fixings can't yet
    be announced.

commit b367a2aa5b8949f03580bf22bc3300fb20a1d25f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jan 2014 14:46:45 +0100

    Register inner option of convertible bond with observables.
    
    This allows proper recalculation when anything changes.

commit d60263ec19b9cd24dc5fc0fdb22fbc66ad21b107
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 24 Jan 2014 20:12:41 +0100

    add linear terminal swap rate model pricer for cms coupons

commit 7821b92d9b3dad239149ed3a4d65af7d35c8f37d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Jan 2014 18:07:55 +0100

    Extend experimental generalized Hull-White model.
    
    Thanks to Cavit Hafizoglu.
    
    - Allow to choose the mapping function between short rate and
      state variable;
    - Include the case of constant parameters.

commit 22cae3d22b87a356e85eef9503e8003f5c3d7ee3
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 24 Jan 2014 14:11:37 +0100

    updated VC10 files

commit 2f7755e1383650088ee253d8dbbfba7eca9f3405
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 24 Jan 2014 12:51:18 +0100

    fixed formatting

commit 262b02f1750160a4e4d68a4486cd8cca1a8a45d8
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 24 Jan 2014 12:33:22 +0100

    added Broadie-Kaya exact simulation for the Heston model
    added pricing engine for arbitrary European payoffs under the Heston
    model

commit 2a4c041ab9257ac6c90613ba98213361fba2e306
Merge: 7a979ad 34be76c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Jan 2014 18:29:43 +0100

    Merge pull request #72.

commit 34be76c9eb9dbb44dc215df979e05de83ce32af0
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 22 Jan 2014 16:53:23 +0100

    clean up the previous fix

commit eeb731e41cb356425c96579ad4e9fb4ccb96b4fb
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 22 Jan 2014 14:12:12 +0100

    fix swaption volatility structures with floating reference date

commit 7a979ad6b3b3d0f733f3b9924a8a57d18c8c2563
Merge: 1cf238a 66d3828
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jan 2014 11:26:17 +0100

    Merge pull request #71.

commit 1cf238af056b659e4e6e2adac6ec3ab12dd75a1f
Merge: d119eba dc6609d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jan 2014 11:02:08 +0100

    Merge pull request #69.

commit d119eba03a6f3259efe17e43f63508ad9b26d79f
Merge: 7cd9996 39f314f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jan 2014 10:19:29 +0100

    Merge pull request #62.

commit 66d3828f01ecf142e379dd7f5923cd7ec049b126
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 18 Jan 2014 13:43:11 +0100

    fix interpolation of option dates when evaluation date changes (thanks to Shen Hui)

commit dc6609dc0b3d16ccc75f29dd3500b62cd472e0fc
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 18 Jan 2014 12:31:36 +0100

    fixed theta issue for some american fdm engines. Theta should be
    measured after the early exercise condition gets applied.

commit 7cd99968e61a563f393e6f56a31561cffe88b5d2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Jan 2014 16:52:56 +0100

    Remove unqualified calls to make_shared.
    
    On VC++12, argument-dependent lookup was causing ambiguities
    between boost::make_shared and std::make_shared when vectors
    were passed among the arguments.
    
    Thanks to Armel Wambou for the heads-up.

commit b258b0da52997f0f8824914a633c00eae10cc9ee
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 13 Jan 2014 22:18:00 +0100

    improve check for r=0

commit f6b85bb0277dd427ccb160729209e25a525f8c46
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 10 Jan 2014 23:08:35 +0100

    fixed case r=0.0

commit 2ecf119185757726e69d1ef525e6ef8cd7034ee8
Merge: 8d5b955 e670219
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2014 18:18:27 +0100

    Merge pull request #68.

commit e670219ab5c0068e249252c3d4627c43ab6ced1e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2014 18:17:40 +0100

    Mention the license of the Joe-Kuo numbers.

commit 78457e838a25baeb859a0ac605c2dcfed66b8b04
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2014 17:05:00 +0100

    Replace hard tabs with spaces.

commit 046e166f0fca5ef1693b210750aee2a7ee6681d8
Merge: 8286964 31610ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2014 15:38:18 +0100

    Merge pull request #66.

commit 403989afc7ca769a6abcbcc909b244d9b16f8ed6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2014 15:34:04 +0100

    Update VC++ project filters.

commit f4303132d386544d7a21d08187b608d7b049dc59
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2014 14:53:36 +0100

    Add new tests for VC++ and Dev-C++ projects.

commit 82869647d87f857f517bbaf5adba6271fe2e980e
Merge: 871983e 1fc21fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jan 2014 11:38:50 +0100

    Merge pull request #67.

commit 871983e4bc51e2b77572300d0b9670c1d3811fb1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2014 15:34:25 +0100

    Removed unused private attribute.
    
    Probably a leftover from a previous implementation.

commit 374c01f081e6e009b3e3c4a6d151332a8591be12
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2014 15:31:43 +0100

    Made protected method virtual.
    
    That fact that it was not virtual already was probably an oversight.
    There's no much point in defining it and not have the possibility to
    override it.

commit 88d7489586de259fd2afb55663ed53c97b508426
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Wed, 8 Jan 2014 15:35:39 +0800

    Sobol direction number up to 21200 dims with Joe Kuo 6 searching rule
    
    details can be found in the following link:
    http://web.maths.unsw.edu.au/~fkuo/sobol/

commit 1fc21fc613959cfe028e7d7d3b7249ca57775391
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 8 Jan 2014 08:35:30 +0100

    suppress warnings and keep backwards compatibility

commit cec0adb72d60471de49e92849bd5a1f175f301d3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2014 17:26:30 +0100

    Remove deprecation comment.
    
    The suggested alternative needs a number of inputs more than the
    class that was being deprecated.

commit 78171b96fb9f33199275ad0bee201c6d4dc523dd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2014 16:06:12 +0100

    Enable deprecated access to protected data members.
    
    Protection level can't be switched with compiler attribute.
    Access to those data members is one of the several things we'll fix
    when we rethink the library.

commit 6c8f2ccd18b857a00fa766201ca793d7e52bd897
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2014 15:52:02 +0100

    Rename deprecated list in generated docs.

commit e6a3ae0341d8d19e0e2c197b56083249ef7bfd8c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Jan 2014 20:55:04 +0100

    Use deprecated attribute of supported compilers.
    
