commit 44838ca539168ea45092e4634e857c9d07b62926
Merge: 88496b0 d4cfe8b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 16 Nov 2015 18:06:22 +0100

    Merge pull request #356.

commit d4cfe8b93fb8a8488763b05a2429eedf6d47bd9d
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 16 Nov 2015 17:03:31 +0100

    store shared pointer not a reference to a shared pointer in storage
    engine

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

commit fad76c3bb17068846a14512cbea6a3ac4a5ed26b
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 15 Nov 2015 23:01:41 +0100

    set time on finite difference operator to avoid uninitialised values in
    test case

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

commit 88496b021887b656659754c1b2964b2152f50321
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Nov 2015 16:31:31 +0100

    Update changelogs, news and contributors.

 QuantLib/ChangeLog.txt           | 4802 +++++++++++---------------------------
 QuantLib/Contributors.txt        |    4 +
 QuantLib/Docs/pages/authors.docs |    4 +
 QuantLib/Docs/pages/history.docs |   93 +
 QuantLib/News.txt                |  123 +-
 5 files changed, 1539 insertions(+), 3487 deletions(-)

commit 746d47a40cf6078a7ba2534ad0e9d57828835600
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Nov 2015 16:38:05 +0100

    Update Announce.txt.

 QuantLib/Announce.txt | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit 380d95623fb2d3fc15c6f075fa617a0c7ce29b3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Nov 2015 14:03:45 +0100

    Fix file reference.

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

commit 63a50dc12693ab7a40955e3c3e95276fee4bdea6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Nov 2015 13:43:32 +0100

    Update copyright attributions.

 QuantLib/Docs/pages/license.docs            | 11 ++++++++---
 QuantLib/LICENSE.TXT                        | 11 ++++++++---
 QuantLib/ql/instruments/makevanillaswap.cpp |  2 +-
 3 files changed, 17 insertions(+), 7 deletions(-)

commit 47d62a9de6355035bfec6d0c6aeba14e33d472ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Nov 2015 11:34:02 +0100

    Fix perturbation formula for barrier options.
    
    Closes #353.

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

commit 12a5878e0edb89e2157961803a16ef3b42345103
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Nov 2015 15:26:35 +0100

    Avoid dead assigmnents/initializations.

 .../barrieroption/perturbativebarrieroptionengine.cpp          |  2 --
 QuantLib/ql/math/optimization/differentialevolution.cpp        |  4 ++--
 QuantLib/ql/models/volatility/garch.cpp                        | 10 ++++------
 3 files changed, 6 insertions(+), 10 deletions(-)

commit bc93b5c3e0b3187c860530691a4ce3f6c760fa32
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 11 Nov 2015 11:43:54 +0100

    remove temporary files
    
    these files do not look as official documentation, so we just remove them

 QuantLib/ql/models/marketmodels/TODO.txt        | 92 -------------------------
 QuantLib/ql/models/marketmodels/upper bound.txt | 54 ---------------
 2 files changed, 146 deletions(-)

commit 153aba509c1fefca4971c9018e14cf6b1049a6bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Nov 2015 09:26:31 +0100

    Avoid warnings on VC++.

 QuantLib/ql/math/fastfouriertransform.hpp | 2 +-
 QuantLib/test-suite/stats.cpp             | 5 ++++-
 2 files changed, 5 insertions(+), 2 deletions(-)

commit f28c75a08e437fdbf4407a5bb4674cb05c10e046
Merge: 478c60b 2aa5b9e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Nov 2015 10:57:38 +0100

    Merge pull request #347.

commit 2aa5b9ef752ab2554ea753c60b4673e5e7041310
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Nov 2015 10:56:07 +0100

    Update projects.

 QuantLib/QuantLib.dev        | 10 ++++++++++
 QuantLib/QuantLib_vc8.vcproj |  4 ++++
 QuantLib/QuantLib_vc9.vcproj |  4 ++++
 3 files changed, 18 insertions(+)

commit f1ec1cc7a4827e43bad861c09aac80baa92cf534
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 Nov 2015 10:51:41 +0100

    Move a couple of heavier operations into cpp file.

 QuantLib/ql/patterns/observable.cpp | 76 +++++++++++++++++++++++++++++++++++--
 QuantLib/ql/patterns/observable.hpp | 66 +++-----------------------------
 2 files changed, 78 insertions(+), 64 deletions(-)

commit 3539e235b9668a97520af53a17b17a551a2c5e49
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 2 Nov 2015 21:26:15 +0100

    moved boost::signals2 code into observable.cpp file using the pImnpl
    idiom in order to avoid having to include boost::signals2 header file in
    observable.hpp. The latter one has let to large lib files under Visual
    Studio for x64

 QuantLib/QuantLib.vcxproj           |   5 +-
 QuantLib/QuantLib.vcxproj.filters   |  11 ++--
 QuantLib/ql/Makefile.am             |   1 +
 QuantLib/ql/patterns/Makefile.am    |   5 ++
 QuantLib/ql/patterns/observable.cpp | 113 ++++++++++++++++++++++++++++++++++++
 QuantLib/ql/patterns/observable.hpp |  81 ++++----------------------
 6 files changed, 140 insertions(+), 76 deletions(-)

commit 478c60b3c6dba7c79b377072396624ed7cc0f72e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Nov 2015 17:06:10 +0100

    Ensure header is compilable on its own.

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

commit 3f46d866fc8a23cf395aec34f70e5996d411aecb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Nov 2015 15:34:27 +0100

    Ensure that a QuantLib header is included first.

 QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit d18a8b55bfdf3bfc7cebabbefa60f33f336d101d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Nov 2015 13:27:02 +0100

    Add hook to include a user-defined file in qldefines.hpp.
    
    This makes it possible to redefine QL_REAL (e.g., for AAD) and also
    include any headers required by the used type.
    
    This approach is more generic than the previous inclusion of <ql/add.hpp>
    and makes the library agnostic with respect to the particular type used.

 QuantLib/ql/Makefile.am   |  3 +--
 QuantLib/ql/ad.hpp        | 54 -----------------------------------------------
 QuantLib/ql/qldefines.hpp | 46 ++++++++++++++++++++--------------------
 3 files changed, 24 insertions(+), 79 deletions(-)

commit 86741b7c6c774ee4badb37ce4a4b6bdce615631f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Nov 2015 10:29:49 +0100

    Remove hard-coded paths from projects.

 QuantLib/Examples/FittedBondCurve/FittedBondCurve.vcxproj | 2 +-
 QuantLib/QuantLib.vcxproj                                 | 3 +--
 2 files changed, 2 insertions(+), 3 deletions(-)

commit e8bba1e642e085e02ddc720814293fde974a21cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Oct 2015 17:10:21 +0100

    Update projects.

 QuantLib/test-suite/testsuite.dev        | 19 +++++++++++++++++++
 QuantLib/test-suite/testsuite_vc8.vcproj |  8 ++++++++
 QuantLib/test-suite/testsuite_vc9.vcproj |  8 ++++++++
 3 files changed, 35 insertions(+)

commit 17233e19454d1c44d1e76497a4096563dce081bd
Merge: 887068a a6d40eb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Oct 2015 15:12:08 +0100

    Merge pull request #288.

commit a6d40eba9a4def39ebdeeb675413a9a5a092139e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Oct 2015 14:06:37 +0100

    Use flat discount curve.

 .../Examples/FittedBondCurve/FittedBondCurve.cpp   | 213 +--------------------
 1 file changed, 7 insertions(+), 206 deletions(-)

commit 17fe23b87ea3ad637e465de408706fa803cb4f47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Oct 2015 13:44:06 +0100

    Allow key dates to be within day-counter resolution.

 QuantLib/Examples/FittedBondCurve/FittedBondCurve.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 679f94ec63748c2306b36a48e062bca50ba209f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Oct 2015 13:39:09 +0100

    Recalculate weights and first coupons when notified.

 .../yield/fittedbonddiscountcurve.cpp              | 52 +++++++++++++---------
 .../yield/fittedbonddiscountcurve.hpp              |  2 +
 2 files changed, 33 insertions(+), 21 deletions(-)

commit c00f3d83eca99eea7abebc2023e0cf421c292165
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Oct 2015 13:33:48 +0100

    Add spreaded method to all test cases.

 .../Examples/FittedBondCurve/FittedBondCurve.cpp   | 42 +++++++++++++++++-----
 1 file changed, 34 insertions(+), 8 deletions(-)

commit 6f58b9cd77c991f5dc2e8b8d50d8dcb5b147a5bf
Author: Andres-Hernandez <al252130@googlemail.com>
Date:   Tue, 27 Oct 2015 22:21:43 +0100

    Compiles and runs

 .../Examples/FittedBondCurve/FittedBondCurve.cpp     |  2 +-
 .../termstructures/yield/fittedbonddiscountcurve.hpp |  1 +
 .../termstructures/yield/nonlinearfittingmethods.cpp | 20 +++++++++++++-------
 .../termstructures/yield/nonlinearfittingmethods.hpp |  4 +++-
 4 files changed, 18 insertions(+), 9 deletions(-)

commit 887068ad89ebd37faea11a6a860fdebe102cf273
Author: Gerardo Ballabio <gerardo.ballabio@bancaprofilo.it>
Date:   Tue, 27 Oct 2015 18:03:28 +0100

    Retrieve inflation fixings from the first day of the month.
    
