commit 6baa6c2b4434c3bb456e51392dc5b07f742a0554
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Fri, 10 Oct 2025 15:13:51 +0000

    Set version to 1.40

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

commit eea869603efb2b83a3c38b80553da151f24f1ace
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Oct 2025 16:31:55 +0200

    Fix job name

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

commit 1823b828774fbf078f461d0d13796d6213ead130
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Oct 2025 15:09:32 +0200

    Add initial workflows for release

 .github/workflows/prepare-release.yml | 43 +++++++++++++++++++++++++++++
 .github/workflows/publish-release.yml | 52 +++++++++++++++++++++++++++++++++++
 2 files changed, 95 insertions(+)

commit 0e7d8fbb1ce1e3efe892d89f0b12acf95101d584
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Thu, 2 Oct 2025 10:58:02 +0000

    Update changelog

 ChangeLog.txt | 10017 +++++++++++++++++++++++++++++++++++++++++++++++++++-----
 1 file changed, 9249 insertions(+), 768 deletions(-)

commit 42dcd1b669981b5172283856ce446fdf9638c891
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Thu, 2 Oct 2025 10:58:02 +0000

    Set version to 1.40-rc

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

commit fa4e409dae17befe71921b3d183255894192e466
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Oct 2025 11:50:28 +0200

    Update news and contributors

 Contributors.txt |   9 +++
 News.md          | 167 ++++++++++++++-----------------------------------------
 2 files changed, 50 insertions(+), 126 deletions(-)

commit a9fac61b892dbaab5b42f7cdaf8b8e311622384a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Oct 2025 15:55:25 +0200

    Fix test message

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

commit ff6a7af465ec7bb0edc89630d781a22937bdacd0
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Mon, 29 Sep 2025 08:24:42 +0000

    Automated fixes by clang-tidy

 ql/instruments/perpetualfutures.cpp                             | 3 ++-
 ql/pricingengines/futures/discountingperpetualfuturesengine.cpp | 6 +++---
 ql/pricingengines/futures/discountingperpetualfuturesengine.hpp | 4 ++--
 3 files changed, 7 insertions(+), 6 deletions(-)

commit d113fbfcdcabe7654abc773abee25b26811f03f4
Merge: 7deb4a1e8 13a7b3b53
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Sep 2025 11:07:09 +0200

      Fix potential dangling reference in MultiCubicSpline (#2265)

commit 7deb4a1e8e6dd2ded7d1c82e84e80867f318d4e4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Sep 2025 08:36:50 +0200

    Prevent false positives from clang-tidy

 ql/experimental/credit/defaultprobabilitylatentmodel.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit 13a7b3b5312edd295c7b4de986268fc968b56efb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Sep 2025 09:22:16 +0200

    Correct size for default vector

 ql/math/interpolations/multicubicspline.hpp | 19 +++++++------------
 1 file changed, 7 insertions(+), 12 deletions(-)

commit 7873176976e51034d8cde02dd8a7f477ba603426
Merge: ef5c0e910 de1f2614d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Sep 2025 09:07:31 +0200

    Add date adjustment rules for 30/365 (#2337)

commit de1f2614d13a28185cf248e591feca14743247d5
Author: Ryan Gibson <ryan.alexander.gibson@gmail.com>
Date:   Sun, 28 Sep 2025 21:26:50 -0400

    Add date adjustment tests for Thirty365

 test-suite/daycounters.cpp | 48 +++++++++++++++++++++++++++++++---------------
 1 file changed, 33 insertions(+), 15 deletions(-)

commit ef5c0e9106bf7a0249b5b2cabf297fb95cd41d31
Merge: e6fa0a4cf 9b799b79a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 28 Sep 2025 23:31:05 +0200

    Explicit return type for lambdas to work with expression templates (#2338)

commit 41b5e10f6a70aa0f21636888e4acace51f4fe0a2
Author: Ryan Gibson <ryan.alexander.gibson@gmail.com>
Date:   Fri, 26 Sep 2025 12:01:18 -0400

    Add date adjustment rules for 30/365

 ql/time/daycounters/thirty365.cpp | 5 +++++
 1 file changed, 5 insertions(+)

commit e6fa0a4cfacdbbea4b48e8aa627d450187f3861a
Merge: bb2c2abec 4b5b53cd1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Sep 2025 16:03:50 +0200

    Improvement to Latent model execution time (#2336)

commit bb2c2abecc35d040a1551feab4af0e793ca3ab47
Author: Vladimir Polin <Vladimir.Polin@intel.com>
Date:   Thu, 25 Sep 2025 10:14:14 -0700

    Removed trailing spaces in quantlibbenchmark.cpp, no functionality affected

 test-suite/quantlibbenchmark.cpp | 164 +++++++++++++++++++--------------------
 1 file changed, 82 insertions(+), 82 deletions(-)

commit 856785f13b7fa3c43adbcaa87f7ceb7cc50bbcf4
Merge: 0bc442057 fb05b3a3d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Sep 2025 15:41:39 +0200

    Simplify and generalize inflationPeriod (#2334)

commit 0bc4420578f891b050c192010164e44573fa27c6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Sep 2025 08:17:29 +0200

    Remove unused variable

 ql/pricingengines/basket/mceuropeanbasketengine.hpp | 6 ------
 1 file changed, 6 deletions(-)

commit 4b5b53cd14b80036f03dc32bfa5f76675c7d6d12
Author: Vladimir Polin <Vladimir.Polin@intel.com>
Date:   Thu, 25 Sep 2025 12:30:14 -0700

    Improvement to Latent model execution time and the most heavy testGauss test/benchmark.
    Before the improvement
    NthToDefaultTests/testGauss  : 48.7896s
    After the improvement
    NthToDefaultTests/testGauss  : 27.3736s
    Tail spaces removed.

 .../credit/defaultprobabilitylatentmodel.hpp       | 94 ++++++++++++----------
 1 file changed, 51 insertions(+), 43 deletions(-)

commit fb05b3a3dd930ca43774e13adc52a268a0140b62
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Thu, 25 Sep 2025 10:54:49 -0400

    Simplify and generalize inflationPeriod

 ql/termstructures/inflationtermstructure.cpp | 34 +++++-----------------------
 1 file changed, 6 insertions(+), 28 deletions(-)

commit ec1db2a0bcddf10512ac942957afed7601b71c1d
Merge: 8a6f07870 ea918d553
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Sep 2025 15:23:29 +0200

    Speedup Sobol Sequence Generator by transposing directionIntegers_ matrix (#2333)

commit ea918d553ecba46a5922eb0e1dd02661c9bbe357
Author: Daniel Martinez Davies <70523811+danielmartinezdavies@users.noreply.github.com>
Date:   Tue, 23 Sep 2025 21:02:20 +0200

    Transpose SobolRsg directionIntegers_ matrix

 ql/math/randomnumbers/sobolrsg.cpp | 74 +++++++++++++++++++-------------------
 1 file changed, 37 insertions(+), 37 deletions(-)

commit 8a6f078701e5d4af6a3f443efbe855180a1a20a5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Sep 2025 09:07:00 +0200

    Don't use vector if no linear algebra is used

 .../futures/discountingperpetualfuturesengine.cpp  | 14 +++++------
 .../futures/discountingperpetualfuturesengine.hpp  | 28 ++++++++++++----------
 test-suite/perpetualfutures.cpp                    |  2 +-
 3 files changed, 23 insertions(+), 21 deletions(-)

commit 0ea39f6eb380ed1ba831c583333afd4076b8a856
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Sep 2025 18:36:04 +0200

    Don't run CI when pushing a tag
    
    Not needed in our workflow: most likely, it would be a duplicate
    of the build on the corresponding branch.

 .github/workflows/cmake.yml      | 6 +++++-
 .github/workflows/doxygen.yml    | 6 +++++-
 .github/workflows/filelists.yml  | 6 +++++-
 .github/workflows/headers.yml    | 6 +++++-
 .github/workflows/linux.yml      | 6 +++++-
 .github/workflows/macos.yml      | 6 +++++-
 .github/workflows/msvc.yml       | 6 +++++-
 .github/workflows/test-times.yml | 6 +++++-
 8 files changed, 40 insertions(+), 8 deletions(-)

commit 5412fc6354cba57f737612c5fde23f5b09c29d86
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Sep 2025 17:51:35 +0200

    Add workflow to publish release candidates

 .github/workflows/publish-release-candidate.yml | 42 +++++++++++++++++++++++++
 1 file changed, 42 insertions(+)

commit dbfb252daa810d33d2f1b4b96f8e3892fc9652a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Sep 2025 16:12:54 +0200

    Stop tool when an error occurs

 tools/tgz2zip | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit 33ac067bfafcac8832a08d53faddb7a025c47d51
Merge: add169c41 700a26d3e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Sep 2025 18:20:21 +0200

    Add Singapore public holidays for 2025 (#2330)

commit 700a26d3e5dc7c1a8fedb9246f932a33c7ea5c97
Author: Sergio Araujo <sergiozaraujoz98@gmail.com>
Date:   Thu, 18 Sep 2025 15:02:48 +0100

    Added public holidays for singapore 2025

 ql/time/calendars/singapore.cpp | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

commit 9b799b79ac8b5f70fc892e4b32747b5a51f69a65
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Thu, 18 Sep 2025 08:50:46 +0100

    Explicit return type for lambdas to work with expression templates

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

commit add169c41c7492d00caf2127483f8d811c8775bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Sep 2025 23:01:41 +0200

    Don't run workflows on automated PRs that don't change code

 .github/workflows/copyrights.yml  | 3 +--
 .github/workflows/license-url.yml | 3 +--
 2 files changed, 2 insertions(+), 4 deletions(-)

commit 87a64b409c3f50d8f14bc50f1894c3cd0df561f6
Merge: c6d49d20d e0e6467a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Sep 2025 08:53:07 +0200

    Fixing naming and styles in pull request #2315 (perpetual futures) (#2329)

commit e0e6467a6c4097a3da680a33f09387949ee6df36
Author: drxyzw <hirotoo20@gmail.com>
Date:   Thu, 18 Sep 2025 08:39:06 +0800

    Fixing styles

 .../futures/discountingperpetualfuturesengine.hpp  |  2 +-
 test-suite/perpetualfutures.cpp                    | 26 +++++++++++-----------
 2 files changed, 14 insertions(+), 14 deletions(-)

commit c6d49d20d81c39066a8d8a4f86ee489652f6ecb4
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 17 Sep 2025 20:01:41 +0000

    Update copyright list in license

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

commit 73e34ee8f707826ad2086cae7ed879ba35470fa0
Merge: 1ddb76676 5549d0373
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Sep 2025 22:01:30 +0200

    Perpetual futures (#2315)

commit 1ddb76676625e047554a8d587f7dc99f0c2a344a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Sep 2025 15:35:12 +0200

    Add macos-15 image to CI builds

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

commit 89d273e3d17f7cbceb3a05160518ada8902e3bf1
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 17 Sep 2025 14:22:35 +0000

    Update generated headers

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

commit db2f481564d0554d750d10c853a2f9382fce7c42
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 17 Sep 2025 14:07:55 +0000

    Update old license links

 ql/pricingengines/bacheliercalculator.cpp | 2 +-
 ql/pricingengines/bacheliercalculator.hpp | 2 +-
 test-suite/bacheliercalculator.cpp        | 2 +-
 test-suite/blackcalculator.cpp            | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit e7402d17cdbfe2d5e55517d474c3212c8ead6269
Merge: 434c5934b 17f1a1bed
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Sep 2025 16:07:41 +0200

    BachelierCalculator (#2316)

commit 434c5934b1de1d4b178784635f1615cbcf7b87ea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Sep 2025 08:02:19 +0200

    Add workflow to keep qldefines.hpp.cfg up to date

 .github/workflows/sync-qldefines.yml | 24 ++++++++++++++++++++++++
 ql/qldefines.hpp                     |  3 ++-
 ql/qldefines.hpp.cfg                 |  2 +-
 3 files changed, 27 insertions(+), 2 deletions(-)

commit 17f1a1bed716abb5bed26f12bb8c004a9818687a
Author: kp9991 <kp9991@gmail.com>
Date:   Wed, 17 Sep 2025 12:14:38 +1000

    Fixing zero vol for Black

 ql/pricingengines/blackcalculator.cpp | 126 +++++++++++++++++++++++++++++++++-
 ql/pricingengines/blackcalculator.hpp |   4 --
 test-suite/blackcalculator.cpp        | 111 ++++++++++++++++++++++++++++++
 3 files changed, 236 insertions(+), 5 deletions(-)

commit f865e5b7a4caebe8adc93b5f88cf667fd9a75da5
Author: kp9991 <kp9991@gmail.com>
Date:   Wed, 17 Sep 2025 11:26:43 +1000

    Handling zero vol in bachelier, adding a zero vol unit test

 ql/pricingengines/bacheliercalculator.cpp |   2 +-
 ql/pricingengines/bacheliercalculator.hpp |  26 ++++---
 test-suite/bacheliercalculator.cpp        | 116 ++++++++++++++++++++++++++++++
 3 files changed, 134 insertions(+), 10 deletions(-)

commit b2e69dd730aef7c808dcf7f5bbe0c0ada8a63ecc
Author: drxyzw <hirotoo20@gmail.com>
Date:   Wed, 17 Sep 2025 09:24:56 +0800

    Fixing typos and adding a comment

 ql/instruments/perpetualfutures.hpp                             | 1 +
 ql/pricingengines/futures/discountingperpetualfuturesengine.cpp | 2 +-
 test-suite/perpetualfutures.cpp                                 | 2 +-
 3 files changed, 3 insertions(+), 2 deletions(-)

commit cc621e1528f59015f4a70c749331ed4cd2f6c6b5
Author: drxyzw <hirotoo20@gmail.com>
Date:   Wed, 17 Sep 2025 09:00:56 +0800

    Addressing feedback in pull request including name change of funding types
    
    (cherry picked from commit 2472c6c2d737ae05553e0b8a7d35f0f788c37add)

 ql/instruments/perpetualfutures.cpp                | 22 +++++++-------
 ql/instruments/perpetualfutures.hpp                | 10 +++----
 .../futures/discountingperpetualfuturesengine.cpp  | 28 ++++++++++--------
 .../futures/discountingperpetualfuturesengine.hpp  | 21 ++++++-------
 test-suite/perpetualfutures.cpp                    | 34 +++++++++++-----------
 5 files changed, 61 insertions(+), 54 deletions(-)

commit 5c3f18d35d4ab83f0ad649c3fffc5f980cfe0e99
Author: drxyzw <hirotoo20@gmail.com>
Date:   Wed, 17 Sep 2025 01:16:24 +0800

    Addressing feedback in pull request
    
    (cherry picked from commit e4f6d0f5a5879f69bc12b1396353d033d6c92ca8)

 ql/instruments/perpetualfutures.cpp                             | 1 -
 ql/pricingengines/futures/discountingperpetualfuturesengine.cpp | 5 ++---
 2 files changed, 2 insertions(+), 4 deletions(-)

commit 7b91c4c6d7c2d710048f8a7a2b784e8894b3be3d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Sep 2025 15:50:45 +0200

    Add workflow for preparing a release candidate
    
    - update version to 1.XX-rc
    - update changelog
    
    The workflow opens an automated PR; it doesn't commit to master.

