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1.4.1
by Dirk Eddelbuettel
Import upstream version 1.0.0 |
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2010-02-11 10:43 Luigi Ballabio |
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3 |
* [r17094] Python/setup.py: |
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4 |
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5 |
Updated module metadata. |
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6 |
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7 |
2010-02-10 09:09 Luigi Ballabio |
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* [r17086] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
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10 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
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12 |
Increased version number to 1.0. |
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13 |
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14 |
2010-01-27 13:00 Luigi Ballabio |
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* [r17048] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
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Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
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18 |
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19 |
Increased version number to 1.0b3. |
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2010-01-21 15:32 Luigi Ballabio |
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* [r17021] ChangeLog.txt, News.txt: |
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Updated ChangeLog and News |
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1.2.7
by Dirk Eddelbuettel
Import upstream version 1.0.0~20100125 |
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2010-01-13 11:54 Luigi Ballabio |
28 |
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29 |
* [r16996] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
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Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
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32 |
Increased version number to 1.0b2. |
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2009-12-09 18:43 Ferdinando Ametrano |
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35 |
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36 |
* [r16884] ., CSharp/QuantLib_vc7.sln, |
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37 |
CSharp/cpp/QuantlibWrapper_vc7.vcproj, |
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CSharp/csharp/NQuantLib_vc7.csproj, |
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CSharp/examples/BermudanSwaption_vc7.csproj: |
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40 |
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41 |
merged r116727 through r16882 of quantlib/branches/R000909-branch |
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into quantlib/branches/R01000x-branch respecting ancestry |
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43 |
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2009-12-01 13:48 Luigi Ballabio |
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* [r16848] Perl/README.txt, Perl/examples/european-option.pl: |
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47 |
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Perl example now completes before crashing (thanks to Chuck Swiger.) |
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49 |
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50 |
2009-12-01 13:47 Luigi Ballabio |
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* [r16847] Guile/setup.scm, MzScheme/setup.scm: |
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54 |
Fixed linked library name. |
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2009-12-01 13:46 Luigi Ballabio |
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* [r16846] configure.ac: |
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Reverted compilation flags to system-wide defaults. |
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61 |
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2009-12-01 13:45 Luigi Ballabio |
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* [r16845] SWIG/ql.i, SWIG/quantlib.i: |
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66 |
Consolidated management of language-specific defines. |
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68 |
2009-11-24 16:31 Luigi Ballabio |
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* [r16795] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
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71 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
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73 |
Increased version number. |
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2009-11-24 14:36 Luigi Ballabio |
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* [r16793] |
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Created branch for 1.0.x releases. |
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2009-11-10 09:06 Ferdinando Ametrano |
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82 |
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83 |
* [r16726] ., CSharp/QuantLib_vc7.sln, |
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84 |
CSharp/cpp/QuantlibWrapper_vc7.vcproj, |
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CSharp/csharp/NQuantLib_vc7.csproj, |
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86 |
CSharp/examples/BermudanSwaption_vc7.csproj: |
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87 |
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88 |
merged up to r16724 of branches/R000909-branch into trunk, |
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89 |
respecting ancestry |
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90 |
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2009-11-06 13:37 Ferdinando Ametrano |
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92 |
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93 |
* [r16705] ., CSharp/QuantLib_vc7.sln, |
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94 |
CSharp/cpp/QuantlibWrapper_vc7.vcproj, |
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95 |
CSharp/csharp/NQuantLib_vc7.csproj, |
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96 |
CSharp/examples/BermudanSwaption_vc7.csproj, Java/Makefile.am: |
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97 |
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98 |
merged up to r16696 of branches/R000909-branch into trunk, |
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respecting ancestry |
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100 |
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101 |
2009-11-04 14:38 Ferdinando Ametrano |
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102 |
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* [r16690] ., CSharp/QuantLib_vc7.sln, |
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104 |
CSharp/cpp/QuantlibWrapper_vc7.vcproj, |
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105 |
CSharp/csharp/NQuantLib_vc7.csproj, |
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106 |
CSharp/csharp/NQuantLib_vc8.csproj, |
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107 |
CSharp/csharp/NQuantLib_vc9.csproj, |
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108 |
CSharp/examples/BermudanSwaption_vc7.csproj, News.txt, |
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109 |
SWIG/indexes.i: |
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110 |
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111 |
merged r16643 through r16686 of branches/R000909-branch into trunk, |
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112 |
respecting ancestry |
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113 |
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114 |
2009-10-23 10:20 Ferdinando Ametrano |
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115 |
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116 |
* [r16645] ., CSharp/QuantLib_vc7.sln, |
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117 |
CSharp/cpp/QuantlibWrapper_vc7.vcproj, |
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118 |
CSharp/csharp/NQuantLib_vc7.csproj, |
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119 |
CSharp/examples/BermudanSwaption_vc7.csproj: |
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120 |
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121 |
Merging revisions 16636-16642 of |
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122 |
https://quantlib.svn.sourceforge.net/svnroot/quantlib/branches/R000909-branch |
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into C:\Projects\DevEnv\trunk, respecting ancestry |
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124 |
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125 |
2009-10-21 13:20 Luigi Ballabio |
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126 |
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127 |
* [r16623] SWIG/indexes.i: |
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128 |
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129 |
Removed ambiguous termStructure() method from InterestRateIndex |
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130 |
interface. |
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131 |
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132 |
The method was moved to derived classes and renamed to |
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133 |
forwardingTermStructure. |
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134 |
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135 |
2009-10-20 08:49 Luigi Ballabio |
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136 |
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137 |
* [r16609] CSharp/QuantLib_vc8.sln, CSharp/QuantLib_vc9.sln, |
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138 |
CSharp/cpp/QuantlibWrapper_vc8.vcproj, |
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1.3.1
by Dirk Eddelbuettel
Import upstream version 0.9.7 |
139 |
CSharp/cpp/QuantlibWrapper_vc9.vcproj, |
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1.2.7
by Dirk Eddelbuettel
Import upstream version 1.0.0~20100125 |
140 |
CSharp/csharp/NQuantLib_vc8.csproj, |
141 |
CSharp/csharp/NQuantLib_vc9.csproj, |
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142 |
CSharp/examples/BermudanSwaption_vc8.csproj, |
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143 |
CSharp/examples/BermudanSwaption_vc9.csproj, |
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144 |
CSharp/examples/EquityOption_vc8.csproj, |
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145 |
CSharp/examples/EquityOption_vc9.csproj, |
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146 |
Python/examples/visualization/basketoption.py, |
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147 |
Python/examples/visualization/eurooption.py, |
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148 |
Python/examples/visualization/option.basket.py, |
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149 |
Python/examples/visualization/option.mayavi.py, |
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150 |
Python/examples/visualization/option.plotspace.py, |
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151 |
Python/examples/visualization/plotspace.py: |
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152 |
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153 |
Fixed SVN properties |
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154 |
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155 |
2009-10-19 11:10 Luigi Ballabio |
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156 |
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157 |
* [r16596] CSharp/csharp/NQuantLib_vc7.csproj, |
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158 |
CSharp/csharp/NQuantLib_vc8.csproj, |
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159 |
CSharp/csharp/NQuantLib_vc9.csproj, SWIG/compoundforward.i, |
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160 |
SWIG/ql.i: |
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161 |
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162 |
Removed legacy term structures. |
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163 |
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164 |
2009-09-30 14:14 Luigi Ballabio |
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165 |
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* [r16499] SWIG/scheduler.i: |
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167 |
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168 |
Added old (short/long coupon) CDS rule (thanks to Jose Aparicio.) |
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169 |
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170 |
Also, according to market conventions, termination date is now |
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171 |
unadjusted |
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172 |
for the CDS built inside the helpers. |
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173 |
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174 |
2009-09-30 12:46 Luigi Ballabio |
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175 |
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* [r16497] SWIG/indexes.i: |
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177 |
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178 |
Exported methods to clear index histories. |
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179 |
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180 |
2009-09-29 09:10 Luigi Ballabio |
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181 |
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182 |
* [r16492] Python/setup.py: |
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183 |
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184 |
Added required flag for compilation with VC++ 2008 |
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185 |
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186 |
2009-09-22 16:25 Luigi Ballabio |
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187 |
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188 |
* [r16489] SWIG/cashflows.i, SWIG/interestrate.i: |
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189 |
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190 |
Sync with new C++ interfaces. |
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191 |
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192 |
2009-09-11 07:44 Joseph Wang |
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193 |
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194 |
* [r16460] Python/examples/visualization/README.txt, |
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195 |
Python/examples/visualization/basketoption.py, |
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196 |
Python/examples/visualization/eurooption.py, |
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197 |
Python/examples/visualization/option.basket.py, |
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198 |
Python/examples/visualization/option.mayavi.py, |
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199 |
Python/examples/visualization/option.plotspace.py: |
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200 |
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201 |
change licenses from LGPL to BSD |
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202 |
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203 |
2009-09-07 13:19 Luigi Ballabio |
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204 |
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205 |
* [r16452] CSharp/csharp/NQuantLib_vc7.csproj, |
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206 |
CSharp/csharp/NQuantLib_vc8.csproj, |
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207 |
CSharp/csharp/NQuantLib_vc9.csproj, |
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208 |
CSharp/examples/BermudanSwaption_vc7.csproj: |
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209 |
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210 |
Updated C# projects. |
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211 |
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212 |
2009-09-04 12:37 Luigi Ballabio |
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213 |
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214 |
* [r16444] LICENSE.TXT: |
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215 |
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216 |
Updated copyrights and contributor list. |
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217 |
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218 |
2009-09-01 15:11 Luigi Ballabio |
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219 |
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220 |
* [r16430] SWIG/callability.i, SWIG/cashflows.i, |
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221 |
SWIG/defaultprobability.i, SWIG/dividends.i, SWIG/marketelements.i, |
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222 |
SWIG/ratehelpers.i, SWIG/shortratemodels.i, |
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223 |
SWIG/stochasticprocess.i, SWIG/vectors.i: |
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224 |
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225 |
Upgraded to SWIG 1.3.40 |
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226 |
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227 |
2009-09-01 14:38 Luigi Ballabio |
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228 |
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229 |
* [r16429] SWIG/quantlib.i: |
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230 |
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231 |
Included version header |
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232 |
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233 |
2009-08-04 10:52 Luigi Ballabio |
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234 |
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235 |
* [r16381] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
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236 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
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237 |
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238 |
Increased version number |
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239 |
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240 |
2009-08-04 10:47 Luigi Ballabio |
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241 |
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242 |
* [r16380] SWIG/credit.i: |
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243 |
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244 |
Removed unused experimental features. |
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245 |
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246 |
2009-07-09 06:54 Luigi Ballabio |
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247 |
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248 |
* [r16352] SWIG/settings.i: |
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249 |
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250 |
Exported methods to set cash-flow flags |
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251 |
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252 |
2009-07-07 16:51 Luigi Ballabio |
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253 |
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254 |
* [r16348] SWIG/creditdefaultswap.i, SWIG/defaultprobability.i: |
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255 |
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256 |
Sync with C++ |
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257 |
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258 |
2009-07-07 16:51 Luigi Ballabio |
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259 |
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260 |
* [r16347] SWIG/null.i: |
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261 |
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262 |
Fixes for R typemaps |
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263 |
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264 |
2009-06-30 09:45 Luigi Ballabio |
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265 |
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266 |
* [r16325] SWIG/shortratemodels.i: |
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267 |
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268 |
Sync with C++ |
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269 |
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270 |
2009-06-07 19:47 Joseph Wang |
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271 |
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272 |
* [r16267] Python/examples/visualization/README.txt, |
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273 |
Python/examples/visualization/basketoption.py, |
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274 |
Python/examples/visualization/eurooption.py, |
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275 |
Python/examples/visualization/option.basket.py: |
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276 |
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277 |
add fixes |
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278 |
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279 |
2009-06-07 19:39 Joseph Wang |
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280 |
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281 |
* [r16266] Python/examples/visualization/basketoption.py, |
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Python/examples/visualization/eurooption.py, |
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283 |
Python/examples/visualization/option.basket.py, |
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284 |
Python/examples/visualization/option.mayavi.py, |
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285 |
Python/examples/visualization/option.plotspace.py, |
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286 |
Python/examples/visualization/plotspace.py: |
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287 |
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288 |
add new items |
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289 |
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290 |
2009-06-07 19:34 Joseph Wang |
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291 |
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292 |
* [r16265] Python/examples/visualization, |
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Python/examples/visualization/option.basket.py, |
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294 |
Python/examples/visualization/option.mayavi.py, |
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295 |
Python/examples/visualization/option.plotspace.py, |
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Python/examples/visualization/plotspace.py: |
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297 |
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298 |
visualization examples |
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299 |
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300 |
2009-05-13 10:28 Luigi Ballabio |
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301 |
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302 |
* [r16243] SWIG/cashflows.i: |
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303 |
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304 |
Fixed hard tabs |
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305 |
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306 |
2009-05-13 03:36 Joseph Wang |
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307 |
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308 |
* [r16239] SWIG/cashflows.i: |
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310 |
syncing SWIG to quantlib |
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311 |
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312 |
2009-05-13 02:56 Joseph Wang |
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313 |
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314 |
* [r16238] SWIG/cashflows.i: |
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316 |
sync with newest quantlib |
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317 |
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318 |
2009-04-27 15:24 Luigi Ballabio |
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319 |
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320 |
* [r16218] Python/test/bonds.py, Python/test/ratehelpers.py, |
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321 |
SWIG/bonds.i, SWIG/cashflows.i: |
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322 |
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323 |
Sync with C++ |
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325 |
2009-04-27 15:23 Luigi Ballabio |
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327 |
* [r16217] configure.ac: |
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329 |
Checking additional alias for Mono compiler |
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330 |
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331 |
2009-04-27 15:22 Luigi Ballabio |
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333 |
* [r16216] Python/QuantLib/__init__.py: |
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334 |
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335 |
Fix for Python 2.6 |
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336 |
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337 |
2009-04-03 14:30 Luigi Ballabio |
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338 |
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339 |
* [r16106] SWIG/bonds.i: |
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340 |
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341 |
Sync with C++ |
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342 |
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343 |
2009-03-31 12:39 Luigi Ballabio |
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344 |
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345 |
* [r16097] SWIG/optimizers.i: |
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346 |
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347 |
Added BFGS optimizer (thanks to Frederic Degraeve) |
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348 |
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349 |
2009-03-27 11:44 Ferdinando Ametrano |
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350 |
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351 |
* [r16084] SWIG/interpolation.i: |
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352 |
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353 |
- added (Log)CubicInterpolation convenience classes, with |
|
354 |
homogeneous nomenclature (borrowed from QuantLibXL) |
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355 |
- switched from CubicNaturalSpline to MonotonicCubicNaturalSpline in |
|
356 |
FdmBlackScholesSolver to avoid possible spurious waviness |
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357 |
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358 |
2009-03-23 16:04 Luigi Ballabio |
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359 |
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360 |
* [r16053] CSharp/Makefile.am, CSharp/swig.cmd, Guile/Makefile.am, |
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361 |
Java/Makefile.am, MzScheme/Makefile.am, OCaml/Makefile.am, |
|
362 |
Perl/Makefile.am, Python/Makefile.am, R/Makefile.am, |
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363 |
Ruby/Makefile.am: |
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364 |
