commit 6fb51a741aefcc7317d9f3f414d41c7cd447d9f4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.24 final.

 CMakeLists.txt | 4 ++--
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 5 insertions(+), 5 deletions(-)

commit b8feb08ea805e14101e121d8433e4423acce08bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 14 Oct 2021 17:13:47 +0200

    Avoid clang-tidy warnings

 ql/patterns/singleton.hpp | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

commit cf65b67337a4785431791247ac24e839958e40db
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 14 Oct 2021 16:49:37 +0200

    Fix documentation

 Docs/pages/history.docs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit f69b52f74a24eecf2c84c1299b54ce7c0d586717
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Apr 2021 11:28:16 +0200

    Set version to 1.24 rc

 CMakeLists.txt | 4 ++--
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 5 insertions(+), 5 deletions(-)

commit 834c8f07c2e3661daef8b3678dd16cdd2974669e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 14 Oct 2021 12:09:21 +0200

    Update news, contributor and changelog

 ChangeLog.txt           | 3078 +++++++++++++++++++++++++----------------------
 Contributors.txt        |    4 +
 Docs/pages/history.docs |   76 +-
 News.md                 |  141 ++-
 4 files changed, 1770 insertions(+), 1529 deletions(-)

commit 082afc9aab091f96240ffed431dcc314ddc24558
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Oct 2021 17:54:27 +0200

    Change a few test messages

 test-suite/bonds.cpp         | 2 +-
 test-suite/callablebonds.cpp | 2 +-
 test-suite/swap.cpp          | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit 804a32253ec9eb77abad4d2c8355394b19dd88e4
Merge: 4d259c877 3ffe7d856
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Oct 2021 13:49:15 +0200

    Merge pull request #1190.
    
    Move par coupon logic to coupon pricer

commit 3ffe7d8563381a4f001c257cb7e8f5be7d4f3b3e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Oct 2021 18:22:34 +0200

    More documentation

 ql/cashflows/iborcoupon.cpp |  4 ++--
 ql/cashflows/iborcoupon.hpp | 26 ++++++++++++++++++++------
 2 files changed, 22 insertions(+), 8 deletions(-)

commit 4d259c8778b803a44e0c3570f741ccbaa94ff7ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Oct 2021 14:13:46 +0200

    Add Clang 13 to CI build

 .github/workflows/linux-full-tests.yml | 5 +++++
 .github/workflows/linux-nondefault.yml | 5 +++++
 .github/workflows/linux.yml            | 5 +++++
 3 files changed, 15 insertions(+)

commit a26b4fea301c2791691dad19322626fe98657f92
Merge: 9cae2ba8d 57edda247
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Oct 2021 20:28:26 +0200

    Merge pull request #1198.
    
    speeding up tests by reducing the number of samples in some MC tests

commit 57edda2478dba56e77dc2dc0e211d91c852f26fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Oct 2021 17:01:16 +0200

    Move test to Fast section

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

commit 9cae2ba8deb3ec14a3bcbfe598f186b4e792e3e8
Merge: d782f2162 01cbbed42
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Oct 2021 12:15:49 +0200

    Merge pull request #1208.
    
    Deprecate the `UnitedStates` constructor that doesn't explicitly specify a market

commit bf7b4ca2cbd8863b2d865dfe7493c55af3125c26
Author: shoja <mshojatalab@gmail.com>
Date:   Mon, 11 Oct 2021 11:10:44 +0100

    Move some MC tests from slow/fast to fast/faster category.

 test-suite/asianoptions.cpp  |  8 +-------
 test-suite/forwardoption.cpp | 12 +++---------
 2 files changed, 4 insertions(+), 16 deletions(-)

commit d782f2162a760280c3bfd5e365a068adae3953d9
Merge: 82e32f91e 5c5e7d0e6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Oct 2021 10:21:01 +0200

    Merge pull request #1206.
    
    Add the implementation of AbcdAtmVolCurve::endCriteria().

commit 01cbbed42e085df4a52c4fa5ce97a0d90c9cad06
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 10 Oct 2021 22:49:54 +0200

    Deprecate UnitedStates constructor without Market

 ql/time/calendars/unitedstates.hpp  | 10 +++++++++-
 test-suite/convertiblebonds.cpp     |  2 +-
 test-suite/creditdefaultswap.cpp    |  2 +-
 test-suite/daycounters.cpp          |  4 ++--
 test-suite/overnightindexedswap.cpp |  4 ++--
 test-suite/piecewiseyieldcurve.cpp  |  6 +++---
 test-suite/schedule.cpp             | 10 +++++-----
 7 files changed, 23 insertions(+), 15 deletions(-)

commit 5c5e7d0e614430301669baae9944906df31c0e9e
Author: shoja <mshojatalab@gmail.com>
Date:   Sun, 10 Oct 2021 18:38:38 +0100

    Add the implementation of AbcdAtmVolCurve::endCriteria().

 ql/experimental/volatility/abcdatmvolcurve.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit ff9c62ea143f66daabcf2f4c537c9f6b0170d689
Author: shoja <mshojatalab@gmail.com>
Date:   Sat, 9 Oct 2021 22:37:49 +0100

    Using forloop with index instead of additional index variables. Reducing some of the MC samples and correction some others to be representable in 2^N-1 form.

 test-suite/asianoptions.cpp  | 12 +++---
 test-suite/forwardoption.cpp | 90 ++++++++++++++++++++++----------------------
 2 files changed, 50 insertions(+), 52 deletions(-)

commit 82e32f91ef7d880a75a6d0158fa04ada8905cbcd
Merge: 9512319bb 12d9b06b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 7 Oct 2021 20:07:27 +0200

    Merge pull request #1202.
    
    Add missing call to calculate() before before returning the additional results map.

commit 9512319bb91e19b58a86752a5d444385263fe486
Merge: 1ae273550 295851fca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 7 Oct 2021 12:23:24 +0200

    Merge pull request #1201.
    
    Add missing definitions of static class members

commit 12d9b06b82fe89ee30dfdfaa3d06a09892b14a0f
Author: shoja <mshojatalab@gmail.com>
Date:   Mon, 4 Oct 2021 12:06:58 +0100

    Add missing call to calculate() before before returning the additional results map.

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

commit 295851fca58acbab16d53e0821243761305721ed
Author: Bojan Nikolic <bnalgorithms@bnikolic.co.uk>
Date:   Sun, 3 Oct 2021 23:10:36 +0100

    Add definitions of static class members
    
    SWIG-Python build was failing  because these were not found

 ql/money.cpp | 4 ++++
 1 file changed, 4 insertions(+)

commit cbf406b3dad9cdffa930e4e4610c889aa3236a39
Author: shoja <mshojatalab@gmail.com>
Date:   Sun, 3 Oct 2021 16:53:55 +0100

    Adjust the number of samples to be a number representable by 2^N-1 for some N, as its using low disprepancy RNG.

 test-suite/asianoptions.cpp | 33 ++++++++++++---------------------
 1 file changed, 12 insertions(+), 21 deletions(-)

commit 1ae273550696e37a7e83a65c5869de4cbeb5d58b
Merge: 43f601715 ccc6edfbf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 2 Oct 2021 20:38:35 +0200

    Merge pull request #1199.
    
    fix some warnings

commit ccc6edfbf0cdc432c15bd64d64c123d171a024bc
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sat, 2 Oct 2021 13:37:43 +0200

    fix check

 ql/termstructures/volatility/swaption/swaptionvolcube1.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit f0fc533b1be0125f4183e431c374d29610de395d
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sat, 2 Oct 2021 13:34:56 +0200

    fix check, we should use close_enough() actually, but we don't want to change the behaviour right now

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

commit 35987e245d48bdf14add94b8e07e718edb48e1d1
Author: shoja <mshojatalab@gmail.com>
Date:   Sat, 2 Oct 2021 12:10:22 +0100

    speeding up the following tests by reducing the number of MC samples and rebaselining the results (Changing the tolerance);
    testHestonAnalyticalVsMCPrices
    testMCDiscreteArithmeticAveragePriceHeston
    testMCDiscreteGeometricAveragePriceHeston
    testMonteCarloDoubleBarrierWithAnalytical
    testHestonMCPrices

 test-suite/asianoptions.cpp        | 93 ++++++++++++++++++++++++++++++++++----
 test-suite/doublebarrieroption.cpp |  2 +-
 test-suite/forwardoption.cpp       | 70 +++++++++++++++++++++-------
 3 files changed, 139 insertions(+), 26 deletions(-)

commit 3e39bf0c8d935de8bbbdc1a64a104f74771a9f18
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Oct 2021 18:22:34 +0200

    Attempt consistent naming

 ql/cashflows/iborcoupon.cpp             | 11 ++++++++---
 ql/cashflows/iborcoupon.hpp             |  5 +++--
 ql/instruments/makevanillaswap.cpp      | 13 +++++++++----
 ql/instruments/makevanillaswap.hpp      |  5 +++--
 ql/instruments/vanillaswap.cpp          |  4 ++--
 ql/instruments/vanillaswap.hpp          |  2 +-
 ql/termstructures/yield/ratehelpers.cpp | 18 +++++++++---------
 ql/termstructures/yield/ratehelpers.hpp | 10 +++++-----
 8 files changed, 40 insertions(+), 28 deletions(-)

commit 53c03f1852b8b35ca589c6a2ae9a79ce48e32ba7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 30 Sep 2021 17:28:13 +0200

    Restore deleted methods

 ql/cashflows/iborcoupon.cpp | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit 43f601715925dc5ac5f7eb07a69cb72c8c7ed08c
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Wed, 29 Sep 2021 00:22:52 +0000

    Automated fixes by clang-tidy

 ql/cashflows/iborcoupon.cpp | 9 ---------
 ql/cashflows/iborcoupon.hpp | 8 ++++++--
 ql/money.cpp                | 5 -----
 ql/money.hpp                | 4 ++--
 4 files changed, 8 insertions(+), 18 deletions(-)

commit 75c1adfeb86a069df71b3ed14ccefedff35a055d
Merge: 10711e33b 54e2ccceb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Sep 2021 23:20:34 +0200

    Merge pull request #1187.
    