 .github/workflows/prepare-release-candidate.yml | 43 +++++++++++++++++++++++++
 1 file changed, 43 insertions(+)

commit 88696a35ee6e725755331106220fa32a62b2bc32
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Sep 2025 09:45:14 +0200

    Realign

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

commit 7432e4695bd205c27e81da98522d66fcc126471c
Merge: fca1dd02c 95f817157
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Sep 2025 09:31:29 +0200

    Replace ImpliedVolatilityHelper with lambda (#2318)

commit 5782d1213b1d198fd5bd7ed453159879a319fa8b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Sep 2025 09:14:59 +0200

    Add new files to all compilations

 configure.ac                          |  1 +
 ql/CMakeLists.txt                     |  5 ++++
 ql/instruments/Makefile.am            |  2 ++
 ql/pricingengines/Makefile.am         |  3 ++-
 ql/pricingengines/futures/Makefile.am | 45 +++++++++++++++++++++++++++++++++++
 ql/pricingengines/futures/all.hpp     |  4 ++++
 test-suite/CMakeLists.txt             |  1 +
 test-suite/Makefile.am                |  1 +
 8 files changed, 61 insertions(+), 1 deletion(-)

commit df6eacc54db0c2f029869b70b64fa672fa1abcda
Author: kp9991 <kp9991@gmail.com>
Date:   Tue, 16 Sep 2025 07:38:29 +1000

    Removing specific boost config

 QuantLib.props | 3 ---
 1 file changed, 3 deletions(-)

commit 80f490792ee7d85a280370974f26324fe422bf06
Author: kp9991 <kp9991@gmail.com>
Date:   Tue, 16 Sep 2025 07:37:54 +1000

    Removing specific boost config

 QuantLib.props   | 2 +-
 QuantLib.vcxproj | 1 -
 2 files changed, 1 insertion(+), 2 deletions(-)

commit 0041ed85989a7e7cf8619ec38c32b17aed35cd10
Author: kp9991 <kp9991@gmail.com>
Date:   Tue, 16 Sep 2025 07:36:03 +1000

    Keeping virtual in blackcalculator as before, removing from bacherliercalculator

 ql/pricingengines/bacheliercalculator.hpp | 30 +++++++++++++++---------------
 ql/pricingengines/blackcalculator.hpp     | 18 +++++++++---------
 2 files changed, 24 insertions(+), 24 deletions(-)

commit 8d9948db01ff045dad5388b9881a3fd3e4af3d60
Author: kp9991 <kp9991@gmail.com>
Date:   Tue, 16 Sep 2025 07:07:56 +1000

    Making more functions virtual

 ql/pricingengines/bacheliercalculator.hpp | 18 +++++++++---------
 ql/pricingengines/blackcalculator.hpp     | 18 +++++++++---------
 2 files changed, 18 insertions(+), 18 deletions(-)

commit 0e1669bd01a51b836bdca6d303c1978c9f7136f3
Author: kp9991 <kp9991@gmail.com>
Date:   Tue, 16 Sep 2025 06:54:45 +1000

    Removing diffusioncalculator from Makefile

 ql/pricingengines/Makefile.am         | 2 --
 ql/pricingengines/blackcalculator.cpp | 6 +++---
 ql/pricingengines/blackcalculator.hpp | 3 +--
 3 files changed, 4 insertions(+), 7 deletions(-)

commit 48d2b36a38815e99cc1d16363d587268a7595fbc
Author: kp9991 <kp9991@gmail.com>
Date:   Tue, 16 Sep 2025 06:50:29 +1000

    Removing diffusion calculator

 QuantLib.props                            |   3 +
 QuantLib.vcxproj                          |   3 +-
 QuantLib.vcxproj.filters                  |   6 --
 ql/CMakeLists.txt                         |   2 -
 ql/pricingengines/all.hpp                 |   1 -
 ql/pricingengines/bacheliercalculator.cpp | 108 ++++++++++-------------
 ql/pricingengines/bacheliercalculator.hpp |  73 ++++++++++------
 ql/pricingengines/blackcalculator.cpp     |   6 +-
 ql/pricingengines/blackcalculator.hpp     |  61 ++++++++-----
 ql/pricingengines/diffusioncalculator.cpp |  44 ----------
 ql/pricingengines/diffusioncalculator.hpp | 138 ------------------------------
 test-suite/bacheliercalculator.cpp        |   1 -
 test-suite/blackcalculator.cpp            |   1 -
 13 files changed, 138 insertions(+), 309 deletions(-)

commit 95f817157d32cb1bf88cb9855c54c6608cbec95c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Sep 2025 11:51:32 +0200

    Replace ImpliedVolatilityHelper with lambda

 ql/models/calibrationhelper.cpp | 18 ++----------------
 ql/models/calibrationhelper.hpp |  1 -
 2 files changed, 2 insertions(+), 17 deletions(-)

commit eb0b08bb5f875f3e3b043014349adac3c38cea9f
Author: kp9991 <kp9991@gmail.com>
Date:   Mon, 15 Sep 2025 05:55:33 +1000

    Reverting QuantLib.props changes from the project file

 QuantLib.vcxproj | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit c1bf57d4c3546f8fe49b2817d3f8b89ef6d076bb
Author: kp9991 <kp9991@gmail.com>
Date:   Mon, 15 Sep 2025 05:51:20 +1000

    Removing boost from quantlib.props

 QuantLib.props | 3 ---
 1 file changed, 3 deletions(-)

commit 0d3da849ce7da52c96e0d67e98bea7adc271b21f
Author: kp9991 <kp9991@gmail.com>
Date:   Mon, 15 Sep 2025 05:47:05 +1000

    Removing boost from quantlib.props

 QuantLib.props   | 3 ---
 QuantLib.vcxproj | 1 -
 2 files changed, 4 deletions(-)

commit 6ae8ba7537d13f0380336d998433b3417b07387d
Author: kp9991 <kp9991@gmail.com>
Date:   Mon, 15 Sep 2025 05:39:41 +1000

    retrigger checks

commit 0c1be5ba6aa4bc87032df3b15b1980c737d8414b
Author: kp9991 <kp9991@gmail.com>
Date:   Sun, 14 Sep 2025 08:42:10 +1000

    Reverting boost inclusion specific to my setup

 QuantLib.props   | 16 ----------------
 QuantLib.vcxproj |  1 -
 2 files changed, 17 deletions(-)

commit c5e612b0552bcbe64ca53c08cd2f0598f01e5030
Author: kp9991 <kp9991@gmail.com>
Date:   Sun, 14 Sep 2025 07:07:24 +1000

    Fixing automatic build errors

 test-suite/bacheliercalculator.cpp   | 3 +--
 test-suite/blackcalculator.cpp       | 4 +---
 test-suite/testsuite.vcxproj.filters | 6 ------
 3 files changed, 2 insertions(+), 11 deletions(-)

commit 4f0b91f52ea365e92dfb4a3f839d3d6c09144d19
Author: kp9991 <kp9991@gmail.com>
Date:   Sun, 14 Sep 2025 06:19:06 +1000

    Unit tests

 ql/pricingengines/bacheliercalculator.cpp |   2 -
 test-suite/Makefile.am                    |   2 +
 test-suite/bacheliercalculator.cpp        | 196 ++++++++++++++++--------------
 test-suite/blackcalculator.cpp            | 172 ++++++++++++++------------
 4 files changed, 199 insertions(+), 173 deletions(-)

commit a030e02058892b8c03d646755f64d5b5c81f56d9
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sun, 14 Sep 2025 00:15:56 +0800

    Adding explicit keywork to optional single-argument constructor
    
    (cherry picked from commit 0eec7986e4280668fb0f2b1ddd5e8e64ea85c55d)

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

commit 8587849fd997d9535fb2e6438168624a5467f753
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sat, 13 Sep 2025 22:08:39 +0800

    Adding references to perpetual futures' specification
    
    (cherry picked from commit a9a41e9da916f6e6b11f26208f21181ce9d7561f)

 ql/instruments/perpetualfutures.hpp | 1 +
 test-suite/perpetualfutures.cpp     | 8 ++++++++
 2 files changed, 9 insertions(+)

commit 563aa9bbf01d61dc9bde892adb739d5b755ed132
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sat, 13 Sep 2025 19:28:25 +0800

    Naming convention of variables
    
    (cherry picked from commit 4e13dcdc6c6fa1eb9b1898ff7fc691c8be72db10)

 .../futures/discountingperpetualfuturesengine.cpp  | 86 +++++++++++-----------
 test-suite/perpetualfutures.cpp                    | 22 +++---
 2 files changed, 54 insertions(+), 54 deletions(-)

commit 2815d456b436278c3ef7d357deaa9b8da3ac1721
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sat, 13 Sep 2025 19:10:32 +0800

    Adding reference to prevent memory leak in perpetual futures pricer
    
    (cherry picked from commit 82b36b931f70ac029e80386a82524c4991a084b2)

 ql/pricingengines/futures/discountingperpetualfuturesengine.cpp | 4 ++--
 ql/pricingengines/futures/discountingperpetualfuturesengine.hpp | 2 +-
 test-suite/perpetualfutures.cpp                                 | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

commit 716dace56f693ea756042c4158067192269c0830
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sat, 13 Sep 2025 13:53:57 +0800

    Removing reference of discounting perpetual fortures engine for SWIG
    
    (cherry picked from commit de2acc42c62d4817b78384b3ed9dc2122e2864f8)

 .../futures/discountingperpetualfuturesengine.cpp  | 22 ++++++++++----------
 .../futures/discountingperpetualfuturesengine.hpp  | 24 +++++++++++-----------
 test-suite/perpetualfutures.cpp                    |  3 +--
 3 files changed, 24 insertions(+), 25 deletions(-)

commit 6070dee2bc7c46bf7bda11264fae357323650d20
Author: drxyzw <hirotoo20@gmail.com>
Date:   Tue, 9 Sep 2025 05:50:09 +0800

    Added all.hpp to new directories
    
    (cherry picked from commit 953f0201f49b6c12d0a4f3e3c310a571845ae175)

 QuantLib.vcxproj                    |  1 +
 QuantLib.vcxproj.filters            |  3 +++
 ql/instruments/all.hpp              |  1 +
 ql/instruments/perpetualfutures.cpp |  1 -
 ql/instruments/perpetualfutures.hpp | 10 ++++++----
 ql/pricingengines/all.hpp           |  1 +
 ql/pricingengines/futures/all.hpp   |  1 +
 7 files changed, 13 insertions(+), 5 deletions(-)

commit d83766967355a7a849bcf481860935bb915d48f2
Author: drxyzw <hirotoo20@gmail.com>
Date:   Mon, 8 Sep 2025 04:21:32 +0800

    Test of continuous-time perpetual futures
    
    (cherry picked from commit f4bf5601395e9ddd44d546359f82568878600e55)

 .../futures/discountingperpetualfuturesengine.cpp  |  2 +-
 test-suite/perpetualfutures.cpp                    | 75 +++++++++++++---------
 2 files changed, 47 insertions(+), 30 deletions(-)

commit 797c2a2a3264c5b4c0575e072a9a0683922e1050
Author: drxyzw <hirotoo20@gmail.com>
Date:   Mon, 8 Sep 2025 03:48:17 +0800

    Better match for discrete perpetual futures
    
    (cherry picked from commit 19eb7b6972d5339d4538ad0c7201a5368d82dde7)

 ql/instruments/perpetualfutures.hpp                |  4 +
 .../futures/discountingperpetualfuturesengine.cpp  | 87 ++++++++++++++--------
 test-suite/perpetualfutures.cpp                    | 69 ++++++++++++++---
 3 files changed, 119 insertions(+), 41 deletions(-)

commit 5559ecc76520681ff84021dcf4cbba97456bdbdb
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sun, 7 Sep 2025 23:47:35 +0800

    Test for AHJ alternative funding type of perpetual futures
    
    (cherry picked from commit 79b6620cf870b74f91c328fd988ea9c5d4312152)

 ql/instruments/perpetualfutures.cpp                             | 2 ++
 ql/pricingengines/futures/discountingperpetualfuturesengine.cpp | 4 ++--
 test-suite/perpetualfutures.cpp                                 | 9 ++++++---
 3 files changed, 10 insertions(+), 5 deletions(-)

commit c9f120cb8ca294a849b8f6e0977440a55503046e
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sun, 7 Sep 2025 23:36:04 +0800

    Test for linear payoff of perpetual futures
    
    (cherry picked from commit db6a48f3b48d5b83d73a5e6fe66cb05a45bc01b1)

 ql/instruments/perpetualfutures.cpp                |  41 ++++-
 ql/instruments/perpetualfutures.hpp                |  31 +++-
 .../futures/discountingperpetualfuturesengine.cpp  | 165 ++++++++++++++++++---
 .../futures/discountingperpetualfuturesengine.hpp  |   7 +-
 ql/time/period.cpp                                 |   6 +
 test-suite/perpetualfutures.cpp                    | 103 +++++++++++++
 test-suite/testsuite.vcxproj                       |   1 +
 test-suite/testsuite.vcxproj.filters               |   5 +-
 8 files changed, 324 insertions(+), 35 deletions(-)

commit e6d29d70bd5a96b111fe56074cefa4bef79df5f9
Author: drxyzw <hirotoo20@gmail.com>
Date:   Sat, 6 Sep 2025 18:35:33 +0800

    Pricing engine for perpetual futures
    
    (cherry picked from commit 6cf22ddc3d2fd19bdc0cfce1a5f8c8dda2f4494c)

 QuantLib.vcxproj                                   |   2 +
 QuantLib.vcxproj.filters                           |   9 ++
 ql/instruments/perpetualfutures.cpp                |   2 +-
 ql/instruments/perpetualfutures.hpp                |   2 +-
 .../futures/discountingperpetualfuturesengine.cpp  | 114 +++++++++++++++++++++
 .../futures/discountingperpetualfuturesengine.hpp  |  68 ++++++++++++
 6 files changed, 195 insertions(+), 2 deletions(-)

commit 6d3c22cd8ed2e20116f692a15c491969882bcace
Author: drxyzw <hirotoo20@gmail.com>
Date:   Fri, 5 Sep 2025 06:54:54 +0800

    A trade object class for perpetual futures
    
    (cherry picked from commit d8decf2d5b01ad725a242cdaff6852e2249b9531)

 QuantLib.vcxproj                    |  2 ++
 QuantLib.vcxproj.filters            |  8 ++++-
 ql/instruments/perpetualfutures.cpp | 60 +++++++++++++++++++++++++++++++++
 ql/instruments/perpetualfutures.hpp | 67 +++++++++++++++++++++++++++++++++++++
 4 files changed, 136 insertions(+), 1 deletion(-)

commit bc4f16a605e43d846923a1f82adcec722ae49d02
Author: kp9991 <kp9991@gmail.com>
Date:   Sat, 13 Sep 2025 16:12:51 +1000

    Adding unit tests

 ql/pricingengines/bacheliercalculator.cpp |   4 +-
 test-suite/CMakeLists.txt                 |   2 +
 test-suite/bacheliercalculator.cpp        | 408 ++++++++++++++++++++++++++++++
 test-suite/blackcalculator.cpp            | 316 +++++++++++++++++++++++
 test-suite/testsuite.vcxproj              |   4 +-
 test-suite/testsuite.vcxproj.filters      |  14 +-
 6 files changed, 745 insertions(+), 3 deletions(-)

commit c03f553d93347fb26e97800c6a5931cd6552ed93
Author: kp9991 <kp9991@gmail.com>
Date:   Fri, 12 Sep 2025 14:46:07 +1000

    Adding headers to Makefile.hpp

 ql/CMakeLists.txt | 2 ++
 1 file changed, 2 insertions(+)

commit 898881b7dcbca0dc65c634bc76d53a25303e7313
Author: kp9991 <kp9991@gmail.com>
Date:   Fri, 12 Sep 2025 14:38:05 +1000

    Adding files to Makefile.am

 ql/pricingengines/Makefile.am | 4 ++++
 1 file changed, 4 insertions(+)

commit b6da6b7c989843f7dce9d307f76c75075bd7ecc5
Author: kp9991 <kp9991@gmail.com>
Date:   Fri, 12 Sep 2025 14:29:48 +1000

    Update make files

 ql/CMakeLists.txt | 2 ++
 1 file changed, 2 insertions(+)

commit 0ca21b9544036b90cc4e669f1b0fdfb2b439ba3f
Author: kp9991 <kp9991@gmail.com>
Date:   Fri, 12 Sep 2025 14:13:28 +1000

    Making DiffusionCalculator constructor protected

 ql/pricingengines/diffusioncalculator.hpp | 28 ++++++++++++++++------------
 1 file changed, 16 insertions(+), 12 deletions(-)

commit 960e0ac13518c17a8c631386a081e6ab51ebfd08
Author: kp9991 <kp9991@gmail.com>
Date:   Fri, 12 Sep 2025 10:19:55 +1000