    Fixed #333.

 QuantLib/ql/indexes/inflationindex.cpp | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

commit 88bcae0152e28e3f6e6c01c49dc10494a408f91e
Merge: 57d56d0 0388333
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 27 Oct 2015 15:09:19 +0100

    Merge pull request #332.

commit 50ef8e23e2059a03bb4872abdf8157cf714bb98a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 26 Oct 2015 20:12:52 +0100

    reorder initialization

 QuantLib/ql/termstructures/yield/ratehelpers.cpp | 20 ++++++++++++--------
 1 file changed, 12 insertions(+), 8 deletions(-)

commit 86013e39e3bef1117f7f4f0c1c0b97f1e8d4ee85
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 26 Oct 2015 20:10:32 +0100

    remove Kahan accumulator
    
    this requires boost 1.47 which is above the current minimum requirement

 QuantLib/ql/math/statistics/incrementalstatistics.cpp | 4 ++--
 QuantLib/ql/math/statistics/incrementalstatistics.hpp | 5 ++---
 2 files changed, 4 insertions(+), 5 deletions(-)

commit 2c3f203bcae44b2dbbd8d7d358eb1aa3bc606b1b
Author: Andres-Hernandez <al252130@googlemail.com>
Date:   Fri, 23 Oct 2015 22:44:33 +0200

    Documenting use of maxEvaluations == 0

 QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.cpp | 6 +++++-
 QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.hpp | 2 +-
 2 files changed, 6 insertions(+), 2 deletions(-)

commit 0b6ba1a04a454252c20bc3563d92f62c7235d27c
Author: Andres-Hernandez <al252130@googlemail.com>
Date:   Fri, 23 Oct 2015 22:37:29 +0200

    Compiles now

 .../Examples/FittedBondCurve/FittedBondCurve.cpp   |   3 +-
 .../FittedBondCurve/FittedBondCurve.vcxproj        |   2 +-
 QuantLib/QuantLib.vcxproj                          |   3 +-
 .../yield/fittedbonddiscountcurve.cpp              | 106 +++++++--------------
 .../yield/fittedbonddiscountcurve.hpp              |   7 ++
 .../yield/nonlinearfittingmethods.cpp              |   6 +-
 .../yield/nonlinearfittingmethods.hpp              |   5 +-
 7 files changed, 53 insertions(+), 79 deletions(-)

commit 5bbd6d872d699d57567e04dd1f814e459180f476
Merge: 2e20eea 5ab3d80
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 23 Oct 2015 11:49:21 +0200

    Merge pull request #337.

commit 5ab3d80c1b843c0872e10866c07031fabf5c221b
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Fri, 23 Oct 2015 08:11:12 +0800

    Remove abundant codes

 QuantLib/ql/math/optimization/goldstein.cpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 2e20eea7c13278a78a705c1159a0e16b06caa4d5
Merge: f9d6c73 ddcb2ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 22 Oct 2015 11:32:20 +0200

    Merge pull request #297.
    
    This introduces a small incompatibility: if you wrote a class being
    bootstrapped by IterativeBootstrap and you didn't inherit it from
    InterpolatedCurve, you'll have to add a maxDate_ data member to it.

commit ddcb2ffb92b1c0e0f1620e2af11945702b94ac59
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Oct 2015 15:42:03 +0200

    Add max-date information to interpolated curve.

 QuantLib/ql/termstructures/interpolatedcurve.hpp   | 10 ++++++++++
 QuantLib/ql/termstructures/iterativebootstrap.hpp  |  2 +-
 QuantLib/ql/termstructures/yield/discountcurve.hpp |  9 +++------
 QuantLib/ql/termstructures/yield/forwardcurve.hpp  |  9 +++------
 QuantLib/ql/termstructures/yield/zerocurve.hpp     |  9 +++------
 5 files changed, 20 insertions(+), 19 deletions(-)

commit ea2d35ff7fd2bd18d0d49e78125848ee673c93aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Oct 2015 14:26:53 +0200

    Inherit from InterpolatedCurve instead of redefining data.

 .../yoyinflationoptionletvolatilitystructure2.hpp  | 55 ++++++++++------------
 1 file changed, 24 insertions(+), 31 deletions(-)

commit f9d6c739db5200bb2594cb499a131531f4ad63f7
Merge: 8b0270f fedc3c8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Oct 2015 00:44:15 +0200

    Merge pull request #334.

commit fedc3c8d81d7e6927272a2ae84aed7a8d61b2dbf
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 19 Oct 2015 10:42:07 +0200

    fix bracket grouping

 QuantLib/ql/time/calendars/israel.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 0e087120e35458c452f9b104b270d2e2bc80c5a9
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:50:28 +0200

    remove unused variable

 QuantLib/ql/time/calendars/southkorea.cpp | 1 -
 1 file changed, 1 deletion(-)

commit dd479b143a84aca5d17f513cdb1636278d235d64
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:50:21 +0200

    add brackets

 QuantLib/ql/time/calendars/israel.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 5c5aeb7a4a1440e29e2e7c4c1c6a0c0837b03b48
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:50:06 +0200

    comment out unused assignments

 .../ql/pricingengines/vanilla/analyticgjrgarchengine.cpp   | 14 ++++++++------
 1 file changed, 8 insertions(+), 6 deletions(-)

commit 6b0de59a9e18fbfc38c30c09da35e56d811cf277
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:49:53 +0200

    delete unused variables

 QuantLib/ql/math/polynomialmathfunction.cpp | 2 --
 1 file changed, 2 deletions(-)

commit 79c3fd17631246087b2973b4bb691b025eb3a0fd
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:49:34 +0200

    comment out unused variable

 QuantLib/ql/math/optimization/goldstein.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 1afe82df7d15fccc69c53bdc26bf4cb81f24d42a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:49:07 +0200

    reorder initialization, add brackets

 QuantLib/ql/math/abcdmathfunction.cpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 045d3383db6fdb33ed5b991c71d5906e9cbcf84d
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:48:29 +0200

    delete unused variable, introduce when needed

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

commit 024019636f4e4a49ea4848c361514a509a923e31
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 18 Oct 2015 17:48:04 +0200

    comment out unused variable

 .../experimental/barrieroption/analyticdoublebarrierbinaryengine.cpp   | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 2c57e7e9ef61e5d4ed5ec9314b21683b4eb337e5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 17 Oct 2015 16:37:26 +0200

    Update author page.

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

commit 3538657c7d9d2178c9a93a1cadb21b53856e3b4e
Author: Andres-Hernandez <al252130@googlemail.com>
Date:   Fri, 16 Oct 2015 23:24:41 +0200

    User decorator for discount curve and set up new SpreadFittingMethod fitting method
    
    Yes, it makes it better to use the decorator. Now the change is fully
    backwards compatible, and besides it looks better as only
    SpreadFittingMethod knows about an underlying discount curve, instead of
    that being contaminated everywhere. I added some getter methods to the
    base class FittingMethod, so as not to have to pass the parameters
    twice, once to the calculation method and once to the spread helper.

 .../Examples/FittedBondCurve/FittedBondCurve.cpp   |  2 +-
 .../yield/fittedbonddiscountcurve.cpp              |  8 ----
 .../yield/fittedbonddiscountcurve.hpp              | 41 ++++++++--------
 .../yield/nonlinearfittingmethods.cpp              | 54 ++++++++++++++++------
 .../yield/nonlinearfittingmethods.hpp              | 40 ++++++++++------
 5 files changed, 86 insertions(+), 59 deletions(-)

commit b53c9dfcf6d98116df75cf6d5a1de4a0ea908dc5
Merge: 1b08087 0250b7c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 16 Oct 2015 17:53:29 +0200

    Merge pull request #289.

commit f16e3fe1bb7268d882f8bb1979ab3d0a74acf4eb
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 12 Oct 2015 01:28:20 +0200

    added multithreading test-cases for the observer pattern

 QuantLib/ql/patterns/observable.hpp           | 303 ++++++++++++++++++++++----
 QuantLib/test-suite/Makefile.am               |   1 +
 QuantLib/test-suite/observable.cpp            | 267 +++++++++++++++++++++++
 QuantLib/test-suite/observable.hpp            |  38 ++++
 QuantLib/test-suite/quantlibtestsuite.cpp     |   2 +
 QuantLib/test-suite/testsuite.vcxproj         |   2 +
 QuantLib/test-suite/testsuite.vcxproj.filters |   8 +-
 7 files changed, 581 insertions(+), 40 deletions(-)

commit 13f5790f93d0ecefc9e102b5eda36ccae44b6a0d
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 8 Oct 2015 16:16:54 +0200

    replaced std::set by boost::unordered_set in observer

 QuantLib/ql/patterns/observable.hpp | 28 +++++++++++++++-------------
 1 file changed, 15 insertions(+), 13 deletions(-)

commit b091bf20725602aab9d07fb178fb9490a4cef208
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 8 Oct 2015 00:06:30 +0200

    fixed missing end of comment

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

commit a17025f2023395d6b10b11512650ce650c3b764e
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 7 Oct 2015 23:16:51 +0200

    added a clean implementation of the thread-safe observer
    pattern using new features in boost 1.58 w.r.t.
    the enable_shared_from_this idiom

