commit a5560b4f5b7628ba6702d5015ce9104a24140863
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 17 Feb 2019 16:37:09 +0100

    Relax tolerance in a couple of tests.

 test-suite/creditdefaultswap.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 499d9afa67f649746741018ad66ab4d25560de50
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Feb 2019 14:13:08 +0100

    Deprecated positive-rates switch.

 News.md | 13 +++++++++++--
 1 file changed, 11 insertions(+), 2 deletions(-)

commit bd8dab8e5a60ebeb76e9f18e90f213906d790d62
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Feb 2019 14:06:43 +0100

    Add missing header.

 ql/experimental/math/piecewiseintegral.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 12103384c9b801e816405af4ee5401e42d8e7864
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Feb 2019 16:18:48 +0100

    Fix distribution.

 Makefile.am | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 6c99ca7f7835bd773c72169886b8d583a75669d2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Feb 2019 16:14:07 +0100

    Update changelog and news.

 ChangeLog.txt           | 5228 +++++++++++++----------------------------------
 Contributors.txt        |    6 +
 Docs/pages/authors.docs |    6 +
 Docs/pages/history.docs |   77 +-
 News.md                 |  108 +
 News.txt                |  121 --
 6 files changed, 1602 insertions(+), 3944 deletions(-)

commit 5713908c0493eb4e02afc1d308193281b80f8ec7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Feb 2019 16:13:07 +0100

    A few doc fixes.

 configure.ac                                       |  6 ++---
 ql/experimental/math/fireflyalgorithm.hpp          | 20 +++++++++-----
 ql/experimental/math/levyflightdistribution.hpp    | 17 +++++++-----
 ql/experimental/math/particleswarmoptimization.hpp | 31 ++++++++++++++--------
 4 files changed, 48 insertions(+), 26 deletions(-)

commit 31081682a9bf32ed95e5f1a254df9b41659d3f35
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 2 Feb 2019 10:29:13 +0100

    Prevent compilation errors on older VC++ compilers.

 ql/time/daycounters/actualactual.cpp | 8 ++++----
 test-suite/daycounters.cpp           | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

commit 87f1710899fff6d13c25a83b9e034f4001a7baf0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 2 Feb 2019 10:15:56 +0100

    Avoid loss-of-precision warning in VC++.

 test-suite/daycounters.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit eb02391a1c79009c0f1ba6ef235a424bed60c576
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jan 2019 12:07:46 +0100

    Add Boost 1.48 to build matrix.

 .travis.yml | 4 ++++
 1 file changed, 4 insertions(+)

commit 128ab151d45895af48dc3ac6ee999ccdfa38501b
Merge: 2e0846cd9 745a1da78
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jan 2019 11:01:15 +0100

    Merge pull request #594.

commit 2e0846cd99790a2c9e9f44add92c8b8dafca9a26
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jan 2019 17:32:14 +0100

    Update copyright notice.

 Docs/pages/license.docs | 2 ++
 LICENSE.TXT             | 2 ++
 2 files changed, 4 insertions(+)

commit 67f8b02f4fc8643bad770d8b14a5a5618881161e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jan 2019 17:21:54 +0100

    Fix a few test messages.

 test-suite/timegrid.cpp | 35 +++++++++++++++++------------------
 1 file changed, 17 insertions(+), 18 deletions(-)

commit 745a1da78fe31644e78b96f6b9b859dce73af4fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jan 2019 15:40:54 +0100

    Remove dead code.

 Examples/GlobalOptimizer/GlobalOptimizer.cpp              |  8 --------
 ql/experimental/math/fireflyalgorithm.cpp                 |  6 ------
 ql/experimental/math/fireflyalgorithm.hpp                 |  6 ------
 ql/experimental/math/hybridsimulatedannealingfunctors.hpp |  8 --------
 ql/experimental/math/levyflightdistribution.hpp           |  7 -------
 ql/experimental/math/particleswarmoptimization.cpp        |  6 +-----
 ql/experimental/math/particleswarmoptimization.hpp        |  5 -----
 ql/patterns/observable.hpp                                | 11 -----------
 8 files changed, 1 insertion(+), 56 deletions(-)

commit 4ce6d2b55581f341ab6ac3cbc1bf5469fa1ea6c1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jan 2019 15:40:34 +0100

    Require Boost 1.48 or later.

 acinclude.m4     | 8 ++++----
 ql/qldefines.hpp | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

commit 2b023dc266914aff701571c86b4f759ebb47809b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jan 2019 11:43:15 +0100

    Make header self-consistent.

 ql/math/linearleastsquaresregression.hpp | 1 +
 1 file changed, 1 insertion(+)

commit a9f18e97223785af57cacce9b3c9dbdf00f51bf7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jan 2019 10:07:10 +0100

    Clean up some docs.

 ql/functional.hpp                                | 2 +-
 ql/instruments/makeyoyinflationcapfloor.hpp      | 2 +-
 ql/math/curve.hpp                                | 2 +-
 ql/math/functional.hpp                           | 2 +-
 ql/methods/finitedifferences/bsmoperator.hpp     | 3 +--
 ql/methods/finitedifferences/operatorfactory.hpp | 3 +--
 ql/models/calibrationhelper.hpp                  | 5 ++---
 7 files changed, 8 insertions(+), 11 deletions(-)

commit 2baf27ff3ca42e48140188c07889b44f2fe90464
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Jan 2019 12:57:50 +0100

    Add clang 7 to build matrix.

 .travis.yml | 4 ++++
 1 file changed, 4 insertions(+)

commit 89a1b14d187e85917676c77df1ce2ec1bbbbb51f
Merge: f8a43f3de 1b9dd78b2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 17:20:17 +0100

    Merge pull request #591.

commit f8a43f3deb0a229a331886b1a49a0e0c3df0a128
Merge: 05ab8975c e262b4b66
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 16:51:21 +0100

    Merge pull request #590.

commit 05ab8975cbba0cf0685c14e0a782caf8909016c6
Merge: 4a9beafc0 34a43a508
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jan 2019 16:14:45 +0100

    Merge pull request #586.

commit 4a9beafc07851f65dc721e5099a774fe56020ab4
Merge: 333f8c010 8720cd110
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Jan 2019 12:52:08 +0100

    Merge pull request #592.

commit 333f8c0102e350c506abc38749c9dbb0aad7fd4f
Merge: 88dcf1000 6f48062a9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Jan 2019 11:42:17 +0100

    Merge pull request #587.

commit 8720cd1109b78b942ace837914f1bd7c0e3f4995
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Jan 2019 17:37:32 +0100

    Avoid test failures due to use of indexed coupons.

 test-suite/basismodels.cpp | 12 ++++++++++--
 1 file changed, 10 insertions(+), 2 deletions(-)

commit 359b254bcc5253b0108b44026e726e642c8ad089
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Jan 2019 15:05:48 +0100

    Disable tests when negative rates are forbidden.

 test-suite/basismodels.cpp | 3 +++
 1 file changed, 3 insertions(+)

commit 88dcf1000b584bfd299577a3f71423e3d51bba49
Merge: a61d80d42 878063172
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Jan 2019 10:19:58 +0100

    Merge pull request #581.

commit a61d80d427a33e4c4eb836deeba30f4443d3b81b
Merge: fe0562d63 4875c2307
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 17 Jan 2019 14:05:37 +0100

    Merge pull request #583.

commit fe0562d638293b9dad3bafb611feeaa4c4835527
Merge: b6001cb77 4b3ab48fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Jan 2019 12:23:53 +0100

    Merge pull request #585.

commit b6001cb77d90be3a52f3ccfff66e722e7faccb0c
Merge: 44491b89e 09fc891c6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Jan 2019 18:18:55 +0100

    Merge pull request #582.

commit 09fc891c68f480b9d4e6c390e396e8934aafe33c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Jan 2019 18:00:07 +0100

    Update docs.

 ql/time/calendars/china.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 1b9dd78b2de8aed290b0f1573c973fe5ac47c4fd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Jan 2019 17:53:14 +0100

    Avoid instabilities in test case.
    
    The previous value could give slightly different results
    (depending on the version of libc on Ubuntu) that would
    get amplified by the local-volatility calculation causing
    the test to fail.

 test-suite/riskneutraldensitycalculator.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit e262b4b668bca68edd6127bc915797a13af935dd
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 13 Jan 2019 18:45:56 +0100

    include boost/bind.hpp explicitly

 ql/patterns/observable.cpp | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit 11fcede9a6388f86dae0c99301e77020afa34266
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 11 Jan 2019 21:29:56 +0100

    ext::bind in thread safe observer pattern and parallel unit test runner

 ql/patterns/observable.cpp        | 3 ++-
 test-suite/paralleltestrunner.hpp | 7 ++++---
 2 files changed, 6 insertions(+), 4 deletions(-)

commit 6f48062a99048720d896d79ee454e431403aef81
Author: Joshua Engelman <j.aaron.engelman@gmail.com>
Date:   Wed, 9 Jan 2019 10:28:36 -0600

    Add Day of Mourning for George HW Bush to Special US Holidays

 ql/time/calendars/unitedstates.cpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 44491b89e0caf2c8f12ce1a4922016a575b08879
Merge: fd0eff928 6b8af61f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jan 2019 15:28:43 +0100

    Merge pull request #575.

commit 6b8af61f24b415e0ecb98ab329099f95aa709bd0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jan 2019 15:07:39 +0100

    Reordered parts of the VC++ project.

 QuantLib.vcxproj | 118 +++++++++++++++++++++++++++----------------------------
 1 file changed, 59 insertions(+), 59 deletions(-)

commit e1af8a3a7a6d3b04e2772fe4b8674afee6d5d494
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jan 2019 17:42:22 +0100

    Update VC++ project.

