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Merge pull request #463 from ralfkonrad/merge-quantlib-latest-master
Automated update to the latest commits from QuantLib and Quantlib-SWIG
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Submodule QuantLib
updated
22 files
+22 −0 | .github/workflows/includes.yml | |
+2 −2 | CMakeLists.txt | |
+1,272 −1,487 | ChangeLog.txt | |
+1 −0 | Contributors.txt | |
+139 −15 | Docs/pages/history.docs | |
+1 −1 | LICENSE.TXT | |
+125 −124 | News.md | |
+3 −1 | QuantLib.vcxproj | |
+6 −0 | QuantLib.vcxproj.filters | |
+1 −1 | configure.ac | |
+2 −0 | ql/CMakeLists.txt | |
+1 −1 | ql/experimental/commodities/commodityindex.hpp | |
+2 −0 | ql/pricingengines/asian/Makefile.am | |
+1 −0 | ql/pricingengines/asian/all.hpp | |
+168 −0 | ql/pricingengines/asian/choiasianengine.cpp | |
+65 −0 | ql/pricingengines/asian/choiasianengine.hpp | |
+1 −1 | ql/pricingengines/asian/fdblackscholesasianengine.hpp | |
+1 −1 | ql/time/daycounters/yearfractiontodate.cpp | |
+2 −2 | ql/version.hpp | |
+260 −18 | test-suite/asianoptions.cpp | |
+1 −1 | test-suite/period.cpp | |
+1 −1 | test-suite/timegrid.cpp |
Submodule QuantLib-SWIG
updated
5 files
+310 −330 | ChangeLog.txt | |
+19 −42 | News.md | |
+1 −1 | Python/setup.py | |
+14 −0 | SWIG/asianoptions.i | |
+1 −1 | configure.ac |