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365 |
Upgraded to SWIG 1.3.39 |
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366 |
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367 |
2009-03-23 13:47 Luigi Ballabio |
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368 |
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369 |
* [r16052] Python/examples/basket-option.py, SWIG/forwardcurve.i, |
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SWIG/zerocurve.i: |
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372 |
Sync with C++ |
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373 |
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374 |
2009-03-19 15:13 Luigi Ballabio |
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375 |
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376 |
* [r16036] SWIG/defaultprobability.i: |
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378 |
Sync with Rev16034 |
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379 |
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380 |
2009-03-19 09:55 Ferdinando Ametrano |
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381 |
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382 |
* [r16031] SWIG/cashflows.i: |
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383 |
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384 |
- partially reverted Rev16029 to have date, nominal order (as it is |
|
385 |
a less invasive change than switching to nominal, date) |
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386 |
- also reverted Rev18030 |
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387 |
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388 |
2009-03-19 09:10 Luigi Ballabio |
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390 |
* [r16030] SWIG/cashflows.i: |
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391 |
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392 |
Sync with changes in Rev16029 |
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393 |
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2009-03-06 11:43 Luigi Ballabio |
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395 |
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396 |
* [r15993] SWIG/options.i: |
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398 |
Exported Asian options |
|
399 |
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400 |
2009-03-06 11:42 Luigi Ballabio |
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401 |
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402 |
* [r15992] SWIG/old_pricers.i, SWIG/ql.i: |
|
403 |
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404 |
Removed old pricers |
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405 |
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406 |
2009-02-25 10:44 Luigi Ballabio |
|
407 |
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408 |
* [r15963] CSharp/examples/BermudanSwaption_vc7.csproj, |
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409 |
CSharp/examples/BermudanSwaption_vc8.csproj, |
|
410 |
CSharp/examples/BermudanSwaption_vc9.csproj, |
|
411 |
CSharp/examples/EquityOption_vc8.csproj, |
|
|
1.3.1
by Dirk Eddelbuettel
Import upstream version 0.9.7 |
412 |
CSharp/examples/EquityOption_vc9.csproj: |
413 |
||
|
1.2.7
by Dirk Eddelbuettel
Import upstream version 1.0.0~20100125 |
414 |
Fix for C# compilation. |
415 |
It worked on my machine, but problems have been reported with other |
|
416 |
configurations. |
|
417 |
When not needed, the fix is harmless. |
|
418 |
Thanks to Grant Birchmeier. |
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419 |
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420 |
2009-02-24 15:19 Luigi Ballabio |
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421 |
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422 |
* [r15962] SWIG/credit.i, SWIG/creditdefaultswap.i: |
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423 |
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424 |
Removed broken Issuer abstraction from core library. |
|
425 |
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426 |
The Issuer class failed to take into account the possibility of |
|
427 |
several |
|
428 |
default-probability curves and recovery rates for each issuer, based |
|
429 |
on |
|
430 |
seniority or currency. |
|
431 |
In most instrument and pricing engines, instances of Issuer were |
|
432 |
replaced |
|
433 |
by the data members it contained. The Issuer class itself was moved |
|
434 |
to |
|
435 |
ql/experimental/credit to support the SyntheticCDO class, which uses |
|
436 |
it |
|
437 |
for the Pool and Basket classes and might used as a case study for |
|
438 |
finding |
|
439 |
the correct abstraction. |
|
440 |
||
441 |
2009-02-24 14:41 Luigi Ballabio |
|
442 |
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443 |
* [r15961] CSharp/examples/EquityOption.cs, |
|
444 |
Guile/examples/european-option.scm, |
|
445 |
Java/examples/EquityOptions.java, |
|
446 |
MzScheme/examples/european-option.scm, |
|
447 |
Ruby/examples/european-option.rb: |
|
448 |
||
449 |
Sync with library changes in r15771 |
|
450 |
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451 |
2009-02-24 14:39 Luigi Ballabio |
|
452 |
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453 |
* [r15960] SWIG/options.i: |
|
454 |
||
455 |
Sync with library changes in r15933 |
|
456 |
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457 |
2009-02-03 08:45 Luigi Ballabio |
|
458 |
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459 |
* [r15877] Python/test/QuantLibTestSuite.py, Python/test/bonds.py, |
|
460 |
Python/test/ratehelpers.py, SWIG/bonds.i, SWIG/ratehelpers.i: |
|
461 |
||
462 |
Complete Bond and FixedRateBond SWIG bindings (thanks to Joe |
|
463 |
Malicki) |
|
464 |
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465 |
2009-02-03 08:39 Luigi Ballabio |
|
466 |
||
467 |
* [r15876] SWIG/ql.i: |
|
468 |
||
469 |
Avoided conflict with Perl macro |
|
470 |
||
471 |
2008-11-20 13:34 Luigi Ballabio |
|
472 |
||
473 |
* [r15779] SWIG/basketoptions.i, SWIG/options.i: |
|
474 |
||
475 |
Added timeSteps parameter to a few MC engines besides the existing |
|
476 |
timeStepsPerYear |
|
477 |
||
478 |
2008-11-19 16:24 Luigi Ballabio |
|
479 |
||
480 |
* [r15771] SWIG/basketoptions.i, SWIG/options.i: |
|
481 |
||
482 |
Removed unused control-variate switch |
|
483 |
||
484 |
2008-11-19 14:47 Luigi Ballabio |
|
485 |
||
486 |
* [r15770] SWIG/basketoptions.i: |
|
487 |
||
488 |
Renamed engine to more-specific name |
|
489 |
||
490 |
2008-11-18 14:15 Luigi Ballabio |
|
491 |
||
492 |
* [r15768] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
|
493 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
494 |
||
495 |
Increased version number |
|
496 |
||
497 |
2008-11-18 12:04 Luigi Ballabio |
|
498 |
||
499 |
* [r15767] ., CSharp, CSharp/Makefile.am, CSharp/QuantLib.sln, |
|
500 |
CSharp/QuantLib_vc7.sln, CSharp/QuantLib_vc8.sln, |
|
501 |
CSharp/QuantLib_vc9.sln, CSharp/cpp, |
|
502 |
CSharp/cpp/QuantlibWrapper.vcproj, |
|
503 |
CSharp/cpp/QuantlibWrapper_vc7.vcproj, |
|
|
1.3.1
by Dirk Eddelbuettel
Import upstream version 0.9.7 |
504 |
CSharp/cpp/QuantlibWrapper_vc8.vcproj, |
|
1.2.7
by Dirk Eddelbuettel
Import upstream version 1.0.0~20100125 |
505 |
CSharp/cpp/QuantlibWrapper_vc9.vcproj, CSharp/csharp, |
506 |
CSharp/csharp/NQuantLib.csproj, CSharp/csharp/NQuantLib_vc7.csproj, |
|
|
1.3.1
by Dirk Eddelbuettel
Import upstream version 0.9.7 |
507 |
CSharp/csharp/NQuantLib_vc8.csproj, |
|
1.2.7
by Dirk Eddelbuettel
Import upstream version 1.0.0~20100125 |
508 |
CSharp/csharp/NQuantLib_vc9.csproj, CSharp/examples, |
|
1.3.1
by Dirk Eddelbuettel
Import upstream version 0.9.7 |
509 |
CSharp/examples/BermudanSwaption.csproj, |
|
1.2.7
by Dirk Eddelbuettel
Import upstream version 1.0.0~20100125 |
510 |
CSharp/examples/BermudanSwaption_vc7.csproj, |
511 |
CSharp/examples/BermudanSwaption_vc8.csproj, |
|
512 |
CSharp/examples/BermudanSwaption_vc9.csproj, |
|
513 |
CSharp/examples/EquityOption_vc8.csproj, |
|
514 |
CSharp/examples/EquityOption_vc9.csproj, ChangeLog.txt, |
|
515 |
MzScheme/examples/swap.scm, MzScheme/setup.scm, News.txt, |
|
516 |
Python/setup.py, Ruby/setup.rb: |
|
517 |
||
518 |
Merged 0.9.7 release (QuantLib, QuantLib-SWIG, and QuantLib-site |
|
519 |
modules) |
|
|
1.3.1
by Dirk Eddelbuettel
Import upstream version 0.9.7 |
520 |
|
521 |
2008-10-23 15:40 Luigi Ballabio |
|
522 |
||
523 |
* [r15684] SWIG/credit.i: |
|
524 |
||
525 |
Enabled keyword args |
|
526 |
||
527 |
2008-10-23 15:39 Luigi Ballabio |
|
528 |
||
529 |
* [r15683] SWIG/vectors.i: |
|
530 |
||
531 |
Added unsigned int specialization |
|
532 |
||
533 |
2008-10-23 15:39 Luigi Ballabio |
|
534 |
||
535 |
* [r15682] SWIG/indexes.i: |
|
536 |
||
537 |
Exported missing index |
|
538 |
||
539 |
2008-10-23 15:38 Luigi Ballabio |
|
540 |
||
541 |
* [r15681] SWIG/defaultprobability.i: |
|
542 |
||
543 |
Added vector declaration; fixed macro call |
|
544 |
||
545 |
2008-09-24 09:09 Luigi Ballabio |
|
546 |
||
547 |
* [r15585] SWIG/indexes.i: |
|
548 |
||
549 |
Sync with C++ |
|
550 |
||
551 |
2008-09-10 15:10 Luigi Ballabio |
|
552 |
||
553 |
* [r15534] SWIG/credit.i: |
|
554 |
||
555 |
Enforced uniform naming |
|
556 |
||
557 |
2008-09-09 16:00 Luigi Ballabio |
|
558 |
||
559 |
* [r15532] CSharp/cpp/QuantlibWrapper.vcproj, |
|
560 |
CSharp/csharp/NQuantLib.csproj: |
|
561 |
||
562 |
Updated projects |
|
563 |
||
564 |
2008-09-04 09:28 Luigi Ballabio |
|
565 |
||
566 |
* [r15502] SWIG/credit.i: |
|
567 |
||
568 |
More descriptive names for Seniority and Restructuring enumerations |
|
569 |
||
570 |
2008-09-02 09:50 Luigi Ballabio |
|
571 |
||
572 |
* [r15490] SWIG/date.i: |
|
573 |
||
574 |
Added OtherFrequency to Frequency enum; conversion from Frequency to |
|
575 |
Period no longer fails, so that it should be now possible to create |
|
576 |
bonds with unusual coupon tenors (thanks to Slava Mazur) |
|
577 |
||
578 |
2008-08-20 15:25 Luigi Ballabio |
|
579 |
||
580 |
* [r15405] SWIG/stochasticprocess.i: |
|
581 |
||
582 |
Exported GeometricBrownianMotionProcess (thanks to Tito Ingargiola) |
|
583 |
||
584 |
2008-08-11 14:00 Luigi Ballabio |
|
585 |
||
586 |
* [r15357] SWIG/old_pricers.i: |
|
587 |
||
588 |
Ported Monte Carlo average-strike pricer to pricing-engine framework |
|
589 |
(thanks to the IMAFA students at Polytech'Nice Sophia) |
|
590 |
||
591 |
2008-08-06 13:01 Luigi Ballabio |
|
592 |
||
593 |
* [r15339] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
594 |
Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
595 |
||
596 |
Increased version number to 0.9.7 |
|
597 |
||
598 |
2008-08-01 14:15 Luigi Ballabio |
|
599 |
||
600 |
* [r15317] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
601 |
Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
602 |
||
603 |
Increased version number to 0.9.6 |
|
604 |
||
605 |
2008-08-01 10:03 Luigi Ballabio |
|
606 |
||
607 |
* [r15315] SWIG/old_volatility.i, SWIG/volatilities.i: |
|
608 |
||
609 |
Formatting |
|
610 |
||
611 |
2008-08-01 09:41 Luigi Ballabio |
|
612 |
||
613 |
* [r15314] SWIG/stochasticprocess.i: |
|
614 |
||
615 |
Exported GeneralizedBlackScholesProcess inspectors |
|
616 |
||
617 |
2008-08-01 09:40 Luigi Ballabio |
|
618 |
||
619 |
* [r15313] SWIG/daycounters.i: |
|
620 |
||
621 |
Exported Business/252 day counter |
|
622 |
||
623 |
2008-08-01 09:39 Luigi Ballabio |
|
624 |
||
625 |
* [r15312] SWIG/volatilities.i: |
|
626 |
||
627 |
Exported BlackVarianceCurve class |
|
628 |
||
629 |
2008-07-31 15:25 Luigi Ballabio |
|
630 |
||
631 |
* [r15308] SWIG/date.i: |
|
632 |
||
633 |
Added 4-week frequency |
|
634 |
||
635 |
2008-07-31 09:52 Luigi Ballabio |
|
636 |
||
637 |
* [r15303] Guile/Makefile.am, Java/examples/DiscreteHedging.java, |
|
638 |
LICENSE.TXT, MzScheme/Makefile.am, Perl/Makefile.am, |
|
639 |
Python/Makefile.am, Ruby/Makefile.am, acinclude.m4, configure.ac: |
|
640 |
||
641 |
Merged R000905-branch up to revision 15285 (QuantLib, QuantLib-SWIG, |
|
642 |
and QuantLib-site modules only) |
|
643 |
||
644 |
2008-07-16 04:34 Joseph Wang |
|
645 |
||
646 |
* [r15241] R/Makefile.am: |
|
647 |
||
648 |
make quantlib config a variable that can be overridden |
|
649 |
||
650 |
2008-07-16 03:29 Joseph Wang |
|
651 |
||
652 |
* [r15240] Python/Makefile.am, R/Makefile.am, Ruby/Makefile.am: |
|
653 |
||
654 |
remove setting path in makefiles. This can probably be done better |
|
655 |
externally |
|
656 |
||
657 |
2008-07-13 05:49 Joseph Wang |
|
658 |
||
659 |
* [r15231] Ruby/Makefile.am: |
|
660 |
||
661 |
Add path so that ruby is configured by the quantlib-config that is |
|
662 |
in |
|
663 |
the configure script |
|
664 |
||
665 |
2008-07-13 05:28 Joseph Wang |
|
666 |
||
667 |
* [r15230] R/Makefile.am: |
|
668 |
||
669 |
change calling procedure to R so that you can get the config |
|
670 |
arguments |
|
671 |
from the install directory |
|
672 |
||
673 |
2008-07-12 22:57 Joseph Wang |
|
674 |
||
675 |
* [r15223] SWIG/common.i: |
|
676 |
||
677 |
Work around iterator range error in boost 1.35 with GCC 4 |
|
678 |
||
679 |
2008-07-12 22:38 Joseph Wang |
|
680 |
||
681 |
* [r15222] SWIG/common.i: |
|
682 |
||
683 |
Put in a NDEBUG define which is necessary for linux boost 1.35 |
|
684 |
||
685 |
2008-07-12 19:56 Joseph Wang |
|
686 |
||
687 |
* [r15221] Python/Makefile.am: |
|
688 |
||
689 |
pull in quantlib-config from install directory even if it is not |
|
690 |
part |
|
691 |
of the path |
|
692 |
||
693 |
2008-07-02 15:52 Luigi Ballabio |
|
694 |
||
695 |
* [r15154] CSharp/csharp/NQuantLib.csproj: |
|
696 |
||
697 |
Updated VC# project |
|
698 |
||
699 |
2008-07-01 08:08 Luigi Ballabio |
|
700 |
||
701 |
* [r15146] configure.ac: |
|
702 |
||
703 |
Removed outdated RPM specification files from distributed tarballs |
|
704 |
||
705 |
2008-06-27 14:57 Luigi Ballabio |
|
706 |
||
707 |
* [r15132] SWIG/defaultprobability.i: |
|
708 |
||
709 |
Added choice of date-generation rule to CDS helpers |
|
710 |
||
711 |
2008-06-27 13:24 Luigi Ballabio |
|
712 |
||
713 |
* [r15131] SWIG/scheduler.i: |
|
714 |
||
715 |
Added date-generation rules for CDS schedules |
|
716 |
||
717 |
2008-06-24 12:55 Luigi Ballabio |
|
718 |
||
719 |
* [r15116] SWIG/basketoptions.i, SWIG/old_pricers.i, |
|
720 |
SWIG/piecewiseyieldcurve.i: |
|
721 |
||
722 |
Sync with C++ |
|
723 |
||
724 |
2008-04-30 14:37 Luigi Ballabio |
|
725 |
||
726 |
* [r14817] SWIG/defaultprobability.i: |
|
727 |
||
728 |
Added piecewise default-probability curve |
|
729 |
||
730 |
2008-04-24 12:37 Luigi Ballabio |
|
731 |
||
732 |
* [r14792] SWIG/credit.i, SWIG/creditdefaultswap.i, |
|
733 |
SWIG/defaultprobability.i, SWIG/ql.i, SWIG/types.i: |
|
734 |
||
735 |
Exported default curves and CDS |
|
736 |
||
737 |
2008-04-22 08:13 Luigi Ballabio |
|
738 |
||
739 |
* [r14769] SWIG/calendars.i: |
|
740 |
||
741 |
Fixes for South Korea calendar (thanks to Charles Chongseok Hyun) |
|
742 |
||
743 |
2008-04-21 13:22 Luigi Ballabio |
|
744 |
||
745 |
* [r14766] SWIG/cashflows.i: |
|
746 |
||
747 |
Added overload for term-structure handles |
|
748 |
||
749 |
2008-04-21 09:54 Luigi Ballabio |
|
750 |
||
751 |
* [r14760] SWIG/cashflows.i: |
|
752 |
||
753 |
Adapted YieldTermStructure references to shared_ptr |
|
754 |
||
755 |
2008-04-21 09:39 Luigi Ballabio |
|
756 |
||
757 |
* [r14759] SWIG/interpolation.i: |
|
758 |
||
759 |
Sync with C++ |
|
760 |
||
761 |
2008-03-11 15:57 Luigi Ballabio |
|
762 |
||
763 |
* [r14559] Java/Makefile.am, Java/examples/DiscreteHedging.java, |
|
764 |
SWIG/montecarlo.i, SWIG/options.i: |
|
765 |
||
766 |
Added DiscreteHedging example to Java module (thanks to Tito |
|
767 |
Ingargiola) |
|
768 |
||
769 |
2008-02-29 15:26 Luigi Ballabio |
|
770 |
||
771 |
* [r14523] SWIG/interpolation.i: |
|
772 |
||
773 |
Sync with C++ changes |
|
774 |
||
775 |
2008-02-19 16:36 Luigi Ballabio |
|
776 |
||
777 |
* [r14365] SWIG/piecewiseyieldcurve.i: |
|
778 |
||
779 |
Sync with C++ library |
|
780 |
||
781 |
2008-02-13 04:21 Joseph Wang |
|
782 |
||
783 |
* [r14339] SWIG/old_volatility.i, SWIG/piecewiseyieldcurve.i, |
|
784 |
SWIG/volatilities.i: |
|
785 |
||
786 |
Sync with current QuantLib |
|
787 |
||
788 |
2008-02-01 09:44 Luigi Ballabio |
|
789 |
||
790 |
* [r14235] Guile/examples/swap.scm, Guile/test/termstructures.scm, |
|
791 |
MzScheme/examples/swap.scm, MzScheme/test/termstructures.scm, |
|
792 |
Python/examples/swap.py, Python/test/termstructures.py, |
|
793 |
Ruby/examples/swap.rb, Ruby/test/termstructures.rb: |
|
794 |
||
795 |
Sync with C++ library |
|
796 |
||
797 |
2008-02-01 08:27 Luigi Ballabio |
|
798 |
||
799 |
* [r14234] SWIG/currencies.i: |
|
800 |
||
801 |
Added syntactic sugar to Python module |
|
802 |
||
803 |
2008-01-30 15:04 Luigi Ballabio |
|
804 |
||
805 |
* [r14217] SWIG/currencies.i: |
|
806 |
||
807 |
Added Peruvian currency |
|
808 |
||
809 |
2008-01-25 10:37 Luigi Ballabio |
|
810 |
||
811 |
* [r14181] SWIG/capfloor.i, SWIG/ratehelpers.i, SWIG/volatilities.i: |
|
812 |
||
813 |
Sync with C++ library |
|
814 |
||
815 |
2008-01-18 12:56 Luigi Ballabio |
|
816 |
||
817 |
* [r14137] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
818 |
Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
819 |
||
820 |
Increased version number |
|
821 |
||
822 |
2008-01-05 08:05 Joseph Wang |
|
823 |
||
824 |
* [r14020] SWIG/volatilities.i: |
|
825 |
||
826 |
sync with newest quantlib |
|
827 |
||
828 |
2007-12-19 20:03 Ferdinando Ametrano |
|
829 |
||
830 |
* [r13855] ChangeLog.txt, LICENSE.TXT, Makefile.am, News.txt, |
|
831 |
SWIG/piecewiseflatforward.i, SWIG/ql.i, SWIG/vectors.i: |
|
832 |
||
833 |
merged changeset 13573:13852 from branches\R000900-branch into trunk |
|
834 |
||
835 |
2007-11-29 06:26 Joseph Wang |
|
836 |
||
837 |
* [r13600] R/README.txt, R/examples/european-option.R, |
|
838 |
R/examples/fd-option.R, R/examples/graph.R, R/examples/scatter.R, |
|
839 |
R/examples/wireframe.R: |
|
840 |
||
841 |
Fix to new calling conventions |
|
|
1.2.2
by Dirk Eddelbuettel
Import upstream version 0.9.0 |
842 |
|
843 |
2007-11-27 11:24 Luigi Ballabio |
|
844 |
||
845 |
* [r13568] CSharp/cpp/QuantlibWrapper.vcproj, |
|
846 |
CSharp/csharp/NQuantLib.csproj: |
|
847 |
||
848 |
VC#7 catching up |
|
849 |
||
850 |
2007-11-26 15:31 Luigi Ballabio |
|
851 |
||
852 |
* [r13541] CSharp/examples/EquityOption.cs, |
|
853 |
Java/examples/EquityOptions.java: |
|
854 |
||
855 |
Fixed SVN properties |
|
856 |
||
857 |
2007-11-26 10:28 Luigi Ballabio |
|
858 |
||
859 |
* [r13533] CSharp/examples/BermudanSwaption.cs, |
|
860 |
Guile/examples/bermudan-swaption.scm, Guile/examples/swap.scm, |
|
861 |
MzScheme/examples/bermudan-swaption.scm, MzScheme/examples/swap.scm, |
|
862 |
Python/examples/bermudan-swaption.py, Python/examples/swap.py, |
|
863 |
Ruby/examples/bermudan-swaption.rb, Ruby/examples/swap.rb, |
|
864 |
SWIG/quantlib.i, SWIG/scheduler.i: |
|
865 |
||
866 |
Sync with C++ library |
|
867 |
||
868 |
2007-11-23 10:06 Luigi Ballabio |
|
869 |
||
870 |
* [r13506] MzScheme/setup.scm: |
|
871 |
||
872 |
Removed gcc warnings |
|
873 |
||
874 |
2007-11-23 09:50 Luigi Ballabio |
|
875 |
||
876 |
* [r13505] Guile/examples/swap.scm, Guile/test/termstructures.scm, |
|
877 |
MzScheme/examples/swap.scm, MzScheme/test/termstructures.scm, |
|
878 |
Python/examples/swap.py, Python/test/termstructures.py, |
|
879 |
Ruby/examples/swap.rb, Ruby/test/termstructures.rb, |
|
880 |
SWIG/ratehelpers.i: |
|
881 |
||
882 |
Sync with C++ library |
|
883 |
||
884 |
2007-11-22 13:54 Luigi Ballabio |
|
885 |
||
886 |
* [r13489] CSharp/examples/EquityOption.cs, |
|
887 |
Guile/examples/american-option.scm, |
|
888 |
Guile/examples/european-option.scm, |
|
889 |
Java/examples/EquityOptions.java, |
|
890 |
MzScheme/examples/american-option.scm, |
|
891 |
MzScheme/examples/european-option.scm, |
|
892 |
Python/examples/american-option.py, |
|
893 |
Python/examples/basket-option.py, |
|
894 |
Python/examples/european-option.py, |
|
895 |
Ruby/examples/american-option.rb, Ruby/examples/european-option.rb, |
|
896 |
SWIG/basketoptions.i, SWIG/convertiblebonds.i, SWIG/options.i, |
|
897 |
SWIG/stochasticprocess.i: |
|
898 |
||
899 |
Merged engine-refactoring branch (moved underlying process from |
|
900 |
options to engines) |
|
901 |
||
902 |
2007-11-21 13:54 Luigi Ballabio |
|
903 |
||
904 |
* [r13474] Python/setup.py: |
|
905 |
||
906 |
Fixes for revision 13473 |
|
907 |
||
908 |
2007-11-21 13:28 Luigi Ballabio |
|
909 |
||
910 |
* [r13473] Python/setup.py: |
|
911 |
||
912 |
Tentative fix for Cygwin/MSYS compilation |
|
913 |
||
914 |
2007-11-16 13:28 Luigi Ballabio |
|
915 |
||
916 |
* [r13392] Perl/Makefile.am, SWIG/quantlib.i: |
|
917 |
||
918 |
Upgraded to SWIG 1.3.32 |
|
919 |
||
920 |
2007-11-16 01:47 Joseph Wang |
|
921 |
||
922 |
* [r13387] R/Makefile.am: |
|
923 |
||
924 |
Sync with swig 1.3.32 |
|
925 |
||
926 |
2007-11-15 11:38 Luigi Ballabio |
|
927 |
||
928 |
* [r13384] SWIG/indexes.i: |
|
929 |
||
930 |
Made forecastFixing protected (fixing(d,true) does the same job) |
|
931 |
||
932 |
2007-11-12 04:17 Joseph Wang |
|
933 |
||
934 |
* [r13359] R/Makefile.am, R/README.txt, R/examples/european-option.R, |
|
935 |
R/examples/graph.R, R/examples/scatter.R, R/examples/wireframe.R, |
|
936 |
R/makeRData.R: |
|
937 |
||
938 |
Update to upcoming swig 1.3.32 |
|
939 |
||
940 |
2007-11-09 14:19 Luigi Ballabio |
|
941 |
||
942 |
* [r13350] Java/Makefile.am: |
|
943 |
||
944 |
Fixed dependencies |
|
945 |
||
946 |
2007-11-06 12:06 Luigi Ballabio |
|
947 |
||
948 |
* [r13324] SWIG/calendars.i: |
|
949 |
||
950 |
Sync with C++ |
|
951 |
||
952 |
2007-11-02 12:11 Luigi Ballabio |
|
953 |
||
954 |
* [r13284] SWIG/common.i, SWIG/interpolation.i: |
|
955 |
||
956 |
Sync with C++ library |
|
957 |
||
958 |
2007-10-26 12:18 Luigi Ballabio |
|
959 |
||
960 |
* [r13201] SWIG/capfloor.i, SWIG/shortratemodels.i: |
|
961 |
||
962 |
Merged revisions 13187 and 13200 from engine-refactoring branch |
|
963 |
||
964 |
2007-10-25 13:14 Luigi Ballabio |
|
965 |
||
966 |
* [r13182] SWIG/linearalgebra.i: |
|
967 |
||
968 |
Added get and set methods to Matrix and Array in C-sharp and Java |
|
969 |
(thanks to Paul Gentry) |
|
970 |
||
971 |
2007-10-25 12:32 Luigi Ballabio |
|
972 |
||
973 |
* [r13179] SWIG/capfloor.i, SWIG/ratehelpers.i, SWIG/swaption.i: |
|
974 |
||
975 |
Sync with C++ library |
|
976 |
||
977 |
2007-10-24 11:08 Ferdinando Ametrano |
|
978 |
||
979 |
* [r13148] CSharp/examples/BermudanSwaption.cs, |
|
980 |
CSharp/examples/EquityOption.cs, Guile/examples/american-option.scm, |
|
981 |
Guile/examples/bermudan-swaption.scm, |
|
982 |
Guile/examples/european-option.scm, Guile/examples/swap.scm, |
|
983 |
Java/examples/EquityOptions.java, |
|
984 |
MzScheme/examples/american-option.scm, |
|
985 |
MzScheme/examples/bermudan-swaption.scm, |
|
986 |
MzScheme/examples/european-option.scm, MzScheme/examples/swap.scm, |
|
987 |
Perl/examples/european-option.pl, |
|
988 |
Python/examples/american-option.py, |
|
989 |
Python/examples/basket-option.py, |
|
990 |
Python/examples/bermudan-swaption.py, |
|
991 |
Python/examples/european-option.py, Python/examples/swap.py, |
|
992 |
Ruby/examples/american-option.rb, |
|
993 |
Ruby/examples/bermudan-swaption.rb, |
|
994 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
995 |
SWIG/capfloor.i, SWIG/swap.i: |
|
996 |
||
997 |
merged engines-refactoring into trunk |
|
998 |
||
999 |
2007-10-03 11:10 Luigi Ballabio |
|
1000 |
||
1001 |
* [r12957] SWIG/old_pricers.i: |
|
1002 |
||
1003 |
Removed obsolete pricer |
|
1004 |
||
1005 |
2007-09-25 05:15 Joseph Wang |
|
1006 |
||
1007 |
* [r12854] SWIG/cashflows.i, SWIG/old_volatility.i, |
|
1008 |
SWIG/volatilities.i: |
|
1009 |
||
1010 |
sync with quantlib |
|
1011 |
||
1012 |
2007-09-24 15:06 Luigi Ballabio |
|
1013 |
||
1014 |
* [r12845] SWIG/cashflows.i: |
|
1015 |
||
1016 |
Reorganized cash-flow vector builders: |
|
1017 |
- implemented as helper classes to ease skipping default parameters |
|
1018 |
and single/multiple inputs |
|
1019 |
- moved together with the corresponding coupon classes |
|
1020 |
||
1021 |
2007-09-20 12:59 Luigi Ballabio |
|
1022 |
||
1023 |
* [r12746] SWIG/shortratemodels.i: |
|
1024 |
||
1025 |
Exported Vasicek model and more methods (thanks to Luis Cota) |
|
1026 |
||
1027 |
2007-09-20 11:30 Luigi Ballabio |
|
1028 |
||
1029 |
* [r12745] CSharp/Makefile.am, CSharp/examples/EquityOption.cs, |
|
1030 |
SWIG/date.i, SWIG/ql.i: |
|
1031 |
||
1032 |
Added equity-option example in C# (thanks to Eric Jensen) |
|
1033 |
||
1034 |
2007-09-20 11:24 Luigi Ballabio |
|
1035 |
||
1036 |
* [r12744] CSharp/examples/BermudanSwaption.cs: |
|
1037 |
||
1038 |
Added timing |
|
1039 |
||
1040 |
2007-09-20 10:49 Luigi Ballabio |
|
1041 |
||
1042 |
* [r12743] Java/Makefile.am, Java/examples, |
|
1043 |
Java/examples/EquityOptions.java, Java/test: |
|
1044 |
||
1045 |
Moved Java example from tests to examples directory |
|
1046 |
||
1047 |
2007-09-20 10:20 Luigi Ballabio |
|
1048 |
||
1049 |
* [r12742] CSharp/Makefile.am, CSharp/examples, |
|
1050 |
CSharp/examples/BermudanSwaption.cs: |
|
1051 |
||
1052 |
Using existing C# example in make check |
|
1053 |
||
1054 |
2007-09-20 09:14 Luigi Ballabio |
|
1055 |
||
1056 |
* [r12739] SWIG/common.i, SWIG/functions.i, SWIG/linearalgebra.i, |
|
1057 |
SWIG/types.i: |
|
1058 |
||
1059 |
Hidden disposables in target language |
|
1060 |
||
1061 |
2007-09-20 09:13 Luigi Ballabio |
|
1062 |
||
1063 |
* [r12738] SWIG/basketoptions.i: |
|
1064 |
||
1065 |
Restored case-insensitive tags |
|
1066 |
||
1067 |
2007-09-18 12:50 Luigi Ballabio |
|
1068 |
||
1069 |
* [r12686] SWIG/grid.i, SWIG/linearalgebra.i, SWIG/montecarlo.i, |
|
1070 |
SWIG/scheduler.i: |
|
1071 |
||
1072 |
Dropped CodeWarrior support |
|
1073 |
||
1074 |
2007-09-18 12:50 Luigi Ballabio |
|
1075 |
||
1076 |
* [r12685] SWIG/capfloor.i, SWIG/old_volatility.i, |
|
1077 |
SWIG/volatilities.i: |
|
1078 |
||
1079 |
Sync with library changes |
|
1080 |
||
1081 |
2007-09-13 10:08 Luigi Ballabio |
|
1082 |
||
1083 |
* [r12608] SWIG/bonds.i: |
|
1084 |
||
1085 |
Exported discunting bond engine |
|
1086 |
||
1087 |
2007-09-13 09:54 Luigi Ballabio |
|
1088 |
||
1089 |
* [r12604] Python/setup.py: |
|
1090 |
||
1091 |
Fixed indentation |
|
1092 |
||
1093 |
2007-09-13 09:27 Luigi Ballabio |
|
1094 |
||
1095 |
* [r12602] Python/setup.py: |
|
1096 |
||
1097 |
Removed legacy support for Borland free compiler; added support for |
|
1098 |
INCLUDE and LIB environment variables |
|
1099 |
||
1100 |
2007-09-13 08:58 Luigi Ballabio |
|
1101 |
||
1102 |
* [r12601] SWIG/old_volatility.i: |
|
1103 |
||
1104 |
Exported extrapolator methods for cap volatility |
|
1105 |
||
1106 |
2007-09-12 13:01 Luigi Ballabio |
|
1107 |
||
1108 |
* [r12585] SWIG/calendars.i: |
|
1109 |
||
1110 |
Added Brazilian exchange calendar (thanks to Richard Gomes) |
|
1111 |
||
1112 |
2007-09-12 10:36 Luigi Ballabio |
|
1113 |
||
1114 |
* [r12580] Java/Makefile.am, Java/test/EquityOptions.java, |
|
1115 |
Java/test/Hello.java: |
|
1116 |
||
1117 |
Added equity-option example for Java (thanks to Richard Gomes and |
|
1118 |
Tito Ingargiola) |
|
1119 |
||
1120 |
2007-09-12 10:35 Luigi Ballabio |
|
1121 |
||
1122 |
* [r12579] SWIG/options.i: |
|
1123 |
||
1124 |
Added binomial-Joshi and FD-bermudan engines (thanks to Richard |
|
1125 |
Gomes and Tito Ingargiola) |
|
1126 |
||
1127 |
2007-09-11 15:10 Luigi Ballabio |
|
1128 |
||
1129 |
* [r12569] SWIG/old_volatility.i: |
|
1130 |
||
1131 |
In sync with current C++ interface |
|
1132 |
||
1133 |
2007-08-24 09:56 Luigi Ballabio |
|
1134 |
||
1135 |
* [r12396] Python/setup.py, SWIG/bonds.i, SWIG/callability.i, |
|
1136 |
SWIG/common.i, SWIG/convertiblebonds.i, SWIG/date.i, |
|
1137 |
SWIG/distributions.i, SWIG/dividends.i, SWIG/indexes.i, |
|
1138 |
SWIG/linearalgebra.i, SWIG/operators.i, SWIG/options.i, |
|
1139 |
SWIG/piecewiseyieldcurve.i, SWIG/shortratemodels.i, SWIG/swap.i, |
|
1140 |
SWIG/swaption.i: |
|
1141 |
||
1142 |
Catch-up with the library, plus a few fixes |
|
1143 |
||
1144 |
2007-08-18 02:45 Ferdinando Ametrano |
|
1145 |
||
1146 |
* [r12311] ., CSharp, CSharp/cpp, CSharp/csharp, CSharp/examples, |
|
1147 |
Guile, Guile/examples, Guile/test, Java, Java/test, MzScheme, |
|
1148 |
MzScheme/examples, MzScheme/quantlib, MzScheme/test, OCaml, Perl, |
|
1149 |
