commit 0f529415fdd734ffc6928cdeeb4bc20479e93df5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 24 Oct 2020 13:00:26 +0200

    Set version to 1.20 final.

 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit ecad7d57992038a3e462ed5c71d815c4d37e40c4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Oct 2020 10:47:08 +0200

    Add workflows for cmake build on Mac and Windows.

 .github/workflows/cmake-macos.yml | 19 +++++++++++++++++++
 .github/workflows/cmake-win.yml   | 21 +++++++++++++++++++++
 2 files changed, 40 insertions(+)

commit eaf9aa9fa1b166084962a153ced3ecdadf0ae6f8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Oct 2020 17:52:02 +0200

    Update changelog and news.

 ChangeLog.txt           | 3499 ++++++++++++++---------------------------------
 Contributors.txt        |  502 +++----
 Docs/Makefile.am        |    2 +-
 Docs/pages/authors.docs |  256 +---
 Docs/pages/history.docs |  133 +-
 News.md                 |  118 +-
 6 files changed, 1414 insertions(+), 3096 deletions(-)

commit eb6fbd431ee68dde0f7815d0c363235511b7d01c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Oct 2020 13:26:53 +0200

    Set version to 1.20 rc.

 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit bbde979888a65dc1e50e46f1bde297f014e0270c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Oct 2020 10:28:44 +0200

    Clean up test message.

 test-suite/integrals.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 9e78d555b9e92cf27c3aa5ee34022064660f947e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 23:20:58 +0200

    Sync file lists in projects.

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 1 +
 ql/CMakeLists.txt        | 1 +
 3 files changed, 3 insertions(+)

commit d90d5432be13b1c09b7590248868f38372c2ba34
Merge: b36a021b0 8a807c590
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 12:50:06 +0200

    Merge pull request #908.
    
    fix to have option of using std::tuple

commit b36a021b0cc679969badadeaf2f7070e7ea2f973
Merge: 5e9bfe956 3eadcc0aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 09:15:54 +0200

    Merge pull request #918.
    
    Exposing the Heston SLV mixingFactor parameter to Heston FD Double Ba…

commit 5e9bfe95674e93e8e8fdd48a5c3dddd8f28e932d
Merge: bc51444d3 bcf5b391f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 09:14:54 +0200

    Merge pull request #916.
    
    LogCubic convenience classes

commit 3eadcc0aac80ee050c8e5e7193abdb81a1a4d1e9
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Tue, 13 Oct 2020 08:01:57 +0800

    Exposing the Heston SLV mixingFactor parameter to Heston FD Double Barrier Pricer

 .../finitedifferences/fdhestondoublebarrierengine.cpp          | 10 ++++++----
 .../finitedifferences/fdhestondoublebarrierengine.hpp          |  4 +++-
 2 files changed, 9 insertions(+), 5 deletions(-)

commit bc51444d3771795ce65fd2aa70c52dc49e206c69
Merge: 0bd3150cc 9d0cdf1db
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Oct 2020 13:18:18 +0200

    Merge pull request #917.
    
    Exposing the Heston SLV mixingFactor parameter to Heston FD barrier o…

commit bcf5b391f490138af403bf88a2d4b8c55bff607a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Oct 2020 13:17:15 +0200

    Silence Codacy warnings

 ql/math/interpolations/loginterpolation.hpp | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

commit 9d0cdf1db7a441fa4436490ddb261d4005801534
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sat, 10 Oct 2020 20:13:44 +0800

    Exposing the Heston SLV mixingFactor parameter to Heston FD barrier option engines

 ql/pricingengines/barrier/fdhestonbarrierengine.cpp | 10 ++++++----
 ql/pricingengines/barrier/fdhestonbarrierengine.hpp |  4 +++-
 ql/pricingengines/barrier/fdhestonrebateengine.cpp  | 10 ++++++----
 ql/pricingengines/barrier/fdhestonrebateengine.hpp  |  4 +++-
 4 files changed, 18 insertions(+), 10 deletions(-)

commit 1796d3a1f1022d11938f348dfafbf61f8a7d04e5
Author: Andrea Maffezzoli <andreamaf@gmail.com>
Date:   Tue, 6 Oct 2020 12:49:30 +0200

    Apply MonotonicLogCubic in tests

 test-suite/overnightindexedswap.cpp | 4 +---
 test-suite/piecewiseyieldcurve.cpp  | 8 ++------
 2 files changed, 3 insertions(+), 9 deletions(-)

commit 8c93e743ad6885eb06652a32b9ba32f5e5c4a7f1
Author: Andrea Maffezzoli <andreamaf@gmail.com>
Date:   Tue, 6 Oct 2020 00:06:51 +0200

    Fixed LogMixed derived classes

 ql/math/interpolations/loginterpolation.hpp | 18 ++++++++++++------
 1 file changed, 12 insertions(+), 6 deletions(-)

commit 743f68238eb1fdbf93e6cc17c340916ce3fbcd6c
Author: Andrea Maffezzoli <andreamaf@gmail.com>
Date:   Mon, 5 Oct 2020 17:28:42 +0200

    Added LogMixedLinearCubic convenience classes

 ql/math/interpolations/loginterpolation.hpp | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

commit 0e64cfa40672c2c07abc2f4d50bae97b4ae9be17
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Oct 2020 15:35:08 +0200

    Remove unused directives

 ql/tuple.hpp | 3 ---
 1 file changed, 3 deletions(-)

commit 0bd3150ccc22452d84a48cf6b0046b7079ce4228
Merge: 571f762d7 dc7eff2d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Oct 2020 12:22:16 +0200

    Merge pull request #910.
    
    add some additional results to European swaption engine and analytic european eq/fx engine

commit a2b2e8db4778b5e712cb82c1a3b5ca4d3acb1126
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 3 Oct 2020 22:27:37 +0200

    Try removing forward

 .../equityfx/andreasenhugevolatilityinterpl.cpp      | 20 +++++---------------
 test-suite/fdcir.cpp                                 |  1 -
 2 files changed, 5 insertions(+), 16 deletions(-)

commit f411ff0f6acc282b5e133bac7f2364ef8a6376e3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 3 Oct 2020 20:55:35 +0200

    Update configure help

 configure.ac | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 6d5c4d46943f98629c90715a1d1791ffdd1f46ad
Author: Andrea Maffezzoli <andreamaf@gmail.com>
Date:   Fri, 2 Oct 2020 17:12:57 +0200

    Trigger build

commit fa13693dbb97cccfb8c22ffd753c9d99316f7422
Author: Andrea Maffezzoli <andreamaf@gmail.com>
Date:   Fri, 2 Oct 2020 17:10:38 +0200

    Add LogCubic convenience classes

 ql/math/interpolations/loginterpolation.hpp | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

commit 571f762d744ff7c33de6248d839bcade79b92339
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Oct 2020 08:24:29 +0200

    Pin clang-tidy version.