 QuantLib/Examples/BasketLosses/BasketLosses.cpp    |  14 +-
 QuantLib/Examples/BasketLosses/Makefile.am         |   2 +-
 .../Examples/BermudanSwaption/BermudanSwaption.cpp |  12 +
 QuantLib/Examples/BermudanSwaption/Makefile.am     |   2 +-
 QuantLib/Examples/Bonds/Bonds.cpp                  |  13 +
 QuantLib/Examples/Bonds/Makefile.am                |   2 +-
 QuantLib/Examples/CDS/CDS.cpp                      |  13 +
 QuantLib/Examples/CDS/Makefile.am                  |   2 +-
 QuantLib/Examples/CallableBonds/CallableBonds.cpp  |  13 +
 QuantLib/Examples/CallableBonds/Makefile.am        |   2 +-
 .../Examples/ConvertibleBonds/ConvertibleBonds.cpp |  13 +
 QuantLib/Examples/ConvertibleBonds/Makefile.am     |   2 +-
 .../Examples/DiscreteHedging/DiscreteHedging.cpp   |  13 +
 QuantLib/Examples/DiscreteHedging/Makefile.am      |   2 +-
 QuantLib/Examples/EquityOption/EquityOption.cpp    |  13 +
 QuantLib/Examples/EquityOption/Makefile.am         |   2 +-
 QuantLib/Examples/FRA/FRA.cpp                      |  13 +
 QuantLib/Examples/FRA/Makefile.am                  |   2 +-
 .../Examples/FittedBondCurve/FittedBondCurve.cpp   |  13 +
 QuantLib/Examples/FittedBondCurve/Makefile.am      |   2 +-
 .../Examples/Gaussian1dModels/Gaussian1dModels.cpp |  13 +
 QuantLib/Examples/Gaussian1dModels/Makefile.am     |   2 +-
 QuantLib/Examples/LatentModel/LatentModel.cpp      |  13 +
 QuantLib/Examples/LatentModel/Makefile.am          |   2 +-
 QuantLib/Examples/MarketModels/Makefile.am         |   2 +-
 QuantLib/Examples/MarketModels/MarketModels.cpp    |  13 +
 QuantLib/Examples/MultidimIntegral/Makefile.am     |   2 +-
 .../Examples/MultidimIntegral/MultidimIntegral.cpp |  13 +
 QuantLib/Examples/Replication/Makefile.am          |   2 +-
 QuantLib/Examples/Replication/Replication.cpp      |  13 +
 QuantLib/Examples/Repo/Makefile.am                 |   2 +-
 QuantLib/Examples/Repo/Repo.cpp                    |  13 +
 QuantLib/Examples/Swap/Makefile.am                 |   2 +-
 QuantLib/Examples/Swap/swapvaluation.cpp           |  12 +
 QuantLib/acinclude.m4                              |  65 +++++
 QuantLib/configure.ac                              |  22 ++
 QuantLib/ql/patterns/observable.hpp                | 269 +++++++++++++++++++--
 QuantLib/ql/qldefines.hpp                          |   6 +-
 QuantLib/ql/userconfig.hpp                         |   8 +
 QuantLib/quantlib-config.in                        |   2 +-
 QuantLib/test-suite/Makefile.am                    |   4 +-
 QuantLib/test-suite/quantlibtestsuite.cpp          |   9 +
 42 files changed, 599 insertions(+), 40 deletions(-)

commit 0dd28c65bc13982091f986d8842f2e3f3d674f0a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Tue, 6 Oct 2015 10:57:58 +0200

    add missing include
    
    this may or may not create an error (in my current master at 556f1a7 it
    does), but in general we seem to need this additional include

 QuantLib/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 4109812d5d75aa9cf738dd514e6887e328acaaad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Oct 2015 17:05:34 +0200

    Use correct model price (dirty or clean) when fitting.
    
    Fixes #296.

 QuantLib/ql/termstructures/yield/fittedbonddiscountcurve.cpp | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

commit 8d39e7f944c77b77c1156aebfe017823cf56c684
Author: Bernd Lewerenz <blquant8@gmail.com>
Date:   Fri, 2 Oct 2015 13:36:25 +0200

    Add Kerkhof seasonailty model.
    
    Closes #317.

 .../ql/termstructures/inflation/seasonality.cpp    | 57 +++++++++++++++++++++-
 .../ql/termstructures/inflation/seasonality.hpp    | 21 ++++++++
 2 files changed, 77 insertions(+), 1 deletion(-)

commit a3dfe7ff8fa1361ac478a36585c7c41b305ee633
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Oct 2015 17:41:06 +0200

    Fix sign of dividend-yield in double-barrier formula.
    
    Thanks to Dean Raf for the heads-up.
    
    Fixes #319.

 .../experimental/barrieroption/analyticdoublebarrierengine.cpp |  4 ++--
 QuantLib/test-suite/quantooption.cpp                           | 10 +++++-----
 2 files changed, 7 insertions(+), 7 deletions(-)

commit 091dacb5ba3ffe1fff27e168104ab3a77e17e0e9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Sep 2015 18:05:18 +0200

    Add Christmas Eve to BOVESPA holidays.
    
    Resolves #324.

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

commit acc7f95f001d3cc2e8d5c85bc519dd7f51802aa6
Merge: aa358b9 b905f88
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Sep 2015 17:18:28 +0200

    Merge pull request #326.

commit aa358b92f23b286a1144a509d784c7bec4f93c82
Merge: 75e6d54 a4cca69
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Sep 2015 16:57:18 +0200

    Merge pull request #299.

commit ad029a03cefcb8a62d9b95abccfa8fc4436efb3d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Sep 2015 11:14:50 +0200

    Update projects and header,

 QuantLib/QuantLib.dev                 | 22 +++++++++++++++++++++-
 QuantLib/QuantLib_vc8.vcproj          |  8 ++++++++
 QuantLib/QuantLib_vc9.vcproj          |  8 ++++++++
 QuantLib/ql/math/optimization/all.hpp |  1 +
 4 files changed, 38 insertions(+), 1 deletion(-)

commit f52133ecebb2eceadb886eac1dbcfb6c20005e92
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Sep 2015 11:12:25 +0200

    Moved new files to core optimization folder.
    
    The interface is not going to change.

 QuantLib/QuantLib.vcxproj                   |  4 +-
 QuantLib/QuantLib.vcxproj.filters           | 12 ++--
 QuantLib/ql/experimental/math/Makefile.am   |  2 -
 QuantLib/ql/experimental/math/goldstein.cpp | 94 ----------------------------
 QuantLib/ql/experimental/math/goldstein.hpp | 50 ---------------
 QuantLib/ql/math/optimization/Makefile.am   |  2 +
 QuantLib/ql/math/optimization/goldstein.cpp | 95 +++++++++++++++++++++++++++++
 QuantLib/ql/math/optimization/goldstein.hpp | 52 ++++++++++++++++
 QuantLib/test-suite/optimizers.cpp          |  2 +-
 9 files changed, 158 insertions(+), 155 deletions(-)

commit ed7433d528197696a05547aae5a051843b903c70
Merge: 3ebf391 a589c39
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Sep 2015 09:34:58 +0200

    Merge pull request #323.

commit a589c39b46f764891ed6139b9a4a346c89fed15d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Sep 2015 15:56:16 +0200

    Keep smaller tolerance for par coupons.

 QuantLib/test-suite/inflationcpiswap.cpp | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

commit 8dd5581c8f496dc3b6ec24996d1990f6354b8781
Author: Francois Botha <igitur@gmail.com>
Date:   Sun, 27 Sep 2015 13:08:25 +0200

    Fix check in constructor.