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 3 +++
 2 files changed, 4 insertions(+)

commit cb1019cf0b5feca906a3fb21d9991c0d09ee0941
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jan 2019 14:38:45 +0100

    Run clang-format on new files.

 ql/experimental/basismodels/swaptioncfs.cpp       | 185 +++---
 ql/experimental/basismodels/swaptioncfs.hpp       |  93 +--
 ql/experimental/basismodels/tenoroptionletvts.cpp | 126 ++--
 ql/experimental/basismodels/tenoroptionletvts.hpp | 179 +++---
 ql/experimental/basismodels/tenorswaptionvts.cpp  | 168 +++---
 ql/experimental/basismodels/tenorswaptionvts.hpp  | 151 ++---
 test-suite/basismodels.cpp                        | 687 +++++++++++-----------
 7 files changed, 839 insertions(+), 750 deletions(-)

commit 34a43a5088ea06721184e22930282976c00c9d41
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jan 2019 11:24:51 +0100

    Avoid deprecation warning in VC++.

 ql/methods/finitedifferences/operatorfactory.hpp | 7 +++++++
 1 file changed, 7 insertions(+)

commit 4b3ab48fc8d0f89204cfea5ef8a3d1afe38d93ec
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 2 Jan 2019 11:17:58 +0100

    fix boolean
    
    the variant using 'Yes' does not work with clang-format 6.0.0

 .clang-format | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 878063172430f3f3642421d07e4e8b93c43d581a
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 2 Jan 2019 11:14:50 +0100

    formatting

 ql/quotes/derivedquote.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 513c486c5219189bb1e317772fb23a857dd50ada
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 2 Jan 2019 11:13:38 +0100

    fix typo

 ql/quotes/derivedquote.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 3d816f82797c00e1cffaac988b3456ddc29557e0
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 2 Jan 2019 11:13:03 +0100

    add creator methods

 ql/quotes/compositequote.hpp | 7 +++++++
 ql/quotes/derivedquote.hpp   | 7 +++++++
 2 files changed, 14 insertions(+)

commit 7be81f6a58d59afa265e3ab4960c39bc35488b51
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 2 Jan 2019 11:03:08 +0100

    Revert "add default value"
    
    This reverts commit f84b4ad1eafd048f3a0869b4b5df78454f94c10b.

 ql/quotes/compositequote.hpp | 2 +-
 ql/quotes/derivedquote.hpp   | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit e4c1b5bcf5e095be47c76e1667f736c8d798f2d9
Merge: 87446e0b3 cd8d2298a
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Tue, 1 Jan 2019 22:46:40 +0800

    Merge pull request #2 from wegamekinglc/wegamekinglc-patch-1
    
    fixed missing holiday on 2018/12/31

commit cd8d2298a90307f4119b72cd61977b0944496d6e
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Tue, 1 Jan 2019 22:45:47 +0800

    fixed tests for china calendar

 test-suite/calendars.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 5ee82308fd3f12714674a082a9992fed973e9c30
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Tue, 1 Jan 2019 22:42:43 +0800

    fixed missing holiday on 2018/12/31

 ql/time/calendars/china.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 4875c2307881e277a6b7b43e295505ea2a78eac7
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 31 Dec 2018 15:48:57 +0100

    correct spelling

 test-suite/interpolations.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 02f01bc755a7d1574b07e01ed1cbf2fe8a5650b6
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 31 Dec 2018 15:25:04 +0100

    corrected typo

 ql/math/richardsonextrapolation.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 164e0d01f8a63694a47116e853265b6600406aaf
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 31 Dec 2018 15:22:15 +0100

    avoid run away Brent solver in Richardson extrapolation

 ql/math/richardsonextrapolation.cpp | 16 +++++++--
 test-suite/interpolations.cpp       | 72 +++++++++++++++++++++++++++++++++++++
 test-suite/interpolations.hpp       |  1 +
 3 files changed, 87 insertions(+), 2 deletions(-)

commit 87446e0b315d580a7c66729674b9124a4c255fe6
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Sun, 23 Dec 2018 22:00:42 +0800

    update china holidays for the year 2019

 ql/time/calendars/china.cpp | 17 +++++++++++++++--
 test-suite/calendars.cpp    | 28 ++++++++++++++++++++++++++--
 2 files changed, 41 insertions(+), 4 deletions(-)

commit 794c1efa09f0ae0895abcf6b6ba0032ecc4b18f5
Merge: 4919fbace fd0eff928
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Sun, 23 Dec 2018 19:59:39 +0800

    Merge pull request #1 from lballabio/master
    
    merge from upstream

commit f84b4ad1eafd048f3a0869b4b5df78454f94c10b
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 21 Dec 2018 15:05:39 +0100

    add default value

 ql/quotes/compositequote.hpp | 2 +-
 ql/quotes/derivedquote.hpp   | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit fd0eff92874aae3beb65a84c3cc0d722ac91ee76
Merge: 2ac2ef31c d24e3b1ca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 21 Dec 2018 13:18:41 +0100

    Merge pull request #574.

commit d24e3b1caf57ffcfeee08ba4ea253beccfa4d705
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 21 Dec 2018 12:32:44 +0100

    Update VC++ project.

 test-suite/testsuite.vcxproj         | 4 +++-
 test-suite/testsuite.vcxproj.filters | 6 ++++++
 2 files changed, 9 insertions(+), 1 deletion(-)

commit 2ac2ef31c86757c93bfb205e25626cbedeb69f9d
Merge: 7f9b2be42 85091b519
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Dec 2018 14:55:59 +0100

    Merge pull request #577.

commit 7f9b2be42ccf150d2eddbcb36a26268fc5fbcb9f
Merge: 3157d8243 215c43da9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Dec 2018 18:27:32 +0100

    Merge pull request #573.

commit 3157d8243a87d7306c7df297f6f515884100c9d6
Merge: 367191292 a3f003b8b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Dec 2018 15:31:39 +0100

    Merge pull request #572.

commit 3671912927faabc77957cd81f6e43f8c49ae0d7e
Merge: c7b10998e dc6791336
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Dec 2018 11:43:29 +0100

    Merge pull request #570.

commit 85091b519804566d935e2015fbb0e51d7add61b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Dec 2018 10:49:00 +0100

    Add .clang-format file as a convenience.

 .clang-format | 54 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 54 insertions(+)

commit c7b10998e06edb187733c26b3c5693bcb56f16ef
Merge: e12a50927 b13ac5535
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Dec 2018 11:42:25 +0100

    Merge pull request #567.

commit b13ac55359fcc0df536fc999c96ff3c2768c81a1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Nov 2018 16:37:43 +0100

    Avoid too many unnecessary variables.

 .../MulticurveBootstrapping.cpp                    | 1109 +++++++++-----------
 1 file changed, 513 insertions(+), 596 deletions(-)

commit 4302551cb5a4ec0f0854826950898663814fdbdb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Nov 2018 16:26:16 +0100

    Replaced and renamed Swap example.

 .gitignore                                         |    2 +-
 Docs/pages/examples.docs                           |    2 +-
 Examples/CMakeLists.txt                            |    2 +-
 Examples/Makefile.am                               |    4 +-
 Examples/MulticurveBootstrapping/CMakeLists.txt    |    2 +
 Examples/MulticurveBootstrapping/Makefile.am       |   29 +
 .../MulticurveBootstrapping.cpp                    |    6 +-
 .../MulticurveBootstrapping.vcxproj                | 1106 ++++++++++----------
 .../MulticurveBootstrapping.vcxproj.filters}       |    4 +-
 .../{Swap => MulticurveBootstrapping}/README.txt   |    0
 Examples/Swap/CMakeLists.txt                       |    2 -
 Examples/Swap/Makefile.am                          |   29 -
 Examples/Swap/Swap.vcxproj                         |  537 ----------
 Examples/Swap/swapvaluation.cpp                    |  787 --------------
 QuantLib.sln                                       |    2 +-
 configure.ac                                       |    2 +-
 man/BasketLosses.1                                 |    2 +-
 man/BermudanSwaption.1                             |    2 +-
 man/Bonds.1                                        |    2 +-
 man/CDS.1                                          |    2 +-
 man/CVAIRS.1                                       |    2 +-
 man/CallableBonds.1                                |    2 +-
 man/ConvertibleBonds.1                             |    2 +-
 man/DiscreteHedging.1                              |    2 +-
 man/EquityOption.1                                 |    2 +-
 man/FRA.1                                          |    2 +-
 man/FittedBondCurve.1                              |    2 +-
 man/Gaussian1dModels.1                             |    2 +-
 man/GlobalOptimizer.1                              |    2 +-
 man/LatentModel.1                                  |    2 +-
 man/Makefile.am                                    |   12 +-
 man/MarketModels.1                                 |    2 +-
 man/{SwapValuation.1 => MulticurveBootstrapping.1} |   16 +-
 man/MultidimIntegral.1                             |    2 +-
 man/Replication.1                                  |    2 +-
 man/Repo.1                                         |    2 +-
 36 files changed, 611 insertions(+), 1969 deletions(-)

commit e12a50927ea71143d6f4ed3e13309dd17acbda04
Merge: 420267bf0 06db92516
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 29 Nov 2018 13:32:29 +0100

    Merge pull request #558.