    Removing redundant line

 ql/pricingengines/bacheliercalculator.cpp | 3 ---
 1 file changed, 3 deletions(-)

commit 3cd4ca96554b7fd908e61e1eaba065bec8fd46a2
Author: kp9991 <kp9991@gmail.com>
Date:   Wed, 10 Sep 2025 17:58:01 +1000

    Aligning the style of how the Bachelier greeks are computed to the Black Scholes impl

 QuantLib.vcxproj                          |   3 -
 QuantLib.vcxproj.filters                  |   3 -
 ql/pricingengines/all.hpp                 |   1 +
 ql/pricingengines/bacheliercalculator.cpp | 292 ++++++++++++++++--------------
 ql/pricingengines/bacheliercalculator.hpp |   7 +-
 5 files changed, 162 insertions(+), 144 deletions(-)

commit fca1dd02c3d0dd273672874ebfc5f0ea3ed47a55
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date:   Mon, 8 Sep 2025 20:57:09 +0000

    Bump actions/stale from 9 to 10
    
    Bumps [actions/stale](https://github.com/actions/stale) from 9 to 10.
    - [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/v9...v10)
    
    ---
    updated-dependencies:
    - dependency-name: actions/stale
      dependency-version: '10'
      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 0f5fd620ba2f2cb5b7bc0f5cc3917d00395993a0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Sep 2025 21:39:44 +0200

    Avoid failing jobs when dependabot pushes

 .github/workflows/copyrights.yml        | 6 +++---
 .github/workflows/generated-headers.yml | 6 +++---
 .github/workflows/includes.yml          | 6 +++---
 .github/workflows/license-url.yml       | 6 +++---
 .github/workflows/misspell.yml          | 4 ++--
 .github/workflows/namespaces.yml        | 6 +++---
 6 files changed, 17 insertions(+), 17 deletions(-)

commit b72cd5f25b4413893a0b3972110d7cef1d2f5be2
Author: kp9991 <kp9991@gmail.com>
Date:   Fri, 5 Sep 2025 14:26:05 +1000

    bacheliercalculator and blackcalculator split up

 QuantLib.props                            |   5 +-
 QuantLib.vcxproj                          |  10 +-
 QuantLib.vcxproj.filters                  |  17 +-
 ql/pricingengines/all.hpp                 |   1 +
 ql/pricingengines/bacheliercalculator.cpp | 349 ++++++++++++++++++++++++++++++
 ql/pricingengines/bacheliercalculator.hpp | 129 +++++++++++
 ql/pricingengines/blackcalculator.cpp     |   6 +-
 ql/pricingengines/blackcalculator.hpp     |  58 ++---
 ql/pricingengines/diffusioncalculator.cpp |  44 ++++
 ql/pricingengines/diffusioncalculator.hpp | 134 ++++++++++++
 10 files changed, 710 insertions(+), 43 deletions(-)

commit 06033fe4f324a0ec9c83f959e930df1b873804f2
Merge: 3c22d1b6b 26ec43f7e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Sep 2025 17:40:46 +0200

    Move BlackDeltaCalculator and DeltaVolQuote from experimental to core (#2309)

commit 26ec43f7e8c20500ba18b145ca94e81138dc91b4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Sep 2025 15:48:51 +0200

    Move BlackDeltaCalculator and DeltaVolQuote from experimental to core

 QuantLib.vcxproj                                   |   6 +-
 QuantLib.vcxproj.filters                           |  18 +-
 cmake/GenerateHeaders.cmake                        |   5 +
 ql/CMakeLists.txt                                  |   6 +-
 ql/experimental/Makefile.am                        |   1 -
 .../barrieroption/vannavolgabarrierengine.cpp      |   2 +-
 .../barrieroption/vannavolgabarrierengine.hpp      |   2 +-
 .../vannavolgadoublebarrierengine.hpp              |   4 +-
 ql/experimental/fx/Makefile.am                     |  28 +--
 ql/experimental/fx/all.hpp                         |   2 -
 ql/experimental/fx/blackdeltacalculator.hpp        | 181 +----------------
 ql/experimental/fx/deltavolquote.hpp               |  65 +------
 ql/pricingengines/Makefile.am                      |   2 +
 ql/pricingengines/all.hpp                          |   1 +
 .../fx => pricingengines}/blackdeltacalculator.cpp |   2 +-
 ql/pricingengines/blackdeltacalculator.hpp         | 215 +++++++++++++++++++++
 ql/quotes/Makefile.am                              |   2 +
 ql/quotes/all.hpp                                  |   1 +
 ql/{experimental/fx => quotes}/deltavolquote.cpp   |   2 +-
 ql/quotes/deltavolquote.hpp                        |  83 ++++++++
 test-suite/blackdeltacalculator.cpp                |   4 +-
 21 files changed, 348 insertions(+), 284 deletions(-)

commit 3c22d1b6bc4b02ba1d41f81b59afc4d7e505dc74
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Sep 2025 13:13:14 +0200

    Add gcc 15 to CI runs

 .github/workflows/linux-full-tests.yml | 11 ++++++++---
 .github/workflows/linux-nondefault.yml | 11 ++++++++---
 .github/workflows/linux.yml            | 10 +++++-----
 3 files changed, 21 insertions(+), 11 deletions(-)

commit 62622f096efcc62f780fea07e5e2f358bfff12af
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Sep 2025 09:59:13 +0200

    Move default Ubuntu devenv image to plucky, add questing, remove older distros

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

commit a13ab378b06d692fcc9cb6d903ad40c5717b3f6e
Merge: 46284d85c 617aa21ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Sep 2025 09:54:09 +0200

    Better docs string BlackDeltaCalculator (#2301)

commit 617aa21ee67bc53995fa2cbb0812ba2473f7c6f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Sep 2025 08:57:03 +0200

    Helper classes no longer need to be friends

 ql/experimental/fx/blackdeltacalculator.hpp | 3 ---
 1 file changed, 3 deletions(-)

commit c8bf5f2127fc72c7306695e3956e79d077a6cd5f
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Sun, 31 Aug 2025 14:59:17 +0200

    Add deprecated method and classes, refactor the code as suggested

 ql/experimental/fx/blackdeltacalculator.cpp | 85 +++++++++++++++--------------
 ql/experimental/fx/blackdeltacalculator.hpp | 19 +++++--
 2 files changed, 59 insertions(+), 45 deletions(-)

commit 46284d85ca45fbf518d10766fafce3c4bed9a60e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 30 Aug 2025 22:59:33 +0200

    Remove obsolete script

 tools/check_all_inclusions.sh | 10 ------
 tools/check_inclusions.py     | 76 -------------------------------------------
 2 files changed, 86 deletions(-)

commit 3a0d866ac8c47374cde4ad82226f58e468391b0b
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Fri, 29 Aug 2025 12:19:00 +0000

