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Commits on May 22, 2023

• Upgrade Doxyfile

  lballabio

  committed
  d6896cb

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• Add correct accrual calculation for CPI coupons (#1674)

  lballabio

  authored
  08f4ac5

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• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
  7cc543e

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• Replace boost::reverse_iterator with std::reverse_iterator (#1676)

  lballabio

  authored
  ebbb375

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Commits on May 19, 2023

• Replace boost::reverse_iterator with std::reverse_iterator

  sweemer

  committed
  b2fa56a

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• Deprecate use of spread in CPI coupons

  lballabio

  committed
  b77fb56

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Commits on May 18, 2023

• Add correct accrual calculation for CPI coupons

  lballabio

  committed
  4180338

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• Add indexRatio to CPI coupon interface

  lballabio

  committed
  57b1f0f

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• Return early when fixing is provided

  lballabio

  committed
  9aaf62e

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Commits on May 16, 2023

• Reclassify or speed up a few tests

  lballabio

  committed
  5182331

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Commits on May 15, 2023

• Update copyright list in license

  

  github-actions[bot]

  authored and

  lballabio

  committed
  b84034c

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• Enable normal volatilities in Hagan pricer for CMS coupons (#1660)

  lballabio

  authored
  7897a76

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• Keep old name around for backward compatibility

  lballabio

  committed
  8effd59

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• Add new tests to build and test suite

  lballabio

  committed
  5950608

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• Fix initialization order of data members

  lballabio

  committed
  af6e858

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• Add underlying index to YoY inflation index if calculated as ratio, use it for fixing (#1668)

  lballabio

  authored
  b73fa23

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• Use type traits from standard library (#1671)

  lballabio

  authored
  fd98770

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• Remove boost null_deleter (#1672)

  lballabio

  authored
  6c73e17

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Commits on May 14, 2023

• New test cases for cms with normal model

  Show description for 91608c7
  amiemiec

  authored
  91608c7

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• Added further functionality for the normal model

  Show description for 3f2dec5
  amiemiec

  authored
  3f2dec5

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• Added member variables and methods for lower limits.

  amiemiec

  authored
  8881d64

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• Merge branch 'lballabio:master' into fixes

  amiemiec

  authored
  b53ac18

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Commits on May 13, 2023

• Remove boost null_deleter

  sweemer

  committed
  7033f9b

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• Use type traits from standard library

  sweemer

  committed
  86eaca8

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Commits on May 12, 2023

• Avoid dereferencing error

  lballabio

  committed
  be0882d

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• Restore line endings

  lballabio

  committed
  e41a3bf

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• Add ThreadSanitizer to CI (#1667)

  lballabio

  authored
  6d95ba7

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Commits on May 11, 2023

• Deprecate old generic YoY index constructor

  lballabio

  committed
  13b7bac

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• Add specific constructors for ratio and non-ratio YoY indices

  lballabio

  committed
  b13708b

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• Corrections to HKEx, NSE, KRX, and South Africa calendars (#1665)

  lballabio

  authored
  d87947e

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• Add ThreadSanitizer to CI

  sweemer

  committed
  9d1f3e8

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• Enable normal volatilities in Hagan pricer for CMS coupons

  Show description for 39d1be9
  amiemiec

  authored
  39d1be9

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• Merge branch 'lballabio:master' into fixes

  amiemiec

  authored
  680a6c1

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Commits on May 10, 2023

• Add files via upload

  amiemiec

  authored
  a3ecca1

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• Add underlying index to YoY inflation index, use for fixing if ratio

  lballabio

  committed
  c4e64f5

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