    Fix IborCoupon and Money data races

commit 77fe280cb850570cf2b57c9f4ffd6d9bbf0e2294
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 28 Sep 2021 09:11:47 +0200

    [touch:1189]swapped these two as well

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

commit 10711e33b5a3d454ecea160036155f5044dc83db
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 27 Sep 2021 15:52:13 +0000

    Automated fixes by clang-tidy

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

commit 1e139fca7ea8692568758361856aef3d42c5773c
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 20:25:29 +0200

    [touch:1189]fix

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

commit 349bed7d2c0ebbfc39ece181cf54ae4e600b7a05
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 20:01:05 +0200

    [touch:1189]flipped these around before

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

commit 61695200ad74c432d3a94770f4af925087cf784e
Merge: ee19da333 4578bdccc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Sep 2021 14:22:32 +0200

    Merge pull request #1172.
    
    Adjust effective and termination dates for ThirdWednesday Rule

commit 37d17b0dd3bfb6af798b196eeae3a920977342bc
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 12:34:04 +0200

    [touch:1189]typo

 ql/cashflows/iborcoupon.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 4578bdccc0a60e38e7a001254b5e0318d56cc255
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Sep 2021 11:52:15 +0200

    Output new rule to iostreams

 ql/time/dategenerationrule.cpp | 2 ++
 ql/time/dategenerationrule.hpp | 6 +++---
 2 files changed, 5 insertions(+), 3 deletions(-)

commit 03d59ca9a92c0f49e033f192df47d5ff4f7282ef
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 11:46:51 +0200

    [touch:1189]exposure additional constructors

 ql/cashflows/iborcoupon.cpp | 20 ++++++++++++++++++++
 ql/cashflows/iborcoupon.hpp |  7 +++++--
 2 files changed, 25 insertions(+), 2 deletions(-)

commit aaf6b61eb58240b6d6069ef2031c0d48cace4240
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 10:27:50 +0200

    [touch:1189]ext instead of boost again

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

commit cd8efc2127b41b622088fe1860239bf1fdfe3a5d
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 10:20:14 +0200

    [touch:1189]introduce global setting that can be overridden at the relevant places

 ql/cashflows/couponpricer.cpp           | 58 ++++++++++++++++-----------------
 ql/cashflows/couponpricer.hpp           | 37 ++++++++-------------
 ql/cashflows/iborcoupon.cpp             | 23 +++++++------
 ql/cashflows/iborcoupon.hpp             | 12 ++++---
 ql/instruments/makevanillaswap.cpp      | 22 ++++++-------
 ql/instruments/makevanillaswap.hpp      |  2 ++
 ql/instruments/vanillaswap.cpp          |  6 ++--
 ql/instruments/vanillaswap.hpp          |  3 +-
 ql/settings.cpp                         |  8 ++---
 ql/settings.hpp                         | 21 ++++++++++++
 ql/termstructures/yield/ratehelpers.cpp | 26 ++++++++++-----
 ql/termstructures/yield/ratehelpers.hpp | 13 +++++---
 12 files changed, 131 insertions(+), 100 deletions(-)

commit 2c910ab2a5caa4e82365930fef55d8a48109710f
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 09:44:29 +0200

    Revert "[touch:1189]init pricer when set"
    
    This reverts commit d356ffb0a344f68ea5944ca60fb7e87becef00f1.

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

commit d356ffb0a344f68ea5944ca60fb7e87becef00f1
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Mon, 27 Sep 2021 08:52:26 +0200

    [touch:1189]init pricer when set

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

commit 0f6a81c0b5ae20cd4152649ec0d1d2a042c0f08f
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 26 Sep 2021 18:05:32 +0200

    [touch:1189]ext instead of boost

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

commit 201ddd406e9eb36eb0463c06ccb91a9b8f50801c
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 26 Sep 2021 17:56:44 +0200

    [touch:1189]unused

 ql/cashflows/couponpricer.cpp | 2 --
 1 file changed, 2 deletions(-)

commit 2201d3120dce4eb860f34e6b6e65f8745f060a0a
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 26 Sep 2021 17:02:46 +0200

    [touch:1189]reorder

 ql/cashflows/couponpricer.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 35e43a265056ab2cdacb5dfdde00b4d66b89a700
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 26 Sep 2021 16:53:36 +0200

    [touch:1189]update test suite and examples

 Examples/CDS/CDS.cpp               |  8 -------
 test-suite/assetswap.cpp           | 44 +++++++++++++++++++++-----------------
 test-suite/basismodels.cpp         |  7 +++---
 test-suite/bermudanswaption.cpp    | 42 ++++++++++++++++++------------------
 test-suite/bonds.cpp               | 44 +++++++++++++++++++++-----------------
 test-suite/capfloor.cpp            | 16 +++++++-------
 test-suite/cashflows.cpp           |  6 +++---
 test-suite/catbonds.cpp            | 33 +++++++++++++++-------------
 test-suite/creditdefaultswap.cpp   | 12 +++++------
 test-suite/inflationcpiswap.cpp    | 11 +++++-----
 test-suite/libormarketmodel.cpp    | 16 ++++++++------
 test-suite/optionletstripper.cpp   | 16 ++++++++------
 test-suite/piecewiseyieldcurve.cpp |  4 ++--
 test-suite/shortratemodels.cpp     | 31 +++++++++++++++------------
 test-suite/swap.cpp                | 11 +++++-----
 test-suite/swaption.cpp            | 11 +++++-----
 16 files changed, 163 insertions(+), 149 deletions(-)

commit c6dc7ef902b6f6e8c905e4e7fb2e742566bd8ec4
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 26 Sep 2021 16:53:08 +0200

    [touch:1189]move par coupon logic to coupon pricer (draft, untested)

 ql/cashflows/couponpricer.cpp | 100 ++++++++++++++++++++++++++++++++----------
 ql/cashflows/couponpricer.hpp |  48 +++++++++++++++-----
 ql/cashflows/iborcoupon.cpp   |  81 ++++++++++++----------------------
 ql/cashflows/iborcoupon.hpp   |  35 +++++----------
 4 files changed, 151 insertions(+), 113 deletions(-)

commit 778dcbdd87cb2d883f5aa7ae0ed0ba49c8d5d6d8
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 26 Sep 2021 11:10:27 +0800

    Dummy Commit

 ql/time/dategenerationrule.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 6cfd3df831dce3b3f30bbf0143fd37515387026d
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sat, 25 Sep 2021 10:15:48 +0800

    Dummy Commit

 ql/time/dategenerationrule.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 54e2cccebb427b501a12fbae9ed73107de173dc3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Sep 2021 22:45:23 +0200

    Better type specification

 ql/money.cpp | 2 +-
 ql/money.hpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit c8703a5d294fc5bff3b5ec45c9ba683a940d7ea0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Sep 2021 18:59:11 +0200

    Disable copy/move in Singleton

 ql/cashflows/iborcoupon.hpp |  5 -----
 ql/money.hpp                |  5 -----
 ql/patterns/singleton.hpp   | 11 ++++++++---
 3 files changed, 8 insertions(+), 13 deletions(-)

commit 7691402d08a9a2649946b2b9e1bc1e311bb4356e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Sep 2021 17:36:43 +0200

    Avoid using inspector as setter

 ql/cashflows/iborcoupon.cpp | 6 +-----
 ql/cashflows/iborcoupon.hpp | 3 +--
 2 files changed, 2 insertions(+), 7 deletions(-)

commit 238c7a6498811e30f46bc6b7afe6828d6d84f06d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Sep 2021 17:27:26 +0200

    Add old IborCoupon methods to deprecated list in docs

 ql/cashflows/iborcoupon.hpp | 16 +++++++++++-----
 1 file changed, 11 insertions(+), 5 deletions(-)

commit d02b9f6da00db2da9362c0e5e150401400ec0475
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Sep 2021 17:23:58 +0200

    Add backward compatibility for Money

 ql/money.cpp | 19 +++++++++++++++++++
 ql/money.hpp | 27 +++++++++++++++++++++++++--
 2 files changed, 44 insertions(+), 2 deletions(-)

commit 7e06a95b78d81d7bfbc9a39486302d162f345932
Author: lewwe <lewweihao93@hotmail.com>
Date:   Fri, 24 Sep 2021 17:15:25 +0800

    Add new enum

 ql/time/dategenerationrule.hpp | 8 ++++++--
 ql/time/schedule.cpp           | 6 +++++-
 test-suite/swap.cpp            | 2 +-
 3 files changed, 12 insertions(+), 4 deletions(-)

commit ee19da333d46b978f8918b8851d4287723f5b1e6
Merge: 6f4126f26 973720c22
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Sep 2021 12:20:29 +0200

    Merge pull request #1161.
    
    Marked-to-market cross currency basis swap rate helper

commit 973720c22877a0bfec5219d6b6741687f477453c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Sep 2021 16:29:28 +0200

    Backward-compatible names

 .../termstructures/crosscurrencyratehelpers.cpp    | 54 +++++++++++-----------
 .../termstructures/crosscurrencyratehelpers.hpp    | 51 +++++++++++---------
 2 files changed, 56 insertions(+), 49 deletions(-)

commit 5135a7d90ca8275f7f0499d9c73475e5050eead7
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 19 Sep 2021 13:44:43 +0200

    Implemented PR feedback.