    Update old license links

 Docs/pages/authors.docs                                                 | 2 +-
 Docs/pages/config.docs                                                  | 2 +-
 Docs/pages/coreclasses.docs                                             | 2 +-
 Docs/pages/currencies.docs                                              | 2 +-
 Docs/pages/datetime.docs                                                | 2 +-
 Docs/pages/engines.docs                                                 | 2 +-
 Docs/pages/examples.docs                                                | 2 +-
 Docs/pages/findiff.docs                                                 | 2 +-
 Docs/pages/fixedincome.docs                                             | 2 +-
 Docs/pages/history.docs                                                 | 2 +-
 Docs/pages/index.docs                                                   | 2 +-
 Docs/pages/instruments.docs                                             | 2 +-
 Docs/pages/lattices.docs                                                | 2 +-
 Docs/pages/math.docs                                                    | 2 +-
 Docs/pages/mcarlo.docs                                                  | 2 +-
 Docs/pages/patterns.docs                                                | 2 +-
 Docs/pages/processes.docs                                               | 2 +-
 Docs/pages/resources.docs                                               | 2 +-
 Docs/pages/termstructures.docs                                          | 2 +-
 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 +-
 Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp            | 2 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp                          | 2 +-
 Examples/Replication/Replication.cpp                                    | 2 +-
 Examples/Repo/Repo.cpp                                                  | 2 +-
 configure.ac                                                            | 2 +-
 fuzz-test-suite/amortizedbondsfuzzer.cpp                                | 2 +-
 fuzz-test-suite/fuzzamericanoption.cpp                                  | 2 +-
 ql/any.hpp                                                              | 2 +-
 ql/auto_link.hpp                                                        | 2 +-
 ql/cashflow.cpp                                                         | 2 +-
 ql/cashflow.hpp                                                         | 2 +-
 ql/cashflows/averagebmacoupon.cpp                                       | 2 +-
 ql/cashflows/averagebmacoupon.hpp                                       | 2 +-
 ql/cashflows/capflooredcoupon.cpp                                       | 2 +-
 ql/cashflows/capflooredcoupon.hpp                                       | 2 +-
 ql/cashflows/capflooredinflationcoupon.cpp                              | 2 +-
 ql/cashflows/capflooredinflationcoupon.hpp                              | 2 +-
 ql/cashflows/cashflows.cpp                                              | 2 +-
 ql/cashflows/cashflows.hpp                                              | 2 +-
 ql/cashflows/cashflowvectors.cpp                                        | 2 +-
 ql/cashflows/cashflowvectors.hpp                                        | 2 +-
 ql/cashflows/cmscoupon.cpp                                              | 2 +-
 ql/cashflows/cmscoupon.hpp                                              | 2 +-
 ql/cashflows/conundrumpricer.cpp                                        | 2 +-
 ql/cashflows/conundrumpricer.hpp                                        | 2 +-
 ql/cashflows/coupon.cpp                                                 | 2 +-
 ql/cashflows/coupon.hpp                                                 | 2 +-
 ql/cashflows/couponpricer.cpp                                           | 2 +-
 ql/cashflows/couponpricer.hpp                                           | 2 +-
 ql/cashflows/cpicoupon.cpp                                              | 2 +-
 ql/cashflows/cpicoupon.hpp                                              | 2 +-
 ql/cashflows/cpicouponpricer.cpp                                        | 2 +-
 ql/cashflows/cpicouponpricer.hpp                                        | 2 +-
 ql/cashflows/digitalcmscoupon.cpp                                       | 2 +-
 ql/cashflows/digitalcmscoupon.hpp                                       | 2 +-
 ql/cashflows/digitalcoupon.cpp                                          | 2 +-
 ql/cashflows/digitalcoupon.hpp                                          | 2 +-
 ql/cashflows/digitaliborcoupon.cpp                                      | 2 +-
 ql/cashflows/digitaliborcoupon.hpp                                      | 2 +-
 ql/cashflows/dividend.cpp                                               | 2 +-
 ql/cashflows/dividend.hpp                                               | 2 +-
 ql/cashflows/duration.cpp                                               | 2 +-
 ql/cashflows/duration.hpp                                               | 2 +-
 ql/cashflows/equitycashflow.cpp                                         | 2 +-
 ql/cashflows/equitycashflow.hpp                                         | 2 +-
 ql/cashflows/fixedratecoupon.cpp                                        | 2 +-
 ql/cashflows/fixedratecoupon.hpp                                        | 2 +-
 ql/cashflows/floatingratecoupon.cpp                                     | 2 +-
 ql/cashflows/floatingratecoupon.hpp                                     | 2 +-
 ql/cashflows/iborcoupon.cpp                                             | 2 +-
 ql/cashflows/iborcoupon.hpp                                             | 2 +-
 ql/cashflows/indexedcashflow.cpp                                        | 2 +-
 ql/cashflows/indexedcashflow.hpp                                        | 2 +-
 ql/cashflows/inflationcoupon.cpp                                        | 2 +-
 ql/cashflows/inflationcoupon.hpp                                        | 2 +-
 ql/cashflows/inflationcouponpricer.cpp                                  | 2 +-
 ql/cashflows/inflationcouponpricer.hpp                                  | 2 +-
 ql/cashflows/lineartsrpricer.cpp                                        | 2 +-
 ql/cashflows/lineartsrpricer.hpp                                        | 2 +-
 ql/cashflows/multipleresetscoupon.cpp                                   | 2 +-
 ql/cashflows/multipleresetscoupon.hpp                                   | 2 +-
 ql/cashflows/overnightindexedcoupon.cpp                                 | 2 +-
 ql/cashflows/overnightindexedcoupon.hpp                                 | 2 +-
 ql/cashflows/overnightindexedcouponpricer.cpp                           | 2 +-
 ql/cashflows/overnightindexedcouponpricer.hpp                           | 2 +-
 ql/cashflows/rangeaccrual.cpp                                           | 2 +-
 ql/cashflows/rangeaccrual.hpp                                           | 2 +-
 ql/cashflows/rateaveraging.hpp                                          | 2 +-
 ql/cashflows/replication.cpp                                            | 2 +-
 ql/cashflows/replication.hpp                                            | 2 +-
 ql/cashflows/simplecashflow.cpp                                         | 2 +-
 ql/cashflows/simplecashflow.hpp                                         | 2 +-
 ql/cashflows/subperiodcoupon.hpp                                        | 2 +-
 ql/cashflows/timebasket.cpp                                             | 2 +-
 ql/cashflows/timebasket.hpp                                             | 2 +-
 ql/cashflows/yoyinflationcoupon.cpp                                     | 2 +-
 ql/cashflows/yoyinflationcoupon.hpp                                     | 2 +-
 ql/cashflows/zeroinflationcashflow.cpp                                  | 2 +-
 ql/cashflows/zeroinflationcashflow.hpp                                  | 2 +-
 ql/compounding.hpp                                                      | 2 +-
 ql/config.ansi.hpp                                                      | 2 +-
 ql/config.hpp.cfg                                                       | 2 +-
 ql/config.mingw.hpp                                                     | 2 +-
 ql/config.msvc.hpp                                                      | 2 +-
 ql/config.sun.hpp                                                       | 2 +-
 ql/currencies/africa.cpp                                                | 2 +-
 ql/currencies/africa.hpp                                                | 2 +-
 ql/currencies/america.cpp                                               | 2 +-
 ql/currencies/america.hpp                                               | 2 +-
 ql/currencies/asia.cpp                                                  | 2 +-
 ql/currencies/asia.hpp                                                  | 2 +-
 ql/currencies/crypto.cpp                                                | 2 +-
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 ql/currencies/europe.cpp                                                | 2 +-
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 ql/currencies/oceania.hpp                                               | 2 +-
 ql/currency.cpp                                                         | 2 +-
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 ql/experimental/callablebonds/blackcallablebondengine.cpp               | 2 +-
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 ql/experimental/callablebonds/treecallablebondengine.cpp                | 2 +-
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 ql/experimental/coupons/digitalcmsspreadcoupon.cpp                      | 2 +-
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 ql/experimental/credit/basket.cpp                                       | 2 +-
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 ql/experimental/credit/saddlepointlossmodel.hpp                         | 2 +-
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 ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp  | 2 +-
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 ql/math/copulas/gumbelcopula.cpp                                        | 2 +-
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 ql/math/copulas/huslerreisscopula.cpp                                   | 2 +-
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 ql/math/copulas/marshallolkincopula.cpp                                 | 2 +-
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 ql/math/distributions/bivariatenormaldistribution.cpp                   | 2 +-
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 ql/math/errorfunction.hpp                                               | 2 +-
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 ql/math/functional.hpp                                                  | 2 +-
 ql/math/generallinearleastsquares.hpp                                   | 2 +-
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 ql/math/integrals/gaussianorthogonalpolynomial.cpp                      | 2 +-
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 ql/math/integrals/gausslaguerrecosinepolynomial.hpp                     | 2 +-
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 ql/math/interpolations/abcdinterpolation.hpp                            | 2 +-
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 ql/math/randomnumbers/stochasticcollocationinvcdf.cpp                   | 2 +-
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 ql/models/marketmodels/products/pathwise/pathwiseproductswap.cpp        | 2 +-
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 ql/models/marketmodels/products/singleproductcomposite.cpp              | 2 +-
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 ql/models/marketmodels/proxygreekengine.cpp                             | 2 +-
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 ql/models/shortrate/calibrationhelpers/caphelper.cpp                    | 2 +-
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 ql/models/shortrate/onefactormodels/gsr.cpp                             | 2 +-
 ql/models/shortrate/onefactormodels/gsr.hpp                             | 2 +-
 ql/models/shortrate/onefactormodels/hullwhite.cpp                       | 2 +-
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 ql/models/shortrate/onefactormodels/markovfunctional.cpp                | 2 +-
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 ql/models/shortrate/onefactormodels/vasicek.cpp                         | 2 +-
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 ql/models/volatility/simplelocalestimator.hpp                           | 2 +-
 ql/money.cpp                                                            | 2 +-
 ql/money.hpp                                                            | 2 +-
 ql/numericalmethod.hpp                                                  | 2 +-
 ql/option.hpp                                                           | 2 +-
 ql/optional.hpp                                                         | 2 +-
 ql/patterns/curiouslyrecurring.hpp                                      | 2 +-
 ql/patterns/lazyobject.hpp                                              | 2 +-
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 ql/patterns/observable.hpp                                              | 2 +-
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 ql/payoff.hpp                                                           | 2 +-
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 ql/prices.hpp                                                           | 2 +-
 ql/pricingengine.hpp                                                    | 2 +-
 ql/pricingengines/americanpayoffatexpiry.cpp                            | 2 +-
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 ql/pricingengines/americanpayoffathit.cpp                               | 2 +-
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 ql/pricingengines/asian/analytic_cont_geom_av_price.cpp                 | 2 +-
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 ql/pricingengines/asian/choiasianengine.cpp                             | 2 +-
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 ql/pricingengines/asian/continuousarithmeticasianlevyengine.cpp         | 2 +-
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 ql/pricingengines/asian/mc_discr_arith_av_price_heston.cpp              | 2 +-
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 ql/pricingengines/asian/mc_discr_arith_av_strike.cpp                    | 2 +-
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 ql/pricingengines/asian/mcdiscreteasianenginebase.hpp                   | 2 +-
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 ql/pricingengines/barrier/analyticbarrierengine.cpp                     | 2 +-
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 ql/pricingengines/bond/binomialconvertibleengine.hpp                    | 2 +-
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 ql/pricingengines/bond/discountingbondengine.cpp                        | 2 +-
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 ql/pricingengines/capfloor/analyticcapfloorengine.cpp                   | 2 +-
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 ql/pricingengines/capfloor/discretizedcapfloor.cpp                      | 2 +-
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 ql/pricingengines/capfloor/treecapfloorengine.cpp                       | 2 +-
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 ql/pricingengines/cliquet/analyticcliquetengine.cpp                     | 2 +-
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 ql/pricingengines/cliquet/mcperformanceengine.cpp                       | 2 +-
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 ql/pricingengines/credit/integralcdsengine.cpp                          | 2 +-
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 ql/pricingengines/credit/isdacdsengine.cpp                              | 2 +-
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 ql/pricingengines/forward/forwardengine.hpp                             | 2 +-
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 ql/pricingengines/forward/mcforwardeuropeanbsengine.cpp                 | 2 +-
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 ql/pricingengines/forward/mcforwardvanillaengine.hpp                    | 2 +-
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 ql/pricingengines/inflation/inflationcapfloorengines.cpp                | 2 +-
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 ql/pricingengines/latticeshortratemodelengine.hpp                       | 2 +-
 ql/pricingengines/lookback/analyticcontinuousfixedlookback.cpp          | 2 +-
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 ql/pricingengines/lookback/mclookbackengine.cpp                         | 2 +-
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 ql/pricingengines/swap/cvaswapengine.cpp                                | 2 +-
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 ql/pricingengines/swaption/basketgeneratingengine.cpp                   | 2 +-
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 ql/time/calendars/slovakia.hpp                                          | 2 +-
 ql/time/calendars/southafrica.cpp                                       | 2 +-
 ql/time/calendars/southafrica.hpp                                       | 2 +-
 ql/time/calendars/southkorea.cpp                                        | 2 +-
 ql/time/calendars/southkorea.hpp                                        | 2 +-
 ql/time/calendars/sweden.cpp                                            | 2 +-
 ql/time/calendars/sweden.hpp                                            | 2 +-
 ql/time/calendars/switzerland.cpp                                       | 2 +-
 ql/time/calendars/switzerland.hpp                                       | 2 +-
 ql/time/calendars/taiwan.cpp                                            | 2 +-
 ql/time/calendars/taiwan.hpp                                            | 2 +-
 ql/time/calendars/target.cpp                                            | 2 +-
 ql/time/calendars/target.hpp                                            | 2 +-
 ql/time/calendars/thailand.cpp                                          | 2 +-
 ql/time/calendars/thailand.hpp                                          | 2 +-
 ql/time/calendars/turkey.cpp                                            | 2 +-
 ql/time/calendars/turkey.hpp                                            | 2 +-
 ql/time/calendars/ukraine.cpp                                           | 2 +-
 ql/time/calendars/ukraine.hpp                                           | 2 +-
 ql/time/calendars/unitedkingdom.cpp                                     | 2 +-
 ql/time/calendars/unitedkingdom.hpp                                     | 2 +-
 ql/time/calendars/unitedstates.cpp                                      | 2 +-
 ql/time/calendars/unitedstates.hpp                                      | 2 +-
 ql/time/calendars/weekendsonly.cpp                                      | 2 +-
 ql/time/calendars/weekendsonly.hpp                                      | 2 +-
 ql/time/date.cpp                                                        | 2 +-
 ql/time/date.hpp                                                        | 2 +-
 ql/time/dategenerationrule.cpp                                          | 2 +-
 ql/time/dategenerationrule.hpp                                          | 2 +-
 ql/time/daycounter.hpp                                                  | 2 +-
 ql/time/daycounters/actual360.hpp                                       | 2 +-
 ql/time/daycounters/actual364.hpp                                       | 2 +-
 ql/time/daycounters/actual36525.hpp                                     | 2 +-
 ql/time/daycounters/actual365fixed.cpp                                  | 2 +-
 ql/time/daycounters/actual365fixed.hpp                                  | 2 +-
 ql/time/daycounters/actual366.hpp                                       | 2 +-
 ql/time/daycounters/actualactual.cpp                                    | 2 +-
 ql/time/daycounters/actualactual.hpp                                    | 2 +-
 ql/time/daycounters/business252.cpp                                     | 2 +-
 ql/time/daycounters/business252.hpp                                     | 2 +-
 ql/time/daycounters/one.hpp                                             | 2 +-
 ql/time/daycounters/simpledaycounter.cpp                                | 2 +-
 ql/time/daycounters/simpledaycounter.hpp                                | 2 +-
 ql/time/daycounters/thirty360.cpp                                       | 2 +-
 ql/time/daycounters/thirty360.hpp                                       | 2 +-
 ql/time/daycounters/thirty365.cpp                                       | 2 +-
 ql/time/daycounters/thirty365.hpp                                       | 2 +-
 ql/time/daycounters/yearfractiontodate.cpp                              | 2 +-
 ql/time/daycounters/yearfractiontodate.hpp                              | 2 +-
 ql/time/ecb.cpp                                                         | 2 +-
 ql/time/ecb.hpp                                                         | 2 +-
 ql/time/frequency.cpp                                                   | 2 +-
 ql/time/frequency.hpp                                                   | 2 +-
 ql/time/imm.cpp                                                         | 2 +-
 ql/time/imm.hpp                                                         | 2 +-
 ql/time/period.cpp                                                      | 2 +-
 ql/time/period.hpp                                                      | 2 +-
 ql/time/schedule.cpp                                                    | 2 +-
 ql/time/schedule.hpp                                                    | 2 +-
 ql/time/timeunit.cpp                                                    | 2 +-
 ql/time/timeunit.hpp                                                    | 2 +-
 ql/time/weekday.cpp                                                     | 2 +-
 ql/time/weekday.hpp                                                     | 2 +-
 ql/timegrid.cpp                                                         | 2 +-
 ql/timegrid.hpp                                                         | 2 +-
 ql/timeseries.hpp                                                       | 2 +-
 ql/tuple.hpp                                                            | 2 +-
 ql/types.hpp                                                            | 2 +-
 ql/userconfig.hpp                                                       | 2 +-
 ql/utilities/clone.hpp                                                  | 2 +-
 ql/utilities/dataformatters.cpp                                         | 2 +-
 ql/utilities/dataformatters.hpp                                         | 2 +-
 ql/utilities/dataparsers.cpp                                            | 2 +-
 ql/utilities/dataparsers.hpp                                            | 2 +-
 ql/utilities/null.hpp                                                   | 2 +-
 ql/utilities/null_deleter.hpp                                           | 2 +-
 ql/utilities/observablevalue.hpp                                        | 2 +-
 ql/utilities/steppingiterator.hpp                                       | 2 +-
 ql/utilities/tracing.cpp                                                | 2 +-
 ql/utilities/tracing.hpp                                                | 2 +-
 ql/utilities/vectors.hpp                                                | 2 +-
 ql/version.cpp                                                          | 2 +-
 ql/version.hpp                                                          | 2 +-
 ql/volatilitymodel.hpp                                                  | 2 +-
 quantlib.el                                                             | 2 +-
 test-suite/americanoption.cpp                                           | 2 +-
 test-suite/amortizingbond.cpp                                           | 2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp                           | 2 +-
 test-suite/array.cpp                                                    | 2 +-
 test-suite/asianoptions.cpp                                             | 2 +-
 test-suite/assetswap.cpp                                                | 2 +-
 test-suite/autocovariances.cpp                                          | 2 +-
 test-suite/barrieroption.cpp                                            | 2 +-
 test-suite/basismodels.cpp                                              | 2 +-
 test-suite/basisswapratehelpers.cpp                                     | 2 +-
 test-suite/basketoption.cpp                                             | 2 +-
 test-suite/batesmodel.cpp                                               | 2 +-
 test-suite/bermudanswaption.cpp                                         | 2 +-
 test-suite/binaryoption.cpp                                             | 2 +-
 test-suite/blackdeltacalculator.cpp                                     | 2 +-
 test-suite/blackformula.cpp                                             | 2 +-
 test-suite/bondforward.cpp                                              | 2 +-
 test-suite/bonds.cpp                                                    | 2 +-
 test-suite/brownianbridge.cpp                                           | 2 +-
 test-suite/businessdayconventions.cpp                                   | 2 +-
 test-suite/calendars.cpp                                                | 2 +-
 test-suite/callablebonds.cpp                                            | 2 +-
 test-suite/capfloor.cpp                                                 | 2 +-
 test-suite/capflooredcoupon.cpp                                         | 2 +-
 test-suite/cashflows.cpp                                                | 2 +-
 test-suite/catbonds.cpp                                                 | 2 +-
 test-suite/cdo.cpp                                                      | 2 +-
 test-suite/cdsoption.cpp                                                | 2 +-
 test-suite/chooseroption.cpp                                            | 2 +-
 test-suite/cliquetoption.cpp                                            | 2 +-
 test-suite/cms.cpp                                                      | 2 +-
 test-suite/cms_normal.cpp                                               | 2 +-
 test-suite/cmsspread.cpp                                                | 2 +-
 test-suite/commodityunitofmeasure.cpp                                   | 2 +-
 test-suite/compiledboostversion.cpp                                     | 2 +-
 test-suite/compoundoption.cpp                                           | 2 +-
 test-suite/convertiblebonds.cpp                                         | 2 +-
 test-suite/covariance.cpp                                               | 2 +-
 test-suite/creditdefaultswap.cpp                                        | 2 +-
 test-suite/creditriskplus.cpp                                           | 2 +-
 test-suite/crosscurrencyratehelpers.cpp                                 | 2 +-
 test-suite/currency.cpp                                                 | 2 +-
 test-suite/curvestates.cpp                                              | 2 +-
 test-suite/dates.cpp                                                    | 2 +-
 test-suite/daycounters.cpp                                              | 2 +-
 test-suite/defaultprobabilitycurves.cpp                                 | 2 +-
 test-suite/digitalcoupon.cpp                                            | 2 +-
 test-suite/digitaloption.cpp                                            | 2 +-
 test-suite/distributions.cpp                                            | 2 +-
 test-suite/dividendoption.cpp                                           | 2 +-
 test-suite/doublebarrieroption.cpp                                      | 2 +-
 test-suite/doublebinaryoption.cpp                                       | 2 +-
 test-suite/equitycashflow.cpp                                           | 2 +-
 test-suite/equityindex.cpp                                              | 2 +-
 test-suite/equitytotalreturnswap.cpp                                    | 2 +-
 test-suite/europeanoption.cpp                                           | 2 +-
 test-suite/everestoption.cpp                                            | 2 +-
 test-suite/exchangerate.cpp                                             | 2 +-
 test-suite/extendedtrees.cpp                                            | 2 +-
 test-suite/extensibleoptions.cpp                                        | 2 +-
 test-suite/fastfouriertransform.cpp                                     | 2 +-
 test-suite/fdcev.cpp                                                    | 2 +-
 test-suite/fdcir.cpp                                                    | 2 +-
 test-suite/fdheston.cpp                                                 | 2 +-
 test-suite/fdmlinearop.cpp                                              | 2 +-
 test-suite/fdsabr.cpp                                                   | 2 +-
 test-suite/fittedbonddiscountcurve.cpp                                  | 2 +-
 test-suite/forwardoption.cpp                                            | 2 +-
 test-suite/forwardrateagreement.cpp                                     | 2 +-
 test-suite/functions.cpp                                                | 2 +-
 test-suite/garch.cpp                                                    | 2 +-
 test-suite/gaussianquadratures.cpp                                      | 2 +-
 test-suite/gjrgarchmodel.cpp                                            | 2 +-
 test-suite/gsr.cpp                                                      | 2 +-
 test-suite/hestonmodel.cpp                                              | 2 +-
 test-suite/hestonslvmodel.cpp                                           | 2 +-
 test-suite/himalayaoption.cpp                                           | 2 +-
 test-suite/hybridhestonhullwhiteprocess.cpp                             | 2 +-
 test-suite/indexes.cpp                                                  | 2 +-
 test-suite/inflation.cpp                                                | 2 +-
 test-suite/inflationcapfloor.cpp                                        | 2 +-
 test-suite/inflationcapflooredcoupon.cpp                                | 2 +-
 test-suite/inflationcpibond.cpp                                         | 2 +-
 test-suite/inflationcpicapfloor.cpp                                     | 2 +-
 test-suite/inflationcpiswap.cpp                                         | 2 +-
 test-suite/inflationvolatility.cpp                                      | 2 +-
 test-suite/instruments.cpp                                              | 2 +-
 test-suite/integrals.cpp                                                | 2 +-
 test-suite/interestrates.cpp                                            | 2 +-
 test-suite/interpolations.cpp                                           | 2 +-
 test-suite/jumpdiffusion.cpp                                            | 2 +-
 test-suite/lazyobject.cpp                                               | 2 +-
 test-suite/libormarketmodel.cpp                                         | 2 +-
 test-suite/libormarketmodelprocess.cpp                                  | 2 +-
 test-suite/linearleastsquaresregression.cpp                             | 2 +-
 test-suite/lookbackoptions.cpp                                          | 2 +-
 test-suite/lowdiscrepancysequences.cpp                                  | 2 +-
 test-suite/margrabeoption.cpp                                           | 2 +-
 test-suite/marketmodel.cpp                                              | 2 +-
 test-suite/marketmodel_cms.cpp                                          | 2 +-
 test-suite/marketmodel_smm.cpp                                          | 2 +-
 test-suite/marketmodel_smmcapletalphacalibration.cpp                    | 2 +-
 test-suite/marketmodel_smmcapletcalibration.cpp                         | 2 +-
 test-suite/marketmodel_smmcaplethomocalibration.cpp                     | 2 +-
 test-suite/markovfunctional.cpp                                         | 2 +-
 test-suite/matrices.cpp                                                 | 2 +-
 test-suite/mclongstaffschwartzengine.cpp                                | 2 +-
 test-suite/mersennetwister.cpp                                          | 2 +-
 test-suite/money.cpp                                                    | 2 +-
 test-suite/multipleresetscoupons.cpp                                    | 2 +-
 test-suite/noarbsabr.cpp                                                | 2 +-
 test-suite/normalclvmodel.cpp                                           | 2 +-
 test-suite/nthorderderivativeop.cpp                                     | 2 +-
 test-suite/nthtodefault.cpp                                             | 2 +-
 test-suite/numericaldifferentiation.cpp                                 | 2 +-
 test-suite/observable.cpp                                               | 2 +-
 test-suite/ode.cpp                                                      | 2 +-
 test-suite/operators.cpp                                                | 2 +-
 test-suite/optimizers.cpp                                               | 2 +-
 test-suite/optionletstripper.cpp                                        | 2 +-
 test-suite/overnightindexedcoupon.cpp                                   | 2 +-
 test-suite/overnightindexedswap.cpp                                     | 2 +-
 test-suite/pagodaoption.cpp                                             | 2 +-
 test-suite/paralleltestrunner.hpp                                       | 2 +-
 test-suite/partialtimebarrieroption.cpp                                 | 2 +-
 test-suite/pathgenerator.cpp                                            | 2 +-
 test-suite/period.cpp                                                   | 2 +-
 test-suite/piecewiseyieldcurve.cpp                                      | 2 +-
 test-suite/piecewisezerospreadedtermstructure.cpp                       | 2 +-
 test-suite/preconditions.cpp                                            | 2 +-
 test-suite/preconditions.hpp                                            | 2 +-
 test-suite/prices.cpp                                                   | 2 +-
 test-suite/quantlibbenchmark.cpp                                        | 2 +-
 test-suite/quantlibglobalfixture.cpp                                    | 2 +-
 test-suite/quantlibglobalfixture.hpp                                    | 2 +-
 test-suite/quantlibtestsuite.cpp                                        | 2 +-
 test-suite/quantooption.cpp                                             | 2 +-
 test-suite/quotes.cpp                                                   | 2 +-
 test-suite/rangeaccrual.cpp                                             | 2 +-
 test-suite/riskneutraldensitycalculator.cpp                             | 2 +-
 test-suite/riskstats.cpp                                                | 2 +-
 test-suite/rngtraits.cpp                                                | 2 +-
 test-suite/rounding.cpp                                                 | 2 +-
 test-suite/schedule.cpp                                                 | 2 +-
 test-suite/settings.cpp                                                 | 2 +-
 test-suite/shortratemodels.cpp                                          | 2 +-
 test-suite/sofrfutures.cpp                                              | 2 +-
 test-suite/softbarrieroption.cpp                                        | 2 +-
 test-suite/solvers.cpp                                                  | 2 +-
 test-suite/spreadoption.cpp                                             | 2 +-
 test-suite/squarerootclvmodel.cpp                                       | 2 +-
 test-suite/stats.cpp                                                    | 2 +-
 test-suite/svivolatility.cpp                                            | 2 +-
 test-suite/swap.cpp                                                     | 2 +-
 test-suite/swapforwardmappings.cpp                                      | 2 +-
 test-suite/swaption.cpp                                                 | 2 +-
 test-suite/swaptionvolatilitycube.cpp                                   | 2 +-
 test-suite/swaptionvolatilitymatrix.cpp                                 | 2 +-
 test-suite/swaptionvolstructuresutilities.hpp                           | 2 +-
 test-suite/swingoption.cpp                                              | 2 +-
 test-suite/termstructures.cpp                                           | 2 +-
 test-suite/timegrid.cpp                                                 | 2 +-
 test-suite/timeseries.cpp                                               | 2 +-
 test-suite/toplevelfixture.hpp                                          | 2 +-
 test-suite/tqreigendecomposition.cpp                                    | 2 +-
 test-suite/tracing.cpp                                                  | 2 +-
 test-suite/transformedgrid.cpp                                          | 2 +-
 test-suite/twoassetbarrieroption.cpp                                    | 2 +-
 test-suite/twoassetcorrelationoption.cpp                                | 2 +-
 test-suite/ultimateforwardtermstructure.cpp                             | 2 +-
 test-suite/utilities.cpp                                                | 2 +-
 test-suite/utilities.hpp                                                | 2 +-
 test-suite/variancegamma.cpp                                            | 2 +-
 test-suite/varianceoption.cpp                                           | 2 +-
 test-suite/varianceswaps.cpp                                            | 2 +-
 test-suite/volatilitymodels.cpp                                         | 2 +-
 test-suite/vpp.cpp                                                      | 2 +-
 test-suite/xoshiro256starstar.cpp                                       | 2 +-
 test-suite/zabr.cpp                                                     | 2 +-
 test-suite/zerocouponswap.cpp                                           | 2 +-
 test-suite/zigguratgaussian.cpp                                         | 2 +-
 tools/check_all_licenses.sh                                             | 2 +-
 2468 files changed, 2468 insertions(+), 2468 deletions(-)

