Merge pull request #407 from ralfkonrad/merge-quantlib-latest-master

Automated update to the latest commits from QuantLib and Quantlib-SWIG
ralfkonrad · Oct 4, 2024 · 2108456 · 2108456
2 parents 961c493 + 15e355f
commit 2108456
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Showing 2 changed files with 2 additions and 2 deletions.
diff --git a/external/QuantLib b/external/QuantLib
diff --git a/external/QuantLib-SWIG b/external/QuantLib-SWIG
+5 −5		ql/cashflows/cpicoupon.cpp
+1 −1		ql/cashflows/cpicoupon.hpp
+2 −2		ql/cashflows/timebasket.cpp
+2 −2		ql/experimental/credit/defaultevent.cpp
+2 −2		ql/experimental/credit/defaultevent.hpp
+2 −3		ql/experimental/exoticoptions/partialtimebarrieroption.cpp
+1 −1		ql/instruments/bond.cpp
+5 −7		ql/instruments/creditdefaultswap.cpp
+1 −1		ql/instruments/creditdefaultswap.hpp
+2 −3		ql/instruments/forwardvanillaoption.hpp
+1 −1		ql/instruments/makecds.cpp
+3 −3		ql/instruments/makeswaption.cpp
+1 −1		ql/instruments/simplechooseroption.hpp
+3 −3		ql/legacy/libormarketmodels/lfmcovarparam.hpp
+3 −4		ql/legacy/libormarketmodels/lfmcovarproxy.hpp
+3 −3		ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp
+3 −3		ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp
+3 −4		ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp
+3 −3		ql/legacy/libormarketmodels/lmcorrmodel.hpp
+2 −2		ql/legacy/libormarketmodels/lmexpcorrmodel.hpp
+3 −4		ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp
+1 −1		ql/legacy/libormarketmodels/lmfixedvolmodel.hpp
+2 −2		ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
+5 −7		ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
+3 −4		ql/legacy/libormarketmodels/lmvolmodel.hpp
+0 −19		ql/math/array.hpp
+16 −8		ql/math/optimization/endcriteria.cpp
+2 −0		ql/math/optimization/endcriteria.hpp
+27 −17		ql/math/optimization/levenbergmarquardt.cpp
+10 −7		ql/math/optimization/levenbergmarquardt.hpp
+5 −5		ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp
+1 −1		ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp
+6 −6		ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
+6 −6		ql/models/shortrate/onefactormodels/markovfunctional.cpp
+5 −5		ql/models/shortrate/onefactormodels/markovfunctional.hpp
+0 −19		ql/prices.hpp
+1 −1		ql/pricingengines/credit/isdacdsengine.cpp
+1 −1		ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp
+2 −2		ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.cpp
+2 −2		ql/pricingengines/swaption/gaussian1dswaptionengine.cpp
+1 −1		ql/processes/gsrprocess.cpp
+1 −1		ql/processes/gsrprocess.hpp
+32 −19		ql/termstructures/globalbootstrap.hpp
+2 −3		ql/termstructures/localbootstrap.hpp
+3 −3		ql/termstructures/volatility/gaussian1dsmilesection.cpp
+0 −18		ql/time/date.hpp
+18 −27		ql/utilities/null.hpp
+1 −1		test-suite/libormarketmodelprocess.cpp
+4 −4		test-suite/overnightindexedswap.cpp
+1 −1		test-suite/schedule.cpp
+1 −1		Python/Makefile.am
+8 −0		SWIG/blackformula.i
+2 −0		SWIG/calendars.i
+20 −0		SWIG/cashflows.i
+2 −0		SWIG/date.i
+43 −5		SWIG/fittedbondcurve.i
+145 −14		SWIG/inflation.i
+3 −0		SWIG/optimizers.i
+22 −10		SWIG/piecewiseyieldcurve.i
+4 −2		SWIG/ratehelpers.i