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

commit 2602a34aecf3df642df2b4c5e7c1518c85cabf40
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Thu, 24 Sep 2015 20:20:13 +0200

    fix test case for indexed coupons
    
    we increase the tolerance for the check against the hard coded reference
    value so that it is passed with indexed coupons too

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

commit 3ebf391c3cd6b99dbe4bb1469774bcf8c55a359d
Merge: 894627f 7b1330e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Sep 2015 13:22:04 +0200

    Merge pull request #315.

commit 894627fe63906c2a35943b8d31f4972ef8e743db
Merge: 4949538 77bb48d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Sep 2015 15:31:07 +0200

    Merge pull request #311.

commit 4949538e435a70a7cd882287d97d42befa5bf2a3
Merge: e23bca4 77cdb29
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Sep 2015 14:53:43 +0200

    Merge pull request #309.

commit e23bca4ab3db2cfbdc41ddadfbb673386167fd22
Merge: d563a22 ebe4bca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Sep 2015 13:19:41 +0200

    Merge pull request #300.

commit d563a223e06e257b0b271836755ca4c6c6f5b913
Merge: 650ed8a cb34dfc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Sep 2015 12:25:57 +0200

    Merge pull request #294.

commit 650ed8aa00608ddbc1e15db5d760c3b35cd41c35
Merge: d476e28 d325594
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Sep 2015 10:53:34 +0200

    Merge pull request #283.

commit d325594cf4bfa0edd59650f2cdf4193ebc44db76
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Sep 2015 10:49:20 +0200

    Update projects.

 QuantLib/QuantLib.dev             | 22 +++++++++++++++++++++-
 QuantLib/QuantLib.vcxproj         |  6 ++++--
 QuantLib/QuantLib.vcxproj.filters | 10 ++++++++--
 QuantLib/QuantLib_vc8.vcproj      |  8 ++++++++
 QuantLib/QuantLib_vc9.vcproj      |  8 ++++++++
 5 files changed, 49 insertions(+), 5 deletions(-)

commit 59d7da58d54c671a8a85e400e1959a561973e5ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 23 Sep 2015 09:35:02 +0200

    Enforce backwards compatibility.

 QuantLib/ql/processes/gsrprocesscore.hpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit d476e284203b3bdd28710cec576a8b83674191d5
Merge: c78611c 91632ce
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Sep 2015 21:49:26 +0200

    Merge pull request #275.

commit 91632ce95f1f55b643272ce37f363cedce8caaf5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Sep 2015 21:26:12 +0200

    Update remaining projects.

 QuantLib/QuantLib.dev        | 22 +++++++++++++++++++++-
 QuantLib/QuantLib_vc8.vcproj |  8 ++++++++
 2 files changed, 29 insertions(+), 1 deletion(-)

commit 115088949b412b68f29fad0d6896e1705398d7bf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Sep 2015 17:55:31 +0200

    Update all.hpp.

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

commit 1bdf79dbb64121b0b5844eb7d6b95f29f55dbc7e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Sep 2015 16:46:33 +0200

    Moved validation to static method.

 QuantLib/ql/math/abcdmathfunction.cpp              | 25 ++++++++++++++++++-
 QuantLib/ql/math/abcdmathfunction.hpp              | 29 ++++------------------
 .../ql/math/interpolations/abcdinterpolation.hpp   |  2 +-
 QuantLib/ql/termstructures/volatility/abcd.cpp     |  4 +--
 .../termstructures/volatility/abcdcalibration.cpp  |  4 +--
 5 files changed, 33 insertions(+), 31 deletions(-)

commit 6b6a73980b84c6b79396638670c0d7c19be5eb5b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Sep 2015 16:39:01 +0200

    Remove unused alternate code.

 .../termstructures/volatility/abcdcalibration.cpp  | 32 ----------------------
 1 file changed, 32 deletions(-)

commit c78611c6e1a6555c5b87b41262a150bb417345fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Sep 2015 15:29:27 +0200

    MLK day was only celebrated since 1983.
    
    Thanks to John Orford for the heads-up.
    
    Closes #273.

 QuantLib/ql/time/calendars/unitedstates.cpp | 7 +++++--
 QuantLib/ql/time/calendars/unitedstates.hpp | 6 ++++--
 2 files changed, 9 insertions(+), 4 deletions(-)

commit 3857b069bc61064e1ca093d27e5d056bea35e534
Merge: de9239d 1f3bd7a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Sep 2015 16:24:41 +0200

    Merge pull request #270.

commit 1f3bd7a2194c3575fcfc6cf768cde8536699c8e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Sep 2015 16:18:35 +0200

    Update remaining projects.

 QuantLib/QuantLib.dev        | 42 +++++++++++++++++++++++++++++++++++++++++-
 QuantLib/QuantLib_vc8.vcproj | 16 ++++++++++++++++
 2 files changed, 57 insertions(+), 1 deletion(-)

commit 0414a42de30e2dae02c1aa9673e2e04d1cf9dace
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Sep 2015 15:59:19 +0200

    Renamed Tartaglia to PascalTriangle.

 QuantLib/QuantLib.vcxproj                   |  4 +--
 QuantLib/QuantLib.vcxproj.filters           |  4 +--
 QuantLib/QuantLib_vc9.vcproj                | 16 ++++-----
 QuantLib/ql/math/Makefile.am                |  6 ++--
 QuantLib/ql/math/all.hpp                    |  2 ++
 QuantLib/ql/math/pascaltriangle.cpp         | 54 +++++++++++++++++++++++++++++
 QuantLib/ql/math/pascaltriangle.hpp         | 46 ++++++++++++++++++++++++
 QuantLib/ql/math/polynomialmathfunction.cpp |  4 +--
 QuantLib/ql/math/tartaglia.cpp              | 54 -----------------------------
 QuantLib/ql/math/tartaglia.hpp              | 46 ------------------------
 10 files changed, 119 insertions(+), 117 deletions(-)

commit de9239dce52c34e959057dd901f5265a7b1e76f6
Merge: 7a9baea ff2ff26
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 21 Sep 2015 13:15:31 +0200

    Merge pull request #249.

commit 7b1330e7083efec95a20589fcc0a3144e79bd94e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 16 Sep 2015 16:12:03 +0200

    fix test cases for indexed coupons
    
    see the comment in L553 for more details on this

 QuantLib/test-suite/assetswap.cpp | 168 +++++++++++++++++++++++---------------
 1 file changed, 100 insertions(+), 68 deletions(-)

commit 7a9baea1861aa3ae54f48d25b7a3736381cdea50
Merge: 5981556 b5ddea6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Sep 2015 14:30:52 +0200

    Merge pull request #308.

commit 5981556f159d61f5b13fb4274ff70e2d3c61234a
Merge: 5076654 cd87d43
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Sep 2015 14:01:49 +0200

    Merge pull request #291.

commit 5ac11eb2b24d68b1141708afec8822c402145719
Merge: 227c687 36f894b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Sep 2015 11:57:46 +0200

    Merge pull request #282.

commit 227c687f70dad87302d646cd52682da1b968ef2f
Merge: c77588d db3b3dd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Sep 2015 17:38:59 +0200

    Merge pull request #277.

commit c77588d4d70fe7b67a311372f7119e40cd005d4b
Merge: 25ddb69 34fec93
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Sep 2015 16:59:27 +0200

    Merge pull request #274.

commit 25ddb69bd44dd23179b48c53af043885343e9b7b
Merge: 84fb515 80ec72d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Sep 2015 13:02:44 +0200

    Merge pull request #268.

commit 0afb8551ddce3e2e0fc29b492caf5eb91cf8b77f
Merge: 579c091 57390e9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Sep 2015 12:29:22 +0200

    Merge pull request #258.

commit 579c091df91e2d003533f05bd19b6e4b45a5ffd7
Merge: 2a6da63 67f223d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Sep 2015 11:16:07 +0200

    Merge pull request #247.

commit 2a6da63a2c1f81619b480c1bbe0f4321e0fb4613
Merge: 3b8bf55 6ca0e57
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Sep 2015 10:33:18 +0200

    Merge pull request #243.

commit 3b8bf555fd0b6b08d91666c040b2c6d237ccc698
Merge: 14edf3a 60f1111
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Sep 2015 09:54:18 +0200

    Merge pull request #241.

commit 9101b77ae8bbae6230f573c676a10be331178faa
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Sun, 13 Sep 2015 15:08:27 +0800

    Revert "fixed intel c++ compiling error"
    
    This reverts commit 5ebe1106a9cac3ba3cdf05030790b49d3aa4c78d.