commit 5c3a4f8cfbd6ea365c9fcd1c81feee7ef6d8af18
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Aug 2025 11:48:09 +0200

    Add action to update license links to https

 .github/workflows/license-url.yml | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

commit 9030dee3c3d8f25afd0b2081a64a768efab370ec
Merge: 21bc96d9a e7c67f3e3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Aug 2025 14:44:45 +0200

    Issue Fix: Safety checks in Schedule startDate and endDate against segfault (#2304)

commit e7c67f3e3d8033e1062a31a741ce959d2573228f
Author: davidizzle <davide.ferretti.j@gmail.com>
Date:   Thu, 28 Aug 2025 12:23:34 +0200

    Centralize safety checks on Schedule existing startDate() and endDate()

 ql/instruments/bonds/amortizingfloatingratebond.cpp | 6 ------
 ql/time/schedule.hpp                                | 7 ++++++-
 2 files changed, 6 insertions(+), 7 deletions(-)

commit 5d4adc59ece6e95d0e7303c116465e354dbca596
Author: davidizzle <davide.ferretti.j@gmail.com>
Date:   Thu, 28 Aug 2025 11:39:38 +0200

    Safety checks in AmortizingFloatingRateBond constructor against segfault

 ql/instruments/bonds/amortizingfloatingratebond.cpp | 6 ++++++
 1 file changed, 6 insertions(+)

commit 21bc96d9ad78eb029b1467a73cf76f92764efe7f
Merge: a5be471f3 3c1e0e556
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Aug 2025 21:35:15 +0200

    Fix consistent test macro usage for AAD compatibility (#2303)

commit 3c1e0e55660145a3956a697ce36be92ab2e2225f
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Wed, 27 Aug 2025 09:42:06 +0000

    Fix make_pair for type compatiblity with non-double types

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

commit 38824962ba1849024e9cb0f330d9004491f7539d
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Wed, 27 Aug 2025 09:39:40 +0000

    Use QL_CHECK_CLOSE overload to keep AAD compatibility

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

commit a5be471f32c146b66843ccd6d5b93ee7ff9c2990
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Aug 2025 10:03:50 +0200

    Remove a few obsolete pages from reference.

 Docs/pages/history.docs | 5060 +----------------------------------------------
 Docs/pages/install.docs |   23 -
 Docs/pages/usage.docs   |   52 -
 Docs/pages/where.docs   |   35 -
 4 files changed, 2 insertions(+), 5168 deletions(-)

commit d91194471c17cabdf957c0c3769c1628b8855230
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date:   Wed, 27 Aug 2025 09:52:28 +0200

    Small refactor of docstrings

 ql/experimental/fx/blackdeltacalculator.hpp | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

commit 6b18159799b5b291889bb1381612779c3f2e4d67
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date:   Mon, 25 Aug 2025 21:43:54 +0000

    Bump actions/checkout from 4 to 5
    
    Bumps [actions/checkout](https://github.com/actions/checkout) from 4 to 5.
    - [Release notes](https://github.com/actions/checkout/releases)
    - [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
    - [Commits](https://github.com/actions/checkout/compare/v4...v5)
    
    ---
    updated-dependencies:
    - dependency-name: actions/checkout
      dependency-version: '5'
      dependency-type: direct:production
      update-type: version-update:semver-major
    ...
    
    Signed-off-by: dependabot[bot] <support@github.com>

 .github/workflows/cmake-latest-runners.yml |  2 +-
 .github/workflows/cmake.yml                | 12 ++++++------
 .github/workflows/codeql-analysis.yml      |  2 +-
 .github/workflows/copyrights.yml           |  2 +-
 .github/workflows/coveralls.yml            |  2 +-
 .github/workflows/devenv-images.yml        |  2 +-
 .github/workflows/doxygen.yml              |  4 ++--
 .github/workflows/filelists.yml            |  2 +-
 .github/workflows/generated-headers.yml    |  2 +-
 .github/workflows/headers.yml              |  2 +-
 .github/workflows/includes.yml             |  2 +-
 .github/workflows/linux-full-tests.yml     |  2 +-
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 .github/workflows/misspell.yml             |  2 +-
 .github/workflows/msvc-all-configs.yml     |  2 +-
 .github/workflows/msvc-analysis.yml        |  2 +-
 .github/workflows/msvc-nondefault.yml      |  2 +-
 .github/workflows/msvc.yml                 |  2 +-
 .github/workflows/namespaces.yml           |  2 +-
 .github/workflows/sanitizer.yml            |  4 ++--
 .github/workflows/test-times.yml           |  2 +-
 .github/workflows/tidy.yml                 |  2 +-
 25 files changed, 32 insertions(+), 32 deletions(-)

commit a5554052b95e8a55b5def33f0948fa64318cad34
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 26 Aug 2025 05:25:52 +0000

    Update copyright list in license

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

commit 916fe9b4588ef92fd9ea938143dcd4275284e102
Merge: 3da0b9bfa f39c5aff0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Aug 2025 07:25:41 +0200

    Add BRL-CDI  index (#2295)

commit 5acbe8c93f6d0ef77af87a1b77f7d76180b6d534
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Mon, 25 Aug 2025 19:24:30 +0200

    fix type in doc string

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

commit bdcd24c85cec9a03cd3e34628eb7e7d6fb6038ba
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Mon, 25 Aug 2025 18:28:48 +0200

    Add better doc strings

 ql/experimental/fx/blackdeltacalculator.hpp | 91 ++++++++++++++++++++++++-----
 1 file changed, 76 insertions(+), 15 deletions(-)

commit f39c5aff0d050ad7287b568f693407b3f4ca9004
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Mon, 25 Aug 2025 17:11:32 +0200

    added corrections

 test-suite/indexes.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 01a8052e86c42518122589a5a89c5d991d0cd098
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Mon, 25 Aug 2025 14:50:15 +0200

    include missing header file

 test-suite/indexes.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 21ebe42e5a3754fa1b97848b29c5ff34f1c39bb0
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Mon, 25 Aug 2025 14:43:41 +0200

    fix obscure compiler error

 test-suite/indexes.cpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit 289893df01355370ce5ee25510dcaafe094ed954
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Mon, 25 Aug 2025 14:35:16 +0200

    add unit test

 test-suite/indexes.cpp | 24 ++++++++++++++++++++++++
 1 file changed, 24 insertions(+)

commit 3da0b9bfad646ef0903a423257fce6080d44702c
Merge: 7a6a9a221 3e7607eac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Aug 2025 13:03:32 +0200

    Fix typo in uniform1dmesher (#2298)

commit b484eaa5fc481b4c80c4068789ae8080a1ac2c85
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Mon, 25 Aug 2025 11:57:27 +0200

    fix

 ql/indexes/ibor/cdi.cpp | 2 +-
 ql/indexes/ibor/cdi.hpp | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit a6bef4a72b18b2a35a222d480624b312ade209a0
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Mon, 25 Aug 2025 11:49:45 +0200

    rename to Cdi

 QuantLib.vcxproj                        | 4 ++--
 QuantLib.vcxproj.filters                | 6 +++---
 ql/CMakeLists.txt                       | 4 ++--
 ql/indexes/ibor/Makefile.am             | 4 ++--
 ql/indexes/ibor/all.hpp                 | 2 +-
 ql/indexes/ibor/{brlcdi.cpp => cdi.cpp} | 2 +-
 ql/indexes/ibor/{brlcdi.hpp => cdi.hpp} | 7 +++----
 7 files changed, 14 insertions(+), 15 deletions(-)

commit 3e7607eac61281443d6665232b1dac37df09f910
Author: Arnaud Baguet <arnaud.baguet@gmail.com>
Date:   Sun, 24 Aug 2025 19:51:05 -0400

    typo uniform1dmesher

 ql/methods/finitedifferences/meshers/uniform1dmesher.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 4b27791e036a7e109d37dbaae7081d132569378e
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Wed, 20 Aug 2025 15:26:51 +0200

    append Makefile.am

 ql/indexes/ibor/Makefile.am | 2 ++
 1 file changed, 2 insertions(+)

commit 2bc2d75d61b10066b29834f98e327f54ba7cb04a
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Wed, 20 Aug 2025 15:11:31 +0200

    updated cmakelists

 ql/CMakeLists.txt | 2 ++
 1 file changed, 2 insertions(+)

commit eba5d2773ab59a2c10d265767fe44c3fb5ad04bd
Author: Sotirios Papathanasopoulos <136467220+sophistis42@users.noreply.github.com>
Date:   Wed, 20 Aug 2025 15:02:54 +0200

    brl_cdi index

 QuantLib.vcxproj           |  2 ++
 QuantLib.vcxproj.filters   |  6 ++++++
 ql/indexes/ibor/all.hpp    |  1 +
 ql/indexes/ibor/brlcdi.cpp | 35 +++++++++++++++++++++++++++++++++++
 ql/indexes/ibor/brlcdi.hpp | 40 ++++++++++++++++++++++++++++++++++++++++
 5 files changed, 84 insertions(+)

commit 7a6a9a221f871bd1aef443a94fe4cb1ac6f44af2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 15 Aug 2025 00:08:59 +0200

    Use Boost 1.89 in CI builds

 .github/workflows/cmake-latest-runners.yml |  4 ++--
 .github/workflows/cmake.yml                | 12 ++++++------
 .github/workflows/msvc-all-configs.yml     |  2 +-
 .github/workflows/msvc-analysis.yml        |  4 ++--
 .github/workflows/msvc-nondefault.yml      |  2 +-
 .github/workflows/msvc.yml                 |  2 +-
 6 files changed, 13 insertions(+), 13 deletions(-)

commit bc86b36070b10ae23e88d32f3d5cb32c33e1febb
Merge: de46d9fb1 e604f19d1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Aug 2025 16:12:56 +0200

    Add InterpolatedSpreadDiscountCurve and PiecewiseSpreadYieldCurve (#2292)

commit de46d9fb1829d21a411bd3efbd64a8e0c9b1a03d
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Sun, 10 Aug 2025 01:36:21 +0000

    Automated fixes by clang-tidy

 ql/instruments/bonds/cpibond.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 9b9376df687e605c9694b4a2c65944b09c70677d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 10 Aug 2025 23:34:35 +0200

    Pin test date

 test-suite/softbarrieroption.cpp | 26 +++++++++++++-------------
 1 file changed, 13 insertions(+), 13 deletions(-)

commit e604f19d1af99572b96439f0b23eef7406193e78
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Sun, 18 May 2025 16:50:47 -0400

    Add InterpolatedSpreadDiscountCurve and PiecewiseSpreadYieldCurve
    
    These classes allow bootstrapping a curve as a spread to another curve.
    This is useful, for example, to build related curves when one of them
    has fewer liquid benchmark instruments. Building as a spread allows the
    curve with fewer benchmarks to inherit the shape from the curve with
    more benchmarks.