commit a53a0c44011a3944106f95e8a335aef36849467e
Author: Sebastian Schlenkrich <sebastian.schlenkrich@d-fine.de>
Date:   Thu, 29 Nov 2018 08:54:46 +0100

    fix coding standard issues

 ql/experimental/basismodels/swaptioncfs.cpp | 2 +-
 test-suite/basismodels.cpp                  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit ba82f59960be4c7f06175bb51c15906e947e4562
Author: Sebastian Schlenkrich <sebastian.schlenkrich@d-fine.de>
Date:   Wed, 28 Nov 2018 19:07:32 +0100

    remove list initialisers for Period vectors

 test-suite/basismodels.cpp | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

commit 75695b719d8b795f4b8fd716b3ca5e03642af5b1
Author: Sebastian Schlenkrich <sebastian.schlenkrich@d-fine.de>
Date:   Wed, 28 Nov 2018 18:51:33 +0100

    remove std::begin and std::end from vector initialisation

 test-suite/basismodels.cpp | 50 +++++++++++++++++++++++-----------------------
 1 file changed, 25 insertions(+), 25 deletions(-)

commit 3ef684d7e6fe1c0f7bfd740fe827499a573fa98b
Author: Sebastian Schlenkrich <sebastian.schlenkrich@d-fine.de>
Date:   Wed, 28 Nov 2018 18:26:09 +0100

    remove list initialisers for vectors

 test-suite/basismodels.cpp | 86 ++++++++++++++++++++++++++++++----------------
 1 file changed, 56 insertions(+), 30 deletions(-)

commit 087410cda0624a812a186aa236a1219399a2742c
Author: Sebastian Schlenkrich <sebastian.schlenkrich@d-fine.de>
Date:   Wed, 28 Nov 2018 15:43:47 +0100

    more integration test fixes

 ql/experimental/basismodels/tenoroptionletvts.hpp | 1 +
 ql/experimental/basismodels/tenorswaptionvts.hpp  | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

commit cbbe92b85d8307a18c28d4d7ae32c1222f8c09a0
Author: Sebastian Schlenkrich <sebastian.schlenkrich@d-fine.de>
Date:   Wed, 28 Nov 2018 15:05:30 +0100

    fix build errors for integration tests

 ql/experimental/basismodels/tenoroptionletvts.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit c76b7b0799aebfdddc57bffdc63a4d999f7002ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 28 Nov 2018 12:31:10 +0100

    Add new files to build.

 configure.ac                            |  1 +
 ql/experimental/Makefile.am             |  3 +-
 ql/experimental/all.hpp                 |  1 +
 ql/experimental/basismodels/Makefile.am | 49 +++++++++++++++++++++++++++++++++
 ql/experimental/basismodels/all.hpp     |  7 +++++
 test-suite/Makefile.am                  |  1 +
 6 files changed, 61 insertions(+), 1 deletion(-)

commit c746735fee1943b6ae638e9e0d341ac61fd5156b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 28 Nov 2018 12:12:33 +0100

    Use ext namespace.

 ql/experimental/basismodels/swaptioncfs.cpp | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit e82b4f1efbb18fd952ab783945892c4ddd3e9a89
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 28 Nov 2018 11:58:41 +0100

    Avoid C++11 code for backward compatibility.

 test-suite/timegrid.cpp | 53 ++++++++++++++++++++++++++++++++++++++++---------
 1 file changed, 44 insertions(+), 9 deletions(-)

commit d06a3e85bd037bfe44670ebf9d9edccb742320e5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 28 Nov 2018 11:47:18 +0100

    Add new files to the build.

 test-suite/Makefile.am | 1 +
 1 file changed, 1 insertion(+)

commit 543fda69fec98f84fb0c2d464269824c184147b1
Author: Sebastian Schlenkrich <sebastian.schlenkrich@d-fine.de>
Date:   Tue, 27 Nov 2018 17:31:54 +0100

    non-standard tenor volatility transformation for caplets and swaptions

 QuantLib.vcxproj                                  |  10 +-
 QuantLib.vcxproj.filters                          |  25 +-
 ql/experimental/basismodels/swaptioncfs.cpp       | 117 +++++++
 ql/experimental/basismodels/swaptioncfs.hpp       |  88 +++++
 ql/experimental/basismodels/tenoroptionletvts.cpp |  96 ++++++
 ql/experimental/basismodels/tenoroptionletvts.hpp | 131 ++++++++
 ql/experimental/basismodels/tenorswaptionvts.cpp  | 105 ++++++
 ql/experimental/basismodels/tenorswaptionvts.hpp  | 118 +++++++
 test-suite/basismodels.cpp                        | 380 ++++++++++++++++++++++
 test-suite/basismodels.hpp                        |  38 +++
 test-suite/quantlibtestsuite.cpp                  |   4 +-
 test-suite/testsuite.vcxproj                      |   2 +
 test-suite/testsuite.vcxproj.filters              |  10 +-
 13 files changed, 1117 insertions(+), 7 deletions(-)

commit 420267bf0df2cee684251886ee6ac8ad2329cf47
Merge: 59cf68ebb 830cc1ae9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 27 Nov 2018 14:35:02 +0100

    Merge pull request #569.

commit 830cc1ae9490c8d982dfd753cb6960639ff68263
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 27 Nov 2018 12:25:43 +0100

    Update VC++ project.

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 1 +
 2 files changed, 2 insertions(+)

commit fdef49ee5d6a5f258f0602dc2121f86e36defe4f
Author: Kai Striega <kaistriega@gmail.com>
Date:   Mon, 26 Nov 2018 10:57:01 +0800

    Change tabs to 4 spaces

 test-suite/quantlibtestsuite.cpp |   2 +-
 test-suite/timegrid.cpp          | 156 +++++++++++++++++++--------------------
 test-suite/timegrid.hpp          |  24 +++---
 3 files changed, 91 insertions(+), 91 deletions(-)

commit 1e054f03622d0ca9120ba98503b734a01d08aa58
Author: Kai Striega <kaistriega@gmail.com>
Date:   Sun, 25 Nov 2018 12:38:17 +0800

    Add basic tests for timegrid constructors

 test-suite/quantlibtestsuite.cpp |   2 +
 test-suite/timegrid.cpp          | 140 +++++++++++++++++++++++++++++++++++++++
 test-suite/timegrid.hpp          |  38 +++++++++++
 3 files changed, 180 insertions(+)

commit 215c43da9ac17c6be413efb2fd1f09d0ccd43ec7
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 23 Nov 2018 19:37:43 +0100

    amend checks, unify message

 ql/legacy/libormarketmodels/lfmswaptionengine.cpp                  | 4 ++--
 ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp  | 5 +++--
 ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.cpp  | 5 +++--
 ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.cpp | 5 +++--
 ql/pricingengines/swaption/gaussian1dswaptionengine.cpp            | 5 +++--
 ql/pricingengines/swaption/jamshidianswaptionengine.cpp            | 5 +++--
 ql/pricingengines/swaption/treeswaptionengine.cpp                  | 5 +++--
 7 files changed, 20 insertions(+), 14 deletions(-)

commit 59cf68ebb5e55694ddec636c2b063561efecb811
Merge: 9bd834205 0311af6e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 22 Nov 2018 11:10:17 +0100

    Merge pull request #564.

commit 9bd83420550c92938da8b3bfb4635d33d1107f75
Merge: 90df57a74 7cd3ecfd8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Nov 2018 18:10:20 +0100

    Merge pull request #562.

commit a3f003b8ba8a7d6f9dc3727da7c29e0bb9c417d7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Nov 2018 16:48:25 +0100

    Pass explicit nominal curve to inflation coupon pricers.

 ql/cashflows/cpicouponpricer.cpp            |  68 +++++++++++-------
 ql/cashflows/cpicouponpricer.hpp            |  33 ++++++---
 ql/cashflows/inflationcouponpricer.cpp      |  67 +++++++++++-------
 ql/cashflows/inflationcouponpricer.hpp      | 104 +++++++++++++++++++---------
 ql/instruments/makeyoyinflationcapfloor.hpp |   1 +
 test-suite/inflationcapflooredcoupon.cpp    |   6 +-
 6 files changed, 183 insertions(+), 96 deletions(-)

commit 0311af6e81cee27a84b824be04461a5d1ec9ccfa
Author: JL Dussek <dussek@outlook.com>
Date:   Tue, 20 Nov 2018 13:19:51 -0500

    change BMAIndex default calendar to UnitedStates::GovernmentBond

 ql/indexes/bmaindex.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 5255fadf19e2499149f9d1c7821b65f841328825
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Nov 2018 18:09:26 +0100

    Pass explicit nominal curve to yoy cap/floor factory class.

 .../inflation/interpolatedyoyoptionletstripper.hpp | 19 ++++----
 ql/experimental/inflation/yoyoptionlethelpers.cpp  | 16 +++----
 ql/instruments/makeyoyinflationcapfloor.cpp        | 51 +++++++++++++++++++---
 ql/instruments/makeyoyinflationcapfloor.hpp        | 37 +++++++++++-----
 4 files changed, 88 insertions(+), 35 deletions(-)

commit 92b0ced987feea1cd2acbfb0ff90aed0c9a2036c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Nov 2018 13:10:01 +0100

    Pass explicit nominal curve to inflation cap/floor engines.

 .../inflation/inflationcapfloorengines.cpp         | 48 +++++++++++++++---
 .../inflation/inflationcapfloorengines.hpp         | 57 +++++++++++++++-------
 test-suite/inflationcapfloor.cpp                   | 18 +++----
 test-suite/inflationcapflooredcoupon.cpp           |  6 +--
 test-suite/inflationvolatility.cpp                 |  2 +-
 5 files changed, 95 insertions(+), 36 deletions(-)

commit 2277b2214ee6252f8a65414dc500a237d479cc0f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Nov 2018 17:47:16 +0100

    Pass explicit nominal curve to inflation helpers.

 .../inflation/yoycapfloortermpricesurface.hpp      |   5 +-
 ql/termstructures/inflation/inflationhelpers.cpp   | 125 +++++++++++++++++++--
 ql/termstructures/inflation/inflationhelpers.hpp   |  35 +++++-
 test-suite/inflation.cpp                           |  16 ++-
 test-suite/inflationcapfloor.cpp                   |   8 +-
 test-suite/inflationcapflooredcoupon.cpp           |   8 +-
 test-suite/inflationcpibond.cpp                    |   7 +-
 test-suite/inflationcpicapfloor.cpp                |   8 +-
 test-suite/inflationcpiswap.cpp                    |   8 +-
 9 files changed, 183 insertions(+), 37 deletions(-)

commit 90df57a74d9587f54fb78f5dc350896b48166030
Merge: d7c43398e 90bcbc9b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Nov 2018 17:03:55 +0100

    Merge pull request #566.

commit 7cd3ecfd817a1e00d6d08dab4950ef55bc27d31f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Nov 2018 15:47:58 +0100

    Update VC++ projects.