 QuantLib/ql/experimental/credit/randomdefaultlatentmodel.hpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 10c189b92557385d467dc4a6e359ab6d30e09e08
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Sun, 13 Sep 2015 15:01:49 +0800

    revert "another way to fix the previous problem"

 QuantLib/ql/experimental/credit/randomdefaultlatentmodel.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 408fc7bbde32e1c6a154ee30733738657643e0d0
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Sun, 13 Sep 2015 14:51:26 +0800

    another way to fix the previous problem

 QuantLib/ql/experimental/credit/randomdefaultlatentmodel.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 5ebe1106a9cac3ba3cdf05030790b49d3aa4c78d
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Sun, 13 Sep 2015 14:42:31 +0800

    fixed intel c++ compiling error

 QuantLib/ql/experimental/credit/randomdefaultlatentmodel.hpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit ca54acdd1c7608b8e2940caf06ef43f538f410ec
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Thu, 10 Sep 2015 17:10:04 +0800

    removed the duplicated file inclusion

 QuantLib/QuantLib.vcxproj.filters | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

commit 77bb48df2c8a9baf436a83d607a87f3b818ed2d4
Author: maddazanzi <madda.zanzi@gmail.com>
Date:   Thu, 10 Sep 2015 11:00:46 +0200

    DepositRateHelper: Bug Fixed

 QuantLib/ql/termstructures/yield/ratehelpers.cpp | 19 +++++--------------
 1 file changed, 5 insertions(+), 14 deletions(-)

commit 91ce609a1f2ed89b12172d7e2073022078cac1c2
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Thu, 10 Sep 2015 14:53:22 +0800

    fixed typos

 QuantLib/ql/experimental/math/goldstein.cpp | 2 +-
 QuantLib/ql/experimental/math/goldstein.hpp | 6 +++---
 2 files changed, 4 insertions(+), 4 deletions(-)

commit 77cdb292870c48e09c7f72eda078225384a1f9b9
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 9 Sep 2015 20:08:46 +0200

    fix calendar

 QuantLib/ql/indexes/swap/usdliborswap.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 7253fb8488663b0c8db8dfdbd81ab9042531b72a
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 9 Sep 2015 19:01:34 +0200

    Add test to avoid degenerate schedules

 QuantLib/ql/time/schedule.cpp | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

commit 8d8d952d84dde373cbd747293e82dca410eef8a3
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Wed, 9 Sep 2015 14:15:42 +0800

    modified ql project file

 QuantLib/QuantLib.vcxproj | 2 ++
 1 file changed, 2 insertions(+)

commit 0908caed991451a0302d916367fdda15ea1173c0
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Wed, 9 Sep 2015 13:51:42 +0800

    modified vc filter file

 QuantLib/QuantLib.vcxproj.filters | 9 +++++++++
 1 file changed, 9 insertions(+)

commit 993617f070060457ba9d6734e194945979a6eb2d
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Wed, 9 Sep 2015 13:44:48 +0800

    added goldstein line search method
    
    This can be used as an alternative to armijo line search method.

 QuantLib/ql/experimental/math/Makefile.am   |  2 +
 QuantLib/ql/experimental/math/goldstein.cpp | 94 +++++++++++++++++++++++++++++
 QuantLib/ql/experimental/math/goldstein.hpp | 50 +++++++++++++++
 QuantLib/test-suite/optimizers.cpp          | 19 +++++-
 4 files changed, 164 insertions(+), 1 deletion(-)

commit b5ddea6704404beb86ea81a2c295088bf06aafd6
Author: Francois Botha <igitur@gmail.com>
Date:   Tue, 8 Sep 2015 16:26:08 +0200

    Add bond test for South African R2048 which requires Schedule from custom Date vector

 QuantLib/test-suite/bonds.cpp | 84 +++++++++++++++++++++++++++++++++++++++++++
 QuantLib/test-suite/bonds.hpp |  1 +
 2 files changed, 85 insertions(+)

commit afb9311775d164b411984867ff4775e86f3050af
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2015 10:53:52 +0200

    Bump version number to 1.6.3.

 QuantLib/Announce.txt   | 4 ++--
 QuantLib/configure.ac   | 2 +-
 QuantLib/ql/version.hpp | 8 ++++----
 3 files changed, 7 insertions(+), 7 deletions(-)

commit ebe4bca981252104d21f8d79ecdd65c540888a42
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 31 Aug 2015 16:46:14 +0200

    fix minimum strike

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

commit 123e3aa8f4f34e1def0b1002afb329a3ed68ad30
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 31 Aug 2015 16:45:57 +0200

    fix inspector

 QuantLib/ql/termstructures/volatility/flatsmilesection.hpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 36f894bde94f343187349ac7704a08e24da01d98
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 30 Aug 2015 17:32:51 +0200

    fix precaching for omp parallelization
    
    in certain cases the precaching was not complete leading to runtime
    errors in the engine when OpenMP was enabled

 QuantLib/ql/pricingengines/swaption/gaussian1dswaptionengine.cpp | 3 +++
 1 file changed, 3 insertions(+)

commit a4cca69e6c763d1e0dc982573a604c82cff54363
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 29 Aug 2015 19:04:09 +0200

    fix reset, remove unnecessary variable

 .../ql/math/statistics/incrementalstatistics.cpp     |  5 ++---
 .../ql/math/statistics/incrementalstatistics.hpp     | 20 ++++++++++----------
 2 files changed, 12 insertions(+), 13 deletions(-)

commit 73e83481bba7344d9c2a0be29ab8b2c7caab435a
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 29 Aug 2015 16:24:33 +0200

    use boost accumulators for incremental statistics
    
    add test cases with reference values from the old implementation, add
    test cases which tests the numerical stability of the new implementation
    where the old one fails

 .../ql/math/statistics/incrementalstatistics.cpp   | 195 ++++++++-------------
 .../ql/math/statistics/incrementalstatistics.hpp   |  55 ++++--
 QuantLib/test-suite/stats.cpp                      |  65 ++++++-
 QuantLib/test-suite/stats.hpp                      |   2 +
 4 files changed, 184 insertions(+), 133 deletions(-)

commit 611dcdea70467f844e60f7b93f02ec8c2fb253d0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Aug 2015 18:05:32 +0200

    Shuffled some documentation around.
    
    Now the docs page for math lists interpolations, solvers and optimizers.

 QuantLib/Docs/pages/math.docs                      | 56 ++++------------------
 .../ql/math/interpolations/abcdinterpolation.hpp   |  2 +
 .../interpolations/backwardflatinterpolation.hpp   |  2 +
 .../interpolations/convexmonotoneinterpolation.hpp |  3 ++
 .../ql/math/interpolations/cubicinterpolation.hpp  |  2 +
 .../interpolations/forwardflatinterpolation.hpp    |  2 +
 .../ql/math/interpolations/kernelinterpolation.hpp |  2 +
 .../ql/math/interpolations/linearinterpolation.hpp |  2 +
 .../ql/math/interpolations/loginterpolation.hpp    |  4 ++
 .../ql/math/interpolations/mixedinterpolation.hpp  |  2 +
 .../ql/math/interpolations/sabrinterpolation.hpp   |  2 +
 .../ql/math/optimization/conjugategradient.hpp     |  5 ++
 .../ql/math/optimization/differentialevolution.hpp |  1 +
 .../ql/math/optimization/levenbergmarquardt.hpp    |  2 +
 QuantLib/ql/math/optimization/simplex.hpp          | 19 ++++++++
 .../ql/math/optimization/simulatedannealing.hpp    |  2 +
 QuantLib/ql/math/solvers1d/bisection.hpp           |  2 +
 QuantLib/ql/math/solvers1d/brent.hpp               |  2 +
 QuantLib/ql/math/solvers1d/falseposition.hpp       |  2 +
 .../math/solvers1d/finitedifferencenewtonsafe.hpp  |  2 +
 QuantLib/ql/math/solvers1d/newton.hpp              |  2 +
 QuantLib/ql/math/solvers1d/newtonsafe.hpp          |  2 +
 QuantLib/ql/math/solvers1d/ridder.hpp              |  2 +
 QuantLib/ql/math/solvers1d/secant.hpp              |  2 +
 24 files changed, 78 insertions(+), 46 deletions(-)

commit a80c226ad8f41b348c46439350e4f4af0610adaa
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Thu, 27 Aug 2015 19:09:02 +0200

    avoided convergence loop when possible

 QuantLib/ql/termstructures/iterativebootstrap.hpp | 30 ++++++++++++-----------
 1 file changed, 16 insertions(+), 14 deletions(-)

commit 5b1c0e5518c84e7acff63ff21c0ddbe9c0f68117
Merge: 2f36571 aec231f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Aug 2015 15:38:08 +0200

    Merge pull request #281.

commit 80338d424f00c05d61012c06e496eafee16e5b90
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Aug 2015 14:52:40 +0200

    Update projects.

 QuantLib/QuantLib.dev        | 23 ++++++++++++++++++++++-
 QuantLib/QuantLib_vc8.vcproj |  8 ++++++++
 2 files changed, 30 insertions(+), 1 deletion(-)

commit 05e8a3f9b2676d4a2e1a6a97753bd9626d5b4230
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Aug 2015 15:27:04 +0200

    Use TASE holidays for settlement calendar.
    
    It's not perfect, but it's less incorrect than just using weekends.

 QuantLib/ql/time/calendars/israel.cpp | 18 +-----------------
 QuantLib/ql/time/calendars/israel.hpp | 20 +++-----------------
 2 files changed, 4 insertions(+), 34 deletions(-)

commit 2f36571c8a49bf9b153f5bcc0a75bba16ed9ef8c
Merge: 4ada88b 5a6be68
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Aug 2015 13:50:30 +0200

    Merge pull request #279.

commit 4ada88b0783807613f44fae7246fd24c1f326ec3
Merge: edab439 988129d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Aug 2015 13:26:35 +0200

    Merge pull request #263.

commit 93d72a5e69693a2917272612a069462901c8bad4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Aug 2015 13:24:57 +0200

    Update VC++ and Dev-C++ projects.