 QuantLib.vcxproj                                   |   3 +
 QuantLib.vcxproj.filters                           |   9 +
 ql/CMakeLists.txt                                  |   3 +
 ql/termstructures/globalbootstrap.hpp              |   4 +-
 ql/termstructures/yield/Makefile.am                |   3 +
 ql/termstructures/yield/all.hpp                    |   3 +
 .../yield/piecewisespreadyieldcurve.hpp            |  37 ++++
 ql/termstructures/yield/piecewiseyieldcurve.hpp    |  70 +++----
 ql/termstructures/yield/spreadbootstraptraits.hpp  |  47 +++++
 ql/termstructures/yield/spreaddiscountcurve.hpp    | 229 +++++++++++++++++++++
 test-suite/piecewiseyieldcurve.cpp                 | 120 +++++++++++
 11 files changed, 484 insertions(+), 44 deletions(-)

commit da67e1a57f56a2dda869321cc567dfe82a4e080a
Merge: e2c40014f 4cbe468ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Aug 2025 22:46:30 +0200

    Add `cmake_runners-latest-matrix.yml` workflow (#2249)

commit 4cbe468ffd69c0f3f8cb122fa078d0ba5e76735d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Aug 2025 21:46:25 +0200

    Rename and disable on push and pull request events

 .../{cmake_runners-latest-matrix.yml => cmake-latest-runners.yml}   | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit 2904a5015464de258af2fc33b81cf23da0220cf7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Aug 2025 17:23:08 +0200

    Inlined setup action in workflow

 .github/actions/setup/action.yml                  | 90 -----------------------
 .github/dependabot.yml                            |  6 --
 .github/workflows/cmake_runners-latest-matrix.yml | 60 +++++++++++++--
 3 files changed, 53 insertions(+), 103 deletions(-)

commit e2c40014f492ce4ed7c85038e570a51b53204d7a
Merge: a90afe423 75842f2e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 Aug 2025 09:10:49 +0200

    Refactor inflation helpers (#2293)

commit 75842f2e8fadf4c6a5b62180ec09f714f1f04bce
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Thu, 7 Aug 2025 15:38:57 -0400

    Refactor inflation helpers
    
    Use RelativeDateBootstrapHelper and a relinkable handle like in the
    SwapRateHelper. Also, register with indexes to get notifications on
    fixings.

 ql/termstructures/inflation/inflationhelpers.cpp | 128 +++++++++++------------
 ql/termstructures/inflation/inflationhelpers.hpp |  24 +++--
 test-suite/inflation.cpp                         |  10 ++
 3 files changed, 87 insertions(+), 75 deletions(-)

commit a90afe423f3b070a960a84677647f10fcde654dc
Merge: 7e734edab 73969f898
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 Aug 2025 08:37:42 +0200

    Deprecate `growthOnly` parameter in CPI bond and helper (#2287)

commit 7e734edab93eaf3f20b5570d60775b8a8695f17c
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 5 Aug 2025 14:36:04 +0000

    Update generated headers

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

commit 2e08477d44cea68abb647a899c4f59f6f8936ebc
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 5 Aug 2025 14:19:59 +0000

    Update copyright list in license

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

commit c708f63dc415a9d808de62fc13f926e170689d8a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Aug 2025 15:54:35 +0200

    Use a machine account to open automated PRs

 .github/workflows/copyrights.yml        | 5 +++--
 .github/workflows/generated-headers.yml | 5 +++--
 .github/workflows/includes.yml          | 5 +++--
 .github/workflows/misspell.yml          | 5 +++--
 .github/workflows/namespaces.yml        | 5 +++--
 .github/workflows/tidy.yml              | 5 +++--
 6 files changed, 18 insertions(+), 12 deletions(-)

commit a84cc0393b18cf522f8f8147c9db7a697a45f3e6
Merge: 20f2ef12b 4f3e69a47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Aug 2025 12:23:27 +0200

    Allow creating PiecewiseZeroInflationCurve before baseDate is known (#2279)

commit 20f2ef12b659a35e97fe6bb19dca72388d207627
Merge: 105660730 98c17d73e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 Aug 2025 11:44:30 +0200

    Soft barrier implementation (#2271)

commit 105660730001f2d152760d1c8627c1554cb8f801
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Aug 2025 16:21:08 +0200

    Update Coveralls action version

 .github/workflows/coveralls.yml | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 4f3e69a47f21ecca8f9821761303d50814343db0
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Wed, 30 Jul 2025 13:12:53 -0400

    Allow creating PiecewiseZeroInflationCurve before baseDate is known
    
    QuantLib's yield curves can be created before fetching market data,
    which allows creating complex object graphs ahead of time and setting
    market data (quotes and fixings) at a later stage. We use this feature
    extensively in our code.
    
    The new API for PiecewiseZeroInflationCurve does not offer the same
    flexibility, since it requires baseDate to be set at the curve creation
    time. BaseDate comes from inflation fixings, which means that the
    fixings have to be fetched before the curve can be created.
    
    Add another constructor for PiecewiseZeroInflationCurve, which takes a
    function that returns the baseDate. This function will be called during
    the curve's bootstrap, and the result will be cached. This allows one to
    construct PiecewiseZeroInflationCurve first and fetch the fixings at a
    later stage.

 .../inflation/piecewisezeroinflationcurve.hpp      | 33 +++++++++
 ql/termstructures/inflationtermstructure.hpp       |  9 +--
 test-suite/inflation.cpp                           | 81 ++++++++++++++++++++++
 3 files changed, 116 insertions(+), 7 deletions(-)

commit 73969f8987a0547583af672c3e43e5b70d4d61b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Aug 2025 15:08:29 +0200

    Deprecate growthOnly parameter in CPI bond and helper

 ql/instruments/bonds/cpibond.cpp        | 27 +++++++++++++++++++++++++-
 ql/instruments/bonds/cpibond.hpp        | 21 ++++++++++++++++++++
 ql/termstructures/yield/bondhelpers.cpp | 34 +++++++++++++++++++++++++++------
 ql/termstructures/yield/bondhelpers.hpp | 23 ++++++++++++++++++++++
 test-suite/inflationcpibond.cpp         |  3 +--
 test-suite/inflationcpiswap.cpp         | 16 +++++++---------
 6 files changed, 106 insertions(+), 18 deletions(-)

commit 5aa353277ec953ae7685949b05d94a1c956e7109
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Aug 2025 14:54:33 +0200

    Change bond parameters in test

 test-suite/inflationcpibond.cpp | 10 +++++-----
 test-suite/inflationcpiswap.cpp |  6 ++----
 2 files changed, 7 insertions(+), 9 deletions(-)

commit e0d7c1c6e0837fdf5b1033766c1eba64f60a6958
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Aug 2025 13:07:08 +0200

    Update test message

 test-suite/CMakeLists.txt        | 2 +-
 test-suite/softbarrieroption.cpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit cb6dadbaa062aabc60768a4dc1f7f2051c125781
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Aug 2025 11:15:23 +0200

    Add new files to VC++ projects

 QuantLib.vcxproj                     |  4 ++++
 QuantLib.vcxproj.filters             | 12 ++++++++++++
 test-suite/Makefile.am               |  1 +
 test-suite/testsuite.vcxproj         |  1 +
 test-suite/testsuite.vcxproj.filters |  3 +++
 5 files changed, 21 insertions(+)

commit ff0f9b896140a3c3735eee7dc9063cf31c5fcbeb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Aug 2025 10:55:46 +0200

    Remove duplicated entry in Makefile.am

 ql/pricingengines/barrier/Makefile.am | 1 -
 1 file changed, 1 deletion(-)

commit 38cca0694bf0cd78c0b1a623241206f8aa69f733
Merge: 537c6a3d6 3a31f7a50
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Aug 2025 08:46:42 +0200

    Use double for constexpr to maintain AAD compatibility (#2282)

commit 537c6a3d682be1af9b0b1ca3caa4d0704e42fc3e
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 3 Aug 2025 01:33:00 +0000

    Automated fixes by clang-tidy

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

commit 3a31f7a503b8458822a82232ecd7ca1478b99f81
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Sat, 2 Aug 2025 08:40:48 +0100

    Use double for constexpr to maintain AAD compatibility

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

commit dce5df34d9d04fe41c4aa09ba88bb23f77c05ace
Author: wday0507 <william.day@live.com>
Date:   Fri, 1 Aug 2025 19:36:43 +0100

    r and q logic tweak

 ql/pricingengines/barrier/analyticsoftbarrierengine.cpp | 13 ++++++++-----
 ql/pricingengines/barrier/analyticsoftbarrierengine.hpp |  2 +-
 2 files changed, 9 insertions(+), 6 deletions(-)

commit ad333f7144491c3191c900c05d855ab104cbb53c
Merge: 8c4f8f219 fc505bb15
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 31 Jul 2025 15:34:09 +0200

    Don't use `shared_ptr<Schedule>` (#2280)

commit fc505bb15b180693572f84b85b7bb75e6cb2180f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 31 Jul 2025 12:43:30 +0200

    Don't use shared_ptr<Schedule>

 ql/cashflows/rangeaccrual.cpp | 27 +++++++++++++--------------
 ql/cashflows/rangeaccrual.hpp | 40 +++++++++++++++++++++++++++++++++++-----
 test-suite/rangeaccrual.cpp   | 12 ++++++------
 3 files changed, 54 insertions(+), 25 deletions(-)

commit 403e734ed4e980c5bc99251b972850ed5a01b8ee
Author: wday0507 <william.day@live.com>
Date:   Thu, 31 Jul 2025 07:54:03 +0100

    removed text from cmakelists file

 test-suite/CMakeLists.txt | 11 +----------
 1 file changed, 1 insertion(+), 10 deletions(-)

commit bbf5933f301fcdeea638d70df5832f17a815fd09
Author: wday0507 <william.day@live.com>
Date:   Mon, 28 Jul 2025 18:38:18 +0100

    changes as per feedback

 .gitignore                                         |   1 +
 ql/CMakeLists.txt                                  |   2 -
 ql/instruments/Makefile.am                         |   2 -
 ql/instruments/all.hpp                             |   1 -
 ql/instruments/softbarrieroption.cpp               |  20 +--
 ql/instruments/softbarrieroption.hpp               |  15 +-
 ql/instruments/softbarriertype.cpp                 |  42 ------
 ql/instruments/softbarriertype.hpp                 |  49 -------
 .../barrier/analyticsoftbarrierengine.cpp          | 154 +++++++++++++--------
 .../barrier/analyticsoftbarrierengine.hpp          |   5 +-
 test-suite/CMakeLists.txt                          |   9 ++
 test-suite/softbarrieroption.cpp                   | 144 +++++++++----------
 12 files changed, 187 insertions(+), 257 deletions(-)

commit 8c4f8f219447aa00bc8286fe0d5e69b396aee5fc
Merge: b9bfd5ec4 277fcf482
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Jul 2025 10:01:45 +0200

    Renamed Tona to Tonar (#2277)

commit 277fcf482c0c4b78ce7f4d7839a5f664cbd81347
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jul 2025 16:01:11 +0200

    Renamed Tona to Tonar

 QuantLib.vcxproj                    |  1 +
 QuantLib.vcxproj.filters            |  3 +++
 cmake/GenerateHeaders.cmake         |  1 +
 ql/CMakeLists.txt                   |  1 +
 ql/indexes/ibor/Makefile.am         |  3 ++-
 ql/indexes/ibor/all.hpp             |  2 +-
 ql/indexes/ibor/tona.hpp            | 27 +++----------------
 ql/indexes/ibor/tonar.hpp           | 54 +++++++++++++++++++++++++++++++++++++
 test-suite/overnightindexedswap.cpp |  4 +--
 9 files changed, 68 insertions(+), 28 deletions(-)

commit b9bfd5ec4b5887becd7e7b536295b210e81d883d
Merge: b8b211331 8774abd01
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jul 2025 10:27:20 +0200

    Support pillar dates > latestRelevantDate in IterativeBootstrap (#2262)

commit b8b2113316fca8082c15a07fcd5d3581ed173895
Merge: 98e4c3a8f 2e334cb81
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jul 2025 09:40:22 +0200

    Replacing std::pow() with test-specific LUT implementation for rounding tests in quantlib benchmarking. (#2270)

commit 2e334cb81336a4a789f64d4b19d911d8125610fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jul 2025 08:58:42 +0200

    Single Doxygen block as usual

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

commit a89c92db188584e3aa24703829f131b8048d555e
Author: Vladimir Polin <Vladimir.Polin@intel.com>
Date:   Mon, 28 Jul 2025 09:24:53 -0700

    supported rounding range added to doxygen, comments refactored

 ql/math/rounding.cpp | 8 ++++----
 ql/math/rounding.hpp | 6 +++++-
 2 files changed, 9 insertions(+), 5 deletions(-)

commit 98e4c3a8ff619bac30d2d543b478c8555c48e882
Merge: 5cebf11ae cc8f6e078
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jul 2025 18:15:33 +0200

    Refactor LocalBootstrap's PenaltyFunction (#2272)

commit 8774abd01ef0a18c36fe9dd8076617c1dc4033eb
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Thu, 10 Jul 2025 15:41:54 -0400

    Support pillar dates > latestRelevantDate in IterativeBootstrap
    
    Also, don't copy data into previousData when not doing convergence loop
    and when we don't have valid data to copy.

 ql/termstructures/iterativebootstrap.hpp | 28 +++++++++++++++-------------
 1 file changed, 15 insertions(+), 13 deletions(-)

commit cc8f6e078adb846507a4236f1034b79b3e783337
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jul 2025 17:08:56 +0200

    Mark deprecation in Doxygen comment, add version

 ql/termstructures/localbootstrap.hpp | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit 14837e589d6a222dceb130aec7c07b06add069d8
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Mon, 28 Jul 2025 10:51:22 -0400

    Put back PenaltyFunction and deprecate it

 ql/termstructures/localbootstrap.hpp | 79 ++++++++++++++++++++++++++++++++++++
 1 file changed, 79 insertions(+)

commit 5cebf11aeab7459c957061a882fff3db8e55d55d
Merge: 7b1594f78 ba8a7352b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jul 2025 12:46:16 +0200

    Auto-enable extrapolation for ForwardSpreadedTermStructure (#2273)

commit 7b1594f7827a5e78e02a225653956672475e9016
Merge: 7cb490eb2 3e31667b0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jul 2025 10:48:21 +0200

    Expose swap on inflation swap bootstrap helpers (#2275)

commit 7cb490eb20e04030045bb5c9f5e48317fcc70b80
Merge: ce589631e 2e0b3ca66
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jul 2025 10:47:05 +0200

    Cleanup includes in interpolated curves (#2274)

commit 88a7ee69dd3c6867633c36ebcdd19308a557c8e2
Author: Ignacio Peña <5396413+ipenas-cl@users.noreply.github.com>
Date:   Sat, 26 Jul 2025 16:49:22 +0000

    Fix dangling reference in MultiCubicSpline default parameter
    
    Replace temporary std::vector<bool>(20, false) with static local
    variable to eliminate dangling reference when constructor called
    without third argument. Maintains reference semantics and API
    compatibility while ensuring thread-safe initialization.
    
    Fixes #2183

 ql/math/interpolations/multicubicspline.hpp | 18 +++++++++++++-----
 1 file changed, 13 insertions(+), 5 deletions(-)

commit 3e31667b01d0b068bc65832162a2ca4f3b61c3d1
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Fri, 25 Jul 2025 16:16:17 -0400

    Expose swap on inflation swap bootstrap helpers

 ql/termstructures/inflation/inflationhelpers.hpp | 12 ++++++++++--
 1 file changed, 10 insertions(+), 2 deletions(-)

commit 2e0b3ca66bdbafb219666f2dbcf8a860e4a8d188
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Sun, 18 May 2025 16:50:47 -0400

    Cleanup includes in interpolated curves
    
    Include ql/math/comparison.hpp in interpolatedcurve.hpp, where it is
    actually used, instead of in the files that include
    interpolatedcurve.hpp.

 ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp  | 1 -
 ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp | 1 -
 ql/termstructures/interpolatedcurve.hpp                        | 1 +
 ql/termstructures/yield/discountcurve.hpp                      | 1 -
 ql/termstructures/yield/forwardcurve.hpp                       | 1 -
 ql/termstructures/yield/interpolatedsimplezerocurve.hpp        | 2 --
 ql/termstructures/yield/zerocurve.hpp                          | 1 -
 7 files changed, 1 insertion(+), 7 deletions(-)

commit ba8a7352bd8a8fc5f08edeadabed96daca285235
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Fri, 25 Jul 2025 11:13:44 -0400

    Auto-enable extrapolation for ForwardSpreadedTermStructure
    
    Based on the original curve for consistency with ZeroSpreadedTermStructure.

 ql/termstructures/yield/forwardspreadedtermstructure.hpp | 3 +++
 1 file changed, 3 insertions(+)

commit 60004b13b690bc38a91fe5de8820c6b99080ff3b
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Fri, 25 Jul 2025 11:08:48 -0400

    Refactor LocalBootstrap's PenaltyFunction
    
    So that it does not pollute global namespace and does not need to be a
    friend of PiecewiseYieldCurve.

 ql/termstructures/localbootstrap.hpp            | 94 ++++---------------------
 ql/termstructures/yield/piecewiseyieldcurve.hpp |  2 -
 test-suite/piecewiseyieldcurve.cpp              |  1 +
 3 files changed, 14 insertions(+), 83 deletions(-)

commit ce589631e8687fc3d57eae7139823e371c771f70
Merge: 0e8f1c915 934b9c2c7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Jul 2025 15:52:07 +0200

    Remove BootstrapError class (#2263)

commit 0e8f1c9155b53f758e9838644360326b2329e2a7
Merge: e33ca6c23 b9c8b6c93
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Jul 2025 14:21:01 +0200

    Allow specifying float BusinessDayConvention in SwapRateHelper (#2269)

commit da00b8669fe327e106ec6073d7174488f2f5d5c2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Jul 2025 12:27:24 +0200

    Restore and deprecate BootstrapError
    
    This reverts commit 49ecdca9a14e9268c5d1fed26b5359405a00b107.

 QuantLib.vcxproj                     |  1 +
 QuantLib.vcxproj.filters             |  3 ++
 ql/CMakeLists.txt                    |  1 +
 ql/termstructures/Makefile.am        |  1 +
 ql/termstructures/all.hpp            |  1 +
 ql/termstructures/bootstraperror.hpp | 79 ++++++++++++++++++++++++++++++++++++
 6 files changed, 86 insertions(+)

commit e33ca6c2322809e13d260d59cdf297057814709a
Merge: b7e142b96 ded9529b3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Jul 2025 11:50:44 +0200

    Allow specifying BusinessDayConvention in OISRateHelper (#2264)

commit dce60798ccfd8cd4e89c0940c66c44c82306eff0
Author: wday0507 <william.day@live.com>
Date:   Fri, 25 Jul 2025 08:55:34 +0100

    Remove extra text from CMakeLists.txt

 test-suite/CMakeLists.txt | 3 ---
 1 file changed, 3 deletions(-)

commit b1b44983baf62119dbb552231d47f1593bbcf111
Author: wday0507 <william.day@live.com>
Date:   Fri, 25 Jul 2025 08:53:23 +0100

    Remove extra text from CMakeLists.txt

 test-suite/CMakeLists.txt | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

commit c9bede70cb766c7f3e018d57d5137271c7923605
Author: wday0507 <william.day@live.com>
Date:   Fri, 25 Jul 2025 08:46:53 +0100

    Remove installed files accidentally committed

 install/include/ql/CMakeLists.txt                  |  2477 -
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 install/include/ql/cashflows/averagebmacoupon.cpp  |   254 -
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 install/include/ql/cashflows/capflooredcoupon.cpp  |   145 -
 install/include/ql/cashflows/capflooredcoupon.hpp  |   169 -
 .../ql/cashflows/capflooredinflationcoupon.cpp     |   152 -
 .../ql/cashflows/capflooredinflationcoupon.hpp     |   166 -
 install/include/ql/cashflows/cashflows.cpp         |  1258 -
 install/include/ql/cashflows/cashflows.hpp         |   454 -
 install/include/ql/cashflows/cashflowvectors.cpp   |    55 -
 install/include/ql/cashflows/cashflowvectors.hpp   |   274 -
 install/include/ql/cashflows/cmscoupon.cpp         |   164 -
 install/include/ql/cashflows/cmscoupon.hpp         |   113 -
 install/include/ql/cashflows/conundrumpricer.cpp   |   987 -
 install/include/ql/cashflows/conundrumpricer.hpp   |   331 -
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 install/include/ql/cashflows/couponpricer.cpp      |   480 -
 install/include/ql/cashflows/couponpricer.hpp      |   241 -
 install/include/ql/cashflows/cpicoupon.cpp         |   354 -
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 install/include/ql/cashflows/cpicouponpricer.cpp   |   144 -
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 install/include/ql/cashflows/digitalcmscoupon.cpp  |   205 -
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 install/include/ql/cashflows/lineartsrpricer.cpp   |   437 -
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 install/include/ql/compounding.hpp                 |    57 -
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 install/include/ql/utilities/steppingiterator.hpp  |   178 -
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 install/include/ql/utilities/vectors.hpp           |    48 -
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 2481 files changed, 439464 deletions(-)

commit bfbe6cc7c1eb0263137768443b7a6347bb9d95d5
Author: wday0507 <william.day@live.com>
Date:   Fri, 25 Jul 2025 08:35:28 +0100

    Final changes to soft barrier option instrument / pricing

 ql/instruments/softbarrieroption.cpp               |   5 +-
 ql/instruments/softbarrieroption.hpp               |  13 +-
 ql/instruments/softbarriertype.hpp                 |   2 +-
 .../barrier/analyticsoftbarrierengine.cpp          |  87 ++------
 .../barrier/analyticsoftbarrierengine.hpp          |  11 +-
 test-suite/CMakeLists.txt                          |   7 +
 test-suite/softbarrieroption.cpp                   | 220 ++++++++++++---------
 7 files changed, 160 insertions(+), 185 deletions(-)

commit d7613fa02dc01449d5ef8eeca0f29a6f6ecc629a
Author: wday0507 <william.day@live.com>
Date:   Mon, 21 Jul 2025 17:20:08 +0100

    Ongoing edits to soft barrier pricing logic

 install/include/ql/CMakeLists.txt                  |  2477 +
 install/include/ql/Makefile.am                     |   182 +
 install/include/ql/any.hpp                         |    49 +
 install/include/ql/auto_link.hpp                   |    64 +
 install/include/ql/cashflow.cpp                    |    71 +
 install/include/ql/cashflow.hpp                    |    90 +
 install/include/ql/cashflows/Makefile.am           |   111 +
 install/include/ql/cashflows/all.hpp               |    38 +
 install/include/ql/cashflows/averagebmacoupon.cpp  |   254 +
 install/include/ql/cashflows/averagebmacoupon.hpp  |   108 +
 install/include/ql/cashflows/capflooredcoupon.cpp  |   145 +
 install/include/ql/cashflows/capflooredcoupon.hpp  |   169 +
 .../ql/cashflows/capflooredinflationcoupon.cpp     |   152 +
 .../ql/cashflows/capflooredinflationcoupon.hpp     |   166 +
 install/include/ql/cashflows/cashflows.cpp         |  1258 +
 install/include/ql/cashflows/cashflows.hpp         |   454 +
 install/include/ql/cashflows/cashflowvectors.cpp   |    55 +
 install/include/ql/cashflows/cashflowvectors.hpp   |   274 +
 install/include/ql/cashflows/cmscoupon.cpp         |   164 +
 install/include/ql/cashflows/cmscoupon.hpp         |   113 +
 install/include/ql/cashflows/conundrumpricer.cpp   |   987 +
 install/include/ql/cashflows/conundrumpricer.hpp   |   331 +
 install/include/ql/cashflows/coupon.cpp            |    88 +
 install/include/ql/cashflows/coupon.hpp            |   122 +
 install/include/ql/cashflows/couponpricer.cpp      |   480 +
 install/include/ql/cashflows/couponpricer.hpp      |   241 +
 install/include/ql/cashflows/cpicoupon.cpp         |   354 +
 install/include/ql/cashflows/cpicoupon.hpp         |   294 +
 install/include/ql/cashflows/cpicouponpricer.cpp   |   144 +
 install/include/ql/cashflows/cpicouponpricer.hpp   |    97 +
 install/include/ql/cashflows/digitalcmscoupon.cpp  |   205 +
 install/include/ql/cashflows/digitalcmscoupon.hpp  |   112 +
 install/include/ql/cashflows/digitalcoupon.cpp     |   333 +
 install/include/ql/cashflows/digitalcoupon.hpp     |   191 +
 install/include/ql/cashflows/digitaliborcoupon.cpp |   205 +
 install/include/ql/cashflows/digitaliborcoupon.hpp |   112 +
 install/include/ql/cashflows/dividend.cpp          |    54 +
 install/include/ql/cashflows/dividend.hpp          |   108 +
 install/include/ql/cashflows/duration.cpp          |    42 +
 install/include/ql/cashflows/duration.hpp          |    45 +
 install/include/ql/cashflows/equitycashflow.cpp    |   135 +
 install/include/ql/cashflows/equitycashflow.hpp    |   107 +
 install/include/ql/cashflows/fixedratecoupon.cpp   |   277 +
 install/include/ql/cashflows/fixedratecoupon.hpp   |   140 +
 .../include/ql/cashflows/floatingratecoupon.cpp    |   105 +
 .../include/ql/cashflows/floatingratecoupon.hpp    |   155 +
 install/include/ql/cashflows/iborcoupon.cpp        |   289 +
 install/include/ql/cashflows/iborcoupon.hpp        |   186 +
 install/include/ql/cashflows/indexedcashflow.cpp   |    53 +
 install/include/ql/cashflows/indexedcashflow.hpp   |    98 +
 install/include/ql/cashflows/inflationcoupon.cpp   |   104 +
 install/include/ql/cashflows/inflationcoupon.hpp   |   132 +
 .../include/ql/cashflows/inflationcouponpricer.cpp |   213 +
 .../include/ql/cashflows/inflationcouponpricer.hpp |   209 +
 install/include/ql/cashflows/lineartsrpricer.cpp   |   437 +
 install/include/ql/cashflows/lineartsrpricer.hpp   |   252 +
 .../include/ql/cashflows/multipleresetscoupon.cpp  |   502 +
 .../include/ql/cashflows/multipleresetscoupon.hpp  |   265 +
 .../ql/cashflows/overnightindexedcoupon.cpp        |   340 +
 .../ql/cashflows/overnightindexedcoupon.hpp        |   159 +
 .../ql/cashflows/overnightindexedcouponpricer.cpp  |   280 +
 .../ql/cashflows/overnightindexedcouponpricer.hpp  |    91 +
 install/include/ql/cashflows/rangeaccrual.cpp      |   698 +
 install/include/ql/cashflows/rangeaccrual.hpp      |   234 +
 install/include/ql/cashflows/rateaveraging.hpp     |    52 +
 install/include/ql/cashflows/replication.cpp       |    43 +
 install/include/ql/cashflows/replication.hpp       |    57 +
 install/include/ql/cashflows/simplecashflow.cpp    |    34 +
 install/include/ql/cashflows/simplecashflow.hpp    |   116 +
 install/include/ql/cashflows/subperiodcoupon.hpp   |    29 +
 install/include/ql/cashflows/timebasket.cpp        |    77 +
 install/include/ql/cashflows/timebasket.hpp        |    98 +
 .../include/ql/cashflows/yoyinflationcoupon.cpp    |   260 +
 .../include/ql/cashflows/yoyinflationcoupon.hpp    |   164 +
 .../include/ql/cashflows/zeroinflationcashflow.cpp |    57 +
 .../include/ql/cashflows/zeroinflationcashflow.hpp |    82 +
 install/include/ql/compounding.hpp                 |    57 +
 install/include/ql/config.ansi.hpp                 |    27 +
 install/include/ql/config.hpp.cfg                  |    46 +
 install/include/ql/config.mingw.hpp                |    27 +
 install/include/ql/config.msvc.hpp                 |    69 +
 install/include/ql/config.sun.hpp                  |    44 +
 install/include/ql/currencies/Makefile.am          |    57 +
 install/include/ql/currencies/africa.cpp           |   110 +
 install/include/ql/currencies/africa.hpp           |   187 +
 install/include/ql/currencies/all.hpp              |    11 +
 install/include/ql/currencies/america.cpp          |   165 +
 install/include/ql/currencies/america.hpp          |   223 +
 install/include/ql/currencies/asia.cpp             |   259 +
 install/include/ql/currencies/asia.hpp             |   340 +
 install/include/ql/currencies/crypto.cpp           |    94 +
 install/include/ql/currencies/crypto.hpp           |   123 +
 install/include/ql/currencies/europe.cpp           |   391 +
 install/include/ql/currencies/europe.hpp           |   536 +
 .../include/ql/currencies/exchangeratemanager.cpp  |   203 +
 .../include/ql/currencies/exchangeratemanager.hpp  |   102 +
 install/include/ql/currencies/oceania.cpp          |    47 +
 install/include/ql/currencies/oceania.hpp          |    67 +
 install/include/ql/currency.cpp                    |    65 +
 install/include/ql/currency.hpp                    |   191 +
 install/include/ql/default.hpp                     |    38 +
 install/include/ql/discretizedasset.cpp            |    54 +
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 install/include/ql/exchangerate.cpp                |    79 +
 install/include/ql/exchangerate.hpp                |   108 +
 install/include/ql/exercise.cpp                    |    65 +
 install/include/ql/exercise.hpp                    |   104 +
 install/include/ql/experimental/Makefile.am        |    53 +
 install/include/ql/experimental/all.hpp            |    29 +
 install/include/ql/experimental/asian/Makefile.am  |    47 +
 install/include/ql/experimental/asian/all.hpp      |     6 +
 .../asian/analytic_cont_geom_av_price_heston.cpp   |   287 +
 .../asian/analytic_cont_geom_av_price_heston.hpp   |   133 +
 .../asian/analytic_discr_geom_av_price_heston.cpp  |   312 +
 .../asian/analytic_discr_geom_av_price_heston.hpp  |   142 +
 .../include/ql/experimental/averageois/Makefile.am |    50 +
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 install/include/ql/time/calendars/newzealand.hpp   |    91 +
 install/include/ql/time/calendars/norway.cpp       |    64 +
 install/include/ql/time/calendars/norway.hpp       |    65 +
 install/include/ql/time/calendars/nullcalendar.hpp |    55 +
 install/include/ql/time/calendars/poland.cpp       |    90 +
 install/include/ql/time/calendars/poland.hpp       |    75 +
 install/include/ql/time/calendars/romania.cpp      |    95 +
 install/include/ql/time/calendars/romania.hpp      |    81 +
 install/include/ql/time/calendars/russia.cpp       |   262 +
 install/include/ql/time/calendars/russia.hpp       |    81 +
 install/include/ql/time/calendars/saudiarabia.cpp  |   165 +
 install/include/ql/time/calendars/saudiarabia.hpp  |    67 +
 install/include/ql/time/calendars/singapore.cpp    |   224 +
 install/include/ql/time/calendars/singapore.hpp    |    76 +
 install/include/ql/time/calendars/slovakia.cpp     |    75 +
 install/include/ql/time/calendars/slovakia.hpp     |    72 +
 install/include/ql/time/calendars/southafrica.cpp  |    91 +
 install/include/ql/time/calendars/southafrica.hpp  |    72 +
 install/include/ql/time/calendars/southkorea.cpp   |   298 +
 install/include/ql/time/calendars/southkorea.hpp   |   100 +
 install/include/ql/time/calendars/sweden.cpp       |    69 +
 install/include/ql/time/calendars/sweden.hpp       |    67 +
 install/include/ql/time/calendars/switzerland.cpp  |    62 +
 install/include/ql/time/calendars/switzerland.hpp  |    64 +
 install/include/ql/time/calendars/taiwan.cpp       |   466 +
 install/include/ql/time/calendars/taiwan.hpp       |    73 +
 install/include/ql/time/calendars/target.cpp       |    57 +
 install/include/ql/time/calendars/target.hpp       |    64 +
 install/include/ql/time/calendars/thailand.cpp     |   311 +
 install/include/ql/time/calendars/thailand.hpp     |    83 +
 install/include/ql/time/calendars/turkey.cpp       |   263 +
 install/include/ql/time/calendars/turkey.hpp       |    69 +
 install/include/ql/time/calendars/ukraine.cpp      |    65 +
 install/include/ql/time/calendars/ukraine.hpp      |    69 +
 .../include/ql/time/calendars/unitedkingdom.cpp    |   164 +
 .../include/ql/time/calendars/unitedkingdom.hpp    |   120 +
 install/include/ql/time/calendars/unitedstates.cpp |   404 +
 install/include/ql/time/calendars/unitedstates.hpp |   212 +
 install/include/ql/time/calendars/weekendsonly.cpp |    35 +
 install/include/ql/time/calendars/weekendsonly.hpp |    52 +
 install/include/ql/time/date.cpp                   |  1006 +
 install/include/ql/time/date.hpp                   |   477 +
 install/include/ql/time/dategenerationrule.cpp     |    54 +
 install/include/ql/time/dategenerationrule.hpp     |    78 +
 install/include/ql/time/daycounter.hpp             |   150 +
 install/include/ql/time/daycounters/Makefile.am    |    62 +
 install/include/ql/time/daycounters/actual360.hpp  |    67 +
 install/include/ql/time/daycounters/actual364.hpp  |    50 +
 .../include/ql/time/daycounters/actual36525.hpp    |    66 +
 .../include/ql/time/daycounters/actual365fixed.cpp |   101 +
 .../include/ql/time/daycounters/actual365fixed.hpp |    84 +
 install/include/ql/time/daycounters/actual366.hpp  |    66 +
 .../include/ql/time/daycounters/actualactual.cpp   |   343 +
 .../include/ql/time/daycounters/actualactual.hpp   |    98 +
 install/include/ql/time/daycounters/all.hpp        |    16 +
 .../include/ql/time/daycounters/business252.cpp    |   144 +
 .../include/ql/time/daycounters/business252.hpp    |    56 +
 install/include/ql/time/daycounters/one.hpp        |    55 +
 .../ql/time/daycounters/simpledaycounter.cpp       |    54 +
 .../ql/time/daycounters/simpledaycounter.hpp       |    63 +
 install/include/ql/time/daycounters/thirty360.cpp  |   143 +
 install/include/ql/time/daycounters/thirty360.hpp  |   140 +
 install/include/ql/time/daycounters/thirty365.cpp  |    36 +
 install/include/ql/time/daycounters/thirty365.hpp  |    50 +
 .../ql/time/daycounters/yearfractiontodate.cpp     |    64 +
 .../ql/time/daycounters/yearfractiontodate.hpp     |    36 +
 install/include/ql/time/ecb.cpp                    |   315 +
 install/include/ql/time/ecb.hpp                    |   101 +
 install/include/ql/time/frequency.cpp              |    62 +
 install/include/ql/time/frequency.hpp              |    58 +
 install/include/ql/time/imm.cpp                    |   209 +
 install/include/ql/time/imm.hpp                    |   103 +
 install/include/ql/time/period.cpp                 |   452 +
 install/include/ql/time/period.hpp                 |   184 +
 install/include/ql/time/schedule.cpp               |   652 +
 install/include/ql/time/schedule.hpp               |   245 +
 install/include/ql/time/timeunit.cpp               |    53 +
 install/include/ql/time/timeunit.hpp               |    54 +
 install/include/ql/time/weekday.cpp                |   122 +
 install/include/ql/time/weekday.hpp                |   101 +
 install/include/ql/timegrid.cpp                    |    98 +
 install/include/ql/timegrid.hpp                    |   187 +
 install/include/ql/timeseries.hpp                  |   264 +
 install/include/ql/tuple.hpp                       |    57 +
 install/include/ql/types.hpp                       |    87 +
 install/include/ql/userconfig.hpp                  |   164 +
 install/include/ql/utilities/Makefile.am           |    56 +
 install/include/ql/utilities/all.hpp               |    14 +
 install/include/ql/utilities/clone.hpp             |   130 +
 install/include/ql/utilities/dataformatters.cpp    |    58 +
 install/include/ql/utilities/dataformatters.hpp    |   189 +
 install/include/ql/utilities/dataparsers.cpp       |   116 +
 install/include/ql/utilities/dataparsers.hpp       |    57 +
 install/include/ql/utilities/null.hpp              |    80 +
 install/include/ql/utilities/null_deleter.hpp      |    35 +
 install/include/ql/utilities/observablevalue.hpp   |   123 +
 install/include/ql/utilities/steppingiterator.hpp  |   178 +
 install/include/ql/utilities/tracing.cpp           |    27 +
 install/include/ql/utilities/tracing.hpp           |   277 +
 install/include/ql/utilities/variants.hpp          |    19 +
 install/include/ql/utilities/vectors.hpp           |    48 +
 install/include/ql/version.cpp                     |    43 +
 install/include/ql/version.hpp                     |    52 +
 install/include/ql/volatilitymodel.hpp             |    52 +
 ql/CMakeLists.txt                                  |     6 +
 ql/instruments/Makefile.am                         |     4 +
 ql/instruments/all.hpp                             |     3 +-
 ql/instruments/softbarrieroption.cpp               |   104 +
 ql/instruments/softbarriertype.cpp                 |    42 +
 ql/instruments/softbarriertype.hpp                 |    49 +
 ql/pricingengines/barrier/Makefile.am              |     3 +
 ql/pricingengines/barrier/all.hpp                  |     1 +
 .../barrier/analyticsoftbarrierengine.cpp          |   267 +-
 .../barrier/analyticsoftbarrierengine.hpp          |    10 +-
 test-suite/softbarrieroption.cpp                   |     8 +-
 2492 files changed, 439841 insertions(+), 120 deletions(-)