 QuantLib.vcxproj                     | 133 ++++++++++++++++++-----------------
 QuantLib.vcxproj.filters             |  94 ++++++++++++++++---------
 test-suite/testsuite.vcxproj         |   4 +-
 test-suite/testsuite.vcxproj.filters |   6 ++
 4 files changed, 138 insertions(+), 99 deletions(-)

commit 016339df6243033275f47b771ee541c84e9c1ab5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Nov 2018 14:59:32 +0100

    Avoid warning.

 test-suite/sofrfutures.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 7060d71dc2af46463f1c59fa09f407b9a057d174
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Nov 2018 14:12:24 +0100

    Add test case.

 ql/indexes/ibor/Makefile.am      |   2 +
 ql/indexes/ibor/all.hpp          |   1 +
 test-suite/Makefile.am           |   1 +
 test-suite/quantlibtestsuite.cpp |   2 +
 test-suite/sofrfutures.cpp       | 130 +++++++++++++++++++++++++++++++++++++++
 test-suite/sofrfutures.hpp       |  32 ++++++++++
 6 files changed, 168 insertions(+)

commit 2db7c6e902b62e71eb185fabb5a2ec05d2b5364f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Nov 2018 12:14:05 +0100

    Add new files to build.

 configure.ac                        |  1 +
 ql/experimental/Makefile.am         |  3 ++-
 ql/experimental/all.hpp             |  1 +
 ql/experimental/futures/Makefile.am | 47 +++++++++++++++++++++++++++++++++++++
 ql/experimental/futures/all.hpp     |  6 +++++
 5 files changed, 57 insertions(+), 1 deletion(-)

commit dc6791336fb4a36c219c4a574b1c27ec66fb8ec5
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 17 Nov 2018 14:18:35 +0100

    missing registration

 ql/experimental/coupons/lognormalcmsspreadpricer.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 72372532d82c3426d2829d41af354062907cac8c
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 17 Nov 2018 12:48:04 +0100

    just formatting

 ql/cashflows/lineartsrpricer.cpp | 3 ++-
 ql/cashflows/lineartsrpricer.hpp | 1 +
 2 files changed, 3 insertions(+), 1 deletion(-)

commit 18d1c16722d9975367f401946f6e12a293a66731
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 17 Nov 2018 12:45:45 +0100

    remove cache, since it does not work properly
    
    the use case was to speed up the calibration of the implied
    correlation parameter to quoted premiums; however with the cache
    enabled prices of cms spread coupons will not react to changes in the
    underlying swap indices' curves, so we need another solution for this

 ql/experimental/coupons/lognormalcmsspreadpricer.cpp | 20 ++------------------
 ql/experimental/coupons/lognormalcmsspreadpricer.hpp | 18 ------------------
 2 files changed, 2 insertions(+), 36 deletions(-)

commit bd8af0b11e0359d72630001e7b916fdefad08bac
Author: Jose Garcia <jegarciab@gmail.com>
Date:   Fri, 9 Nov 2018 16:35:51 -0500

    Add description and market data source to MulticurveBootstrapping example

 Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp | 9 +++++++++
 1 file changed, 9 insertions(+)

commit d1dbc4018e109867850571e92be2eab40e6d9452
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 9 Nov 2018 18:13:49 +0100

    Unify switches for std::function and std::bind.
    
    They're related, and they both need cref.

 Examples/BasketLosses/BasketLosses.cpp             |  1 -
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  3 +-
 Examples/LatentModel/LatentModel.cpp               |  1 -
 Examples/MultidimIntegral/MultidimIntegral.cpp     |  2 +-
 configure.ac                                       | 32 +++-----------
 ql/Makefile.am                                     |  3 +-
 ql/cashflows/conundrumpricer.cpp                   | 12 +----
 .../perturbativebarrieroptionengine.cpp            |  2 +-
 ql/experimental/credit/binomiallossmodel.hpp       |  2 +-
 ql/experimental/credit/gaussianlhplossmodel.hpp    |  3 +-
 ql/experimental/credit/pool.cpp                    |  2 +-
 ql/experimental/credit/recursivelossmodel.hpp      | 10 +----
 .../exoticoptions/analyticpdfhestonengine.cpp      | 11 +----
 .../fdmvppstartlimitstepcondition.hpp              |  1 -
 .../finitedifferences/fdmvppstepcondition.cpp      | 12 +----
 .../finitedifferences/fdmvppstepcondition.hpp      |  2 +-
 .../finitedifferences/gbsmrndcalculator.cpp        | 12 +----
 .../finitedifferences/hestonrndcalculator.cpp      | 12 +----
 .../finitedifferences/localvolrndcalculator.cpp    | 10 +----
 .../riskneutraldensitycalculator.cpp               | 13 +-----
 ql/experimental/math/convolvedstudentt.cpp         |  4 +-
 ql/experimental/math/gaussiancopulapolicy.hpp      |  2 +-
 .../gaussiannoncentralchisquaredpolynomial.cpp     |  2 +-
 ql/experimental/math/latentmodel.hpp               |  3 +-
 ql/experimental/math/multidimintegrator.hpp        |  3 +-
 ql/experimental/math/multidimquadrature.hpp        |  3 +-
 ql/experimental/math/tcopulapolicy.cpp             |  2 +-
 ql/experimental/math/tcopulapolicy.hpp             |  2 +-
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  | 10 +----
 ql/experimental/mcbasket/mcamericanpathengine.hpp  |  1 -
 ql/experimental/models/normalclvmodel.hpp          |  3 +-
 ql/experimental/models/squarerootclvmodel.hpp      |  3 +-
 .../processes/extendedornsteinuhlenbeckprocess.hpp |  3 +-
 .../generalizedornsteinuhlenbeckprocess.hpp        |  2 +-
 .../integralhestonvarianceoptionengine.cpp         |  2 +-
 ql/experimental/volatility/noarbsabr.cpp           |  2 +-
 ql/experimental/volatility/zabr.cpp                |  3 +-
 ql/function.hpp                                    | 51 ----------------------
 ql/{bind.hpp => functional.hpp}                    | 22 +++++++---
 ql/math/functional.hpp                             |  5 +--
 ql/math/generallinearleastsquares.hpp              |  1 -
 ql/math/integrals/integral.hpp                     |  2 +-
 ql/math/integrals/kronrodintegral.hpp              |  2 +-
 ql/math/integrals/twodimensionalintegral.hpp       |  9 +---
 ql/math/matrixutilities/bicgstab.hpp               |  2 +-
 ql/math/matrixutilities/gmres.hpp                  |  2 +-
 ql/math/matrixutilities/tapcorrelations.hpp        |  2 +-
 ql/math/ode/adaptiverungekutta.hpp                 |  2 +-
 ql/math/optimization/levenbergmarquardt.cpp        |  9 +---
 ql/math/optimization/lmdif.hpp                     |  2 +-
 ql/math/optimization/spherecylinder.cpp            |  9 +---
 .../randomnumbers/stochasticcollocationinvcdf.hpp  |  4 +-
 ql/math/richardsonextrapolation.hpp                |  2 +-
 .../meshers/concentrating1dmesher.cpp              |  3 +-
 .../meshers/exponentialjump1dmesher.cpp            |  9 +---
 .../operators/numericaldifferentiation.hpp         |  3 +-
 .../schemes/impliciteulerscheme.cpp                | 10 +----
 .../schemes/methodoflinesscheme.cpp                | 10 +----
 .../finitedifferences/schemes/trbdf2scheme.hpp     | 11 +----
 .../utilities/fdmmesherintegral.hpp                |  3 +-
 .../utilities/fdmtimedepdirichletboundary.hpp      |  3 +-
 ql/methods/montecarlo/earlyexercisepathpricer.hpp  |  2 +-
 .../montecarlo/longstaffschwartzpathpricer.hpp     | 14 +-----
 ql/methods/montecarlo/lsmbasissystem.cpp           | 13 +-----
 ql/methods/montecarlo/lsmbasissystem.hpp           |  2 +-
 ql/patterns/observable.cpp                         |  2 +-
 .../basket/mcamericanbasketengine.cpp              |  2 +-
 .../basket/mcamericanbasketengine.hpp              |  2 +-
 ql/pricingengines/vanilla/analytichestonengine.hpp |  3 +-
 .../vanilla/hestonexpansionengine.hpp              |  1 -
 ql/pricingengines/vanilla/mcamericanengine.cpp     |  2 +-
 ql/processes/hestonprocess.cpp                     | 10 +----
 ql/quantlib.hpp                                    |  3 +-
 .../credit/defaultdensitystructure.cpp             | 12 +----
 ql/termstructures/credit/hazardratestructure.cpp   |  9 +---
 .../equityfx/gridmodellocalvolsurface.cpp          |  4 +-
 .../volatility/equityfx/hestonblackvolsurface.cpp  |  4 +-
 ql/timeseries.hpp                                  |  2 +-
 ql/userconfig.hpp                                  | 13 ++----
 test-suite/basketoption.cpp                        |  3 +-
 test-suite/cdo.cpp                                 |  5 +--
 test-suite/fdmlinearop.cpp                         |  4 +-
 test-suite/hestonslvmodel.cpp                      |  2 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        |  9 +---
 test-suite/linearleastsquaresregression.cpp        |  3 +-
 test-suite/marketmodel.cpp                         |  2 +-
 test-suite/normalclvmodel.cpp                      | 10 +----
 test-suite/nthorderderivativeop.cpp                | 12 +----
 test-suite/riskneutraldensitycalculator.cpp        | 10 +----
 test-suite/squarerootclvmodel.cpp                  | 11 +----
 test-suite/utilities.hpp                           |  2 +-
 91 files changed, 111 insertions(+), 436 deletions(-)

commit 69a1cec194f665bc8f3ab54c60048f43e1f02aba
Author: Jose Garcia <jegarciab@gmail.com>
Date:   Fri, 9 Nov 2018 09:24:44 -0500

    Swap example with multicurve framework
    
    Example based on market data in paper by F. M. Ametrano and M. Blanchetti, Everything You Always WAnted to Know About Multiple Interest RAte Curve Boostrapping but Were Afraid to Ask (April 2, 2013). Eonia curve was taken from Figure 25 and Euribor 6m from figure 31.