 QuantLib/QuantLib.dev        | 20 ++++++++++++++++++++
 QuantLib/QuantLib_vc8.vcproj |  8 ++++++++
 QuantLib/QuantLib_vc9.vcproj |  8 ++++++++
 3 files changed, 36 insertions(+)

commit 5352a5e124da6dc612eaf2ec0a44ac04da5b31e0
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Wed, 26 Aug 2015 20:12:44 +0200

    updated error messages

 QuantLib/ql/termstructures/localbootstrap.hpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit d0177b6676afe4ba31843c5408e9172fc3fdea35
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Wed, 26 Aug 2015 19:54:02 +0200

    introduced Pillar::Choice {Maturity Date, LastRelevantDate, CustomDate}; implemented for FRAs and Swaps

 QuantLib/ql/termstructures/bootstraphelper.hpp     |  75 ++++++-
 QuantLib/ql/termstructures/iterativebootstrap.hpp  |  35 ++-
 QuantLib/ql/termstructures/localbootstrap.hpp      |   8 +-
 .../yield/fittedbonddiscountcurve.cpp              |   2 +-
 QuantLib/ql/termstructures/yield/ratehelpers.cpp   | 246 +++++++++++++++------
 QuantLib/ql/termstructures/yield/ratehelpers.hpp   |  51 ++++-
 QuantLib/test-suite/piecewiseyieldcurve.cpp        |   2 +-
 7 files changed, 317 insertions(+), 102 deletions(-)

commit 6b732afde25e76ac32fbe2f81c3dfe8298076ed2
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Wed, 26 Aug 2015 19:49:53 +0200

    partial fix for pillar not being equal to BoostrapHelper's latest date

 QuantLib/ql/termstructures/yield/discountcurve.hpp | 10 ++++++++--
 QuantLib/ql/termstructures/yield/forwardcurve.hpp  | 10 ++++++++--
 QuantLib/ql/termstructures/yield/zerocurve.hpp     | 10 ++++++++--
 3 files changed, 24 insertions(+), 6 deletions(-)

commit 7f11b622c2acbc85fe09dad21cf4c9d9b09a0ccf
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Wed, 26 Aug 2015 19:46:13 +0200

    removed extra comma

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

commit f3cc9e11aa08410200b9e383111acd2dc0c78e92
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Wed, 26 Aug 2015 19:45:48 +0200

    fixed formatting

 QuantLib/ql/experimental/inflation/yoyoptionlethelpers.cpp | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

commit 8085390186cee8f3b86a8d3c1f6e117803ab6103
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Tue, 25 Aug 2015 18:11:38 +0200

    correct FRA's end date

 QuantLib/ql/termstructures/yield/ratehelpers.cpp | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

commit 1dcda24cd5ad8b21b553f922ac355edbb1db8bc5
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Tue, 25 Aug 2015 18:05:27 +0200

    removed exit condition for non global interpolator

 QuantLib/ql/termstructures/iterativebootstrap.hpp | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

commit cb34dfc7b8fef80c8840a7d67cf90e714064ea77
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 21 Aug 2015 19:58:52 +0200

    refurbish Heston model helper
    
    use out of the money option type instead of call, add constructor taking
    s0 as a quote, fix observability, remove misleading comment

 QuantLib/ql/models/equity/hestonmodelhelper.cpp    | 66 ++++++++++++++--------
 QuantLib/ql/models/equity/hestonmodelhelper.hpp    | 28 ++++++---
 QuantLib/test-suite/hestonmodel.cpp                |  4 +-
 .../test-suite/hybridhestonhullwhiteprocess.cpp    | 12 ++--
 4 files changed, 75 insertions(+), 35 deletions(-)

commit aefb8b959e6a6b70b2546602284f8c715799370e
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 17 Aug 2015 21:01:19 +0200

    fixed formatting

 QuantLib/ql/time/date.hpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit 7569406af90c6b78579035f7a3ce815c951b7146
Author: Cheng.Li <cheng.li@datayes.com>
Date:   Mon, 17 Aug 2015 13:35:22 +0800

    avoided the amiguous call to tolerance in boost 1.59

 QuantLib/test-suite/garch.cpp                 | 2 +-
 QuantLib/test-suite/integrals.cpp             | 2 +-
 QuantLib/test-suite/tqreigendecomposition.cpp | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit cd87d435d6790a9a1cca9a2f83c98ef8007775f2
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 16 Aug 2015 20:04:53 +0200

    add test case for a degenerated integration domain

 QuantLib/test-suite/integrals.cpp | 15 +++++++++++++++
 1 file changed, 15 insertions(+)

commit 9344be392006a030139f79c29252baa3c3be018e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 16 Aug 2015 20:04:06 +0200

    for an empty domain return zero (otherwise we might enter into an infinite loop below)

 QuantLib/ql/math/integrals/segmentintegral.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 3557c9d633522edaab4d78e1eaede4d8ce3a2d31
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 12 Aug 2015 20:55:11 +0200

    added preprocessor directive to toggle between existing date class and
    high resolution datetime class

 QuantLib/configure.ac               |  20 ++
 QuantLib/ql/time/date.cpp           | 500 ++++++++++++++++++++++++++++--------
 QuantLib/ql/time/date.hpp           | 151 +++++++++--
 QuantLib/ql/userconfig.hpp          |   5 +
 QuantLib/test-suite/dates.cpp       |   5 +
 QuantLib/test-suite/daycounters.cpp |   5 +-
 QuantLib/test-suite/fdheston.cpp    |   3 +
 7 files changed, 569 insertions(+), 120 deletions(-)

commit 2ca3ed0fa2cdf14de0e0f1cb95070543ef5a8706
Author: Andres Hernandez <hernandeza@laptop-hernandeza.frankfurt.de.ibm.com>
Date:   Sun, 9 Aug 2015 21:56:50 +0200

    If maxIterations is equal to zero, no calculation is ever made, this
    allows to use a credit spread calculated for the discount curve from
    one currency with the discount curve from another currency

 .../yield/fittedbonddiscountcurve.cpp              | 40 +++++++++++-----------
 1 file changed, 20 insertions(+), 20 deletions(-)

commit aa7844106251c7a2e218066b7f8bbcdfcd54e29d
Author: Andres Hernandez <hernandeza@laptop-hernandeza.frankfurt.de.ibm.com>
Date:   Sun, 9 Aug 2015 21:36:39 +0200

    Added possibility to fit spread over a discount curve to FittedBondDiscountCurve:
    - One can now specify the weights to be used, it defaults to the old method
    of weighted by inverse duration if an empty weight Array is given (or skipped)
    - One can now give an externally initiated optimization method. If none is
    provided, then the old Simplex method is used.
    - One can now specify a discount curve upon which a spread curve will be fitted. If
    no discount curve is provided, then the full curve is fitted.

 .../Examples/FittedBondCurve/FittedBondCurve.cpp   | 227 ++++++++++++++++++++-
 .../yield/fittedbonddiscountcurve.cpp              | 122 ++++++++---
 .../yield/fittedbonddiscountcurve.hpp              |  44 +++-
 .../yield/nonlinearfittingmethods.cpp              |  44 ++--
 .../yield/nonlinearfittingmethods.hpp              |  43 +++-
 5 files changed, 414 insertions(+), 66 deletions(-)

commit e4b5202a37c694359a3914c31a9304f9c55f5858
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 6 Aug 2015 23:00:39 +0200

    fixed reference results

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

commit c6bdf0cd7053eb58831faf345819e5e63553070d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Aug 2015 17:39:19 +0200

    Added South Korean holidays for 2015/2016.
    
    Thanks to Faycal El Karaa.

 QuantLib/ql/time/calendars/southkorea.cpp | 9 +++++++++
 QuantLib/ql/time/calendars/southkorea.hpp | 2 +-
 2 files changed, 10 insertions(+), 1 deletion(-)

commit ea704fb847974f497b089cc4dc47bdb619496b99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Aug 2015 16:45:56 +0200

    Add new Mountain Day holiday for Japan.
    
    Thanks to Aaron Stephanic for the heads-up.