commit 7d3792bf4439901c14fec804159e014072116df2
Author: wday0507 <william.day@live.com>
Date:   Fri, 18 Jul 2025 16:55:20 +0100

    adding in test cases and edits to pricing engine cpp

 .../barrier/analyticsoftbarrierengine.cpp          |   5 +-
 test-suite/softbarrieroption.cpp                   | 172 +++++++++++++++++++++
 2 files changed, 175 insertions(+), 2 deletions(-)

commit eed9946cceb70b8a99aa638d06ac7d4b7f3b5b1b
Author: wday0507 <william.day@live.com>
Date:   Fri, 18 Jul 2025 16:51:21 +0100

    adding in soft barrier pricing engine cpp

 .../barrier/analyticsoftbarrierengine.cpp          | 273 +++++++++++++++++++++
 .../barrier/analyticsoftbarrierengine.hpp          |   2 -
 2 files changed, 273 insertions(+), 2 deletions(-)

commit 0852338dbd78941b82141ad1fd2ab3b3fc250518
Author: wday0507 <william.day@live.com>
Date:   Fri, 18 Jul 2025 16:48:40 +0100

    adding in soft barrier pricing engine hpp

 .../barrier/analyticsoftbarrierengine.hpp          | 80 ++++++++++++++++++++++
 1 file changed, 80 insertions(+)

commit 97ebd575ecd09bb2e58e6e151f46bf1ab837c2bd
Author: wday0507 <william.day@live.com>
Date:   Fri, 18 Jul 2025 16:36:42 +0100

    Implement SoftBarrierOption and SoftBarrierType classes

 ql/instruments/softbarrieroption.cpp |  0
 ql/instruments/softbarrieroption.hpp | 80 ++++++++++++++++++++++++++++++++++++
 ql/instruments/softbarriertype.cpp   |  0
 ql/instruments/softbarriertype.hpp   |  0
 4 files changed, 80 insertions(+)

commit 69eb532b4cc6f9f3d685380b000d6469f6eaf362
Author: Vladimir Polin <Vladimir.Polin@intel.com>
Date:   Thu, 24 Jul 2025 19:13:23 -0700

    The comment corrected

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

commit d56338a93fec6269f140e6d5b202d977d0c84c41
Author: Vladimir Polin <Vladimir.Polin@intel.com>
Date:   Thu, 24 Jul 2025 18:57:58 -0700

    code review feedback incorporated, gcc version improved a bit.

 ql/math/rounding.cpp | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

commit b7e142b9605e347d6448dd8f293fa1ec63343005
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Jul 2025 11:58:52 +0200

    Re-enable tests for VC++ 2022 builds
    
    This reverts commit d0ec3e34ba76e13cedf0e4e51b39b6219d089dc4.

 .github/workflows/cmake.yml            | 3 ---
 .github/workflows/msvc-all-configs.yml | 4 ++--
 .github/workflows/msvc-nondefault.yml  | 2 --
 .github/workflows/msvc.yml             | 2 --
 4 files changed, 2 insertions(+), 9 deletions(-)

commit db5f6d289e2411bb4e116822738af921a3a2da9b
Merge: e63b02841 291905891
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jul 2025 18:33:37 +0200

    Remove features deprecated in version 1.35 (#2268)

commit b9c8b6c93746e798ef8444f22c3bc0f7262c8296
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Wed, 23 Jul 2025 11:03:27 -0400

    Allow specifying float BusinessDayConvention in SwapRateHelper

 ql/termstructures/yield/ratehelpers.cpp | 18 +++++++++++++-----
 ql/termstructures/yield/ratehelpers.hpp |  7 +++++--
 2 files changed, 18 insertions(+), 7 deletions(-)

commit e63b02841c9b0e3f27cdf529194302e8708d95c8
Merge: 72df06287 0bb38af4c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Jul 2025 14:33:40 +0200

    Make Null constexpr (#2260)

commit 72df062871f9e94ae10b34024034234108d21d43
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.40-dev.

 CMakeLists.txt | 6 +++---
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 5deb55e78da3eca6883023a0ba116255b1195763
Author: Vladimir Polin <Vladimir.Polin@intel.com>
Date:   Tue, 22 Jul 2025 09:44:43 -0700

    pow() optimization for quantlib benchmarking

 ql/math/rounding.cpp | 11 ++++++++++-
 1 file changed, 10 insertions(+), 1 deletion(-)

commit 068b6b87d1eeaa77d302d8f766bb33be2a9a15af
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 16 Jul 2025 11:03:18 +0200

    The windows cl compiler bug should be fixed, let's test it

 .github/workflows/cmake_runners-latest-matrix.yml | 3 ---
 1 file changed, 3 deletions(-)

commit 76d0ced4a4204568397bc8faf5302f2fbed45620
Author: Ignacio Peña <ignacio.pena87@gmail.com>
Date:   Tue, 15 Jul 2025 12:21:26 -0400

    Fix potential dangling reference in MultiCubicSpline
    
    The ae_ member was declared as a reference but initialized with a
    temporary default parameter. This could cause undefined behavior
    when the constructor is called without the third argument.
    
    Changed to value member to ensure proper object lifetime.

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

commit ded9529b3df4ef1bc35e93dbb8ad9ede09c6aac3
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Mon, 14 Jul 2025 21:31:43 -0400

    Allow specifying BusinessDayConvention in OISRateHelper

 ql/termstructures/yield/oisratehelper.cpp | 14 ++++++++++----
 ql/termstructures/yield/oisratehelper.hpp |  7 +++++--
 2 files changed, 15 insertions(+), 6 deletions(-)

commit 49ecdca9a14e9268c5d1fed26b5359405a00b107
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Thu, 10 Jul 2025 16:11:02 -0400

    Remove BootstrapError class
    
    These days we can simply use a lambda and don't need to expose our
    implementation detail, add it as a friend, allocate a vector of errors
    etc.

 QuantLib.vcxproj                                   |  1 -
 QuantLib.vcxproj.filters                           |  3 -
 ql/CMakeLists.txt                                  |  1 -
 .../inflation/piecewiseyoyoptionletvolatility.hpp  |  1 -
 ql/termstructures/Makefile.am                      |  1 -
 ql/termstructures/all.hpp                          |  1 -
 ql/termstructures/bootstraperror.hpp               | 73 ----------------------
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  1 -
 ql/termstructures/globalbootstrap.hpp              |  1 -
 .../inflation/piecewiseyoyinflationcurve.hpp       |  1 -
 .../inflation/piecewisezeroinflationcurve.hpp      |  1 -
 ql/termstructures/iterativebootstrap.hpp           | 38 ++++++-----
 ql/termstructures/yield/piecewiseyieldcurve.hpp    |  1 -
 13 files changed, 18 insertions(+), 106 deletions(-)

commit 0bb38af4cf9f3fecfb2d09ae2eb54b3059a23f3a
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Mon, 23 Jun 2025 15:09:38 -0400

    Make Null constexpr
    
    This allows using it as a constant expression and guarantees constant
    folding.

 ql/instruments/makeois.cpp         | 1 -
 ql/instruments/makeois.hpp         | 2 +-
 ql/instruments/makevanillaswap.cpp | 5 +----
 ql/instruments/makevanillaswap.hpp | 2 +-
 ql/utilities/null.hpp              | 6 +++---
 5 files changed, 6 insertions(+), 10 deletions(-)

commit 29190589185c6cd0345c9026db29fe7705333d0d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Jul 2025 18:05:19 +0200

    Remove features deprecated in version 1.35

 QuantLib.vcxproj                          |   2 -
 QuantLib.vcxproj.filters                  |   6 -
 cmake/GenerateHeaders.cmake               |   1 -
 ql/CMakeLists.txt                         |   2 -
 ql/cashflows/cashflows.hpp                |  20 ---
 ql/handle.hpp                             |  12 --
 ql/indexes/ibor/bibor.hpp                 |   9 --
 ql/indexes/ibor/euribor.hpp               | 232 ------------------------------
 ql/indexes/ibor/eurlibor.hpp              |  90 ------------
 ql/instruments/Makefile.am                |   4 +-
 ql/instruments/dividendbarrieroption.hpp  |  29 ----
 ql/instruments/dividendvanillaoption.hpp  |  28 ----
 ql/termstructures/yield/oisratehelper.cpp |  20 ---
 ql/termstructures/yield/oisratehelper.hpp |  22 ---
 14 files changed, 1 insertion(+), 476 deletions(-)

commit 9b6605d0b0ef15913c8c4f6031c54efc7d4d454c
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 1 Jul 2025 13:35:44 +0200

    Run the test-suite in an extra step

 .github/workflows/cmake_runners-latest-matrix.yml | 7 +++++++
 1 file changed, 7 insertions(+)

commit fff9aefd85e5e305eec6e8f622fc8c6f461d9240
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 1 Jul 2025 13:28:59 +0200

    Remove the deprecated windows-2019 runner

 .github/workflows/cmake_runners-latest-matrix.yml | 1 -
 1 file changed, 1 deletion(-)

commit 622c073c918da8b712798106b8d97af3ccdb028b
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 23 Jun 2025 11:39:03 +0200

    Fix macOs to macOS

 .github/actions/setup/action.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 870a0573539ba2af3ae93335d994905bf6c676a8
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 22 Jun 2025 19:31:24 +0200

    Add comment

 .github/workflows/cmake_runners-latest-matrix.yml | 1 +
 1 file changed, 1 insertion(+)

commit 013964ee16d4b032216b1998372f2cefc0864515
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 22 Jun 2025 19:13:39 +0200

    Run the workflow also on 'pull_request'

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

commit 13e9deeb02598156f50c6fc245313184505ba88a
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 22 Jun 2025 19:12:28 +0200

    Fix warning on Windows and c++ std 20 and 23

 ql/experimental/exoticoptions/spreadoption.hpp | 7 +++++++
 1 file changed, 7 insertions(+)

commit f2cf8b1073354b0e3bed731c3c7cf86620c8e052
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 22 Jun 2025 18:42:56 +0200

    Fix a few namings

 .github/workflows/cmake_runners-latest-matrix.yml | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit a2ed5238a9b7414e0d7882dd276bd6d73a8aaa64
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 22 Jun 2025 18:36:14 +0200

    Add cmake_runners-latest-matrix.yml workflow

 .github/actions/setup/action.yml                  | 90 +++++++++++++++++++++++
 .github/dependabot.yml                            |  6 ++
 .github/workflows/cmake_runners-latest-matrix.yml | 70 ++++++++++++++++++
 3 files changed, 166 insertions(+)
