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Add Bachelier Swaption Engine #16

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Commits on Dec 9, 2017

  1. remove swap file

    @eehlers
    eehlers committed Dec 9, 2017
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Commits on Dec 28, 2017

  1. implement consolidated solution files for VC10+

    @eehlers
    eehlers committed Dec 28, 2017
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  2. updated signature of constructor BlackSwaptionEngine (thanks to Stefa… 

    …no Fondi)
    @eehlers
    eehlers committed Dec 28, 2017
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  3. updated signatures of functions qlSwaptionImpliedVolatility() and qlM… 

    …ixedLinearCubicInterpolation()
    @eehlers
    eehlers committed Dec 28, 2017
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  4. add support for VC14 and fix auto_link.hpp files (thanks to Francois … 

    …Botha)
    @eehlers
    eehlers committed Dec 28, 2017
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Commits on Dec 30, 2017

  1. update version number

    @eehlers
    eehlers committed Dec 30, 2017
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  2. add vc14 and vcxx files to distribution

    @eehlers
    eehlers committed Dec 30, 2017
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  3. update version number

    @eehlers
    eehlers committed Dec 30, 2017
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  4. add props files to distribution

    @eehlers
    eehlers committed Dec 30, 2017
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  5. increment the version number of log4cxx

    @eehlers
    eehlers committed Dec 30, 2017
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  6. modify find/replace script to delete references to boost property fil… 

    …es from vcxproj files
    @eehlers
    eehlers committed Dec 30, 2017
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  7. update version numbers

    @eehlers
    eehlers committed Dec 30, 2017
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  8. update version numbers

    @eehlers
    eehlers committed Dec 30, 2017
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  9. include properties file in release

    @eehlers
    eehlers committed Dec 30, 2017
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Commits on Dec 31, 2017

  1. fix typos

    @eehlers
    eehlers committed Dec 31, 2017
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Commits on Jan 19, 2018

  1. udpates for release

    @eehlers
    eehlers committed Jan 19, 2018
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  2. updates for release

    @eehlers
    eehlers committed Jan 19, 2018
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  3. strip out references to boost property files

    @eehlers
    eehlers committed Jan 19, 2018
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Commits on Jan 20, 2018

  1. strip out references to Windows SDK from VC project files

    @eehlers
    eehlers committed Jan 20, 2018
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  2. update download link

    @eehlers
    eehlers committed Jan 20, 2018
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Commits on Jan 23, 2018

  1. update docs

    @eehlers
    eehlers committed Jan 23, 2018
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Commits on Feb 1, 2018

  1. increment version number

    @eehlers
    eehlers committed Feb 1, 2018
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Commits on Feb 13, 2018

  1. update history

    @eehlers
    eehlers committed Feb 13, 2018
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  2. update graphic

    @eehlers
    eehlers committed Feb 13, 2018
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  3. update version number

    @eehlers
    eehlers committed Feb 13, 2018
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Commits on Feb 14, 2018

  1. update docs

    @eehlers
    eehlers committed Feb 14, 2018
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Commits on Aug 29, 2018

  1. increment version number

    @eehlers
    eehlers committed Aug 29, 2018
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  2. update docs

    @eehlers
    eehlers committed Aug 29, 2018
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  3. remove boost property files and windows SDK version

    @eehlers
    eehlers committed Aug 29, 2018
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  4. update projects

    @eehlers
    eehlers committed Aug 29, 2018
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Commits on Aug 30, 2018

  1. update links

    @eehlers
    eehlers committed Aug 30, 2018
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  2. update download links

    @eehlers
    eehlers committed Aug 30, 2018
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Commits on Aug 31, 2018

  1. fix links

    @eehlers
    eehlers committed Aug 31, 2018
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  2. update links

    @eehlers
    eehlers committed Aug 31, 2018
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Commits on Oct 9, 2018

  1. Merge branch 'v1.13.x'

    @eehlers
    eehlers committed Oct 9, 2018
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  2. increment version number

    @eehlers
    eehlers committed Oct 9, 2018
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Commits on Oct 10, 2018

  1. use BlackCalibrationHelper instead of CalibrationHelper

    @eehlers
    eehlers committed Oct 10, 2018
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  2. increment version number

    @eehlers
    eehlers committed Oct 10, 2018
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Commits on Nov 8, 2018

  1. update history

    @eehlers
    eehlers committed Nov 8, 2018
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  2. update build files

    @eehlers
    eehlers committed Nov 8, 2018
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  3. increment version number

    @eehlers
    eehlers committed Nov 8, 2018
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  4. update build files

    @eehlers
    eehlers committed Nov 8, 2018
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  5. remove boost and SKD references from project files

    @eehlers
    eehlers committed Nov 8, 2018
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  6. Merge branch 'v1.14.x' of https://github.com/eehlers/QuantLibAddin-Old … 

    …into v1.14.x
    @eehlers
    eehlers committed Nov 8, 2018
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Commits on Jan 24, 2019

