1
2007-05-21 09:45 Luigi Ballabio
3
* [r10875] Guile/setup.scm, LICENSE.TXT, MzScheme/setup.scm,
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Python/setup.py, Ruby/setup.rb:
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Updated copyrights in license
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2007-05-19 12:31 Luigi Ballabio
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* [r10846] CSharp/examples/BermudanSwaption.cs,
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2007-12-04 11:44 Luigi Ballabio
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* [r13663] Makefile.am, SWIG/piecewiseflatforward.i:
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2007-11-30 08:47 Luigi Ballabio
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* [r13619] LICENSE.TXT:
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Updated license with new copyrights
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2007-11-29 09:56 Luigi Ballabio
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* [r13602] SWIG/ql.i, SWIG/vectors.i:
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Ensured correct application of std::vector typemaps
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2007-11-27 12:45 Luigi Ballabio
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Created 0.9.0 release branch
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2007-11-27 11:24 Luigi Ballabio
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* [r13568] CSharp/cpp/QuantlibWrapper.vcproj,
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CSharp/csharp/NQuantLib.csproj:
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2007-11-26 15:31 Luigi Ballabio
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* [r13541] CSharp/examples/EquityOption.cs,
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Java/examples/EquityOptions.java:
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2007-11-26 10:28 Luigi Ballabio
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* [r13533] CSharp/examples/BermudanSwaption.cs,
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Guile/examples/bermudan-swaption.scm, Guile/examples/swap.scm,
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MzScheme/examples/bermudan-swaption.scm, MzScheme/examples/swap.scm,
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Python/examples/bermudan-swaption.py, Python/examples/swap.py,
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Ruby/examples/bermudan-swaption.rb, Ruby/examples/swap.rb,
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SWIG/quantlib.i, SWIG/scheduler.i:
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2007-11-23 10:06 Luigi Ballabio
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* [r13506] MzScheme/setup.scm:
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2007-11-23 09:50 Luigi Ballabio
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* [r13505] Guile/examples/swap.scm, Guile/test/termstructures.scm,
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MzScheme/examples/swap.scm, MzScheme/test/termstructures.scm,
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Python/examples/swap.py, Python/test/termstructures.py,
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Ruby/examples/swap.rb, Ruby/test/termstructures.rb,
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2007-11-22 13:54 Luigi Ballabio
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* [r13489] CSharp/examples/EquityOption.cs,
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Guile/examples/american-option.scm,
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Guile/examples/european-option.scm,
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Java/examples/EquityOptions.java,
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MzScheme/examples/american-option.scm,
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MzScheme/examples/european-option.scm,
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Python/examples/american-option.py,
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Python/examples/basket-option.py,
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Python/examples/european-option.py,
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Ruby/examples/american-option.rb, Ruby/examples/european-option.rb,
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SWIG/basketoptions.i, SWIG/convertiblebonds.i, SWIG/options.i,
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SWIG/stochasticprocess.i:
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Merged engine-refactoring branch (moved underlying process from
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2007-11-21 13:54 Luigi Ballabio
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* [r13474] Python/setup.py:
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Fixes for revision 13473
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2007-11-21 13:28 Luigi Ballabio
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* [r13473] Python/setup.py:
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Tentative fix for Cygwin/MSYS compilation
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2007-11-16 13:28 Luigi Ballabio
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* [r13392] Perl/Makefile.am, SWIG/quantlib.i:
100
Upgraded to SWIG 1.3.32
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2007-11-16 01:47 Joseph Wang
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* [r13387] R/Makefile.am:
106
Sync with swig 1.3.32
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2007-11-15 11:38 Luigi Ballabio
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* [r13384] SWIG/indexes.i:
112
Made forecastFixing protected (fixing(d,true) does the same job)
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2007-11-12 04:17 Joseph Wang
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* [r13359] R/Makefile.am, R/README.txt, R/examples/european-option.R,
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R/examples/graph.R, R/examples/scatter.R, R/examples/wireframe.R,
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Update to upcoming swig 1.3.32
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2007-11-09 14:19 Luigi Ballabio
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* [r13350] Java/Makefile.am:
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2007-11-06 12:06 Luigi Ballabio
130
* [r13324] SWIG/calendars.i:
134
2007-11-02 12:11 Luigi Ballabio
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* [r13284] SWIG/common.i, SWIG/interpolation.i:
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Sync with C++ library
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2007-10-26 12:18 Luigi Ballabio
142
* [r13201] SWIG/capfloor.i, SWIG/shortratemodels.i:
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Merged revisions 13187 and 13200 from engine-refactoring branch
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2007-10-25 13:14 Luigi Ballabio
148
* [r13182] SWIG/linearalgebra.i:
150
Added get and set methods to Matrix and Array in C-sharp and Java
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(thanks to Paul Gentry)
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2007-10-25 12:32 Luigi Ballabio
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* [r13179] SWIG/capfloor.i, SWIG/ratehelpers.i, SWIG/swaption.i:
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Sync with C++ library
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2007-10-24 11:08 Ferdinando Ametrano
161
* [r13148] CSharp/examples/BermudanSwaption.cs,
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CSharp/examples/EquityOption.cs, Guile/examples/american-option.scm,
163
Guile/examples/bermudan-swaption.scm,
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Guile/examples/european-option.scm, Guile/examples/swap.scm,
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Java/examples/EquityOptions.java,
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MzScheme/examples/american-option.scm,
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MzScheme/examples/bermudan-swaption.scm,
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MzScheme/examples/european-option.scm, MzScheme/examples/swap.scm,
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Perl/examples/european-option.pl,
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Python/examples/american-option.py,
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Python/examples/basket-option.py,
172
Python/examples/bermudan-swaption.py,
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Python/examples/european-option.py, Python/examples/swap.py,
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Ruby/examples/american-option.rb,
175
Ruby/examples/bermudan-swaption.rb,
176
Ruby/examples/european-option.rb, Ruby/examples/swap.rb,
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SWIG/capfloor.i, SWIG/swap.i:
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merged engines-refactoring into trunk
181
2007-10-03 11:10 Luigi Ballabio
183