 .../MulticurveBootstrapping.cpp                    | 1022 ++++++++++++++++++++
 .../MulticurveBootstrapping.vcxproj                |  569 +++++++++++
 2 files changed, 1591 insertions(+)

commit 90bcbc9b8e150d1f38dd67c8849763c15d5ed9db
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 8 Nov 2018 13:54:17 +0100

    add virtual dtor

 ql/models/calibrationhelper.hpp | 1 +
 1 file changed, 1 insertion(+)

commit ac8ba42f043ba9d7bfb20d92c68b99fbd687233f
Author: JL Dussek <dussek@outlook.com>
Date:   Wed, 31 Oct 2018 13:05:26 -0400

    allow fixing calendar selection in BMA index

 ql/indexes/bmaindex.cpp | 6 +++---
 ql/indexes/bmaindex.hpp | 5 ++++-
 2 files changed, 7 insertions(+), 4 deletions(-)

commit aa29317214d6d435440029a3a365807e0b6e0c36
Author: Roy Zywina <roy@zywina.ca>
Date:   Tue, 30 Oct 2018 00:46:09 -0400

    add convexity adjustment in similar manner as FuturesRateHelper, small
    fixes

 ql/experimental/futures/overnightindexfuture.cpp    | 17 +++++++++++++----
 ql/experimental/futures/overnightindexfuture.hpp    |  8 ++++++--
 .../futures/overnightindexfutureratehelper.cpp      | 21 +++++++++++++++------
 .../futures/overnightindexfutureratehelper.hpp      | 10 +++++++---
 4 files changed, 41 insertions(+), 15 deletions(-)

commit e488dbd7c06800718b7c6895b2ebae71edc48f3a
Merge: 3e99d1c58 d7c43398e
Author: j053g <37815494+j053g@users.noreply.github.com>
Date:   Sat, 27 Oct 2018 03:40:04 -0400

    Merge pull request #1 from lballabio/master
    
    update

commit af7c6d88a59c43efe8ed5c5b5451f51b0a2dc043
Author: Roy Zywina <roy@zywina.ca>
Date:   Fri, 26 Oct 2018 23:46:45 -0400

    bootstrap with SOFR futures

 ql/experimental/futures/overnightindexfuture.cpp   |  87 +++++++++++++++
 ql/experimental/futures/overnightindexfuture.hpp   |  59 ++++++++++
 .../futures/overnightindexfutureratehelper.cpp     | 119 +++++++++++++++++++++
 .../futures/overnightindexfutureratehelper.hpp     |  84 +++++++++++++++
 ql/indexes/ibor/sofr.cpp                           |  32 ++++++
 ql/indexes/ibor/sofr.hpp                           |  40 +++++++
 6 files changed, 421 insertions(+)

commit d7c43398e7bc78d6ad9ea2dc93f899e93e452875
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Oct 2018 09:12:52 +0200

    Travis runs on VMs by default now.
    
    See https://changelog.travis-ci.com/linux-builds-run-on-vms-by-default-77106

 .travis.yml | 1 -
 1 file changed, 1 deletion(-)

commit 4504c90646bb143baff381c61bf535d9d711e4d1
Merge: d498cfbdd 32170a976
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Oct 2018 16:20:03 +0200

    Merge pull request #561.

commit d498cfbddc7aaee8ea2881388efd869816c9cbaf
Merge: 0cf746d0c 356c3ea5b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Oct 2018 15:40:56 +0200

    Merge pull request #560.

commit 0cf746d0ca963b326992666d40670f8f40c1455c
Merge: 21cb53997 978bab6bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Oct 2018 15:40:29 +0200

    Merge pull request #559.

commit 21cb53997a23977ca7d8fe906ab41104142694c1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Oct 2018 11:29:59 +0200

    Add a few missing "using namespace" statements.

 ql/experimental/credit/recursivelossmodel.hpp   |  6 +++++-
 ql/experimental/credit/saddlepointlossmodel.hpp | 22 ++++++++++++++++++++++
 2 files changed, 27 insertions(+), 1 deletion(-)

commit 06db925166db4a6c0f82f7659fbc215afb2ad668
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 21:45:54 +0200

    Use library types.

 ql/time/daycounters/actualactual.cpp |  8 ++++----
 test-suite/bonds.cpp                 |  2 +-
 test-suite/daycounters.cpp           | 36 ++++++++++++++++++------------------
 3 files changed, 23 insertions(+), 23 deletions(-)

commit 0c25764ab8c8e9ca46a3a2e9a50761179ba69f00
Merge: d9b5e372a 2b8d9862b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 18:16:29 +0200

    Sync with master and fix conflict.

commit d9b5e372a23446f07e6bd0cbd998d78a16b3a64e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 17:54:00 +0200

    Assume a schedule in new Act/Act ISMA implementation.

 ql/time/daycounters/actualactual.cpp | 97 +++++++++++++-----------------------
 ql/time/daycounters/actualactual.hpp | 10 ----
 2 files changed, 36 insertions(+), 71 deletions(-)

commit c74ca1ffb182fd2c8c5900b902dc17f4a4da4653
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 17:15:23 +0200

    Assume no schedule in old Act/Act ISMA implementation.

 ql/time/daycounters/actualactual.cpp | 12 ++----------
 ql/time/daycounters/actualactual.hpp |  5 -----
 2 files changed, 2 insertions(+), 15 deletions(-)

commit 745c53fd902532a5ea43c3250386770733153586
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 16:46:38 +0200

    Use two separate implementations.

 ql/time/daycounters/actualactual.cpp | 114 ++++++++++++++++++++++++++++++++++-
 ql/time/daycounters/actualactual.hpp |  15 +++++
 test-suite/daycounters.cpp           |  20 ++----
 3 files changed, 132 insertions(+), 17 deletions(-)

commit 4a77675f52341ebe48b03a83bdb29389cb2faa4c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 15:53:11 +0200

    Move a few helper functions in an anonymous namespace.

 ql/time/daycounters/actualactual.cpp | 119 +++++++++++++++++++----------------
 ql/time/daycounters/actualactual.hpp |   9 ---
 2 files changed, 66 insertions(+), 62 deletions(-)

commit c78146a107d6b3c408b1157d2e26b188b0ec7580
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 15:13:54 +0200

    Move schedule test to proper suite.

 test-suite/daycounters.cpp | 38 --------------------------------------
 test-suite/daycounters.hpp |  1 -
 test-suite/schedule.cpp    | 39 +++++++++++++++++++++++++++++++++++++++
 test-suite/schedule.hpp    |  1 +
 4 files changed, 40 insertions(+), 39 deletions(-)

commit 8bad7c71149cf48fa137f10b493b8c4edee3ae92
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Oct 2018 14:01:35 +0200

    Clean up formatting.

 ql/time/daycounters/actualactual.cpp | 222 +++++++------
 ql/time/daycounters/actualactual.hpp |  34 +-
 test-suite/bonds.cpp                 | 415 ++++++++++++------------
 test-suite/daycounters.cpp           | 603 +++++++++++++++++++----------------
 test-suite/daycounters.hpp           |   8 +-
 5 files changed, 665 insertions(+), 617 deletions(-)

commit 2b8d9862ba65f2a8119df25b64a61f1a2f7a5609
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Oct 2018 09:34:16 +0200

    Restore a couple of lost refs.

 ql/cashflows/conundrumpricer.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 377d18cb82935acfca69cfc39c88c21b65098bca
Merge: 2ed484a73 7cc5a239c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Oct 2018 11:24:36 +0200

    Merge pull request #552.

commit 2ed484a735ef21517ebac86573a58b809432bfff
Merge: 01bece2d8 9d7cdf1d1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Oct 2018 10:38:44 +0200

    Merge pull request #550.

commit 9d7cdf1d1522d68ca8a9ead51ab78af34f22cfdb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Oct 2018 10:10:40 +0200

    Don't compress method name.

 ql/pricingengines/basket/mcamericanbasketengine.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 356c3ea5b87282e7f87a6153d63424fffce7104b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Oct 2018 13:10:46 +0200

    Add badge with DOI number.

 README.md | 1 +
 1 file changed, 1 insertion(+)

commit 32170a976f86356d537578844fe5a7e4874667b7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Oct 2018 13:08:11 +0200

    Remove dead code.

 test-suite/jumpdiffusion.cpp | 6 ------
 1 file changed, 6 deletions(-)

commit f3540c204d2c2c190395cb28671e62b766048eaa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Oct 2018 13:07:41 +0200

    Avoid passing vector by copy.

 ql/models/shortrate/onefactormodels/markovfunctional.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 01bece2d83271a330e13b15700f2662953a30b20
Merge: b3326a081 9dd4c1eb9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Oct 2018 18:05:22 +0200

    Merge pull request #549.

commit b3326a081c2233c3e3eaeac9af25dd10e61910ee
Merge: e453ce9d1 fc9b294f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Oct 2018 15:01:49 +0200

    Merge pull request #533.

commit fc9b294f2e2c3acadad8c7e45db1ebbbfa04007d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Oct 2018 15:00:47 +0200

    Reordered badges.