 .../termstructures/crosscurrencyratehelpers.cpp    | 142 ++++++++-------------
 1 file changed, 55 insertions(+), 87 deletions(-)

commit 7be95df87e55e49676790d42ef30f26565adb8af
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sat, 18 Sep 2021 23:15:37 +0200

    Implemented PR feedback.

 .../termstructures/crosscurrencyratehelpers.cpp    | 72 ++++++++++++------
 .../termstructures/crosscurrencyratehelpers.hpp    | 87 ++++++++++++++--------
 test-suite/crosscurrencyratehelpers.cpp            |  2 +-
 3 files changed, 106 insertions(+), 55 deletions(-)

commit 23ef2caefce9a5946bf1a5274791791fc005e94c
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Fri, 17 Sep 2021 21:37:44 -0400

    adjust test suite to use IborCoupon::Settings

 Examples/CDS/CDS.cpp                       |  7 ++++---
 ql/pricingengines/credit/isdacdsengine.hpp |  2 +-
 ql/userconfig.hpp                          |  2 +-
 test-suite/assetswap.cpp                   | 16 ++++++++++++----
 test-suite/basismodels.cpp                 |  3 ++-
 test-suite/bermudanswaption.cpp            | 10 +++++++---
 test-suite/bonds.cpp                       | 10 ++++++----
 test-suite/capfloor.cpp                    |  8 ++++++--
 test-suite/cashflows.cpp                   |  3 ++-
 test-suite/catbonds.cpp                    |  8 +++++---
 test-suite/creditdefaultswap.cpp           |  4 +++-
 test-suite/inflationcpiswap.cpp            |  4 +++-
 test-suite/libormarketmodel.cpp            |  8 ++++++--
 test-suite/optionletstripper.cpp           |  6 ++++--
 test-suite/piecewiseyieldcurve.cpp         |  4 +++-
 test-suite/shortratemodels.cpp             | 16 ++++++++++++----
 test-suite/swap.cpp                        |  4 +++-
 test-suite/swaption.cpp                    |  4 +++-
 18 files changed, 83 insertions(+), 36 deletions(-)

commit 93b290a2a69398076bd315757ab42925593956db
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Fri, 17 Sep 2021 20:55:27 -0400

    adjust test suite to use Money::Settings

 test-suite/exchangerate.cpp | 10 +++++-----
 test-suite/money.cpp        | 16 +++++++++-------
 2 files changed, 14 insertions(+), 12 deletions(-)

commit 2dfd62d372ccd6ac0fa3581a4c7a502e11e0d0d6
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Fri, 17 Sep 2021 20:43:59 -0400

    add Money::Settings to fix data race

 ql/money.cpp | 80 ++++++++++++++++++++++++++++++++++++++++++++----------------
 ql/money.hpp | 27 ++++++++++++++++++--
 2 files changed, 84 insertions(+), 23 deletions(-)

commit e0182794db3d2a33be41174dcb21444d3db3bcda
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Fri, 17 Sep 2021 19:59:01 -0400

    add IborCoupon:Settings to fix data race

 ql/cashflows/iborcoupon.cpp | 53 +++++++++++++++++++++++++++++----------------
 ql/cashflows/iborcoupon.hpp | 48 +++++++++++++++++++++++++++-------------
 2 files changed, 67 insertions(+), 34 deletions(-)

commit 6f4126f2641ff20cda34c0117289dcb497a2aca3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Sep 2021 11:53:45 +0200

    Update Boost download link in CI build

 .github/workflows/cmake.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 5dfb69c2f7c2f4c2db656a63c69492952eb0f347
Merge: 8d47d8dd7 7294f5751
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Sep 2021 11:46:02 +0200

    Merge pull request #1183
    
    The new CMake build system

commit 7294f5751d6c4876151443801e86d928e58b7abc
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Wed, 15 Sep 2021 19:54:34 -0400

    QL_ENABLE_SESSIONS requires Boost::threads

 CMakeLists.txt            | 5 -----
 Examples/CMakeLists.txt   | 3 ++-
 test-suite/CMakeLists.txt | 7 ++++---
 3 files changed, 6 insertions(+), 9 deletions(-)

commit 61ceb9906d659d659cebcf473fc6115ac110edb6
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Wed, 15 Sep 2021 19:32:12 -0400

    Revert "Remove unneeded requirement" which broke program links
    
    This reverts commit bbf8a27c63efbcb65b7793ad89e979fd69cd4f7e.

 CMakeLists.txt | 5 +++++
 1 file changed, 5 insertions(+)

commit bbf8a27c63efbcb65b7793ad89e979fd69cd4f7e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Sep 2021 18:30:11 +0200

    Remove unneeded requirement

 CMakeLists.txt | 5 -----
 1 file changed, 5 deletions(-)

commit 45222087571eb1e6679a130d61a0fee323baa560
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Sep 2021 18:28:10 +0200

    Add cmake builds with custom options to CI workflow

 .github/workflows/cmake.yml | 56 ++++++++++++++++++++++++++++++++++++++++++---
 1 file changed, 53 insertions(+), 3 deletions(-)

commit a50b4249d31cca14fd0034f851e7fd67fe5820d8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Sep 2021 18:12:59 +0200

    Restore filelist check on CMakeLists

 ql/CMakeLists.txt              | 5 +++++
 tools/check_filelists.sh       | 4 ++--
 tools/check_filelists_diffs.py | 2 +-
 3 files changed, 8 insertions(+), 3 deletions(-)

commit 8b6a43603f3fcf154590e363c44e3a3a2edb2390
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Tue, 14 Sep 2021 02:30:39 -0400

    add new cmake files to autotools dist

 Makefile.am    | 2 ++
 ql/Makefile.am | 5 ++++-
 2 files changed, 6 insertions(+), 1 deletion(-)

commit a3ae22b072047b847fbc95b12c2f29b8e0fadc25
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Tue, 14 Sep 2021 01:34:51 -0400

    generate ql/quantlib.hpp

 cmake/GenerateHeaders.cmake | 34 ++++++++++++++++++++++++++++++++++
 ql/CMakeLists.txt           | 38 +++++++++++++++++++-------------------
 2 files changed, 53 insertions(+), 19 deletions(-)

commit 990cc881a539d2f5c0a83b7774be7cfd836f64ba
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Mon, 13 Sep 2021 16:30:51 -0400

    shared/static defaults for project and boost libs

 CMakeLists.txt | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

commit a3aa07ab03b9403e643e3e50c0939554d43d1f8c
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Mon, 13 Sep 2021 16:25:22 -0400

    configure qldefines for QL_HAVE_CONFIG_H

 CMakeLists.txt       |   3 +-
 ql/CMakeLists.txt    |   2 +-
 ql/qldefines.hpp.cfg | 228 +++++++++++++++++++++++++++++++++++++++++++++++++++
 3 files changed, 231 insertions(+), 2 deletions(-)

commit 5912e0bf4c701b27170970c41675e64e184b5c5b
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Sun, 12 Sep 2021 19:28:48 -0400

    adjust check_filelists workflow for new cmake system

 Makefile.am                    | 1 -
 tools/check_filelists.sh       | 5 +++--
 tools/check_filelists_diffs.py | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

commit 2ef71fc8ee169dee7472ac1022d1e58f9391b0c3
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Sat, 11 Sep 2021 21:44:28 -0400

    Revert "use boost layout convention of platform at the end"
    
    This reverts commit 82a596728a142ea7d49de7fb1576cdd5e4db9d5a.

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

commit 3b762463fb38ce08a291be281445139062223d5b
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Sat, 11 Sep 2021 20:21:51 -0400

    adjust msvc config to use auto link consistently

 ql/config.msvc.hpp | 5 -----
 1 file changed, 5 deletions(-)

commit d0c638d5cb7864b64b12a95514de14568f905dbb
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Fri, 10 Sep 2021 21:50:44 -0400

    generate all.hpp files using cmake

 cmake/GenerateHeaders.cmake |  42 +++++++++++++
 ql/CMakeLists.txt           | 140 +++++++++++++++++++++++++++++++++++++++++++-
 2 files changed, 179 insertions(+), 3 deletions(-)

commit 82a596728a142ea7d49de7fb1576cdd5e4db9d5a
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Thu, 9 Sep 2021 23:25:09 -0400

    use boost layout convention of platform at the end

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

commit 0a355628b197b935cecbe0d768904f2d26a7a0bd
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Thu, 9 Sep 2021 19:58:11 -0400

    disable DLL builds on MSVC

 cmake/Platform.cmake | 3 +++
 1 file changed, 3 insertions(+)

commit cf513d366a83ee15dcbc17c123e7326815428430
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Thu, 9 Sep 2021 19:47:04 -0400