 .github/workflows/tidy.yml | 3 ++-
 tools/run_tidy.sh          | 2 +-
 2 files changed, 3 insertions(+), 2 deletions(-)

commit dc7eff2d523e17fb1a5f580e00c884549b24a3d1
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 24 Sep 2020 09:31:44 +0200

    add some results to analytic european engine

 ql/pricingengines/vanilla/analyticeuropeanengine.cpp | 9 +++++++++
 1 file changed, 9 insertions(+)

commit 3985dfe6558bdb99463cbaf80b0cae38f6f1bfd5
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 24 Sep 2020 09:30:19 +0200

    add tte and implied vol to additional results in European swaption engine

 ql/pricingengines/swaption/blackswaptionengine.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit 9d6fccfb67cc813b572203cf94bea4da031ebad0
Author: Joseph C Wang <joequant@gmail.com>
Date:   Sun, 20 Sep 2020 11:12:40 +0800

    fix to have option of using std::tuple

 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  2 +-
 configure.ac                                       | 23 ++++++++-
 ql/Makefile.am                                     |  1 +
 .../credit/randomdefaultlatentmodel.hpp            |  9 ++--
 ql/experimental/credit/saddlepointlossmodel.hpp    | 45 +++++++++--------
 ql/experimental/models/hestonslvfdmmodel.cpp       | 20 ++++----
 .../meshers/concentrating1dmesher.cpp              | 10 ++--
 .../meshers/concentrating1dmesher.hpp              |  4 +-
 ql/quantlib.hpp                                    |  1 +
 .../equityfx/andreasenhugevolatilityinterpl.cpp    | 31 ++++++------
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |  6 +--
 ql/tuple.hpp                                       | 58 ++++++++++++++++++++++
 ql/userconfig.hpp                                  |  7 +++
 test-suite/andreasenhugevolatilityinterpl.cpp      | 10 ++--
 test-suite/fdcir.cpp                               |  2 +-
 test-suite/fdheston.cpp                            | 26 +++++-----
 test-suite/hestonslvmodel.cpp                      | 46 ++++++++---------
 test-suite/interpolations.cpp                      | 30 +++++------
 18 files changed, 212 insertions(+), 119 deletions(-)

commit cfe192ccb7f7480555143e47d32ca3716599184a
Merge: 82378790a 0ec47814f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Sep 2020 15:20:09 +0200

    Merge pull request #865.
    
    use index.valueDate interface for vanillaswap spot date estimation

commit 82378790ad83a7c72be6bfb360e4e4315998caf6
Merge: 7a794fe5d 86e4ddcf7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 11 Sep 2020 09:10:26 +0200

    Merge pull request #905.
    
    fixed name clash in paralleltestrunner.hpp

commit 86e4ddcf77df2c5a4d02c115934b679bcad94eb4
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 10 Sep 2020 22:15:27 +0200

    fixed name clash in paralleltestrunner.hpp between
    
    #include <boost/timer/timer.hpp>
    and
    #include <boost/time.hpp>
    for boost version < 1.70

 test-suite/paralleltestrunner.hpp | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

commit 7a794fe5d26918fe75d64a8b2693d82536c28db2
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 8 Sep 2020 17:40:03 +0000

    Automated fixes by clang-tidy

 ql/math/integrals/exponentialintegrals.cpp         | 2 +-
 ql/pricingengines/vanilla/analytichestonengine.hpp | 7 +++++--
 test-suite/hestonmodel.cpp                         | 3 +--
 3 files changed, 7 insertions(+), 5 deletions(-)

commit 3f182bbf04b4f60748f7bf73c5fbae7671531d71
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 8 Sep 2020 13:45:18 +0000

    Update copyright list in license

 LICENSE.TXT | 1 +
 1 file changed, 1 insertion(+)

commit 0423c46de5e071c40d5191e3d5d2ca06dfad18a1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 15:43:16 +0200

    Don't attribute to a human commits made by bots.

 .github/workflows/copyrights.yml | 1 -
 .github/workflows/misspell.yml   | 1 -
 2 files changed, 2 deletions(-)

commit 0ec47814ffbcd2f86fa60df64c32175dbe10cc9a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 10:00:34 +0200

    Don't override null settlement days.

 ql/instruments/makevanillaswap.cpp      |  4 ++--
 ql/termstructures/yield/ratehelpers.cpp | 10 ++--------
 2 files changed, 4 insertions(+), 10 deletions(-)

commit 8b05c6ce5f94967c9fa4ef4f51c1dba405416103
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 09:55:53 +0200

    Comment tests properly.

 test-suite/piecewiseyieldcurve.cpp | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

commit e69630efbe4d7e02470a5e49752cdedd49cfc34f
Merge: a96cb5d62 04caa4277
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 09:34:04 +0200

    Merge pull request #898.
    
    added control variate based on asymptotic expansion for the Heston model

commit 04caa4277dccbc7cd66a5fc4c2e2dba12dfef4e1
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 5 Sep 2020 13:02:27 +0200

    added namespace for exponential integrals

 ql/math/integrals/exponentialintegrals.cpp         | 164 +++++++++++----------
 ql/math/integrals/exponentialintegrals.hpp         |  16 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp |   1 +
 test-suite/integrals.cpp                           |   4 +
 test-suite/paralleltestrunner.hpp                  |  15 +-
 5 files changed, 105 insertions(+), 95 deletions(-)

commit a96cb5d62479e3d2ea2e33b364bc8113dc52a84b
Merge: dcfcd84af 364091c6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Sep 2020 15:39:05 +0200

    Merge pull request #901.
    
    Swaption delta

commit 47d61c6dcd5f584359c05e4c617f14c73eb0cb42
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Sep 2020 16:16:47 +0200

    Add test.

 ql/instruments/makevanillaswap.cpp | 14 ++++++--------
 test-suite/piecewiseyieldcurve.cpp | 30 ++++++++++++++++++++++++++++++
 test-suite/piecewiseyieldcurve.hpp |  1 +
 3 files changed, 37 insertions(+), 8 deletions(-)

commit 364091c6b4c8b3a97cc24a66ef52eb05d61ae785
Author: Marcin <mrybacki12@gmail.com>
Date:   Tue, 1 Sep 2020 14:32:48 +0200

    Corrected formulas and fixed failing unit tests.

 ql/pricingengines/blackformula.cpp                 |  8 ++++----
 ql/pricingengines/swaption/blackswaptionengine.hpp |  2 +-
 test-suite/blackformula.cpp                        | 16 ++++++++++------
 3 files changed, 15 insertions(+), 11 deletions(-)

commit dcfcd84af56119e0e7c030f37241d04d97d7e42a
Merge: a043273a7 3ba21ed7d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Sep 2020 10:38:41 +0200

    Merge pull request #900.
    
    Add a couple of rarely used day count conventions.

commit 15923d6f5c8b36e5441736e07e64b87963574d21
Author: Marcin <mrybacki12@gmail.com>
Date:   Tue, 1 Sep 2020 09:42:59 +0200

    Implemented the suggested changes.

 test-suite/blackformula.cpp | 10 ++++++----
 test-suite/swaption.cpp     |  2 +-
 2 files changed, 7 insertions(+), 5 deletions(-)

commit e4d392a7c35dec4b9f851e1fc03c479456f1c982
Author: Marcin <mrybacki12@gmail.com>
Date:   Tue, 1 Sep 2020 09:14:05 +0200

    Correction to fix the build of some compilers.

 test-suite/blackformula.cpp | 8 ++++----
 test-suite/swaption.cpp     | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

commit 3ba21ed7d563c44261f8ff2203b828525df0d4d2
Author: lballabio <lballabio@users.noreply.github.com>
Date:   Mon, 31 Aug 2020 15:07:48 +0000

    Update copyright list in license

 LICENSE.TXT | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 2d40629e2e10e3ffaf32ddc1259196b785470cec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 31 Aug 2020 16:41:57 +0200

    Add a couple of rarely used day count conventions.