Perl/examples, Python, Python/QuantLib, Python/examples, |
|
1150 |
Python/test, R, R/examples, Ruby, Ruby/examples, Ruby/test, SWIG, |
|
1151 |
dev_tools: |
|
1152 |
||
1153 |
set tsvn:projectlanguage property equal to 1033 (US English) |
|
1154 |
||
1155 |
2007-08-13 03:26 Joseph Wang |
|
1156 |
||
1157 |
* [r12261] Python/examples/bermudan-swaption.py: |
|
1158 |
||
1159 |
Fix python to sync with new swig interfaces |
|
1160 |
||
1161 |
2007-08-13 00:13 Joseph Wang |
|
1162 |
||
1163 |
* [r12260] SWIG/bonds.i, SWIG/indexes.i, SWIG/swaption.i: |
|
1164 |
||
1165 |
sync with quantlib changes |
|
1166 |
||
1167 |
2007-08-08 05:15 Joseph Wang |
|
1168 |
||
1169 |
* [r12197] Python/test/integrals.py: |
|
1170 |
||
1171 |
Fix sample file to match new quantlib args |
|
1172 |
||
1173 |
2007-07-23 09:29 Luigi Ballabio |
|
1174 |
||
1175 |
* [r11964] autogen.sh, dev_tools/windistmzscheme.bat, |
|
1176 |
dev_tools/windistpython.bat, dev_tools/windistruby.bat: |
|
1177 |
||
1178 |
Fixed svn properties |
|
1179 |
||
1180 |
2007-07-20 05:16 Joseph Wang |
|
1181 |
||
1182 |
* [r11957] SWIG/cashflows.i: |
|
1183 |
||
1184 |
Sync SWIG with current quantlib |
|
1185 |
||
1186 |
2007-07-13 08:03 Luigi Ballabio |
|
1187 |
||
1188 |
* [r11905] SWIG/timeseries.i: |
|
1189 |
||
1190 |
Added missing inclusion |
|
1191 |
||
1192 |
2007-06-28 15:52 Luigi Ballabio |
|
1193 |
||
1194 |
* [r11741] CSharp/Makefile.am, CSharp/QuantLib.sln, |
|
1195 |
CSharp/cpp/QuantlibWrapper.vcproj, CSharp/csharp/NQuantLib.csproj, |
|
1196 |
CSharp/examples/BermudanSwaption.csproj, CSharp/swig.cmd, |
|
1197 |
Guile/Makefile.am, Java/Makefile.am, Makefile.am, |
|
1198 |
MzScheme/Makefile.am, OCaml/Makefile.am, Perl/Makefile.am, |
|
1199 |
Python/Makefile.am, Python/QuantLib-Python.spec.in, R/Makefile.am, |
|
1200 |
Ruby/Makefile.am, Ruby/QuantLib-Ruby.spec.in, configure.ac: |
|
1201 |
||
1202 |
Fixed eol-style properties |
|
1203 |
||
1204 |
2007-06-15 02:27 Joseph Wang |
|
1205 |
||
1206 |
* [r11477] SWIG/cashflows.i: |
|
1207 |
||
1208 |
sync with latest quantlib library |
|
1209 |
||
1210 |
2007-06-08 14:29 Luigi Ballabio |
|
1211 |
||
1212 |
* [r11283] SWIG/stochasticprocess.i: |
|
1213 |
||
1214 |
Fixed typo in exported name |
|
1215 |
||
1216 |
2007-06-06 00:35 Joseph Wang |
|
1217 |
||
1218 |
* [r11196] SWIG/linearalgebra.i: |
|
1219 |
||
1220 |
fix conversion to print out sampled curve |
|
1221 |
||
1222 |
2007-06-05 04:52 Joseph Wang |
|
1223 |
||
1224 |
* [r11154] SWIG/integrals.i: |
|
1225 |
||
1226 |
fix integral wrappers |
|
1227 |
||
1228 |
2007-06-04 21:25 Eric Ehlers |
|
1229 |
||
1230 |
* [r11146] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
|
1231 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
1232 |
||
1233 |
Increment version number from 0.8.0/0.8.1 to 0.9.0 |
|
1234 |
||
1235 |
2007-06-04 04:42 Joseph Wang |
|
1236 |
||
1237 |
* [r11117] R/examples/european-option.R, R/examples/fd-option.R, |
|
1238 |
R/examples/graph.R, R/examples/scatter.R, R/examples/wireframe.R: |
|
1239 |
||
1240 |
update examples to latest quantlib version |
|
1241 |
||
1242 |
2007-06-04 04:12 Joseph Wang |
|
1243 |
||
1244 |
* [r11115] R/README.txt: |
|
1245 |
||
1246 |
change readme to reflect actual files |
|
1247 |
||
1248 |
2007-05-30 15:57 Luigi Ballabio |
|
1249 |
||
1250 |
* [r11052] CSharp/csharp/NQuantLib.csproj, |
|
1251 |
CSharp/examples/BermudanSwaption.cs, ChangeLog.txt, |
|
|
1.1.4
by Dirk Eddelbuettel
Import upstream version 0.8.0~20070525 |
1252 |
Guile/examples/american-option.scm, |
1253 |
Guile/examples/bermudan-swaption.scm, |
|
1254 |
Guile/examples/european-option.scm, Guile/examples/swap.scm, |
|
1255 |
Guile/setup.scm, Guile/test/common.scm, Guile/test/instruments.scm, |
|
1256 |
Guile/test/integrals.scm, Guile/test/marketelements.scm, |
|
1257 |
Guile/test/quantlib-test-suite.scm, Guile/test/solvers1d.scm, |
|
1258 |
Guile/test/termstructures.scm, Guile/test/unittest.scm, |
|
|
1.2.2
by Dirk Eddelbuettel
Import upstream version 0.9.0 |
1259 |
Guile/test/utilities.scm, LICENSE.TXT, |
1260 |
MzScheme/examples/american-option.scm, |
|
|
1.1.4
by Dirk Eddelbuettel
Import upstream version 0.8.0~20070525 |
1261 |
MzScheme/examples/bermudan-swaption.scm, |
1262 |
MzScheme/examples/european-option.scm, MzScheme/examples/swap.scm, |
|
1263 |
MzScheme/quantlib/ql-init.ss, MzScheme/quantlib/quantlib.ss, |
|
1264 |
MzScheme/setup.scm, MzScheme/test/common.scm, |
|
1265 |
MzScheme/test/instruments.scm, MzScheme/test/integrals.scm, |
|
1266 |
MzScheme/test/marketelements.scm, |
|
1267 |
MzScheme/test/quantlib-test-suite.scm, MzScheme/test/solvers1d.scm, |
|
1268 |
MzScheme/test/termstructures.scm, MzScheme/test/unittest.scm, |
|
|
1.2.2
by Dirk Eddelbuettel
Import upstream version 0.9.0 |
1269 |
MzScheme/test/utilities.scm, News.txt, Python/QuantLib/__init__.py, |
|
1.1.4
by Dirk Eddelbuettel
Import upstream version 0.8.0~20070525 |
1270 |
Python/examples/american-option.py, |
1271 |
Python/examples/basket-option.py, |
|
1272 |
Python/examples/bermudan-swaption.py, |
|
1273 |
Python/examples/european-option.py, Python/examples/swap.py, |
|
1274 |
Python/setup.py, Python/test/QuantLibTestSuite.py, |
|
1275 |
Python/test/date.py, Python/test/instruments.py, |
|
1276 |
Python/test/integrals.py, Python/test/marketelements.py, |
|
1277 |
Python/test/solvers1d.py, Python/test/termstructures.py, |
|
1278 |
Ruby/QuantLib.rb, Ruby/examples/american-option.rb, |
|
1279 |
Ruby/examples/bermudan-swaption.rb, |
|
1280 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
1281 |
Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, Ruby/test/dates.rb, |
|
1282 |
Ruby/test/instruments.rb, Ruby/test/integrals.rb, |
|
1283 |
Ruby/test/marketelements.rb, Ruby/test/solvers1d.rb, |
|
1284 |
Ruby/test/termstructures.rb, SWIG/basketoptions.i, SWIG/bonds.i, |
|
1285 |
SWIG/calendars.i, SWIG/callability.i, SWIG/capfloor.i, |
|
1286 |
SWIG/cashflows.i, SWIG/common.i, SWIG/compoundforward.i, |
|
1287 |
SWIG/convertiblebonds.i, SWIG/currencies.i, SWIG/date.i, |
|
1288 |
SWIG/daycounters.i, SWIG/discountcurve.i, SWIG/distributions.i, |
|
1289 |
SWIG/dividends.i, SWIG/exchangerates.i, SWIG/exercise.i, |
|
1290 |
SWIG/forwardcurve.i, SWIG/functions.i, SWIG/grid.i, SWIG/indexes.i, |
|
1291 |
SWIG/instruments.i, SWIG/integrals.i, SWIG/interestrate.i, |
|
1292 |
SWIG/interpolation.i, SWIG/linearalgebra.i, SWIG/marketelements.i, |
|
1293 |
SWIG/money.i, SWIG/montecarlo.i, SWIG/null.i, SWIG/observer.i, |
|
1294 |
SWIG/old_pricers.i, SWIG/old_volatility.i, SWIG/operators.i, |
|
1295 |
SWIG/optimizers.i, SWIG/options.i, SWIG/payoffs.i, |
|
1296 |
SWIG/piecewiseflatforward.i, SWIG/piecewiseyieldcurve.i, SWIG/ql.i, |
|
1297 |
SWIG/quantlib.i, SWIG/randomnumbers.i, SWIG/ratehelpers.i, |
|
1298 |
SWIG/rounding.i, SWIG/sampledcurve.i, SWIG/scheduler.i, |
|
1299 |
SWIG/settings.i, SWIG/shortratemodels.i, SWIG/statistics.i, |
|
1300 |
SWIG/stochasticprocess.i, SWIG/surface.i, SWIG/swap.i, |
|
1301 |
SWIG/swaption.i, SWIG/termstructures.i, SWIG/timebasket.i, |
|
1302 |
SWIG/timeseries.i, SWIG/types.i, SWIG/vectors.i, |
|
1303 |
SWIG/volatilities.i, SWIG/volatilitymodels.i, SWIG/zerocurve.i, |
|
|
1.2.2
by Dirk Eddelbuettel
Import upstream version 0.9.0 |
1304 |
configure.ac, dev_tools/developers: |
1305 |
||
1306 |
Merged R000800-branch into the trunk up to revision 11030 |
|
1307 |
||
1308 |
2007-05-04 03:04 Joseph Wang |
|
1309 |
||
1310 |
* [r10582] SWIG/date.i, SWIG/indexes.i: |
|
1311 |
||
1312 |
sync with quantlib |
|
|
1.1.4
by Dirk Eddelbuettel
Import upstream version 0.8.0~20070525 |
1313 |
|
1314 |
2007-04-27 12:37 Luigi Ballabio |
|
1315 |
||
1316 |
* [r10404] Python/test/integrals.py, SWIG/functions.i, |
|
1317 |
SWIG/integrals.i: |
|
1318 |
||
1319 |
Sync with library |
|
1320 |
||
1321 |
2007-04-10 16:01 Luigi Ballabio |
|
1322 |
||
1323 |
* [r10052] SWIG/calendars.i: |
|
1324 |
||
1325 |
Exported missing Brazilian calendar |
|
1326 |
||
1327 |
2007-04-03 13:58 Luigi Ballabio |
|
1328 |
||
1329 |
* [r9967] R: |
|
1330 |
||
1331 |
Added compiled library to svn:ignore list |
|
1332 |
||
1333 |
2007-04-03 13:56 Luigi Ballabio |
|
1334 |
||
1335 |
* [r9966] Guile/examples/bermudan-swaption.scm, |
|
1336 |
Guile/examples/swap.scm, Guile/test/termstructures.scm, |
|
1337 |
MzScheme/examples/bermudan-swaption.scm, MzScheme/examples/swap.scm, |
|
1338 |
MzScheme/test/termstructures.scm, |
|
1339 |
Python/examples/bermudan-swaption.py, Python/examples/swap.py, |
|
1340 |
Python/test/termstructures.py, Ruby/examples/bermudan-swaption.rb, |
|
1341 |
Ruby/examples/swap.rb, Ruby/test/termstructures.rb, |
|
1342 |
SWIG/functions.i: |
|
1343 |
||
1344 |
Tests and examples are now in sync in all languages |
|
1345 |
||
1346 |
2007-04-02 20:30 Joseph Wang |
|
1347 |
||
1348 |
* [r9954] SWIG/optimizers.i: |
|
1349 |
||
1350 |
sync with quantlib |
|
1351 |
||
1352 |
2007-03-30 19:38 Luigi Ballabio |
|
1353 |
||
1354 |
* [r9924] .cvsignore, CSharp/.cvsignore, CSharp/cpp/.cvsignore, |
|
1355 |
CSharp/csharp/.cvsignore, CSharp/examples/.cvsignore, |
|
1356 |
Guile/.cvsignore, Java/.cvsignore, Java/test/.cvsignore, |
|
1357 |
MzScheme/.cvsignore, MzScheme/quantlib/.cvsignore, OCaml/.cvsignore, |
|
1358 |
Perl/.cvsignore, Python/.cvsignore, Python/QuantLib/.cvsignore, |
|
1359 |
Python/test/.cvsignore, R/.cvsignore, Ruby/.cvsignore: |
|
1360 |
||
1361 |
Removed obsolete .cvsignore files |
|
1362 |
||
1363 |
2007-03-26 12:04 Luigi Ballabio |
|
1364 |
||
1365 |
* [r9829] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
|
1366 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
1367 |
||
1368 |
Changed version number |
|
1369 |
||
1370 |
2007-03-21 20:41 Joseph Wang |
|
1371 |
||
1372 |
* [r9797] SWIG/common.i, SWIG/functions.i, SWIG/linearalgebra.i, |
|
1373 |
SWIG/optimizers.i, SWIG/types.i: |
|
1374 |
||
1375 |
synch with quantlib |
|
1376 |
||
1377 |
2007-03-14 00:09 Joseph Wang |
|
1378 |
||
1379 |
* [r9665] Python/examples/basket-option.py, SWIG/basketoptions.i: |
|
1380 |
||
1381 |
sync with basket option |
|
1382 |
||
1383 |
2007-03-09 05:14 Joseph Wang |
|
1384 |
||
1385 |
* [r9597] Python/examples/basket-option.py: |
|
1386 |
||
1387 |
add basket option example |
|
1388 |
||
1389 |
2007-03-09 04:39 Joseph Wang |
|
1390 |
||
1391 |
* [r9596] SWIG/basketoptions.i, SWIG/options.i, SWIG/ratehelpers.i, |
|
1392 |
SWIG/stochasticprocess.i: |
|
1393 |
||
1394 |
add basket options. change stochastic process to match cash flow |
|
1395 |
interface |
|
1396 |
||
1397 |
2007-03-07 23:16 Joseph Wang |
|
1398 |
||
1399 |
* [r9569] Python/examples/swap.py: |
|
1400 |
||
1401 |
fix rate helpers to run with current SWIG |
|
1402 |
||
1403 |
2007-03-07 15:05 Joseph Wang |
|
1404 |
||
1405 |
* [r9562] SWIG/basketoptions.i, SWIG/options.i, SWIG/ql.i: |
|
1406 |
||
1407 |
add basket options |
|
1408 |
||
1409 |
2007-03-07 14:21 Joseph Wang |
|
1410 |
||
1411 |
* [r9559] SWIG/calendars.i: |
|
1412 |
||
1413 |
sync calendars |
|
1414 |
||
1415 |
2007-03-07 03:56 Joseph Wang |
|
1416 |
||
1417 |
* [r9543] SWIG/bonds.i, SWIG/cashflows.i, SWIG/ratehelpers.i: |
|
1418 |
||
1419 |
sync with name library |
|
1420 |
||
1421 |
2007-03-05 02:28 Joseph Wang |
|
1422 |
||
1423 |
* [r9473] SWIG/ratehelpers.i: |
|
1424 |
||
1425 |
sync with quantlib changes |
|
1426 |
||
1427 |
2007-03-01 15:44 Luigi Ballabio |
|
1428 |
||
1429 |
* [r9436] SWIG/bonds.i: |
|
1430 |
||
1431 |
floating-rate bond reborn |
|
1432 |
||
1433 |
2007-02-28 22:14 Joseph Wang |
|
1434 |
||
1435 |
* [r9412] SWIG/bonds.i: |
|
1436 |
||
1437 |
sync with quantlib |
|
1438 |
||
1439 |
2007-02-26 22:28 Joseph Wang |
|
1440 |
||
1441 |
* [r9344] SWIG/instruments.i: |
|
1442 |
||
1443 |
remove isExpired from composite since it is already in instrument |
|
1444 |
||
1445 |
2007-02-24 09:28 Joseph Wang |
|
1446 |
||
1447 |
* [r9324] SWIG/options.i: |
|
1448 |
||
1449 |
add more engines |
|
1450 |
||
1451 |
2007-02-24 04:40 Joseph Wang |
|
1452 |
||
1453 |
* [r9323] SWIG/instruments.i, SWIG/options.i: |
|
1454 |
||
1455 |
add new instruments to SWIG |
|
1456 |
||
1457 |
2007-02-22 09:51 Luigi Ballabio |
|
1458 |
||
1459 |
* [r9272] Guile/examples/bermudan-swaption.scm, |
|
1460 |
Guile/examples/swap.scm, Guile/test/instruments.scm, |
|
1461 |
Guile/test/marketelements.scm, Guile/test/termstructures.scm, |
|
1462 |
MzScheme/examples/bermudan-swaption.scm, MzScheme/examples/swap.scm, |
|
1463 |
MzScheme/test/instruments.scm, MzScheme/test/marketelements.scm, |
|
1464 |
MzScheme/test/termstructures.scm, |
|
1465 |
Python/examples/bermudan-swaption.py, Python/examples/swap.py, |
|
1466 |
Python/test/instruments.py, Python/test/marketelements.py, |
|
1467 |
Python/test/termstructures.py, Ruby/examples/bermudan-swaption.rb, |
|
1468 |
Ruby/examples/swap.rb, Ruby/test/instruments.rb, |
|
1469 |
Ruby/test/marketelements.rb, Ruby/test/termstructures.rb, |
|
1470 |
SWIG/common.i, SWIG/marketelements.i, SWIG/old_volatility.i, |
|
1471 |
SWIG/termstructures.i, SWIG/volatilities.i: |
|
1472 |
||
1473 |
Given equal rights to Handle and RelinkableHandle |
|
1474 |
||
1475 |
2007-02-22 05:44 Joseph Wang |
|
1476 |
||
1477 |
* [r9270] SWIG/marketelements.i, SWIG/old_volatility.i, |
|
1478 |
SWIG/termstructures.i, SWIG/volatilities.i: |
|
1479 |
||
1480 |
fix handles |
|
1481 |
||
1482 |
2007-02-21 23:56 Joseph Wang |
|
1483 |
||
1484 |
* [r9269] SWIG/common.i, SWIG/marketelements.i, SWIG/termstructures.i, |
|
1485 |
SWIG/volatilities.i: |
|
1486 |
||
1487 |
add relinkable handles and make these the default so that we |
|
1488 |
can get linkto functionality |
|
1489 |
||
1490 |
2007-02-21 23:20 Joseph Wang |
|
1491 |
||
1492 |
* [r9268] Python/examples/bermudan-swaption.py: |
|
1493 |
||
1494 |
change linkTo to straight handle |
|
1495 |
||
1496 |
2007-02-21 19:09 Joseph Wang |
|
1497 |
||
1498 |
* [r9264] SWIG/common.i, SWIG/randomnumbers.i: |
|
1499 |
||
1500 |
sync with new quantlib |
|
1501 |
||
1502 |
2007-02-21 10:42 Luigi Ballabio |
|
1503 |
||
1504 |
* [r9243] Guile/examples/bermudan-swaption.scm, |
|
1505 |
Guile/examples/swap.scm, MzScheme/examples/bermudan-swaption.scm, |
|
1506 |
MzScheme/examples/swap.scm, Python/examples/bermudan-swaption.py, |
|
1507 |
Python/examples/swap.py, Ruby/examples/bermudan-swaption.rb, |
|
1508 |
Ruby/examples/swap.rb, SWIG/swap.i: |
|
1509 |
||
1510 |
Inserted Payer/Receiver into VanillaSwap namespace |
|
1511 |
||
1512 |
2007-02-21 10:41 Luigi Ballabio |
|
1513 |
||
1514 |
* [r9242] SWIG/surface.i: |
|
1515 |
||
1516 |
*** empty log message *** |
|
1517 |
||
1518 |
2007-02-21 10:03 Luigi Ballabio |
|
1519 |
||
1520 |
* [r9236] CSharp/csharp/NQuantLib.csproj, |
|
1521 |
CSharp/examples/BermudanSwaption.cs, ChangeLog.txt, |
|
1522 |
Guile/examples/bermudan-swaption.scm, Guile/examples/swap.scm, |
|
1523 |
Java/Makefile.am, Java/README.txt, Java/examples, Java/test, |
|
1524 |
Java/test/.cvsignore, Java/test/Hello.java, Makefile.am, |
|
1525 |
MzScheme/examples/bermudan-swaption.scm, MzScheme/examples/swap.scm, |
|
1526 |
News.txt, Python/README.txt, Python/examples/bermudan-swaption.py, |
|
1527 |
Python/examples/swap.py, Python/setup.py, |
|
1528 |
Ruby/examples/bermudan-swaption.rb, Ruby/examples/swap.rb, |
|
1529 |
SWIG/bonds.i, SWIG/ql.i, configure.ac: |
|
1530 |
||
1531 |
Merged 0.4.0 branch |
|
1532 |
||
1533 |
2007-02-16 23:13 Joseph Wang |
|
1534 |
||
1535 |
* [r9177] SWIG/currencies.i, SWIG/optimizers.i: |
|
1536 |
||
1537 |
sync with quantlib changes |
|
1538 |
||
1539 |
2007-02-16 07:14 Joseph Wang |
|
1540 |
||
1541 |
* [r9145] SWIG/optimizers.i: |
|
1542 |
||
1543 |
sync with quantlib |
|
1544 |
||
1545 |
2007-02-10 16:15 Joseph Wang |
|
1546 |
||
1547 |
* [r9028] Python/examples/bermudan-swaption.py, |
|
1548 |
Python/examples/swap.py: |
|
1549 |
||
1550 |
fix so that it works with new interfaces |
|
1551 |
||
1552 |
2007-02-09 06:47 Joseph Wang |
|
1553 |
||
1554 |
* [r8994] SWIG/optimizers.i: |
|
1555 |
||
1556 |
modify with new optimization framework |
|
1557 |
||
1558 |
2007-02-09 03:03 Joseph Wang |
|
1559 |
||
1560 |
* [r8992] SWIG/cashflows.i, SWIG/optimizers.i: |
|
1561 |
||
1562 |
sync with new quantlib cash flow interfaces. I've removed the old |
|
1563 |
cash flow |
|
1564 |
interfaces, but haven't had time to write the new ones. |
|
1565 |
||
1566 |
2007-02-05 23:46 Joseph Wang |
|
1567 |
||
1568 |
* [r8908] SWIG/optimizers.i, SWIG/shortratemodels.i: |
|
1569 |
||
1570 |
update with current quantlib |
|
1571 |
||
1572 |
2007-02-01 13:40 Luigi Ballabio |
|
1573 |
||
1574 |
* [r8846] Java/Makefile.am, Java/examples/Hello.java: |
|
1575 |
||
1576 |
*** empty log message *** |
|
1577 |
||
1578 |
2007-02-01 13:30 Luigi Ballabio |
|
1579 |
||
1580 |
* [r8845] Java, Java/.cvsignore, Java/Makefile.am, Java/README.txt, |
|
1581 |
SWIG/options.i, configure.ac: |
|
1582 |
||
1583 |
*** empty log message *** |
|
1584 |
||
1585 |
2007-02-01 04:54 Joseph Wang |
|
1586 |
||
1587 |
* [r8835] Java/examples, Java/examples/Hello.java: |
|
1588 |
||
1589 |
add simple hello world program |
|
1590 |
||
1591 |
2007-02-01 04:49 Joseph Wang |
|
1592 |
||
1593 |
* [r8834] Java/Makefile.am, configure.ac: |
|
1594 |
||
1595 |
fix java build from patches by Toli Kuznets <toli@marketcetera.com> |
|
1596 |
||
1597 |
2007-02-01 04:21 Joseph Wang |
|
1598 |
||
1599 |
* [r8833] SWIG/options.i: |
|
1600 |
||
1601 |
reversed put/call enums from quantlib |
|
1602 |
||
1603 |
2007-01-30 02:50 Joseph Wang |
|
1604 |
||
1605 |
* [r8766] SWIG/cashflows.i: |
|
1606 |
||
1607 |
get rid of typo |
|
1608 |
||
1609 |
2007-01-30 02:43 Joseph Wang |
|
1610 |
||
1611 |
* [r8765] SWIG/cashflows.i: |
|
1612 |
||
1613 |
update with new leg interface |
|
1614 |
||
1615 |
2007-01-29 14:16 Joseph Wang |
|
1616 |
||
1617 |
* [r8740] Python/examples/bermudan-swaption.py: |
|
1618 |
||
1619 |
fix with new interfaces |
|
1620 |
||
1621 |
2007-01-29 04:31 Joseph Wang |
|
1622 |
||
1623 |
* [r8717] SWIG/swap.i: |
|
1624 |
||
1625 |
much more elegant wrapper of VanillaSwap::Type |
|
1626 |
||
1627 |
2007-01-29 03:19 Joseph Wang |
|
1628 |
||
1629 |
* [r8716] SWIG/swap.i: |
|
1630 |
||
1631 |
use translation function to convert enums |
|
1632 |
||
1633 |
2007-01-29 02:25 Joseph Wang |
|
1634 |
||
1635 |
* [r8715] SWIG/swap.i: |
|
1636 |
||
1637 |
get the VanillaSwap::Type wrapper working |
|
1638 |
||
1639 |
2007-01-26 04:58 Joseph Wang |
|
1640 |
||
1641 |
* [r8693] SWIG/swap.i: |
|
1642 |
||
1643 |
revert VanillaSwap::Type until I can figure out how to put it in |
|
1644 |
||
1645 |
2007-01-26 04:52 Joseph Wang |
|
1646 |
||
1647 |
* [r8692] SWIG/swap.i: |
|
1648 |
||
1649 |
try another thing to make VanillaSwap::Type work |
|
1650 |
||
1651 |
2007-01-26 04:09 Joseph Wang |
|
1652 |
||
1653 |
* [r8691] SWIG/swap.i: |
|
1654 |
||
1655 |
include vanilla swap type |
|
1656 |
||
1657 |
2007-01-24 22:45 Joseph Wang |
|
1658 |
||
1659 |
* [r8664] SWIG/cashflows.i: |
|
1660 |
||
1661 |
uncomment in arrears indexed coupon vector now that the constructor |
|
1662 |
in ql |
|
1663 |
has been fixed |
|
1664 |
||
1665 |
2007-01-24 06:19 Joseph Wang |
|
1666 |
||
1667 |
* [r8639] SWIG/calendars.i: |
|
1668 |
||
1669 |
add export modified following |
|
1670 |
||
1671 |
2007-01-23 23:57 Joseph Wang |
|
1672 |
||
1673 |
* [r8638] SWIG/surface.i: |
|
1674 |
||
1675 |
add surface.i wrapper |
|
1676 |
||
1677 |
2007-01-23 00:29 Joseph Wang |
|
1678 |
||
1679 |
* [r8627] SWIG/cashflows.i, SWIG/convertiblebonds.i, SWIG/options.i, |
|
1680 |
SWIG/swap.i, SWIG/volatilities.i: |
|
1681 |
||
1682 |
sync to latest quantlib |
|
1683 |
||
1684 |
2007-01-22 05:38 Joseph Wang |
|
1685 |
||
1686 |
* [r8617] SWIG/bonds.i, SWIG/calendars.i, SWIG/cashflows.i, |
|
1687 |
SWIG/convertiblebonds.i, SWIG/indexes.i, SWIG/ql.i, |
|
1688 |
SWIG/ratehelpers.i, SWIG/shortratemodels.i, SWIG/swap.i: |
|
1689 |
||
1690 |
partial fix to swig - main change is Xibor -> IborIndex |
|
1691 |
||
1692 |
2007-01-17 15:28 Luigi Ballabio |
|
1693 |
||
1694 |
* [r8550] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
|
1695 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
1696 |
||
1697 |
Increased version number |
|
1698 |
||
1699 |
2006-12-04 11:45 Luigi Ballabio |
|
1700 |
||
1701 |
* [r8264] Guile/README.txt, MzScheme/README.txt, News.txt, |
|
1702 |
Python/README.txt, R/Makefile.am, R/README.txt, Ruby/README.txt, |
|
1703 |
SWIG/discountcurve.i, SWIG/forwardcurve.i, SWIG/optimizers.i, |
|
1704 |
SWIG/piecewiseyieldcurve.i, SWIG/vectors.i, SWIG/zerocurve.i, |
|
1705 |
configure.ac: |
|
1706 |
||
1707 |
Upgraded to SWIG 1.3.31 |
|
1708 |
||
1709 |
2006-11-25 03:10 Joseph Wang |
|
1710 |
||
1711 |
* [r8221] SWIG/volatilities.i: |
|
1712 |
||
1713 |
match the items to the new quantlib method calls for swaption |
|
1714 |
volatilities |
|
1715 |
||
1716 |
2006-11-07 12:16 Luigi Ballabio |
|
1717 |
||
1718 |
* [r8111] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
|
1719 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
1720 |
||
1721 |
Incremented version number |
|
1722 |
||
1723 |
2006-11-07 09:29 Luigi Ballabio |
|
1724 |
||
1725 |
* [r8107] CSharp/csharp/NQuantLib.csproj, |
|
1726 |
CSharp/examples/BermudanSwaption.cs, |
|
1727 |
Guile/examples/american-option.scm, |
|
1728 |
Guile/examples/bermudan-swaption.scm, |
|
1729 |
Guile/examples/european-option.scm, Guile/examples/swap.scm, |
|
1730 |
MzScheme/examples/american-option.scm, |
|
1731 |
MzScheme/examples/bermudan-swaption.scm, |
|
1732 |
MzScheme/examples/european-option.scm, MzScheme/examples/swap.scm, |
|
1733 |
MzScheme/quantlib/ql-init.ss, News.txt, |
|
1734 |
Perl/examples/european-option.pl, |
|
1735 |
Python/examples/american-option.py, |
|
1736 |
Python/examples/bermudan-swaption.py, |
|
1737 |
Python/examples/european-option.py, Python/examples/swap.py, |
|
1738 |
R/Makefile.am, Ruby/QuantLib.rb, Ruby/examples/american-option.rb, |
|
1739 |
Ruby/examples/bermudan-swaption.rb, |
|
1740 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
1741 |
SWIG/date.i, SWIG/indexes.i, SWIG/quantlib.i: |
|
1742 |
||
1743 |
Merged 0.3.14 branch |
|
1744 |
||
1745 |
2006-10-19 21:07 Joseph Wang |
|
1746 |
||
1747 |
* [r7954] SWIG/options.i: |
|
1748 |
||
1749 |
insert enum values which are now in quantlib |
|
1750 |
||
1751 |
2006-10-18 11:22 Joseph Wang |
|
1752 |
||
1753 |
* [r7938] SWIG/bonds.i, SWIG/cashflows.i, SWIG/indexes.i, |
|
1754 |
SWIG/scheduler.i, SWIG/shortratemodels.i, SWIG/stochasticprocess.i, |
|
1755 |
SWIG/swap.i: |
|
1756 |
||
1757 |
update to new API |
|
1758 |
||
1759 |
2006-09-21 22:23 Joseph Wang |
|
1760 |
||
1761 |
* [r7767] SWIG/indexes.i: |
|
1762 |
||
1763 |
fixed capitalization |
|
1764 |
||
1765 |
2006-09-13 17:50 Joseph Wang |
|
1766 |
||
1767 |
* [r7704] SWIG/indexes.i: |
|
1768 |
||
1769 |
change to match eurlibor capitalization |
|
1770 |
||
1771 |
2006-09-11 07:40 Luigi Ballabio |
|
1772 |
||
1773 |
* [r7662] Guile/test/termstructures.scm, |
|
1774 |
MzScheme/test/termstructures.scm, Python/test/termstructures.py, R, |
|
1775 |
R/.cvsignore, Ruby/test/termstructures.rb, SWIG/indexes.i, |
|
1776 |
SWIG/timeseries.i: |
|
1777 |
||
1778 |
*** empty log message *** |
|
1779 |
||
1780 |
2006-08-26 23:37 Joseph Wang |
|
1781 |
||
1782 |
* [r7488] SWIG/date.i: |
|
1783 |
||
1784 |
insert comparison operators for dates for swig r |
|
1785 |
||
1786 |
2006-08-25 03:36 Joseph Wang |
|
1787 |
||
1788 |
* [r7466] SWIG/statistics.i: |
|
1789 |
||
1790 |
update to match renaming of template |
|
1791 |
||
1792 |
2006-08-24 09:40 Luigi Ballabio |
|
1793 |
||
1794 |
* [r7448] Guile/examples/american-option.scm, |
|
1795 |
Guile/examples/european-option.scm, |
|
1796 |
MzScheme/examples/american-option.scm, |
|
1797 |
MzScheme/examples/european-option.scm, |
|
1798 |
Python/examples/american-option.py, |
|
1799 |
Python/examples/european-option.py, |
|
1800 |
Ruby/examples/american-option.rb, Ruby/examples/european-option.rb, |
|
1801 |
SWIG/options.i: |
|
1802 |
||
1803 |
Correctly renamed binomial vanilla engine |
|
1804 |
||
1805 |
2006-08-23 12:14 Luigi Ballabio |
|
1806 |
||
1807 |
* [r7443] SWIG/currencies.i: |
|
1808 |
||
1809 |
Added Romanian new lev |
|
1810 |
||
1811 |
2006-08-02 09:06 Luigi Ballabio |
|
1812 |
||
1813 |
* [r7323] SWIG/blackmodel.i, SWIG/bonds.i, SWIG/callability.i, |
|
1814 |
SWIG/capfloor.i, SWIG/cashflows.i, SWIG/history.i, SWIG/indexes.i, |
|
1815 |
SWIG/old_volatility.i, SWIG/operators.i, SWIG/ql.i, |
|
1816 |
SWIG/ratehelpers.i, SWIG/stochasticprocess.i, SWIG/swap.i, |
|
1817 |
SWIG/swaption.i, SWIG/volatilities.i: |
|
1818 |
||
1819 |
Removed deprecated features |
|
1820 |
||
1821 |
2006-07-31 14:14 Luigi Ballabio |
|
1822 |
||
1823 |
* [r7308] CSharp/csharp/NQuantLib.csproj, ChangeLog.txt, |
|
1824 |
Guile/README.txt, LICENSE.TXT, MzScheme/README.txt, News.txt, |
|
1825 |
Perl/Makefile.am, Python/README.txt, R/Makefile.am, R/README.txt, |
|
1826 |
Ruby/README.txt, SWIG/calendars.i, SWIG/callability.i, |
|
1827 |
SWIG/cashflows.i, SWIG/currencies.i, SWIG/date.i, |
|
1828 |
SWIG/daycounters.i, SWIG/discountcurve.i, SWIG/distributions.i, |
|
1829 |
SWIG/exchangerates.i, SWIG/forwardcurve.i, SWIG/history.i, |
|
1830 |
SWIG/indexes.i, SWIG/interpolation.i, SWIG/linearalgebra.i, |
|
1831 |
SWIG/marketelements.i, SWIG/money.i, SWIG/montecarlo.i, SWIG/null.i, |
|
1832 |
SWIG/optimizers.i, SWIG/options.i, SWIG/piecewiseflatforward.i, |
|
1833 |
SWIG/piecewiseyieldcurve.i, SWIG/ql.i, SWIG/quantlib.i, |
|
1834 |
SWIG/ratehelpers.i, SWIG/shortratemodels.i, SWIG/termstructures.i, |
|
1835 |
SWIG/timeseries.i, SWIG/vectors.i, SWIG/zerocurve.i, |
|
1836 |
dev_tools/developers: |
|
1837 |
||
1838 |
Merged 0.3.13 branch |
|
1839 |
||
1840 |
2006-07-31 09:34 Luigi Ballabio |
|
1841 |
||
1842 |
* [r7305] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
|
1843 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
1844 |
||
1845 |
Incremented version number |
|
1846 |
||
1847 |
2006-07-30 06:24 Joseph Wang |
|
1848 |
||
1849 |
* [r7303] SWIG/optimizers.i: |
|
1850 |
||
1851 |
sync with new quantlib |
|
1852 |
||
1853 |
2006-06-29 03:10 Joseph Wang |
|
1854 |
||
1855 |
* [r7090] R/Makefile.am, R/README.txt: |
|
1856 |
||
1857 |
Change to reflect fact that R interface has been committed to the |
|
1858 |
SWIG |
|
1859 |
development tree. |
|
1860 |
||
1861 |
2006-06-26 18:05 Joseph Wang |
|
1862 |
||
1863 |
* [r7084] SWIG/timeseries.i: |
|
1864 |
||
1865 |
change to reflect changes in main quantlib library |
|
1866 |
||
1867 |
2006-06-23 21:58 Joseph Wang |
|
1868 |
||
1869 |
* [r7081] SWIG/callability.i, SWIG/dividends.i, SWIG/indexes.i, |
|
1870 |
SWIG/ratehelpers.i, SWIG/timeseries.i: |
|
1871 |
||
1872 |
sync with most recent ql check-ins |
|
1873 |
||
1874 |
2006-06-16 21:48 Joseph Wang |
|
1875 |
||
1876 |
* [r7030] R/Makefile.am: |
|
1877 |
||
1878 |
refactor makefiles |
|
1879 |
||
1880 |
2006-06-15 02:00 Joseph Wang |
|
1881 |
||
1882 |
* [r7004] SWIG/timeseries.i: |
|
1883 |
||
1884 |
add entry that defines time series vector |
|
1885 |
||
1886 |
2006-05-24 06:51 Luigi Ballabio |
|
1887 |
||
1888 |
* [r6939] CSharp/examples/BermudanSwaption.cs, SWIG/swaption.i: |
|
1889 |
||
1890 |
*** empty log message *** |
|
1891 |
||
1892 |
2006-05-19 06:45 Luigi Ballabio |
|
1893 |
||
1894 |
* [r6919] SWIG/callability.i, SWIG/exercise.i, SWIG/old_pricers.i, |
|
1895 |
SWIG/operators.i, SWIG/volatilities.i: |
|
1896 |
||
1897 |
Fixes for C#/Java |
|
1898 |
||
1899 |
2006-05-19 06:45 Luigi Ballabio |
|
1900 |
||
1901 |
* [r6918] SWIG/calendars.i, SWIG/daycounters.i: |
|
1902 |
||
1903 |
Sync with C++ |
|
1904 |
||
1905 |
2006-05-17 13:58 Luigi Ballabio |
|
1906 |
||
1907 |
* [r6904] R, R/.cvsignore, R/Makefile.am: |
|
1908 |
||
1909 |
Upgraded to latest R-SWIG patch |
|
1910 |
||
1911 |
2006-05-15 09:14 Luigi Ballabio |
|
1912 |
||
1913 |
* [r6867] R/Makefile.am, SWIG/calendars.i, SWIG/common.i, |
|
1914 |
SWIG/exercise.i, SWIG/operators.i, SWIG/quantlib.i, |
|
1915 |
SWIG/volatilities.i, configure.ac: |
|
1916 |
||
1917 |
Upgraded to SWIG 1.3.29 |
|
1918 |
||
1919 |
2006-05-13 05:49 Joseph Wang |
|
1920 |
||
1921 |
* [r6855] SWIG/volatilitymodels.i: |
|
1922 |
||
1923 |
add garman klass estimators |
|
1924 |
||
1925 |
2006-05-07 04:57 Joseph Wang |
|
1926 |
||
1927 |
* [r6846] SWIG/timeseries.i: |
|
1928 |
||
1929 |
Some more functions involving interval prices |
|
1930 |
||
1931 |
2006-05-07 01:51 Joseph Wang |
|
1932 |
||
1933 |
* [r6844] SWIG/timeseries.i: |
|
1934 |
||
1935 |
add new items to handle interval price time series |
|
1936 |
||
1937 |
2006-04-30 20:46 Joseph Wang |