    This replaces the QL_DISABLE_DEPRECATED mechanism that conditionally removes
    the features and causes the compiler itself to emit warnings if the features
    are used.  The user can enable or disable the warnings by the means provided
    by the compiler.

commit be5dfb24e3f1d8e6f8f4fd03795cfcce6e37140e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Jan 2014 18:00:48 +0100

    Remove deprecated features in experimental code.

commit fac40c5c3e5aea546d0860b2727330a24b566c7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2014 15:39:56 +0100

    Removed reference to outdated make target.

commit 09c04a650701e8f5b7ccb2cb7a562791ccb098fd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 5 Jan 2014 16:57:24 +0100

    Prevent a number of warnings under g++.
    
    Unused variables, out-of-order initializations, signed/unsigned comparisons.

commit 66473f7e616c2848ba740d0b4c2ab7ce18dcb118
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 4 Jan 2014 15:11:44 +0100

    fixed clang++ warning with respect to hidden virtual functions (far too
    many different calculate methods)

commit adb2392983f7aa55d3eb9d79f1817a4f60004de6
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 4 Jan 2014 14:06:44 +0100

    fixed warnings with clang++ and boost version > 1.53 (thanks to Peter
    Caspers)

commit 8c10e2fa66ab1aadbb15a6107110d7dc2b9b9be2
Merge: f50e539 d91b248
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 3 Jan 2014 16:13:11 +0100

    Merge branch 'vendor' into vcUpd20140103

commit f50e539a5dd29a8ef688a00ae9fc6fee2ecf58a3
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 3 Jan 2014 16:10:00 +0100

    update UnitCount

commit b1e84e4b58db78da81bfd6738079aec31f1466c5
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 3 Jan 2014 16:09:21 +0100

    update vc and dev project files

commit d91b24899d1c210a704fac8cc9bea4cfadd6a42d
Merge: 98c4270 d36a321
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Jan 2014 11:13:57 +0100

    Merge pull request #64.

commit d36a3217dbf3f7a411ce77bfc06451ccb5872926
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Jan 2014 10:48:07 +0100

    Fix error message.

commit 26d88c6af4db804cab758fa5e9c1fe12bffbe24b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2013 12:56:01 +0100

    Added missing virtual destructors.

commit 2517eab1c93cff9bb7da4f5611376e6657f1bdb1
Merge: fc6d434 75a97b6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2013 11:34:29 +0100

    Merge pull request #63.

commit 75a97b687edb2e147ca20fc1a735863f0ce48409
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2013 11:09:26 +0100

    Renamed data member for consistency.
    
    Unlike "indices", "indexes" was already used in other places.

commit 72c4c722c0209f0ce4c3f06d221c18a391fbabbb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Dec 2013 10:52:22 +0100

    Move inclusions to cpp file.

commit fc6d4344a4e825ecc00de5df681b6775a9dc96de
Merge: 22f8dea e5e33e2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Dec 2013 16:42:03 +0100

    Merge pull request #49.

commit e5e33e2631e4d7f8b0ba070387ec2b9e0e1e1ab9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Dec 2013 15:07:18 +0100

    Revert changes to date() method.
    
    The check would be redundant in loops. Instead, I added a dateAt()
    method that checks the index (like vector::at).

commit 54e7c60eeffc83ec57906d4e911d943fc90d49ad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Dec 2013 15:04:53 +0100

    Move leftover inclusions to where they are needed.

commit 2ddac08539adeb1e5a35918b4a720c456f4ef391
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 28 Dec 2013 15:34:52 +0100

    fixed startDate > referenceDate (-> throw exception)

commit 3f83c3cef1c6c6c3f17ad7bb9574c56163ca8294
Merge: 0db340a 92a85e3
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 25 Dec 2013 09:45:30 +0100

    Merge branch 'fix20131026' into revampmarkov
    
    Conflicts:
    	QuantLib/ql/experimental/Makefile.am

commit 0db340a5b8189bc564bea3c3393761b92189aed8
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 25 Dec 2013 09:41:23 +0100

    reorganized markov model code,
    added new instruments and engines,
    added one factor gsr model,
    reformatting

commit 39f314ff38c08b16bf6d7db02210c3036351d4e2
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 23 Dec 2013 20:51:28 +0100

    fix annuity computation

commit f3055c3b539267a2463062b10171e6df84fd75e4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Dec 2013 15:18:42 +0100

    Replace explicit allocation with make_shared.

commit a28cc92d1bdf3a134030f77a3c38769bc72821ad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Dec 2013 15:09:52 +0100

    Increased time steps in convertible-bond test.

commit 8652a0e6d79ee5230ba477cd50c14cf089c4ce56
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Dec 2013 15:00:18 +0100

    Fix delta and Gamma in Ju quadratic engine.
    
    Thanks to Fabien Le Floc'h for the fix.

commit 2e9ff98da873f47692ecddd38db100595f07e796
Merge: 455ee71 bebfc1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Dec 2013 13:07:24 +0100

    Merge pull request #61.

commit bebfc1f04331e544b3f9e6e1008f7a59a90baf2d
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 16 Dec 2013 23:18:47 +0100

    fixed formatting

commit a84ae34f4b8351551737bd6e65e4477b4271e375
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 16 Dec 2013 23:10:44 +0100

    added b=0 case to Levy engine for Asian options
    improved case runningAvg >> forward for FDM Asian engine

commit 455ee71b879780db26ff7d6366fe7f04aab57865
Merge: 2518816 75b0555
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Dec 2013 15:37:32 +0100

    Merge pull request #58.

commit 75b0555a52c7d0b9de881f960846afaa01863242
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Dec 2013 15:34:32 +0100

    Update VC++ projects.

commit 2b5aa82a2af9224d6c86f4b3dcb08ffb5127ba33
Author: BGC-nglass <nglass@bgcpartners.com>
Date:   Fri, 13 Dec 2013 12:15:30 +0000

    Implement ex-coupon date for fixed rate bonds
    
    This commit adds support for ex-coupon dates to fixed rate bonds and
    updates the cashflow calculations to take account of this date.  The
    results have been verified against Bloomberg for UK Gilts and Australian
    Government Bonds

commit 3a328b59cb453b76c657c3243fa91ef53d1907b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Dec 2013 15:09:33 +0100

    Updated VC++ projects.

commit ae1a8bf7797b956a4e5697d7b435f1c966499aba
Merge: dc783de 0395094
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Dec 2013 14:52:02 +0100

    Merge latest changes from master.

commit 0a74d9461619a81e1cfa76a40555c74f64c076aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Dec 2013 14:58:52 +0100

    Updated VC++ and Dev-C++ projects.

commit 7084297c7b9a0b6826a3351b3b8c57683e963478
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Dec 2013 14:30:36 +0100

    Removed unreleased files.
    