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

commit 4586d650dfa11ea2a6efc4f8d8fde9102ea20406
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 27 Apr 2015 23:11:25 +0200

    added new time units to stream operator

 QuantLib/ql/time/timeunit.cpp | 10 ++++++++++
 1 file changed, 10 insertions(+)

commit 8783070b13b9a75e920d7262339c57645232b501
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 27 Apr 2015 22:58:50 +0200

    intraday patch including unit tests

 QuantLib/ql/time/date.cpp                       | 700 ++++++++++++++----------
 QuantLib/ql/time/date.hpp                       | 164 +++---
 QuantLib/ql/time/daycounters/actual360.hpp      |   2 +-
 QuantLib/ql/time/daycounters/actual365fixed.hpp |   2 +-
 QuantLib/ql/time/daycounters/actualactual.cpp   |  10 +-
 QuantLib/ql/time/timeunit.hpp                   |   7 +-
 QuantLib/test-suite/dates.cpp                   |  58 ++
 QuantLib/test-suite/dates.hpp                   |   1 +
 QuantLib/test-suite/daycounters.cpp             |  35 ++
 QuantLib/test-suite/daycounters.hpp             |   1 +
 QuantLib/test-suite/fdheston.cpp                |  78 ++-
 QuantLib/test-suite/fdheston.hpp                |   1 +
 12 files changed, 659 insertions(+), 400 deletions(-)

commit 6e4e2f0aba8a4d359fd8e8322830e3fb7eae98e0
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 27 Jul 2015 19:53:49 +0200

    remove adjusters for the time being

 QuantLib/ql/processes/gsrprocess.cpp     |  4 ++--
 QuantLib/ql/processes/gsrprocess.hpp     |  2 +-
 QuantLib/ql/processes/gsrprocesscore.cpp | 13 ++++---------
 QuantLib/ql/processes/gsrprocesscore.hpp |  4 ++--
 4 files changed, 9 insertions(+), 14 deletions(-)

commit 1ca4368a7d3516fd255872647076bfed9192df46
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 27 Jul 2015 19:48:37 +0200

    separate gsr core computations from process class, streamline documentation

 QuantLib/ql/processes/Makefile.am        |   2 +
 QuantLib/ql/processes/all.hpp            |   1 +
 QuantLib/ql/processes/gsrprocess.cpp     | 378 +++----------------------------
 QuantLib/ql/processes/gsrprocess.hpp     |  70 +++---
 QuantLib/ql/processes/gsrprocesscore.cpp | 368 ++++++++++++++++++++++++++++++
 QuantLib/ql/processes/gsrprocesscore.hpp | 108 +++++++++
 6 files changed, 545 insertions(+), 382 deletions(-)

commit 1f3c6018b7340a01f16b2da27c4adaf410b63c82
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 25 Jul 2015 22:08:44 +0200

    fix include statements, remove inactive code

 .../shortrate/onefactormodels/gaussian1dmodel.cpp  |  2 +
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |  2 -
 .../ql/models/shortrate/onefactormodels/gsr.hpp    |  7 ---
 .../shortrate/onefactormodels/markovfunctional.cpp | 63 +++-------------------
 .../shortrate/onefactormodels/markovfunctional.hpp |  9 +---
 .../capfloor/gaussian1dcapfloorengine.cpp          |  2 +
 .../gaussian1dfloatfloatswaptionengine.cpp         |  2 +
 .../gaussian1dnonstandardswaptionengine.cpp        |  2 +
 .../swaption/gaussian1dswaptionengine.cpp          |  2 +
 QuantLib/test-suite/markovfunctional.cpp           |  2 +-
 10 files changed, 20 insertions(+), 73 deletions(-)

commit 98501936e3854379476ccd7733decc99faeea1f0
Author: Riccardo Barone <riccardo.barone@bancaimi.com>
Date:   Fri, 24 Jul 2015 11:19:59 +0200

    Updated vcproj

 QuantLib/QuantLib.vcxproj         |  4 ++--
 QuantLib/QuantLib.vcxproj.filters | 12 ++++++------
 QuantLib/QuantLib_vc9.vcproj      |  8 ++++++++
 3 files changed, 16 insertions(+), 8 deletions(-)

commit eb85273dfb8c1d68992ffad9443fb27f7aee04ec
Author: Riccardo Barone <riccardo.barone@bancaimi.com>
Date:   Fri, 24 Jul 2015 10:43:13 +0200

    Created israelian calendar

 QuantLib/QuantLib.vcxproj              |   2 +
 QuantLib/QuantLib.vcxproj.filters      |   8 +-
 QuantLib/ql/time/calendars/Makefile.am |   2 +
 QuantLib/ql/time/calendars/all.hpp     |   1 +
 QuantLib/ql/time/calendars/israel.cpp  | 373 +++++++++++++++++++++++++++++++++
 QuantLib/ql/time/calendars/israel.hpp  |  93 ++++++++
 6 files changed, 478 insertions(+), 1 deletion(-)

commit 5b2f918ebf50c4ae7270f74f1f8bcec76b68caba
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Tue, 21 Jul 2015 18:14:20 +0200

    updated SouthKorea Calendar untill the end of 2032

 QuantLib/ql/time/calendars/southkorea.cpp | 123 +++++++++++++++++++++---------
 QuantLib/ql/time/calendars/southkorea.hpp |   4 +-
 2 files changed, 91 insertions(+), 36 deletions(-)

commit db3b3dd6ba8da02665a96660b534865c315e3b40
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 11 Jul 2015 13:14:09 +0200

    fix number of parameters after removal of adjusters, fix comment text

 QuantLib/ql/models/shortrate/onefactormodels/gsr.cpp | 8 ++++----
 QuantLib/ql/models/shortrate/onefactormodels/gsr.hpp | 4 ++--
 2 files changed, 6 insertions(+), 6 deletions(-)

commit 6373bdc7ede14909e1eee01f84c0c32ff9af67e8
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 11 Jul 2015 13:06:55 +0200

    remove adjusters for the time being

 .../ql/models/shortrate/onefactormodels/gsr.cpp    | 90 +++-------------------
 .../ql/models/shortrate/onefactormodels/gsr.hpp    | 83 ++------------------
 2 files changed, 20 insertions(+), 153 deletions(-)

commit 55c8c60064ab6f5dac042a0c45629042a5c8799e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 10 Jul 2015 22:56:41 +0200

    refine update mechanics

 .../ql/models/shortrate/onefactormodels/gsr.cpp    | 120 +++++++++++++++++----
 .../ql/models/shortrate/onefactormodels/gsr.hpp    | 107 +++++++++++++++---
 2 files changed, 193 insertions(+), 34 deletions(-)

commit e7931291010c544d3356da855e2c60a18cf2a819
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Tue, 30 Jun 2015 14:11:57 +0200

    avoided c=0 in test-suite

 QuantLib/test-suite/marketmodel.cpp | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

commit 67f223d533b95672dd52a18702e64b5e94409278
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 27 Jun 2015 09:24:28 +0200

    simplify the post processing interface

 .../montecarlo/longstaffschwartzpathpricer.hpp     | 36 ++++++++++++----------
 1 file changed, 19 insertions(+), 17 deletions(-)

commit ebb4c22fd49cc041ee90fa86dc4cbb1d6a172e7c
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 26 Jun 2015 14:56:24 +0200

    remove the additional inspectors again and add a post processing hook instead that can be used from derived classes

 .../montecarlo/longstaffschwartzpathpricer.hpp        | 19 +++++++++++++++----
 1 file changed, 15 insertions(+), 4 deletions(-)

commit 8d54c1016b3c988c323e56e5897a0611f675ed9f
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Thu, 25 Jun 2015 11:20:52 +0200

    added copyright

 QuantLib/ql/termstructures/volatility/abcdcalibration.cpp | 2 +-
 QuantLib/ql/termstructures/volatility/abcdcalibration.hpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit bf89eacc4ddd1e0c0fc79712806304279ad39748
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Thu, 25 Jun 2015 11:16:34 +0200

    updated vcxproj

 QuantLib/QuantLib.vcxproj         | 2 ++
 QuantLib/QuantLib.vcxproj.filters | 8 +++++++-
 2 files changed, 9 insertions(+), 1 deletion(-)

commit a005dd94c4fde69f59ff94fe8b12bf52de9e4bd9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jun 2015 11:43:21 +0200

    Bump version number to 1.7.

 QuantLib/Announce.txt   | 4 ++--
 QuantLib/configure.ac   | 2 +-
 QuantLib/ql/version.hpp | 8 ++++----
 3 files changed, 7 insertions(+), 7 deletions(-)

commit 7c9212617fc9aac819472484cc92c7ea26c8912c
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Tue, 23 Jun 2015 09:53:59 +0200

    remove the unused index 0 from the coeff_ array to avoid confusion and safe some bytes - since the coefficients inspector is only introduced together with this change, this can not break anything; add copyrights