* [r12957] SWIG/old_pricers.i:
185
Removed obsolete pricer
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2007-09-25 05:15 Joseph Wang
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* [r12854] SWIG/cashflows.i, SWIG/old_volatility.i,
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2007-09-24 15:06 Luigi Ballabio
196
* [r12845] SWIG/cashflows.i:
198
Reorganized cash-flow vector builders:
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- implemented as helper classes to ease skipping default parameters
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and single/multiple inputs
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- moved together with the corresponding coupon classes
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2007-09-20 12:59 Luigi Ballabio
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* [r12746] SWIG/shortratemodels.i:
207
Exported Vasicek model and more methods (thanks to Luis Cota)
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2007-09-20 11:30 Luigi Ballabio
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* [r12745] CSharp/Makefile.am, CSharp/examples/EquityOption.cs,
212
SWIG/date.i, SWIG/ql.i:
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Added equity-option example in C# (thanks to Eric Jensen)
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2007-09-20 11:24 Luigi Ballabio
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* [r12744] CSharp/examples/BermudanSwaption.cs:
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2007-09-20 10:49 Luigi Ballabio
224
* [r12743] Java/Makefile.am, Java/examples,
225
Java/examples/EquityOptions.java, Java/test:
227
Moved Java example from tests to examples directory
229
2007-09-20 10:20 Luigi Ballabio
231
* [r12742] CSharp/Makefile.am, CSharp/examples,
232
CSharp/examples/BermudanSwaption.cs:
234
Using existing C# example in make check
236
2007-09-20 09:14 Luigi Ballabio
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* [r12739] SWIG/common.i, SWIG/functions.i, SWIG/linearalgebra.i,
241
Hidden disposables in target language
243
2007-09-20 09:13 Luigi Ballabio
245
* [r12738] SWIG/basketoptions.i:
247
Restored case-insensitive tags
249
2007-09-18 12:50 Luigi Ballabio
251
* [r12686] SWIG/grid.i, SWIG/linearalgebra.i, SWIG/montecarlo.i,
254
Dropped CodeWarrior support
256
2007-09-18 12:50 Luigi Ballabio
258
* [r12685] SWIG/capfloor.i, SWIG/old_volatility.i,
261
Sync with library changes
263
2007-09-13 10:08 Luigi Ballabio
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* [r12608] SWIG/bonds.i:
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Exported discunting bond engine
269
2007-09-13 09:54 Luigi Ballabio
271
* [r12604] Python/setup.py:
275
2007-09-13 09:27 Luigi Ballabio
277
* [r12602] Python/setup.py:
279
Removed legacy support for Borland free compiler; added support for
280
INCLUDE and LIB environment variables
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2007-09-13 08:58 Luigi Ballabio
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* [r12601] SWIG/old_volatility.i:
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Exported extrapolator methods for cap volatility
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2007-09-12 13:01 Luigi Ballabio
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* [r12585] SWIG/calendars.i:
292
Added Brazilian exchange calendar (thanks to Richard Gomes)
294
2007-09-12 10:36 Luigi Ballabio
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* [r12580] Java/Makefile.am, Java/test/EquityOptions.java,
297
Java/test/Hello.java:
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Added equity-option example for Java (thanks to Richard Gomes and
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2007-09-12 10:35 Luigi Ballabio
304
* [r12579] SWIG/options.i:
306
Added binomial-Joshi and FD-bermudan engines (thanks to Richard
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Gomes and Tito Ingargiola)
309
2007-09-11 15:10 Luigi Ballabio
311
* [r12569] SWIG/old_volatility.i:
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In sync with current C++ interface
315
2007-08-24 09:56 Luigi Ballabio
317
* [r12396] Python/setup.py, SWIG/bonds.i, SWIG/callability.i,
318
SWIG/common.i, SWIG/convertiblebonds.i, SWIG/date.i,
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SWIG/distributions.i, SWIG/dividends.i, SWIG/indexes.i,
320
SWIG/linearalgebra.i, SWIG/operators.i, SWIG/options.i,
321
SWIG/piecewiseyieldcurve.i, SWIG/shortratemodels.i, SWIG/swap.i,
324
Catch-up with the library, plus a few fixes
326