    They were left over from previous ages.

commit 41045f9338bb609f01760964c103fada100458d8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Dec 2013 13:17:15 +0100

    Added experimental catastrophe bond.
    
    Thanks to Grzegorz Andruszkiewicz.

commit 10ee1e136d7ee0512bcb24968d4cb30c2b694475
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 9 Dec 2013 22:13:38 +0100

    got orig file back

commit b73b646f6f985950ff8836cdc41d0921268f2190
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Dec 2013 15:15:36 +0100

    Use boost::make_shared in barrier tests.

commit 9298fe74063942765e5fcf241fad981db941ae2d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Dec 2013 15:13:34 +0100

    Added Vanna/Volga pricing engine for FX barrier options.
    
    Engines were provided for both single- and double-barrier FX options.
    An analytic engine was also provided for double-barrier equity options.
    
    Thanks to Yue Tian.

commit 41ed94a4926070f8ceaf42d91974cecf63cbd5d8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Dec 2013 14:51:07 +0100

    Boost 1.39 or later required.
    
    This allows one to use make_shared to create shared_ptr instances.
    Unfortunately, the C++03 version only allows a maximum of 9 constructor
    arguments, so we won't be able to use it everywhere.
    
    (Also, let's use make_shared in new code, and by all means use it to
    replace explicit new when you come across it, but I wouldn't go and
    hunt for all allocations. A quick grep call gives more than 1000 hits,
    and the time to change them all is better spent for something else.)

commit a7954711f8d6a38e2be2fa803f5310bd68abe61c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Dec 2013 12:12:49 +0100

    Added Hagan pricing engine for irregular swaptions.
    
    Thanks to Andre Miemiec.

commit d4575f48c15c131739f85b2299641addca372a7c
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 1 Dec 2013 16:15:59 +0100

    added two dimensional integration

commit be731c8a259e8f032b0d3ffeef026b2d47d37a23
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 1 Dec 2013 16:06:52 +0100

    added two dimensional integration

commit 7e2bd882d685b75c396a4b38d84a96b25bf139c8
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 1 Dec 2013 15:58:47 +0100

    added two dimensional integration

commit 1662d0add00da7a6f1fcd9a6d24839d872d24dbb
Merge: 000673f 350a45f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Nov 2013 15:41:30 +0100

    Merge pull request #48.
    
    Allow for calibration of a subset of a model's parameters.

commit 350a45f62132fc7b6a08a03917f665800b7d3a8f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Nov 2013 15:32:35 +0100

    Added new files to VC++ and Dev-C++ projects.

commit ac4a11deecc7e2b333e7851aa7fd92afa86f535c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Nov 2013 15:00:25 +0100

    Returned bare vectors instead of disposables.
    
    It's not called in any loop, and we can rely on NRVO anyway for
    copy elision.

commit 3dd01fe994e9f4027cf0bff99231df055444704a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Nov 2013 12:42:57 +0100

    Extracted calibration constraint from struct.
    
    This gives some uniformity to this kind of methods (not entirely,
    though: some are static and some have to be instance methods).

commit 800d200bbe4ee891eb8c0e3011360c782b6ed3bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Nov 2013 12:27:27 +0100

    Some nitpicking on parameter names.

commit c3fb3c02997f089094b8a3728a85905bc523aa08
Merge: 299d712 41c64c2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Nov 2013 18:05:22 +0100

    Merge pull request #56.

commit 6c10c50e134e39f1bafc26171561674242d109e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Nov 2013 14:44:05 +0100

    Used same font for subtitle in reference docs.

commit 41c64c2e6a614a4e776a64f5257ddee4eb4febae
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 27 Nov 2013 13:30:41 +0100

    relax some test cases

commit 1e64053980a92bc22fa6f812d5e19068a0a0df42
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Nov 2013 10:05:50 +0100

    Logo now links to home page.

commit 18727c09d36f2eea70cf1d31083b598d5613d0b4
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Tue, 26 Nov 2013 19:09:44 +0100

    rename parameter

commit a714221fc1fcebc5ea79b26976498e7877793349
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Nov 2013 18:47:05 +0100

    Removed most customizations from generated docs.
    
    They had become unmaintainable with recent versions of Doxygen, and were
    missing the new features that were added.
    
    The offline and online versions were merged, too, with the glitch that
    search doesn't work in the offline version (which, however, I'm not even
    sure I want to keep distributing...)

commit 4e464ac56e19423a5b8110a4d15369d203393885
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Nov 2013 18:08:18 +0100

    Removed obsolete documentation.

commit 34ba46bfb1a37aab43abde121cd0baf2f2753663
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Tue, 26 Nov 2013 11:13:16 +0100

    fix some output messages

commit dc783de6dc95da99f1acfdbb26148990b72ba3b9
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Thu, 21 Nov 2013 18:08:43 +0100

    replace tab by spaces

commit b6133283aee10d671c6779af45a8aefc48ab9c97
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Thu, 21 Nov 2013 18:07:00 +0100

    added simulated annealing optimizer

commit f85afea233c7c7868cd3d1086ef5e8a809fb33b8
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 20 Nov 2013 16:57:23 +0100

    fix breaks in suite due to new left interpolation sanity check in KahaleSmileSection, clean formatting

commit e00cd67d7b52f58e28d9a499b4917f51d6e9c0c8
Author: U-GSA-WLB\int5341 <int5341@DUSLA3E7.gsa.westlb.net>
Date:   Thu, 14 Nov 2013 20:13:21 +0100

    add diamond jubilee bank holiday to London calendar

commit 81154f48c972c58bf60a8fa0d8e678a6b293b6c4
Merge: 4bb5c08 fcefe73
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Nov 2013 12:23:26 +0100

    Merge pull request #52.