|
1938 |
||
1939 |
* [r6790] SWIG/volatilitymodels.i: |
|
1940 |
||
1941 |
sync with changes just made in main QuantLib |
|
1942 |
||
1943 |
2006-04-30 09:46 Joseph Wang |
|
1944 |
||
1945 |
* [r6781] SWIG/volatilitymodels.i: |
|
1946 |
||
1947 |
Reflect changes in Quantlib libraries re volatility models |
|
1948 |
||
1949 |
2006-04-27 13:25 Luigi Ballabio |
|
1950 |
||
1951 |
* [r6752] SWIG/options.i: |
|
1952 |
||
1953 |
Added thetaPerDay to exported VanillaOption interface (thanks to Ken |
|
1954 |
Anderson) |
|
1955 |
||
1956 |
2006-04-27 09:47 Luigi Ballabio |
|
1957 |
||
1958 |
* [r6750] Python, Python/.cvsignore, Python/README.txt, |
|
1959 |
Python/setup.py: |
|
1960 |
||
1961 |
Added --vc6 option to "setup.py wrap" |
|
1962 |
||
1963 |
2006-04-27 07:20 Luigi Ballabio |
|
1964 |
||
1965 |
* [r6745] Guile/test/termstructures.scm, |
|
1966 |
MzScheme/test/termstructures.scm, Python/test/termstructures.py, R, |
|
1967 |
R/.cvsignore, Ruby/test/termstructures.rb, SWIG/calendars.i, |
|
1968 |
SWIG/ratehelpers.i: |
|
1969 |
||
1970 |
*** empty log message *** |
|
1971 |
||
1972 |
2006-04-19 05:51 Joseph Wang |
|
1973 |
||
1974 |
* [r6691] SWIG/common.i, SWIG/date.i, SWIG/timeseries.i, |
|
1975 |
SWIG/volatilitymodels.i: |
|
1976 |
||
1977 |
more changes to get timeseries to coerce to data frames |
|
1978 |
||
1979 |
2006-04-17 02:31 Joseph Wang |
|
1980 |
||
1981 |
* [r6685] R/makeRData.R: |
|
1982 |
||
1983 |
add quit SAVE="no" so that I don't end up with an .RData file |
|
1984 |
||
1985 |
2006-04-17 02:03 Joseph Wang |
|
1986 |
||
1987 |
* [r6684] R/Makefile.am: |
|
1988 |
||
1989 |
Change makefile to remove QuantLib_wrap.RData |
|
1990 |
||
1991 |
2006-04-17 01:59 Joseph Wang |
|
1992 |
||
1993 |
* [r6683] R/Makefile.am, R/README.txt, R/makeRData.R: |
|
1994 |
||
1995 |
Changed convention from QuantLib.so to QuantLib_wrap.so |
|
1996 |
||
1997 |
2006-04-14 01:45 Joseph Wang |
|
1998 |
||
1999 |
* [r6671] SWIG/common.i: |
|
2000 |
||
2001 |
change implementation of list type converters |
|
2002 |
||
2003 |
2006-04-13 01:42 Joseph Wang |
|
2004 |
||
2005 |
* [r6668] SWIG/linearalgebra.i: |
|
2006 |
||
2007 |
Change show to print for sampled curve. |
|
2008 |
||
2009 |
2006-04-12 18:42 Joseph Wang |
|
2010 |
||
2011 |
* [r6667] R/Makefile.am, R/README.txt: |
|
2012 |
||
2013 |
Change instructions to prefer compiled directory |
|
2014 |
||
2015 |
2006-04-11 07:05 Joseph Wang |
|
2016 |
||
2017 |
* [r6666] R/README.txt, SWIG/common.i, SWIG/date.i, |
|
2018 |
SWIG/instruments.i, SWIG/linearalgebra.i, SWIG/options.i: |
|
2019 |
||
2020 |
Replace S4 workaround code in SWIG with instructions in README.txt |
|
2021 |
that describe the actual issue. |
|
2022 |
||
2023 |
2006-04-06 16:34 Joseph Wang |
|
2024 |
||
2025 |
* [r6652] SWIG/date.i, SWIG/timeseries.i, SWIG/volatilitymodels.i: |
|
2026 |
||
2027 |
add date syntactic sugar |
|
2028 |
add timeseries.i and volatilitymodels.i |
|
2029 |
||
2030 |
2006-04-06 01:51 Joseph Wang |
|
2031 |
||
2032 |
* [r6643] SWIG/ql.i: |
|
2033 |
||
2034 |
add time basket, time series, and vol model to ql.i |
|
2035 |
||
2036 |
2006-04-05 07:42 Joseph Wang |
|
2037 |
||
2038 |
* [r6631] R/Makefile.am, R/README.txt, R/makeRData.R: |
|
2039 |
||
2040 |
Add compilation for RData file |
|
2041 |
||
2042 |
2006-04-05 05:11 Joseph Wang |
|
2043 |
||
2044 |
* [r6630] R/Makefile.am: |
|
2045 |
||
2046 |
Fix Makefile.am to use .R suffix rather than .S |
|
2047 |
||
2048 |
2006-04-05 02:38 Joseph Wang |
|
2049 |
||
2050 |
* [r6627] SWIG/common.i, SWIG/linearalgebra.i, SWIG/null.i, |
|
2051 |
SWIG/vectors.i: |
|
2052 |
||
2053 |
improve R-Swig type conversions |
|
2054 |
include null types |
|
2055 |
add convertions between R lists and vectors |
|
2056 |
||
2057 |
2006-04-05 02:37 Joseph Wang |
|
2058 |
||
2059 |
* [r6626] SWIG/shortratemodels.i, SWIG/swap.i: |
|
2060 |
||
2061 |
more argument cleanups |
|
2062 |
||
2063 |
2006-04-05 02:36 Joseph Wang |
|
2064 |
||
2065 |
* [r6625] SWIG/date.i, SWIG/operators.i, SWIG/swaption.i: |
|
2066 |
||
2067 |
update with current arguments |
|
2068 |
||
2069 |
2006-04-05 02:33 Joseph Wang |
|
2070 |
||
2071 |
* [r6624] SWIG/calendars.i: |
|
2072 |
||
2073 |
remove obselete calls |
|
2074 |
||
2075 |
2006-04-05 02:32 Joseph Wang |
|
2076 |
||
2077 |
* [r6623] SWIG/ratehelpers.i: |
|
2078 |
||
2079 |
match current CVS quantlib arguments |
|
2080 |
||
2081 |
2006-04-05 02:31 Joseph Wang |
|
2082 |
||
2083 |
* [r6622] SWIG/bonds.i: |
|
2084 |
||
2085 |
fix calling conventions to match quantlib CVS |
|
2086 |
||
2087 |
2006-03-28 08:04 Luigi Ballabio |
|
2088 |
||
2089 |
* [r6610] SWIG/linearalgebra.i, SWIG/ql.i, SWIG/sampledcurve.i: |
|
2090 |
||
2091 |
*** empty log message *** |
|
2092 |
||
2093 |
2006-03-28 07:49 Luigi Ballabio |
|
2094 |
||
2095 |
* [r6609] CSharp/Makefile.am, CSharp/csharp/NQuantLib.csproj, |
|
2096 |
Guile/Makefile.am, Guile/setup.scm, Makefile.am, |
|
2097 |
MzScheme/Makefile.am, MzScheme/setup.scm, News.txt, OCaml, |
|
2098 |
OCaml/.cvsignore, OCaml/Makefile.am, Perl/Makefile.PL, |
|
2099 |
Perl/Makefile.am, Python/Makefile.am, Python/README.txt, |
|
2100 |
Python/setup.py, R, R/.cvsignore, R/Makefile.am, Ruby/Makefile.am, |
|
2101 |
Ruby/setup.rb, SWIG/callability.i, SWIG/cashflows.i, |
|
2102 |
SWIG/currencies.i, SWIG/discountcurve.i, SWIG/dividends.i, |
|
2103 |
SWIG/forwardcurve.i, SWIG/piecewiseyieldcurve.i, SWIG/ql.i, |
|
2104 |
SWIG/quantlib.i, SWIG/types.i, SWIG/zerocurve.i, configure.ac: |
|
2105 |
||
2106 |
Merged 0.3.12 branch; increased version number |
|
2107 |
||
2108 |
2006-03-18 22:36 Joseph Wang |
|
2109 |
||
2110 |
* [r6596] R/README.txt: |
|
2111 |
||
2112 |
Add some more readme |
|
2113 |
||
2114 |
2006-03-15 07:06 Joseph Wang |
|
2115 |
||
2116 |
* [r6581] SWIG/date.i: |
|
2117 |
||
2118 |
Add wrapper for fromIsoDate |
|
2119 |
||
2120 |
2006-03-13 06:40 Joseph Wang |
|
2121 |
||
2122 |
* [r6572] R/examples/scatter.R: |
|
2123 |
||
2124 |
add another example |
|
2125 |
||
2126 |
2006-02-27 19:26 Joseph Wang |
|
2127 |
||
2128 |
* [r6543] R/README.txt: |
|
2129 |
||
2130 |
Merge in more detailed instructions |
|
2131 |
||
2132 |
2006-02-27 07:47 Joseph Wang |
|
2133 |
||
2134 |
* [r6539] SWIG/old_pricers.i, SWIG/volatilities.i: |
|
2135 |
||
2136 |
Add some declarations so that R-SWIG can load without warnings |
|
2137 |
||
2138 |
2006-02-27 06:31 Joseph Wang |
|
2139 |
||
2140 |
* [r6538] SWIG/callability.i: |
|
2141 |
||
2142 |
Insert section which marks callability has having no default |
|
2143 |
constructor so |
|
2144 |
that vectors are created correctly in R frontend. |
|
2145 |
||
2146 |
2006-02-27 05:59 Joseph Wang |
|
2147 |
||
2148 |
* [r6537] R/Makefile.am: |
|
2149 |
||
2150 |
Use .R suffix and not .S suffix in Makefile |
|
2151 |
||
2152 |
2006-02-27 05:56 Joseph Wang |
|
2153 |
||
2154 |
* [r6536] SWIG/instruments.i, SWIG/linearalgebra.i, SWIG/options.i: |
|
2155 |
||
2156 |
Change RSwig calls to use S3 print dispatching so that they don't |
|
2157 |
get lost |
|
2158 |
on save |
|
2159 |
||
2160 |
2006-02-26 05:41 Joseph Wang |
|
2161 |
||
2162 |
* [r6535] R/examples/wireframe.R: |
|
2163 |
||
2164 |
Replace with quote handles |
|
2165 |
||
2166 |
2006-02-26 05:40 Joseph Wang |
|
2167 |
||
2168 |
* [r6534] SWIG/date.i, SWIG/instruments.i, SWIG/options.i: |
|
2169 |
||
2170 |
Add summary and print functions for options |
|
2171 |
||
2172 |
2006-02-22 03:53 Joseph Wang |
|
2173 |
||
2174 |
* [r6525] R/examples/european-option.R, R/examples/european-option.S, |
|
2175 |
R/examples/fd-option.R, R/examples/fd-option.S, R/examples/graph.R, |
|
2176 |
R/examples/graph.S, R/examples/wireframe.R, R/examples/wireframe.S: |
|
2177 |
||
2178 |
Change .S to .R |
|
2179 |
||
2180 |
2006-02-21 07:50 Joseph Wang |
|
2181 |
||
2182 |
* [r6522] R/examples/wireframe.S: |
|
2183 |
||
2184 |
wireframe example |
|
2185 |
||
2186 |
2006-02-20 06:53 Joseph Wang |
|
2187 |
||
2188 |
* [r6520] R/examples/wireframe.S: |
|
2189 |
||
2190 |
make wireframe fancier |
|
2191 |
||
2192 |
2006-02-20 05:19 Joseph Wang |
|
2193 |
||
2194 |
* [r6519] SWIG/date.i, SWIG/linearalgebra.i: |
|
2195 |
||
2196 |
Move character conversions into superclass. |
|
2197 |
Fix typo in command. |
|
2198 |
||
2199 |
2006-02-18 07:37 Joseph Wang |
|
2200 |
||
2201 |
* [r6518] SWIG/date.i, SWIG/linearalgebra.i: |
|
2202 |
||
2203 |
more R related changes |
|
2204 |
||
2205 |
2006-02-18 07:37 Joseph Wang |
|
2206 |
||
2207 |
* [r6517] R/examples/fd-option.S, R/examples/graph.S, |
|
2208 |
R/examples/wireframe.S: |
|
2209 |
||
2210 |
Add new examples. |
|
2211 |
||
2212 |
2006-02-17 02:37 Joseph Wang |
|
2213 |
||
2214 |
* [r6516] SWIG/linearalgebra.i: |
|
2215 |
||
2216 |
Create separate __getitem__ and __setitem__ for R since the |
|
2217 |
convention |
|
2218 |
for negative indicies is different. |
|
2219 |
||
2220 |
2006-02-16 17:26 Joseph Wang |
|
2221 |
||
2222 |
* [r6515] SWIG/linearalgebra.i, SWIG/options.i: |
|
2223 |
||
2224 |
Add in SampledCurve interfaces |
|
2225 |
||
2226 |
2006-02-16 05:08 Joseph Wang |
|
2227 |
||
2228 |
* [r6513] R/examples/graph.S: |
|
2229 |
||
2230 |
add graph |
|
2231 |
||
2232 |
2006-02-16 04:14 Joseph Wang |
|
2233 |
||
2234 |
* [r6512] R/examples, R/examples/european-option.S: |
|
2235 |
||
2236 |
Add R swig examples |
|
2237 |
||
2238 |
2006-02-14 17:15 Luigi Ballabio |
|
2239 |
||
2240 |
* [r6501] OCaml/Makefile.am, OCaml/README.txt, R/Makefile.am, |
|
2241 |
R/README, R/README.txt, configure.ac: |
|
2242 |
||
2243 |
*** empty log message *** |
|
2244 |
||
2245 |
2006-02-14 17:07 Luigi Ballabio |
|
2246 |
||
2247 |
* [r6500] SWIG/calendars.i, SWIG/callability.i, |
|
2248 |
SWIG/convertiblebonds.i, SWIG/dividends.i, SWIG/ql.i: |
|
2249 |
||
2250 |
Exported convertible bonds |
|
2251 |
||
2252 |
2006-02-13 08:35 Luigi Ballabio |
|
2253 |
||
2254 |
* [r6491] OCaml, OCaml/.cvsignore, R, R/.cvsignore: |
|
2255 |
||
2256 |
*** empty log message *** |
|
2257 |
||
2258 |
2006-02-12 04:38 Joseph Wang |
|
2259 |
||
2260 |
* [r6487] R/README: |
|
2261 |
||
2262 |
more to README |
|
2263 |
||
2264 |
2006-02-12 04:36 Joseph Wang |
|
2265 |
||
2266 |
* [r6486] R/Makefile.am, R/README: |
|
2267 |
||
2268 |
Add README. |
|
2269 |
||
2270 |
2006-02-04 17:08 Joseph Wang |
|
2271 |
||
2272 |
* [r6467] R/Makefile.am: |
|
2273 |
||
2274 |
Make some changes |
|
2275 |
||
2276 |
2006-02-04 06:19 Joseph Wang |
|
2277 |
||
2278 |
* [r6466] R/Makefile.am: |
|
2279 |
||
2280 |
Add R changes |
|
2281 |
||
2282 |
2006-02-02 05:54 Joseph Wang |
|
2283 |
||
2284 |
* [r6459] SWIG/common.i: |
|
2285 |
||
2286 |
include code for the R-SWIG module. |
|
2287 |
||
2288 |
2006-01-30 22:05 Joseph Wang |
|
2289 |
||
2290 |
* [r6439] OCaml, OCaml/Makefile.am, R, R/Makefile.am, configure.ac: |
|
2291 |
||
2292 |
Add in experimental OCaml and R Makefile.am. These don't quite yet |
|
2293 |
work, and |
|
2294 |
so aren't included in SUBDIRS. |
|
2295 |
||
2296 |
2006-01-09 08:08 Luigi Ballabio |
|
2297 |
||
2298 |
* [r6386] SWIG/options.i: |
|
2299 |
||
2300 |
*** empty log message *** |
|
2301 |
||
2302 |
2006-01-05 10:23 Luigi Ballabio |
|
2303 |
||
2304 |
* [r6380] MzScheme/setup.scm, Python/setup.py, Ruby/setup.rb: |
|
2305 |
||
2306 |
If QL_DIR not defined, continue assuming QuantLib is in the default |
|
2307 |
compiler paths |
|
2308 |
||
2309 |
2006-01-05 10:21 Luigi Ballabio |
|
2310 |
||
2311 |
* [r6379] CSharp/README.txt, Guile/README.txt, MzScheme/README.txt, |
|
2312 |
Python/README.txt, Ruby/README.txt: |
|
2313 |
||
2314 |
Added info on QL_DIR to readme files |
|
2315 |
||
2316 |
2005-12-30 08:20 Luigi Ballabio |
|
2317 |
||
2318 |
* [r6366] SWIG/calendars.i, SWIG/currencies.i, SWIG/discountcurve.i, |
|
2319 |
SWIG/forwardcurve.i, SWIG/interpolation.i, |
|
2320 |
SWIG/piecewiseflatforward.i, SWIG/piecewiseyieldcurve.i, SWIG/ql.i, |
|
2321 |
SWIG/ratehelpers.i, SWIG/zerocurve.i: |
|
2322 |
||
2323 |
*** empty log message *** |
|
2324 |
||
2325 |
2005-11-29 10:05 Luigi Ballabio |
|
2326 |
||
2327 |
* [r6286] SWIG/history.i: |
|
2328 |
||
2329 |
Fix for zero values |
|
2330 |
||
2331 |
2005-11-04 09:02 Luigi Ballabio |
|
2332 |
||
2333 |
* [r6229] SWIG/cashflows.i, SWIG/options.i: |
|
2334 |
||
2335 |
More classes and shorter names |
|
2336 |
||
2337 |
2005-10-29 03:02 Joseph Wang |
|
2338 |
||
2339 |
* [r6210] SWIG/cashflows.i: |
|
2340 |
||
2341 |
add in more items |
|
2342 |
||
2343 |
2005-10-28 08:01 Joseph Wang |
|
2344 |
||
2345 |
* [r6207] SWIG/capfloor.i, SWIG/cashflows.i, SWIG/compoundforward.i, |
|
2346 |
SWIG/payoffs.i, SWIG/volatilities.i: |
|
2347 |
||
2348 |
Add interfaces to deal with issues raised on quantlib list. |
|
2349 |
||
2350 |
2005-10-27 18:23 Joseph Wang |
|
2351 |
||
2352 |
* [r6206] SWIG/montecarlo.i, SWIG/options.i, SWIG/stochasticprocess.i: |
|
2353 |
||
2354 |
Changes to make this compile with current CVS |
|
2355 |
||
2356 |
2005-10-21 08:11 Luigi Ballabio |
|
2357 |
||
2358 |
* [r6162] CSharp, CSharp/.cvsignore, CSharp/Makefile.am, |
|
2359 |
CSharp/QuantLib.sln, CSharp/README.txt, CSharp/cpp, |
|
2360 |
CSharp/cpp/.cvsignore, CSharp/cpp/QuantlibWrapper.cpp, |
|
2361 |
CSharp/cpp/QuantlibWrapper.h, CSharp/cpp/QuantlibWrapper.vcproj, |
|
2362 |
CSharp/cpp/stdafx.h, CSharp/csharp, CSharp/csharp/.cvsignore, |
|
2363 |
CSharp/csharp/NQuantLib.csproj, CSharp/examples, |
|
2364 |
CSharp/examples/.cvsignore, CSharp/examples/BermudanSwaption.csproj, |
|
2365 |
CSharp/swig.cmd, Java/Makefile.am, News.txt, Perl/Makefile.am, |
|
2366 |
Perl/README.txt, Ruby/setup.rb, SWIG/distributions.i, |
|
2367 |
SWIG/indexes.i, SWIG/interpolation.i, SWIG/optimizers.i, |
|
2368 |
SWIG/options.i, SWIG/quantlib.i, SWIG/rounding.i, SWIG/types.i: |
|
2369 |
||
2370 |
Merged 0.3.11 branch |
|
2371 |
||
2372 |
2005-10-21 07:47 Luigi Ballabio |
|
2373 |
||
2374 |
* [r6161] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL, |
|
2375 |
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac: |
|
2376 |
||
2377 |
Bumped version number to 0.3.12 |
|
2378 |
||
2379 |
2005-10-03 15:07 Luigi Ballabio |
|
2380 |
||
2381 |
* [r6047] Perl/Makefile.am: |
|
2382 |
||
2383 |
*** empty log message *** |
|
2384 |
||
2385 |
2005-10-03 08:00 Luigi Ballabio |
|
2386 |
||
2387 |
* [r6040] Perl/examples/european-option.pl: |
|
2388 |
||
2389 |
*** empty log message *** |
|
2390 |
||
2391 |
2005-09-30 23:44 Joseph Wang |
|
2392 |
||
2393 |
* [r6037] Perl/examples/european-option.pl: |
|
2394 |
||
2395 |
add constants |
|
2396 |
||
2397 |
2005-09-30 23:28 Joseph Wang |
|
2398 |
||
2399 |
* [r6036] Perl/examples/european-option.pl: |
|
2400 |
||
2401 |
Some fixes |
|
2402 |
||
2403 |
2005-09-30 09:16 Luigi Ballabio |
|
2404 |
||
2405 |
* [r6033] SWIG/null.i: |
|
2406 |
||
2407 |
*** empty log message *** |
|
2408 |
||
2409 |
2005-09-30 07:06 Luigi Ballabio |
|
2410 |
||
2411 |
* [r6032] Perl, Perl/.cvsignore, SWIG/indexes.i: |
|
2412 |
||
2413 |
*** empty log message *** |
|
2414 |
||
2415 |
2005-09-30 01:53 Joseph Wang |
|
2416 |
||
2417 |
* [r6031] Perl/examples, Perl/examples/european-option.pl: |
|
2418 |
||
2419 |
Add one example. |
|
2420 |
||
2421 |
2005-09-30 00:46 Joseph Wang |
|
2422 |
||
2423 |
* [r6030] Perl/Makefile.PL, Perl/Makefile.am: |
|
2424 |
||
2425 |
improve Makefiles |
|
2426 |
||
2427 |
2005-09-29 12:53 Joseph Wang |
|
2428 |
||
2429 |
* [r6029] SWIG/ql.i: |
|
2430 |
||
2431 |
add in code to get perl to compile |
|
2432 |
||
2433 |
2005-09-29 12:03 Luigi Ballabio |
|
2434 |
||
2435 |
* [r6028] Perl, Perl/.cvsignore, Perl/Makefile.am: |
|
2436 |
||
2437 |
*** empty log message *** |
|
2438 |
||
2439 |
2005-09-29 09:19 Joseph Wang |
|
2440 |
||
2441 |
* [r6027] Makefile.am, Perl, Perl/Makefile.PL, Perl/Makefile.am, |
|
2442 |
Perl/README.txt, configure.ac: |
|
2443 |
||
2444 |
Add perl interface to quantlib |
|
2445 |
||
2446 |
2005-09-27 07:20 Luigi Ballabio |
|
2447 |
||
2448 |
* [r6021] SWIG/currencies.i: |
|
2449 |
||
2450 |
New Turkish lira added |
|
2451 |
||
2452 |
2005-09-26 12:47 Luigi Ballabio |
|
2453 |
||
2454 |
* [r6019] ., .cvsignore, CSharp, CSharp/.cvsignore, Guile, |
|
2455 |
Guile/.cvsignore, Guile/Makefile.am, Java, Java/.cvsignore, |
|
2456 |
Makefile.am, MzScheme, MzScheme/.cvsignore, MzScheme/Makefile.am, |
|
2457 |
Python, Python/.cvsignore, Python/Makefile.am, Ruby, |
|
2458 |
Ruby/.cvsignore, Ruby/Makefile.am: |
|
2459 |
||
2460 |
*** empty log message *** |
|
2461 |
||
2462 |
2005-09-16 10:08 Luigi Ballabio |
|
2463 |
||
2464 |
* [r5997] CSharp, CSharp/.cvsignore, CSharp/Makefile.am, |
|
2465 |
SWIG/quantlib.i: |
|
2466 |
||
2467 |
*** empty log message *** |
|
2468 |
||
2469 |
2005-09-15 15:17 Luigi Ballabio |
|
2470 |
||
2471 |
* [r5996] CSharp, CSharp/.cvsignore, CSharp/Makefile.am, |
|
2472 |
CSharp/examples/BermudanSwaption.cs, SWIG/quantlib.i, |
|
2473 |
SWIG/stochasticprocess.i, configure.ac: |
|
2474 |
||
2475 |
Added makefile rules for compiling C# under Mono |
|
2476 |
||
2477 |
2005-09-15 07:19 Luigi Ballabio |
|
2478 |
||
2479 |
* [r5994] SWIG/distributions.i, SWIG/interpolation.i, |
|
2480 |
SWIG/optimizers.i, SWIG/options.i, SWIG/rounding.i: |
|
2481 |
||
2482 |
Fixes for operator() in C# |
|
2483 |
||
2484 |
2005-09-12 13:32 Luigi Ballabio |
|
2485 |
||
2486 |
* [r5986] CSharp, CSharp/.cvsignore, CSharp/Makefile.am, |
|
2487 |
CSharp/README.txt, CSharp/examples, |
|
2488 |
CSharp/examples/BermudanSwaption.cs, Java/Makefile.am, LICENSE.TXT, |
|
2489 |
SWIG/cashflows.i, SWIG/linearalgebra.i, SWIG/marketelements.i, |
|
2490 |
SWIG/piecewiseflatforward.i, SWIG/quantlib.i, |
|
2491 |
SWIG/shortratemodels.i, configure.ac: |
|
2492 |
||
2493 |
Initial C# port (thanks to Dominic Thuillier) |
|
2494 |
||
2495 |
2005-09-12 09:54 Luigi Ballabio |
|
2496 |
||
2497 |
* [r5985] Java, Java/.cvsignore, Java/Makefile.am, SWIG/quantlib.i: |
|
2498 |
||
2499 |
*** empty log message *** |
|
2500 |
||
2501 |
2005-09-08 14:42 Luigi Ballabio |
|
2502 |
||
2503 |
* [r5980] SWIG/bonds.i: |
|
2504 |
||
2505 |
Exported more bond methods |
|
2506 |
||
2507 |
2005-09-06 11:08 Luigi Ballabio |
|
2508 |
||
2509 |
* [r5977] ., .cvsignore, ChangeLog.txt, Guile, Guile/.cvsignore, |
|
2510 |
Guile/Authors.txt, Guile/ChangeLog.txt, Guile/Contributors.txt, |
|
2511 |
Guile/LICENSE.TXT, Guile/News.txt, Guile/setup.scm, Java, |
|
2512 |
Java/.cvsignore, Java/Makefile.am, Java/README.txt, LICENSE.TXT, |
|
2513 |
MzScheme, MzScheme/.cvsignore, MzScheme/Authors.txt, |
|
2514 |
MzScheme/ChangeLog.txt, MzScheme/Contributors.txt, |
|
2515 |
MzScheme/LICENSE.TXT, MzScheme/News.txt, MzScheme/quantlib, |
|
2516 |
MzScheme/quantlib/.cvsignore, MzScheme/setup.scm, News.txt, Python, |
|
2517 |
Python/.cvsignore, Python/Authors.txt, Python/BUGS.txt, |
|
2518 |
Python/ChangeLog.txt, Python/Contributors.txt, Python/LICENSE.TXT, |
|
2519 |
Python/MANIFEST.in, Python/News.txt, Python/QuantLib-Python.spec, |
|
2520 |
Python/QuantLib-Python.spec.in, Python/QuantLib/LICENSE.TXT, |
|
2521 |
Python/TODO.txt, Python/setup.py, Readme.txt, Ruby, Ruby/.cvsignore, |
|
2522 |
Ruby/Authors.txt, Ruby/BUGS.txt, Ruby/ChangeLog.txt, |
|
2523 |
Ruby/Contributors.txt, Ruby/LICENSE.TXT, Ruby/News.txt, |
|
2524 |
Ruby/QuantLib-Ruby.spec, Ruby/QuantLib-Ruby.spec.in, Ruby/setup.rb, |
|
2525 |
autogen.sh, configure.ac, dev_tools/developers: |
|
2526 |
||
2527 |
Partly autoconfiscated |
|
2528 |
||
2529 |
2005-07-25 14:45 Luigi Ballabio |
|
2530 |
||
2531 |
* [r5902] SWIG/calendars.i, SWIG/currencies.i, SWIG/date.i, |
|
2532 |
SWIG/daycounters.i, SWIG/functions.i, SWIG/grid.i, SWIG/indexes.i, |
|
2533 |
SWIG/interestrate.i, SWIG/linearalgebra.i, SWIG/money.i, |
|
2534 |
SWIG/montecarlo.i, SWIG/observer.i, SWIG/ql.i, |
|
2535 |
SWIG/stochasticprocess.i: |
|
2536 |
||
2537 |
Added (untested) mods for Java (thanks to Johan Witters) |
|
2538 |
||
2539 |
2005-07-14 09:38 Luigi Ballabio |
|
2540 |
||
2541 |
* [r5854] Guile/News.txt, MzScheme/News.txt, Python/News.txt, |
|
2542 |
Ruby/News.txt: |
|
2543 |
||
2544 |
*** empty log message *** |
|
2545 |
||
2546 |
2005-07-07 12:48 Luigi Ballabio |
|
2547 |
||
2548 |
* [r5829] Guile/examples/american-option.scm, |
|
2549 |
Guile/examples/bermudan-swaption.scm, |
|
2550 |
Guile/examples/european-option.scm, Guile/examples/swap.scm, |
|
2551 |
Guile/test/termstructures.scm, |
|
2552 |
MzScheme/examples/american-option.scm, |
|
2553 |
MzScheme/examples/bermudan-swaption.scm, |
|
2554 |
MzScheme/examples/european-option.scm, MzScheme/examples/swap.scm, |
|
2555 |
MzScheme/test/termstructures.scm, |
|
2556 |
Python/examples/american-option.py, |
|
2557 |
Python/examples/bermudan-swaption.py, |
|
2558 |
Python/examples/european-option.py, Python/examples/swap.py, |
|
2559 |
Python/test/termstructures.py, Ruby/examples/american-option.rb, |
|
2560 |
Ruby/examples/bermudan-swaption.rb, |
|
2561 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
2562 |
Ruby/test/termstructures.rb, SWIG/calendars.i, SWIG/cashflows.i, |
|
2563 |
SWIG/common.i, SWIG/date.i, SWIG/interestrate.i, |
|
2564 |
SWIG/linearalgebra.i, SWIG/old_pricers.i, SWIG/options.i, |
|
2565 |
SWIG/payoffs.i, SWIG/types.i: |
|
2566 |
||
2567 |
Exported a few enumerations as such |
|
2568 |
||
2569 |
2005-07-07 09:44 Luigi Ballabio |
|
2570 |
||
2571 |
* [r5828] Guile/News.txt, Guile/README.txt, Guile/setup.scm, |
|
2572 |
MzScheme/News.txt, MzScheme/README.txt, Python/News.txt, |
|
2573 |
Python/README.txt, Ruby/News.txt, Ruby/README.txt, SWIG/calendars.i, |
|
2574 |
SWIG/history.i, SWIG/linearalgebra.i, SWIG/montecarlo.i, |
|
2575 |
SWIG/options.i, SWIG/quantlib.i, SWIG/scheduler.i: |
|
2576 |
||
2577 |
Merged 0.3.10 branch |
|
2578 |
||
2579 |
2005-06-24 07:53 Luigi Ballabio |
|
2580 |
||
2581 |
* [r5808] SWIG/calendars.i: |
|
2582 |
||
2583 |
Bombay and Taipei calendars added |
|
2584 |
||
2585 |
2005-05-31 12:21 Luigi Ballabio |
|
2586 |
||
2587 |
* [r5743] Guile/examples/bermudan-swaption.scm, |
|
2588 |
Guile/examples/european-option.scm, Guile/setup.scm, |
|
2589 |
MzScheme/examples/bermudan-swaption.scm, MzScheme/setup.scm, |
|
2590 |
Python/QuantLib-Python.spec, Python/examples/bermudan-swaption.py, |
|
2591 |
Python/setup.py, Ruby/QuantLib-Ruby.spec, |
|
2592 |
Ruby/examples/bermudan-swaption.rb, Ruby/setup.rb, SWIG/indexes.i, |
|
2593 |
SWIG/montecarlo.i, SWIG/options.i, SWIG/ql.i, |
|
2594 |
SWIG/shortratemodels.i: |
|
2595 |
||
2596 |
Sync with C++ |
|
2597 |
||
2598 |
2005-05-25 13:06 Luigi Ballabio |
|
2599 |
||
2600 |
* [r5730] MzScheme/examples/european-option.scm, MzScheme/setup.scm, |
|
2601 |
Ruby/examples/european-option.rb, SWIG/options.i: |
|
2602 |
||
2603 |
*** empty log message *** |
|
2604 |
||
2605 |
2005-05-23 15:16 Luigi Ballabio |
|
2606 |
||
2607 |
* [r5713] SWIG/cashflows.i: |
|
2608 |
||
2609 |
*** empty log message *** |
|
2610 |
||
2611 |
2005-05-12 13:04 Luigi Ballabio |
|
2612 |
||
2613 |
* [r5687] SWIG/montecarlo.i, SWIG/options.i, SWIG/stochasticprocess.i: |
|
2614 |
||
2615 |
Sync with C++ |
|
2616 |
||
2617 |
2005-05-02 15:28 Luigi Ballabio |
|
2618 |
||
2619 |
* [r5672] Guile/News.txt, Guile/setup.scm, MzScheme/News.txt, |
|
2620 |
MzScheme/setup.scm, Python/News.txt, Ruby/News.txt: |
|
2621 |
||
2622 |
Merged latest changes from 0.3.9 |
|
2623 |
||
2624 |
2005-04-12 13:58 Luigi Ballabio |
|
2625 |
||
2626 |
* [r5648] Python/setup.py: |
|
2627 |
||
2628 |
*** empty log message *** |
|
2629 |
||
2630 |
2005-04-11 14:59 Luigi Ballabio |
|
2631 |
||
2632 |
* [r5644] Guile/History.txt, Guile/News.txt, Guile/setup.scm, |
|
2633 |
MzScheme/History.txt, MzScheme/News.txt, MzScheme/setup.scm, |
|
2634 |
Python/History.txt, Python/News.txt, Python/setup.py, |
|
2635 |
Ruby/History.txt, Ruby/News.txt, Ruby/setup.rb, SWIG/date.i, |
|
2636 |
SWIG/indexes.i, SWIG/termstructures.i: |
|
2637 |
||
2638 |
Merged 0.3.9 branch |
|
2639 |
||
2640 |
2005-03-20 15:19 Luigi Ballabio |
|
2641 |
||
2642 |
* [r5560] Python/test/termstructures.py, SWIG/settings.i: |
|
2643 |
||
2644 |
*** empty log message *** |
|
2645 |
||
2646 |
2005-03-09 14:42 Luigi Ballabio |
|
2647 |
||
2648 |
* [r5542] Guile/setup.scm, MzScheme/setup.scm, |
|
2649 |
Python/QuantLib-Python.spec, Python/setup.py, |
|
2650 |
Ruby/QuantLib-Ruby.spec, Ruby/setup.rb, SWIG/bonds.i, |
|
2651 |
SWIG/old_pricers.i, SWIG/piecewiseflatforward.i, SWIG/ql.i: |
|
2652 |
||
2653 |
Updated version number; removed deprecated features |
|
2654 |
||
2655 |
2005-03-01 14:09 Luigi Ballabio |
|
2656 |
||
2657 |
* [r5525] SWIG/options.i: |
|
2658 |
||
2659 |
*** empty log message *** |
|
2660 |
||
2661 |
2005-02-25 09:24 Luigi Ballabio |
|
2662 |
||
2663 |
* [r5511] Guile/test/termstructures.scm: |
|
2664 |
||
2665 |
*** empty log message *** |
|
2666 |
||
2667 |
2005-02-23 16:18 Luigi Ballabio |
|
2668 |
||
2669 |
* [r5510] Guile/examples/american-option.scm, |
|
2670 |
Guile/examples/european-option.scm, |
|
2671 |
MzScheme/examples/american-option.scm, |
|
2672 |
MzScheme/examples/european-option.scm, |
|
2673 |
Python/examples/american-option.py, |
|
2674 |
Python/examples/european-option.py, |
|
2675 |
Ruby/examples/american-option.rb, Ruby/examples/european-option.rb, |
|
2676 |
SWIG/options.i: |
|
2677 |
||
2678 |
Exported FD engines |
|
2679 |
||
2680 |
2005-02-17 16:44 Luigi Ballabio |
|
2681 |
||
2682 |
* [r5477] SWIG/calendars.i: |
|
2683 |
||
2684 |
*** empty log message *** |
|
2685 |
||
2686 |
2005-02-16 11:35 Luigi Ballabio |
|
2687 |
||
2688 |
* [r5468] SWIG/interpolation.i: |
|
2689 |
||
2690 |
*** empty log message *** |
|
2691 |
||
2692 |
2005-02-14 17:33 Luigi Ballabio |
|
2693 |
||
2694 |
* [r5456] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py: |
|
2695 |
||
2696 |
Added missing files to distribution |
|
2697 |
||
2698 |
2005-02-14 17:33 Luigi Ballabio |
|
2699 |
||
2700 |
* [r5455] Ruby/setup.rb: |
|
2701 |
||
2702 |
Fixed freeze with Ruby 1.8 |
|
2703 |
||
2704 |
2005-02-14 12:10 Luigi Ballabio |
|
2705 |
||
2706 |
* [r5453] SWIG/bonds.i, SWIG/termstructures.i: |
|
2707 |
||
2708 |
*** empty log message *** |
|
2709 |
||
2710 |
2005-02-04 13:08 Luigi Ballabio |
|
2711 |
||
2712 |
* [r5410] SWIG/calendars.i, SWIG/common.i, SWIG/date.i, |
|
2713 |
SWIG/exercise.i, SWIG/interestrate.i, SWIG/linearalgebra.i, |
|
2714 |
SWIG/money.i, SWIG/operators.i, SWIG/options.i, SWIG/volatilities.i: |
|
2715 |
||
2716 |
Using manipulators instead of formatters |
|
2717 |
||
2718 |
2005-01-17 09:02 Luigi Ballabio |
|
2719 |
||
2720 |
* [r5305] SWIG/linearalgebra.i: |
|
2721 |
||
2722 |
*** empty log message *** |
|
2723 |
||
2724 |
2004-12-09 11:14 Luigi Ballabio |
|
2725 |
||
2726 |
* [r5152] Guile/ChangeLog.txt, Guile/News.txt, |
|
2727 |
Guile/examples/american-option.scm, |
|
2728 |
Guile/examples/bermudan-swaption.scm, |
|
2729 |
Guile/examples/european-option.scm, Guile/setup.scm, |
|
2730 |
Guile/test/termstructures.scm, MzScheme/ChangeLog.txt, |
|
2731 |
MzScheme/News.txt, MzScheme/examples/american-option.scm, |
|
2732 |
MzScheme/examples/bermudan-swaption.scm, |
|
2733 |
MzScheme/examples/european-option.scm, MzScheme/quantlib, |
|
2734 |
MzScheme/quantlib/.cvsignore, MzScheme/setup.scm, |
|
2735 |
MzScheme/test/termstructures.scm, Python, Python/.cvsignore, |
|
2736 |
Python/ChangeLog.txt, Python/News.txt, Python/README.txt, |
|
2737 |
Python/examples/american-option.py, |
|
2738 |
Python/examples/bermudan-swaption.py, |
|
2739 |
Python/examples/european-option.py, Python/setup.py, |
|
2740 |
Python/test/termstructures.py, Ruby, Ruby/.cvsignore, |
|
2741 |
Ruby/ChangeLog.txt, Ruby/News.txt, Ruby/QuantLib.rb, |
|
2742 |
Ruby/examples/american-option.rb, |
|
2743 |
Ruby/examples/bermudan-swaption.rb, |
|
2744 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
2745 |
Ruby/setup.rb, Ruby/test/termstructures.rb, SWIG/bonds.i, |
|
2746 |
SWIG/cashflows.i, SWIG/common.i, SWIG/compoundforward.i, |
|
2747 |
SWIG/currencies.i, SWIG/date.i, SWIG/daycounters.i, |
|
2748 |
SWIG/discountcurve.i, SWIG/indexes.i, SWIG/interestrate.i, |
|
2749 |
SWIG/linearalgebra.i, SWIG/montecarlo.i, SWIG/old_pricers.i, |
|
2750 |
SWIG/old_volatility.i, SWIG/options.i, SWIG/piecewiseflatforward.i, |
|
2751 |
SWIG/ql.i, SWIG/quantlib.i, SWIG/randomnumbers.i, |
|
2752 |
SWIG/termstructures.i, SWIG/volatilities.i, dev_tools, |
|
2753 |
dev_tools/windistmzscheme.bat, dev_tools/windistpython.bat, |
|
2754 |
dev_tools/windistruby.bat, dev_tools/windistswig: |
|
2755 |
||
2756 |
Merged 0.3.8 branch |
|
2757 |
||
2758 |
2004-10-27 10:36 Luigi Ballabio |
|
2759 |
||
2760 |
* [r4987] Guile/setup.scm, MzScheme/setup.scm, |
|
2761 |
Python/QuantLib-Python.spec, Python/setup.py, |
|