 QuantLib.vcxproj                  |  3 +++
 QuantLib.vcxproj.filters          |  9 +++++++
 ql/CMakeLists.txt                 |  3 +++
 ql/time/daycounters/Makefile.am   |  7 ++++--
 ql/time/daycounters/actual364.hpp | 52 +++++++++++++++++++++++++++++++++++++++
 ql/time/daycounters/all.hpp       |  2 ++
 ql/time/daycounters/thirty365.cpp | 36 +++++++++++++++++++++++++++
 ql/time/daycounters/thirty365.hpp | 52 +++++++++++++++++++++++++++++++++++++++
 test-suite/daycounters.cpp        | 26 ++++++++++++++++++++
 test-suite/daycounters.hpp        |  1 +
 10 files changed, 189 insertions(+), 2 deletions(-)

commit 5f3c3438638d577f7aa3898f80f7bc250f355e47
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Sun, 30 Aug 2020 15:53:39 +0200

    added reference to new control variate

 ql/pricingengines/vanilla/analytichestonengine.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 42278945a57d56935493809b2686e7e26d10326a
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 27 Aug 2020 20:05:12 +0200

    Updated copyright in changed files.

 ql/pricingengines/blackformula.cpp                 | 1 +
 ql/pricingengines/blackformula.hpp                 | 1 +
 ql/pricingengines/swaption/blackswaptionengine.hpp | 1 +
 test-suite/blackformula.cpp                        | 1 +
 test-suite/blackformula.hpp                        | 1 +
 test-suite/swaption.cpp                            | 1 +
 test-suite/swaption.hpp                            | 1 +
 7 files changed, 7 insertions(+)

commit c12db49280080393b3226d2e69187f79368fe0bc
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 26 Aug 2020 21:17:12 +0200

    Changed naming convention to camelCase.

 test-suite/blackformula.cpp | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 3e87f83b786170db6313d3ad2c1d8fc098532125
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 26 Aug 2020 21:14:52 +0200

    Changed naming convention to camelCase.

 test-suite/blackformula.cpp | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 1073357863053306452d992208092d6a848fe30d
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Mon, 24 Aug 2020 22:52:48 +0200

    clang-tidy is wrong here

 test-suite/paralleltestrunner.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 28044894a4104d99c71979e50447e1a09f1ee6b7
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Sun, 23 Aug 2020 17:59:22 +0200

    fixed all.hpp in math/integrals

 ql/math/integrals/all.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 29e1e2fb1710f8704bb942adb6104e8a9a05c69b
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Sun, 23 Aug 2020 17:53:45 +0200

    .

 test-suite/paralleltestrunner.hpp | 1014 ++++++++++++++++++-------------------
 1 file changed, 507 insertions(+), 507 deletions(-)

commit a043273a77ae7d7ec0d165478067c79ff3c9415c
Merge: b045a6d78 77b428de7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 09:03:50 +0200

    Merge pull request #892.
    
    Add inspectors to SABR smile section; remove duplication; add test

commit 77b428de762827930f9b3d5ef9e65b560aaa33a4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Aug 2020 19:54:25 +0200

    Add test for SABR smile sections.

 ql/termstructures/volatility/sabrsmilesection.cpp |  17 +---
 ql/termstructures/volatility/sabrsmilesection.hpp |   5 +
 test-suite/swaptionvolatilitycube.cpp             | 117 +++++++++++++++++++++-
 test-suite/swaptionvolatilitycube.hpp             |   1 +
 4 files changed, 124 insertions(+), 16 deletions(-)

commit b045a6d78519fafd1f99d3b7017f5cda69f553c3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Aug 2020 16:40:02 +0200

    Split Travis build in stages and update environment.

 .travis.yml | 576 +++++++++++++++++++++++++++++++++++++++++++++++-------------
 1 file changed, 457 insertions(+), 119 deletions(-)

commit 21ede9ab851e28b3198128bfeaa1cb89d18eeb2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Aug 2020 15:02:12 +0200

    Add another bond test.

 test-suite/bonds.cpp | 123 +++++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/bonds.hpp |   1 +
 2 files changed, 124 insertions(+)

commit 2e1e1290f693a34b7a0330fd4016d7a52091597c
Merge: 3f215367f 003d083f8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Aug 2020 13:42:16 +0200

    Merge pull request #889.
    
    A few small changes

commit 003d083f84c9e7e0451288c87588b25d9452f495
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 11 Aug 2020 19:06:35 +0000

    Automated fixes by clang-tidy

 ql/math/optimization/simplex.hpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 90eef4da4dd2cb215d11208be1ceffc42eed7d4d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Aug 2020 18:45:26 +0200

    Shorter code, avoid useless reserve call.

 ql/timegrid.hpp | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

commit 77de2092eb7a159e3d2d2f7a3e45830252063079
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Aug 2020 18:44:42 +0200

    Invalidate previous curve if the number of helpers changed.

 ql/termstructures/iterativebootstrap.hpp | 1 +
 1 file changed, 1 insertion(+)

commit b7c66db2145ead597ca8f15f749c2d51ff8d655c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Aug 2020 18:44:16 +0200

    Add inspectors for data members.

 ql/math/optimization/simplex.hpp                         | 1 +
 ql/pricingengines/inflation/inflationcapfloorengines.hpp | 1 +
 2 files changed, 2 insertions(+)

commit 6496fb6ea4515f47320983a1bdbad07e4b2ee112
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Aug 2020 18:43:41 +0200

    Fix types in template code.

 ql/math/interpolations/xabrinterpolation.hpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit 3f215367fa7acf689d231ff6569c1616e0e7024b
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 11 Aug 2020 14:10:49 +0200

    Automated fixes by clang-tidy
    
    Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

 test-suite/callablebonds.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit ab5ee60b66681ce240aa1df044804ef99c33b62b
Merge: 2183c97bd cee482d2b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Aug 2020 09:08:18 +0200

    Merge pull request #885.
    
    Small fixes to callable bonds; add tests.

commit cee482d2b1fe8f1c8f2afc21befec561950ca0d0
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 10 Aug 2020 18:52:24 +0000

    Automated fixes by clang-tidy

 test-suite/callablebonds.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 2183c97bddc325a61634cb4f48a1c9c9287fc50a
Merge: 9d3db6dc5 dd6e5a260
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Aug 2020 21:00:02 +0200

    Merge pull request #884.
    