    .gitignore do not exclude cmake/*.cmake files

 .gitignore | 1 +
 1 file changed, 1 insertion(+)

commit fa25ee7635fa054ea5127edf4a4914f479f3353c
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Thu, 9 Sep 2021 19:31:49 -0400

    add missing include for QL_ENABLE_SESSIONS

 ql/patterns/singleton.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 70604ee8eff0761695c058ce6063f6df28c93ae4
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Thu, 9 Sep 2021 19:29:42 -0400

    remove QL_LIB_NAME references in test-suite

 test-suite/quantlibbenchmark.cpp | 4 ----
 test-suite/quantlibtestsuite.cpp | 4 ----
 2 files changed, 8 deletions(-)

commit a2055858c22a7611f9904aba42f444afa07eb607
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Thu, 9 Sep 2021 19:27:14 -0400

    avoid ql/auto_link.hpp when using BOOST_ALL_NO_LIB

 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             |  2 +-
 Examples/GlobalOptimizer/GlobalOptimizer.cpp               |  2 +-
 Examples/LatentModel/LatentModel.cpp                       |  2 +-
 Examples/MarketModels/MarketModels.cpp                     |  2 +-
 .../MulticurveBootstrapping/MulticurveBootstrapping.cpp    |  2 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp             |  2 +-
 Examples/Replication/Replication.cpp                       |  2 +-
 Examples/Repo/Repo.cpp                                     |  2 +-
 test-suite/quantlibbenchmark.cpp                           |  2 +-
 test-suite/quantlibtestsuite.cpp                           | 14 ++++++--------
 21 files changed, 26 insertions(+), 28 deletions(-)

commit 4bb8a519214cf3fba28769b3f6696e00c806b9b8
Author: Philip Kovacs <30226827+pkovacs@users.noreply.github.com>
Date:   Thu, 9 Sep 2021 19:13:05 -0400

    rewrite cmake build system

 CMakeLists.txt                                  | 216 ++++++++++++++++++------
 Examples/BasketLosses/CMakeLists.txt            |   5 +-
 Examples/BermudanSwaption/CMakeLists.txt        |   6 +-
 Examples/Bonds/CMakeLists.txt                   |   6 +-
 Examples/CDS/CMakeLists.txt                     |   5 +-
 Examples/CMakeLists.txt                         |   4 +
 Examples/CVAIRS/CMakeLists.txt                  |   5 +-
 Examples/CallableBonds/CMakeLists.txt           |   6 +-
 Examples/ConvertibleBonds/CMakeLists.txt        |   5 +-
 Examples/DiscreteHedging/CMakeLists.txt         |   5 +-
 Examples/EquityOption/CMakeLists.txt            |   5 +-
 Examples/FRA/CMakeLists.txt                     |   5 +-
 Examples/FittedBondCurve/CMakeLists.txt         |   5 +-
 Examples/Gaussian1dModels/CMakeLists.txt        |   5 +-
 Examples/GlobalOptimizer/CMakeLists.txt         |   5 +-
 Examples/LatentModel/CMakeLists.txt             |   5 +-
 Examples/MarketModels/CMakeLists.txt            |   5 +-
 Examples/MulticurveBootstrapping/CMakeLists.txt |   5 +-
 Examples/MultidimIntegral/CMakeLists.txt        |   5 +-
 Examples/Replication/CMakeLists.txt             |   5 +-
 Examples/Repo/CMakeLists.txt                    |   5 +-
 cmake/Platform.cmake                            |  22 +++
 cmake/quantlib.cmake                            |  71 --------
 cmake/update_cmake_files.py                     |  38 -----
 ql/CMakeLists.txt                               | 184 +++++---------------
 ql/config.hpp.cfg                               |  46 +++++
 ql/version.hpp.cfg                              |  51 ++++++
 test-suite/CMakeLists.txt                       |  68 +++++---
 28 files changed, 454 insertions(+), 344 deletions(-)

commit 8d47d8dd74f585e7488ba336d838b564c51c7b5a
Merge: 9d90e8bcb fdfbe6636
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Sep 2021 20:48:21 +0200

    Merge pull request #1155.
    
    Add Chilean calendar

commit fdfbe66364dcc406eccd247b1c0db38e86e3ec0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Sep 2021 17:53:14 +0200

    Copyright attribution

 LICENSE.TXT                 | 1 +
 ql/time/calendars/chile.cpp | 2 +-
 ql/time/calendars/chile.hpp | 2 +-
 3 files changed, 3 insertions(+), 2 deletions(-)

commit 9d90e8bcbee38b8d8e6749d7b803f5fc89ad6a44
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Sep 2021 10:59:09 +0200

    Prevent brew failure during CI

 .github/workflows/doxygen.yml | 1 +
 1 file changed, 1 insertion(+)

commit 6687233ecceb9d373adb1f7496014c60adc05bac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Sep 2021 18:56:45 +0200

    Update Boost path in VS2019 Appveyor build

 .appveyor/VS2019.props | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 90730ef2fb9f7afc3b159c3a1e4bda81cce50972
Author: lewwe <lewweihao93@hotmail.com>
Date:   Mon, 30 Aug 2021 22:27:48 +0800

    Use boost error

 test-suite/swap.cpp | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

commit d88f1678b5e5c6913571e98745dc58da832cf5f1
Author: lewwe <lewweihao93@hotmail.com>
Date:   Mon, 30 Aug 2021 20:55:16 +0800

    Adjust effective and termination dates for ThirdWednesday Rule

 ql/time/dategenerationrule.hpp |  3 +--
 ql/time/schedule.cpp           |  2 +-
 test-suite/swap.cpp            | 23 ++++++++++++++++++-----
 test-suite/swap.hpp            |  1 +
 4 files changed, 21 insertions(+), 8 deletions(-)

commit 8473b5d978e2c49065c29e6d5c709e88a3e14729
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Aug 2021 15:29:53 +0200

    Implement rules for moving holidays

 ql/time/calendars/chile.cpp | 94 ++++++++-------------------------------------
 ql/time/calendars/chile.hpp | 23 +++++------
 2 files changed, 24 insertions(+), 93 deletions(-)

commit 78ece4458f7a5d3f2e15bce05e968115f1f6dea7
Merge: 4ed6bbcc7 15ba84435
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Aug 2021 12:07:45 +0200

    Merge pull request #1170.
    
    Check dates against schedule in Actual/Actual (ISMA)

commit 15ba84435a9d4e8c98b56f867c19da6be6bcc2de
Author: lewwe <lewweihao93@hotmail.com>
Date:   Fri, 27 Aug 2021 12:27:11 +0800

    Remove unused variable e

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

commit ce9575d1f59246c76f164ebca5a1e32171fe9896
Author: lewwe <lewweihao93@hotmail.com>
Date:   Fri, 27 Aug 2021 11:16:01 +0800

    Remove unused variable

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

commit 8d0d15531938d32eedf280c0a0c6e745fb5933f2
Author: lewwe <lewweihao93@hotmail.com>
Date:   Fri, 27 Aug 2021 10:54:27 +0800

    Check if d1 and d2 out of range for ActualActual

 ql/time/daycounters/actualactual.cpp |  7 +++++++
 test-suite/daycounters.cpp           | 33 +++++++++++++++++++++++++++++++++
 test-suite/daycounters.hpp           |  1 +
 3 files changed, 41 insertions(+)

commit 4ed6bbcc782cd157ac54dc60771790008b579bc1
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Wed, 25 Aug 2021 16:19:58 +0000

    Update copyright list in license

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

commit 860c6629c8d56a3261d03cd343099c0aaf67dc76
Merge: f9245c9c4 44b989a94
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Aug 2021 17:40:34 +0200

    Merge pull request #1157.
    
    Move RiskyBond code to a new bond pricing engine

commit f9245c9c44f169a67ebe28d38bed84287e7bee22
Merge: 9daedddf7 fc312dce9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Aug 2021 17:39:20 +0200

    Merge pull request #1167.
    
    Swaps startDate() and maturityDate() should be virtual

commit fc312dce9c3773bc8758a0b0e7fac015d8703fc2
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 25 Aug 2021 12:14:26 +0200

    Idiomatically overide does not need virtual.

 ql/instruments/zerocouponinflationswap.hpp | 4 ++--
 ql/instruments/zerocouponswap.hpp          | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

commit 3c16f75bbc3c5e5988da816ec0726f1423ac4982
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 25 Aug 2021 10:40:20 +0200

    More 'Make overwritten functions virtual.'

 ql/instruments/zerocouponinflationswap.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 97cb3ac70b1265fd2ec1b0e0e394f1b4d19e1782
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 25 Aug 2021 10:27:18 +0200

    Make overwritten functions virtual.

 ql/instruments/swap.hpp           | 4 ++--
 ql/instruments/zerocouponswap.hpp | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

commit 9daedddf7c8aeca5d2b271039b9d8d4894a2364b
Merge: 87c5ee2e1 1d75b44fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Aug 2021 09:48:14 +0200

    Merge pull request #1166.
    