commit 92a85e373dd6fd0c9f35b29efb315eabdf96c2be
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Tue, 5 Nov 2013 17:04:47 +0100

    move rebated exercise class to experimental/exercise

commit 4bb5c0875d81df5733c344760cdcb4a81de05a41
Merge: ac7f3ea 83ff775
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Nov 2013 15:31:35 +0100

    Merge pull request #51.

commit fcefe7352d911c4b522ab832e432e42f89c573bc
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 3 Nov 2013 17:06:10 +0100

    add missing return statement

commit 23df8d45798a557ff09b086991b2e643b12b8e5a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 2 Nov 2013 19:27:27 +0100

    allow for construction by expiry date and for receiver and payer swaptions

commit 5b29c6e075b901a119fa0e614682c39a66806058
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 2 Nov 2013 19:09:24 +0100

    replace tabs by spaces

commit 4fd57296741e4ef401ad9f07e9759ea234652d68
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Thu, 31 Oct 2013 13:40:24 +0100

    add rebates

commit 83ff775280c091a9e379113df7e125818a35b41d
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 30 Oct 2013 21:47:49 +0100

    add sanity check for left extrapolation

commit ac7f3ea21d9fd4d92fb0edad9c0b756dad9f7327
Merge: b7548c9 6b1f81b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Oct 2013 13:09:57 +0100

    Merge pull request #50.

commit b7548c9510d0233aeb12b19974a29b593f97df7c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Oct 2013 13:06:00 +0100

    Prevent some errors when linking a null term structure.
    
    When settings a null term structure to a Handle used as an underlying
    for another curve (say, a zero-spreaded curve), the latter tries to
    reset the jumps in the base class and fails. This error is now trapped.
    
    Thanks to Christoph Breig for the heads-up.

commit 6b1f81b102012b63ad05ba83f048abc3be722422
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 29 Oct 2013 23:15:33 +0100

    fixed compile issue when using Halley's Method to refine the inverse of
    the cumulative normal distribution.

commit 213f7c1072b4f40a921cb4bcf037fb06f5f64bb7
Merge: 0c4652d 91ae895
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Oct 2013 14:53:16 +0100

    Merge pull request #46.
    
    When available from Boost, add Maddock inverse-cumulative normal
    distribution.
    Also fix an extrapolation problem in a test (probably due to numerical
    error in floating-point calculations).

commit 0c4652dabc8a1e9557c9c0ec86b21b1013cf0045
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Oct 2013 14:24:53 +0100

    Fix evaluation date to avoid intermittent test failures.

commit a144a6ee4c0ff9b0630311fbd30bb87adb226e85
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Oct 2013 18:24:33 +0100

    Add OpenMP flags to quantlib-config.

commit cd4c3a885bdfabc0a2b8355b7b955c0caa05a813
Author: joequant <joequant@gmail.com>
Date:   Sun, 27 Oct 2013 18:46:40 +0800

    parallelize FD utilities

commit eadb8f17080718d7443c24c3923e5725bbe0c0f4
Author: joequant <joequant@gmail.com>
Date:   Sun, 20 Oct 2013 21:47:02 +0800

    parallelize operators

commit 4f6321a71790cb23bc2d5ef4a966951db144afd8
Author: joequant <joequant@gmail.com>
Date:   Sun, 20 Oct 2013 12:53:09 +0800

    add lattice openmp

commit 50c2fd0fd96e1b289892fa1ed9e6300db2040dce
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Oct 2013 18:30:08 +0100

    Detect OpenMP in configure when requested.
    
    By default, OpenMP support is disabled.

commit 91ae8955e42b0b295d16ecb2abf2bc4d91fbe0a3
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 27 Oct 2013 15:39:46 +0100

    formatting

commit 150b9a0b7acd9ce227cf4dfea41b0eda0aa29ae3
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 27 Oct 2013 15:36:56 +0100

    formatting

commit fbdafe964edbc0daf3517cb8adbe8a686c7f7ec2
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 27 Oct 2013 15:28:43 +0100

    changed pImpl_ implementation
    removed extra class for spline extrapolation

commit a081bbb6c0bc78556941e96afd35244f98ec3618
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 27 Oct 2013 09:01:22 +0100

    fix include paths

commit 9f2244d49efd6f1418276337e51d27529e234236
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 26 Oct 2013 11:49:02 +0200

    amend the test case for the calibration to a secondary instrument set

commit 6072da1f8b37234e5d82fbc3365edb4342a10e5b
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 26 Oct 2013 11:48:18 +0200

    add a test case for calibration with fixed reversion parameter

commit 9147da502955f123dda4931db0b8aa1b3f215ecd
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 26 Oct 2013 11:47:41 +0200

    add a calibration constraint which fixes the first component of the piecewise volatility,
    overwrite the calibrate method to make this constraint the default

commit 13cb4e57a42088a600322c5ebcd00d997e2683be
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 26 Oct 2013 11:46:48 +0200

    add a calibration constraint which fixes the mean reversion during calibration

commit afd6a605a7fe6106129b6d0db53c220d24b8e061
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 26 Oct 2013 11:46:23 +0200

    allow for calibration of a subset of the model's parameters

commit b70f11cf0074a3b85989cab7f3fb38286f3ceca6
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 26 Oct 2013 11:45:11 +0200

    abstract out the projection from ProjectedCostFunction and add a ProjectedConstraint class

commit 870223a6f0a0acfdad72d392fbca949949fc7946
Merge: e6158f8 6ce4f6a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Oct 2013 18:02:35 +0200

    Merge pull request #41 from Simon Shakeshaft.
    
    Allow singletons to work under Visual C++ when CLR is enabled.

commit 6ce4f6ad9fa72b802fd952787062aa0a1c2def74
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Oct 2013 18:00:56 +0200

    Replace deprecated test macros with current version.

commit 6d1b876e145e45cb6cab4f6969a5e5eac3b26de6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Oct 2013 18:00:24 +0200

    Switch singleton implementation when using CLR.

commit 236652e2f09e650941e024739e785a051371cc8e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Oct 2013 13:55:28 +0200

    Add new files to build.

commit db97be97b8ad9ca2afa0217da02ff411169cc207
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Oct 2013 13:53:53 +0200

    Add missing includes.

commit 44c41e666633f99ddbf9f245eeed539dba5692d2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Oct 2013 13:52:18 +0200

    Restore original singleton implementation.
    