2007-08-18 02:45 Ferdinando Ametrano
328
* [r12311] ., CSharp, CSharp/cpp, CSharp/csharp, CSharp/examples,
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Guile, Guile/examples, Guile/test, Java, Java/test, MzScheme,
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MzScheme/examples, MzScheme/quantlib, MzScheme/test, OCaml, Perl,
331
Perl/examples, Python, Python/QuantLib, Python/examples,
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Python/test, R, R/examples, Ruby, Ruby/examples, Ruby/test, SWIG,
335
set tsvn:projectlanguage property equal to 1033 (US English)
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2007-08-13 03:26 Joseph Wang
339
* [r12261] Python/examples/bermudan-swaption.py:
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Fix python to sync with new swig interfaces
343
2007-08-13 00:13 Joseph Wang
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* [r12260] SWIG/bonds.i, SWIG/indexes.i, SWIG/swaption.i:
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sync with quantlib changes
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2007-08-08 05:15 Joseph Wang
351
* [r12197] Python/test/integrals.py:
353
Fix sample file to match new quantlib args
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2007-07-23 09:29 Luigi Ballabio
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* [r11964] autogen.sh, dev_tools/windistmzscheme.bat,
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dev_tools/windistpython.bat, dev_tools/windistruby.bat:
362
2007-07-20 05:16 Joseph Wang
364
* [r11957] SWIG/cashflows.i:
366
Sync SWIG with current quantlib
368
2007-07-13 08:03 Luigi Ballabio
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* [r11905] SWIG/timeseries.i:
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Added missing inclusion
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2007-06-28 15:52 Luigi Ballabio
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* [r11741] CSharp/Makefile.am, CSharp/QuantLib.sln,
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CSharp/cpp/QuantlibWrapper.vcproj, CSharp/csharp/NQuantLib.csproj,
378
CSharp/examples/BermudanSwaption.csproj, CSharp/swig.cmd,
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Guile/Makefile.am, Java/Makefile.am, Makefile.am,
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MzScheme/Makefile.am, OCaml/Makefile.am, Perl/Makefile.am,
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Python/Makefile.am, Python/QuantLib-Python.spec.in, R/Makefile.am,
382
Ruby/Makefile.am, Ruby/QuantLib-Ruby.spec.in, configure.ac:
384
Fixed eol-style properties
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2007-06-15 02:27 Joseph Wang
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* [r11477] SWIG/cashflows.i:
390
sync with latest quantlib library
392
2007-06-08 14:29 Luigi Ballabio
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* [r11283] SWIG/stochasticprocess.i:
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Fixed typo in exported name
398
2007-06-06 00:35 Joseph Wang
400
* [r11196] SWIG/linearalgebra.i:
402
fix conversion to print out sampled curve
404
2007-06-05 04:52 Joseph Wang
406
* [r11154] SWIG/integrals.i:
408
fix integral wrappers
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2007-06-04 21:25 Eric Ehlers
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* [r11146] Guile/setup.scm, MzScheme/setup.scm, Perl/Makefile.PL,
413
Python/setup.py, Ruby/setup.rb, SWIG/ql.i, configure.ac:
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Increment version number from 0.8.0/0.8.1 to 0.9.0
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2007-06-04 04:42 Joseph Wang
419
* [r11117] R/examples/european-option.R, R/examples/fd-option.R,
420
R/examples/graph.R, R/examples/scatter.R, R/examples/wireframe.R:
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update examples to latest quantlib version
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2007-06-04 04:12 Joseph Wang
426
* [r11115] R/README.txt:
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change readme to reflect actual files
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2007-05-30 15:57 Luigi Ballabio
432
* [r11052] CSharp/csharp/NQuantLib.csproj,
433
CSharp/examples/BermudanSwaption.cs, ChangeLog.txt,
11
434
Guile/examples/american-option.scm,
12
435
Guile/examples/bermudan-swaption.scm,
13
436
Guile/examples/european-option.scm, Guile/examples/swap.scm,
59
483
SWIG/swaption.i, SWIG/termstructures.i, SWIG/timebasket.i,
60
484
SWIG/timeseries.i, SWIG/types.i, SWIG/vectors.i,
61
