forked from lballabio/QuantLib-SWIG
-
Notifications
You must be signed in to change notification settings - Fork 0
/
ChangeLog.txt
291 lines (206 loc) · 8.79 KB
/
ChangeLog.txt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
commit bcc9dc72ea937c9b8c651df70b689c4fd6e6b26e
Author: Luigi Ballabio <[email protected]>
Date: Mon, 4 Apr 2016 15:50:27 +0200
Update Visual C# projects.
CSharp/csharp/NQuantLib.csproj | 13 +++++++++++--
CSharp/csharp/NQuantLib_vc8.csproj | 13 +++++++++++--
CSharp/csharp/NQuantLib_vc9.csproj | 13 +++++++++++--
tools/sync_csharp_projects.sh | 23 ++++++++++-------------
4 files changed, 43 insertions(+), 19 deletions(-)
commit 87e7752e3e2fe760afd974685d5b97d0ed370d20
Merge: b82581c d63b022
Author: Luigi Ballabio <[email protected]>
Date: Wed, 30 Mar 2016 12:27:02 +0200
Merge pull request #15.
commit d63b02255f532704c49a6b00f2e4672674d4b10f
Author: alexsbromberg <[email protected]>
Date: Mon, 28 Mar 2016 16:07:02 -0400
Update scheduler.i
The 'until' function isn't exposed by SWIG. Added a line to do that.
SWIG/scheduler.i | 1 +
1 file changed, 1 insertion(+)
commit b82581c923278669e57eff9633eb059fcdef0ec7
Merge: 4357cdb cdfcfc3
Author: Luigi Ballabio <[email protected]>
Date: Fri, 25 Mar 2016 10:27:46 +0100
Merge pull request #13.
commit cdfcfc369e417c406d4f0666e2127774cbfdaa0a
Author: Gouthaman Balaraman <[email protected]>
Date: Fri, 18 Mar 2016 22:23:41 -0700
CallabilitySchedule datatype change
SWIG/bonds.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 4357cdbbc34f26bf658d427f8923e3cf480c141d
Author: Luigi Ballabio <[email protected]>
Date: Tue, 8 Mar 2016 16:03:48 +0100
Define __hash__ for Python classes that define __eq__.
This is required for them to work correctly as dict keys.
Closes #11.
SWIG/calendars.i | 6 ++++++
SWIG/currencies.i | 6 ++++++
SWIG/date.i | 6 ++++++
SWIG/daycounters.i | 6 ++++++
4 files changed, 24 insertions(+)
commit 144bf3924228a3236f7682807936d303bf9b1494
Merge: 1e65d3b 15d09b7
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Mar 2016 17:39:14 +0100
Merge pull request #10.
commit 15d09b7fedcc1ad7bfd30e28ae0fff5a2a211ea8
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Mar 2016 14:52:44 +0100
Manage new generated source file.
.gitignore | 1 +
CSharp/Makefile.am | 7 ++++---
2 files changed, 5 insertions(+), 3 deletions(-)
commit f082330c08fcb16d4e8b49bdfd70d41418c9c707
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Mar 2016 14:34:16 +0100
Collapse identical #elif clauses.
SWIG/optimizers.i | 21 ++++++---------------
1 file changed, 6 insertions(+), 15 deletions(-)
commit 8b87946a6a6941316088aa3047e594a226541922
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Mar 2016 14:33:43 +0100
Add director support to main module declaration.
SWIG/functions.i | 3 +--
SWIG/quantlib.i | 2 +-
2 files changed, 2 insertions(+), 3 deletions(-)
commit 0eb11b57adef8ab8c28bffb984bea058e26f5e4e
Author: david-wolf <[email protected]>
Date: Wed, 2 Mar 2016 09:46:47 -0500
Added .NET bindings for Optimizer functionality.
SWIG/functions.i | 105 ++++++++++++++++++++++++++++++++++++++++++++++++++++--
SWIG/optimizers.i | 23 +++++++++++-
2 files changed, 124 insertions(+), 4 deletions(-)
commit 1e65d3b97276294cd9a428008db134ec554d6795
Merge: b73a99b fe6fd59
Author: Luigi Ballabio <[email protected]>
Date: Fri, 26 Feb 2016 13:07:49 +0100
Merge pull request #8.
commit b73a99b9924257281c4efab248e84089c234f4af
Merge: 1ce3912 93443f8
Author: Luigi Ballabio <[email protected]>
Date: Fri, 26 Feb 2016 12:58:12 +0100
Merge pull request #6.
commit 1ce3912c9a3bf766d48619388c304593c32896da
Merge: 05cede5 b14a50c
Author: Luigi Ballabio <[email protected]>
Date: Fri, 26 Feb 2016 12:55:19 +0100
Merge pull request #4.
commit 05cede5fccbb966b1ebd15f808c503bb8bc7436f
Merge: 4b232fe 89f441e
Author: Luigi Ballabio <[email protected]>
Date: Fri, 26 Feb 2016 12:25:56 +0100
Merge pull request #3.
commit 4b232fe35d00113912f3b29bac51686189eb3dfb
Merge: c428d31 1e0abc8
Author: Luigi Ballabio <[email protected]>
Date: Fri, 26 Feb 2016 12:04:59 +0100
Merge pull request #2.
commit c428d318319430cef0998d899973930f52f83803
Author: Luigi Ballabio <[email protected]>
Date: Mon, 15 Feb 2016 22:55:51 +0100
Add part of the old dev_tools module as subfolder.
tools/sync_csharp_projects.sh | 50 +++++++++++++++++++++++++++++++++++++++++++
tools/version_number.txt | 11 ++++++++++
2 files changed, 61 insertions(+)
commit a72e6a1f3713b0ea70d06ea4eeaedd5d9f9974c4
Author: Luigi Ballabio <[email protected]>
Date: Wed, 27 Jan 2016 16:01:28 +0100
Export StochasticProcess interface.