    First step in using a define to switch between the working
    implementations for the compiler switch being used.

commit e6158f89ee8b0d07315b6d06c1d915d0873b1bc2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Oct 2013 21:07:16 +0200

    Reorder header.

commit 88b44edb512c2284ce751f3a9044d79088d05284
Merge: aacf4c8 7fe7c99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Oct 2013 14:25:50 +0200

    Merge pull request #47.

commit 7fe7c997de31776c053500da49eeafca5bc8efd8
Merge: 9562a2b d9ad42f
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 21 Oct 2013 16:08:08 +0200

    Merge branch 'fix20131017' into fix20131021

commit 9562a2bff532ca6a4ff5a393fe17a4cd147eb0bc
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 21 Oct 2013 13:26:32 +0200

    It seems enough to ensure that f is a valid real, so set the maximum value to QL_MAX_REAL.
    If a numerical problem during interpolation occurs (zero near boundary not found or f is infinite or both)
    delete the right point of the interpolation interval and try the next one. If no point is left, continue
    with the extrapolation.

commit d007f25067a6eecc6c9568f84d4bf83cfc3bc45c
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 20 Oct 2013 22:55:07 +0200

    test only if boost version supports InverseCumulativeNormalDistribution

commit 60bc45ee86c5b6b1cf6008215c7d46cb73ec0c28
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 20 Oct 2013 22:49:42 +0200

    added MaddockInverseCumulativeNormal (proxy for the corresponding boost
    implementation)
    fixed compiler issue with clang++ 3.3 and boost-1.53 in
    test-suite/convertiblebonds.cpp

commit eed2e4d1729177ae1e49a509a7b21357bd6f98a2
Merge: 636a5d4 128609b
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 19 Oct 2013 15:07:23 +0200

    Merge remote-tracking branch 'upstream/master' into quantlib-merge

commit 636a5d4d6ca41ff077efff5b2d74aa1e29145215
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 19 Oct 2013 14:39:46 +0200

    fixed extrapolation problem for VC9

commit d9ad42f8b9af897cd57b19aff8f992645b29201a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 18 Oct 2013 19:27:34 +0200

    fix illegal index access (which could happen for deleteArbitragePoints = true)

commit 89a43addccdc4e176fa0ef14e5c061085a50f0b9
Author: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>
Date:   Fri, 18 Oct 2013 07:10:51 +0100

    Refactor #include <ql/patterns/visitor.hpp>
    
    Replace #include <ostream> with forward declared <iosfwd>
    
    Signed-off-by: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>

commit a4ecc67b704ea2b4f87ebb9595c4e0aa172154f6
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Thu, 17 Oct 2013 18:52:55 +0200

    ensure that strike 0 is present for bounded smile sections

commit 21f8660f8c0ac990335899de822bee1d368b6c2c
Author: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>
Date:   Thu, 17 Oct 2013 12:39:46 +0100

    Refactor #include <ql/settings.hpp> to .cpp not reqd in .hpp.
    
    Signed-off-by: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>

commit 9bdadc12833f6618d4a034dfa5ed352d422f3001
Author: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>
Date:   Thu, 17 Oct 2013 12:26:28 +0100

    Moved implementations to .cpp files - works around an issue when using CLI wrappers.
    
    see: http://connect.microsoft.com/VisualStudio/feedback/details/336844/static-variable-in-native-method-causes-exception-c0020001-during-process-exit

commit 3cbd0d84084bef29fe226e4a4f1c4e9941743134
Author: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>
Date:   Thu, 17 Oct 2013 11:48:32 +0100

    Separated implementation into cpp file, but this requires explicit template instantiations.
    
    commented out #include <ql/types.hpp> not required?
    
    Signed-off-by: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>

commit 29e9d95a44f938c1f03cbb693b8554d9ce24f65c
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 16 Oct 2013 09:54:40 +0200

    allow for negative strikes (down to -displacement)

commit 2f0e1bbd4b608226b8348b086e1dcc0296c133b6
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Tue, 15 Oct 2013 14:42:09 +0200

    check if forward + displacement is positive instead of the forward alone

commit edd6a905221b41381612f940f399e109989fe389
Author: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>
Date:   Thu, 10 Oct 2013 12:57:41 +0100

    Corrected flag usage in test-suite/bin/runtest.bat.
    
    Signed-off-by: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>

commit d0ca3d60d26eec174c87ec945d7e86dfc64a93cb
Author: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>
Date:   Thu, 10 Oct 2013 12:49:14 +0100

    Added additional test case for Thirty360 daycounter (BondBasis and EurobondBasis).
    
    Signed-off-by: Simon Shakeshaft <simon.shakeshaft@estrategy-solutions.com>

commit 128609bf93d47139e039814f324465aff8c54b29
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Aug 2013 11:49:23 +0200

    Added missing error reporting to test cases.
    
    The error was simply output as a test message.

commit 13e92263c70f98e3a4e01fdb0f938d93dba14606
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Oct 2013 14:59:57 +0200

    Break a circular reference in test cases.

commit 5a590e8328e6f4063280f19dba89f8ff939ae8bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Oct 2013 18:06:32 +0200

    Added missing break statements.
    
    Thanks to Andrey Karpov for the heads-up.

commit 6424e2c33d4415cae071ca031194c2a08d82b539
Merge: 5a5c0cb c790878
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2013 14:57:17 +0200

    Merge latest changes from 1.3.x branch.

commit c7908787dc707602d0df0636553c44e8b9a6e0c8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2013 12:09:11 +0200

    Fixed IborCoupon construction with null fixing days.
    
    The coupon was used the passed fixing days instead of the ones
    previously processed by the base class constructor.
    