 .../ql/methods/montecarlo/longstaffschwartzpathpricer.hpp     | 11 ++++++-----
 QuantLib/ql/pricingengines/mclongstaffschwartzengine.hpp      |  1 +
 2 files changed, 7 insertions(+), 5 deletions(-)

commit 34fec9314aadc1f89201254dc1c0f1daf4ef85a3
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Mon, 22 Jun 2015 18:33:12 +0200

    added ECB reserve maintenance periods for 2016

 QuantLib/ql/time/ecb.cpp | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit fad713ddc5a50bc13dd180a54832efaae5b1f691
Author: Riccardo Barone <riccardo.barone@bancaimi.com>
Date:   Thu, 18 Jun 2015 16:52:30 +0200

    reordered vcxproj file

 QuantLib/QuantLib.vcxproj | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 167f56bcd509d00594ff97fc0e1dee1ad8ac514b
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Thu, 18 Jun 2015 16:27:25 +0200

    added romania calendar files to vc9 solution

 QuantLib/QuantLib_vc9.vcproj | 104 +++++++++++++++++++++++--------------------
 1 file changed, 56 insertions(+), 48 deletions(-)

commit e495ea2fafa3d7d140ed92ca0732fc1bb2e6c442
Author: Ferdinando Ametrano <nando@ametrano.net>
Date:   Mon, 15 Jun 2015 19:08:15 +0200

    added abcdMathFunction

 QuantLib/QuantLib_vc9.vcproj                       |   8 ++
 QuantLib/ql/math/Makefile.am                       |   2 +
 QuantLib/ql/math/abcdmathfunction.cpp              | 110 ++++++++++++++++
 QuantLib/ql/math/abcdmathfunction.hpp              | 146 +++++++++++++++++++++
 QuantLib/ql/termstructures/volatility/abcd.cpp     |  28 +---
 QuantLib/ql/termstructures/volatility/abcd.hpp     |  41 ++----
 .../termstructures/volatility/abcdcalibration.cpp  | 100 ++++++++++----
 .../termstructures/volatility/abcdcalibration.hpp  |  55 +++-----
 8 files changed, 365 insertions(+), 125 deletions(-)

commit eded051eb93b2f648ad29ee6eac08ed53cdd0491
Author: Paolo Mazzocchi <mazzocchip@live.it>
Date:   Mon, 15 Jun 2015 18:33:04 +0200

    added files to vcxproj

 QuantLib/QuantLib.vcxproj         | 18 ++++++++------
 QuantLib/QuantLib.vcxproj.filters | 50 ++++++++++++++++++++++++---------------
 2 files changed, 42 insertions(+), 26 deletions(-)

commit 40c25cfed64da7eead5de06a4ce03084b1a18d3c
Author: Ferdinando Ametrano <nando@ametrano.net>
Date:   Mon, 15 Jun 2015 18:06:26 +0200

    added polynomial and tartaglia (ancillary) functions

 QuantLib/QuantLib_vc9.vcproj                |  16 ++++
 QuantLib/ql/math/Makefile.am                |   6 +-
 QuantLib/ql/math/polynomialmathfunction.cpp | 111 ++++++++++++++++++++++++++++
 QuantLib/ql/math/polynomialmathfunction.hpp |  80 ++++++++++++++++++++
 QuantLib/ql/math/tartaglia.cpp              |  54 ++++++++++++++
 QuantLib/ql/math/tartaglia.hpp              |  46 ++++++++++++
 6 files changed, 312 insertions(+), 1 deletion(-)

commit 80ec72d0dcb1aca3da661f93a530cabe88daa32d
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 13 Jun 2015 22:38:32 +0200

    avoid duplicate points in grid if cPoint is equal to start or end

 .../meshers/concentrating1dmesher.cpp               | 21 ++++++++++++---------
 1 file changed, 12 insertions(+), 9 deletions(-)

commit 52952fc347dead869ffd260bb83752fad6bb775c
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 13 Jun 2015 21:29:16 +0200

    The cPoint is only guaranteed to belong to the grid, if u0 >= dx and u0 <= (size-2)*dx. This also implies that u > 0 and u < 1, so the corresponding checks can be removed.

 .../meshers/concentrating1dmesher.cpp              | 28 ++++++++++++----------
 1 file changed, 16 insertions(+), 12 deletions(-)

commit e08532b1bc0fa4594b0313b854a53b2f70f4b91d
Author: Riccardo Barone <riccardo.barone@bancaimi.com>
Date:   Thu, 11 Jun 2015 15:13:26 +0200

    Created romanian calendar

 QuantLib/QuantLib.vcxproj.filters | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit ecc141a68fe83390b6bedeb007e2145e7b408159
Author: Riccardo Barone <riccardo.barone@bancaimi.com>
Date:   Thu, 11 Jun 2015 14:52:25 +0200

    created romanian calendar

 QuantLib/QuantLib.vcxproj.filters | 36 ++++++++++++++++++++++++------------
 1 file changed, 24 insertions(+), 12 deletions(-)

commit 53c356fcac35c3d639e5af46bcd0a67cab6089c7
Author: Riccardo Barone <riccardo.barone@bancaimi.com>
Date:   Thu, 11 Jun 2015 08:04:17 +0200

    Add romanian calendar

 QuantLib/QuantLib.vcxproj              |  4 +-
 QuantLib/QuantLib.vcxproj.filters      | 32 +++++++---------
 QuantLib/ql/time/calendars/Makefile.am |  2 +
 QuantLib/ql/time/calendars/all.hpp     |  1 +
 QuantLib/ql/time/calendars/romania.cpp | 65 ++++++++++++++++++++++++++++++++
 QuantLib/ql/time/calendars/romania.hpp | 68 ++++++++++++++++++++++++++++++++++
 6 files changed, 152 insertions(+), 20 deletions(-)

commit 57390e913331368ee1390119fcd97ca28c00c287
Author: Michael von den Driesch <mdriesch@web.de>
Date:   Mon, 8 Jun 2015 21:47:29 +0200

    Minor caplet stripping fix
    
    Fixing minor bug in optionletstripper1.cpp. Forward rates weretaken from the index instead of from the coupon. This, at least with the QLDEFINE USE_INDEXED_COUPON can lead to different forwards used for pricing vs used for getting implied vols. In turn you will not exactly reproduce the qouted cap vols.

 QuantLib/ql/termstructures/volatility/optionlet/optionletstripper1.cpp | 3 ++-
 QuantLib/test-suite/optionletstripper.cpp                              | 3 ++-
 2 files changed, 4 insertions(+), 2 deletions(-)

commit b999684f51cf675e79dc57003da04f82164f8e2f
Author: maddazanzi <madda.zanzi@gmail.com>
Date:   Wed, 3 Jun 2015 09:33:37 +0200

    Adding copyright notice

 QuantLib/ql/termstructures/yield/ratehelpers.cpp | 1 +
 QuantLib/ql/termstructures/yield/ratehelpers.hpp | 1 +
 2 files changed, 2 insertions(+)

commit b26ad407a4a36606b60d9df9e707f255ffec5b75
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Fri, 22 May 2015 21:03:30 +0200

    allow for a time grid that is a subset of the full grid of the paths, add inspectors for basis system and calibrated coefficients

 .../methods/montecarlo/longstaffschwartzpathpricer.hpp  | 17 ++++++++++-------
 1 file changed, 10 insertions(+), 7 deletions(-)

commit aef55b066b8a19e2801995dbd36bda1460cbdbe1
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Thu, 21 May 2015 20:34:39 +0200

    extend pricer to european and bermudan style options

 .../pricingengines/mclongstaffschwartzengine.hpp   | 24 +++++++++++++++++-----
 1 file changed, 19 insertions(+), 5 deletions(-)

commit ffe8d6edbf90067d6393ba00270cbab9f679b8ce
Author: maddazanzi <madda.zanzi@gmail.com>
Date:   Thu, 21 May 2015 18:34:43 +0200

    FxSwap Rate Helpers with IsFxBaseCurrencyCollateralCurrency flag

 QuantLib/ql/termstructures/yield/ratehelpers.cpp | 21 +++++++++++----------
 QuantLib/ql/termstructures/yield/ratehelpers.hpp | 14 ++++++++++----
 2 files changed, 21 insertions(+), 14 deletions(-)

commit 6ca0e57fb0da3bc1d1ce3700a1a951f5f6b2827e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Wed, 20 May 2015 20:14:36 +0200

    the SwaptionVolatilityCube1 class feeds longer parameter vectors to the smile sections than expected by the number of parameters, so we have to relax the check (this is already the case for the classic Hagan version of the cube, but we do not have a check there at all)

 QuantLib/ql/experimental/volatility/noarbsabrsmilesection.cpp | 4 ++--
 QuantLib/ql/experimental/volatility/zabrsmilesection.hpp      | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 60f1111d94be5ed42f6fd0fa87be9da5565996dc
Author: gpazmandi <g.pazmandi@themaconsulting.ch>
Date:   Fri, 3 Apr 2015 18:20:05 +0200

    LongstaffSchwartz with exercise probability
    
    This patch extends the MC Longstaff-Schwartz engine to calculate the
    exercise probability of the option. A test is added, where results are
    checked against third-party values.

 .../montecarlo/longstaffschwartzpathpricer.hpp      | 21 +++++++++++++++++++++
 .../ql/pricingengines/mclongstaffschwartzengine.hpp |  3 +++
 QuantLib/test-suite/mclongstaffschwartzengine.cpp   | 21 +++++++++++++++++++++
 3 files changed, 45 insertions(+)

commit 7c577199910e5a269e1c3fbc013ad574ab793013
Author: maddazanzi <madda.zanzi@gmail.com>
Date:   Mon, 4 May 2015 10:14:55 +0200

    FxSwap RateHelper

 QuantLib/ql/termstructures/yield/ratehelpers.cpp | 99 +++++++++++++++++++++---
 QuantLib/ql/termstructures/yield/ratehelpers.hpp | 54 ++++++++++++-
 2 files changed, 139 insertions(+), 14 deletions(-)