    Add missing HK public holiday(2015-09-03)

commit e334a67e58e1db89a8a884c8a1d713c7a610090e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Aug 2020 19:02:19 +0200

    Add new files to projects.

 test-suite/CMakeLists.txt            | 1 +
 test-suite/testsuite.vcxproj         | 2 ++
 test-suite/testsuite.vcxproj.filters | 6 ++++++
 3 files changed, 9 insertions(+)

commit 9d3db6dc5e7ea282f0d9ffbd9b01981d56a10081
Merge: afc6f0218 5ed591cb4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Aug 2020 18:25:31 +0200

    Merge pull request #883.
    
    Fixes for a couple of calendars.

commit a8de45aa0a25d44a42c843a074940866a9459fc0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Aug 2020 18:17:52 +0200

    Small fixes to callable bonds; add tests.

 .../discretizedcallablefixedratebond.cpp           |  12 +-
 .../callablebonds/treecallablebondengine.cpp       |  20 +-
 test-suite/Makefile.am                             |   2 +
 test-suite/callablebonds.cpp                       | 590 +++++++++++++++++++++
 test-suite/callablebonds.hpp                       |  36 ++
 test-suite/quantlibtestsuite.cpp                   |   2 +
 6 files changed, 645 insertions(+), 17 deletions(-)

commit dd6e5a260b77b0f9e2fcfc72e4cbe9891ad947c3
Author: CarrieMY <carrie.xmy@gmail.com>
Date:   Sat, 8 Aug 2020 18:29:42 +0800

    Add missing HK public holiday(2015-09-03)

 ql/time/calendars/hongkong.cpp | 3 +++
 1 file changed, 3 insertions(+)

commit 5ed591cb425867adabfd4ed57878a370fed66daa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Aug 2020 10:01:19 +0200

    Fixes for a couple of calendars.

 ql/time/calendars/romania.cpp | 38 +++++++++++++++++++++++++++++++++-----
 ql/time/calendars/romania.hpp | 17 ++++++++++++++---
 ql/time/calendars/russia.cpp  |  8 +++++++-
 ql/time/calendars/russia.hpp  |  4 +++-
 4 files changed, 57 insertions(+), 10 deletions(-)

commit afc6f0218446cb8cc71ee57fdefd4387c0471043
Merge: ddf98f417 5152e29d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Aug 2020 09:05:16 +0200

    Merge pull request #882.
    
    Add or improve a few checks.

commit 5152e29d60b51b2c6f0e61c582a8eebc607ca769
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 9 Aug 2020 22:53:05 +0200

    Add or improve a few checks.

 ql/cashflows/cashflows.cpp                   | 2 ++
 ql/cashflows/yoyinflationcoupon.cpp          | 1 +
 ql/methods/lattices/trinomialtree.cpp        | 2 ++
 ql/pricingengines/bond/bondfunctions.cpp     | 5 ++---
 ql/termstructures/inflationtermstructure.cpp | 2 +-
 5 files changed, 8 insertions(+), 4 deletions(-)

commit ddf98f41711ef53267709bb0913079bdf129007a
Merge: 32f864a1f e9f4deacb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 8 Aug 2020 22:15:10 +0200

    Merge pull request #878.
    
    Add ex-coupon feature to more bonds.

commit e9f4deacb8c65e7dae8e75be8578f9e748921ed9
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 8 Aug 2020 11:33:03 +0000

    Automated fixes by clang-tidy

 .../amortizingbonds/amortizingfixedratebond.hpp    | 23 ++++----
 .../amortizingbonds/amortizingfloatingratebond.hpp | 37 ++++++------
 .../convertiblebonds/convertiblebond.hpp           | 66 +++++++++++-----------
 3 files changed, 60 insertions(+), 66 deletions(-)

commit e6353d16fca5d8f2290a9814adbb8e3302c26c16
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 8 Aug 2020 11:56:15 +0200

    Manage accrual ex-coupon between end coupon date and payment date.

 ql/cashflows/fixedratecoupon.cpp    | 4 +++-
 ql/cashflows/floatingratecoupon.cpp | 4 +++-
 2 files changed, 6 insertions(+), 2 deletions(-)

commit a0816499c7b296dbc7013f2adc2f81fec9776686
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 8 Aug 2020 10:38:54 +0200

    Replace boost:: with ext::

 test-suite/cashflows.cpp | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit d6cf4b938ffaeab3581e09727112ecb62b6f86d4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Aug 2020 23:34:29 +0200

    Add ex-coupon feature to more bonds.

 ql/cashflows/capflooredcoupon.cpp                  |  3 +-
 ql/cashflows/cmscoupon.cpp                         | 17 ++++-
 ql/cashflows/cmscoupon.hpp                         |  8 ++
 .../amortizingbonds/amortizingfixedratebond.cpp    | 12 ++-
 .../amortizingbonds/amortizingfixedratebond.hpp    |  6 +-
 .../amortizingbonds/amortizingfloatingratebond.cpp | 10 ++-
 .../amortizingbonds/amortizingfloatingratebond.hpp |  6 +-
 ql/experimental/callablebonds/callablebond.cpp     | 15 +++-
 ql/experimental/callablebonds/callablebond.hpp     |  6 +-
 .../convertiblebonds/convertiblebond.cpp           | 24 +++++-
 .../convertiblebonds/convertiblebond.hpp           | 12 ++-
 test-suite/cashflows.cpp                           | 85 ++++++++++++++++++++++
 test-suite/cashflows.hpp                           |  1 +
 13 files changed, 188 insertions(+), 17 deletions(-)

commit 5b045863dc63546a582868c336789ef79a706ae6
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Fri, 7 Aug 2020 15:38:10 +0200

    clang tidy is wrong here

 test-suite/paralleltestrunner.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 32f864a1f5e02114e5edcaf23d107f8b9a0f805e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 6 Aug 2020 17:38:47 +0200

    Fix mixed EOLs.

 .../processes/extendedornsteinuhlenbeckprocess.hpp |    2 +-
 ql/math/optimization/differentialevolution.hpp     |  428 ++++-----
 .../analyticcontinuouspartialfixedlookback.cpp     |    6 +-
 .../analyticcontinuouspartialfloatinglookback.cpp  |    6 +-
 test-suite/fdcir.hpp                               |   72 +-
 test-suite/fdheston.hpp                            |   94 +-
 test-suite/paralleltestrunner.hpp                  | 1014 ++++++++++----------
 7 files changed, 811 insertions(+), 811 deletions(-)

commit 1ed415b22fdde719732f131b018fec4fcd5524b9
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Fri, 7 Aug 2020 12:20:34 +0200

    fixed test case

 ql/math/integrals/exponentialintegrals.cpp         | 8 +-------
 ql/pricingengines/vanilla/analytichestonengine.cpp | 2 +-
 test-suite/hestonmodel.cpp                         | 8 ++------
 test-suite/integrals.cpp                           | 2 +-
 4 files changed, 5 insertions(+), 15 deletions(-)

commit afb0336ab94354d18955a027071b4016bbe86f42
Merge: 4b8b1ec1d 4f4fae0bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Aug 2020 11:03:39 +0200

    Merge pull request #876.
    