    Thanks to Lisa Ann and Gerardo Ballabio for the heads-up.

commit 5a5c0cb247ed44700d1613f1a6e7178f79e2ccb5
Merge: cc8ea96 23a0040
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Sep 2013 14:28:17 +0200

    Merge pull request #35.

commit ebf6fccae7526ab353b371625ea20563e3d5badc
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 30 Sep 2013 08:04:58 +0200

    make sure that min and max strike are added only once

commit f3ec97169c919543979e7ab7074ff69795e65cd9
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 28 Sep 2013 22:01:40 +0200

    change criterion to identify optional flows to exercise date <= accrual start date

commit a22c231c2068caa2c570809593bae1b66c9cbac7
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 28 Sep 2013 21:59:32 +0200

    add endpoints for sections with limited strike range,
    move deleteArbitragePoints from KahaleSmileSection to SmileSectionUtils,
    delete unused member variables,
    use otm option to imply volatility from price,
    reformat source code

commit 23a00403483663e54b551233b4aafcbe9dc67a0e
Author: Maks <maksqwe1@ukr.net>
Date:   Thu, 26 Sep 2013 22:07:22 +0300

    fix "RecursiveCdoEngine::loss_unit_" init
    
    before getting "std::min_element(lgds.begin(), lgds.end())"
    in "lgds" removed all "0" elements. But this is not correct removing.
    std::remove() only moving all the elements that not equal to "0" and return iterator to the new end.
    instead of "0" lgds contains trash. There are two ways:
    1. get iterator to the new end: std::min_element(lgds.begin(), new_end_iterator)
    2. really erase all "0" from lgds: lgds.erase(std::remove(lgds.begin(), lgds.end(), 0.), lgds.end());
    
    cplusplus.com/reference/algorithm/remove/
    
    I suggest 2

commit c095de4e38d9258e98939206608888588660f987
Author: Maks <maksqwe1@ukr.net>
Date:   Thu, 26 Sep 2013 11:45:43 +0300

    fix SmileSectionUtils::SmileSectionUtils() insertion values to "k_"
    
    ```C++
    k_.push_back( tmp[i] * f_ );
    ```
    was without check

commit 720bc3dc17f2b9459fffaa8a8b62b14daafefe66
Author: Maks <maksqwe1@ukr.net>
Date:   Thu, 26 Sep 2013 11:27:23 +0300

    fix potential EnergyCommodity::secondaryCostAmounts_ leak
    
    each time you call EnergyCommodity::calculateSecondaryCostAmounts()

commit aa85a8ccdf61f85fd939a5f8422bb9953884dac2
Author: Maks <maksqwe1@ukr.net>
Date:   Thu, 26 Sep 2013 11:22:08 +0300

    fix CommodityCurve::dates_ and CommodityCurve::data_ leak
    
    each time you call CommodityCurve::setPrices()

commit d6f3b57230165b523bf299c906d22673bc51e5cf
Author: Maks <maksqwe1@ukr.net>
Date:   Thu, 26 Sep 2013 11:07:55 +0300

    fix ManipulateDistribution::convolve() QL_REQUIRE

commit 71e5edd981a69e18120e8b728b313685d4abd43c
Merge: 9d833d2 2249a79
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Sep 2013 14:39:45 +0200

    Merge pull request #29.

commit 2249a797341f1be80c974eea4a8d89422d8a065a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Sep 2013 14:34:47 +0200

    Renamed holder generator to "formatted_date".
    
    It seems more descriptive and less ambiguous than "userdefined_date"
    (it's the format which is user-defined, not the date).
    
    Also, the preprocessor checks for Boost > 1.33 were removed (since
    we already assume that Boost is at least at version 1.34.1).

commit 3ccd58f5cdc1355aca8edecbb39fe1c6c52bff55
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Sep 2013 13:13:20 +0200

    Moved parsing of dates to existing utility class.
    
    Previous parsing functionality was deprecated. A few tests were added.

commit 199d512852b80f7c36e3b1a4c32786196bbb6c3f
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 25 Aug 2013 12:31:45 +0200

    Backport fix from master: fixed index access

commit dda7b933d75dc239833898ee5519c0cec8e3c739
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 15 Sep 2013 21:49:29 +0200

    avoid clang++ warning

commit 62b983fd510bf22726615958271ed7f25490f50c
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 14 Sep 2013 18:58:23 +0200

    avoid clang++ warning

commit d2fb8c304e3dc3ba022c21c765c590efae886457
Merge: 5fcb16e ef4aceb
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Sat, 14 Sep 2013 09:30:36 +0200

    Merge remote-tracking branch 'lballabio/master'

commit ef4aceb67b8af06d69b310b11a9a5ab5c2ad2378
Merge: 42598e3 ae30b99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Sep 2013 16:12:46 +0200

    Merge pull request #30.

commit ae30b9959308e737e79e95d0a10455e87729ad3d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Sep 2013 16:11:47 +0200

    Restore diagnostics after the skipped warning.

commit dd37b7c8fb558b974974b93c4fb57d2d88500050
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Sep 2013 16:11:12 +0200

    Fixed calls to renamed method.

commit 43ef2a7cc812277827c37e7efea9d47504263e60
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 11 Sep 2013 22:56:50 +0200

    added pragma directive to avoid clang++ warning

commit 311df5644c30e035f9d25f75b8ca8a7665602d16
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 11 Sep 2013 22:41:05 +0200

    revert parameter change

commit 29b62f4bde3940755b276446b9b2f2c55734d894
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 11 Sep 2013 21:59:14 +0200

    revert parameter change

commit 42598e3947c534cbf12480d8fba3223e638eeb57
Merge: e4f6e6d 35313c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Sep 2013 14:24:04 +0200

    Ported fix from R01030x-branch.

commit 35313c9502b0b8a36126290dedf1af03666622b9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Sep 2013 14:20:46 +0200

    Included <string> header in errors.hpp.
    
    This prevents compilation errors when using STLport, which doesn't
    include it from other standard headers.
    
    Thanks to Marcello Pietrobon for the heads-up.

commit e4f6e6d7973659d8968f83fe7a85112f7220f732
Merge: b817650 3ab8d9a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Sep 2013 11:21:24 +0200

    Merge pull request #32.

commit 638cb883df93ea2074dae5b715b3a4be86e7cb6c
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 23 Aug 2013 20:03:10 +0200

    Backported fix from master.
    
    fix maturities for tn and sn quotes,
    avoid generating too many quotes (and reading undefined array elements),
    write 15 and 35 for the number of FRAs and Swaps entering the curve
    throughout the code

commit b603271a8d57553ddf31cedad9a08794452e11e4
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 23 Aug 2013 19:36:30 +0200

    Backported fix from master.
    
    the expression mm*j can in general not be represented as int, therefore
    we need to convert each factor to double before multiplying them

commit aa316ed5b35c61ef0fd696ddf759a4bff96c6fb8
Merge: 05fc310 1ff1ce1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 6 Sep 2013 15:01:16 +0100

    Merged pull request #31.
    