485
SWIG/volatilities.i, SWIG/volatilitymodels.i, SWIG/zerocurve.i,
64
More broken links fixed; links now point to the License in the main
65
pages (thanks to Eric for the heads-up, and to grep, xargs and sed
68
2007-05-18 15:52 Eric Ehlers
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* [r10836] CSharp/examples/BermudanSwaption.cs,
71
Python/QuantLib/__init__.py, Python/setup.py,
72
Python/test/QuantLibTestSuite.py, Python/test/date.py,
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Python/test/instruments.py, Python/test/integrals.py,
74
Python/test/marketelements.py, Python/test/solvers1d.py,
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Python/test/termstructures.py, Ruby/QuantLib.rb, Ruby/setup.rb,
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Ruby/test/QuantLibTestSuite.rb, Ruby/test/dates.rb,
77
Ruby/test/instruments.rb, Ruby/test/integrals.rb,
78
Ruby/test/marketelements.rb, Ruby/test/solvers1d.rb,
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Ruby/test/termstructures.rb, SWIG/basketoptions.i, SWIG/bonds.i,
80
SWIG/calendars.i, SWIG/callability.i, SWIG/capfloor.i,
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SWIG/cashflows.i, SWIG/common.i, SWIG/compoundforward.i,
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SWIG/convertiblebonds.i, SWIG/currencies.i, SWIG/date.i,
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SWIG/daycounters.i, SWIG/discountcurve.i, SWIG/distributions.i,
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SWIG/dividends.i, SWIG/exchangerates.i, SWIG/exercise.i,
85
SWIG/forwardcurve.i, SWIG/functions.i, SWIG/grid.i, SWIG/indexes.i,
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SWIG/instruments.i, SWIG/integrals.i, SWIG/interestrate.i,
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SWIG/interpolation.i, SWIG/linearalgebra.i, SWIG/marketelements.i,
88
SWIG/money.i, SWIG/montecarlo.i, SWIG/null.i, SWIG/observer.i,
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SWIG/old_pricers.i, SWIG/old_volatility.i, SWIG/operators.i,
90
SWIG/optimizers.i, SWIG/options.i, SWIG/payoffs.i,
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SWIG/piecewiseflatforward.i, SWIG/piecewiseyieldcurve.i, SWIG/ql.i,
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SWIG/quantlib.i, SWIG/randomnumbers.i, SWIG/ratehelpers.i,
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SWIG/rounding.i, SWIG/sampledcurve.i, SWIG/scheduler.i,
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SWIG/settings.i, SWIG/shortratemodels.i, SWIG/statistics.i,
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SWIG/stochasticprocess.i, SWIG/surface.i, SWIG/swap.i,
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SWIG/swaption.i, SWIG/termstructures.i, SWIG/timebasket.i,
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SWIG/timeseries.i, SWIG/types.i, SWIG/vectors.i,
98
SWIG/volatilities.i, SWIG/volatilitymodels.i, SWIG/zerocurve.i:
100
fix broken link to QuantLib license
102
2007-05-18 10:07 Luigi Ballabio
104
* [r10826] SWIG/cashflows.i:
106
Restored cashflow-vector builders
108
2007-05-18 10:05 Luigi Ballabio
110
* [r10825] CSharp/csharp/NQuantLib.csproj,
111
CSharp/examples/BermudanSwaption.cs:
113
Updated C# project and example for new interfaces
115
2007-05-15 10:14 Luigi Ballabio
117
* [r10735] SWIG/basketoptions.i:
119
Removed old constructor
121
2007-05-10 10:36 Luigi Ballabio
123
* [r10673] SWIG/basketoptions.i, SWIG/bonds.i, SWIG/cashflows.i,
124
SWIG/compoundforward.i, SWIG/convertiblebonds.i, SWIG/instruments.i,
125
SWIG/observer.i, SWIG/old_pricers.i, SWIG/optimizers.i,
126
SWIG/options.i, SWIG/ratehelpers.i, SWIG/shortratemodels.i,
127
SWIG/stochasticprocess.i, SWIG/volatilitymodels.i:
129
Removed hard tabs (they were causing misalignment depending on the
132
2007-05-08 12:07 Luigi Ballabio
134
* [r10643] SWIG/calendars.i:
136
Added holidays for 2007; fixed weekdays for Saudi financial market
138
2007-05-07 15:52 Luigi Ballabio
140
* [r10622] Guile/test/instruments.scm, MzScheme/test/instruments.scm,
141
Python/test/instruments.py, Ruby/test/instruments.rb, SWIG/date.i,
144
- Backported trunk revision 10582 to R000800-branch
145
- added missing methods and structs
146
- fixed tests according to new library features
148
2007-05-03 10:57 Luigi Ballabio
152
Created branch for QuantLib 0.8.0 release
486
configure.ac, dev_tools/developers:
488
Merged R000800-branch into the trunk up to revision 11030
490
2007-05-04 03:04 Joseph Wang
492
* [r10582] SWIG/date.i, SWIG/indexes.i:
154
496
2007-04-27 12:37 Luigi Ballabio