    Use custom typedef for session id.

commit 0d55407f1241f82ac6600ff88a562aa3d79cef3f
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Thu, 6 Aug 2020 20:53:18 +0200

    change default to auto selection of best control variate

 ql/pricingengines/vanilla/exponentialfittinghestonengine.hpp | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

commit f8ff5d256b670fc8a5c54b9001c772e253703c1c
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Thu, 6 Aug 2020 20:39:11 +0200

    E1 is also good for |z| < 25.0

 ql/math/integrals/exponentialintegrals.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 3750195b71df1f186e3f17d34e640ed5f5cbe59b
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Thu, 6 Aug 2020 20:35:06 +0200

    removed debug information

 test-suite/integrals.cpp | 1 -
 1 file changed, 1 deletion(-)

commit ba363e09ba3f43845affaae654dbd7b254fde5d2
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Thu, 6 Aug 2020 20:24:12 +0200

    revert change

 CMakeLists.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit c95b3d44aa225ffb8ad625e626383a027691aea9
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Thu, 6 Aug 2020 20:19:30 +0200

    added Heston control variate based on asymptotic characteristic function

 CMakeLists.txt                                     |   2 +-
 QuantLib.vcxproj                                   |   4 +-
 QuantLib.vcxproj.filters                           |   8 +-
 ql/CMakeLists.txt                                  |   2 +
 ql/math/integrals/Makefile.am                      |   2 +
 ql/math/integrals/exponentialintegrals.cpp         | 186 +++++++++++++++++
 ql/math/integrals/exponentialintegrals.hpp         |  40 ++++
 ql/pricingengines/vanilla/analytichestonengine.cpp | 155 ++++++++++-----
 ql/pricingengines/vanilla/analytichestonengine.hpp |  36 +++-
 .../vanilla/exponentialfittinghestonengine.cpp     |  58 ++----
 .../vanilla/exponentialfittinghestonengine.hpp     |   8 +-
 test-suite/hestonmodel.cpp                         | 140 +++++++++++++
 test-suite/hestonmodel.hpp                         |   2 +
 test-suite/integrals.cpp                           | 221 +++++++++++++++++++++
 test-suite/integrals.hpp                           |   2 +
 15 files changed, 773 insertions(+), 93 deletions(-)

commit a71066960dcf826e425af850318908697eeb84f7
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 6 Aug 2020 18:52:30 +0200

    Removed unused reference.

 test-suite/swaption.cpp | 1 -
 1 file changed, 1 deletion(-)

commit 726096d57fa88b4b6dbac8fa046d0bae0dc91059
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 6 Aug 2020 18:39:31 +0200

    Corrected typos in the comments.

 test-suite/blackformula.cpp | 4 ++--
 test-suite/swaption.cpp     | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 4f4fae0bbe44f88d17293721f9eeb6c15ee23040
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 6 Aug 2020 12:52:02 +0200

    Avoid warning in unity mode

 ql/cashflows/couponpricer.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 098821519247ab02abe00a97162651bb8c9a14d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Aug 2020 22:04:07 +0200

    Use custom typedef for session id.
    
    This makes it possible to redefine it.

 Examples/BasketLosses/BasketLosses.cpp             |  2 +-
 Examples/BermudanSwaption/BermudanSwaption.cpp     |  2 +-
 Examples/Bonds/Bonds.cpp                           |  2 +-
 Examples/CDS/CDS.cpp                               |  2 +-
 Examples/CVAIRS/CVAIRS.cpp                         |  2 +-
 Examples/CallableBonds/CallableBonds.cpp           |  2 +-
 Examples/ConvertibleBonds/ConvertibleBonds.cpp     |  2 +-
 Examples/DiscreteHedging/DiscreteHedging.cpp       |  2 +-
 Examples/EquityOption/EquityOption.cpp             |  2 +-
 Examples/FRA/FRA.cpp                               |  2 +-
 Examples/FittedBondCurve/FittedBondCurve.cpp       |  2 +-
 Examples/Gaussian1dModels/Gaussian1dModels.cpp     |  3 ++-
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  2 +-
 Examples/LatentModel/LatentModel.cpp               |  2 +-
 Examples/MarketModels/MarketModels.cpp             |  2 +-
 .../MulticurveBootstrapping.cpp                    |  2 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp     |  3 ++-
 Examples/Replication/Replication.cpp               |  2 +-
 Examples/Repo/Repo.cpp                             |  2 +-
 ql/patterns/singleton.hpp                          | 29 ++++++++++++++++------
 test-suite/quantlibbenchmark.cpp                   |  2 +-
 test-suite/quantlibtestsuite.cpp                   |  2 +-
 22 files changed, 45 insertions(+), 28 deletions(-)

commit 4b8b1ec1d48065ca7b7c40d217dee74f7715259c
Merge: 223026d41 2374d5a38
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Aug 2020 16:07:14 +0200

    Merge pull request #875.
    
    Add basic doc comments to include all classes inheriting from OptimizationMethod in doxygen

commit 2374d5a385d7af818223365c53df6f22d3c0d4f9
Author: martinbrose <13284268+martinbrose@users.noreply.github.com>
Date:   Wed, 5 Aug 2020 11:45:09 +0100

    Move comment above template for code consistency

 ql/math/optimization/simulatedannealing.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit baca5aafcad00ec19d16da5c137811b5ea27d276
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 5 Aug 2020 10:34:36 +0200

    Added a comment in swaption delta unit test.

 test-suite/swaption.cpp | 5 +++++
 1 file changed, 5 insertions(+)

commit 28194e15f087e70199792d9bc6338f1d9706e9f3
Author: martinbrose <13284268+martinbrose@users.noreply.github.com>
Date:   Tue, 4 Aug 2020 23:35:58 +0100

    Add doc comments to include all classes inheriting from OptimizationMethod in doxygen

 ql/math/optimization/linesearchbasedmethod.hpp | 1 +
 ql/math/optimization/simulatedannealing.hpp    | 1 +
 2 files changed, 2 insertions(+)

commit d287d233a59ca838de099350db2c1cf472e4d4c1
Author: Marcin <mrybacki12@gmail.com>
Date:   Mon, 3 Aug 2020 21:44:06 +0200

    Adjusted Black/Bachelier formulas unit tests.

 test-suite/blackformula.cpp | 39 ++++++++++++++++++++++++++++++++++-----
 1 file changed, 34 insertions(+), 5 deletions(-)

commit d89cf06eaaceb0bc6dd966d97efb787294fc1fdf
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 2 Aug 2020 20:42:30 +0200

    Fixed Black/Bachelier delta formula when stdDev=0.

 ql/pricingengines/blackformula.cpp |  7 ++--
 test-suite/swaption.cpp            | 69 ++++++++++++++++++++------------------
 2 files changed, 42 insertions(+), 34 deletions(-)

commit 223026d410503168233317689545cc22a5fd5948
Merge: 88a0a65a5 18670c6a5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 30 Jul 2020 23:30:57 +0200

    Merge pull request #867.
    
    Added first coupon dayCounter to FixedRateBond

commit 18670c6a54a6ad8e0dfb85948a012742f5a0c791
Author: Jacob Lee-Howes <jacob.lee-howes@mail.mcgill.ca>
Date:   Thu, 30 Jul 2020 12:07:15 -0400

    Improved API alignment

 ql/instruments/bonds/fixedratebond.cpp | 22 ++++++----------------
 ql/instruments/bonds/fixedratebond.hpp |  9 +++++----
 2 files changed, 11 insertions(+), 20 deletions(-)

commit 88a0a65a576a792e6fe1342bcf32ce994fbcc1a6
Merge: 602690829 59252a364
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 30 Jul 2020 15:52:59 +0200

    Merge pull request #872.
    