  1. Correct InterestRateDerivatives example spreadsheet 

    This has been failing because the swap start date was before the
Swaption exercise date, which is now checked for and flagged as error
in the valuation engine. Correct by starting the swap on exercise + 2
days.
    @bnalgo
    bnalgo committed Jan 24, 2019
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Commits on Jan 25, 2019

  1. Extend OISRateHelper with payment lag parameter

    @bnalgo
    bnalgo committed Jan 25, 2019
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Commits on Jan 27, 2019

  1. Extend qlMakeOIS with payment lag parameter

    @bnalgo
    bnalgo committed Jan 27, 2019
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Commits on Jan 28, 2019

  1. Update copyright statement

    @bnalgo
    bnalgo committed Jan 28, 2019
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Commits on Feb 27, 2019

  1. Add PaymentLag parameter to qlOvernightIndexedSwap function

    @bnalgo
    bnalgo committed Feb 27, 2019
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Commits on Mar 17, 2019

  1. fix version number

    Eric Ehlers committed Mar 17, 2019
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Commits on Jun 24, 2019

  1. Replace deprecated Actual365NoLeap() with Actual365Fixed(Actual365Fix… 

    …ed::NoLeap)
    @igitur
    igitur committed Jun 24, 2019
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  2. Implement qlScheduleFullInterfaceFromDateVector in order to create sc… 

    …hedule with full interface from date vector
    @igitur
    igitur committed Jun 24, 2019
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Commits on Jul 3, 2019

  1. Allow qlScheduleTruncated to return dates after truncation date too

    @igitur
    igitur committed Jul 3, 2019
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Commits on Sep 22, 2019

  1. ignore build files

    @eehlers
    eehlers committed Sep 22, 2019
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  2. increment version number

    @eehlers
    eehlers committed Sep 22, 2019
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  3. Merge branch 'igitur-replace-Actual365NoLeap' into v1.16.x

    @eehlers
    eehlers committed Sep 22, 2019
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  4. update history

    @eehlers
    eehlers committed Sep 22, 2019
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  5. Merge branch 'igitur-schedule-from-date-vector' into v0.16.x

    @eehlers
    eehlers committed Sep 22, 2019
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  6. update history

    @eehlers
    eehlers committed Sep 22, 2019
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  7. Merge branch 'bnalgo-OisHelperExtend' into v1.16.x

    @eehlers
    eehlers committed Sep 22, 2019
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  8. update history

    @eehlers
    eehlers committed Sep 22, 2019
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  9. Merge branch 'bnalgo-IRExampleFix' into v1.16.x

    @eehlers
    eehlers committed Sep 22, 2019
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  10. update history

    @eehlers
    eehlers committed Sep 22, 2019
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Commits on Oct 20, 2019

  1. remove Calc directory from linux build

    @eehlers
    eehlers committed Oct 20, 2019
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  2. update batch file

    @eehlers
    eehlers committed Oct 20, 2019
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  3. update batch file

    @eehlers
    eehlers committed Oct 20, 2019
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  4. update release notes

    @eehlers
    eehlers committed Oct 20, 2019
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  5. update docs

    @eehlers
    eehlers committed Oct 20, 2019
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  6. update version number

    @eehlers
    eehlers committed Oct 20, 2019
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Commits on Nov 26, 2019

  1. increment version number

    @eehlers
    eehlers committed Nov 26, 2019
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  2. Merge branch 'schedule-truncate-after' of https://github.com/igitur/Q… 

    …uantLibAddin-Old into igitur-schedule-truncate-after
    @eehlers
    eehlers committed Nov 26, 2019
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  3. Merge branch 'igitur-schedule-truncate-after' into v1.17.x

    @eehlers
    eehlers committed Nov 26, 2019
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Commits on Dec 13, 2019

  1. Consolidate all project and solution files and use QuantLib's .props … 

    …file to set PlatformToolset
    @igitur
    igitur committed Dec 13, 2019
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  2. Update auto_link.hpp files to align with new output file name of .lib… 

    … files
    @igitur
    igitur committed Dec 13, 2019
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  3. Update auto_link.hpp files for VS2019

    @igitur
    igitur committed Dec 13, 2019
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  4. Add missing #include <string>

    @igitur
    igitur committed Dec 13, 2019
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  5. gensrc projects don't build a binary, so don't reference one directly

    @igitur
    igitur committed Dec 13, 2019
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Commits on Dec 14, 2019

  1. Update enumeratedtypes.xml

    @mdelmedico
    mdelmedico authored Dec 14, 2019
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Commits on Oct 15, 2020

  1. Merge pull request #12 from mdelmedico/master 

    Update enumeratedtypes.xml to include US Fedwire calendar
    @eehlers
    eehlers authored Oct 15, 2020
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Commits on Nov 2, 2020

  1. Merge branch 'consolidate-project-files-and-upgrade-to-vs2019' of htt… 

    …ps://github.com/igitur/QuantLibAddin-Old
    @eehlers
    eehlers committed Nov 2, 2020
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Commits on Nov 3, 2020

  1. update docs

    @eehlers
    eehlers committed Nov 3, 2020
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Commits on Nov 4, 2020

  1. fix copy/paste error

    @eehlers
    eehlers committed Nov 4, 2020
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  2. update download button