    Fixed parameter types

commit 87c5ee2e17e9dd17488ec9957159b89db18d5d26
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 23:22:19 +0200

    Add CITATION.cff

 CITATION.cff | 11 +++++++++++
 1 file changed, 11 insertions(+)

commit 1d75b44fe21f9fa33d1468d53c8630c6bb8184f5
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 24 Aug 2021 21:26:02 +0200

    Fixed parameter types

 ql/termstructures/volatility/swaption/swaptionvolcube1.hpp | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

commit 44b989a94432bb4a97d8bc5b8531064782b9c9a3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 14:26:22 +0200

    Deprecate experimental risky bonds

 ql/experimental/credit/riskybond.cpp |  4 ++++
 ql/experimental/credit/riskybond.hpp | 25 +++++++++++++++++++------
 2 files changed, 23 insertions(+), 6 deletions(-)

commit 4676c9625ee8b65b60d80fb8021b5f85335194c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 14:15:36 +0200

    Add documentation, remove unused headers

 ql/pricingengines/bond/riskybondengine.cpp |  6 +++---
 ql/pricingengines/bond/riskybondengine.hpp | 32 +++++++++++++++++++++++++++++-
 2 files changed, 34 insertions(+), 4 deletions(-)

commit 78ce7e05acbabf576eb32b93652087a9f9111979
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 12:59:24 +0200

    Plug in the rest of bond machinery

 ql/pricingengines/bond/riskybondengine.cpp | 12 ++++++++--
 test-suite/bonds.cpp                       | 35 +++++++++++++++++-------------
 2 files changed, 30 insertions(+), 17 deletions(-)

commit 97bd48791b717366bdeaca386355ad8453d60385
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 12:58:42 +0200

    Observe underlying curves

 ql/pricingengines/bond/riskybondengine.cpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit b4a1974b134043e8f829b6d27bbcab94c64426aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 12:30:44 +0200

    Variable names

 ql/pricingengines/bond/riskybondengine.cpp | 19 +++++++++----------
 1 file changed, 9 insertions(+), 10 deletions(-)

commit 1b1a79fcc7c203140c601a6fd81da88ebcf222c3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 12:25:02 +0200

    Fix recovery dates in some cases

 ql/pricingengines/bond/riskybondengine.cpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit 1cdc7c210a058a92f372b1c8810ea4f3d9f8c2ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 12:13:34 +0200

    Revert unused changes

 ql/instruments/bond.cpp                    |  2 --
 ql/instruments/bond.hpp                    |  2 --
 ql/pricingengines/bond/riskybondengine.cpp |  6 ++----
 ql/pricingengines/bond/riskybondengine.hpp | 13 ++++---------
 test-suite/bonds.cpp                       |  2 +-
 5 files changed, 7 insertions(+), 18 deletions(-)

commit 8defedbe05d1ebf91d7e0f5cd46423831787ffc4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Aug 2021 11:54:36 +0200

    More reasonable recovery rate in test

 test-suite/bonds.cpp | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

commit f36bb218a23cfaa8a70c704bcb77e2c418f110c6
Author: lewwe <lewweihao93@hotmail.com>
Date:   Tue, 24 Aug 2021 13:08:11 +0800

    Remove unused variable

 ql/pricingengines/bond/riskybondengine.cpp | 1 -
 1 file changed, 1 deletion(-)

commit d2f1451021d3a3003b76922a05dc6972ac678051
Author: lewwe <lewweihao93@hotmail.com>
Date:   Tue, 24 Aug 2021 13:02:14 +0800

    Fix Review comments

 ql/pricingengines/bond/riskybondengine.cpp | 38 +++++++++++-------------------
 ql/pricingengines/bond/riskybondengine.hpp |  3 ---
 test-suite/bonds.cpp                       |  2 +-
 3 files changed, 15 insertions(+), 28 deletions(-)

commit 114361dd59f375f4e93b1d9fd6291dfe4d1573e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Aug 2021 09:34:15 +0200

    Run docs check on macOS and latest Doxygen

 .github/workflows/doxygen.yml | 10 ++++++----
 Docs/quantlib.doxy            | 10 +++++-----
 2 files changed, 11 insertions(+), 9 deletions(-)

commit bbe05fbac58163c912920c3fe63eb31f4caaf92a
Merge: 018f8749a e4bbccd42
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Aug 2021 15:56:32 +0200

    Merge pull request #1162.
    
    Implementation of `GaussKronrodNonAdaptive::setRelativeAccuracy`

commit 3090e195fa9c85add22b12956379e1da28a1ac8c
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Fri, 20 Aug 2021 11:36:43 +0200

    For consistency, settlement date flows should be included.

 ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

commit 018f8749a0a7f580cc9393f7769734792efd503d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Aug 2021 10:04:12 +0200

    Remove a couple of redundant builds

 .github/workflows/macos.yml | 6 ------
 1 file changed, 6 deletions(-)

commit e4bbccd42d93994abca273cc1a8d5d5b3143f291
Author: laaouini <laaouini_anas@yahoo.fr>
Date:   Thu, 19 Aug 2021 19:21:28 +0200

    Implementation of GaussKronrodNonAdaptive::setRelativeAccuracy (added by Mickael Anas LAAOUINI) .

 ql/math/integrals/kronrodintegral.cpp | 5 +++++
 1 file changed, 5 insertions(+)

commit de39a623fe70076cd5ae4be9ceafc46205f2f031
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 18 Aug 2021 19:47:18 +0200

    Add CI builds on macOS 11

 .github/workflows/macos-nondefault.yml | 6 ++++++
 .github/workflows/macos.yml            | 5 +++++
 2 files changed, 11 insertions(+)

commit 05132b8199b132ad689d41d19d58d7758d69019a
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 18 Aug 2021 11:58:59 +0200

    Adjusted docstrings.

 ql/experimental/termstructures/crosscurrencyratehelpers.hpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 66c6c0353609078a8cd480c95217cf5c3a541065
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 18 Aug 2021 11:55:10 +0200

    Renamed test method.

 test-suite/crosscurrencyratehelpers.cpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit 0acd8ea58366d3b7c756e8dba21efd2c28026002
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 18 Aug 2021 11:27:19 +0200

    Updated constructor signature of the mtm swap.

 ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 8 ++++----
 ql/experimental/termstructures/crosscurrencyratehelpers.hpp | 8 ++++----
 2 files changed, 8 insertions(+), 8 deletions(-)

commit a6db231b464371062d9cac2d080ed0bbc6786545
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 18 Aug 2021 11:12:20 +0200

    Added missing std::move for calendar.

 ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit 8f72504481ffded9924c5892667d63e8de55374c
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 18 Aug 2021 11:04:56 +0200

    Added some clarification on conventions in the docstrings.

 .../termstructures/crosscurrencyratehelpers.hpp            | 14 +++++++++++++-
 1 file changed, 13 insertions(+), 1 deletion(-)

commit 35ad60aab5fb2d64410eba7d3af3d21b9d8f48b6
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 18 Aug 2021 10:11:13 +0200

    Added an additional unit tests validating consistency checks.

 test-suite/crosscurrencyratehelpers.cpp | 19 +++++++++++++++++++
 test-suite/crosscurrencyratehelpers.hpp |  2 ++
 2 files changed, 21 insertions(+)

commit 33c70f2dead8cf89ac405cffb86ecde35acbd2e4
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 17 Aug 2021 18:57:58 +0200

    Rearranged unit tests for resetting swaps.

 .../termstructures/crosscurrencyratehelpers.hpp    |  2 +-
 test-suite/crosscurrencyratehelpers.cpp            | 66 +++++++++++++---------
 2 files changed, 41 insertions(+), 27 deletions(-)

commit 071ee6f977d807c4d15d672624d0ffea7c274504
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 17 Aug 2021 11:58:08 +0200

    Working on unit tests - still to be adjusted.

 test-suite/crosscurrencyratehelpers.cpp | 167 ++++++++++++++++++++++++++++----
 test-suite/crosscurrencyratehelpers.hpp |  13 ++-
 2 files changed, 158 insertions(+), 22 deletions(-)

commit 74bc2a94ba669a8aaa51e67035bc20271d10ea70
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 17 Aug 2021 11:56:53 +0200

    Clean-up.

 ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 991f94662d6ed8a40eeac7d549c05dd9904d69b4
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 17 Aug 2021 11:37:36 +0200

    Fixed bootstrapping for all configurations.

 .../termstructures/crosscurrencyratehelpers.cpp    | 77 +++++++++-------------
 1 file changed, 32 insertions(+), 45 deletions(-)

commit af12ddfd33babef62e8953e7b989e362785de381
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 16 Aug 2021 22:37:12 +0200

    Testing resetting swaps implementation.

 .../termstructures/crosscurrencyratehelpers.cpp    | 56 +++++++++++-----------
 1 file changed, 28 insertions(+), 28 deletions(-)

commit 1ffea9cdcd2b201cc2f3f21fc1b882b7550821e9
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 16 Aug 2021 18:43:52 +0200

    Fixed failing unit tests.

 ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit ce1db56702e32a792a35d58bd3af5341534b21ba
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 16 Aug 2021 18:17:13 +0200

    Further development of the mtm leg calculator.

 .../termstructures/crosscurrencyratehelpers.cpp    | 259 +++++++++++++++------
 .../termstructures/crosscurrencyratehelpers.hpp    |  13 +-
 2 files changed, 193 insertions(+), 79 deletions(-)

commit 8bde227ff183721a9d549d7f9b5c116bc0f9282a
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 16 Aug 2021 12:23:25 +0200

    Further development of the mtm leg calculator.

 .../termstructures/crosscurrencyratehelpers.cpp     | 21 +++++++++++----------
 1 file changed, 11 insertions(+), 10 deletions(-)

commit 4c94d4cfebc7b5068fcf8d5c460adec6f92310fb
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 16 Aug 2021 10:23:32 +0200

    Added mtm leg calculator.

 .../termstructures/crosscurrencyratehelpers.cpp    | 44 +++++++++++++++++++++-
 .../termstructures/crosscurrencyratehelpers.hpp    |  2 -
 2 files changed, 42 insertions(+), 4 deletions(-)

commit e653aa55f7530adfbab034cbe83ac682885bf311
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 15 Aug 2021 17:50:51 +0200

    Added description of the MtM swap helper class.

 ql/experimental/termstructures/crosscurrencyratehelpers.hpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 8b8d351fd359a0b169167f3dd0532ac7671b6973
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 15 Aug 2021 17:38:03 +0200

    Legs in const notional helper are a proxy and should be treated as such.