2762 |
Ruby/QuantLib-Ruby.spec, Ruby/setup.rb, SWIG/ql.i: |
|
2763 |
||
2764 |
Bumped version number |
|
2765 |
||
2766 |
2004-10-25 15:47 Luigi Ballabio |
|
2767 |
||
2768 |
* [r4956] Guile/examples/bermudan-swaption.scm, |
|
2769 |
Guile/examples/swap.scm, MzScheme/examples/bermudan-swaption.scm, |
|
2770 |
MzScheme/examples/swap.scm, Python/examples/bermudan-swaption.py, |
|
2771 |
Python/examples/swap.py, Ruby/examples/bermudan-swaption.rb, |
|
2772 |
Ruby/examples/swap.rb, SWIG/discountcurve.i, SWIG/old_volatility.i, |
|
2773 |
SWIG/piecewiseflatforward.i: |
|
2774 |
||
2775 |
Sync with C++ |
|
2776 |
||
2777 |
2004-10-14 14:06 Luigi Ballabio |
|
2778 |
||
2779 |
* [r4910] SWIG/interestrate.i: |
|
2780 |
||
2781 |
Sync with C++ |
|
2782 |
||
2783 |
2004-10-14 14:04 Luigi Ballabio |
|
2784 |
||
2785 |
* [r4909] Guile/examples/bermudan-swaption.scm, |
|
2786 |
Guile/examples/european-option.scm, Guile/setup.scm, |
|
2787 |
MzScheme/examples/bermudan-swaption.scm, |
|
2788 |
MzScheme/examples/european-option.scm, MzScheme/setup.scm, |
|
2789 |
Python/examples/bermudan-swaption.py, Python/examples/swap.py, |
|
2790 |
Python/setup.py, Ruby/QuantLib.rb, |
|
2791 |
Ruby/examples/bermudan-swaption.rb, Ruby/examples/swap.rb, |
|
2792 |
Ruby/setup.rb, SWIG/date.i, SWIG/daycounters.i, |
|
2793 |
SWIG/discountcurve.i, SWIG/interestrate.i, SWIG/money.i, |
|
2794 |
SWIG/old_volatility.i, SWIG/piecewiseflatforward.i, SWIG/ql.i, |
|
2795 |
SWIG/termstructures.i: |
|
2796 |
||
2797 |
Sync with C++ |
|
2798 |
||
2799 |
2004-10-14 14:04 Luigi Ballabio |
|
2800 |
||
2801 |
* [r4908] Guile/examples/swap.scm, MzScheme/examples/swap.scm: |
|
2802 |
||
2803 |
Completed Scheme examples |
|
2804 |
||
2805 |
2004-10-05 14:48 Luigi Ballabio |
|
2806 |
||
2807 |
* [r4841] Guile/examples, Guile/examples/american-option.scm, |
|
2808 |
Guile/examples/bermudan-swaption.scm, |
|
2809 |
Guile/examples/european-option.scm, Guile/examples/tabulate.scm, |
|
2810 |
Guile/setup.scm, MzScheme/examples, |
|
2811 |
MzScheme/examples/american-option.scm, |
|
2812 |
MzScheme/examples/bermudan-swaption.scm, |
|
2813 |
MzScheme/examples/european-option.scm, |
|
2814 |
MzScheme/examples/tabulate.scm, MzScheme/quantlib/ql-init.ss, |
|
2815 |
MzScheme/setup.scm, MzScheme/test/termstructures.scm, |
|
2816 |
SWIG/instruments.i, SWIG/options.i, SWIG/settings.i, |
|
2817 |
SWIG/shortratemodels.i, SWIG/termstructures.i: |
|
2818 |
||
2819 |
Adding Scheme examples |
|
2820 |
||
2821 |
2004-09-23 11:33 Luigi Ballabio |
|
2822 |
||
2823 |
* [r4796] Guile/setup.scm, MzScheme/quantlib/ql-init.ss, |
|
2824 |
MzScheme/setup.scm, Python/README.txt, |
|
2825 |
Python/examples/american-option.py, |
|
2826 |
Python/examples/bermudan-swaption.py, |
|
2827 |
Python/examples/european-option.py, Python/examples/swap.py, |
|
2828 |
Python/setup.py, Ruby/QuantLib.rb, Ruby/examples/american-option.rb, |
|
2829 |
Ruby/examples/bermudan-swaption.rb, |
|
2830 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
2831 |
Ruby/setup.rb, SWIG/blackmodel.i, SWIG/capfloor.i, |
|
2832 |
SWIG/compoundforward.i, SWIG/discountcurve.i, SWIG/indexes.i, |
|
2833 |
SWIG/old_pricers.i, SWIG/old_volatility.i, SWIG/options.i, |
|
2834 |
SWIG/piecewiseflatforward.i, SWIG/ql.i, SWIG/randomnumbers.i, |
|
2835 |
SWIG/settings.i, SWIG/shortratemodels.i, SWIG/stochasticprocess.i, |
|
2836 |
SWIG/swap.i, SWIG/swaption.i, SWIG/termstructures.i, |
|
2837 |
SWIG/volatilities.i: |
|
2838 |
||
2839 |
Sync with C++ |
|
2840 |
||
2841 |
2004-08-23 09:15 Luigi Ballabio |
|
2842 |
||
2843 |
* [r4648] SWIG/blackmodel.i, SWIG/capfloor.i, SWIG/common.i, |
|
2844 |
SWIG/indexes.i, SWIG/instruments.i, SWIG/marketelements.i, |
|
2845 |
SWIG/old_pricers.i, SWIG/old_volatility.i, |
|
2846 |
SWIG/piecewiseflatforward.i, SWIG/shortratemodels.i, |
|
2847 |
SWIG/stochasticprocess.i, SWIG/swap.i, SWIG/swaption.i, |
|
2848 |
SWIG/termstructures.i, SWIG/volatilities.i: |
|
2849 |
||
2850 |
Replaced deprecated RelinkableHandle with Handle |
|
2851 |
||
2852 |
2004-08-20 14:10 Luigi Ballabio |
|
2853 |
||
2854 |
* [r4644] Python/examples/bermudan-swaption.py, |
|
2855 |
Python/examples/swap.py, Ruby/examples/bermudan-swaption.rb, |
|
2856 |
Ruby/examples/swap.rb, SWIG/indexes.i: |
|
2857 |
||
2858 |
Exported Xibor children as proper classes |
|
2859 |
||
2860 |
2004-08-20 14:10 Luigi Ballabio |
|
2861 |
||
2862 |
* [r4643] SWIG/currencies.i: |
|
2863 |
||
2864 |
Added forgotten currency |
|
2865 |
||
2866 |
2004-08-17 10:07 Luigi Ballabio |
|
2867 |
||
2868 |
* [r4612] SWIG/calendars.i, SWIG/common.i, SWIG/date.i, |
|
2869 |
SWIG/daycounters.i, SWIG/exchangerates.i, SWIG/indexes.i, |
|
2870 |
SWIG/money.i, SWIG/ql.i, SWIG/vectors.i: |
|
2871 |
||
2872 |
Sync with C++ (including new classes) |
|
2873 |
||
2874 |
2004-07-21 14:21 Luigi Ballabio |
|
2875 |
||
2876 |
* [r4581] Guile/test/termstructures.scm, |
|
2877 |
MzScheme/test/termstructures.scm, |
|
2878 |
Python/examples/bermudan-swaption.py, Python/examples/swap.py, |
|
2879 |
Python/test/termstructures.py, Ruby/examples/bermudan-swaption.rb, |
|
2880 |
Ruby/examples/swap.rb, Ruby/test/termstructures.rb, |
|
2881 |
SWIG/calendars.i, SWIG/daycounters.i: |
|
2882 |
||
2883 |
Exported derived calendars as classes |
|
2884 |
||
2885 |
2004-07-21 12:40 Luigi Ballabio |
|
2886 |
||
2887 |
* [r4580] Guile/test/termstructures.scm, |
|
2888 |
MzScheme/test/termstructures.scm, |
|
2889 |
Python/examples/american-option.py, |
|
2890 |
Python/examples/bermudan-swaption.py, |
|
2891 |
Python/examples/european-option.py, Python/examples/swap.py, |
|
2892 |
Python/test/termstructures.py, Ruby/examples/american-option.rb, |
|
2893 |
Ruby/examples/bermudan-swaption.rb, |
|
2894 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
2895 |
Ruby/test/termstructures.rb, SWIG/compoundforward.i, |
|
2896 |
SWIG/daycounters.i, SWIG/discountcurve.i, |
|
2897 |
SWIG/piecewiseflatforward.i, SWIG/termstructures.i, |
|
2898 |
SWIG/volatilities.i: |
|
2899 |
||
2900 |
Exported derived day counters as classes |
|
2901 |
||
2902 |
2004-07-21 09:18 Luigi Ballabio |
|
2903 |
||
2904 |
* [r4579] Python/examples/bermudan-swaption.py, |
|
2905 |
Python/examples/swap.py, Ruby/examples/bermudan-swaption.rb, |
|
2906 |
Ruby/examples/swap.rb: |
|
2907 |
||
2908 |
*** empty log message *** |
|
2909 |
||
2910 |
2004-07-20 15:46 Luigi Ballabio |
|
2911 |
||
2912 |
* [r4575] SWIG/linearalgebra.i: |
|
2913 |
||
2914 |
*** empty log message *** |
|
2915 |
||
2916 |
2004-07-19 16:00 Luigi Ballabio |
|
2917 |
||
2918 |
* [r4572] SWIG/currencies.i: |
|
2919 |
||
2920 |
More currencies added |
|
2921 |
||
2922 |
2004-07-16 15:55 Luigi Ballabio |
|
2923 |
||
2924 |
* [r4570] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
2925 |
Ruby/setup.rb, SWIG/currencies.i, SWIG/ql.i, SWIG/quantlib.i, |
|
2926 |
SWIG/rounding.i: |
|
2927 |
||
2928 |
Exported currency classes |
|
2929 |
||
2930 |
2004-07-07 17:45 Luigi Ballabio |
|
2931 |
||
2932 |
* [r4556] Python/BUGS.txt, Python/QuantLib, |
|
2933 |
Python/QuantLib/.cvsignore, Python/setup.py, Ruby, Ruby/.cvsignore, |
|
2934 |
Ruby/BUGS.txt, Ruby/test/instruments.rb, |
|
2935 |
Ruby/test/marketelements.rb, Ruby/test/termstructures.rb, |
|
2936 |
SWIG/stochasticprocess.i: |
|
2937 |
||
2938 |
Merged 0.3.7 branch |
|
2939 |
||
2940 |
2004-07-05 07:47 Luigi Ballabio |
|
2941 |
||
2942 |
* [r4528] MzScheme/quantlib/ql-init.ss, Ruby/QuantLib.rb, |
|
2943 |
SWIG/stochasticprocess.i: |
|
2944 |
||
2945 |
*** empty log message *** |
|
2946 |
||
2947 |
2004-06-10 14:33 Luigi Ballabio |
|
2948 |
||
2949 |
* [r4501] Guile/setup.scm, Guile/test/termstructures.scm, |
|
2950 |
MzScheme/setup.scm, MzScheme/test/termstructures.scm, |
|
2951 |
Python/QuantLib-Python.spec, Python/setup.py, |
|
2952 |
Python/test/termstructures.py, Ruby/QuantLib-Ruby.spec, |
|
2953 |
Ruby/setup.rb, Ruby/test/termstructures.rb, SWIG/calendars.i, |
|
2954 |
SWIG/cashflows.i, SWIG/indexes.i, SWIG/old_pricers.i, |
|
2955 |
SWIG/options.i, SWIG/piecewiseflatforward.i, SWIG/ql.i, |
|
2956 |
SWIG/scheduler.i, SWIG/swap.i: |
|
2957 |
||
2958 |
Sync with C++ |
|
2959 |
||
2960 |
2004-06-10 10:05 Luigi Ballabio |
|
2961 |
||
2962 |
* [r4499] SWIG/ql.i: |
|
2963 |
||
2964 |
*** empty log message *** |
|
2965 |
||
2966 |
2004-06-08 07:12 Luigi Ballabio |
|
2967 |
||
2968 |
* [r4487] SWIG/calendars.i: |
|
2969 |
||
2970 |
*** empty log message *** |
|
2971 |
||
2972 |
2004-05-27 12:13 Luigi Ballabio |
|
2973 |
||
2974 |
* [r4453] SWIG/calendars.i, SWIG/compoundforward.i, SWIG/currencies.i, |
|
2975 |
SWIG/discountcurve.i, SWIG/indexes.i, SWIG/piecewiseflatforward.i, |
|
2976 |
SWIG/scheduler.i, SWIG/swap.i: |
|
2977 |
||
2978 |
Sync with C++ |
|
2979 |
||
2980 |
2004-05-26 15:29 Luigi Ballabio |
|
2981 |
||
2982 |
* [r4450] Ruby/setup.rb: |
|
2983 |
||
2984 |
Correct installation location |
|
2985 |
||
2986 |
2004-05-21 14:44 Luigi Ballabio |
|
2987 |
||
2988 |
* [r4429] SWIG/shortratemodels.i: |
|
2989 |
||
2990 |
Exported missing calibration engine |
|
2991 |
||
2992 |
2004-05-21 12:04 Luigi Ballabio |
|
2993 |
||
2994 |
* [r4428] SWIG/calendars.i: |
|
2995 |
||
2996 |
Sync with C++ |
|
2997 |
||
2998 |
2004-05-19 11:48 Luigi Ballabio |
|
2999 |
||
3000 |
* [r4419] SWIG/capfloor.i, SWIG/old_pricers.i, SWIG/shortratemodels.i, |
|
3001 |
SWIG/swaption.i: |
|
3002 |
||
3003 |
Sync with C++ |
|
3004 |
||
3005 |
2004-05-14 07:30 Luigi Ballabio |
|
3006 |
||
3007 |
* [r4394] SWIG/types.i: |
|
3008 |
||
3009 |
*** empty log message *** |
|
3010 |
||
3011 |
2004-05-12 07:47 Luigi Ballabio |
|
3012 |
||
3013 |
* [r4382] SWIG/calendars.i, SWIG/capfloor.i, SWIG/cashflows.i, |
|
3014 |
SWIG/common.i, SWIG/compoundforward.i, SWIG/date.i, |
|
3015 |
SWIG/daycounters.i, SWIG/discountcurve.i, SWIG/distributions.i, |
|
3016 |
SWIG/functions.i, SWIG/grid.i, SWIG/history.i, SWIG/indexes.i, |
|
3017 |
SWIG/instruments.i, SWIG/integrals.i, SWIG/interpolation.i, |
|
3018 |
SWIG/linearalgebra.i, SWIG/marketelements.i, SWIG/montecarlo.i, |
|
3019 |
SWIG/old_pricers.i, SWIG/old_volatility.i, SWIG/operators.i, |
|
3020 |
SWIG/optimizers.i, SWIG/options.i, SWIG/payoffs.i, |
|
3021 |
SWIG/piecewiseflatforward.i, SWIG/randomnumbers.i, SWIG/scheduler.i, |
|
3022 |
SWIG/shortratemodels.i, SWIG/statistics.i, SWIG/swap.i, |
|
3023 |
SWIG/termstructures.i, SWIG/timebasket.i, SWIG/types.i, |
|
3024 |
SWIG/volatilities.i: |
|
3025 |
||
3026 |
Using typedefs |
|
3027 |
||
3028 |
2004-05-06 14:25 Luigi Ballabio |
|
3029 |
||
3030 |
* [r4369] MzScheme/setup.scm: |
|
3031 |
||
3032 |
*** empty log message *** |
|
3033 |
||
3034 |
2004-05-05 08:07 Luigi Ballabio |
|
3035 |
||
3036 |
* [r4364] Python/examples/swap.py, Ruby/QuantLib.rb, Ruby/examples, |
|
3037 |
Ruby/examples/american-option.rb, |
|
3038 |
Ruby/examples/bermudan-swaption.rb, |
|
3039 |
Ruby/examples/european-option.rb, Ruby/examples/swap.rb, |
|
3040 |
Ruby/setup.rb, SWIG/optimizers.i, SWIG/swap.i: |
|
3041 |
||
3042 |
Added Ruby examples |
|
3043 |
||
3044 |
2004-05-04 13:17 Luigi Ballabio |
|
3045 |
||
3046 |
* [r4361] SWIG/calendars.i: |
|
3047 |
||
3048 |
Fixes for VC++6 |
|
3049 |
||
3050 |
2004-05-04 13:15 Luigi Ballabio |
|
3051 |
||
3052 |
* [r4360] Ruby/test/QuantLibTestSuite.rb: |
|
3053 |
||
3054 |
*** empty log message *** |
|
3055 |
||
3056 |
2004-05-04 10:22 Luigi Ballabio |
|
3057 |
||
3058 |
* [r4358] SWIG/instruments.i, SWIG/stochasticprocess.i: |
|
3059 |
||
3060 |
*** empty log message *** |
|
3061 |
||
3062 |
2004-05-04 09:33 Luigi Ballabio |
|
3063 |
||
3064 |
* [r4357] Python/examples/bermudan-swaption.py, |
|
3065 |
Python/examples/swap.py, SWIG/date.i, SWIG/grid.i, |
|
3066 |
SWIG/interpolation.i, SWIG/optimizers.i, SWIG/ql.i, |
|
3067 |
SWIG/shortratemodels.i: |
|
3068 |
||
3069 |
Bermudan swaption example |
|
3070 |
||
3071 |
2004-04-30 08:21 Luigi Ballabio |
|
3072 |
||
3073 |
* [r4347] SWIG/calendars.i: |
|
3074 |
||
3075 |
Sync with C++ (new calendars) |
|
3076 |
||
3077 |
2004-04-26 15:53 Luigi Ballabio |
|
3078 |
||
3079 |
* [r4339] SWIG/calendars.i: |
|
3080 |
||
3081 |
Sync with C++ (new calendar) |
|
3082 |
||
3083 |
2004-04-23 09:13 Luigi Ballabio |
|
3084 |
||
3085 |
* [r4336] SWIG/calendars.i: |
|
3086 |
||
3087 |
Sync with C++ (new calendars) |
|
3088 |
||
3089 |
2004-04-22 13:25 Luigi Ballabio |
|
3090 |
||
3091 |
* [r4331] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
3092 |
Ruby/setup.rb, SWIG/diffusionprocess.i, SWIG/montecarlo.i, |
|
3093 |
SWIG/options.i, SWIG/ql.i, SWIG/stochasticprocess.i: |
|
3094 |
||
3095 |
Sync with C++ |
|
3096 |
||
3097 |
2004-04-22 08:44 Luigi Ballabio |
|
3098 |
||
3099 |
* [r4328] SWIG/interpolation.i, SWIG/termstructures.i, |
|
3100 |
SWIG/volatilities.i: |
|
3101 |
||
3102 |
Sync with C++ |
|
3103 |
||
3104 |
2004-04-19 17:06 Luigi Ballabio |
|
3105 |
||
3106 |
* [r4296] Guile/setup.scm, MzScheme/setup.scm, |
|
3107 |
Python/examples/american-option.py, |
|
3108 |
Python/examples/european-option.py, Python/setup.py, Ruby/setup.rb, |
|
3109 |
SWIG/compoundforward.i, SWIG/diffusionprocess.i, SWIG/options.i, |
|
3110 |
SWIG/ql.i, SWIG/stochasticprocess.i, SWIG/timebasket.i: |
|
3111 |
||
3112 |
Sync with C++ |
|
3113 |
||
3114 |
2004-04-15 12:08 Luigi Ballabio |
|
3115 |
||
3116 |
* [r4289] Guile/History.txt, Guile/News.txt, Guile/setup.scm, |
|
3117 |
MzScheme/History.txt, MzScheme/News.txt, MzScheme/setup.scm, |
|
3118 |
Python/History.txt, Python/News.txt, Python/QuantLib-Python.spec, |
|
3119 |
Python/setup.py, Ruby/History.txt, Ruby/News.txt, |
|
3120 |
Ruby/QuantLib-Ruby.spec, Ruby/setup.rb, SWIG/ql.i: |
|
3121 |
||
3122 |
Bumped version number |
|
3123 |
||
3124 |
2004-04-09 14:46 Luigi Ballabio |
|
3125 |
||
3126 |
* [r4264] MzScheme/setup.scm, Ruby/setup.rb: |
|
3127 |
||
3128 |
*** empty log message *** |
|
3129 |
||
3130 |
2004-04-09 14:35 Ferdinando Ametrano |
|
3131 |
||
3132 |
* [r4263] Python/setup.py: |
|
3133 |
||
3134 |
catching up |
|
3135 |
||
3136 |
2004-04-09 14:11 Luigi Ballabio |
|
3137 |
||
3138 |
* [r4261] SWIG/calendars.i, SWIG/currencies.i, SWIG/date.i, |
|
3139 |
SWIG/daycounters.i, SWIG/exercise.i, SWIG/functions.i, |
|
3140 |
SWIG/history.i, SWIG/indexes.i, SWIG/linearalgebra.i, |
|
3141 |
SWIG/montecarlo.i, SWIG/observer.i, SWIG/old_pricers.i, |
|
3142 |
SWIG/operators.i, SWIG/options.i, SWIG/quantlib.i, SWIG/scheduler.i, |
|
3143 |
SWIG/shortratemodels.i, SWIG/swaption.i, SWIG/volatilities.i: |
|
3144 |
||
3145 |
Sync with C++ |
|
3146 |
||
3147 |
2004-04-08 13:01 Luigi Ballabio |
|
3148 |
||
3149 |
* [r4256] SWIG/options.i: |
|
3150 |
||
3151 |
Added EuropeanOption (a vanilla option with a default engine) |
|
3152 |
||
3153 |
2004-04-07 09:27 Luigi Ballabio |
|
3154 |
||
3155 |
* [r4243] SWIG/old_pricers.i: |
|
3156 |
||
3157 |
*** empty log message *** |
|
3158 |
||
3159 |
2004-04-07 07:32 Luigi Ballabio |
|
3160 |
||
3161 |
* [r4240] SWIG/montecarlo.i, SWIG/randomnumbers.i: |
|
3162 |
||
3163 |
Deprecated RNG and MC typedefs |
|
3164 |
||
3165 |
2004-04-06 15:03 Luigi Ballabio |
|
3166 |
||
3167 |
* [r4234] SWIG/old_pricers.i: |
|
3168 |
||
3169 |
Sync with C++ |
|
3170 |
||
3171 |
2004-04-06 08:00 Luigi Ballabio |
|
3172 |
||
3173 |
* [r4226] Ruby/setup.rb: |
|
3174 |
||
3175 |
Patch for Darwin |
|
3176 |
||
3177 |
2004-04-01 10:16 Luigi Ballabio |
|
3178 |
||
3179 |
* [r4183] SWIG/diffusionprocess.i, SWIG/montecarlo.i, |
|
3180 |
SWIG/old_pricers.i: |
|
3181 |
||
3182 |
Sync with C++ |
|
3183 |
||
3184 |
2004-04-01 10:15 Luigi Ballabio |
|
3185 |
||
3186 |
* [r4182] Python/setup.py: |
|
3187 |
||
3188 |
Patched for Darwin |
|
3189 |
||
3190 |
2004-03-31 12:27 Ferdinando Ametrano |
|
3191 |
||
3192 |
* [r4174] Guile/setup.scm: |
|
3193 |
||
3194 |
typo fixed |
|
3195 |
||
3196 |
2004-03-31 11:39 Luigi Ballabio |
|
3197 |
||
3198 |
* [r4173] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
3199 |
Ruby/setup.rb: |
|
3200 |
||
3201 |
Updated file list |
|
3202 |
||
3203 |
2004-03-31 11:02 Luigi Ballabio |
|
3204 |
||
3205 |
* [r4171] SWIG/diffusionprocess.i, SWIG/montecarlo.i, |
|
3206 |
SWIG/old_pricers.i, SWIG/ql.i: |
|
3207 |
||
3208 |
Sync with C++ |
|
3209 |
||
3210 |
2004-03-30 15:47 Luigi Ballabio |
|
3211 |
||
3212 |
* [r4167] SWIG/old_pricers.i, SWIG/randomnumbers.i: |
|
3213 |
||
3214 |
Sync with C++ |
|
3215 |
||
3216 |
2004-03-30 09:59 Ferdinando Ametrano |
|
3217 |
||
3218 |
* [r4157] Guile/History.txt, Guile/News.txt, MzScheme/History.txt, |
|
3219 |
MzScheme/News.txt, Python/History.txt, Python/News.txt, |
|
3220 |
Ruby/History.txt, Ruby/News.txt: |
|
3221 |
||
3222 |
updated |
|
3223 |
||
3224 |
2004-03-26 13:28 Luigi Ballabio |
|
3225 |
||
3226 |
* [r4143] SWIG/blackmodel.i, SWIG/capfloor.i, SWIG/cashflows.i, |
|
3227 |
SWIG/common.i, SWIG/compoundforward.i, SWIG/discountcurve.i, |
|
3228 |
SWIG/exercise.i, SWIG/indexes.i, SWIG/instruments.i, |
|
3229 |
SWIG/marketelements.i, SWIG/observer.i, SWIG/old_volatility.i, |
|
3230 |
SWIG/operators.i, SWIG/options.i, SWIG/payoffs.i, |
|
3231 |
SWIG/piecewiseflatforward.i, SWIG/shortratemodels.i, |
|
3232 |
SWIG/stochasticprocess.i, SWIG/swap.i, SWIG/swaption.i, |
|
3233 |
SWIG/termstructures.i, SWIG/volatilities.i: |
|
3234 |
||
3235 |
boost::shared_ptr used throughout instead of Handle |
|
3236 |
||
3237 |
2004-03-26 09:58 Luigi Ballabio |
|
3238 |
||
3239 |
* [r4141] Python/QuantLib-Python.spec, Ruby/QuantLib-Ruby.spec: |
|
3240 |
||
3241 |
Bumped version number |
|
3242 |
||
3243 |
2004-03-24 10:58 Luigi Ballabio |
|
3244 |
||
3245 |
* [r4136] SWIG/cashflows.i, SWIG/common.i, SWIG/compoundforward.i, |
|
3246 |
SWIG/discountcurve.i, SWIG/indexes.i, SWIG/linearalgebra.i, |
|
3247 |
SWIG/marketelements.i, SWIG/montecarlo.i, SWIG/options.i, |
|
3248 |
SWIG/piecewiseflatforward.i, SWIG/shortratemodels.i, SWIG/swap.i, |
|
3249 |
SWIG/swaption.i: |
|
3250 |
||
3251 |
Boost is now mandatory |
|
3252 |
||
3253 |
2004-03-23 15:58 Luigi Ballabio |
|
3254 |
||
3255 |
* [r4131] Guile/ChangeLog.txt, MzScheme/ChangeLog.txt, |
|
3256 |
MzScheme/setup.scm, Python/ChangeLog.txt, Python/QuantLibPython.dsp, |
|
3257 |
Python/QuantLibPython.mak, Python/examples/american-option.py, |
|
3258 |
Ruby/ChangeLog.txt, SWIG/ChangeLog.txt, SWIG/interpolation.i: |
|
3259 |
||
3260 |
Merged 0.3.5 branch |
|
3261 |
||
3262 |
2004-03-22 09:45 Ferdinando Ametrano |
|
3263 |
||
3264 |
* [r4127] SWIG/ql.i: |
|
3265 |
||
3266 |
bump up version number |
|
3267 |
||
3268 |
2004-03-11 12:02 Luigi Ballabio |
|
3269 |
||
3270 |
* [r4015] Python/setup.py: |
|
3271 |
||
3272 |
Extended compiler heap |
|
3273 |
||
3274 |
2004-03-11 11:48 Luigi Ballabio |
|
3275 |
||
3276 |
* [r4014] Guile/setup.scm, MzScheme/setup.scm, |
|
3277 |
Python/examples/american-option.py, Python/setup.py, Ruby/setup.rb, |
|
3278 |
SWIG/common.i, SWIG/options.i, SWIG/ql.i: |
|
3279 |
||
3280 |
Preparing for branch |
|
3281 |
||
3282 |
2004-03-09 12:40 Luigi Ballabio |
|
3283 |
||
3284 |
* [r4006] SWIG/interpolation.i: |
|
3285 |
||
3286 |
Sync with C++ |
|
3287 |
||
3288 |
2004-03-08 16:12 Luigi Ballabio |
|
3289 |
||
3290 |
* [r4002] SWIG/interpolation.i: |
|
3291 |
||
3292 |
Sync with C++ |
|
3293 |
||
3294 |
2004-02-23 11:34 Luigi Ballabio |
|
3295 |
||
3296 |
* [r3947] SWIG/linearalgebra.i: |
|
3297 |
||
3298 |
Some work on SVD |
|
3299 |
||
3300 |
2004-02-20 16:35 Luigi Ballabio |
|
3301 |
||
3302 |
* [r3943] SWIG/linearalgebra.i: |
|
3303 |
||
3304 |
SVD exported |
|
3305 |
||
3306 |
2004-02-16 18:14 Luigi Ballabio |
|
3307 |
||
3308 |
* [r3940] Python/examples/american-option.py, SWIG/options.i: |
|
3309 |
||
3310 |
Exported American engines |
|
3311 |
||
3312 |
2004-02-16 17:05 Luigi Ballabio |
|
3313 |
||
3314 |
* [r3938] Python/examples/swap.py: |
|
3315 |
||
3316 |
*** empty log message *** |
|
3317 |
||
3318 |
2004-02-16 14:05 Luigi Ballabio |
|
3319 |
||
3320 |
* [r3937] Python/setup.py: |
|
3321 |
||
3322 |
Enabled optimizations with VC++ |
|
3323 |
||
3324 |
2004-02-16 14:03 Luigi Ballabio |
|
3325 |
||
3326 |
* [r3936] Python/examples/swap.py: |
|
3327 |
||
3328 |
Typo |
|
3329 |
||
3330 |
2004-02-16 13:58 Luigi Ballabio |
|
3331 |
||
3332 |
* [r3935] Python/examples/swap.py, SWIG/instruments.i, SWIG/options.i: |
|
3333 |
||
3334 |
*** empty log message *** |
|
3335 |
||
3336 |
2004-02-16 11:31 Luigi Ballabio |
|
3337 |
||
3338 |
* [r3932] Python/MANIFEST.in, Python/QuantLib/test, Python/setup.py, |
|
3339 |
Python/test, Python/test/.cvsignore, |
|
3340 |
Python/test/QuantLibTestSuite.py, Python/test/date.py, |
|
3341 |
Python/test/instruments.py, Python/test/integrals.py, |
|
3342 |
Python/test/marketelements.py, Python/test/solvers1d.py, |
|
3343 |
Python/test/termstructures.py: |
|
3344 |
||
3345 |
Moved some stuff around |
|
3346 |
||
3347 |
2004-02-16 11:20 Luigi Ballabio |
|
3348 |
||
3349 |
* [r3931] Python/MANIFEST.in, Python/examples, |
|
3350 |
Python/examples/european-option.py: |
|
3351 |
||
3352 |
*** empty log message *** |
|
3353 |
||
3354 |
2004-02-06 13:55 Luigi Ballabio |
|
3355 |
||
3356 |
* [r3926] SWIG/instruments.i, SWIG/swap.i: |
|
3357 |
||
3358 |
Removed unused baggage from Instrument class |
|
3359 |
||
3360 |
2004-01-21 09:16 Luigi Ballabio |
|
3361 |
||
3362 |
* [r3879] Ruby/README.txt, Ruby/test/QuantLibTestSuite.rb: |
|
3363 |
||
3364 |
*** empty log message *** |
|
3365 |
||
3366 |
2004-01-13 12:26 Luigi Ballabio |
|
3367 |
||
3368 |
* [r3862] Python/README.txt, Python/setup.py: |
|
3369 |
||
3370 |
Fixes for SWIG 1.3.21 |
|
3371 |
||
3372 |
2004-01-08 12:44 Luigi Ballabio |
|
3373 |
||
3374 |
* [r3840] SWIG/stochasticprocess.i: |
|
3375 |
||
3376 |
*** empty log message *** |
|
3377 |
||
3378 |
2004-01-05 11:14 Luigi Ballabio |
|
3379 |
||
3380 |
* [r3821] SWIG/swaption.i: |
|
3381 |
||
3382 |
Sync with C++ |
|
3383 |
||
3384 |
2004-01-05 09:40 Luigi Ballabio |
|
3385 |
||
3386 |
* [r3814] SWIG/stochasticprocess.i: |
|
3387 |
||
3388 |
Sync with C++ |
|
3389 |
||
3390 |
2004-01-03 16:44 Luigi Ballabio |
|
3391 |
||
3392 |
* [r3796] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
3393 |
Ruby/setup.rb, SWIG/options.i, SWIG/ql.i, SWIG/stochasticprocess.i, |
|
3394 |
SWIG/swaption.i: |
|
3395 |
||
3396 |
Sync with C++ |
|
3397 |
||
3398 |
2003-12-23 10:04 Luigi Ballabio |
|
3399 |
||
3400 |
* [r3753] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
3401 |
Ruby/setup.rb, SWIG/exercise.i, SWIG/options.i, SWIG/payoffs.i, |
|
3402 |
SWIG/ql.i: |
|
3403 |
||
3404 |
Sync with C++ |
|
3405 |
||
3406 |
2003-12-22 10:56 Luigi Ballabio |
|
3407 |
||
3408 |
* [r3743] SWIG/options.i: |
|
3409 |
||
3410 |
*** empty log message *** |
|
3411 |
||
3412 |
2003-12-11 17:37 Luigi Ballabio |
|
3413 |
||
3414 |
* [r3688] Ruby/setup.rb: |
|
3415 |
||
3416 |
*** empty log message *** |
|
3417 |
||
3418 |
2003-12-11 12:41 Luigi Ballabio |
|
3419 |
||
3420 |
* [r3685] SWIG/instruments.i, SWIG/options.i: |
|
3421 |
||
3422 |
Moved PricingEngine to instruments.i |
|
3423 |
Exported Payoff |
|
3424 |
||
3425 |
2003-12-10 13:17 Marco Marchioro |
|
3426 |
||
3427 |
* [r3665] SWIG/calendars.i: |
|
3428 |
||
3429 |
Added calendar for Copenhagen |
|
3430 |
||
3431 |
2003-12-03 13:06 Luigi Ballabio |
|
3432 |
||
3433 |
* [r3658] Guile/README.txt, Guile/setup.scm, |
|
3434 |
Guile/test/instruments.scm, Guile/test/integrals.scm, |
|
3435 |
Guile/test/marketelements.scm, Guile/test/solvers1d.scm, |
|
3436 |
Guile/test/termstructures.scm, SWIG/linearalgebra.i, SWIG/ql.i: |
|
3437 |
||
3438 |
Guile ready for SWIG 1.3.20 |
|
3439 |
||
3440 |
2003-12-03 11:59 Luigi Ballabio |
|
3441 |
||
3442 |
* [r3657] MzScheme/README.txt, MzScheme/quantlib/ql-init.ss, |
|
3443 |
MzScheme/test/instruments.scm, MzScheme/test/integrals.scm, |
|
3444 |
MzScheme/test/marketelements.scm, MzScheme/test/solvers1d.scm, |
|
3445 |
MzScheme/test/termstructures.scm, SWIG/history.i, |
|
3446 |
SWIG/linearalgebra.i, SWIG/montecarlo.i, SWIG/scheduler.i: |
|
3447 |
||
3448 |
MzScheme ready for SWIG 1.3.20 |
|
3449 |
||
3450 |
2003-12-01 12:46 Luigi Ballabio |
|
3451 |
||
3452 |
* [r3654] SWIG/marketelements.i: |
|
3453 |
||
3454 |
*** empty log message *** |
|
3455 |
||
3456 |
2003-12-01 10:41 Luigi Ballabio |
|
3457 |
||
3458 |
* [r3652] Python/QuantLib/test/instruments.py, |
|
3459 |
Python/QuantLib/test/marketelements.py, |
|
3460 |
Python/QuantLib/test/termstructures.py, Ruby/QuantLib.rb, |
|
3461 |
SWIG/blackmodel.i, SWIG/instruments.i, SWIG/marketelements.i, |
|
3462 |
SWIG/options.i, SWIG/piecewiseflatforward.i, SWIG/scheduler.i, |
|
3463 |
SWIG/shortratemodels.i, SWIG/termstructures.i, SWIG/volatilities.i: |
|
3464 |
||
3465 |
Sync with C++ |
|
3466 |
||
3467 |
2003-11-27 13:00 Luigi Ballabio |
|
3468 |
||
3469 |
* [r3642] SWIG/common.i: |
|
3470 |
||
3471 |
Visual fails Koenig lookup (I guess) |
|
3472 |
||
3473 |
2003-11-27 10:47 Luigi Ballabio |
|
3474 |
||
3475 |
* [r3639] SWIG/cashflows.i, SWIG/common.i, SWIG/compoundforward.i, |
|
3476 |
SWIG/discountcurve.i, SWIG/indexes.i, SWIG/instruments.i, |
|
3477 |
SWIG/marketelements.i, SWIG/options.i, SWIG/piecewiseflatforward.i, |
|
3478 |
SWIG/shortratemodels.i, SWIG/swap.i, SWIG/swaption.i: |
|
3479 |
||
3480 |
Sync with C++ |
|
3481 |
||
3482 |
2003-11-24 11:02 Luigi Ballabio |
|
3483 |
||
3484 |
* [r3636] SWIG/optimizers.i, SWIG/shortratemodels.i: |
|
3485 |
||
3486 |
*** empty log message *** |
|
3487 |
||
3488 |
2003-11-21 16:33 Ferdinando Ametrano |
|
3489 |
||
3490 |
* [r3627] Guile/setup.scm, MzScheme/setup.scm: |
|
3491 |
||
3492 |
added missing file |
|
3493 |
||
3494 |
2003-11-20 17:59 Ferdinando Ametrano |
|
3495 |
||
3496 |
* [r3622] SWIG/statistics.i: |
|
3497 |
||
3498 |
The already deprecated MultivariateAccumulator is gone. |
|
3499 |
Use SequenceStatistics instead |
|
3500 |
||
3501 |
2003-11-20 17:07 Luigi Ballabio |
|
3502 |
||
3503 |
* [r3619] Python/MANIFEST.in, Python/QuantLib-Python.spec, |
|
3504 |
Ruby/QuantLib-Ruby.spec, Ruby/setup.rb: |
|
3505 |
||
3506 |
Added Liguo's spec file for RPM |
|
3507 |
||
3508 |
2003-11-18 20:12 Ferdinando Ametrano |
|
3509 |
||
3510 |
* [r3605] Guile/setup.scm, MzScheme/setup.scm, Ruby/setup.rb: |
|
3511 |
||
3512 |
R000304f0-branch-merge1 merged into trunk |
|
3513 |
||
3514 |
2003-11-12 10:11 Luigi Ballabio |
|
3515 |
||
3516 |
* [r3584] MzScheme/test/quantlib-test-suite.scm, |
|
3517 |
Ruby/test/QuantLibTestSuite.rb: |
|
3518 |
||
3519 |
*** empty log message *** |
|
3520 |
||
3521 |
2003-11-11 16:27 Luigi Ballabio |
|
3522 |
||
3523 |
* [r3581] SWIG/compoundforward.i, SWIG/discountcurve.i, |
|
3524 |
SWIG/functions.i, SWIG/old_volatility.i, SWIG/optimizers.i, |
|
3525 |
SWIG/piecewiseflatforward.i, SWIG/termstructures.i, |
|
3526 |
SWIG/volatilities.i: |
|
3527 |
||
3528 |
*** empty log message *** |
|
3529 |
||
3530 |
2003-11-11 11:22 Luigi Ballabio |
|
3531 |
||
3532 |
* [r3579] SWIG/optimizers.i, SWIG/randomnumbers.i, |
|
3533 |
SWIG/shortratemodels.i: |
|
3534 |
||
3535 |
*** empty log message *** |
|
3536 |
||
3537 |
2003-11-10 13:12 Luigi Ballabio |
|
3538 |
||
3539 |
* [r3576] SWIG/capfloor.i, SWIG/montecarlo.i, SWIG/observer.i, |
|
3540 |
SWIG/old_pricers.i, SWIG/options.i, SWIG/randomnumbers.i, |
|
3541 |
SWIG/shortratemodels.i, SWIG/swaption.i: |
|
3542 |
||
3543 |
*** empty log message *** |
|
3544 |
||
3545 |
2003-11-07 17:21 Luigi Ballabio |
|
3546 |
||
3547 |
* [r3573] SWIG/distributions.i, SWIG/integrals.i, |
|
3548 |
SWIG/interpolation.i, SWIG/linearalgebra.i, SWIG/operators.i, |
|
3549 |
SWIG/statistics.i: |
|
3550 |
||
3551 |
*** empty log message *** |
|
3552 |
||
3553 |
2003-11-07 13:06 Luigi Ballabio |
|
3554 |
||
3555 |
* [r3568] SWIG/capfloor.i, SWIG/instruments.i, SWIG/options.i, |
|
3556 |
SWIG/swap.i, SWIG/swaption.i: |
|
3557 |
||
3558 |
*** empty log message *** |
|
3559 |
||
3560 |
2003-11-07 12:33 Luigi Ballabio |
|
3561 |
||
3562 |
* [r3566] SWIG/indexes.i: |
|
3563 |
||
3564 |
*** empty log message *** |
|
3565 |
||
3566 |
2003-11-07 09:39 Luigi Ballabio |
|
3567 |
||
3568 |
* [r3563] SWIG/cashflows.i, SWIG/daycounters.i, SWIG/operators.i, |
|
3569 |
SWIG/timebasket.i: |
|
3570 |
||
3571 |
*** empty log message *** |
|
3572 |
||
3573 |
2003-11-06 12:32 Luigi Ballabio |
|
3574 |
||
3575 |
* [r3557] SWIG/calendars.i: |
|
3576 |
||
3577 |
*** empty log message *** |
|
3578 |
||
3579 |
2003-11-06 11:41 Luigi Ballabio |
|
3580 |
||
3581 |
* [r3556] SWIG/cashflows.i: |
|
3582 |
||
3583 |
*** empty log message *** |
|
3584 |
||
3585 |
2003-11-04 17:54 Luigi Ballabio |
|
3586 |
||
3587 |
* [r3545] SWIG/old_pricers.i: |
|
3588 |
||
3589 |
*** empty log message *** |
|
3590 |
||
3591 |
2003-11-03 16:41 Luigi Ballabio |