    New special holiday in South Korea calendar

commit 59252a3640883dec99879918e5ea4f9b6b119a99
Author: fayce66 <60093074+fayce66@users.noreply.github.com>
Date:   Wed, 29 Jul 2020 13:16:50 +1000

    Update southkorea.cpp
    
    Added special holiday in South Korea calendar

 ql/time/calendars/southkorea.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit a50a4ef58be4b5aae19a3e82cf50cc4f9d20a076
Merge: b4c5d041a 602690829
Author: fayce66 <60093074+fayce66@users.noreply.github.com>
Date:   Wed, 29 Jul 2020 11:46:13 +1000

    Merge pull request #1 from lballabio/master
    
    Update forked repository

commit 43bbbc0bf8ea21b8dce767eb092fd3c52727350c
Author: Marcin <mrybacki12@gmail.com>
Date:   Mon, 27 Jul 2020 13:27:31 +0200

    Corrected the delta formula.

 ql/pricingengines/swaption/blackswaptionengine.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit cad86847bed7ecc1d8b749e74e835adbd384be92
Author: Marcin <mrybacki12@gmail.com>
Date:   Mon, 27 Jul 2020 11:48:45 +0200

    Corrected swaption delta formula.

 ql/pricingengines/swaption/blackswaptionengine.hpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit 2cfacfa8c9523e9672044c4d8fd1d47707ca72c5
Author: Marcin <mrybacki12@gmail.com>
Date:   Mon, 27 Jul 2020 10:00:47 +0200

    Corrected a typo in return type.

 test-suite/swaption.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit ab6cc1f44f263359195d9ff2f4cf3d340c25cc5f
Author: Marcin <mrybacki12@gmail.com>
Date:   Mon, 27 Jul 2020 09:57:10 +0200

    Added unit tests for swaption delta.

 test-suite/swaption.cpp | 125 ++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/swaption.hpp |   3 ++
 2 files changed, 128 insertions(+)

commit 0a6d42a4d3452d62bae08cce83f2676b28f54de5
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 24 Jul 2020 19:28:45 +0200

    Fixed compile error.

 ql/pricingengines/swaption/blackswaptionengine.hpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit a7b28ef01969e21fc227cb009fad194d9244d080
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 24 Jul 2020 19:24:30 +0200

    Added swaption delta.

 ql/pricingengines/swaption/blackswaptionengine.hpp | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

commit 86a2dea166f34c2e1402dd22e8e8b9ffb354e817
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 24 Jul 2020 18:14:49 +0200

    Added unit tests for Bachelier/Black formulas forward derivatives.

 test-suite/blackformula.cpp | 157 ++++++++++++++++++++++++++++++++++++++++++++
 test-suite/blackformula.hpp |   5 ++
 2 files changed, 162 insertions(+)

commit dac1b368c5fc20dc278648d854291b997d881f7f
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 24 Jul 2020 12:51:39 +0200

    Rolled back the previous commit.

 ql/pricingengines/blackformula.cpp | 11 ++++-------
 1 file changed, 4 insertions(+), 7 deletions(-)

commit 2ce4e246fc602b416bbcfd3f371874c319272723
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 24 Jul 2020 12:45:03 +0200

    Added basis point scaling.

 ql/pricingengines/blackformula.cpp | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

commit a4ac9a30f83ed173ee3aa760eebf9c5d6e1b5893
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 24 Jul 2020 11:56:50 +0200

    Corrected typo in the formula.

 ql/pricingengines/blackformula.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 3f99c633c38e1214e6acce2d7ad4869ace83dc81
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 24 Jul 2020 11:40:55 +0200

    Added Bachelier model forward derivative.

 ql/pricingengines/blackformula.cpp | 24 ++++++++++++++++++++++++
 ql/pricingengines/blackformula.hpp | 26 ++++++++++++++++++++++++--
 2 files changed, 48 insertions(+), 2 deletions(-)

commit 602690829ee70787cafeee067bf966a6512308a0
Merge: eade6698a e5130d9e0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jul 2020 23:13:36 +0200

    Merge pull request #861.
    
    Add a missing National Holiday of Turkey (Democracy and National Unity Day)

commit ce09edcb9ce3b7a6dd7ba072e6be7cc8a8c2c431
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 23 Jul 2020 21:57:17 +0200

    Simplified formula.

 ql/pricingengines/blackformula.cpp | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

commit 2bc99b56f3b02657f7e8dd234a515f21745a200e
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 23 Jul 2020 21:55:36 +0200

    Correction in the forumla for stike = 0.

 ql/pricingengines/blackformula.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 476e59a2b393d4e2c0da99cb2dca48294803d852
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 23 Jul 2020 21:50:25 +0200

    Added Black76 model delta.

 ql/pricingengines/blackformula.cpp |  37 ++++++
 ql/pricingengines/blackformula.hpp | 260 ++++++++++++++++++-------------------
 2 files changed, 162 insertions(+), 135 deletions(-)

commit e5130d9e09a75c49d4e5f83b22b07c4ea9277aea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jul 2020 12:55:25 +0200

    Only check for new holiday after 2017.

 ql/time/calendars/turkey.cpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit eade6698a484d19db55adacfb56e3e7a672570c1
Merge: d06527e48 fe389a3e3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Jul 2020 20:38:29 +0200

    Merge pull request #866.
    
    Upgrade clang-tidy version in workflow

commit 4d890583fe62566c36c691576fa5494991ddc08a
Author: Jacob Lee-Howes <jacob.lee-howes@mail.mcgill.ca>
Date:   Wed, 22 Jul 2020 13:48:30 -0400

    Added first stub dayCounter to FixedRateBond

 ql/instruments/bonds/fixedratebond.cpp | 24 ++++++++++++++++++++----
 ql/instruments/bonds/fixedratebond.hpp |  9 ++++++---
 2 files changed, 26 insertions(+), 7 deletions(-)

commit 565175e8d1107ffcc349add35064a0f83b47ad32
Author: paul-giltinan <paulgiltinan@hotmail.com>
Date:   Tue, 21 Jul 2020 14:25:17 +0100

    only adjust makevanillaswap startDate for forward swaps

 ql/instruments/makevanillaswap.cpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit d3985b90619f07184813193deeef19c6c4e4ba4b
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 21 Jul 2020 13:00:35 +0000

    Automated fixes by clang-tidy

 test-suite/capfloor.cpp                  | 9 ++++-----
 test-suite/capflooredcoupon.cpp          | 8 ++++----
 test-suite/inflationcapfloor.cpp         | 3 +--
 test-suite/inflationcapflooredcoupon.cpp | 9 ++++-----
 4 files changed, 13 insertions(+), 16 deletions(-)

commit 9aca1d142187699d0c7cddba50232b3872b1bb4c
Author: paul-giltinan <paulgiltinan@hotmail.com>
Date:   Tue, 21 Jul 2020 13:00:58 +0100

    use index.valueDate interface for vanillaswap spot date estimation

 ql/instruments/makevanillaswap.cpp | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

commit 5994f17ca4c50c46f566a08631ad9e7b120a0f8d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jul 2020 12:51:39 +0200

