Update ChangeLog, News and history.

ChangeLog.txt

@@ -1,3 +1,46 @@
+commit 85f9f6875e1ea4413bb47084c31b9e3a6ba446c2
+Author: Luigi Ballabio <[email protected]>
+Date:   Sat, 26 Aug 2017 18:18:08 +0200
+
+    Avoid name clash with Boost 1.65.0 and g++ 6.3.
+
+    An Integer type was pulled in from both the QuantLib and the
+    boost namespace.  The reason why this doesn't happen with
+    earlier versions of g++, or with g++ 6.3 in C++03 mode,
+    escapes me.
+
+ test-suite/cashflows.cpp | 3 ++-
+ 1 file changed, 2 insertions(+), 1 deletion(-)
+
+commit 8ae4497c04f2ac1af40ffdf53c054c804a0c76fd
+Author: Peter Caspers <[email protected]>
+Date:   Sat, 29 Apr 2017 21:05:40 +0200
+
+    provide missing member function definitions
+
+ .../volatility/swaption/swaptionvolstructure.hpp   | 28 ++++++++++++++++++++++
+ 1 file changed, 28 insertions(+)
+
+commit 3cba40012ec6b634050a17c8a5f8e065e8adeddf
+Author: Luigi Ballabio <[email protected]>
+Date:   Tue, 16 May 2017 10:57:40 +0200
+
+    Bump version number to 1.10.1.
+
+ Announce.txt   | 2 +-
+ configure.ac   | 2 +-
+ ql/version.hpp | 8 ++++----
+ 3 files changed, 6 insertions(+), 6 deletions(-)
+
+commit 757cb17a0d37b01f28e67c6d05e2ee1b669e0e45
+Author: Luigi Ballabio <[email protected]>
+Date:   Fri, 12 May 2017 17:42:36 +0200
+
+    Update ChangeLog.
+
+ ChangeLog.txt | 29 +++++++++++++++++++++++++++++
+ 1 file changed, 29 insertions(+)
+
 commit f69bc6b58616308b11e326175b9d828c4dc404ad
 Merge: d73944857 120cb411a
 Author: Luigi Ballabio <[email protected]>

Docs/pages/history.docs

@@ -18,7 +18,16 @@
 
 /*! \page history Version history
 
-    <strong>Release 1.10 - May 2017</strong>
+    <strong>Release 1.10.1 - August 2017</strong>
+
+    %QuantLib 1.10.1 is a bug-fix release for version 1.10.
+
+    - Prevented a name clash when using the newly-released Boost 1.65.0
+      with g++ 6.3.
+    - Added a few missing function declarations in the
+      SwaptionVolatilityStructure class (thanks to Peter Caspers).
+
+    <strong>Release 1.10 - May 16th, 2017</strong>
 
     PORTABILITY
     - Added support for the recently released Visual Studio 2017.

News.txt

@@ -1,128 +1,12 @@
 
-Changes for QuantLib 1.10:
-==========================
+Changes for QuantLib 1.10.1:
+============================
 
-QuantLib 1.10 includes 58 pull requests and fixed issues from several
-contributors.
+QuantLib 1.10.1 is a bug-fix release for version 1.10.
 
-The most notable changes are included below.
-A detailed list of changes is available in ChangeLog.txt and at
-<https://github.com/lballabio/QuantLib/milestone/5?closed=1>.
+- Prevented a name clash when using the newly-released Boost 1.65.0
+  with g++ 6.3.
 
-
-PORTABILITY
-
-- Added support for the recently released Visual Studio 2017.
-
-- Unified Visual Studio solution file.  The provided QuantLib.sln file
-  works for all versions from 2010 to 2017.
-
-- Added support for the recently released Boost 1.64.0 (thanks to
-  Klaus Spanderen).
-
-- Converted non-ASCII characters in source files to UTF-8; this should
-  make them work with most editors (thanks to Krzysztof Woś and Jose
-  Aparicio).
-
-- Fixed some compilation issues with older versions of the Sun CC
-  compiler and with the gcc 3.4 series.  The offending code has simply
-  been disabled; when using those compilers, is also suggested to
-  downgrade Boost to an older version since more recent ones can give
-  problems.  Boost 1.54.0 was reported to work.  It is likely that no
-  further support will be given to these compilers in future releases.
-
-INSTRUMENTS AND PRICING ENGINES
-
-- Added Heston pricing engine based on Fourier-Cosine series
-  expansion (thanks to Klaus Spanderen).
-
-- Added cash annuity model in Black swaption engine (thanks to Peter
-  Caspers, Werner Kuerzinger and Paul Giltinan).
-
-- Add an optional exogenous discount curve to analytic Black European
-  option engine (thanks to Paul Giltinan).
-
-MODELS
-
-- Added collocating local-volatility model (thanks to Klaus Spanderen).
-
-- Optionally disable Feller constraint in Cox-Ingersoll-Ross model
-  (thanks to Oleksandr Khomenko).
-
-INTEREST RATES
-
-- Allow using an arbitrary solver to calculate yield (thanks to Daniel
-  Hrabovcak).
-
-- Update handling of July 4th for US LIBOR fixings (thanks to Oleg
-  Kulkov for the heads-up).
-
-- Added CompoundingThenSimple convention (thanks to Martin Ross).
-
-INFLATION
-
-- Use the lagged reference period to interpolate inflation fixings
-  (thanks to Francois Botha).
-
-VOLATILITY
-
-- Reduce the memory footprint of OptionletStripper1 (thanks to
-  Matthias Lungwitz)
-
-DATE/TIME
-
-- Updated Chinese calendar for 2017 (thanks to Cheng Li).
-
-- Added CDS2015 date-generation rule with the correct semiannual
-  frequency (thanks to Guillaume Horel).
-
-- The Iceland calendar used to incorrectly adjust New Year's Day to
-  the next Monday when falling on a holiday. That's now fixed (thanks
-  to Stefan Gunnsteinsson for the heads-up).
-
-- Fixed bug that prevented correct calculation of an ECB date on the
-  first day of a month (thanks to Nicholas Bertocchi).
-
-- Fixed bug in Schedule that ignored end-of-month convention when
-  calculating reference dates for irregular coupons (thanks to Ryan
-  Taylor).
-
-- Allow passing a schedule to Actual/Actual day counter for correct
-  calculation of reference dates (thanks to Ryan Taylor).
-
-MATH
-
-- Added harmonic spline interpolation (thanks to Nicholas Bertocchi).
-
-EXAMPLES
-
-- Added examples for global optimizers (thanks to Andres Hernandez).
-
-DEPRECATED FEATURES
-
-- Removed the SwaptionHelper constructors not taking an explicit
-  volatility type (deprecated in version 1.8).
-
-- Removed the SwaptionVolatilityMatrix constructors not taking an
-  explicit volatility type (deprecated in version 1.8).
-
-- Removed the BlackSwaptionEngine constructor overriding the
-  displacement from the given volatility structure (deprecated in
-  version 1.8).
-
-- Removed the FlatSmileSection and InterpolatedSmileSection
-  constructors not taking an explicit volatility type (deprecated in
-  version 1.8).
-
-- Removed the RiskyAssetSwapOption constructor taking a side
-  (deprecated in version 1.8).
-
-POSSIBLY BREAKING CHANGES
-
-- The constructors of a few Libor-like indexes were made
-  explicit. This means that code such as the following, which used to
-  compile, will now break.  That's probably a good thing.
-
-    Handle<YieldTermStructure> forecast_curve;
-    Euribor6M index = forecast_curve;
+- Added a few missing function declarations in the
+  SwaptionVolatilityStructure class (thanks to Peter Caspers).