|
3592 |
||
3593 |
* [r3535] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
3594 |
Ruby/setup.rb, SWIG/ql.i: |
|
3595 |
||
3596 |
Bumped version number |
|
3597 |
||
3598 |
2003-11-03 16:21 Luigi Ballabio |
|
3599 |
||
3600 |
* [r3532] Guile/setup.scm, MzScheme/setup.scm, Python/setup.py, |
|
3601 |
Ruby/setup.rb, SWIG/ql.i: |
|
3602 |
||
3603 |
Bumped version number |
|
3604 |
||
3605 |
2003-11-03 15:04 Ferdinando Ametrano |
|
3606 |
||
3607 |
* [r3529] Guile/News.txt, MzScheme/News.txt, Python/News.txt, |
|
3608 |
Ruby/News.txt: |
|
3609 |
||
3610 |
initial doc update |
|
3611 |
||
3612 |
2003-11-03 14:59 Ferdinando Ametrano |
|
3613 |
||
3614 |
* [r3528] Guile/History.txt, Guile/News.txt, MzScheme/History.txt, |
|
3615 |
MzScheme/News.txt, Python/History.txt, Python/News.txt, |
|
3616 |
Ruby/History.txt, Ruby/News.txt: |
|
3617 |
||
3618 |
let's try for November 21th, QuantLib 3rd anniversary :) |
|
3619 |
||
3620 |
2003-11-03 14:51 Ferdinando Ametrano |
|
3621 |
||
3622 |
* [r3527] Guile/ChangeLog.txt, MzScheme/ChangeLog.txt, |
|
3623 |
Ruby/ChangeLog.txt, SWIG/ChangeLog.txt: |
|
3624 |
||
3625 |
updated |
|
3626 |
||
3627 |
2003-11-03 14:00 Ferdinando Ametrano |
|
3628 |
||
3629 |
* [r3525] Guile/setup.scm, Guile/test/common.scm, |
|
3630 |
Guile/test/instruments.scm, Guile/test/integrals.scm, |
|
3631 |
Guile/test/marketelements.scm, Guile/test/quantlib-test-suite.scm, |
|
3632 |
Guile/test/solvers1d.scm, Guile/test/termstructures.scm, |
|
3633 |
Guile/test/unittest.scm, Guile/test/utilities.scm, |
|
3634 |
MzScheme/quantlib/ql-init.ss, MzScheme/quantlib/quantlib.ss, |
|
3635 |
MzScheme/setup.scm, MzScheme/test/common.scm, |
|
3636 |
MzScheme/test/instruments.scm, MzScheme/test/integrals.scm, |
|
3637 |
MzScheme/test/marketelements.scm, |
|
3638 |
MzScheme/test/quantlib-test-suite.scm, MzScheme/test/solvers1d.scm, |
|
3639 |
MzScheme/test/termstructures.scm, MzScheme/test/unittest.scm, |
|
3640 |
MzScheme/test/utilities.scm, Python/Authors.txt, |
|
3641 |
Python/QuantLib/__init__.py, |
|
3642 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
3643 |
Python/QuantLib/test/date.py, Python/QuantLib/test/instruments.py, |
|
3644 |
Python/QuantLib/test/integrals.py, |
|
3645 |
Python/QuantLib/test/marketelements.py, |
|
3646 |
Python/QuantLib/test/solvers1d.py, |
|
3647 |
Python/QuantLib/test/termstructures.py, Python/setup.py, |
|
3648 |
Ruby/QuantLib.rb, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
3649 |
Ruby/test/dates.rb, Ruby/test/instruments.rb, |
|
3650 |
Ruby/test/integrals.rb, Ruby/test/marketelements.rb, |
|
3651 |
Ruby/test/solvers1d.rb, Ruby/test/termstructures.rb, |
|
3652 |
SWIG/blackmodel.i, SWIG/calendars.i, SWIG/capfloor.i, |
|
3653 |
SWIG/cashflows.i, SWIG/common.i, SWIG/compoundforward.i, |
|
3654 |
SWIG/currencies.i, SWIG/date.i, SWIG/daycounters.i, |
|
3655 |
SWIG/discountcurve.i, SWIG/distributions.i, SWIG/functions.i, |
|
3656 |
SWIG/history.i, SWIG/indexes.i, SWIG/instruments.i, |
|
3657 |
SWIG/integrals.i, SWIG/interpolation.i, SWIG/linearalgebra.i, |
|
3658 |
SWIG/marketelements.i, SWIG/montecarlo.i, SWIG/null.i, |
|
3659 |
SWIG/observer.i, SWIG/old_pricers.i, SWIG/old_volatility.i, |
|
3660 |
SWIG/operators.i, SWIG/optimizers.i, SWIG/options.i, |
|
3661 |
SWIG/piecewiseflatforward.i, SWIG/ql.i, SWIG/quantlib.i, |
|
3662 |
SWIG/randomnumbers.i, SWIG/scheduler.i, SWIG/shortratemodels.i, |
|
3663 |
SWIG/statistics.i, SWIG/swap.i, SWIG/swaption.i, |
|
3664 |
SWIG/termstructures.i, SWIG/timebasket.i, SWIG/types.i, |
|
3665 |
SWIG/vectors.i, SWIG/volatilities.i: |
|
3666 |
||
3667 |
ferdinando@ametrano.net replaced by quantlib-dev@lists.sf.net |
|
3668 |
||
3669 |
2003-11-03 12:18 Ferdinando Ametrano |
|
3670 |
||
3671 |
* [r3520] Guile/ChangeLog.txt, MzScheme/ChangeLog.txt, |
|
3672 |
Python/ChangeLog.txt, Ruby/ChangeLog.txt, SWIG/ChangeLog.txt: |
|
3673 |
||
3674 |
updated |
|
3675 |
||
3676 |
2003-11-03 12:04 Ferdinando Ametrano |
|
3677 |
||
3678 |
* [r3519] SWIG/ChangeLog.txt: |
|
3679 |
||
3680 |
updated |
|
3681 |
||
3682 |
2003-11-01 13:20 Luigi Ballabio |
|
3683 |
||
3684 |
* [r3516] Ruby/setup.rb: |
|
3685 |
||
3686 |
*** empty log message *** |
|
3687 |
||
3688 |
2003-10-31 08:25 Luigi Ballabio |
|
3689 |
||
3690 |
* [r3513] Guile/README.txt, MzScheme/README.txt, Python/README.txt, |
|
3691 |
Ruby/README.txt: |
|
3692 |
||
3693 |
Typos and other small stuff |
|
3694 |
||
3695 |
2003-10-29 15:43 Luigi Ballabio |
|
3696 |
||
3697 |
* [r3506] Guile, Guile/.cvsignore, Guile/README.txt, Guile/setup.scm, |
|
3698 |
Guile/test/instruments.scm, Guile/test/integrals.scm, |
|
3699 |
Guile/test/marketelements.scm, Guile/test/quantlib-test-suite.scm, |
|
3700 |
Guile/test/solvers1d.scm, Guile/test/termstructures.scm, |
|
3701 |
Guile/test/unittest.scm: |
|
3702 |
||
3703 |
Unit tests moved to the Greg framework |
|
3704 |
||
3705 |
2003-10-29 13:25 Luigi Ballabio |
|
3706 |
||
3707 |
* [r3505] MzScheme/test/utilities.scm: |
|
3708 |
||
3709 |
*** empty log message *** |
|
3710 |
||
3711 |
2003-10-24 15:37 Luigi Ballabio |
|
3712 |
||
3713 |
* [r3503] Guile/setup.scm, Guile/test/integrals.scm, |
|
3714 |
Guile/test/quantlib-test-suite.scm, Guile/test/segmentintegral.scm, |
|
3715 |
MzScheme/setup.scm, MzScheme/test/integrals.scm, |
|
3716 |
MzScheme/test/quantlib-test-suite.scm, |
|
3717 |
MzScheme/test/segmentintegral.scm, |
|
3718 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
3719 |
Python/QuantLib/test/integrals.py, |
|
3720 |
Python/QuantLib/test/segmentintegral.py, Python/setup.py, |
|
3721 |
Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
3722 |
Ruby/test/integrals.rb, Ruby/test/segmentintegral.rb, |
|
3723 |
SWIG/integrals.i, SWIG/ql.i, SWIG/segmentintegral.i: |
|
3724 |
||
3725 |
Sync with C++ |
|
3726 |
||
3727 |
2003-10-23 16:18 Luigi Ballabio |
|
3728 |
||
3729 |
* [r3498] Python/setup.py, SWIG/timebasket.i: |
|
3730 |
||
3731 |
*** empty log message *** |
|
3732 |
||
3733 |
2003-10-23 16:16 Luigi Ballabio |
|
3734 |
||
3735 |
* [r3497] Python/setup.py: |
|
3736 |
||
3737 |
Allow compiling with either Multithreaded or Multithreaded-DLL code |
|
3738 |
generation |
|
3739 |
||
3740 |
2003-10-23 14:44 Luigi Ballabio |
|
3741 |
||
3742 |
* [r3495] SWIG/swap.i, SWIG/timebasket.i: |
|
3743 |
||
3744 |
Sync with C++ |
|
3745 |
||
3746 |
2003-10-17 15:03 Luigi Ballabio |
|
3747 |
||
3748 |
* [r3480] Guile/setup.scm, Guile/test/calendars.scm, |
|
3749 |
Guile/test/capfloor.scm, Guile/test/covariance.scm, |
|
3750 |
Guile/test/date.scm, Guile/test/daycounters.scm, |
|
3751 |
Guile/test/distributions.scm, Guile/test/europeanoption.scm, |
|
3752 |
Guile/test/marketelements.scm, Guile/test/old_pricers.scm, |
|
3753 |
Guile/test/operators.scm, Guile/test/piecewiseflatforward.scm, |
|
3754 |
Guile/test/quantlib-test-suite.scm, Guile/test/riskstatistics.scm, |
|
3755 |
Guile/test/simpleswap.scm, Guile/test/statistics.scm, |
|
3756 |
Guile/test/swaption.scm, Guile/test/termstructures.scm: |
|
3757 |
||
3758 |
Removed tests duplicating C++ tests. The Guile test-suite now tests |
|
3759 |
Guile-specific features only. |
|
3760 |
||
3761 |
2003-10-17 14:56 Luigi Ballabio |
|
3762 |
||
3763 |
* [r3479] MzScheme/setup.scm, MzScheme/test/calendars.scm, |
|
3764 |
MzScheme/test/capfloor.scm, MzScheme/test/covariance.scm, |
|
3765 |
MzScheme/test/date.scm, MzScheme/test/daycounters.scm, |
|
3766 |
MzScheme/test/distributions.scm, MzScheme/test/europeanoption.scm, |
|
3767 |
MzScheme/test/marketelements.scm, MzScheme/test/old_pricers.scm, |
|
3768 |
MzScheme/test/operators.scm, MzScheme/test/piecewiseflatforward.scm, |
|
3769 |
MzScheme/test/quantlib-test-suite.scm, |
|
3770 |
MzScheme/test/riskstatistics.scm, MzScheme/test/simpleswap.scm, |
|
3771 |
MzScheme/test/statistics.scm, MzScheme/test/swaption.scm, |
|
3772 |
MzScheme/test/termstructures.scm: |
|
3773 |
||
3774 |
Removed tests duplicating C++ tests. The MzScheme test-suite now |
|
3775 |
tests MzScheme-specific features only. |
|
3776 |
||
3777 |
2003-10-17 14:54 Luigi Ballabio |
|
3778 |
||
3779 |
* [r3478] Ruby/test/dates.rb, Ruby/test/termstructures.rb: |
|
3780 |
||
3781 |
*** empty log message *** |
|
3782 |
||
3783 |
2003-10-17 14:35 Luigi Ballabio |
|
3784 |
||
3785 |
* [r3477] Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
3786 |
Ruby/test/calendars.rb, Ruby/test/capfloor.rb, |
|
3787 |
Ruby/test/covariance.rb, Ruby/test/dates.rb, |
|
3788 |
Ruby/test/daycounters.rb, Ruby/test/distributions.rb, |
|
3789 |
Ruby/test/europeanoption.rb, Ruby/test/old_pricers.rb, |
|
3790 |
Ruby/test/operators.rb, Ruby/test/piecewiseflatforward.rb, |
|
3791 |
Ruby/test/riskstatistics.rb, Ruby/test/simpleswap.rb, |
|
3792 |
Ruby/test/statistics.rb, Ruby/test/swaption.rb: |
|
3793 |
||
3794 |
Removed tests duplicating C++ tests. The Ruby test-suite now tests |
|
3795 |
Ruby-specific features only. |
|
3796 |
||
3797 |
2003-10-17 14:18 Luigi Ballabio |
|
3798 |
||
3799 |
* [r3476] Python/QuantLib/test/QuantLibTestSuite.py, |
|
3800 |
Python/QuantLib/test/calendars.py, Python/QuantLib/test/capfloor.py, |
|
3801 |
Python/QuantLib/test/covariance.py, Python/QuantLib/test/date.py, |
|
3802 |
Python/QuantLib/test/daycounters.py, |
|
3803 |
Python/QuantLib/test/distributions.py, |
|
3804 |
Python/QuantLib/test/europeanoption.py, |
|
3805 |
Python/QuantLib/test/marketelements.py, |
|
3806 |
Python/QuantLib/test/old_pricers.py, |
|
3807 |
Python/QuantLib/test/operators.py, |
|
3808 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
3809 |
Python/QuantLib/test/riskstatistics.py, |
|
3810 |
Python/QuantLib/test/simpleswap.py, |
|
3811 |
Python/QuantLib/test/statistics.py, |
|
3812 |
Python/QuantLib/test/swaption.py, |
|
3813 |
Python/QuantLib/test/termstructures.py, Python/setup.py: |
|
3814 |
||
3815 |
Removed tests duplicating C++ tests. The Python test-suite now tests |
|
3816 |
Python-specific features only. |
|
3817 |
||
3818 |
2003-10-17 13:45 Luigi Ballabio |
|
3819 |
||
3820 |
* [r3475] Python, Python/.cvsignore: |
|
3821 |
||
3822 |
*** empty log message *** |
|
3823 |
||
3824 |
2003-10-14 09:14 Luigi Ballabio |
|
3825 |
||
3826 |
* [r3452] SWIG/interpolation.i, SWIG/swap.i, SWIG/volatilities.i: |
|
3827 |
||
3828 |
Sync with C++ |
|
3829 |
||
3830 |
2003-10-10 13:14 Luigi Ballabio |
|
3831 |
||
3832 |
* [r3435] MzScheme/README.txt: |
|
3833 |
||
3834 |
*** empty log message *** |
|
3835 |
||
3836 |
2003-10-10 13:10 Luigi Ballabio |
|
3837 |
||
3838 |
* [r3434] Guile, Guile/.cvsignore, Guile/Authors.txt, |
|
3839 |
Guile/ChangeLog.txt, Guile/Contributors.txt, Guile/History.txt, |
|
3840 |
Guile/LICENSE.TXT, Guile/News.txt, Guile/README.txt, |
|
3841 |
Guile/setup.scm, Guile/test, Guile/test/calendars.scm, |
|
3842 |
Guile/test/capfloor.scm, Guile/test/common.scm, |
|
3843 |
Guile/test/covariance.scm, Guile/test/date.scm, |
|
3844 |
Guile/test/daycounters.scm, Guile/test/distributions.scm, |
|
3845 |
Guile/test/europeanoption.scm, Guile/test/instruments.scm, |
|
3846 |
Guile/test/marketelements.scm, Guile/test/old_pricers.scm, |
|
3847 |
Guile/test/operators.scm, Guile/test/piecewiseflatforward.scm, |
|
3848 |
Guile/test/quantlib-test-suite.scm, Guile/test/riskstatistics.scm, |
|
3849 |
Guile/test/segmentintegral.scm, Guile/test/simpleswap.scm, |
|
3850 |
Guile/test/solvers1d.scm, Guile/test/statistics.scm, |
|
3851 |
Guile/test/swaption.scm, Guile/test/termstructures.scm, |
|
3852 |
Guile/test/unittest.scm, Guile/test/utilities.scm, Scheme: |
|
3853 |
||
3854 |
Detached Guile from MzScheme |
|
3855 |
||
3856 |
2003-10-10 12:37 Luigi Ballabio |
|
3857 |
||
3858 |
* [r3433] Scheme/MzScheme: |
|
3859 |
||
3860 |
*** empty log message *** |
|
3861 |
||
3862 |
2003-10-10 12:36 Luigi Ballabio |
|
3863 |
||
3864 |
* [r3432] MzScheme, MzScheme/.cvsignore, MzScheme/Authors.txt, |
|
3865 |
MzScheme/ChangeLog.txt, MzScheme/Contributors.txt, |
|
3866 |
MzScheme/History.txt, MzScheme/LICENSE.TXT, MzScheme/News.txt, |
|
3867 |
MzScheme/README.txt, MzScheme/quantlib, |
|
3868 |
MzScheme/quantlib/ql-init.ss, MzScheme/quantlib/quantlib.ss, |
|
3869 |
MzScheme/setup.scm, MzScheme/test, MzScheme/test/calendars.scm, |
|
3870 |
MzScheme/test/capfloor.scm, MzScheme/test/common.scm, |
|
3871 |
MzScheme/test/covariance.scm, MzScheme/test/date.scm, |
|
3872 |
MzScheme/test/daycounters.scm, MzScheme/test/distributions.scm, |
|
3873 |
MzScheme/test/europeanoption.scm, MzScheme/test/instruments.scm, |
|
3874 |
MzScheme/test/marketelements.scm, MzScheme/test/old_pricers.scm, |
|
3875 |
MzScheme/test/operators.scm, MzScheme/test/piecewiseflatforward.scm, |
|
3876 |
MzScheme/test/quantlib-test-suite.scm, |
|
3877 |
MzScheme/test/riskstatistics.scm, MzScheme/test/segmentintegral.scm, |
|
3878 |
MzScheme/test/simpleswap.scm, MzScheme/test/solvers1d.scm, |
|
3879 |
MzScheme/test/statistics.scm, MzScheme/test/swaption.scm, |
|
3880 |
MzScheme/test/termstructures.scm, MzScheme/test/unittest.scm, |
|
3881 |
MzScheme/test/utilities.scm, Scheme/MzScheme/Authors.txt, |
|
3882 |
Scheme/MzScheme/ChangeLog.txt, Scheme/MzScheme/Contributors.txt, |
|
3883 |
Scheme/MzScheme/History.txt, Scheme/MzScheme/LICENSE.TXT, |
|
3884 |
Scheme/MzScheme/News.txt, Scheme/MzScheme/README.txt, |
|
3885 |
Scheme/MzScheme/quantlib, Scheme/MzScheme/setup.scm, |
|
3886 |
Scheme/MzScheme/test: |
|
3887 |
||
3888 |
Moved tests from in-house framework to Schemeunit |
|
3889 |
||
3890 |
2003-10-10 08:14 Luigi Ballabio |
|
3891 |
||
3892 |
* [r3431] Python/QuantLib/test/swaption.py, Ruby/test/swaption.rb, |
|
3893 |
Scheme/test/swaption.scm: |
|
3894 |
||
3895 |
*** empty log message *** |
|
3896 |
||
3897 |
2003-10-03 12:08 Luigi Ballabio |
|
3898 |
||
3899 |
* [r3407] Ruby/test/capfloor.rb, SWIG/capfloor.i, |
|
3900 |
Scheme/test/capfloor.scm: |
|
3901 |
||
3902 |
Applied the Foo::arguments and Foo::results naming scheme |
|
3903 |
||
3904 |
2003-09-29 08:24 Luigi Ballabio |
|
3905 |
||
3906 |
* [r3393] SWIG/calendars.i, SWIG/daycounters.i: |
|
3907 |
||
3908 |
Null calendar and simple day counter |
|
3909 |
||
3910 |
2003-09-26 16:27 Luigi Ballabio |
|
3911 |
||
3912 |
* [r3391] Python/QuantLib/test/capfloor.py: |
|
3913 |
||
3914 |
*** empty log message *** |
|
3915 |
||
3916 |
2003-09-23 15:51 Luigi Ballabio |
|
3917 |
||
3918 |
* [r3381] SWIG/old_pricers.i: |
|
3919 |
||
3920 |
Synch with C++ |
|
3921 |
||
3922 |
2003-09-19 13:08 Luigi Ballabio |
|
3923 |
||
3924 |
* [r3371] SWIG/cashflows.i, SWIG/scheduler.i, SWIG/swap.i: |
|
3925 |
||
3926 |
Updated for new Schedule stuff |
|
3927 |
||
3928 |
2003-09-09 10:48 Luigi Ballabio |
|
3929 |
||
3930 |
* [r3356] Python/setup.py: |
|
3931 |
||
3932 |
Added PyPI metadata |
|
3933 |
||
3934 |
2003-09-01 14:22 Luigi Ballabio |
|
3935 |
||
3936 |
* [r3326] Ruby/setup.rb, Scheme/Guile/setup.scm, |
|
3937 |
Scheme/MzScheme/setup.scm: |
|
3938 |
||
3939 |
Final merge from 0.3.3 branch |
|
3940 |
||
3941 |
2003-08-28 15:56 Luigi Ballabio |
|
3942 |
||
3943 |
* [r3319] Python/ChangeLog.txt, Python/History.txt, Python/News.txt, |
|
3944 |
Python/QuantLib/__init__.py, Python/setup.py, Ruby/ChangeLog.txt, |
|
3945 |
Ruby/History.txt, Ruby/News.txt, Ruby/setup.rb, SWIG/cashflows.i, |
|
3946 |
SWIG/date.i, SWIG/discountcurve.i, SWIG/linearalgebra.i, |
|
3947 |
SWIG/marketelements.i, SWIG/swap.i, Scheme/Guile/ChangeLog.txt, |
|
3948 |
Scheme/Guile/History.txt, Scheme/Guile/News.txt, |
|
3949 |
Scheme/MzScheme/ChangeLog.txt, Scheme/MzScheme/History.txt, |
|
3950 |
Scheme/MzScheme/News.txt: |
|
3951 |
||
3952 |
Merged 0.3.3 branch |
|
3953 |
||
3954 |
2003-07-25 11:05 Luigi Ballabio |
|
3955 |
||
3956 |
* [r3256] Python/setup.py, Ruby/setup.rb, SWIG/ql.i, |
|
3957 |
Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
3958 |
||
3959 |
Bumped version number after branching |
|
3960 |
||
3961 |
2003-07-25 10:51 Luigi Ballabio |
|
3962 |
||
3963 |
* [r3254] Python/setup.py, Ruby/setup.rb, SWIG/ql.i, |
|
3964 |
Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
3965 |
||
3966 |
Bumped version number |
|
3967 |
||
3968 |
2003-07-24 07:43 Luigi Ballabio |
|
3969 |
||
3970 |
* [r3228] Python/setup.py, Ruby/setup.rb, Scheme/Guile/setup.scm, |
|
3971 |
Scheme/MzScheme/setup.scm: |
|
3972 |
||
3973 |
Added new files to setup |
|
3974 |
||
3975 |
2003-07-23 13:21 Marco Marchioro |
|
3976 |
||
3977 |
* [r3220] SWIG/compoundforward.i: |
|
3978 |
||
3979 |
somebosy forgot a commit |
|
3980 |
||
3981 |
2003-07-22 16:01 Marco Marchioro |
|
3982 |
||
3983 |
* [r3213] SWIG/interpolation.i: |
|
3984 |
||
3985 |
Added first and second derivatives to CubicSpline |
|
3986 |
||
3987 |
2003-07-22 15:35 Ferdinando Ametrano |
|
3988 |
||
3989 |
* [r3208] Python/ChangeLog.txt, Ruby/ChangeLog.txt, |
|
3990 |
SWIG/ChangeLog.txt, Scheme/Guile/ChangeLog.txt, |
|
3991 |
Scheme/MzScheme/ChangeLog.txt: |
|
3992 |
||
3993 |
updated |
|
3994 |
||
3995 |
2003-07-22 14:25 Luigi Ballabio |
|
3996 |
||
3997 |
* [r3207] SWIG/cashflows.i, SWIG/swap.i: |
|
3998 |
||
3999 |
Trust me... |
|
4000 |
||
4001 |
2003-07-22 12:10 andrelouw |
|
4002 |
||
4003 |
* [r3206] SWIG/timebasket.i: |
|
4004 |
||
4005 |
Time Baske SWIG interface file. |
|
4006 |
||
4007 |
2003-07-22 12:06 andrelouw |
|
4008 |
||
4009 |
* [r3205] SWIG/ql.i: |
|
4010 |
||
4011 |
Added compoundforward.i |
|
4012 |
||
4013 |
2003-07-22 12:00 andrelouw |
|
4014 |
||
4015 |
* [r3204] SWIG/termstructures.i: |
|
4016 |
||
4017 |
Added compound forward and zero coupon rates. |
|
4018 |
||
4019 |
2003-07-22 11:59 andrelouw |
|
4020 |
||
4021 |
* [r3203] SWIG/swap.i: |
|
4022 |
||
4023 |
Construct simpleswap to specified maturity. Ability to generate |
|
4024 |
dates from end. |
|
4025 |
||
4026 |
2003-07-22 11:56 andrelouw |
|
4027 |
||
4028 |
* [r3202] SWIG/scheduler.i: |
|
4029 |
||
4030 |
Added functionality to generate dates from end. |
|
4031 |
||
4032 |
2003-07-22 11:55 andrelouw |
|
4033 |
||
4034 |
* [r3201] SWIG/piecewiseflatforward.i: |
|
4035 |
||
4036 |
Added Future with specified maturity date, construct termstructure |
|
4037 |
from input vector of dates and rates. |
|
4038 |
||
4039 |
2003-07-22 11:53 andrelouw |
|
4040 |
||
4041 |
* [r3200] SWIG/discountcurve.i: |
|
4042 |
||
4043 |
Change to parameters passed in. |
|
4044 |
||
4045 |
2003-07-22 11:52 andrelouw |
|
4046 |
||
4047 |
* [r3199] SWIG/date.i: |
|
4048 |
||
4049 |
Added input string parsing as well as __repr__ of period. |
|
4050 |
||
4051 |
2003-07-22 11:50 andrelouw |
|
4052 |
||
4053 |
* [r3198] SWIG/compoundforward.i: |
|
4054 |
||
4055 |
Compound Forward termstructure implementation |
|
4056 |
||
4057 |
2003-07-22 11:48 andrelouw |
|
4058 |
||
4059 |
* [r3197] SWIG/cashflows.i: |
|
4060 |
||
4061 |
Added parameters to do with generating from the end. |
|
4062 |
||
4063 |
2003-07-22 11:41 andrelouw |
|
4064 |
||
4065 |
* [r3196] SWIG/calendars.i: |
|
4066 |
||
4067 |
Added MonthEndReference convention |
|
4068 |
||
4069 |
2003-07-16 13:17 Marco Marchioro |
|
4070 |
||
4071 |
* [r3176] Python/setup.py: |
|
4072 |
||
4073 |
'QL_DEBUG' problem fixed |
|
4074 |
||
4075 |
2003-07-14 11:36 Luigi Ballabio |
|
4076 |
||
4077 |
* [r3170] Python/setup.py: |
|
4078 |
||
4079 |
Don't ask---I don't know |
|
4080 |
||
4081 |
2003-06-26 09:24 Luigi Ballabio |
|
4082 |
||
4083 |
* [r3163] Python/setup.py, Ruby/setup.rb: |
|
4084 |
||
4085 |
*** empty log message *** |
|
4086 |
||
4087 |
2003-06-11 15:06 Luigi Ballabio |
|
4088 |
||
4089 |
* [r3152] Python/setup.py, Ruby/setup.rb, SWIG/ql.i, |
|
4090 |
Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
4091 |
||
4092 |
Bumped version number |
|
4093 |
||
4094 |
2003-05-30 09:52 Luigi Ballabio |
|
4095 |
||
4096 |
* [r3145] Python/setup.py, Ruby/setup.rb, SWIG/ql.i, |
|
4097 |
SWIG/shortratemodels.i, Scheme/Guile/setup.scm, |
|
4098 |
Scheme/MzScheme/setup.scm: |
|
4099 |
||
4100 |
Short rate models exported |
|
4101 |
||
4102 |
2003-05-22 15:30 Luigi Ballabio |
|
4103 |
||
4104 |
* [r3139] Python/QuantLib/test/solvers1d.py, Ruby/test/solvers1d.rb, |
|
4105 |
SWIG/functions.i, SWIG/optimizers.i, Scheme/test/solvers1d.scm: |
|
4106 |
||
4107 |
Synch with C++ |
|
4108 |
||
4109 |
2003-05-20 08:07 Luigi Ballabio |
|
4110 |
||
4111 |
* [r3135] Python/setup.py, Ruby/setup.rb, Scheme/Guile/setup.scm: |
|
4112 |
||
4113 |
*** empty log message *** |
|
4114 |
||
4115 |
2003-05-16 16:16 Luigi Ballabio |
|
4116 |
||
4117 |
* [r3133] Python/QuantLib/__init__.py, |
|
4118 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
4119 |
Python/QuantLib/test/calendars.py, Python/QuantLib/test/capfloor.py, |
|
4120 |
Python/QuantLib/test/covariance.py, Python/QuantLib/test/date.py, |
|
4121 |
Python/QuantLib/test/daycounters.py, |
|
4122 |
Python/QuantLib/test/distributions.py, |
|
4123 |
Python/QuantLib/test/europeanoption.py, |
|
4124 |
Python/QuantLib/test/instruments.py, |
|
4125 |
Python/QuantLib/test/marketelements.py, |
|
4126 |
Python/QuantLib/test/old_pricers.py, |
|
4127 |
Python/QuantLib/test/operators.py, |
|
4128 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
4129 |
Python/QuantLib/test/riskstatistics.py, |
|
4130 |
Python/QuantLib/test/segmentintegral.py, |
|
4131 |
Python/QuantLib/test/simpleswap.py, |
|
4132 |
Python/QuantLib/test/solvers1d.py, |
|
4133 |
Python/QuantLib/test/statistics.py, |
|
4134 |
Python/QuantLib/test/swaption.py, |
|
4135 |
Python/QuantLib/test/termstructures.py, Python/setup.py, |
|
4136 |
Ruby/QuantLib.rb, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
4137 |
Ruby/test/calendars.rb, Ruby/test/capfloor.rb, |
|
4138 |
Ruby/test/covariance.rb, Ruby/test/dates.rb, |
|
4139 |
Ruby/test/daycounters.rb, Ruby/test/distributions.rb, |
|
4140 |
Ruby/test/europeanoption.rb, Ruby/test/instruments.rb, |
|
4141 |
Ruby/test/marketelements.rb, Ruby/test/old_pricers.rb, |
|
4142 |
Ruby/test/operators.rb, Ruby/test/piecewiseflatforward.rb, |
|
4143 |
Ruby/test/riskstatistics.rb, Ruby/test/segmentintegral.rb, |
|
4144 |
Ruby/test/simpleswap.rb, Ruby/test/solvers1d.rb, |
|
4145 |
Ruby/test/statistics.rb, Ruby/test/swaption.rb, |
|
4146 |
Ruby/test/termstructures.rb, SWIG/blackmodel.i, SWIG/calendars.i, |
|
4147 |
SWIG/capfloor.i, SWIG/cashflows.i, SWIG/common.i, SWIG/currencies.i, |
|
4148 |
SWIG/date.i, SWIG/daycounters.i, SWIG/discountcurve.i, |
|
4149 |
SWIG/distributions.i, SWIG/functions.i, SWIG/history.i, |
|
4150 |
SWIG/indexes.i, SWIG/instruments.i, SWIG/interpolation.i, |
|
4151 |
SWIG/linearalgebra.i, SWIG/marketelements.i, SWIG/montecarlo.i, |
|
4152 |
SWIG/null.i, SWIG/observer.i, SWIG/old_pricers.i, |
|
4153 |
SWIG/old_volatility.i, SWIG/operators.i, SWIG/optimizers.i, |
|
4154 |
SWIG/options.i, SWIG/piecewiseflatforward.i, SWIG/ql.i, |
|
4155 |
SWIG/quantlib.i, SWIG/randomnumbers.i, SWIG/scheduler.i, |
|
4156 |
SWIG/segmentintegral.i, SWIG/statistics.i, SWIG/swap.i, |
|
4157 |
SWIG/swaption.i, SWIG/termstructures.i, SWIG/types.i, |
|
4158 |
SWIG/vectors.i, SWIG/volatilities.i, Scheme/Guile/setup.scm, |
|
4159 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
4160 |
Scheme/Guile/test/unittest.scm, Scheme/Guile/test/utilities.scm, |
|
4161 |
Scheme/MzScheme/quantlib/ql-init.ss, |
|
4162 |
Scheme/MzScheme/quantlib/quantlib.ss, Scheme/MzScheme/setup.scm, |
|
4163 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
4164 |
Scheme/MzScheme/test/unittest.scm, |
|
4165 |
Scheme/MzScheme/test/utilities.scm, Scheme/test/calendars.scm, |
|
4166 |
Scheme/test/capfloor.scm, Scheme/test/common.scm, |
|
4167 |
Scheme/test/covariance.scm, Scheme/test/date.scm, |
|
4168 |
Scheme/test/daycounters.scm, Scheme/test/distributions.scm, |
|
4169 |
Scheme/test/europeanoption.scm, Scheme/test/instruments.scm, |
|
4170 |
Scheme/test/marketelements.scm, Scheme/test/old_pricers.scm, |
|
4171 |
Scheme/test/operators.scm, Scheme/test/piecewiseflatforward.scm, |
|
4172 |
Scheme/test/riskstatistics.scm, Scheme/test/segmentintegral.scm, |
|
4173 |
Scheme/test/simpleswap.scm, Scheme/test/solvers1d.scm, |
|
4174 |
Scheme/test/statistics.scm, Scheme/test/swaption.scm, |
|
4175 |
Scheme/test/termstructures.scm: |
|
4176 |
||
4177 |
First tag-free commit. Drink and be merry. |
|
4178 |
||
4179 |
2003-05-12 13:12 Luigi Ballabio |
|
4180 |
||
4181 |
* [r3127] Scheme/MzScheme/setup.scm: |
|
4182 |
||
4183 |
*** empty log message *** |
|
4184 |
||
4185 |
2003-05-09 11:24 Luigi Ballabio |
|
4186 |
||
4187 |
* [r3122] Python/setup.py, Ruby/setup.rb, SWIG/ql.i, |
|
4188 |
SWIG/randomnumbers.i, Scheme/Guile/setup.scm, |
|
4189 |
Scheme/MzScheme/setup.scm: |
|
4190 |
||
4191 |
Synch with C++ |
|
4192 |
||
4193 |
2003-05-06 16:57 Ferdinando Ametrano |
|
4194 |
||
4195 |
* [r3114] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4196 |
||
4197 |
VC project catching up |
|
4198 |
||
4199 |
2003-05-06 14:52 Luigi Ballabio |
|
4200 |
||
4201 |
* [r3111] Python/setup.py: |
|
4202 |
||
4203 |
Fixed Win installation paths |
|
4204 |
||
4205 |
2003-05-06 14:46 Luigi Ballabio |
|
4206 |
||
4207 |
* [r3110] SWIG/interpolation.i: |
|
4208 |
||
4209 |
Made interpolation palatable to VC++ |
|
4210 |
||
4211 |
2003-05-06 11:37 Luigi Ballabio |
|
4212 |
||
4213 |
* [r3109] Python/QuantLib/test/riskstatistics.py, |
|
4214 |
Python/QuantLib/test/statistics.py, Python/setup.py, |
|
4215 |
Ruby/test/covariance.rb, Ruby/test/riskstatistics.rb, |
|
4216 |
Ruby/test/statistics.rb, SWIG/ql.i, SWIG/riskstatistics.i, |
|
4217 |
SWIG/statistics.i, Scheme/test/riskstatistics.scm, |
|
4218 |
Scheme/test/statistics.scm: |
|
4219 |
||
4220 |
Synch with C++ needed |
|
4221 |
||
4222 |
2003-04-22 14:57 Ferdinando Ametrano |
|
4223 |
||
4224 |
* [r3062] Python/ChangeLog.txt, Ruby/ChangeLog.txt, |
|
4225 |
SWIG/ChangeLog.txt, Scheme/Guile/ChangeLog.txt, |
|
4226 |
Scheme/MzScheme/ChangeLog.txt: |
|
4227 |
||
4228 |
updated |
|
4229 |
||
4230 |
2003-04-22 14:40 Ferdinando Ametrano |
|
4231 |
||
4232 |
* [r3060] Python/ChangeLog.txt, Ruby/ChangeLog.txt, |
|
4233 |
SWIG/ChangeLog.txt, Scheme/Guile/ChangeLog.txt, |
|
4234 |
Scheme/MzScheme/ChangeLog.txt: |
|
4235 |
||
4236 |
updated |
|
4237 |
||
4238 |
2003-04-22 14:07 Ferdinando Ametrano |
|
4239 |
||
4240 |
* [r3058] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4241 |
||
4242 |
removed 'which' which is not supposed to be available on all |
|
4243 |
Win32/VC++ |
|
4244 |
machines |
|
4245 |
||
4246 |
2003-04-22 13:17 Luigi Ballabio |
|
4247 |
||
4248 |
* [r3056] Python/QuantLib/test/covariance.py, |
|
4249 |
Python/QuantLib/test/old_pricers.py, Ruby/test/covariance.rb, |
|
4250 |
Ruby/test/old_pricers.rb, SWIG/linearalgebra.i, SWIG/montecarlo.i, |
|
4251 |
Scheme/test/covariance.scm, Scheme/test/old_pricers.scm: |
|
4252 |
||
4253 |
Synch with C++ |
|
4254 |
||
4255 |
2003-04-17 10:12 Luigi Ballabio |
|
4256 |
||
4257 |
* [r3038] Python/QuantLib/test/QuantLibTestSuite.py, |
|
4258 |
Python/QuantLib/test/statistics.py, Python/setup.py, |
|
4259 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/statistics.rb, |
|
4260 |
SWIG/riskstatistics.i: |
|
4261 |
||
4262 |
More indiscriminated greps :) |
|
4263 |
||
4264 |
2003-04-17 09:36 Ferdinando Ametrano |
|
4265 |
||
4266 |
* [r3037] SWIG/statistics.i: |
|
4267 |
||
4268 |
no message |
|
4269 |
||
4270 |
2003-04-15 15:33 Ferdinando Ametrano |
|
4271 |
||
4272 |
* [r3026] Python/QuantLib/test/QuantLibTestSuite.py, |
|
4273 |
Python/QuantLib/test/riskstatistics.py, |
|
4274 |
Python/QuantLib/test/statistics.py, Python/setup.py, Ruby/setup.rb, |
|
4275 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/riskstatistics.rb, |
|
4276 |
Ruby/test/statistics.rb, SWIG/riskstatistics.i, SWIG/statistics.i: |
|
4277 |
||
4278 |
Statistics renamed GaussianStatistics and replaced by the former |
|
4279 |
HStatistics |
|
4280 |
||
4281 |
2003-04-13 08:31 Ferdinando Ametrano |
|
4282 |
||
4283 |
* [r3009] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4284 |
||
4285 |
it does work with Visual Studio, Python 2.2 and swig 1.3.19 |
|
4286 |
||
4287 |
2003-04-13 08:14 Ferdinando Ametrano |
|
4288 |
||
4289 |
* [r3008] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4290 |
||
4291 |
it should now work with Visual Studio, Python 2.2 and swig 1.3.19 |
|
4292 |
||
4293 |
2003-04-12 18:35 Ferdinando Ametrano |
|
4294 |
||
4295 |
* [r3005] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4296 |
||
4297 |
more verbose wrapping generation (to help detect problems) |
|
4298 |
||
4299 |
2003-04-10 16:39 Luigi Ballabio |
|
4300 |
||
4301 |
* [r2996] Python/QuantLib/test/riskstatistics.py, |
|
4302 |
Python/QuantLib/test/statistics.py, Python/setup.py, Ruby/setup.rb, |
|
4303 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/riskstatistics.rb, |