    @eehlers
    eehlers committed Nov 4, 2020
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  3. increment version number

    @eehlers
    eehlers committed Nov 4, 2020
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  4. Merge branch 'v1.20.x' of https://github.com/eehlers/QuantLibAddin-Old … 

    …into v1.20.x
    @eehlers
    eehlers committed Nov 4, 2020
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  5. Merge branch 'master' into v1.20.x

    @eehlers
    eehlers committed Nov 4, 2020
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  6. revert incorrect commit

    @eehlers
    eehlers committed Nov 4, 2020
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  7. remove obsolete doxygen tags

    @eehlers
    eehlers committed Nov 4, 2020
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  8. update makefiles

    @eehlers
    eehlers committed Nov 4, 2020
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Commits on Nov 5, 2020

  1. add a space required by the new version of doxygen

    @eehlers
    eehlers committed Nov 5, 2020
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  2. update doxygen config files

    @eehlers
    eehlers committed Nov 5, 2020
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  3. parameterize path to python2

    @eehlers
    eehlers committed Nov 5, 2020
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Commits on Nov 6, 2020

  1. update notes

    @eehlers
    eehlers committed Nov 6, 2020
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  2. update docs

    @eehlers
    eehlers committed Nov 6, 2020
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  3. Updates for changed behavior in Doxygen

    @eehlers
    eehlers committed Nov 6, 2020
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Commits on Nov 9, 2020

  1. update docs

    @eehlers
    eehlers committed Nov 9, 2020
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  2. update script

    @eehlers
    eehlers committed Nov 9, 2020
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  3. fix path to QuantLib properties file

    @eehlers
    eehlers committed Nov 9, 2020
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Commits on Nov 10, 2020

  1. Add Botswana calendar

    @eehlers
    eehlers committed Nov 10, 2020
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  2. Add U as alias for Unadjusted business day convention

    @eehlers
    eehlers committed Nov 10, 2020
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  3. update links

    @eehlers
    eehlers committed Nov 10, 2020
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  4. fix typo

    @eehlers
    eehlers committed Nov 10, 2020
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Commits on Nov 11, 2020

  1. remove sourceforge logo from documentation

    @eehlers
    eehlers committed Nov 11, 2020
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Commits on Nov 19, 2020

  1. Update descriptions with correct ZeroYield value instead of ZeroRate … 

    …(thanks to Francois Botha)
    @eehlers
    eehlers committed Nov 19, 2020
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  2. Add more aliases for Actual/365 (No Leap) day counter (thanks to Fran… 

    …cois Botha)
    @eehlers
    eehlers committed Nov 19, 2020
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Commits on Nov 25, 2020

  1. Upgrade gensrc to python3 (thanks to Francois Botha)

    @eehlers
    eehlers committed Nov 25, 2020
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  2. Add CompoundedThenSimple compounding rule (thanks to Francois Botha)

    @eehlers
    eehlers committed Nov 25, 2020
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Commits on Jan 15, 2021

  1. Implemented new function qlSwapNumberOfLegs() (thanks to Francois Botha)

    @eehlers
    eehlers committed Jan 15, 2021
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  2. Fixed bug in function ohRangeRetrieveError() which was causing it to … 

    …malfunction for workbooks whose names contained parentheses (thanks to Francois Botha)
    @eehlers
    eehlers committed Jan 15, 2021
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  3. Improve exception stafety in ctor of class FunctionCall (thanks to Da… 

    …vid Sansom)
    @eehlers
    eehlers committed Jan 15, 2021
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Commits on Jan 18, 2021

  1. increment version number

    @eehlers
    eehlers committed Jan 18, 2021
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Commits on Jan 25, 2021

  1. update docs

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    eehlers committed Jan 25, 2021
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  2. upgrade gensrc from python 2 to 3 on linux

    @eehlers
    eehlers committed Jan 25, 2021
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Commits on Jan 26, 2021

  1. update release notes

    @eehlers
    eehlers committed Jan 26, 2021
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  2. update version history

    @eehlers
    eehlers committed Jan 26, 2021
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  3. upgrade gensrc from python 2 to 3 on linux

    @eehlers
    eehlers committed Jan 26, 2021
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  4. update release notes

    @eehlers
    eehlers committed Jan 26, 2021
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  5. increment version number in graphic

    @eehlers
    eehlers committed Jan 26, 2021
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  6. upgrade gensrc from python 2 to 3 on linux

    @eehlers
    eehlers committed Jan 26, 2021
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  7. update docs

    @eehlers
    eehlers committed Jan 26, 2021
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Commits on Jan 27, 2021

  1. update docs

    @eehlers
    eehlers committed Jan 27, 2021
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Commits on Jan 28, 2021

  1. update docs

    @eehlers
    eehlers committed Jan 28, 2021
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  2. update script

    @eehlers
    eehlers committed Jan 28, 2021
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  3. delete redundant files

    @eehlers
    eehlers committed Jan 28, 2021
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  4. delete redundant file

    @eehlers
    eehlers committed Jan 28, 2021
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