    Some fixes for runtime errors occuring in the test suite
    when running under clang's "-fsanitize=address,undefined,integer".

commit 3ab8d9ae1ee77821a0ed7b6ce54523da09a66fbd
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 31 Aug 2013 12:36:10 +0200

    fix warning during build

commit 1ff1ce1fa10c765c131e8e1eef76c8af24d3a4af
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 25 Aug 2013 19:33:02 +0200

    replace int with Integer

commit 675c473bdc6e0812ae35affabe0f04caa5ec4932
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 25 Aug 2013 15:19:31 +0200

    fixed clang warnings

commit 171dcded49900df35bd4745cd1ca2fd90968fd2c
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 25 Aug 2013 12:49:44 +0200

    fixed index comparison int vs unsigned int

commit ecff9871c0747d70f4e59d710295624851897d0a
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 25 Aug 2013 12:31:45 +0200

    fixed index access

commit f8c73f2be36ca77f2f0709bea42f69dd429cda77
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 24 Aug 2013 18:39:49 +0200

    fixed unsigned int conversion (thanks to Peter Caspers)

commit 5fcb16ee9e2dd68d3291231da9f24ac8ad177faa
Merge: fd0778a 05fc310
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Fri, 23 Aug 2013 21:44:34 +0200

    Merge remote-tracking branch 'lballabio/master'

commit 262d55eed9080c1cdc65d8494160fde67dc0b813
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 23 Aug 2013 20:13:24 +0200

    avoid unsigned int overflow runtime errors. Although the code probably
    works on most (or all?) existing platforms without the changes, strictly
    spoken there are undefined subexpressions which we eliminate here.

commit a5f6bd8743518cbf68f7887fa7f306a4cc46b555
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 23 Aug 2013 20:03:10 +0200

    fix maturities for tn and sn quotes,
    avoid generating too many quotes (and reading undefined array elements),
    write 15 and 35 for the number of FRAs and Swaps entering the curve
    throughout the code

commit 6bd427073cad274868c17c535b3d144e48923814
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 23 Aug 2013 19:56:48 +0200

    handle limit case strike (including displacement) equals zero

commit 771e709abba4e7f65cc04355d21e4bc5dc6a7c16
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 23 Aug 2013 19:36:30 +0200

    the expression mm*j can in general not be represented as int, therefore
    we need to convert each factor to double before multiplying them

commit dbb3be3de2dcaa14fb5115f0ca5b0f2ad760d580
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 23 Aug 2013 17:24:53 +0200

    Commit updated header.

commit 0b6b31672fb40e46ac13100228e17aaa14f254f4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 23 Aug 2013 16:34:19 +0200

    Renamed new day counter to more Actual365NoLeap.
    
    This makes the name more explicit.

commit 6976f1d6e6b2d2d5da790af7f7c29e3084d6ac4a
Author: BGC-nglass <nglass@bgcpartners.com>
Date:   Mon, 19 Aug 2013 17:52:54 +0100

    Add new Act/365 NL Daycounter
    
    Add Act/365 (NL) Daycounter.
    This is used for Japanese Government Bonds

commit fd0778a6894daef8cfe4f094931d77aa43207796
Author: Michael <mdriesch@web.de>
Date:   Thu, 22 Aug 2013 09:46:20 +0200

    Added convenience string to date and date to string functionality in QL Date class.

commit 85dd9062392400e7b243b2745ea16de44f1b3369
Author: BGC-nglass <nglass@bgcpartners.com>
Date:   Tue, 20 Aug 2013 10:47:19 +0100

    Fix simpleDuration, modifiedDuration and convexity with Act/Act(ISMA)
    
    http://sourceforge.net/p/quantlib/bugs/162/
    
    This commit fixes simpleduration, duration and convexity with
    Act/Act(ISMA)

commit 849a3f12588d742c43a8bab3405ec153c0dbf310
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 11 Aug 2013 22:25:41 +0200

    Backport Markov functional model fixes from master.
    
    - Remove cap for F (this causes violations of the C^1 property in
      certain cases). Require decreasing call prices for exponential
      extrapolation.
    - Fix floor pricing.
    - Fix error check in vanilla engine tests, exclude 0.10 strike and
      change strike 0.07 to 0.06 in cap engine test, use correct yield
      and volatility termstructure in cap engine test.

commit 021ebecb1d8665c4336ecec302b40b852ff2f66f
Merge: 9aeaea2 f665da9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Aug 2013 19:10:24 +0200

    Merge pull request #26 from Peter Caspers.
    
    Fixes for Markov-functional cap-floor engine and Kahale smile section.

commit 6128907d37ef2891bfc4626e02003541427f76cc
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 12 Aug 2013 20:55:41 +0200

    Backport fix from master.
    
    Disable non working test case.

commit 9aeaea23dd8f7df3debb4876213328209d0bc20c
Merge: dd6c847 56acfc9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Aug 2013 16:21:19 +0200

    Merge pull request #25 from Peter Caspers.
    
    Disabled non-working test case.

commit 662f2f57e8d844ab21ca29d33d8a6c3d463ccbbc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Aug 2013 10:04:50 +0200

    Updated VC++ and Dev-C++ projects.

commit 56acfc9c33e721ef0c9c2916baabdcd5cff382af
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 12 Aug 2013 20:55:41 +0200

    disable non working test case

commit f0edfc19b5a2f9166b8eef713e839d95e0fa2ae2
Author: gary_kennedy <gary@clarusft.com>
Date:   Mon, 12 Aug 2013 02:51:25 -0500

    added analytic implied bpvol

commit f665da9d31eaf2add19390f36cd63a49da5d882a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 11 Aug 2013 22:29:47 +0200

    fix error check in vanilla engine tests,
    exclude 0.10 strike and change strike 0.07 to 0.06 in cap engine test,
    use correct yield and volatility termstructure in cap engine test

commit 8a964d85cd24ce7ce106e2cf127e2c27c3053e19
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 11 Aug 2013 22:26:01 +0200

    fix floor pricing

commit e501c82af8671989685686ccee5657a3141dc354
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 11 Aug 2013 22:25:41 +0200

    remove cap for F (this causes violations of the C^1 property in certain cases)
    require decreasing call prices for exponential extrapolation

commit b98985c01d3c40ced7d6a43bab07fd589f625e1e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 21:56:25 +0200

    Backported fix from master.
    