|
4304 |
Ruby/test/statistics.rb, SWIG/riskstatistics.i, SWIG/statistics.i: |
|
4305 |
||
4306 |
GRUMPF |
|
4307 |
||
4308 |
2003-04-10 16:34 Luigi Ballabio |
|
4309 |
||
4310 |
* [r2995] Python/QuantLib/test/QuantLibTestSuite.py: |
|
4311 |
||
4312 |
Grumpf |
|
4313 |
||
4314 |
2003-04-10 11:47 Ferdinando Ametrano |
|
4315 |
||
4316 |
* [r2992] Python/ChangeLog.txt, |
|
4317 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
4318 |
Python/QuantLib/test/riskstatistics.py, |
|
4319 |
Python/QuantLib/test/statistics.py, Python/setup.py, |
|
4320 |
Ruby/ChangeLog.txt, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
4321 |
Ruby/test/riskstatistics.rb, Ruby/test/statistics.rb, |
|
4322 |
SWIG/ChangeLog.txt, SWIG/riskstatistics.i, SWIG/statistics.i: |
|
4323 |
||
4324 |
grammar rules: back to Statistics, with the final s |
|
4325 |
||
4326 |
2003-04-09 12:59 Luigi Ballabio |
|
4327 |
||
4328 |
* [r2981] SWIG/statistics.i: |
|
4329 |
||
4330 |
*** empty log message *** |
|
4331 |
||
4332 |
2003-04-08 10:34 Ferdinando Ametrano |
|
4333 |
||
4334 |
* [r2974] Python/setup.py: |
|
4335 |
||
4336 |
switched from Multithread DLL to Multithread |
|
4337 |
||
4338 |
2003-04-08 07:57 Luigi Ballabio |
|
4339 |
||
4340 |
* [r2973] SWIG/randomnumbers.i: |
|
4341 |
||
4342 |
*** empty log message *** |
|
4343 |
||
4344 |
2003-04-04 17:16 Ferdinando Ametrano |
|
4345 |
||
4346 |
* [r2957] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4347 |
||
4348 |
VC++ moved from (Debug) Multithread DLL to (Debug) Multithread |
|
4349 |
||
4350 |
2003-03-28 17:33 Luigi Ballabio |
|
4351 |
||
4352 |
* [r2946] Python/QuantLib/test/old_pricers.py, Python/README.txt, |
|
4353 |
Ruby/README.txt, Ruby/test/old_pricers.rb, SWIG/montecarlo.i, |
|
4354 |
SWIG/old_pricers.i, SWIG/randomnumbers.i, Scheme/Guile/README.txt, |
|
4355 |
Scheme/MzScheme/README.txt, Scheme/test/old_pricers.scm: |
|
4356 |
||
4357 |
*** empty log message *** |
|
4358 |
||
4359 |
2003-03-28 17:32 Luigi Ballabio |
|
4360 |
||
4361 |
* [r2945] Python/setup.py: |
|
4362 |
||
4363 |
Reduced the signal/noise ratio |
|
4364 |
||
4365 |
2003-03-28 10:21 Ferdinando Ametrano |
|
4366 |
||
4367 |
* [r2942] SWIG/old_pricers.i: |
|
4368 |
||
4369 |
using std::vector instead of Array |
|
4370 |
||
4371 |
2003-03-24 23:39 Ferdinando Ametrano |
|
4372 |
||
4373 |
* [r2936] Python/QuantLib/test, Python/QuantLib/test/.cvsignore: |
|
4374 |
||
4375 |
no message |
|
4376 |
||
4377 |
2003-03-19 17:40 Ferdinando Ametrano |
|
4378 |
||
4379 |
* [r2885] SWIG/montecarlo.i: |
|
4380 |
||
4381 |
old PathPricer(s), PathGenerators, etc are available with a trailing |
|
4382 |
_old |
|
4383 |
||
4384 |
2003-03-19 17:37 Ferdinando Ametrano |
|
4385 |
||
4386 |
* [r2884] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4387 |
||
4388 |
updated |
|
4389 |
||
4390 |
2003-03-18 17:23 Ferdinando Ametrano |
|
4391 |
||
4392 |
* [r2867] SWIG/randomnumbers.i: |
|
4393 |
||
4394 |
more generators exported |
|
4395 |
||
4396 |
2003-03-18 17:21 Luigi Ballabio |
|
4397 |
||
4398 |
* [r2866] SWIG/options.i: |
|
4399 |
||
4400 |
*** empty log message *** |
|
4401 |
||
4402 |
2003-03-18 17:00 Ferdinando Ametrano |
|
4403 |
||
4404 |
* [r2865] SWIG/randomnumbers.i: |
|
4405 |
||
4406 |
more generators exported |
|
4407 |
||
4408 |
2003-03-18 16:59 Ferdinando Ametrano |
|
4409 |
||
4410 |
* [r2864] SWIG/distributions.i: |
|
4411 |
||
4412 |
Moro Inverse Cumulative algorithm exported |
|
4413 |
||
4414 |
2003-03-18 16:59 Ferdinando Ametrano |
|
4415 |
||
4416 |
* [r2863] Python/setup.py: |
|
4417 |
||
4418 |
verbose wrapper generation |
|
4419 |
||
4420 |
2003-03-17 10:10 Luigi Ballabio |
|
4421 |
||
4422 |
* [r2832] Python/QuantLib/test/capfloor.py, |
|
4423 |
Python/QuantLib/test/old_pricers.py, |
|
4424 |
Python/QuantLib/test/swaption.py, Ruby/test/capfloor.rb, |
|
4425 |
Ruby/test/old_pricers.rb, Ruby/test/swaption.rb, SWIG/options.i, |
|
4426 |
Scheme/test/capfloor.scm, Scheme/test/old_pricers.scm, |
|
4427 |
Scheme/test/swaption.scm: |
|
4428 |
||
4429 |
Works on gcc + errorEstimate() and misc |
|
4430 |
||
4431 |
2003-03-16 02:01 Ferdinando Ametrano |
|
4432 |
||
4433 |
* [r2829] Python/QuantLib/test/distributions.py, |
|
4434 |
Ruby/test/distributions.rb, Scheme/test/distributions.scm: |
|
4435 |
||
4436 |
improved Cumulative and Inverse Cumulative Normal Distribution |
|
4437 |
functions |
|
4438 |
||
4439 |
2003-03-15 23:02 Ferdinando Ametrano |
|
4440 |
||
4441 |
* [r2827] Python/QuantLib/test/distributions.py, |
|
4442 |
Ruby/test/distributions.rb, Scheme/test/distributions.scm: |
|
4443 |
||
4444 |
old bug fixed |
|
4445 |
||
4446 |
2003-03-15 20:24 Ferdinando Ametrano |
|
4447 |
||
4448 |
* [r2824] Python/QuantLib/test/distributions.py, |
|
4449 |
Ruby/test/distributions.rb, SWIG/distributions.i, |
|
4450 |
SWIG/randomnumbers.i, Scheme/test/distributions.scm: |
|
4451 |
||
4452 |
1) InvCumulativeNormalDistribution renamed to |
|
4453 |
InverseCumulativeNormal. |
|
4454 |
2) Acklam's approximation for inverse cumulative normal distribution |
|
4455 |
function |
|
4456 |
replaced Moro's algorithm. |
|
4457 |
||
4458 |
2003-03-14 09:30 Ferdinando Ametrano |
|
4459 |
||
4460 |
* [r2819] Python/ChangeLog.txt, Ruby/ChangeLog.txt, |
|
4461 |
SWIG/ChangeLog.txt, Scheme/Guile/ChangeLog.txt, |
|
4462 |
Scheme/MzScheme/ChangeLog.txt: |
|
4463 |
||
4464 |
updated |
|
4465 |
||
4466 |
2003-03-11 17:34 Luigi Ballabio |
|
4467 |
||
4468 |
* [r2810] SWIG/history.i, SWIG/montecarlo.i, SWIG/scheduler.i, |
|
4469 |
Scheme/MzScheme/quantlib/ql-init.ss: |
|
4470 |
||
4471 |
*** empty log message *** |
|
4472 |
||
4473 |
2003-03-11 12:01 Luigi Ballabio |
|
4474 |
||
4475 |
* [r2807] SWIG/interpolation.i: |
|
4476 |
||
4477 |
Bicubic interpolation |
|
4478 |
||
4479 |
2003-03-10 13:28 Luigi Ballabio |
|
4480 |
||
4481 |
* [r2794] Python/setup.py, Ruby/setup.rb: |
|
4482 |
||
4483 |
Cleaned up installation |
|
4484 |
||
4485 |
2003-03-10 12:06 Luigi Ballabio |
|
4486 |
||
4487 |
* [r2793] Python/QuantLib/test/europeanoption.py, |
|
4488 |
Ruby/test/europeanoption.rb, SWIG/options.i, SWIG/volatilities.i, |
|
4489 |
Scheme/test/europeanoption.scm: |
|
4490 |
||
4491 |
Synch with C++ |
|
4492 |
||
4493 |
2003-02-25 13:17 Luigi Ballabio |
|
4494 |
||
4495 |
* [r2735] Python/QuantLib/test/europeanoption.py, |
|
4496 |
Ruby/test/europeanoption.rb, Scheme/test/europeanoption.scm: |
|
4497 |
||
4498 |
*** empty log message *** |
|
4499 |
||
4500 |
2003-02-25 10:24 Luigi Ballabio |
|
4501 |
||
4502 |
* [r2734] Python/QuantLib/test/instruments.py, |
|
4503 |
Ruby/test/instruments.rb, SWIG/instruments.i, |
|
4504 |
Scheme/test/instruments.scm: |
|
4505 |
||
4506 |
Test for frozen instrument |
|
4507 |
||
4508 |
2003-02-20 12:12 Luigi Ballabio |
|
4509 |
||
4510 |
* [r2715] SWIG/options.i: |
|
4511 |
||
4512 |
Synch with C++ |
|
4513 |
||
4514 |
2003-02-20 11:01 Luigi Ballabio |
|
4515 |
||
4516 |
* [r2714] SWIG/calendars.i, SWIG/cashflows.i, SWIG/common.i, |
|
4517 |
SWIG/date.i, SWIG/daycounters.i, SWIG/linearalgebra.i, |
|
4518 |
SWIG/montecarlo.i, SWIG/operators.i, SWIG/piecewiseflatforward.i, |
|
4519 |
SWIG/randomnumbers.i: |
|
4520 |
||
4521 |
Workarounds no longer needed |
|
4522 |
||
4523 |
2003-02-18 15:58 Luigi Ballabio |
|
4524 |
||
4525 |
* [r2708] SWIG/piecewiseflatforward.i: |
|
4526 |
||
4527 |
*** empty log message *** |
|
4528 |
||
4529 |
2003-02-17 08:16 Luigi Ballabio |
|
4530 |
||
4531 |
* [r2704] Python/QuantLib/test/capfloor.py, |
|
4532 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
4533 |
Python/QuantLib/test/termstructures.py, Ruby/test/capfloor.rb, |
|
4534 |
Ruby/test/piecewiseflatforward.rb, Ruby/test/termstructures.rb, |
|
4535 |
Scheme/test/capfloor.scm, Scheme/test/piecewiseflatforward.scm, |
|
4536 |
Scheme/test/termstructures.scm: |
|
4537 |
||
4538 |
Had tests work on Sundays |
|
4539 |
||
4540 |
2003-02-16 12:44 Luigi Ballabio |
|
4541 |
||
4542 |
* [r2701] Python/QuantLib/test/europeanoption.py, |
|
4543 |
Ruby/test/europeanoption.rb, SWIG/options.i, |
|
4544 |
Scheme/test/europeanoption.scm: |
|
4545 |
||
4546 |
Synch with C++ |
|
4547 |
||
4548 |
2003-02-14 16:47 Luigi Ballabio |
|
4549 |
||
4550 |
* [r2695] SWIG/cashflows.i: |
|
4551 |
||
4552 |
Par coupon named as such (so sue me) |
|
4553 |
||
4554 |
2003-02-13 16:28 Luigi Ballabio |
|
4555 |
||
4556 |
* [r2690] Ruby/README.txt, Ruby/test/QuantLibTestSuite.rb, |
|
4557 |
Ruby/test/calendars.rb, Ruby/test/capfloor.rb, |
|
4558 |
Ruby/test/covariance.rb, Ruby/test/dates.rb, |
|
4559 |
Ruby/test/daycounters.rb, Ruby/test/distributions.rb, |
|
4560 |
Ruby/test/europeanoption.rb, Ruby/test/instruments.rb, |
|
4561 |
Ruby/test/marketelements.rb, Ruby/test/old_pricers.rb, |
|
4562 |
Ruby/test/operators.rb, Ruby/test/piecewiseflatforward.rb, |
|
4563 |
Ruby/test/riskstatistics.rb, Ruby/test/segmentintegral.rb, |
|
4564 |
Ruby/test/simpleswap.rb, Ruby/test/solvers1d.rb, |
|
4565 |
Ruby/test/statistics.rb, Ruby/test/swaption.rb, |
|
4566 |
Ruby/test/termstructures.rb: |
|
4567 |
||
4568 |
Updated for Test::Unit 0.1.8 |
|
4569 |
||
4570 |
2003-02-13 13:51 Luigi Ballabio |
|
4571 |
||
4572 |
* [r2689] SWIG/common.i: |
|
4573 |
||
4574 |
Handle conversions throw on failure |
|
4575 |
||
4576 |
2003-02-13 09:32 Ferdinando Ametrano |
|
4577 |
||
4578 |
* [r2685] Python, Python/.cvsignore: |
|
4579 |
||
4580 |
updated |
|
4581 |
||
4582 |
2003-02-11 18:22 Ferdinando Ametrano |
|
4583 |
||
4584 |
* [r2673] Python/QuantLibPython.mak: |
|
4585 |
||
4586 |
updated |
|
4587 |
||
4588 |
2003-02-06 16:35 Luigi Ballabio |
|
4589 |
||
4590 |
* [r2657] Python/QuantLib/test/europeanoption.py, |
|
4591 |
Ruby/test/europeanoption.rb, SWIG/options.i, |
|
4592 |
Scheme/test/europeanoption.scm: |
|
4593 |
||
4594 |
Synch with C++ |
|
4595 |
||
4596 |
2003-02-04 17:48 Luigi Ballabio |
|
4597 |
||
4598 |
* [r2635] Python/QuantLib/test/date.py, Ruby/test/dates.rb, |
|
4599 |
SWIG/date.i: |
|
4600 |
||
4601 |
*** empty log message *** |
|
4602 |
||
4603 |
2003-02-03 14:22 Ferdinando Ametrano |
|
4604 |
||
4605 |
* [r2623] Python/News.txt, Python/README.txt, Ruby/News.txt, |
|
4606 |
Ruby/README.txt, Scheme/Guile/README.txt, |
|
4607 |
Scheme/MzScheme/README.txt: |
|
4608 |
||
4609 |
improved documentation details |
|
4610 |
||
4611 |
2003-02-03 11:47 Ferdinando Ametrano |
|
4612 |
||
4613 |
* [r2622] Python/News.txt, Ruby/News.txt: |
|
4614 |
||
4615 |
adding news.txt details |
|
4616 |
Luigi: fill in other details if you like, and I'll publish them for |
|
4617 |
the 0.3.1 release |
|
4618 |
||
4619 |
2003-02-03 11:43 Ferdinando Ametrano |
|
4620 |
||
4621 |
* [r2621] Python/History.txt, Python/News.txt, Ruby/History.txt, |
|
4622 |
Ruby/News.txt, Scheme/Guile/History.txt, Scheme/Guile/News.txt, |
|
4623 |
Scheme/MzScheme/History.txt, Scheme/MzScheme/News.txt: |
|
4624 |
||
4625 |
date of release 0.3.1 |
|
4626 |
||
4627 |
2003-01-31 10:45 Sadruddin Rejeb |
|
4628 |
||
4629 |
* [r2612] SWIG/daycounters.i: |
|
4630 |
||
4631 |
Fixed 'act/act (Bond)' --> 'act/act (bond)' (reference must be |
|
4632 |
lowercase) |
|
4633 |
||
4634 |
2003-01-28 17:23 Luigi Ballabio |
|
4635 |
||
4636 |
* [r2601] Python/ChangeLog.txt, Python/LICENSE.TXT, |
|
4637 |
Python/QuantLib/LICENSE.TXT, Python/QuantLib/__init__.py, |
|
4638 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
4639 |
Python/QuantLib/test/capfloor.py, |
|
4640 |
Python/QuantLib/test/covariance.py, Python/QuantLib/test/date.py, |
|
4641 |
Python/QuantLib/test/daycounters.py, |
|
4642 |
Python/QuantLib/test/distributions.py, |
|
4643 |
Python/QuantLib/test/europeanoption.py, |
|
4644 |
Python/QuantLib/test/instruments.py, |
|
4645 |
Python/QuantLib/test/marketelements.py, |
|
4646 |
Python/QuantLib/test/old_pricers.py, |
|
4647 |
Python/QuantLib/test/operators.py, |
|
4648 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
4649 |
Python/QuantLib/test/riskstatistics.py, |
|
4650 |
Python/QuantLib/test/segmentintegral.py, |
|
4651 |
Python/QuantLib/test/simpleswap.py, |
|
4652 |
Python/QuantLib/test/solvers1d.py, |
|
4653 |
Python/QuantLib/test/statistics.py, |
|
4654 |
Python/QuantLib/test/swaption.py, |
|
4655 |
Python/QuantLib/test/termstructures.py, Python/setup.py, |
|
4656 |
Ruby/ChangeLog.txt, Ruby/LICENSE.TXT, Ruby/QuantLib.rb, |
|
4657 |
Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
4658 |
Ruby/test/capfloor.rb, Ruby/test/covariance.rb, Ruby/test/dates.rb, |
|
4659 |
Ruby/test/daycounters.rb, Ruby/test/distributions.rb, |
|
4660 |
Ruby/test/europeanoption.rb, Ruby/test/instruments.rb, |
|
4661 |
Ruby/test/marketelements.rb, Ruby/test/old_pricers.rb, |
|
4662 |
Ruby/test/operators.rb, Ruby/test/piecewiseflatforward.rb, |
|
4663 |
Ruby/test/riskstatistics.rb, Ruby/test/segmentintegral.rb, |
|
4664 |
Ruby/test/simpleswap.rb, Ruby/test/solvers1d.rb, |
|
4665 |
Ruby/test/statistics.rb, Ruby/test/swaption.rb, |
|
4666 |
Ruby/test/termstructures.rb, SWIG/ChangeLog.txt, SWIG/blackmodel.i, |
|
4667 |
SWIG/calendars.i, SWIG/capfloor.i, SWIG/cashflows.i, SWIG/common.i, |
|
4668 |
SWIG/currencies.i, SWIG/date.i, SWIG/daycounters.i, |
|
4669 |
SWIG/discountcurve.i, SWIG/distributions.i, SWIG/functions.i, |
|
4670 |
SWIG/history.i, SWIG/indexes.i, SWIG/instruments.i, |
|
4671 |
SWIG/interpolation.i, SWIG/linearalgebra.i, SWIG/marketelements.i, |
|
4672 |
SWIG/montecarlo.i, SWIG/null.i, SWIG/observer.i, SWIG/old_pricers.i, |
|
4673 |
SWIG/old_volatility.i, SWIG/operators.i, SWIG/optimizers.i, |
|
4674 |
SWIG/options.i, SWIG/piecewiseflatforward.i, SWIG/ql.i, |
|
4675 |
SWIG/quantlib.i, SWIG/randomnumbers.i, SWIG/riskstatistics.i, |
|
4676 |
SWIG/scheduler.i, SWIG/segmentintegral.i, SWIG/statistics.i, |
|
4677 |
SWIG/swap.i, SWIG/swaption.i, SWIG/termstructures.i, SWIG/types.i, |
|
4678 |
SWIG/vectors.i, SWIG/volatilities.i, Scheme/Guile/ChangeLog.txt, |
|
4679 |
Scheme/Guile/LICENSE.TXT, Scheme/Guile/setup.scm, |
|
4680 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
4681 |
Scheme/Guile/test/unittest.scm, Scheme/Guile/test/utilities.scm, |
|
4682 |
Scheme/MzScheme/ChangeLog.txt, Scheme/MzScheme/LICENSE.TXT, |
|
4683 |
Scheme/MzScheme/quantlib/ql-init.ss, |
|
4684 |
Scheme/MzScheme/quantlib/quantlib.ss, Scheme/MzScheme/setup.scm, |
|
4685 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
4686 |
Scheme/MzScheme/test/unittest.scm, |
|
4687 |
Scheme/MzScheme/test/utilities.scm, Scheme/test/capfloor.scm, |
|
4688 |
Scheme/test/common.scm, Scheme/test/covariance.scm, |
|
4689 |
Scheme/test/date.scm, Scheme/test/daycounters.scm, |
|
4690 |
Scheme/test/distributions.scm, Scheme/test/europeanoption.scm, |
|
4691 |
Scheme/test/instruments.scm, Scheme/test/marketelements.scm, |
|
4692 |
Scheme/test/old_pricers.scm, Scheme/test/operators.scm, |
|
4693 |
Scheme/test/piecewiseflatforward.scm, |
|
4694 |
Scheme/test/riskstatistics.scm, Scheme/test/segmentintegral.scm, |
|
4695 |
Scheme/test/simpleswap.scm, Scheme/test/solvers1d.scm, |
|
4696 |
Scheme/test/statistics.scm, Scheme/test/swaption.scm, |
|
4697 |
Scheme/test/termstructures.scm: |
|
4698 |
||
4699 |
Merged changes made on 0.3.1 branch |
|
4700 |
||
4701 |
2003-01-28 08:29 Luigi Ballabio |
|
4702 |
||
4703 |
* [r2596] Python/QuantLib/test/QuantLibTestSuite.py, |
|
4704 |
Python/QuantLib/test/calendars.py, Python/setup.py, Ruby/setup.rb, |
|
4705 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/calendars.rb, |
|
4706 |
SWIG/calendars.i, Scheme/Guile/setup.scm, |
|
4707 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
4708 |
Scheme/MzScheme/setup.scm, |
|
4709 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
4710 |
Scheme/test/calendars.scm: |
|
4711 |
||
4712 |
Joint calendars and stuff |
|
4713 |
||
4714 |
2003-01-24 16:32 Luigi Ballabio |
|
4715 |
||
4716 |
* [r2591] Python/setup.py, Ruby/setup.rb, SWIG/history.i, SWIG/ql.i, |
|
4717 |
Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
4718 |
||
4719 |
*** empty log message *** |
|
4720 |
||
4721 |
2003-01-17 11:10 Luigi Ballabio |
|
4722 |
||
4723 |
* [r2586] Ruby/README.txt, Ruby/setup.rb, |
|
4724 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/capfloor.rb, |
|
4725 |
Ruby/test/covariance.rb, Ruby/test/dates.rb, |
|
4726 |
Ruby/test/daycounters.rb, Ruby/test/distributions.rb, |
|
4727 |
Ruby/test/europeanoption.rb, Ruby/test/instruments.rb, |
|
4728 |
Ruby/test/marketelements.rb, Ruby/test/old_pricers.rb, |
|
4729 |
Ruby/test/operators.rb, Ruby/test/piecewiseflatforward.rb, |
|
4730 |
Ruby/test/riskstatistics.rb, Ruby/test/segmentintegral.rb, |
|
4731 |
Ruby/test/simpleswap.rb, Ruby/test/solvers1d.rb, |
|
4732 |
Ruby/test/statistics.rb, Ruby/test/swaption.rb, |
|
4733 |
Ruby/test/termstructures.rb: |
|
4734 |
||
4735 |
Migrated to Test::Unit |
|
4736 |
||
4737 |
2003-01-03 11:22 Luigi Ballabio |
|
4738 |
||
4739 |
* [r2563] Python/setup.py: |
|
4740 |
||
4741 |
*** empty log message *** |
|
4742 |
||
4743 |
2002-12-19 17:18 Luigi Ballabio |
|
4744 |
||
4745 |
* [r2551] Python/setup.py, Ruby/setup.rb, Scheme/Guile/setup.scm, |
|
4746 |
Scheme/MzScheme/setup.scm: |
|
4747 |
||
4748 |
Updated version |
|
4749 |
||
4750 |
2002-12-19 12:51 Luigi Ballabio |
|
4751 |
||
4752 |
* [r2547] Python/QuantLib/test/QuantLibTestSuite.py: |
|
4753 |
||
4754 |
*** empty log message *** |
|
4755 |
||
4756 |
2002-12-16 11:37 Ferdinando Ametrano |
|
4757 |
||
4758 |
* [r2543] Ruby/ChangeLog.txt: |
|
4759 |
||
4760 |
updated |
|
4761 |
||
4762 |
2002-12-16 11:37 Ferdinando Ametrano |
|
4763 |
||
4764 |
* [r2542] Ruby/ChangeLog.txt: |
|
4765 |
||
4766 |
updated |
|
4767 |
||
4768 |
2002-12-16 11:37 Ferdinando Ametrano |
|
4769 |
||
4770 |
* [r2541] Python/ChangeLog.txt, Ruby/ChangeLog.txt, |
|
4771 |
SWIG/ChangeLog.txt: |
|
4772 |
||
4773 |
updated |
|
4774 |
||
4775 |
2002-12-16 11:36 Ferdinando Ametrano |
|
4776 |
||
4777 |
* [r2540] Python/ChangeLog.txt, Ruby/ChangeLog.txt, |
|
4778 |
SWIG/ChangeLog.txt, Scheme/Guile/ChangeLog.txt, |
|
4779 |
Scheme/MzScheme/ChangeLog.txt: |
|
4780 |
||
4781 |
updated |
|
4782 |
||
4783 |
2002-12-16 10:38 Luigi Ballabio |
|
4784 |
||
4785 |
* [r2539] Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
4786 |
||
4787 |
*** empty log message *** |
|
4788 |
||
4789 |
2002-12-11 13:46 Luigi Ballabio |
|
4790 |
||
4791 |
* [r2535] Python/QuantLib/test/capfloor.py, |
|
4792 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
4793 |
Python/QuantLib/test/termstructures.py, Ruby/test/capfloor.rb, |
|
4794 |
Ruby/test/piecewiseflatforward.rb, Ruby/test/termstructures.rb, |
|
4795 |
SWIG/piecewiseflatforward.i, SWIG/termstructures.i, |
|
4796 |
Scheme/test/capfloor.scm, Scheme/test/piecewiseflatforward.scm, |
|
4797 |
Scheme/test/termstructures.scm: |
|
4798 |
||
4799 |
Term structure and index fixing cleanup |
|
4800 |
||
4801 |
2002-12-09 13:28 Luigi Ballabio |
|
4802 |
||
4803 |
* [r2529] SWIG/volatilities.i: |
|
4804 |
||
4805 |
Fixed local volatility interface |
|
4806 |
||
4807 |
2002-12-06 14:37 Luigi Ballabio |
|
4808 |
||
4809 |
* [r2528] Python, Python/.cvsignore, Ruby/setup.rb, |
|
4810 |
Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
4811 |
||
4812 |
*** empty log message *** |
|
4813 |
||
4814 |
2002-11-29 10:21 Marco Marchioro |
|
4815 |
||
4816 |
* [r2517] SWIG/currencies.i: |
|
4817 |
||
4818 |
added new currencies |
|
4819 |
||
4820 |
2002-11-27 12:35 Marco Marchioro |
|
4821 |
||
4822 |
* [r2512] Python/QuantLibPython.mak: |
|
4823 |
||
4824 |
no message |
|
4825 |
||
4826 |
2002-11-27 12:33 Marco Marchioro |
|
4827 |
||
4828 |
* [r2511] SWIG/calendars.i: |
|
4829 |
||
4830 |
Added calendars for Budapest, Oslo, Stockholm, and Warsaw |
|
4831 |
||
4832 |
2002-11-22 14:25 Marco Marchioro |
|
4833 |
||
4834 |
* [r2509] SWIG/date.i: |
|
4835 |
||
4836 |
Introduced Format { Long, Short, ISO };
|
|
4837 |
||
4838 |
2002-11-20 14:38 Luigi Ballabio |
|
4839 |
||
4840 |
* [r2506] SWIG/date.i: |
|
4841 |
||
4842 |
Exported overloaded Date::operator- |
|
4843 |
||
4844 |
2002-11-20 13:59 Luigi Ballabio |
|
4845 |
||
4846 |
* [r2505] Python/setup.py, Ruby/setup.rb, SWIG/discountcurve.i, |
|
4847 |
SWIG/ql.i, Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
4848 |
||
4849 |
Exported DiscountCurve |
|
4850 |
||
4851 |
2002-11-20 10:05 Luigi Ballabio |
|
4852 |
||
4853 |
* [r2503] SWIG/volatilities.i: |
|
4854 |
||
4855 |
Constant Black vol exported |
|
4856 |
||
4857 |
2002-11-14 12:36 Luigi Ballabio |
|
4858 |
||
4859 |
* [r2502] SWIG/common.i, Scheme/MzScheme/setup.scm: |
|
4860 |
||
4861 |
Win32 fixes |
|
4862 |
||
4863 |
2002-11-12 16:36 Marco Marchioro |
|
4864 |
||
4865 |
* [r2501] SWIG/date.i: |
|
4866 |
||
4867 |
default constructor added |
|
4868 |
||
4869 |
2002-11-12 13:21 Marco Marchioro |
|
4870 |
||
4871 |
* [r2500] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4872 |
||
4873 |
Using _QuantLib instead of QuantLibc |
|
4874 |
||
4875 |
2002-11-12 10:59 Marco Marchioro |
|
4876 |
||
4877 |
* [r2498] Python/QuantLibPython.dsp, Python/QuantLibPython.mak: |
|
4878 |
||
4879 |
The includepath and libpath for python should be specified in the |
|
4880 |
options of VC++ |
|
4881 |
||
4882 |
2002-11-12 08:33 Luigi Ballabio |
|
4883 |
||
4884 |
* [r2494] Python/wrap.bat, SWIG/calendars.i, SWIG/daycounters.i: |
|
4885 |
||
4886 |
*** empty log message *** |
|
4887 |
||
4888 |
2002-11-11 13:46 Marco Marchioro |
|
4889 |
||
4890 |
* [r2492] SWIG/ql.i: |
|
4891 |
||
4892 |
VC++ regenerate wrappers automatically |
|
4893 |
||
4894 |
2002-11-11 11:02 Marco Marchioro |
|
4895 |
||
4896 |
* [r2490] Python/QuantLibPython.dsp, Python/QuantLibPython.mak, |
|
4897 |
Python/wrap.bat: |
|
4898 |
||
4899 |
VC++ compiles |
|
4900 |
||
4901 |
2002-11-08 15:38 Luigi Ballabio |
|
4902 |
||
4903 |
* [r2489] Ruby/setup.rb, Scheme/Guile/setup.scm, |
|
4904 |
Scheme/MzScheme/setup.scm: |
|
4905 |
||
4906 |
s/CC/CXX/ |
|
4907 |
||
4908 |
2002-11-08 15:09 Enrico Sirola |
|
4909 |
||
4910 |
* [r2488] Python/setup.py: |
|
4911 |
||
4912 |
os.environ['CC'] --> os.environ['CXX'] (unix-like OSes) |
|
4913 |
||
4914 |
2002-11-08 12:57 Luigi Ballabio |
|
4915 |
||
4916 |
* [r2487] Python/QuantLib/test/old_pricers.py: |
|
4917 |
||
4918 |
*** empty log message *** |
|
4919 |
||
4920 |
2002-11-05 16:07 Luigi Ballabio |
|
4921 |
||
4922 |
* [r2483] Python/setup.py: |
|
4923 |
||
4924 |
*** empty log message *** |
|
4925 |
||
4926 |
2002-11-05 15:43 Luigi Ballabio |
|
4927 |
||
4928 |
* [r2482] Python/setup.py: |
|
4929 |
||
4930 |
*** empty log message *** |
|
4931 |
||
4932 |
2002-11-05 14:58 Luigi Ballabio |
|
4933 |
||
4934 |
* [r2480] Python/QuantLib/test/old_pricers.py, |
|
4935 |
Ruby/test/old_pricers.rb, SWIG/old_pricers.i, |
|
4936 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
4937 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
4938 |
Scheme/test/common.scm, Scheme/test/old_pricers.scm: |
|
4939 |
||
4940 |
Almost there |
|
4941 |
||
4942 |
2002-10-27 13:06 Luigi Ballabio |
|
4943 |
||
4944 |
* [r2476] SWIG/operators.i: |
|
4945 |
||
4946 |
Implemented QuEP 2 |
|
4947 |
||
4948 |
2002-10-03 16:46 Luigi Ballabio |
|
4949 |
||
4950 |
* [r2458] Python/setup.py, Ruby/setup.rb, SWIG/ql.i, |
|
4951 |
SWIG/volatilities.i, Scheme/Guile/setup.scm, |
|
4952 |
Scheme/MzScheme/setup.scm: |
|
4953 |
||
4954 |
A few new-style vol term structures |
|
4955 |
||
4956 |
2002-09-24 14:25 Luigi Ballabio |
|
4957 |
||
4958 |
* [r2443] Python/setup.py, Ruby/setup.rb, SWIG/functions.i, |
|
4959 |
SWIG/optimizers.i, SWIG/ql.i, SWIG/solvers1d.i, |
|
4960 |
Scheme/Guile/setup.scm, Scheme/MzScheme/setup.scm: |
|
4961 |
||
4962 |
A look at the optimizers (nothing major) |
|
4963 |
||
4964 |
2002-09-12 12:50 Luigi Ballabio |
|
4965 |
||
4966 |
* [r2436] Python/QuantLib/test/capfloor.py, |
|
4967 |
Python/QuantLib/test/europeanoption.py, |
|
4968 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
4969 |
Python/QuantLib/test/simpleswap.py, |
|
4970 |
Python/QuantLib/test/swaption.py, |
|
4971 |
Python/QuantLib/test/termstructures.py, Python/README.txt, |
|
4972 |
Ruby/QuantLib.rb, Ruby/README.txt, Ruby/test/capfloor.rb, |
|
4973 |
Ruby/test/europeanoption.rb, Ruby/test/piecewiseflatforward.rb, |
|
4974 |
Ruby/test/simpleswap.rb, Ruby/test/swaption.rb, |
|
4975 |
Ruby/test/termstructures.rb, SWIG/calendars.i, SWIG/cashflows.i, |
|
4976 |
SWIG/common.i, SWIG/date.i, SWIG/history.i, SWIG/indexes.i, |
|
4977 |
SWIG/instruments.i, SWIG/linearalgebra.i, SWIG/montecarlo.i, |
|
4978 |
SWIG/null.i, SWIG/old_volatility.i, SWIG/piecewiseflatforward.i, |
|
4979 |
SWIG/riskstatistics.i, SWIG/scheduler.i, SWIG/statistics.i, |
|
4980 |
SWIG/termstructures.i, Scheme/Guile/README.txt, |
|
4981 |
Scheme/MzScheme/README.txt, Scheme/MzScheme/quantlib/ql-init.ss, |
|
4982 |
Scheme/test/capfloor.scm, Scheme/test/europeanoption.scm, |
|
4983 |
Scheme/test/piecewiseflatforward.scm, Scheme/test/simpleswap.scm, |
|
4984 |
Scheme/test/swaption.scm, Scheme/test/termstructures.scm: |
|
4985 |
||
4986 |
Synch with QuantLib |
|
4987 |
||
4988 |
2002-09-01 15:15 Luigi Ballabio |
|
4989 |
||
4990 |
* [r2434] Python/QuantLib/test/QuantLibTestSuite.py, |
|
4991 |
Python/QuantLib/test/capfloor.py, |
|
4992 |
Python/QuantLib/test/old_pricers.py, |
|
4993 |
Python/QuantLib/test/swaption.py, Python/setup.py, Ruby/QuantLib.rb, |
|
4994 |
Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
4995 |
Ruby/test/capfloor.rb, Ruby/test/old_pricers.rb, |
|
4996 |
Ruby/test/swaption.rb, SWIG/blackmodel.i, SWIG/capfloor.i, |
|
4997 |
SWIG/cashflows.i, SWIG/date.i, SWIG/history.i, SWIG/montecarlo.i, |
|
4998 |
SWIG/old_pricers.i, SWIG/old_volatility.i, SWIG/options.i, |
|
4999 |
SWIG/ql.i, SWIG/scheduler.i, SWIG/swaption.i, SWIG/vectors.i, |
|
5000 |
Scheme/Guile/setup.scm, Scheme/Guile/test/quantlib-test-suite.scm, |
|
5001 |
Scheme/Guile/test/unittest.scm, Scheme/Guile/test/utilities.scm, |
|
5002 |
Scheme/MzScheme/quantlib/ql-init.ss, Scheme/MzScheme/setup.scm, |
|
5003 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
5004 |
Scheme/MzScheme/test/unittest.scm, |
|
5005 |
Scheme/MzScheme/test/utilities.scm, Scheme/test/capfloor.scm, |
|
5006 |
Scheme/test/date.scm, Scheme/test/daycounters.scm, |
|
5007 |
Scheme/test/distributions.scm, Scheme/test/europeanoption.scm, |
|
5008 |
Scheme/test/marketelements.scm, Scheme/test/old_pricers.scm, |
|
5009 |
Scheme/test/operators.scm, Scheme/test/riskstatistics.scm, |
|
5010 |
Scheme/test/simpleswap.scm, Scheme/test/solvers1d.scm, |
|
5011 |
Scheme/test/swaption.scm, Scheme/test/termstructures.scm: |
|
5012 |
||
5013 |
Almost there |
|
5014 |
||
5015 |
2002-08-08 08:15 Luigi Ballabio |
|
5016 |
||
5017 |
* [r2433] SWIG/calendars.i, SWIG/date.i, SWIG/daycounters.i, |
|
5018 |
SWIG/linearalgebra.i, SWIG/operators.i, |
|
5019 |
Scheme/MzScheme/quantlib/ql-init.ss, Scheme/test/operators.scm: |
|
5020 |
||
5021 |
*** empty log message *** |
|
5022 |
||
5023 |
2002-08-07 16:46 Luigi Ballabio |
|
5024 |
||
5025 |
* [r2432] Python/QuantLib/test/date.py, Python/README.txt, |
|
5026 |
Ruby/test/dates.rb, SWIG/calendars.i, SWIG/common.i, SWIG/date.i, |
|
5027 |
SWIG/linearalgebra.i, SWIG/null.i, SWIG/operators.i, |
|
5028 |
SWIG/riskstatistics.i, SWIG/statistics.i, SWIG/termstructures.i, |
|
5029 |
Scheme/MzScheme/README.txt, Scheme/MzScheme/quantlib/ql-init.ss, |
|
5030 |
Scheme/test/date.scm: |
|
5031 |
||
5032 |
Catching up with SWIG |
|
5033 |
||
5034 |
2002-08-07 14:01 Luigi Ballabio |
|
5035 |
||
5036 |
* [r2431] SWIG/ql.i, Scheme/Guile/setup.scm, |
|
5037 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
5038 |
Scheme/Guile/test/unittest.scm, Scheme/Guile/test/utilities.scm, |
|
5039 |
Scheme/MzScheme/quantlib/ql-init.ss, |
|
5040 |
Scheme/MzScheme/quantlib/quantlib.ss, Scheme/MzScheme/setup.scm, |
|
5041 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
5042 |
Scheme/MzScheme/test/unittest.scm, |
|
5043 |
Scheme/MzScheme/test/utilities.scm, Scheme/test/common.scm, |
|
5044 |
Scheme/test/covariance.scm, Scheme/test/date.scm, |
|
5045 |
Scheme/test/daycounters.scm, Scheme/test/distributions.scm, |
|
5046 |
Scheme/test/europeanoption.scm, Scheme/test/instruments.scm, |
|
5047 |
Scheme/test/marketelements.scm, Scheme/test/operators.scm, |
|
5048 |
Scheme/test/piecewiseflatforward.scm, |
|
5049 |
Scheme/test/riskstatistics.scm, Scheme/test/segmentintegral.scm, |
|
5050 |
Scheme/test/simpleswap.scm, Scheme/test/solvers1d.scm, |
|
5051 |
Scheme/test/statistics.scm, Scheme/test/termstructures.scm: |
|
5052 |
||
5053 |
Catching up with MzScheme |
|
5054 |
||
5055 |
2002-08-06 17:12 Luigi Ballabio |
|
5056 |
||
5057 |