 .../termstructures/crosscurrencyratehelpers.cpp    | 57 ++++++++++------------
 .../termstructures/crosscurrencyratehelpers.hpp    | 11 +----
 test-suite/crosscurrencyratehelpers.cpp            | 23 ++++++---
 3 files changed, 46 insertions(+), 45 deletions(-)

commit 1ef119279754a04345a005c4043c0859b22f7940
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 15 Aug 2021 17:20:24 +0200

    Clean-up and removed unused leg inspectors.

 .../termstructures/crosscurrencyratehelpers.cpp    | 26 ++++++++++++----------
 .../termstructures/crosscurrencyratehelpers.hpp    | 15 ++-----------
 test-suite/crosscurrencyratehelpers.cpp            |  1 -
 3 files changed, 16 insertions(+), 26 deletions(-)

commit eba2f25b19aeacecdb859f5f9d392d0b98bcb58a
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 15 Aug 2021 16:51:41 +0200

    Added fx spot rate to mtm swap helper constructor.

 ql/experimental/termstructures/crosscurrencyratehelpers.hpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 208523cccf7ef4f3eb7f65bf6695e2660abd97b1
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 15 Aug 2021 16:24:41 +0200

    Use Leg instead of Swap in constructing cross currency rate helpers.

 .../termstructures/crosscurrencyratehelpers.cpp    | 136 ++++++++++++---------
 .../termstructures/crosscurrencyratehelpers.hpp    |  62 ++--------
 test-suite/crosscurrencyratehelpers.cpp            |  46 ++++---
 3 files changed, 119 insertions(+), 125 deletions(-)

commit cf660e2dd32e4bc3dbb9b45754f821036e14d99c
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 15 Aug 2021 17:53:03 +0800

    Remove unused variable

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

commit 6d206e46dcaed495bf5c2cf2368e54fca3e011a4
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 15 Aug 2021 17:04:01 +0800

    Reorder initialization

 ql/pricingengines/bond/riskybondengine.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 91e900c81c0a3b668eea403392c590265a7f19a7
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 15 Aug 2021 15:00:55 +0800

    Revert includes

 ql/pricingengines/bond/all.hpp | 1 -
 test-suite/bonds.cpp           | 1 -
 2 files changed, 2 deletions(-)

commit fd29f9a8542ee0d71eeeac2fc9c28b765a173276
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 15 Aug 2021 14:58:04 +0800

    Revert

 ql/experimental/credit/riskybond.cpp | 122 +++++++++++++--------
 ql/experimental/credit/riskybond.hpp | 207 ++++++++++++++++++-----------------
 2 files changed, 183 insertions(+), 146 deletions(-)

commit 2a82875b4aab1b951cf8a86914793d80e34c3e79
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 15 Aug 2021 14:54:43 +0800

    Revert

 ql/experimental/credit/riskybond.cpp | 55 +++++++++++++-------------
 ql/experimental/credit/riskybond.hpp | 77 +++++++++++++++++++++++-------------
 2 files changed, 78 insertions(+), 54 deletions(-)

commit 6a2555b9d168584e4256fd498cba50751c677638
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 15 Aug 2021 14:52:58 +0800

    Revert automated clang fixes

 ql/experimental/credit/riskybond.cpp | 55 +++++++++++++-------------
 ql/experimental/credit/riskybond.hpp | 77 +++++++++++++-----------------------
 2 files changed, 54 insertions(+), 78 deletions(-)

commit e8924ecca33f64c0e950c73ed0675846717bc98b
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 15 Aug 2021 14:47:00 +0800

    Remove RiskyBond dependency

 ql/experimental/credit/riskybond.cpp       | 151 +++++++++----------
 ql/experimental/credit/riskybond.hpp       | 233 +++++++++++++----------------
 ql/instruments/bond.cpp                    |   2 +
 ql/instruments/bond.hpp                    |   2 +
 ql/pricingengines/bond/riskybondengine.cpp |  43 +++++-
 ql/pricingengines/bond/riskybondengine.hpp |  29 +++-
 test-suite/bonds.cpp                       |  29 ++--
 7 files changed, 261 insertions(+), 228 deletions(-)

commit d0064847a3fd10f63ab3e69bd798e572611e4e31
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sat, 14 Aug 2021 20:48:44 +0200

    Created MtMCrossCurrencyBasisSwapRateHelper class definition.

 .../termstructures/crosscurrencyratehelpers.hpp    | 69 +++++++++++++++++++++-
 1 file changed, 68 insertions(+), 1 deletion(-)

commit c411150fd46ee39ad011c2ec0b70f88247982951
Merge: aef79f48d dc8715769
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Aug 2021 17:19:26 +0200

    Merge pull request #1158.
    
    Update `pkg-config` output

commit aef79f48d58ba1a5a11f3dc16eee046845a4d23b
Merge: f338d3c6c 503280064
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Aug 2021 13:31:16 +0200

    Merge pull request #1145.
    
    overhaul singleton implementation

commit dc87157696788644a03f7203a814345a741c487f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Aug 2021 12:16:47 +0200

    Update cflags in pkg-config output

 quantlib.pc.in | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 5032800644c481ef5022d4ece219833deb3a77d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Aug 2021 10:45:43 +0200

    Add CI build for thread-safe singleton initialization

 .github/workflows/linux-full-tests.yml | 6 ++++++
 .github/workflows/linux.yml            | 7 +++++++
 2 files changed, 13 insertions(+)

commit d228b6bcbc28b6c33f6b5d08395981f3174b0d68
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Aug 2021 10:42:32 +0200

    Update docs

 Docs/pages/config.docs | 8 +++++---
 configure.ac           | 8 +++++---
 ql/userconfig.hpp      | 8 +++++---
 3 files changed, 15 insertions(+), 9 deletions(-)

commit 3ff2da9c8d973ed85bdf912bdce72eead895f3bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Aug 2021 09:15:31 +0200

    Fix bash syntax

 .github/workflows/linux-full-tests.yml | 2 +-
 .github/workflows/linux.yml            | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit ebe944f5bdda0d19d88cd5e5ad24f4341d9916f7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Aug 2021 21:41:55 +0200

    Fix linking

 .github/workflows/linux-full-tests.yml | 3 +++
 .github/workflows/linux.yml            | 3 +++
 configure.ac                           | 2 +-
 ql/auto_link.hpp                       | 2 +-
 4 files changed, 8 insertions(+), 2 deletions(-)

commit 542070d95ffd866180bf46d5c893a3c218ef61cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Aug 2021 17:30:52 +0200

    Add CI build with sessions enabled

 .github/workflows/linux-full-tests.yml | 6 ++++++
 .github/workflows/linux.yml            | 7 +++++++
 2 files changed, 13 insertions(+)

commit f338d3c6cbe664cae483446ad8f139768cafd926
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 Aug 2021 09:46:44 +0200

    Add gcc 11 to build matrix; upgrade gcc 10

 .github/workflows/linux-full-tests.yml | 16 +++++++++++++++-
 .github/workflows/linux-nondefault.yml | 10 +++++++++-
 .github/workflows/linux.yml            | 10 +++++++++-
 3 files changed, 33 insertions(+), 3 deletions(-)

commit 9bab8e30c17e4affc26c82c7a9f4b07ae2746067
Merge: 4118e3560 4f585ccec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Aug 2021 13:44:22 +0200

    Merge pull request #1142.
    
    Avoid callable-bond mispricing when a call date is close to a coupon date

commit 116ac0250278607c3f61e323aa3dab1b9498eb70
Author: lewwe <lewweihao93@hotmail.com>
Date:   Sun, 8 Aug 2021 09:42:04 +0800

    Dummy commit

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

commit 7f3cd5d2719f5d78126850d4bdc5ff29f3a3f4cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 Aug 2021 17:00:51 +0200

    Add new files to relevant file lists

 QuantLib.vcxproj              | 2 ++
 QuantLib.vcxproj.filters      | 6 ++++++
 ql/CMakeLists.txt             | 2 ++
 ql/time/calendars/Makefile.am | 2 ++
 ql/time/calendars/all.hpp     | 1 +
 5 files changed, 13 insertions(+)

commit 4bf9ce401bf0a7fd8b5f6e0ea7f4b61603985eaa
Author: lewwe <lewweihao93@hotmail.com>
Date:   Thu, 5 Aug 2021 21:26:00 +0800

    Correct slashes

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

commit 1b2eab60c04bc70376d850ac67b464f37cc31e96
Author: lewwe <lewweihao93@hotmail.com>
Date:   Thu, 5 Aug 2021 21:22:54 +0800

    Correct slashes

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

commit 6c8d0d9e47beeef4ff45aa468280a91882d60b5e
Author: lewwe <lewweihao93@hotmail.com>
Date:   Thu, 5 Aug 2021 21:09:48 +0800

    Revert "Correct slashes"
    
    This reverts commit b76b8f3cf2d6703459203fcd71487786cca5d3b1.