    Change input parameters used as return values to references; change
    cached values due to the correction; disable slow test case.

commit 418560ef719e1a08ec8b905834d6300461bc5afb
Merge: 97e9798 83d4ca1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2013 11:33:51 +0200

    Merge pull request #18.

commit 83d4ca1f9f00696a7c749a0d3d78cc6ecd746bde
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2013 11:32:21 +0200

    Disabled slow test case.

commit a532864ed850e1e0c95f9832035381bb756dd9a1
Merge: e54294c 3cdd4ed
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Jul 2013 13:22:24 +0200

    Merge pull request #12.
    
    Various enhancements to short-rate calibration helpers.

commit 3cdd4edc842515cb97643595f09695c57c3e56e9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Jul 2013 12:13:08 +0200

    Allow recalculation of exercise and end dates.
    
    Setting the calculated values to the stored data members would prevent
    recalculation if the evaluation date changed. Instead, using temporary
    objects and leaving the data members null will trigger recalculation.

commit b74e277d8aa5ce44dbba5c364e2e82987bdd13cf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Jul 2013 12:07:43 +0200

    Newly added performCalculation method set to private.
    
    Having it as public in the CalibrationHelper class was probably an
    oversight. Unfortunately, we can't change it there for backward
    compatibility.

commit 0ec08a4c5d9b7407fcaada54500b4da615b592d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Jul 2013 11:53:20 +0200

    Return the contained handle by value.
    
    This doesn't limit the intended uses but prevents client code from
    breaking its link with sister handles.

commit e54294c11322b2a0e24574c05517e16d8904cfe2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2013 15:00:58 +0200

    Increased version number to 1.4.

commit 21e3a3bf875c3747ceb99c68aef1a10d5ea2c5cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2013 13:19:45 +0200

    Increased version number to 1.3.1.

commit bbf0411bdf241e0e9a1cc198c0cc7360f1ff20f9
Merge: ce9b4ae a8e5561
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2013 10:20:44 +0200

    Merge latest changes from branch 'R01030x-branch'.

commit a8e5561bc263918bf090ab9cad6bc4dc6716d6d4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2013 09:20:08 +0200

    Replaced link to Subversion page.

commit e20369ac3907de3addfd9214f8475a4135797704
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2013 09:19:52 +0200

    Added link to documentation page.

commit d0e585b9fb5d03b4636be6a6a2595cc31caa3cc9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2013 09:18:44 +0200

    Fix file reference in Doxygen comment blocks.

commit 95d12787c2427d9fde01cebbaafbd3e523fa176d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2013 09:18:02 +0200

    Fixed alignment of list items.
    
    It was causing Doxygen to split the list in two.

commit b46b23fa820d5b369323dddfb0a33524f9517bd0
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 22:01:18 +0200

    reactivate test case

commit 5b7c1ed27d17c87af5919f179aa4abf07a629cb1
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 22:00:55 +0200

    add missing break statement

commit e71fc9d661cbaecc89c520fb9de0ee5bd96ca241
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 22:00:36 +0200

    make limit in loop explicit

commit 86bcd4e9c4234b67b1c1940f50409dbdd57aee35
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 22:00:05 +0200

    remove assignment which is not used

commit f3107ed15ec4537caf5fc9b8ca532a82d058d026
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 21:59:49 +0200

    remove assignment to variable which is not used

commit 0d530723f9e2fa29739dd697daef34f779ef173e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 21:58:28 +0200

    change cached value due to corrections in PerturbativeBarrierOptionEngine,
    increase precision in output messages

commit ae846eacd050ab13c82701452afed09c97e277fa
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 21:57:04 +0200

    comment out useless code

commit 5b4d53cddf930c93e16ad1bde94851c8f06c0cec
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jul 2013 21:56:25 +0200

    change input parameters used as return values to references

commit 8b7ddf0a6928bbc6ff47fc5f9c5a0c782e754a81
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 20 Jul 2013 09:06:20 +0200

    remove debug output, change error message text

commit 583f46c5fdb9955cfb949b6ba59481a77d86068d
Merge: 3cd63f3 fe785fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 13 Jul 2013 20:50:44 +0200

    Merge pull request #16

commit 3cd63f39db38ed0ff8a10ee2481696b03b01f994
Merge: 73a1c5b 3a92227
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 13 Jul 2013 19:42:21 +0200

    Merge pull request #15.

commit fe785fc0cc2c859a9ad6528c5386414184284f81
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 13 Jul 2013 18:17:11 +0200

    remove multiple declaration

commit 3a922274b0e581c806b413ffd4231e16d26835e2
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 13 Jul 2013 17:05:10 +0200

    correct non matching #ifndef #define

commit 8893eca2d68c2558542c240bafd08ba943116a85
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 10 Jul 2013 21:30:23 +0200

    remove registration with evaluation date in base class, if needed in
    derived classes, they should register by themselves

commit 73a1c5bc515f5c9ad0f2ad11bb32eda484438137
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 7 Jul 2013 21:07:46 +0200

    fix gcc warning

commit 5eb62b582fc5ce15d1e7ad3d93397e9a49ce2f37
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Thu, 4 Jul 2013 22:12:32 +0200

    remove volatility and nominal inspectors from swaptionhelper
    add volatility inspector to calibrationhelper

commit f659fee27f3b3f014b7c622bd4d8d71cbcb7145e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Tue, 2 Jul 2013 19:39:17 +0200

    let the calibration helper observe the evaluationDate and the floating rate index,
    move the constructor code to performCalculations(),
    provide swaption constructors specifying dates instead of tenors,
    allow for non atm strike swaptions and a non unit nominal

commit 3b006159ee745f82f4af2f6465377f5a27610a21
Merge: 0c659e5 af51bff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Jun 2013 15:39:48 +0200

    Merge pull request #11 from Peter Caspers.
    
    Add clone method to SwapIndex which allows to change the tenor.

commit af51bff7b8ed404e5fbf59896aad839bf63c447a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 26 Jun 2013 20:19:58 +0200

    add clone method which allows to change the tenor
