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Commits on Jun 9, 2025

• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
  0c872a6

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Commits on Jun 5, 2025

• Fix default settlement logic in MakeOIS: SONIA=0, CORRA=0, others=2. (#2237)

  lballabio

  authored
  0a0f4f3

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• Remove conflicting default value

  lballabio

  authored
  cb51721

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Commits on Jun 4, 2025

• Another use of variant to avoid overloading (#2240)

  lballabio

  authored
  ee644cc

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• Another use of variant to avoid overloading

  lballabio

  committed
  293a2f2

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• Fix default settlement logic in MakeOIS: SONIA=0, CORRA=0, others=2.

  Show description for e4ca333
  7astro7

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  e4ca333

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Commits on Jun 3, 2025

• Suppress a couple of false positives from clang-tidy

  lballabio

  committed
  b1c18c7

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• Prevent fix from clang-tidy introducing deprecation warning

  lballabio

  committed
  8557975

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• Update Doxygen configuration

  lballabio

  committed
  e27f150

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Commits on May 26, 2025

• Add zero-coupon inflation helper that doesn't need a nominal curve (#2234)

  lballabio

  authored
  227f903

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• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
  a27210b

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• Deprecate old constructor

  lballabio

  committed
  b5f0e06

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• Add zero-coupon inflation helper that doesn't need a nominal curve

  lballabio

  committed
  40669aa

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Commits on May 22, 2025

• Add SABR guess from Le Floc'h and Kennedy (#2232)

  lballabio

  authored
  80707be

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• Cubic roots are only available since Boost 1.78

  lballabio

  committed
  3c78f36

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• Add SABR guess from Le Floc'h and Kennedy

  lballabio

  committed
  adc2d7e

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Commits on May 20, 2025

• Take fixing dates into account when calculating OIS-helper pillar (#2231)

  lballabio

  authored
  6fb02fc

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• Check OIS helper for fixings after the pillar

  lballabio

  committed
  e44c6fe

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Commits on May 19, 2025

• Remove the remains of MultiCurveSensitivities (#2229)

  lballabio

  authored
  7bcba39

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• Add CustomIborIndex (#2228)

  lballabio

  authored
  5b913f4

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Commits on May 18, 2025

• Remove the remains of MultiCurveSensitivities

  Show description for 304eaaf
  eltoder

  authored
  304eaaf

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• Add CustomIborIndex

  Show description for ea01446
  eltoder

  committed
  ea01446

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Commits on May 16, 2025

• Avoid error when asking for the serial number of a null date with intraday support enabled. (#2227)

  lballabio

  authored
  edb8054

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• Expose overnight calendar in OISRateHelper (#2226)

  lballabio

  authored
  dfd453a

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• Make unexpected types in quote variant a compile-time error (#2225)

  lballabio

  authored
  10171b8

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Commits on May 15, 2025

• Make unexpected types in quote variant a compile-time error

  Show description for b0ab8e3
  eltoder

  committed
  b0ab8e3

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• Avoid error when asking for the serial number of a null date.

  Show description for 708180e
  lballabio

  committed
  708180e

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• Expose overnight calendar in OISRateHelper

  eltoder

  committed
  e73b929

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Commits on May 12, 2025

• Fix Calendar::advance() EOM with Unadjusted convention (#2221)

  lballabio

  authored
  46a3903

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• Fix Calendar::advance() EOM with Unadjusted convention

  Show description for 446846b
  eltoder

  committed
  446846b

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• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
  f696126

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Commits on May 9, 2025

• Remove dangling unreachable break clauses (#2219)

  lballabio

  authored
  ef50a29

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• Merge branch 'lballabio:master' into clean-break-after-return

  MiDDiz

  authored
  c5006d6

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• AD Initializer List Fix (#2218)

  lballabio

  authored
  2974df5

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• Use variant to remove some duplicated constructors (#2217)

  lballabio

  authored
  0e5e413

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