    Avoid a few more unwanted fixes.

 ql/termstructures/yield/bondhelpers.cpp                        | 4 ++--
 ql/termstructures/yield/compositezeroyieldstructure.hpp        | 3 ++-
 ql/termstructures/yield/fittedbonddiscountcurve.hpp            | 2 +-
 ql/termstructures/yield/forwardspreadedtermstructure.hpp       | 3 ++-
 ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp | 3 ++-
 ql/termstructures/yield/zerospreadedtermstructure.hpp          | 3 ++-
 6 files changed, 11 insertions(+), 7 deletions(-)

commit d953c3703f79d76e5f7c62eb9769b5b67524282c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jul 2020 12:45:18 +0200

    Remove harmful virtual method declaration.

 ql/experimental/callablebonds/callablebond.cpp | 3 ++-
 ql/experimental/callablebonds/callablebond.hpp | 3 +--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit d06527e4807d56ea70868e7432404dc864d1525c
Merge: 9e6042b83 0f5b47c6e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Jul 2020 10:24:28 +0200

    Merge pull request #862.
    
    Remove features deprecated in version 1.16

commit 4cd2cb6cb19e944f34d441d9445aa242b09d64c4
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 20 Jul 2020 18:05:34 +0000

    Automated fixes by clang-tidy

 ql/cashflows/capflooredcoupon.hpp                  |   4 +-
 ql/cashflows/conundrumpricer.hpp                   |   6 +-
 ql/cashflows/rangeaccrual.hpp                      |   4 +-
 ql/currencies/exchangeratemanager.cpp              |   2 +-
 .../averageois/arithmeticaverageois.hpp            |   2 +-
 .../vannavolgadoublebarrierengine.hpp              |   5 +-
 ql/experimental/basismodels/swaptioncfs.hpp        |   2 +-
 ql/experimental/callablebonds/callablebond.cpp     |   2 +-
 ql/experimental/catbonds/catbond.hpp               |   9 +-
 ql/experimental/commodities/commodityindex.hpp     |   4 +-
 ql/experimental/commodities/energyfuture.hpp       |   3 +-
 .../coupons/strippedcapflooredcoupon.hpp           |   4 +-
 ql/experimental/coupons/subperiodcoupons.hpp       |   4 +-
 ql/experimental/coupons/swapspreadindex.hpp        |   4 +-
 ql/experimental/credit/binomiallossmodel.hpp       |   4 +-
 ql/experimental/credit/cdo.hpp                     |   8 +-
 ql/experimental/credit/defaultevent.hpp            |   2 +-
 .../credit/defaultprobabilitylatentmodel.hpp       |   7 +-
 .../credit/interpolatedaffinehazardratecurve.hpp   | 121 ++++++++++-----------
 ql/experimental/credit/lossdistribution.cpp        |   4 +-
 ql/experimental/credit/lossdistribution.hpp        |   5 +-
 .../credit/randomdefaultlatentmodel.hpp            |   4 +-
 ql/experimental/credit/randomlosslatentmodel.hpp   |   2 +-
 ql/experimental/credit/recoveryratequote.hpp       |  14 +--
 ql/experimental/credit/riskyassetswap.hpp          |   6 +-
 ql/experimental/credit/saddlepointlossmodel.hpp    |   2 +-
 ql/experimental/credit/spotlosslatentmodel.hpp     |   9 +-
 .../exoticoptions/analyticpdfhestonengine.hpp      |   7 +-
 .../finitedifferences/fdmblackscholesfwdop.cpp     |   4 +-
 .../finitedifferences/fdmvppstepcondition.cpp      |   2 +-
 .../fdsimpleklugeextouvppengine.cpp                |   4 +-
 ql/experimental/fx/blackdeltacalculator.hpp        |   2 +-
 ql/experimental/lattices/extendedbinomialtree.cpp  |   9 +-
 ql/experimental/lattices/extendedbinomialtree.hpp  |   2 +-
 ql/experimental/math/fireflyalgorithm.hpp          |   3 +-
 ql/experimental/math/latentmodel.hpp               |   4 +-
 ql/experimental/math/multidimintegrator.hpp        |   2 +-
 ql/experimental/math/multidimquadrature.hpp        |   2 +-
 ql/experimental/math/polarstudenttrng.hpp          |   2 +-
 ql/experimental/models/hestonslvmcmodel.cpp        |   2 +-
 .../processes/gemanroncoroniprocess.cpp            |   3 +-
 ql/experimental/risk/creditriskplus.hpp            |   6 +-
 ql/experimental/volatility/zabr.cpp                |   4 +-
 ql/experimental/volatility/zabr.hpp                |  14 +--
 ql/instruments/basketoption.hpp                    |   4 +-
 ql/instruments/floatfloatswap.hpp                  |  48 +++-----
 ql/instruments/overnightindexedswap.cpp            |  36 +++---
 ql/instruments/overnightindexedswap.hpp            |  27 +++--
 ql/instruments/vanillaswingoption.cpp              |  13 +--
 ql/math/array.hpp                                  |  88 +++++++--------
 ql/math/integrals/discreteintegrals.cpp            |   2 +-
 ql/math/integrals/gaussianorthogonalpolynomial.cpp |   4 +-
 ql/math/interpolation.hpp                          |   2 +-
 ql/math/interpolations/interpolation2d.hpp         |   2 +-
 ql/math/interpolations/kernelinterpolation2d.hpp   |   1 -
 ql/math/interpolations/multicubicspline.hpp        |   8 +-
 ql/math/matrix.hpp                                 |  58 +++++-----
 ql/math/matrixutilities/bicgstab.cpp               |   7 +-
 ql/math/matrixutilities/choleskydecomposition.cpp  |   4 +-
 ql/math/matrixutilities/choleskydecomposition.hpp  |   4 +-
 ql/math/matrixutilities/pseudosqrt.cpp             |  32 ++----
 ql/math/matrixutilities/pseudosqrt.hpp             |  14 +--
 ql/math/optimization/constraint.cpp                |   5 +-
 ql/math/optimization/constraint.hpp                |   4 +-
 ql/math/optimization/leastsquare.hpp               |   9 +-
 ql/math/optimization/linesearch.hpp                |   6 +-
 ql/math/optimization/spherecylinder.cpp            |  14 +--
 ql/math/primenumbers.cpp                           |   2 +-
 ql/math/randomnumbers/haltonrsg.cpp                |   2 +-
 ql/math/randomnumbers/mt19937uniformrng.cpp        |   4 +-
 ql/math/randomnumbers/ranluxuniformrng.hpp         |  12 +-
 ql/math/randomnumbers/sobolrsg.cpp                 |   8 +-
 .../operators/fdmblackscholesop.cpp                |   4 +-
 .../finitedifferences/operators/fdmcevop.cpp       |   4 +-
 ql/methods/finitedifferences/operators/fdmg2op.cpp |   4 +-
 .../operators/fdmhestonhullwhiteop.cpp             |  38 +++----
 .../finitedifferences/operators/fdmhullwhiteop.cpp |   4 +-
 .../operators/fdmlinearopiterator.hpp              |   2 +-
 .../operators/fdmlocalvolfwdop.cpp                 |   4 +-
 .../schemes/impliciteulerscheme.cpp                |  23 ++--
 .../finitedifferences/schemes/trbdf2scheme.hpp     |  17 +--
 .../finitedifferences/solvers/fdm2dimsolver.cpp    |   4 +-
 .../finitedifferences/solvers/fdm3dimsolver.cpp    |   6 +-
 .../solvers/fdmbackwardsolver.cpp                  |   4 +-
 .../finitedifferences/solvers/fdmndimsolver.hpp    |   2 +-
 .../stepconditions/fdmsimplestoragecondition.cpp   |   4 +-
 .../utilities/hestonrndcalculator.hpp              |  17 ++-
 ql/methods/lattices/binomialtree.cpp               |  10 +-
 ql/methods/montecarlo/brownianbridge.cpp           |   4 +-
 ql/methods/montecarlo/lsmbasissystem.cpp           |   6 +-
 ql/methods/montecarlo/montecarlomodel.hpp          |   5 +-
 .../pathwisegreeks/bumpinstrumentjacobian.cpp      |  10 +-
 .../pathwisegreeks/bumpinstrumentjacobian.hpp      |   7 +-
 .../shortrate/onefactormodels/gaussian1dmodel.cpp  |   6 +-
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |   7 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |  13 +--
 .../shortrate/onefactormodels/markovfunctional.hpp |   8 +-
 ql/patterns/observable.hpp                         |   5 +-
 ql/pricingengines/capfloor/blackcapfloorengine.hpp |   3 +-
 ql/pricingengines/credit/isdacdsengine.cpp         |   2 +-
 ql/pricingengines/credit/isdacdsengine.hpp         |   8 +-
 .../gaussian1dfloatfloatswaptionengine.cpp         |   8 +-
 .../gaussian1dfloatfloatswaptionengine.hpp         |   8 +-
 ql/pricingengines/vanilla/analytich1hwengine.cpp   |  10 +-
 ql/pricingengines/vanilla/fdvanillaengine.hpp      |   2 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  71 +++++++-----
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  26 +++--
 ql/termstructures/globalbootstrap.hpp              |   4 +-
 .../volatility/kahalesmilesection.hpp              |   2 +-
 ql/termstructures/volatility/smilesectionutils.cpp |   5 +-
 ql/termstructures/volatility/smilesectionutils.hpp |   4 +-
 .../volatility/swaption/cmsmarket.cpp              |   6 +-
 .../volatility/swaption/cmsmarket.hpp              |   6 +-
 .../volatility/swaption/cmsmarketcalibration.hpp   |   2 +-
 .../volatility/swaption/swaptionvolcube.hpp        |   4 +-
 .../volatility/swaption/swaptionvoldiscrete.hpp    |   7 +-
 ql/termstructures/yield/bondhelpers.cpp            |   4 +-
 .../yield/compositezeroyieldstructure.hpp          |   2 +-
 .../yield/fittedbonddiscountcurve.hpp              |   2 +-
 .../yield/forwardspreadedtermstructure.hpp         |   2 +-
 .../yield/piecewisezerospreadedtermstructure.hpp   |   2 +-
 .../yield/zerospreadedtermstructure.hpp            |   2 +-
 test-suite/bermudanswaption.cpp                    |   2 +-
 test-suite/capfloor.cpp                            |   6 +-
 test-suite/capflooredcoupon.cpp                    |   9 +-
 test-suite/defaultprobabilitycurves.cpp            |   2 +-
 test-suite/fdmlinearop.cpp                         |   4 +-
 test-suite/fdsabr.cpp                              |   3 +-
 test-suite/hestonmodel.cpp                         |   8 +-
 test-suite/hestonslvmodel.cpp                      |  40 +++----
 test-suite/inflationcapfloor.cpp                   |   5 +-
 test-suite/inflationcapflooredcoupon.cpp           |  25 +++--
 test-suite/libormarketmodel.cpp                    |   2 +-
 test-suite/linearleastsquaresregression.cpp        |   4 +-
 test-suite/marketmodel.cpp                         |  24 ++--
 test-suite/marketmodel_cms.cpp                     |   6 +-
 test-suite/marketmodel_smm.cpp                     |   6 +-
 test-suite/matrices.cpp                            |   2 +-
 test-suite/observable.cpp                          |   3 +-
 test-suite/piecewiseyieldcurve.cpp                 |   2 +-
 test-suite/squarerootclvmodel.cpp                  |   6 +-
 test-suite/swap.cpp                                |   4 +-
 test-suite/swapforwardmappings.cpp                 |  14 +--
 test-suite/swaption.cpp                            |  18 +--
 test-suite/swingoption.cpp                         |   4 +-
 test-suite/vpp.cpp                                 |  32 +++---
 146 files changed, 631 insertions(+), 745 deletions(-)