 README.md | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit e453ce9d1d121870a123d1c8aeaee52556ca588f
Merge: 6d088505d 2b08913e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Oct 2018 14:53:44 +0200

    Merge pull request #557.

commit 2b08913e7d69963ab894961f7c92dd75623f0765
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Oct 2018 10:58:15 +0200

    Avoid hiding existing parameters.

 ql/cashflows/conundrumpricer.cpp                               | 10 +++++-----
 ql/experimental/credit/homogeneouspooldef.hpp                  |  4 ++--
 ql/experimental/credit/inhomogeneouspooldef.hpp                |  4 ++--
 .../inflation/yoyinflationoptionletvolatilitystructure2.hpp    |  8 ++++----
 .../finitedifferences/utilities/fdminnervaluecalculator.cpp    |  7 +++----
 5 files changed, 16 insertions(+), 17 deletions(-)

commit 4bb7f55ad6441344daa6b74be044168afcb58ad6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Oct 2018 10:31:28 +0200

    Add explanatory comment to empty if clauses.

 ql/pricingengines/credit/isdacdsengine.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit 4d6e007e06c37ec58e49cc9f19536f0299b3f20f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Oct 2018 09:38:44 +0200

    Add LGTM configuration file.

 .lgtm.yml | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit 4d2d828a96c16cdfcfbf445b875b879842c698da
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Oct 2018 18:23:43 +0200

    Avoid passing a few largish objects by value.

 ql/cashflows/cashflows.hpp               | 2 +-
 ql/experimental/credit/riskybond.cpp     | 2 +-
 ql/experimental/credit/riskybond.hpp     | 2 +-
 ql/pricingengines/bond/bondfunctions.hpp | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit 3e550546bb0a4e6f9830140f1bc2e2bf383c25ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Oct 2018 17:46:08 +0200

    Pair assignment operator with copy constructor in a few classes.

 .../math/hybridsimulatedannealingfunctors.hpp      | 28 ++++++++++++++++++++++
 ql/math/sampledcurve.hpp                           |  7 ------
 2 files changed, 28 insertions(+), 7 deletions(-)

commit f09344ce3d8ba84ff5175933aa0025c176eec96f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Oct 2018 17:11:50 +0200

    Clarify condition.

 ql/termstructures/iterativebootstrap.hpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit d42d431bcb0907b317316cf85b1308cf9485ae9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Oct 2018 17:11:26 +0200

    Remove redundant condition.

 ql/models/volatility/garch.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 9e9c7104ad592a558ae9f5d90015f7fa72e76072
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Oct 2018 14:10:27 +0200

    Don't redefine default parameter in overridden method.

 ql/termstructures/volatility/atmadjustedsmilesection.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 6d088505d087a08a3daf10b056e7ab7873b7ac15
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Oct 2018 12:59:26 +0200

    Add missing header inclusion.

 ql/patterns/observable.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 8f22f7c8b95f43bc869cccd6ae113fb69b4a5f00
Merge: 433831d49 ad25d8be3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Oct 2018 10:34:55 +0200

    Merge pull request #555.

commit ad25d8be393b946480d17677ea9cd1c98c721d65
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Oct 2018 09:56:03 +0200

    Avoid Codacy warnings.

 ql/experimental/credit/defaultprobabilitykey.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8068559395e1568c6ca391334b34de9cc6cd36cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Oct 2018 16:43:04 +0200

    Replace boost::cref with ext::cref.

 ql/bind.hpp                                        |  5 +++++
 ql/experimental/credit/binomiallossmodel.hpp       | 18 +++++++++---------
 .../credit/defaultprobabilitylatentmodel.hpp       |  2 +-
 ql/experimental/credit/recursivelossmodel.hpp      |  6 +++---
 ql/experimental/credit/saddlepointlossmodel.hpp    | 22 +++++++++++-----------
 ql/experimental/math/latentmodel.hpp               |  4 ++--
 ql/experimental/math/multidimintegrator.hpp        |  2 +-
 ql/experimental/math/multidimquadrature.hpp        |  8 ++++----
 8 files changed, 36 insertions(+), 31 deletions(-)

commit 0a5fbb7087921b8d35ef2ef67ff39cf04f140cfa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Oct 2018 13:27:38 +0200

    Add shortcut to enable all std classes.

 configure.ac | 21 +++++++++++++++++++++
 1 file changed, 21 insertions(+)

commit 6ca432a5aaf123d555c0686713adb0e71a2595b0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Oct 2018 12:36:05 +0200

    Remove uses of Boost.Lambda.

 ql/experimental/credit/binomiallossmodel.hpp       | 10 ++++------
 ql/experimental/credit/defaultprobabilitykey.cpp   | 22 +++++++++++++---------
 ql/experimental/math/latentmodel.hpp               |  5 ++---
 ql/experimental/math/multidimquadrature.hpp        |  1 -
 ql/experimental/volatility/noarbsabr.cpp           |  8 ++++----
 .../vanilla/hestonexpansionengine.cpp              | 11 -----------
 test-suite/integrals.cpp                           |  2 --
 7 files changed, 23 insertions(+), 36 deletions(-)

commit 27b2b912897c76b9bd932047b2efb3b897a2ef3c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Oct 2018 18:05:30 +0200

    Add empty placeholders namespace when using boost::bind.

 ql/bind.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 32d4cb3c03db3f699fd598e9856d2bea2f6ea2fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Oct 2018 17:49:37 +0200

    Fix compilation errors when using std::bind.

 ql/experimental/math/latentmodel.hpp               |  4 +--
 ql/experimental/math/multidimquadrature.hpp        |  3 +-
 .../meshers/exponentialjump1dmesher.cpp            | 12 ++++++--
 test-suite/squarerootclvmodel.cpp                  | 36 +++++++++++-----------
 4 files changed, 31 insertions(+), 24 deletions(-)

commit 0984b0a45346106c68f891b3907a0d41a486be55
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Oct 2018 17:49:04 +0200

    Replace calls to boost::bind with ext::bind.

 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  2 +-
 ql/bind.hpp                                        |  3 +++
 ql/cashflows/conundrumpricer.cpp                   |  7 +++--
 ql/experimental/credit/binomiallossmodel.hpp       | 11 +++++---
 .../credit/defaultprobabilitylatentmodel.hpp       |  9 ++++---
 ql/experimental/credit/gaussianlhplossmodel.hpp    |  2 +-
 ql/experimental/credit/pool.cpp                    |  5 ++--
 ql/experimental/credit/recursivelossmodel.hpp      |  8 +++---
 ql/experimental/credit/saddlepointlossmodel.hpp    | 22 +++++++--------
 ql/experimental/credit/spotlosslatentmodel.hpp     |  3 ++-
 .../exoticoptions/analyticpdfhestonengine.cpp      |  6 +++--
 .../finitedifferences/fdmvppstepcondition.cpp      |  8 +++---
 .../finitedifferences/gbsmrndcalculator.cpp        |  6 +++--
 .../finitedifferences/hestonrndcalculator.cpp      |  6 +++--
 .../finitedifferences/localvolrndcalculator.cpp    |  8 +++---
 .../riskneutraldensitycalculator.cpp               |  6 +++--
 ql/experimental/math/convolvedstudentt.cpp         |  8 +++---
 ql/experimental/math/gaussiancopulapolicy.hpp      | 10 ++++---
 ql/experimental/math/latentmodel.hpp               | 18 +++++++------
 ql/experimental/math/multidimintegrator.hpp        | 11 +++++---
 ql/experimental/math/multidimquadrature.hpp        | 31 +++++++++++++---------
 ql/experimental/math/tcopulapolicy.cpp             |  8 +++---
 ql/experimental/math/tcopulapolicy.hpp             |  2 +-
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |  2 +-
 ql/experimental/volatility/zabr.cpp                | 16 ++++++-----
 ql/math/integrals/twodimensionalintegral.hpp       |  8 +++---
 ql/math/optimization/levenbergmarquardt.cpp        |  8 +++---
 ql/math/optimization/spherecylinder.cpp            |  6 +++--
 .../meshers/concentrating1dmesher.cpp              | 15 ++++++-----
 .../meshers/exponentialjump1dmesher.cpp            |  8 +++---
 .../schemes/impliciteulerscheme.cpp                |  7 ++---
 .../schemes/methodoflinesscheme.cpp                |  5 ++--
 .../finitedifferences/schemes/trbdf2scheme.hpp     |  7 ++---
 .../montecarlo/longstaffschwartzpathpricer.hpp     |  2 +-
 ql/methods/montecarlo/lsmbasissystem.cpp           | 15 ++++++-----
 ql/patterns/observable.cpp                         |  2 +-
 .../basket/mcamericanbasketengine.cpp              |  7 +++--
 ql/pricingengines/vanilla/mcamericanengine.cpp     |  8 +++---
 ql/processes/hestonprocess.cpp                     | 17 +++++++-----
 .../credit/defaultdensitystructure.cpp             |  5 ++--
 ql/termstructures/credit/hazardratestructure.cpp   |  5 ++--
 .../equityfx/gridmodellocalvolsurface.cpp          |  5 ++--
 .../volatility/equityfx/hestonblackvolsurface.cpp  |  5 ++--
 ql/userconfig.hpp                                  |  2 +-
 test-suite/basketoption.cpp                        |  4 +--
 test-suite/cdo.cpp                                 |  4 +--
 test-suite/fdmlinearop.cpp                         | 14 ++++++----
 test-suite/hestonslvmodel.cpp                      |  8 +++---
 test-suite/hybridhestonhullwhiteprocess.cpp        |  6 +++--
 test-suite/linearleastsquaresregression.cpp        |  6 +++--
 test-suite/marketmodel.cpp                         |  4 +--
 test-suite/normalclvmodel.cpp                      |  6 +++--
 test-suite/nthorderderivativeop.cpp                |  7 ++---
 test-suite/paralleltestrunner.hpp                  |  4 +--
 test-suite/riskneutraldensitycalculator.cpp        |  6 +++--
 test-suite/squarerootclvmodel.cpp                  | 20 ++++++++------
 56 files changed, 267 insertions(+), 177 deletions(-)

commit 8c650ab2f245cdcdfc170439857b760cd006bfaa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Oct 2018 09:49:08 +0200