SWIG/stochasticprocess.i | 31 ++++++++++++++++++++-----------
1 file changed, 20 insertions(+), 11 deletions(-)
commit fe6fd59d07f9e6c8e0c9605367e8f694cb478be0
Author: Ethical Banker <[email protected]>
Date: Tue, 26 Jan 2016 14:47:13 +0000
Fixed typo.
Python/Makefile.am | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit ea950c95af600adb6ddf8bbe70c91dc4ae50fdc8
Author: Ethical Banker <[email protected]>
Date: Fri, 22 Jan 2016 08:17:39 +0000
Fix to Python Makefile so that same compiler is used as when building QuantLib
Python/Makefile.am | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 93443f8319e1de1ba5295f9e0f2d4458132bd9e4
Author: Richard Gomes <[email protected]>
Date: Sat, 9 Jan 2016 13:19:47 +0000
Support for cross compilation in Java. https://github.com/lballabio/QuantLib-SWIG/issues/5
Java/Makefile.am | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 1c36512f6d4ad2aa066517ff8a131472cfc81ca4
Author: Luigi Ballabio <[email protected]>
Date: Fri, 8 Jan 2016 10:08:31 +0100
Revamp README.
README.md | 74 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Readme.txt | 66 ++++++++++++++++++++++++++++++++++++++++++++++++++-----
2 files changed, 135 insertions(+), 5 deletions(-)
commit 5465db3bf34bcb0600125322495c2d4c528cffc2
Author: Luigi Ballabio <[email protected]>
Date: Tue, 22 Dec 2015 17:44:30 +0100
Prevent generation of default constructor.
SWIG/options.i | 4 ++++
1 file changed, 4 insertions(+)
commit 46a6dc79698e909ca914c172af6c53de12c3f851
Author: Luigi Ballabio <[email protected]>
Date: Tue, 22 Dec 2015 15:05:34 +0100
Complete the definition of DeltaVolQuote.
SWIG/options.i | 49 +++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 49 insertions(+)
commit b80ba2b6690ab89f7fea9e178fc1a551315dd96b
Author: Luigi Ballabio <[email protected]>
Date: Thu, 17 Dec 2015 18:29:11 +0100
Add .gitignore file after splitting.
.gitignore | 88 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 88 insertions(+)
commit b14a50c380fd5c3171ff0d005253ba7831aa2e69
Author: Alex Cooper <[email protected]>
Date: Sun, 13 Dec 2015 16:05:59 +1100
Fixes compile error in SWIG/Python that appears on clang/OSX 10.11.1
when <valarray> has been included. To build the Python module, I no
longer need to fiddle with libstdc++ as recommended on the web site at
http://quantlib.org/install/macosx.shtml.
SWIG/linearalgebra.i | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit 89f441e117e38491b86426661d219be95e47a311
Author: Gouthaman Balaraman <[email protected]>
Date: Fri, 27 Nov 2015 22:29:05 -0800
Added FixedRateBondForward and BondFunctions::zSpread to SWIG wrapper
SWIG/bondfunctions.i | 24 +++++++++++
SWIG/forward.i | 116 +++++++++++++++++++++++++++++++++++++++++++++++++++
SWIG/ql.i | 1 +
3 files changed, 141 insertions(+)
commit 1e0abc8fa31b9a5004eb2447ebb7688dfe330c6e
Author: Prof. Jayanth R Varma <[email protected]>
Date: Tue, 24 Nov 2015 18:11:47 +0530
Expose FD Barrier Engine (no rename)
Added SWIG code to expose the FdBlackScholesBarrierEngine to other languages (Python)
SWIG/options.i | 52 ++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 52 insertions(+)
commit 7b49b5a6b0cd2bca7b5206236ef8d29347074a64
Author: Luigi Ballabio <[email protected]>
Date: Mon, 23 Nov 2015 12:56:28 +0100
Bump version number to 1.7.1.
Guile/setup.scm | 2 +-
MzScheme/setup.scm | 2 +-
Perl/Makefile.PL | 2 +-
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
Ruby/setup.rb | 2 +-
SWIG/ql.i | 2 +-
configure.ac | 2 +-
8 files changed, 8 insertions(+), 8 deletions(-)
commit ed809777915fb83871d8c6868273297290bb93ba
Author: Luigi Ballabio <[email protected]>
Date: Mon, 23 Nov 2015 13:41:45 +0100
Bump version number to 1.8.
Guile/setup.scm | 2 +-
MzScheme/setup.scm | 2 +-
Perl/Makefile.PL | 2 +-
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
Ruby/setup.rb | 2 +-
SWIG/ql.i | 2 +-
configure.ac | 2 +-
8 files changed, 8 insertions(+), 8 deletions(-)