* [r2430] Python/QuantLib/test/piecewiseflatforward.py, |
|
5058 |
Python/QuantLib/test/termstructures.py, |
|
5059 |
Ruby/test/piecewiseflatforward.rb, Ruby/test/termstructures.rb, |
|
5060 |
SWIG/observer.i, SWIG/piecewiseflatforward.i, |
|
5061 |
Scheme/test/piecewiseflatforward.scm, |
|
5062 |
Scheme/test/termstructures.scm: |
|
5063 |
||
5064 |
Catching up with QuantLib |
|
5065 |
||
5066 |
2002-08-06 13:41 Luigi Ballabio |
|
5067 |
||
5068 |
* [r2424] Scheme/MzScheme/quantlib/quantlib.ss: |
|
5069 |
||
5070 |
Catching up with SWIG |
|
5071 |
||
5072 |
2002-08-06 13:37 Luigi Ballabio |
|
5073 |
||
5074 |
* [r2423] Python/QuantLib/__init__.py, Python/QuantLib/defaults.py, |
|
5075 |
Python/setup.py, Ruby/QuantLib.rb, SWIG/common.i, SWIG/history.i, |
|
5076 |
SWIG/linearalgebra.i, SWIG/marketelements.i, SWIG/observer.i, |
|
5077 |
SWIG/termstructures.i, Scheme/MzScheme/quantlib/quantlib.ss: |
|
5078 |
||
5079 |
Catching up with SWIG |
|
5080 |
||
5081 |
2002-08-05 17:50 Luigi Ballabio |
|
5082 |
||
5083 |
* [r2422] SWIG/solvers1d.i: |
|
5084 |
||
5085 |
Catching up with SWIG |
|
5086 |
||
5087 |
2002-08-05 17:32 Luigi Ballabio |
|
5088 |
||
5089 |
* [r2421] Python/QuantLib/defaults.py, Ruby/QuantLib.rb, |
|
5090 |
SWIG/calendars.i, SWIG/cashflows.i, SWIG/common.i, SWIG/date.i, |
|
5091 |
SWIG/daycounters.i, SWIG/distributions.i, SWIG/history.i, |
|
5092 |
SWIG/indexes.i, SWIG/instruments.i, SWIG/interpolation.i, |
|
5093 |
SWIG/linearalgebra.i, SWIG/marketelements.i, SWIG/montecarlo.i, |
|
5094 |
SWIG/observer.i, SWIG/operators.i, SWIG/options.i, |
|
5095 |
SWIG/piecewiseflatforward.i, SWIG/riskstatistics.i, |
|
5096 |
SWIG/segmentintegral.i, SWIG/solvers1d.i, SWIG/statistics.i, |
|
5097 |
SWIG/swap.i, SWIG/termstructures.i: |
|
5098 |
||
5099 |
Catching up with SWIG |
|
5100 |
||
5101 |
2002-08-03 16:16 Luigi Ballabio |
|
5102 |
||
5103 |
* [r2420] Python/QuantLib/__init__.py, Python/QuantLib/defaults.py, |
|
5104 |
Python/QuantLib/test/europeanoption.py, |
|
5105 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
5106 |
Python/QuantLib/test/simpleswap.py, |
|
5107 |
Python/QuantLib/test/termstructures.py, Python/README.txt, |
|
5108 |
Python/setup.py, Ruby/QuantLib.rb, Ruby/README.txt, |
|
5109 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/europeanoption.rb, |
|
5110 |
Ruby/test/piecewiseflatforward.rb, Ruby/test/simpleswap.rb, |
|
5111 |
Ruby/test/termstructures.rb, SWIG/calendars.i, SWIG/common.i, |
|
5112 |
SWIG/piecewiseflatforward.i, SWIG/riskstatistics.i, |
|
5113 |
SWIG/statistics.i, SWIG/termstructures.i, SWIG/vectors.i, |
|
5114 |
Scheme/Guile/README.txt, Scheme/MzScheme/README.txt, |
|
5115 |
Scheme/MzScheme/quantlib/quantlib.ss, |
|
5116 |
Scheme/test/europeanoption.scm, |
|
5117 |
Scheme/test/piecewiseflatforward.scm, Scheme/test/simpleswap.scm, |
|
5118 |
Scheme/test/termstructures.scm: |
|
5119 |
||
5120 |
Keeping up with SWIG |
|
5121 |
||
5122 |
2002-07-22 10:05 Luigi Ballabio |
|
5123 |
||
5124 |
* [r2406] Python/QuantLib/defaults.py, |
|
5125 |
Python/QuantLib/test/instruments.py, |
|
5126 |
Python/QuantLib/test/marketelements.py, |
|
5127 |
Python/QuantLib/test/termstructures.py, Ruby/QuantLib.rb, |
|
5128 |
Ruby/test/instruments.rb, Ruby/test/marketelements.rb, |
|
5129 |
Ruby/test/termstructures.rb, SWIG/linearalgebra.i, |
|
5130 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
5131 |
Scheme/Guile/test/unittest.scm, |
|
5132 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
5133 |
Scheme/test/covariance.scm, Scheme/test/date.scm, |
|
5134 |
Scheme/test/daycounters.scm, Scheme/test/distributions.scm, |
|
5135 |
Scheme/test/europeanoption.scm, Scheme/test/instruments.scm, |
|
5136 |
Scheme/test/marketelements.scm, Scheme/test/operators.scm, |
|
5137 |
Scheme/test/piecewiseflatforward.scm, |
|
5138 |
Scheme/test/riskstatistics.scm, Scheme/test/segmentintegral.scm, |
|
5139 |
Scheme/test/simpleswap.scm, Scheme/test/solvers1d.scm, |
|
5140 |
Scheme/test/statistics.scm, Scheme/test/termstructures.scm: |
|
5141 |
||
5142 |
Last couple of weeks |
|
5143 |
||
5144 |
2002-07-11 15:27 Luigi Ballabio |
|
5145 |
||
5146 |
* [r2402] Python/QuantLib/test/riskstatistics.py, |
|
5147 |
Python/QuantLib/test/statistics.py, Ruby/QuantLib.rb, |
|
5148 |
Ruby/test/riskstatistics.rb, Ruby/test/statistics.rb, |
|
5149 |
SWIG/linearalgebra.i, SWIG/montecarlo.i, SWIG/randomnumbers.i, |
|
5150 |
SWIG/riskstatistics.i, SWIG/statistics.i, |
|
5151 |
Scheme/MzScheme/quantlib/quantlib.ss, |
|
5152 |
Scheme/test/riskstatistics.scm, Scheme/test/statistics.scm: |
|
5153 |
||
5154 |
Last couple of weeks |
|
5155 |
||
5156 |
2002-07-11 15:26 Luigi Ballabio |
|
5157 |
||
5158 |
* [r2401] Scheme/MzScheme, Scheme/MzScheme/.cvsignore: |
|
5159 |
||
5160 |
Some more .cvsignore |
|
5161 |
||
5162 |
2002-07-11 15:21 Luigi Ballabio |
|
5163 |
||
5164 |
* [r2400] Python, Python/.cvsignore, Python/QuantLib, |
|
5165 |
Python/QuantLib/.cvsignore, Ruby, Ruby/.cvsignore, Scheme/Guile, |
|
5166 |
Scheme/Guile/.cvsignore: |
|
5167 |
||
5168 |
Some more .cvsignore |
|
5169 |
||
5170 |
2002-06-28 13:34 Luigi Ballabio |
|
5171 |
||
5172 |
* [r2393] Python/QuantLib/test/termstructures.py, |
|
5173 |
Ruby/test/piecewiseflatforward.rb, Ruby/test/termstructures.rb, |
|
5174 |
SWIG/termstructures.i, Scheme/test/termstructures.scm: |
|
5175 |
||
5176 |
Improved term structure test |
|
5177 |
||
5178 |
2002-06-27 17:28 Luigi Ballabio |
|
5179 |
||
5180 |
* [r2391] Python/QuantLib/defaults.py, |
|
5181 |
Python/QuantLib/test/distributions.py, |
|
5182 |
Python/QuantLib/test/europeanoption.py, |
|
5183 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
5184 |
Python/QuantLib/test/simpleswap.py, |
|
5185 |
Python/QuantLib/test/termstructures.py, Python/setup.py, |
|
5186 |
Ruby/QuantLib.rb, Ruby/test/QuantLibTestSuite.rb, |
|
5187 |
Ruby/test/distributions.rb, Ruby/test/europeanoption.rb, |
|
5188 |
Ruby/test/piecewiseflatforward.rb, Ruby/test/simpleswap.rb, |
|
5189 |
Ruby/test/termstructures.rb, SWIG/calendars.i, SWIG/common.i, |
|
5190 |
SWIG/date.i, SWIG/daycounters.i, SWIG/distributions.i, |
|
5191 |
SWIG/history.i, SWIG/indexes.i, SWIG/instruments.i, |
|
5192 |
SWIG/interpolation.i, SWIG/linearalgebra.i, SWIG/marketelements.i, |
|
5193 |
SWIG/observer.i, SWIG/operators.i, SWIG/options.i, |
|
5194 |
SWIG/piecewiseflatforward.i, SWIG/randomnumbers.i, |
|
5195 |
SWIG/riskstatistics.i, SWIG/solvers1d.i, SWIG/statistics.i, |
|
5196 |
SWIG/swap.i, SWIG/termstructures.i, Scheme/Guile/test/unittest.scm, |
|
5197 |
Scheme/MzScheme/quantlib/quantlib.ss, |
|
5198 |
Scheme/MzScheme/test/unittest.scm, Scheme/test/distributions.scm, |
|
5199 |
Scheme/test/europeanoption.scm, |
|
5200 |
Scheme/test/piecewiseflatforward.scm, Scheme/test/simpleswap.scm, |
|
5201 |
Scheme/test/termstructures.scm: |
|
5202 |
||
5203 |
Saved from laptop crash (phew...) |
|
5204 |
||
5205 |
2002-06-24 07:29 Luigi Ballabio |
|
5206 |
||
5207 |
* [r2379] Python/QuantLib/defaults.py, |
|
5208 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5209 |
Python/QuantLib/test/covariance.py, Python/QuantLib/test/date.py, |
|
5210 |
Python/QuantLib/test/daycounters.py, |
|
5211 |
Python/QuantLib/test/distributions.py, |
|
5212 |
Python/QuantLib/test/europeanoption.py, |
|
5213 |
Python/QuantLib/test/operators.py, |
|
5214 |
Python/QuantLib/test/piecewiseflatforward.py, |
|
5215 |
Python/QuantLib/test/riskstatistics.py, |
|
5216 |
Python/QuantLib/test/segmentintegral.py, |
|
5217 |
Python/QuantLib/test/simpleswap.py, |
|
5218 |
Python/QuantLib/test/solvers1d.py, |
|
5219 |
Python/QuantLib/test/statistics.py, Python/setup.py, |
|
5220 |
Ruby/QuantLib.rb, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
5221 |
Ruby/test/covariance.rb, Ruby/test/piecewiseflatforward.rb, |
|
5222 |
Ruby/test/simpleswap.rb, SWIG/cashflows.i, SWIG/common.i, |
|
5223 |
SWIG/date.i, SWIG/daycounters.i, SWIG/instruments.i, |
|
5224 |
SWIG/interpolation.i, SWIG/linearalgebra.i, SWIG/matrix.i, |
|
5225 |
SWIG/montecarlo.i, SWIG/operators.i, SWIG/options.i, |
|
5226 |
SWIG/piecewiseflatforward.i, SWIG/ql.i, SWIG/qlarray.i, |
|
5227 |
SWIG/statistics.i, SWIG/swap.i, Scheme/Guile/setup.scm, |
|
5228 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
5229 |
Scheme/MzScheme/quantlib/quantlib.ss, Scheme/MzScheme/setup.scm, |
|
5230 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
5231 |
Scheme/test/common.scm, Scheme/test/covariance.scm, |
|
5232 |
Scheme/test/piecewiseflatforward.scm, Scheme/test/simpleswap.scm: |
|
5233 |
||
5234 |
a couple of weeks' worth |
|
5235 |
||
5236 |
2002-06-11 15:40 Luigi Ballabio |
|
5237 |
||
5238 |
* [r2360] Python/QuantLib/test/europeanoption.py, Python/README.txt, |
|
5239 |
Ruby/README.txt, Ruby/test/europeanoption.rb, SWIG/cashflows.i, |
|
5240 |
SWIG/options.i, SWIG/ql.i, Scheme/Guile/README.txt, |
|
5241 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
5242 |
Scheme/MzScheme/README.txt, |
|
5243 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
5244 |
Scheme/test/europeanoption.scm: |
|
5245 |
||
5246 |
Synch with QuantLib |
|
5247 |
||
5248 |
2002-06-03 10:29 Luigi Ballabio |
|
5249 |
||
5250 |
* [r2348] Python/QuantLib/test/europeanoption.py, |
|
5251 |
Ruby/test/europeanoption.rb, SWIG/options.i, |
|
5252 |
Scheme/test/europeanoption.scm: |
|
5253 |
||
5254 |
Synch with ql |
|
5255 |
||
5256 |
2002-06-03 08:24 Luigi Ballabio |
|
5257 |
||
5258 |
* [r2347] Scheme/Guile/test/quantlib-test-suite.scm, |
|
5259 |
Scheme/Guile/test/unittest.scm, Scheme/MzScheme/setup.scm, |
|
5260 |
Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
5261 |
Scheme/MzScheme/test/unittest.scm, Scheme/test/common.scm, |
|
5262 |
Scheme/test/date.scm, Scheme/test/daycounters.scm, |
|
5263 |
Scheme/test/distributions.scm, Scheme/test/europeanoption.scm, |
|
5264 |
Scheme/test/marketelements.scm, Scheme/test/operators.scm, |
|
5265 |
Scheme/test/riskstatistics.scm, Scheme/test/segmentintegral.scm, |
|
5266 |
Scheme/test/solvers1d.scm, Scheme/test/statistics.scm, |
|
5267 |
Scheme/test/termstructures.scm: |
|
5268 |
||
5269 |
unified tests for MzScheme and Guile |
|
5270 |
||
5271 |
2002-05-31 15:35 Luigi Ballabio |
|
5272 |
||
5273 |
* [r2338] MzScheme, Scheme/MzScheme/setup.scm, |
|
5274 |
Scheme/MzScheme/test/quantlib-test-suite.scm: |
|
5275 |
||
5276 |
Compacting MzScheme and Guile |
|
5277 |
||
5278 |
2002-05-31 15:29 Luigi Ballabio |
|
5279 |
||
5280 |
* [r2337] Scheme/MzScheme, Scheme/MzScheme/Authors.txt, |
|
5281 |
Scheme/MzScheme/ChangeLog.txt, Scheme/MzScheme/Contributors.txt, |
|
5282 |
Scheme/MzScheme/History.txt, Scheme/MzScheme/LICENSE.TXT, |
|
5283 |
Scheme/MzScheme/README.txt, Scheme/MzScheme/quantlib, |
|
5284 |
Scheme/MzScheme/quantlib/quantlib.ss, Scheme/MzScheme/setup.scm, |
|
5285 |
Scheme/MzScheme/test, Scheme/MzScheme/test/quantlib-test-suite.scm, |
|
5286 |
Scheme/MzScheme/test/unittest.scm: |
|
5287 |
||
5288 |
Compacting MzScheme and Guile |
|
5289 |
||
5290 |
2002-05-31 15:23 Luigi Ballabio |
|
5291 |
||
5292 |
* [r2336] Guile, MzScheme/test/quantlib-test-suite.scm, |
|
5293 |
Python/QuantLib/test/termstructures.py, Ruby/test/termstructures.rb, |
|
5294 |
Scheme/Guile/setup.scm, Scheme/Guile/test/quantlib-test-suite.scm: |
|
5295 |
||
5296 |
Compacting MzScheme and Guile |
|
5297 |
||
5298 |
2002-05-31 15:16 Luigi Ballabio |
|
5299 |
||
5300 |
* [r2335] Scheme, Scheme/Guile, Scheme/Guile/Authors.txt, |
|
5301 |
Scheme/Guile/ChangeLog.txt, Scheme/Guile/Contributors.txt, |
|
5302 |
Scheme/Guile/History.txt, Scheme/Guile/LICENSE.TXT, |
|
5303 |
Scheme/Guile/README.txt, Scheme/Guile/setup.scm, Scheme/Guile/test, |
|
5304 |
Scheme/Guile/test/quantlib-test-suite.scm, |
|
5305 |
Scheme/Guile/test/unittest.scm, Scheme/test, Scheme/test/common.scm, |
|
5306 |
Scheme/test/date.scm, Scheme/test/daycounters.scm, |
|
5307 |
Scheme/test/distributions.scm, Scheme/test/europeanoption.scm, |
|
5308 |
Scheme/test/instruments.scm, Scheme/test/marketelements.scm, |
|
5309 |
Scheme/test/operators.scm, Scheme/test/riskstatistics.scm, |
|
5310 |
Scheme/test/segmentintegral.scm, Scheme/test/solvers1d.scm, |
|
5311 |
Scheme/test/statistics.scm, Scheme/test/termstructures.scm: |
|
5312 |
||
5313 |
Compacting MzScheme and Guile |
|
5314 |
||
5315 |
2002-05-30 08:21 Luigi Ballabio |
|
5316 |
||
5317 |
* [r2331] Guile/setup.scm, Guile/test/common.scm, Guile/test/date.scm, |
|
5318 |
Guile/test/daycounters.scm, Guile/test/distributions.scm, |
|
5319 |
Guile/test/europeanoption.scm, Guile/test/instruments.scm, |
|
5320 |
Guile/test/marketelements.scm, Guile/test/operators.scm, |
|
5321 |
Guile/test/quantlib-test-suite.scm, Guile/test/riskstatistics.scm, |
|
5322 |
Guile/test/segmentintegral.scm, Guile/test/solvers1d.scm, |
|
5323 |
Guile/test/statistics.scm, Guile/test/termstructures.scm, |
|
5324 |
MzScheme/quantlib/quantlib.ss, MzScheme/setup.scm, |
|
5325 |
MzScheme/test/common.scm, MzScheme/test/date.scm, |
|
5326 |
MzScheme/test/daycounters.scm, MzScheme/test/distributions.scm, |
|
5327 |
MzScheme/test/europeanoption.scm, MzScheme/test/instruments.scm, |
|
5328 |
MzScheme/test/marketelements.scm, MzScheme/test/operators.scm, |
|
5329 |
MzScheme/test/quantlib-test-suite.scm, |
|
5330 |
MzScheme/test/riskstatistics.scm, MzScheme/test/segmentintegral.scm, |
|
5331 |
MzScheme/test/solvers1d.scm, MzScheme/test/statistics.scm, |
|
5332 |
MzScheme/test/termstructures.scm, MzScheme/test/unittest.scm, |
|
5333 |
Python/QuantLib/defaults.py, |
|
5334 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5335 |
Python/QuantLib/test/europeanoption.py, |
|
5336 |
Python/QuantLib/test/solvers1d.py, |
|
5337 |
Python/QuantLib/test/statistics.py, |
|
5338 |
Python/QuantLib/test/termstructures.py, Python/setup.py, |
|
5339 |
Ruby/QuantLib.rb, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
5340 |
Ruby/test/dates.rb, Ruby/test/daycounters.rb, |
|
5341 |
Ruby/test/distributions.rb, Ruby/test/europeanoption.rb, |
|
5342 |
Ruby/test/operators.rb, Ruby/test/riskstatistics.rb, |
|
5343 |
Ruby/test/solvers1d.rb, Ruby/test/statistics.rb, SWIG/calendars.i, |
|
5344 |
SWIG/date.i, SWIG/indexes.i, SWIG/options.i, SWIG/ql.i, |
|
5345 |
SWIG/termstructures.i: |
|
5346 |
||
5347 |
Biweekly commit |
|
5348 |
||
5349 |
2002-05-17 16:07 Luigi Ballabio |
|
5350 |
||
5351 |
* [r2319] Guile/test/common.scm, Guile/test/distributions.scm, |
|
5352 |
Guile/test/operators.scm, Guile/test/quantlib-test-suite.scm, |
|
5353 |
Guile/test/riskstatistics.scm, Guile/test/termstructures.scm, |
|
5354 |
Guile/test/unittest.scm, MzScheme/quantlib/quantlib.ss, |
|
5355 |
MzScheme/test/common.scm, MzScheme/test/distributions.scm, |
|
5356 |
MzScheme/test/operators.scm, MzScheme/test/quantlib-test-suite.scm, |
|
5357 |
MzScheme/test/riskstatistics.scm, MzScheme/test/termstructures.scm, |
|
5358 |
Python/QuantLib/defaults.py, |
|
5359 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5360 |
Python/QuantLib/test/operators.py, |
|
5361 |
Python/QuantLib/test/termstructures.py, Python/setup.py, |
|
5362 |
Ruby/QuantLib.rb, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
5363 |
Ruby/test/operators.rb, Ruby/test/termstructures.rb, |
|
5364 |
SWIG/calendars.i, SWIG/daycounters.i, SWIG/history.i, |
|
5365 |
SWIG/marketelements.i, SWIG/operators.i, SWIG/ql.i, SWIG/qlarray.i, |
|
5366 |
SWIG/randomnumbers.i, SWIG/termstructures.i: |
|
5367 |
||
5368 |
Weekly payload |
|
5369 |
||
5370 |
2002-05-16 14:28 Ferdinando Ametrano |
|
5371 |
||
5372 |
* [r2317] SWIG/randomnumbers.i: |
|
5373 |
||
5374 |
removed InvCumulative2 |
|
5375 |
||
5376 |
2002-05-13 16:04 Luigi Ballabio |
|
5377 |
||
5378 |
* [r2312] Python/setup.py, Ruby/setup.rb: |
|
5379 |
||
5380 |
Allow passing CXXFLAGS |
|
5381 |
||
5382 |
2002-05-13 08:38 Luigi Ballabio |
|
5383 |
||
5384 |
* [r2309] Guile/README.txt, Guile/setup.scm, Guile/test/common.scm, |
|
5385 |
Guile/test/quantlib-test-suite.scm, Guile/test/riskstatistics.scm, |
|
5386 |
Guile/test/segmentintegral.scm, Guile/test/statistics.scm, |
|
5387 |
MzScheme/README.txt, MzScheme/setup.scm, MzScheme/test/common.scm, |
|
5388 |
MzScheme/test/quantlib-test-suite.scm, |
|
5389 |
MzScheme/test/riskstatistics.scm, MzScheme/test/segmentintegral.scm, |
|
5390 |
MzScheme/test/statistics.scm, |
|
5391 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5392 |
Python/QuantLib/test/segmentintegral.py, |
|
5393 |
Python/QuantLib/test/statistics.py, Python/README.txt, |
|
5394 |
Ruby/README.txt, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
5395 |
Ruby/test/segmentintegral.rb, Ruby/test/statistics.rb, |
|
5396 |
SWIG/calendars.i, SWIG/common.i, SWIG/date.i, SWIG/daycounters.i, |
|
5397 |
SWIG/functions.i, SWIG/history.i, SWIG/instruments.i, |
|
5398 |
SWIG/interpolation.i, SWIG/marketelements.i, SWIG/matrix.i, |
|
5399 |
SWIG/observer.i, SWIG/ql.i, SWIG/qlarray.i, SWIG/riskstatistics.i, |
|
5400 |
SWIG/segmentintegral.i, SWIG/solvers1d.i, SWIG/statistics.i: |
|
5401 |
||
5402 |
Weekly payload |
|
5403 |
||
5404 |
2002-05-03 12:46 Luigi Ballabio |
|
5405 |
||
5406 |
* [r2284] Python/makewrappers.py, Python/setup.py, Ruby/setup.rb: |
|
5407 |
||
5408 |
More fixes in setup scripts |
|
5409 |
||
5410 |
2002-05-03 11:30 Luigi Ballabio |
|
5411 |
||
5412 |
* [r2283] Guile/Authors.txt, Guile/ChangeLog.txt, |
|
5413 |
Guile/Contributors.txt, Guile/History.txt, Guile/LICENSE.TXT, |
|
5414 |
Guile/build.scm, Guile/install.scm, Guile/setup.scm, Guile/test.scm, |
|
5415 |
MzScheme/setup.scm, Python/makewrappers.py, Ruby/setup.rb: |
|
5416 |
||
5417 |
More fixes in setup scripts |
|
5418 |
||
5419 |
2002-05-03 11:06 Luigi Ballabio |
|
5420 |
||
5421 |
* [r2282] MzScheme/build.scm, MzScheme/install.scm, |
|
5422 |
MzScheme/setup.scm, MzScheme/test.scm, Python/makewrappers.py, |
|
5423 |
Python/setup.py, Ruby/setup.rb, SWIG/calendars.i, SWIG/date.i, |
|
5424 |
SWIG/daycounters.i: |
|
5425 |
||
5426 |
Fixed setup files |
|
5427 |
||
5428 |
2002-05-02 07:50 Luigi Ballabio |
|
5429 |
||
5430 |
* [r2274] Guile/test/instruments.scm, Guile/test/marketelements.scm, |
|
5431 |
Guile/test/quantlib-test-suite.scm, MzScheme/quantlib/quantlib.ss, |
|
5432 |
MzScheme/test/instruments.scm, MzScheme/test/marketelements.scm, |
|
5433 |
MzScheme/test/quantlib-test-suite.scm, Python/QuantLib/defaults.py, |
|
5434 |
Python/QuantLib/test/instruments.py, |
|
5435 |
Python/QuantLib/test/marketelements.py, Ruby/QuantLib.rb, |
|
5436 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/instruments.rb, |
|
5437 |
Ruby/test/marketelements.rb, SWIG/common.i, SWIG/instruments.i, |
|
5438 |
SWIG/marketelements.i, SWIG/observer.i: |
|
5439 |
||
5440 |
Handles to base classes are templates, not typedefs |
|
5441 |
||
5442 |
2002-04-29 15:24 Luigi Ballabio |
|
5443 |
||
5444 |
* [r2261] Guile/test/instruments.scm, |
|
5445 |
Guile/test/quantlib-test-suite.scm, MzScheme/test/instruments.scm, |
|
5446 |
MzScheme/test/quantlib-test-suite.scm, Python/QuantLib/defaults.py, |
|
5447 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5448 |
Python/QuantLib/test/instruments.py, Python/setup.py, |
|
5449 |
Ruby/QuantLib.rb, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
5450 |
Ruby/test/instruments.rb, SWIG/calendars.i, SWIG/instruments.i, |
|
5451 |
SWIG/marketelements.i, SWIG/ql.i: |
|
5452 |
||
5453 |
Migrated instruments.i |
|
5454 |
||
5455 |
2002-04-26 07:57 Luigi Ballabio |
|
5456 |
||
5457 |
* [r2250] Guile/test/distributions.scm, Guile/test/marketelements.scm, |
|
5458 |
Guile/test/quantlib-test-suite.scm, Guile/test/riskstatistics.scm, |
|
5459 |
Guile/test/unittest.scm, MzScheme/quantlib/quantlib.ss, |
|
5460 |
MzScheme/test/date.scm, MzScheme/test/distributions.scm, |
|
5461 |
MzScheme/test/marketelements.scm, |
|
5462 |
MzScheme/test/quantlib-test-suite.scm, |
|
5463 |
MzScheme/test/riskstatistics.scm, Python/QuantLib/defaults.py, |
|
5464 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5465 |
Python/QuantLib/test/date.py, Python/QuantLib/test/distributions.py, |
|
5466 |
Python/QuantLib/test/marketelements.py, |
|
5467 |
Python/QuantLib/test/riskstatistics.py, Python/setup.py, |
|
5468 |
Ruby/QuantLib.rb, Ruby/setup.rb, Ruby/test/QuantLibTestSuite.rb, |
|
5469 |
Ruby/test/dates.rb, Ruby/test/daycounters.rb, |
|
5470 |
Ruby/test/distributions.rb, Ruby/test/marketelements.rb, |
|
5471 |
Ruby/test/riskstatistics.rb, Ruby/test/solvers1d.rb, |
|
5472 |
SWIG/calendars.i, SWIG/common.i, SWIG/date.i, SWIG/functions.i, |
|
5473 |
SWIG/history.i, SWIG/marketelements.i, SWIG/observer.i, SWIG/ql.i, |
|
5474 |
SWIG/riskstatistics.i, SWIG/vectors.i: |
|
5475 |
||
5476 |
Migrated risk statistics and market elements |
|
5477 |
||
5478 |
2002-04-22 14:35 Luigi Ballabio |
|
5479 |
||
5480 |
* [r2236] Guile/test/quantlib-test-suite.scm, |
|
5481 |
Guile/test/solvers1d.scm, MzScheme/test/quantlib-test-suite.scm, |
|
5482 |
MzScheme/test/solvers1d.scm, |
|
5483 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5484 |
Python/QuantLib/test/solvers1d.py, Python/setup.py, Ruby/setup.rb, |
|
5485 |
Ruby/test/QuantLibTestSuite.rb, Ruby/test/solvers1d.rb, |
|
5486 |
SWIG/calendars.i, SWIG/date.i, SWIG/daycounters.i, SWIG/functions.i, |
|
5487 |
SWIG/history.i, SWIG/null.i, SWIG/observer.i, SWIG/ql.i, |
|
5488 |
SWIG/qlarray.i, SWIG/solvers1d.i: |
|
5489 |
||
5490 |
Renamed Solver1D::lowBound and hiBound |
|
5491 |
||
5492 |
2002-04-21 20:38 Ferdinando Ametrano |
|
5493 |
||
5494 |
* [r2223] Python/setup.py, Ruby/setup.rb, SWIG/ql.i: |
|
5495 |
||
5496 |
version number up |
|
5497 |
||
5498 |
2002-04-21 19:35 Ferdinando Ametrano |
|
5499 |
||
5500 |
* [r2221] Guile/ChangeLog.txt, MzScheme/ChangeLog.txt, |
|
5501 |
Python/ChangeLog.txt, Ruby/ChangeLog.txt, SWIG/ChangeLog.txt: |
|
5502 |
||
5503 |
updated |
|
5504 |
||
5505 |
2002-04-18 11:37 Luigi Ballabio |
|
5506 |
||
5507 |
* [r2218] MzScheme/quantlib/quantlib.ss, Python/QuantLib/defaults.py, |
|
5508 |
Python/setup.py, Ruby/QuantLib.rb, Ruby/setup.rb, SWIG/calendars.i, |
|
5509 |
SWIG/date.i, SWIG/daycounters.i, SWIG/history.i, SWIG/null.i, |
|
5510 |
SWIG/observer.i, SWIG/ql.i, SWIG/randomnumbers.i: |
|
5511 |
||
5512 |
History.i migrated |
|
5513 |
||
5514 |
2002-04-16 22:05 Ferdinando Ametrano |
|
5515 |
||
5516 |
* [r2212] Guile/ChangeLog.txt, MzScheme/ChangeLog.txt, |
|
5517 |
Python/ChangeLog.txt, Ruby/ChangeLog.txt, SWIG/ChangeLog.txt: |
|
5518 |
||
5519 |
updated |
|
5520 |
||
5521 |
2002-04-16 21:53 Ferdinando Ametrano |
|
5522 |
||
5523 |
* [r2211] Guile/ChangeLog.txt: |
|
5524 |
||
5525 |
added ChangeLog |
|
5526 |
||
5527 |
2002-04-16 13:30 Luigi Ballabio |
|
5528 |
||
5529 |
* [r2208] Guile, Guile/build.scm, Guile/install.scm, Guile/test, |
|
5530 |
Guile/test.scm, Guile/test/date.scm, Guile/test/daycounters.scm, |
|
5531 |
Guile/test/distributions.scm, Guile/test/quantlib-test-suite.scm, |
|
5532 |
Guile/test/unittest.scm, MzScheme/quantlib/quantlib.ss, |
|
5533 |
SWIG/calendars.i, SWIG/common.i, SWIG/date.i, SWIG/daycounters.i, |
|
5534 |
SWIG/distributions.i, SWIG/qlarray.i, SWIG/quantlib.i, |
|
5535 |
SWIG/randomnumbers.i: |
|
5536 |
||
5537 |
Got a language for free |
|
5538 |
||
5539 |
2002-04-15 16:26 Luigi Ballabio |
|
5540 |
||
5541 |
* [r2206] MzScheme/quantlib/quantlib.ss, MzScheme/test/date.scm, |
|
5542 |
SWIG/calendars.i, SWIG/date.i, SWIG/daycounters.i, SWIG/qlarray.i, |
|
5543 |
SWIG/quantlib.i: |
|
5544 |
||
5545 |
*** empty log message *** |
|
5546 |
||
5547 |
2002-04-10 15:38 Luigi Ballabio |
|
5548 |
||
5549 |
* [r2195] Python/setup.py, Ruby/setup.rb, SWIG/calendars.i, |
|
5550 |
SWIG/common.i, SWIG/currencies.i, SWIG/date.i, SWIG/daycounters.i, |
|
5551 |
SWIG/distributions.i, SWIG/null.i, SWIG/observer.i, SWIG/ql.i, |
|
5552 |
SWIG/qlarray.i, SWIG/quantlib.i, SWIG/randomnumbers.i, |
|
5553 |
SWIG/string.i, SWIG/vector.i: |
|
5554 |
||
5555 |
Towards SWIG 1.3.12 |
|
5556 |
||
5557 |
2002-04-10 09:54 Ferdinando Ametrano |
|
5558 |
||
5559 |
* [r2192] Python/setup.py, Ruby/setup.rb, SWIG/ql.i: |
|
5560 |
||
5561 |
version number up |
|
5562 |
||
5563 |
2002-04-09 12:30 Ferdinando Ametrano |
|
5564 |
||
5565 |
* [r2190] Ruby/setup.rb: |
|
5566 |
||
5567 |
supporting also zip distribution for Win32 |
|
5568 |
||
5569 |
2002-04-09 11:05 Ferdinando Ametrano |
|
5570 |
||
5571 |
* [r2189] Ruby/setup.rb: |
|
5572 |
||
5573 |
supporting also zip distribution for Win32 |
|
5574 |
||
5575 |
2002-04-09 09:16 Ferdinando Ametrano |
|
5576 |
||
5577 |
* [r2187] MzScheme/ChangeLog.txt, Python/ChangeLog.txt, |
|
5578 |
Ruby/ChangeLog.txt, SWIG/ChangeLog.txt: |
|
5579 |
||
5580 |
updated |
|
5581 |
||
5582 |
2002-04-08 08:14 Ferdinando Ametrano |
|
5583 |
||
5584 |
* [r2184] MzScheme/ChangeLog.txt, Python/ChangeLog.txt, |
|
5585 |
Ruby/ChangeLog.txt, SWIG/ChangeLog.txt: |
|
5586 |
||
5587 |
updated |
|
5588 |
||
5589 |
2002-04-08 08:02 Ferdinando Ametrano |
|
5590 |
||
5591 |
* [r2183] MzScheme/ChangeLog.txt, Python/ChangeLog.txt, |
|
5592 |
Ruby/ChangeLog.txt: |
|
5593 |
||
5594 |
updated |
|
5595 |
||
5596 |
2002-04-08 07:51 Ferdinando Ametrano |
|
5597 |
||
5598 |
* [r2182] SWIG/ChangeLog.txt: |
|
5599 |
||
5600 |
added ChangeLog |
|
5601 |
||
5602 |
2002-04-05 14:34 Luigi Ballabio |
|
5603 |
||
5604 |
* [r2179] Python/README.txt, Ruby/README.txt, SWIG/calendars.i, |
|
5605 |
SWIG/currencies.i, SWIG/date.i, SWIG/daycounters.i, SWIG/qlarray.i, |
|
5606 |
SWIG/string.i, SWIG/vector.i: |
|
5607 |
||
5608 |
engaged the time machine and switched to SWIG 1.3.12 |
|
5609 |
||
5610 |
2002-04-05 12:33 Luigi Ballabio |
|
5611 |
||
5612 |
* [r2178] Ruby/README.txt, Ruby/setup.rb, SWIG/qlarray.i: |
|
5613 |
||
5614 |
QuantLib-Ruby now works on Win32 |
|
5615 |
||
5616 |
2002-04-05 09:39 Luigi Ballabio |
|
5617 |
||
5618 |
* [r2177] SWIG/vector.i: |
|
5619 |
||
5620 |
vector.i migrated |
|
5621 |
||
5622 |
2002-04-05 09:37 Luigi Ballabio |
|
5623 |
||
5624 |
* [r2176] SWIG/common.i, SWIG/string.i, SWIG/vector.i: |
|
5625 |
||
5626 |
vector.i migrated |
|
5627 |
||
5628 |
2002-04-04 15:01 Luigi Ballabio |
|
5629 |
||
5630 |
* [r2175] Python/setup.py, Ruby/QuantLib.rb, Ruby/setup.rb, SWIG/ql.i, |
|
5631 |
SWIG/qlarray.i, SWIG/vector.i: |
|
5632 |
||
5633 |
vector.i half migrated |
|
5634 |
||
5635 |
2002-04-04 10:14 Luigi Ballabio |
|
5636 |
||
5637 |
* [r2174] MzScheme/build.scm, Python/setup.py, Ruby/setup.rb, |
|
5638 |
SWIG/common.i, SWIG/observer.i, SWIG/ql.i: |
|
5639 |
||
5640 |
observer.i migrated |
|
5641 |
||
5642 |
2002-04-03 13:57 Luigi Ballabio |
|
5643 |
||
5644 |
* [r2172] MzScheme/quantlib/quantlib.ss, Python/setup.py, |
|
5645 |
Ruby/setup.rb, SWIG/common.i, SWIG/ql.i, SWIG/qlarray.i, |
|
5646 |
SWIG/randomnumbers.i, SWIG/types.i: |
|
5647 |
||
5648 |
Array migrated |
|
5649 |
||
5650 |
2002-04-02 15:30 Luigi Ballabio |
|
5651 |
||
5652 |
* [r2163] ., MzScheme, MzScheme/Authors.txt, MzScheme/ChangeLog.txt, |
|
5653 |
MzScheme/Contributors.txt, MzScheme/History.txt, |
|
5654 |
MzScheme/LICENSE.TXT, MzScheme/build.scm, MzScheme/install.scm, |
|
5655 |
MzScheme/quantlib, MzScheme/quantlib/quantlib.ss, MzScheme/test, |
|
5656 |
MzScheme/test.scm, MzScheme/test/date.scm, |
|
5657 |
MzScheme/test/daycounters.scm, MzScheme/test/distributions.scm, |
|
5658 |
MzScheme/test/quantlib-test-suite.scm, MzScheme/test/unittest.scm, |
|
5659 |
Python, Python/Authors.txt, Python/ChangeLog.txt, |
|
5660 |
Python/Contributors.txt, Python/History.txt, Python/LICENSE.TXT, |
|
5661 |
Python/MANIFEST.in, Python/News.txt, Python/QuantLib, |
|
5662 |
Python/QuantLib/LICENSE.TXT, Python/QuantLib/__init__.py, |
|
5663 |
Python/QuantLib/defaults.py, Python/QuantLib/test, |
|
5664 |
Python/QuantLib/test/QuantLibTestSuite.py, |
|
5665 |
Python/QuantLib/test/date.py, Python/QuantLib/test/daycounters.py, |
|
5666 |
Python/QuantLib/test/distributions.py, Python/QuantLibPython.dsp, |
|
5667 |
Python/QuantLibPython.mak, Python/README.txt, Python/TODO.txt, |
|
5668 |
Python/makewrappers.py, Python/setup.py, Ruby, Ruby/Authors.txt, |
|
5669 |
Ruby/ChangeLog.txt, Ruby/Contributors.txt, Ruby/History.txt, |
|
5670 |
Ruby/LICENSE.TXT, Ruby/News.txt, Ruby/QuantLib.rb, Ruby/README.txt, |
|
5671 |
Ruby/setup.rb, Ruby/test, Ruby/test/QuantLibTestSuite.rb, |
|
5672 |
Ruby/test/dates.rb, Ruby/test/daycounters.rb, |
|
5673 |
Ruby/test/distributions.rb, SWIG, SWIG/calendars.i, SWIG/common.i, |
|
5674 |
SWIG/currencies.i, SWIG/date.i, SWIG/daycounters.i, |
|
5675 |
SWIG/distributions.i, SWIG/null.i, SWIG/ql.i, SWIG/quantlib.i, |
|
5676 |
SWIG/randomnumbers.i, SWIG/string.i, SWIG/types.i: |
|
5677 |
||
5678 |
Initial revision |
|
|
1
by Dirk Eddelbuettel
Import upstream version 0.3.11 |
5679 |