    Add new file and configure switch.

 configure.ac      | 16 ++++++++++++++++
 ql/Makefile.am    |  1 +
 ql/bind.hpp       | 51 +++++++++++++++++++++++++++++++++++++++++++++++++++
 ql/quantlib.hpp   |  1 +
 ql/userconfig.hpp |  7 +++++++
 5 files changed, 76 insertions(+)

commit 433831d49a6a64fa1510f2eca6fbe988d1646920
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Oct 2018 09:44:58 +0200

    Include missing header.

 ql/experimental/math/piecewiseintegral.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 7cc5a239ced93dd388ed395f380b8a98d085d109
Author: Weston Steimel <weston.steimel@gmail.com>
Date:   Fri, 5 Oct 2018 21:52:03 +0100

    Fix business days between logic when from and to are same date
    
    - Fix logic when to and from are the same date
    - Add more tests to test suite
    
    Signed-off-by: Weston Steimel <weston.steimel@gmail.com>

 ql/time/calendar.cpp     |   2 +
 test-suite/calendars.cpp | 129 ++++++++++++++++++++++++++++++++++++++++-------
 2 files changed, 113 insertions(+), 18 deletions(-)

commit 8422dbca4be77ec06e14efe305e3e393e4a389c8
Merge: adb342f22 92a47fc56
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Oct 2018 17:08:56 +0200

    Merge pull request #551.

commit 92a47fc5655331ce108b73da232a044336501689
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Oct 2018 14:00:32 +0200

    Fix compilation errors with std::function.

 Examples/GlobalOptimizer/GlobalOptimizer.cpp              | 2 +-
 ql/cashflows/conundrumpricer.cpp                          | 4 ++--
 ql/experimental/finitedifferences/fdmvppstepcondition.cpp | 2 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp        | 4 ++--
 ql/math/optimization/lmdif.cpp                            | 2 +-
 5 files changed, 7 insertions(+), 7 deletions(-)

commit 5ddd5b10e282d3cd49ef38e51cda89d427d462d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Oct 2018 12:22:31 +0200

    Replace boost::function with std::function.

 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  4 +--
 Examples/MultidimIntegral/MultidimIntegral.cpp     |  2 +-
 ql/cashflows/conundrumpricer.cpp                   | 12 +++----
 .../perturbativebarrieroptionengine.cpp            | 10 +++---
 ql/experimental/callablebonds/callablebond.cpp     |  8 ++---
 ql/experimental/credit/binomiallossmodel.hpp       |  6 ++--
 .../credit/defaultprobabilitylatentmodel.hpp       |  6 ++--
 ql/experimental/credit/recursivelossmodel.hpp      |  6 ++--
 ql/experimental/credit/saddlepointlossmodel.hpp    | 22 ++++++------
 ql/experimental/credit/spotlosslatentmodel.hpp     |  2 +-
 .../finitedifferences/fdmvppstepcondition.cpp      |  4 +--
 .../finitedifferences/fdmvppstepcondition.hpp      |  2 +-
 .../finitedifferences/gbsmrndcalculator.cpp        |  2 +-
 .../riskneutraldensitycalculator.cpp               |  2 +-
 .../gaussiannoncentralchisquaredpolynomial.cpp     |  8 ++---
 ql/experimental/math/latentmodel.hpp               | 18 +++++-----
 ql/experimental/math/multidimintegrator.hpp        | 18 +++++-----
 ql/experimental/math/multidimquadrature.hpp        | 22 ++++++------
 ql/experimental/math/piecewiseintegral.hpp         |  8 ++---
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |  2 +-
 ql/experimental/models/normalclvmodel.cpp          |  4 +--
 ql/experimental/models/normalclvmodel.hpp          |  4 +--
 ql/experimental/models/squarerootclvmodel.cpp      |  4 +--
 ql/experimental/models/squarerootclvmodel.hpp      |  4 +--
 .../processes/extendedornsteinuhlenbeckprocess.cpp |  6 ++--
 .../processes/extendedornsteinuhlenbeckprocess.hpp |  4 +--
 ql/experimental/shortrate/generalizedhullwhite.cpp | 12 +++----
 ql/experimental/shortrate/generalizedhullwhite.hpp | 40 +++++++++++-----------
 .../generalizedornsteinuhlenbeckprocess.cpp        |  4 +--
 .../generalizedornsteinuhlenbeckprocess.hpp        |  8 ++---
 .../integralhestonvarianceoptionengine.cpp         |  2 +-
 ql/math/integrals/discreteintegrals.cpp            |  4 +--
 ql/math/integrals/discreteintegrals.hpp            |  4 +--
 ql/math/integrals/filonintegral.cpp                |  4 +--
 ql/math/integrals/filonintegral.hpp                |  2 +-
 ql/math/integrals/gausslobattointegral.cpp         |  6 ++--
 ql/math/integrals/gausslobattointegral.hpp         |  6 ++--
 ql/math/integrals/integral.cpp                     |  2 +-
 ql/math/integrals/integral.hpp                     |  4 +--
 ql/math/integrals/kronrodintegral.cpp              |  6 ++--
 ql/math/integrals/kronrodintegral.hpp              |  6 ++--
 ql/math/integrals/segmentintegral.hpp              |  4 +--
 ql/math/integrals/simpsonintegral.hpp              |  2 +-
 ql/math/integrals/trapezoidintegral.hpp            |  6 ++--
 ql/math/integrals/twodimensionalintegral.hpp       |  4 +--
 ql/math/linearleastsquaresregression.hpp           | 10 +++---
 ql/math/matrixutilities/bicgstab.hpp               |  2 +-
 ql/math/matrixutilities/gmres.hpp                  |  2 +-
 ql/math/matrixutilities/tapcorrelations.hpp        |  4 +--
 ql/math/ode/adaptiverungekutta.hpp                 |  4 +--
 ql/math/optimization/lmdif.hpp                     |  2 +-
 .../randomnumbers/stochasticcollocationinvcdf.cpp  |  4 +--
 .../randomnumbers/stochasticcollocationinvcdf.hpp  |  2 +-
 ql/math/richardsonextrapolation.cpp                |  2 +-
 ql/math/richardsonextrapolation.hpp                |  4 +--
 .../operators/nthorderderivativeop.cpp             |  2 +-
 .../operators/numericaldifferentiation.cpp         |  4 +--
 .../operators/numericaldifferentiation.hpp         |  6 ++--
 .../schemes/impliciteulerscheme.cpp                |  4 +--
 .../finitedifferences/schemes/trbdf2scheme.hpp     |  4 +--
 .../utilities/fdmmesherintegral.cpp                |  2 +-
 .../utilities/fdmmesherintegral.hpp                |  4 +--
 .../utilities/fdmtimedepdirichletboundary.cpp      |  4 +--
 .../utilities/fdmtimedepdirichletboundary.hpp      |  8 ++---
 ql/methods/montecarlo/earlyexercisepathpricer.hpp  |  2 +-
 .../montecarlo/longstaffschwartzpathpricer.hpp     |  2 +-
 ql/methods/montecarlo/lsmbasissystem.cpp           |  4 +--
 ql/methods/montecarlo/lsmbasissystem.hpp           |  4 +--
 .../basket/mcamericanbasketengine.cpp              |  2 +-
 .../basket/mcamericanbasketengine.hpp              |  4 +--
 ql/pricingengines/vanilla/analytichestonengine.cpp | 12 +++----
 ql/pricingengines/vanilla/analytichestonengine.hpp |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.cpp     |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  4 +--
 .../volatility/equityfx/hestonblackvolsurface.cpp  |  2 +-
 ql/timeseries.hpp                                  |  4 +--
 test-suite/fdmlinearop.cpp                         | 16 ++++-----
 test-suite/hestonmodel.cpp                         |  8 ++---
 test-suite/integrals.cpp                           |  2 +-
 test-suite/linearleastsquaresregression.cpp        |  8 ++---
 test-suite/mclongstaffschwartzengine.cpp           |  2 +-
 test-suite/normalclvmodel.cpp                      | 10 +++---
 test-suite/nthorderderivativeop.cpp                |  4 +--
 test-suite/numericaldifferentiation.cpp            | 26 +++++++-------
 test-suite/squarerootclvmodel.cpp                  | 14 ++++----
 test-suite/swingoption.cpp                         |  2 +-
 test-suite/utilities.hpp                           |  2 +-
 test-suite/vpp.cpp                                 |  6 ++--
 88 files changed, 267 insertions(+), 267 deletions(-)

commit 41cf6799d630cbefbb6776b68d16e00c6e9c883c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Oct 2018 11:22:46 +0200

    Replaced boost::function1<A,B> with boost::function<A(B)>.
    
    This is a potentially breaking change, since the two types
    are not the same.

 ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp |  2 +-
 ql/math/linearleastsquaresregression.hpp                      | 10 +++++-----
 ql/math/matrixutilities/bicgstab.hpp                          |  2 +-
 ql/math/matrixutilities/gmres.hpp                             |  2 +-
 ql/methods/montecarlo/earlyexercisepathpricer.hpp             |  2 +-
 ql/methods/montecarlo/longstaffschwartzpathpricer.hpp         |  2 +-
 ql/methods/montecarlo/lsmbasissystem.cpp                      |  4 ++--
 ql/methods/montecarlo/lsmbasissystem.hpp                      |  4 ++--
 ql/pricingengines/basket/mcamericanbasketengine.cpp           |  2 +-
 ql/pricingengines/basket/mcamericanbasketengine.hpp           |  4 ++--
 ql/pricingengines/vanilla/analytichestonengine.cpp            |  2 +-
 ql/pricingengines/vanilla/analytichestonengine.hpp            |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.cpp                |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp                |  4 ++--
 ql/timeseries.hpp                                             |  4 ++--
 test-suite/linearleastsquaresregression.cpp                   |  8 ++++----
 test-suite/mclongstaffschwartzengine.cpp                      |  2 +-
 test-suite/utilities.hpp                                      |  2 +-
 test-suite/vpp.cpp                                            |  2 +-
 19 files changed, 31 insertions(+), 31 deletions(-)

commit 78b912362c60720d80d81fbb34572959dfcabafa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Oct 2018 11:21:12 +0200

    Group examples in solution folder in VC++.