 Examples/BasketLosses/BasketLosses.vcxproj               |  4 ----
 Examples/BermudanSwaption/BermudanSwaption.vcxproj       |  4 ----
 Examples/Bonds/Bonds.vcxproj                             |  4 ----
 Examples/CDS/CDS.vcxproj                                 |  4 ----
 Examples/CVAIRS/CVAIRS.vcxproj                           |  4 ----
 Examples/CallableBonds/CallableBonds.vcxproj             |  4 ----
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj       |  4 ----
 Examples/DiscreteHedging/DiscreteHedging.vcxproj         |  4 ----
 Examples/EquityOption/EquityOption.vcxproj               |  4 ----
 Examples/FRA/FRA.vcxproj                                 |  4 ----
 Examples/FittedBondCurve/FittedBondCurve.vcxproj         |  4 ----
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj       |  4 ----
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj         |  4 ----
 Examples/LatentModel/LatentModel.vcxproj                 |  4 ----
 Examples/MarketModels/MarketModels.vcxproj               |  4 ----
 .../MulticurveBootstrapping.vcxproj                      |  4 ----
 Examples/MultidimIntegral/MultidimIntegral.vcxproj       |  4 ----
 Examples/Replication/Replication.vcxproj                 |  4 ----
 Examples/Repo/Repo.vcxproj                               |  4 ----
 Microsoft.Cpp.Win32.user.props                           | 16 ----------------
 QuantLib.vcxproj                                         |  4 ----
 test-suite/testsuite.vcxproj                             |  6 +-----
 22 files changed, 1 insertion(+), 101 deletions(-)

commit 54294ae180404daa90796d96dc6eef35e3b92797
Author: lewwe <lewweihao93@hotmail.com>
Date:   Thu, 5 Aug 2021 21:09:44 +0800

    Revert "Dummy commit"
    
    This reverts commit 1639facd276c2d4292db3ce19ed312f217ef92bb.

 ql/experimental/credit/riskybond.hpp | 1 -
 1 file changed, 1 deletion(-)

commit 1639facd276c2d4292db3ce19ed312f217ef92bb
Author: lewwe <lewweihao93@hotmail.com>
Date:   Thu, 5 Aug 2021 21:07:08 +0800

    Dummy commit

 ql/experimental/credit/riskybond.hpp | 1 +
 1 file changed, 1 insertion(+)

commit b76b8f3cf2d6703459203fcd71487786cca5d3b1
Author: lewwe <lewweihao93@hotmail.com>
Date:   Thu, 5 Aug 2021 20:57:36 +0800

    Correct slashes

 Examples/BasketLosses/BasketLosses.vcxproj               |  4 ++++
 Examples/BermudanSwaption/BermudanSwaption.vcxproj       |  4 ++++
 Examples/Bonds/Bonds.vcxproj                             |  4 ++++
 Examples/CDS/CDS.vcxproj                                 |  4 ++++
 Examples/CVAIRS/CVAIRS.vcxproj                           |  4 ++++
 Examples/CallableBonds/CallableBonds.vcxproj             |  4 ++++
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj       |  4 ++++
 Examples/DiscreteHedging/DiscreteHedging.vcxproj         |  4 ++++
 Examples/EquityOption/EquityOption.vcxproj               |  4 ++++
 Examples/FRA/FRA.vcxproj                                 |  4 ++++
 Examples/FittedBondCurve/FittedBondCurve.vcxproj         |  4 ++++
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj       |  4 ++++
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj         |  4 ++++
 Examples/LatentModel/LatentModel.vcxproj                 |  4 ++++
 Examples/MarketModels/MarketModels.vcxproj               |  4 ++++
 .../MulticurveBootstrapping.vcxproj                      |  4 ++++
 Examples/MultidimIntegral/MultidimIntegral.vcxproj       |  4 ++++
 Examples/Replication/Replication.vcxproj                 |  4 ++++
 Examples/Repo/Repo.vcxproj                               |  4 ++++
 Microsoft.Cpp.Win32.user.props                           | 16 ++++++++++++++++
 QuantLib.vcxproj                                         |  4 ++++
 test-suite/testsuite.vcxproj                             |  6 +++++-
 22 files changed, 101 insertions(+), 1 deletion(-)

commit 07a07e006668e2681d1f906f11f719b0998956ba
Author: lewwe <lewweihao93@hotmail.com>
Date:   Thu, 5 Aug 2021 20:57:36 +0800

    Dummy commit

 ql/experimental/credit/riskybond.hpp | 1 -
 1 file changed, 1 deletion(-)

commit 90b346a409366228b766096bdc091d3a6aa2305f
Author: lewwe <weihaolew93@gmail.com>
Date:   Thu, 5 Aug 2021 19:23:21 +0800

    correct clashes

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

commit 0a187c9583c69d4e92c88f71277e9b9aef26279e
Author: lewwe <weihaolew93@gmail.com>
Date:   Thu, 5 Aug 2021 18:20:40 +0800

    Add dependency

 ql/pricingengines/bond/all.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 5d125d99653275d30f7ab124d62187342f2ab625
Author: lewwe <weihaolew93@gmail.com>
Date:   Thu, 5 Aug 2021 17:30:07 +0800

    Reorder

 ql/experimental/credit/riskybond.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 80a8a96c39eda4527b152edbc11b0bcf5ab62105
Author: lewwe <weihaolew93@gmail.com>
Date:   Thu, 5 Aug 2021 17:06:41 +0800

    Refactoring

 QuantLib.vcxproj                                 |  4 +++-
 QuantLib.vcxproj.filters                         |  4 +++-
 ql/CMakeLists.txt                                |  2 ++
 ql/experimental/credit/riskybond.cpp             |  9 ++-------
 ql/experimental/credit/riskybond.hpp             | 10 +---------
 ql/pricingengines/bond/Makefile.am               |  6 ++++--
 ql/pricingengines/bond/all.hpp                   |  1 +
 ql/pricingengines/{ => bond}/riskybondengine.cpp |  6 +-----
 ql/pricingengines/{ => bond}/riskybondengine.hpp |  3 ---
 test-suite/bonds.cpp                             |  4 ++--
 10 files changed, 19 insertions(+), 30 deletions(-)

commit da1db510c9bcc9fcd2c94a861adc3ea46350c7f7
Author: lewwe <weihaolew93@gmail.com>
Date:   Thu, 5 Aug 2021 15:48:56 +0800

    Add working test + fix engine

 ql/experimental/credit/riskybond.cpp  | 38 +++++++++--------------
 ql/experimental/credit/riskybond.hpp  | 23 +++++++++++++-
 ql/pricingengines/riskybondengine.cpp | 25 ++++++++-------
 ql/pricingengines/riskybondengine.hpp | 17 +++++-----
 test-suite/bonds.cpp                  | 58 +++++++++++++++++++++++++++++++++++
 test-suite/bonds.hpp                  |  1 +
 6 files changed, 115 insertions(+), 47 deletions(-)

commit 7754d878c307fdf77c41230965c82fdf529dcf07
Author: anubhav-pandey1 <73362441+anubhav-pandey1@users.noreply.github.com>
Date:   Sun, 1 Aug 2021 19:45:20 +0530

    Add Chilean list of holidays

 ql/time/calendars/chile.cpp | 149 ++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 149 insertions(+)

commit 5cdd3aede2ebfb3c5df1436231b41f1d3a7b7816
Author: anubhav-pandey1 <73362441+anubhav-pandey1@users.noreply.github.com>
Date:   Sun, 1 Aug 2021 18:04:33 +0530

    Add header for Chilean Calendar

 ql/time/calendars/chile.hpp | 80 +++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 80 insertions(+)

commit 342fe813f5d0fae0912e6b632078fc7ddade5e3f
Author: lewwe <weihaolew93@gmail.com>
Date:   Sat, 31 Jul 2021 14:57:16 +0800

    Add Bond Engine

 ql/experimental/credit/riskybond.cpp  | 16 ++++-----
 ql/experimental/credit/riskybond.hpp  |  3 +-
 ql/pricingengines/riskybondengine.cpp | 64 +++++++++++++++--------------------
 ql/pricingengines/riskybondengine.hpp | 13 +++----
 4 files changed, 40 insertions(+), 56 deletions(-)

commit aaf9254c10006a146662c74ed39708cb2800514f
Author: lewwe <weihaolew93@gmail.com>
Date:   Sun, 25 Jul 2021 17:51:03 +0800

    Temp commit

 ql/experimental/credit/riskybond.cpp  |  8 -----
 ql/experimental/credit/riskybond.hpp  | 23 ++++++++----
 ql/pricingengines/riskybondengine.cpp | 68 +++++++++++++++++++++++++++++++++++
 ql/pricingengines/riskybondengine.hpp | 50 ++++++++++++++++++++++++++
 4 files changed, 134 insertions(+), 15 deletions(-)

commit 4118e3560cd1e09f85ddae4937ce74f0d7bf93af
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date:   Mon, 19 Jul 2021 11:00:48 +0000

    Bump actions/stale from 3 to 4
    
    Bumps [actions/stale](https://github.com/actions/stale) from 3 to 4.
    - [Release notes](https://github.com/actions/stale/releases)
    - [Changelog](https://github.com/actions/stale/blob/main/CHANGELOG.md)
    - [Commits](https://github.com/actions/stale/compare/v3...v4)
    
    ---
    updated-dependencies:
    - dependency-name: actions/stale
      dependency-type: direct:production
      update-type: version-update:semver-major
    ...
    
    Signed-off-by: dependabot[bot] <support@github.com>

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

commit da2318636aa6c63ea408f409e199ffe560a48809
Merge: 470a07046 e398fc0f3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 16 Jul 2021 14:49:12 +0200

    Merge pull request #1150.
    
    Deprecate obsolete data member in `BlackCalibrationHelper`

commit 470a0704692b3cfe572a8f6c61f11811f1486d36
Merge: 29e05f3ce 5ae8b949d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 16 Jul 2021 03:28:41 +0200

    Merge pull request #1149.
    
    Deprecate nominal term structure contained in inflation curves

commit 29e05f3ceeb7544c8f586fb83863929fe29129a7
Merge: 47e6c0c67 996e1d6d9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 23:57:37 +0200

    Merge pull request #1144.
    
    added time dependent interest rates and dividend yield to local vol test

commit 5ae8b949dfcf465fd2bb033bee2f074026d728d0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 16:34:53 +0200

    Avoid deprecation warnings in gcc

 ql/termstructures/inflationtermstructure.cpp | 3 +++
 1 file changed, 3 insertions(+)

commit 47e6c0c67269166437ccceb4b8ab68fdca53d0ce
Merge: 54ddddddd db264185b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 16:13:38 +0200

    Merge pull request #1147.
    
