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Commits on Nov 8, 2017

• Merge pull request #327.

  lballabio

  committed
  940c6d1

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• Merge pull request #247.

  lballabio

  committed
  38b1142

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Commits on Nov 2, 2017

• Remove autogenerated config folder from VCS.

  lballabio

  committed
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Commits on Oct 30, 2017

• Merge pull request #319.

  lballabio

  committed
  58a06f0

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• Merge pull request #321.

  lballabio

  committed
  60461d0

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• Merge pull request #317.

  lballabio

  committed
  74cddf6

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• Merge pull request #316.

  lballabio

  committed
  b86b2a9

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• Merge pull request #310.

  lballabio

  committed
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Commits on Oct 27, 2017

• Merge pull request #314.

  lballabio

  committed
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Commits on Oct 19, 2017

• Merge pull request #313.

  lballabio

  committed
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Commits on Oct 13, 2017

• add missing manual page for GlobalOptimizer

  eddelbuettel

  committed
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Commits on Oct 12, 2017

• Updated implementation of OISRateHelper - extended configuration

  Show description for ba1d92a
  slusek

  committed
  ba1d92a

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• Perform clean bootstrap when the previous curve is a bad guess.

  lballabio

  committed
  64126ac

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Commits on Oct 6, 2017

• Recognize corner case and raise an appropriate exception.

  lballabio

  committed
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• Add tests for Asian options with past fixings only.

  lballabio

  committed
  fbd4cd7

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• Avoid access violation when creating a grid from an empty sequence.

  lballabio

  committed
  67ce8ab

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• Discount payoff from exercise date, not last fixing date.

  lballabio

  committed
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Commits on Oct 5, 2017

• Fix UnitedStates calendar selection

  ittegrat

  authored
  2a46f88

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Commits on Oct 3, 2017

• Remove support for obsolete Dev-C++ IDE.

  lballabio

  committed
  e514c13

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• restore original input order, add new order constructors

  

  Robin Northcott

  committed
  55d5cbc

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Commits on Oct 2, 2017

• Merge latest changes from v1.11.x branch.

  lballabio

  committed
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• Remove Announce file.

  lballabio

  committed
  e5d1420

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• Increase version number to 1.12.

  lballabio

  committed
  13f93ea

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• Increase version number to 1.11.1.

  lballabio

  committed
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Commits on Sep 28, 2017

• changed tabs to spaces

  

  Robin Northcott

  committed
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Commits on Sep 27, 2017

• Update ChangeLog, news and contributors.

  lballabio

  committed
  9709f20

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• added L2 penalty to fitted parameters of FittedBondDiscountCurve::FittingMethod

  

  Robin Northcott

  committed
  28d858a

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Commits on Sep 26, 2017

• Let CMake use the dynamic Boost libraries by default.

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  lballabio

  committed
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Commits on Sep 20, 2017

• Don't add test when it's disabled.

  lballabio

  committed
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• Decrease tolerance when indexed coupons are enabled.

  lballabio

  committed
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• Restore intra-day part of year fraction for Act/360.

  lballabio

  committed
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Commits on Sep 18, 2017

• Pass proper bools instead of ints.

  lballabio

  committed
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Commits on Sep 15, 2017

• fix from unit testing

  pcaspers

  committed
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• add unit test

  pcaspers

  committed
  56ca1a2

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• Don't distribute generated unity sources.

  lballabio

  committed
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