commit d211a065130c50845b31cea1de0e4a5944c97b6e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Jul 2020 15:53:46 +0200

    Fix a couple of warnings.

 Examples/MultidimIntegral/MultidimIntegral.cpp | 11 +++++++++++
 ql/math/optimization/spherecylinder.cpp        |  1 -
 2 files changed, 11 insertions(+), 1 deletion(-)

commit 42de88a68f4324a709a62c539c6a16b6e42f2f22
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jul 2020 12:26:52 +0200

    Avoid illegal fix.

 ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp  | 5 +++--
 ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.cpp | 5 +++--
 2 files changed, 6 insertions(+), 4 deletions(-)

commit 3c709abbeca74b2771b9b1a2a6b069d9c3320b5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Jul 2020 13:02:42 +0200

    Remove more warnings that tidy won't fix.

 .clang-tidy | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 7dd36d723996e25be23ff36576ee6fb00a11fd1e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Jul 2020 12:21:15 +0200

    Upgrade to newer clang-tidy version.

 .github/workflows/tidy.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 0f5b47c6e6b6b7f48808840c771517b98cf64304
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Jul 2020 14:26:59 +0200

    Remove features deprecated in version 1.16

 .../operators/fdmornsteinuhlenbeckop.cpp           | 30 --------------
 .../operators/fdmornsteinuhlenbeckop.hpp           | 11 -----
 .../volatility/swaption/swaptionvolmatrix.cpp      | 47 ----------------------
 .../volatility/swaption/swaptionvolmatrix.hpp      | 13 ------
 4 files changed, 101 deletions(-)

commit 9e6042b83e086a07b0f40ccc6508125b3d37f602
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Jul 2020 13:13:10 +0200

    Update version to 1.20-dev

 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 6c71f69698c279aac9d71395640baf75bc7a64c1
Author: Berat Postalcioglu <berat.postalcioglu@ekinokssoftware.com>
Date:   Thu, 16 Jul 2020 15:26:05 +0300

    Add a missing National Holiday of Turkey (Democracy and National Unity Day, July 15th)

 ql/time/calendars/turkey.cpp | 2 ++
 ql/time/calendars/turkey.hpp | 1 +
 2 files changed, 3 insertions(+)