    Remove features deprecated in version 1.19

commit e398fc0f3f69969ca42cc411e88a18d0c40d0434
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 16:02:49 +0200

    Remove redundant destructor

 ql/models/calibrationhelper.hpp | 2 --
 1 file changed, 2 deletions(-)

commit 500d3014f1d03d16331971a0a7ba62aed3998c57
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 15:53:22 +0200

    Deprecate nominal curves contained in inflation curves.

 ql/cashflows/cpicouponpricer.cpp                   |  3 +++
 ql/cashflows/inflationcouponpricer.cpp             |  3 +++
 ql/instruments/makeyoyinflationcapfloor.cpp        |  2 ++
 .../inflation/inflationcapfloorengines.cpp         |  4 ++++
 ql/termstructures/inflation/inflationhelpers.cpp   |  5 +++++
 ql/termstructures/inflationtermstructure.hpp       | 23 +++++++++++++++++++++-
 6 files changed, 39 insertions(+), 1 deletion(-)

commit 54dddddddeff79debcb7c3b4274c83d48a6added
Merge: 0ed4b34cc 435223365
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 12:05:08 +0200

    Merge pull request #1138.
    
    Fixing calibration issue with HestonSLVFDMModel and adding a (slow!) test

commit d656cd1dfb40c8f4e0b97b88e7c002c8e64e218b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 12:03:34 +0200

    Try disabling deprecation warnings again

 ql/models/calibrationhelper.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 2b65df0c976d56809ed659a3cb223524f883631a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 10:19:03 +0200

    Disable warning when destroying deprecated member

 ql/models/calibrationhelper.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit 8077d228e40507e757d7d206ba1813d5a5df7097
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Jul 2021 18:42:53 +0200

    Disable warning when default-initializing deprecated member

 ql/models/calibrationhelper.hpp | 3 +++
 1 file changed, 3 insertions(+)

commit 51274e71746af9a383f303913f7b4dad400ea0ae
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Jul 2021 10:17:33 +0200

    Deprecate obsolete data member

 ql/models/calibrationhelper.hpp | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

commit db264185bc7611f0873c60ed7537dff551ddda51
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Jul 2021 18:01:19 +0200

    Remove features deprecated in version 1.19.

 ql/cashflows/inflationcouponpricer.hpp             |  12 --
 ql/indexes/bmaindex.cpp                            |  12 --
 ql/indexes/bmaindex.hpp                            |   6 -
 ql/methods/finitedifferences/americancondition.hpp |  17 ---
 ql/methods/finitedifferences/fdtypedefs.hpp        |  10 --
 ql/methods/finitedifferences/shoutcondition.hpp    |  21 ----
 ql/methods/finitedifferences/stepcondition.hpp     |  81 -------------
 ql/models/calibrationhelper.hpp                    |  17 ---
 .../inflation/interpolatedyoyinflationcurve.hpp    | 105 ----------------
 .../inflation/interpolatedzeroinflationcurve.hpp   | 110 -----------------
 .../inflation/piecewiseyoyinflationcurve.hpp       |  25 ----
 .../inflation/piecewisezeroinflationcurve.hpp      |  25 ----
 ql/termstructures/inflationtermstructure.cpp       | 132 ---------------------
 ql/termstructures/inflationtermstructure.hpp       | 130 --------------------
 ql/termstructures/yield/discountcurve.hpp          |  24 ----
 ql/termstructures/yield/forwardcurve.hpp           |  24 ----
 ql/termstructures/yield/forwardstructure.cpp       |  10 --
 ql/termstructures/yield/forwardstructure.hpp       |  10 --
 .../yield/interpolatedsimplezerocurve.hpp          |  20 ----
 ql/termstructures/yield/zerocurve.hpp              |  24 ----
 ql/termstructures/yield/zeroyieldstructure.cpp     |  10 --
 ql/termstructures/yield/zeroyieldstructure.hpp     |  10 --
 ql/termstructures/yieldtermstructure.cpp           |  10 --
 ql/termstructures/yieldtermstructure.hpp           |   9 --
 24 files changed, 854 deletions(-)

commit 0ed4b34cc296c58afd1384f7bf263cd7c0b474f5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Jul 2021 15:21:21 +0200

    Let tar use the ustar format in `make dist`.
    
    This allows for files with names so long it's silly.

 configure.ac | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit d297245aa4899202a9b4c23dd418c4800b085a80
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.24-dev.

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

commit 185c91461e94effe187b460713f6fadee77679e9
Author: Peter Caspers <peter.caspers@acadiasoft.com>
Date:   Wed, 14 Jul 2021 11:14:07 +0200

    overhaul singleton implementation
    
    - ensure thread safe initialization when sessions are enabled
    - allow global singletons when sessions are enabled
    - avoid static initialization order fiasko
    - simplify and unify code

 ql/patterns/singleton.hpp | 215 ++++++++++++++++++++--------------------------
 ql/userconfig.hpp         |   3 +-
 2 files changed, 95 insertions(+), 123 deletions(-)

commit 996e1d6d93fe69f48747b0d8b9b0bd07183e2e31
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 12 Jul 2021 21:28:57 +0200

    decrease tolerance

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

commit 6ab8aa4708e3c04db41c71935ed1729bfeb86d6c
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 12 Jul 2021 21:24:05 +0200

    make test case more sensitive

 test-suite/hestonmodel.cpp | 22 ++++++++++++++++++++--
 1 file changed, 20 insertions(+), 2 deletions(-)

commit 4f585ccec6ff23c9c817201745320e2d6a6d6faa
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 12 Jul 2021 14:22:55 +0200

    Adjusted callability prices by discount factor

 .../discretizedcallablefixedratebond.cpp           | 42 +++++++++++++---------
 .../discretizedcallablefixedratebond.hpp           |  4 +--
 .../callablebonds/treecallablebondengine.cpp       | 16 ++++-----
 test-suite/callablebonds.cpp                       |  5 +--
 4 files changed, 37 insertions(+), 30 deletions(-)

commit 08688b06c2413876c1ae6e62499f39a250d84afb
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Fri, 9 Jul 2021 22:35:34 +0200

    Adjusted test case

 test-suite/callablebonds.cpp | 44 +++++++++++++++++++++++++++++++-------------
 1 file changed, 31 insertions(+), 13 deletions(-)

commit 3cee3d288a64ed19ebaf5dc2c8e2947bade50b2f
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Thu, 8 Jul 2021 12:34:10 +0200

    Might fix issue 930

 ql/experimental/callablebonds/discretizedcallablefixedratebond.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit c08afa66925384a973209f945df4f751b6e970a5
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Thu, 8 Jul 2021 11:10:21 +0200

    Might fix issue 930

 .../discretizedcallablefixedratebond.cpp           | 42 ++++++++++++++--------
 test-suite/callablebonds.cpp                       |  3 ++
 2 files changed, 30 insertions(+), 15 deletions(-)

commit 55eea24f3f0ef8553652528b1085c024fb75dc08
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 7 Jul 2021 09:42:04 +0200

    Might fix issue 930

 test-suite/callablebonds.cpp | 34 ++++++++++++++++++++++------------
 test-suite/callablebonds.hpp |  2 +-
 2 files changed, 23 insertions(+), 13 deletions(-)

commit 5dafbf0b610105293150f17c834f264e7157b260
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 7 Jul 2021 08:33:48 +0200

    Might fix issue 930

 test-suite/callablebonds.cpp | 2 --
 1 file changed, 2 deletions(-)

commit e8e85c4e61402c2a33b7a986ee9a904fc6f11ef4
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 6 Jul 2021 20:24:45 +0200

    Might fix issue 930

 .../discretizedcallablefixedratebond.cpp           |  1 +
 .../discretizedcallablefixedratebond.hpp           |  1 +
 test-suite/callablebonds.cpp                       | 62 ++++++++++++++++++++++
 test-suite/callablebonds.hpp                       |  2 +
 4 files changed, 66 insertions(+)

commit cbc8b77570142ceb69fcf0f35a2e75ed6b976728
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 5 Jul 2021 20:50:00 +0200

    Might fix issue 930

 .../discretizedcallablefixedratebond.cpp           | 90 ++++++++++++----------
 .../discretizedcallablefixedratebond.hpp           |  5 +-
 2 files changed, 54 insertions(+), 41 deletions(-)

commit 4352233656c88651919c038e65f45418099fb5d7
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sat, 3 Jul 2021 23:24:30 +0800

    Commenting out slow-running test

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

commit 70e8886bf752aa44ca86cf27b66ad1fee5c08d48
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sat, 3 Jul 2021 21:29:46 +0800

    Using LD instead of PR to remove calculation noise cross-platform

 test-suite/hestonslvmodel.cpp | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

commit cd79c6bda8d1667773f0c122e90b421cf640f901
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Fri, 2 Jul 2021 23:37:41 +0800

    mixingFactor missing from one instance of the FDM calculator

 ql/experimental/models/hestonslvfdmmodel.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 4de3dbbd8cc651760de29b7a961756a226f92aea
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Fri, 2 Jul 2021 22:59:56 +0800

    Adding slow-running FDM calibration test

 test-suite/hestonslvmodel.cpp | 178 ++++++++++++++++++++++++++++++++++++++++++
 test-suite/hestonslvmodel.hpp |   1 +
 2 files changed, 179 insertions(+)