 QuantLib.sln | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

commit bb776849e0c0e03dbd3c7786eaeed67e6ae411d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Oct 2018 10:19:07 +0200

    Add ql/function.hpp and replace inclusions of boost header.

 Examples/BasketLosses/BasketLosses.cpp             |  2 +-
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  2 +-
 Examples/LatentModel/LatentModel.cpp               |  2 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp     |  2 +-
 configure.ac                                       | 16 +++++++
 ql/Makefile.am                                     |  1 +
 .../perturbativebarrieroptionengine.cpp            |  2 +-
 ql/experimental/credit/gaussianlhplossmodel.hpp    |  2 +-
 .../fdmvppstartlimitstepcondition.hpp              |  2 +-
 .../finitedifferences/fdmvppstepcondition.hpp      |  2 +-
 .../finitedifferences/gbsmrndcalculator.cpp        |  2 +-
 .../riskneutraldensitycalculator.cpp               |  2 +-
 ql/experimental/math/convolvedstudentt.cpp         |  2 +-
 .../gaussiannoncentralchisquaredpolynomial.cpp     |  2 +-
 ql/experimental/math/latentmodel.hpp               |  2 +-
 ql/experimental/math/multidimintegrator.hpp        |  2 +-
 ql/experimental/math/multidimquadrature.hpp        |  2 +-
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |  2 +-
 ql/experimental/mcbasket/mcamericanpathengine.hpp  |  2 +-
 ql/experimental/models/normalclvmodel.hpp          |  2 +-
 ql/experimental/models/squarerootclvmodel.hpp      |  2 +-
 .../processes/extendedornsteinuhlenbeckprocess.hpp |  2 +-
 .../generalizedornsteinuhlenbeckprocess.hpp        |  2 +-
 .../integralhestonvarianceoptionengine.cpp         |  2 +-
 ql/experimental/volatility/zabr.cpp                |  2 +-
 ql/function.hpp                                    | 51 ++++++++++++++++++++++
 ql/math/generallinearleastsquares.hpp              |  2 +-
 ql/math/integrals/integral.hpp                     |  2 +-
 ql/math/integrals/kronrodintegral.hpp              |  2 +-
 ql/math/matrixutilities/bicgstab.hpp               |  2 +-
 ql/math/matrixutilities/gmres.hpp                  |  2 +-
 ql/math/matrixutilities/tapcorrelations.hpp        |  2 +-
 ql/math/ode/adaptiverungekutta.hpp                 |  2 +-
 ql/math/optimization/lmdif.hpp                     |  2 +-
 .../randomnumbers/stochasticcollocationinvcdf.hpp  |  2 +-
 ql/math/richardsonextrapolation.hpp                |  2 +-
 .../operators/numericaldifferentiation.hpp         |  2 +-
 .../schemes/impliciteulerscheme.cpp                |  2 +-
 .../finitedifferences/schemes/trbdf2scheme.hpp     |  2 +-
 .../utilities/fdmmesherintegral.hpp                |  2 +-
 .../utilities/fdmtimedepdirichletboundary.hpp      |  2 +-
 ql/methods/montecarlo/earlyexercisepathpricer.hpp  |  2 +-
 .../montecarlo/longstaffschwartzpathpricer.hpp     |  2 +-
 ql/methods/montecarlo/lsmbasissystem.hpp           |  2 +-
 .../basket/mcamericanbasketengine.hpp              |  2 +-
 ql/pricingengines/vanilla/analytichestonengine.hpp |  2 +-
 .../vanilla/hestonexpansionengine.hpp              |  2 +-
 ql/timeseries.hpp                                  |  2 +-
 ql/userconfig.hpp                                  |  7 +++
 test-suite/nthorderderivativeop.cpp                |  2 +-
 test-suite/utilities.hpp                           |  2 +-
 51 files changed, 122 insertions(+), 47 deletions(-)

commit adb342f22d43bd58ee75331572e119bd7a9837c2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Oct 2018 18:27:45 +0200

    Bump version number to 1.15.

 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 2 files changed, 5 insertions(+), 5 deletions(-)

commit 912197116108de3f80f8c81a80db7876a9dd25f6
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 3 Oct 2018 14:10:54 +0200

    added polynom order and lsm basis system parameter
    
    to MCAmerianBaseketEngine

 .../basket/mcamericanbasketengine.hpp              | 49 +++++++++++++++++++---
 1 file changed, 43 insertions(+), 6 deletions(-)

commit 9dd4c1eb904db5d2787703ac33a2b81e0f78eb28
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 3 Oct 2018 12:42:47 +0200

    move include as well

 ql/patterns/observable.hpp | 1 -
 ql/shared_ptr.hpp          | 1 +
 2 files changed, 1 insertion(+), 1 deletion(-)

commit d910c039fdfd5a61d4578dbbaa170dcbf68cfbfa
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 3 Oct 2018 12:24:54 +0200

    move definitions to share_ptr.hpp

 ql/patterns/observable.hpp | 11 -----------
 ql/shared_ptr.hpp          |  2 ++
 2 files changed, 2 insertions(+), 11 deletions(-)

commit d9af70b624305b7c705b792da357c2ad94ff5473
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 30 Sep 2018 17:43:44 +0200

    --enable-thread-safe-observer-pattern works with --enable-std-pointers
    closes #546

 configure.ac               |  4 +++-
 ql/patterns/observable.cpp |  4 ++++
 ql/patterns/observable.hpp | 21 +++++++++++++++++++--
 3 files changed, 26 insertions(+), 3 deletions(-)

commit ee714ae681e35ede803d2593dcd773602624b656
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Thu, 27 Sep 2018 14:07:34 +0100

    Removed QL_Deprecated flag

 ql/time/daycounters/actualactual.cpp | 1 -
 1 file changed, 1 deletion(-)

commit 639edfb1fd208d1116049ea377da596fb2df9545
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Thu, 27 Sep 2018 13:55:53 +0100

    Altered usuage of ActualActula::ISMA to use schedules in the other tests, as that is now the canonical usuage.

 test-suite/bonds.cpp | 30 ++++++++++++++++++------------
 1 file changed, 18 insertions(+), 12 deletions(-)

commit 47e28a25d35b12159823902672f7e24e909bcc84
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Thu, 27 Sep 2018 13:41:23 +0100

    This fixes most of the bugs identified by test_cached

 ql/time/daycounters/actualactual.cpp |   4 +-
 test-suite/bonds.cpp                 | 315 +++++++++++++++++++++--------------
 test-suite/daycounters.cpp           |  56 ++++++-
 3 files changed, 242 insertions(+), 133 deletions(-)

commit 055a52e3a2b5dd11c85374126573966a3c571b22
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Wed, 19 Sep 2018 13:45:11 +0100

    Fixed an issue where the actualactual guessed febuary monthly payments would guess that there were 13 coupon payments - which was breaking Amortized bond monthly payments.
    
    Also changed some BOOST_FAIL to BOOST_ERROR so you can see all the problems with cached bond prices.

 ql/time/daycounters/actualactual.cpp | 17 ++++++++-
 ql/time/daycounters/actualactual.hpp |  1 +
 test-suite/bonds.cpp                 | 67 ++++++++++++++++++------------------
 3 files changed, 51 insertions(+), 34 deletions(-)

commit 61f3b396eda7dbf952fc668e9be92667983a3dca
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Tue, 28 Aug 2018 00:17:18 +0100

    This is now a working version. The only failing tests are regression tests
    whose failure was expected.

 ql/time/daycounters/actualactual.cpp |  30 +++---
 test-suite/daycounters.cpp           | 192 +++++++++++++++++++++--------------
 2 files changed, 134 insertions(+), 88 deletions(-)

commit 5d3adf98438df5d374d2db40772c85b992c297a8
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Tue, 7 Aug 2018 22:00:44 +0100

    A first attempt, but some problems remain.

 ql/time/daycounters/actualactual.cpp | 193 +++++++++++++++++------------------
 ql/time/daycounters/actualactual.hpp |  18 ++++
 test-suite/daycounters.cpp           | 166 +++++++++++++++++++++++++-----
 test-suite/daycounters.hpp           |   3 +
 4 files changed, 253 insertions(+), 127 deletions(-)

commit 8b67f54be63b91e157dd1406e2da214c898c65b1
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Fri, 3 Aug 2018 17:31:10 +0100

    register Day Counter tests with boost test

 test-suite/daycounters.cpp | 10 +++++++++-
 1 file changed, 9 insertions(+), 1 deletion(-)

commit de4f478b61daf107cc02cf97294cf5e01d5c7783
Author: Xavier RENE-CORAIL <xavier.renecorail@gmail.com>
Date:   Wed, 5 Sep 2018 11:43:28 +0100

    Add LGTM.com code quality badges

 README.md | 2 ++
 1 file changed, 2 insertions(+)

commit 9ec393472e40081a040b084f1ce326c7f49700e0
Author: Philip Stephens <phil_20686@hotmail.com>
Date:   Thu, 2 Aug 2018 21:49:32 +0100

    added tests to check if the two day count methods area always the same

 test-suite/daycounters.cpp | 60 ++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/daycounters.hpp |  2 ++
 2 files changed, 62 insertions(+)
