commit ede2c4b995b543b1e89ff028682f14ec0cff829f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.37 final.

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

commit 7001df124864e7de9572f6708774b88037a0c98f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Jan 2025 17:59:30 +0100

    Use fallthrough attribute instead of comment

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

commit 806a6306419732bfadb248f2faa1d43655fd02be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Jan 2025 17:56:52 +0100

    Make a few variables constexpr

 test-suite/basketoption.cpp        | 6 +++---
 test-suite/gaussianquadratures.cpp | 3 ++-
 test-suite/integrals.cpp           | 7 ++++---
 test-suite/matrices.cpp            | 2 +-
 4 files changed, 10 insertions(+), 8 deletions(-)

commit 38d7426c1014ba552f7e49a25253217cd56e59d9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Jan 2025 23:00:56 +0100

    Update news

 Docs/pages/history.docs | 7 +++++--
 News.md                 | 9 ++++++---
 2 files changed, 11 insertions(+), 5 deletions(-)

commit cd8e69c0b46e00e719a951d91d79d003910f1d04
Merge: b5ab596a1 c3c27e28f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Jan 2025 11:45:01 +0100

    Move transformation used in GlobalBootstrap into Traits (#2135)

commit c3c27e28fa1f075de0b0907fcdd910b004ca88ce
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Wed, 8 Jan 2025 16:12:44 -0500

    Move transformation used in GlobalBootstrap into Traits
    
    Also, use exp instead of atan transformation for discount factors. This
    is an improvement on #2120 based on these observations:
    
    * Rates-based traits don't need any constraints in the optimization, so
      we don't need any transformation with them. This removes unnecessary
      computations.
    
    * Discount factors are only bounded on one side (have to be positive),
      so instead of estimating a max value to use atan, we can simply use
      exp. This is faster and uses fewer magic numbers.
    
      Another issue with atan is that it changes the gradients too much when
      the value is far from the middle of the range. This pushes
      optimization away from the correct solution when rates are low. This
      makes it hard to find value of maxDF that works for both very low and
      very high rates.

 ql/termstructures/globalbootstrap.hpp       | 24 ++++-------------
 ql/termstructures/yield/bootstraptraits.hpp | 41 ++++++++++++++---------------
 2 files changed, 25 insertions(+), 40 deletions(-)

commit b5ab596a1ea68171fe402a3895fbd4372ceaf935
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 4 Oct 2023 11:52:15 +0200

    Set version to 1.37-rc

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

commit f7a7f693c2b559c16d8e47dfdcd3d52a6a55e3da
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2025 17:25:24 +0100

    Update news and changelog

 ChangeLog.txt                                  | 2759 +++++++++++-------------
 Contributors.txt                               |    1 +
 Docs/pages/history.docs                        |  154 +-
 News.md                                        |  249 +--
 ql/experimental/commodities/commodityindex.hpp |    2 +-
 5 files changed, 1538 insertions(+), 1627 deletions(-)

commit 6a513c7975dd1b31a03e46fee910ddf4c67fa05b
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 7 Jan 2025 08:05:40 +0000

    Fix inclusions of ql headers in double quotes

 test-suite/period.cpp   | 2 +-
 test-suite/timegrid.cpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 32d42fe38b13e2fb90152675aaf2c2e58e3f343c
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 7 Jan 2025 07:11:49 +0000

    Update copyright list in license

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

commit 59e0ae1da5dcb3f4a080e999255f8b14043ad988
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Jan 2025 16:57:36 +0100

    Add workflow to detect inclusions in double quotes

 .github/workflows/includes.yml | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

commit 541aa26d79f5d7f6bc735611a8981bc881659eab
Merge: fec2aa047 cf76bc070
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jan 2025 08:11:33 +0100

    added Choi Asian engine (#2129)

commit cf76bc0701c92f3130565425f6703e76a09dcced
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 6 Jan 2025 19:53:31 +0100

    added reference

 ql/pricingengines/asian/choiasianengine.hpp | 13 ++++++++++---
 1 file changed, 10 insertions(+), 3 deletions(-)

commit 81af7f03ed894e1985764ab4898de45046c1e42e
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 5 Jan 2025 19:35:12 +0100

    fixed typo

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

commit 8b7a7aa46a96c36b877c280d9a79ba16b76afbfe
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 5 Jan 2025 19:33:47 +0100

    fixed typo

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

commit c751cbcc2322eba6ab70a07271c0db0bb62c4c80
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 5 Jan 2025 19:22:43 +0100

    fixed typo

 QuantLib.vcxproj                            | 4 ++--
 ql/pricingengines/asian/choiasianengine.hpp | 3 +--
 2 files changed, 3 insertions(+), 4 deletions(-)

commit 2ebd565a037ad6e257f73a364543fb48ae6a2e85
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 5 Jan 2025 17:56:52 +0100

    fixed typo

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

commit 3f679f6e4c32c60bcbf03f04b05db967029d626f
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 5 Jan 2025 17:27:24 +0100

    added Choi Asian Option engine

 QuantLib.vcxproj                                   |   2 +
 QuantLib.vcxproj.filters                           |   6 +
 ql/CMakeLists.txt                                  |   2 +
 ql/pricingengines/asian/Makefile.am                |   2 +
 ql/pricingengines/asian/all.hpp                    |   1 +
 ql/pricingengines/asian/choiasianengine.cpp        | 168 +++++++++++++
 ql/pricingengines/asian/choiasianengine.hpp        |  59 +++++
 .../asian/fdblackscholesasianengine.hpp            |   2 +-
 ql/time/daycounters/yearfractiontodate.cpp         |   2 +-
 test-suite/asianoptions.cpp                        | 278 +++++++++++++++++++--
 10 files changed, 502 insertions(+), 20 deletions(-)

commit fec2aa047c36eac8bb2a4429974cf36633388288
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 3 Jan 2025 11:56:07 +0000

    Update copyright list in license

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

commit 954bf238d30c744a6c010244b37df095d925e20a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Jan 2025 10:04:23 +0100

    Update Boost download URLs

 .github/workflows/cmake.yml            | 21 ++++++++++++---------
 .github/workflows/msvc-all-configs.yml |  2 +-
 .github/workflows/msvc-analysis.yml    |  7 ++++---
 .github/workflows/msvc-nondefault.yml  |  2 +-
 .github/workflows/msvc.yml             |  2 +-
 dockerfiles/ci.Dockerfile              |  2 +-
 6 files changed, 20 insertions(+), 16 deletions(-)

commit 801e6090e93abfcf21f7b1888c3b64edb9b18e1c
Merge: fd9d01162 4abf6c64d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Jan 2025 16:37:17 +0100

    Add President Carter's funeral on 2025-Jan-09 (#2127)

commit fd9d0116239eecfe4c31401693243ca2daece140
Merge: e5c4014b1 c76169b6e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Jan 2025 16:34:56 +0100

    deal with removable singularity (#2126)

commit 4abf6c64d1593e7f208f39248ed8db38cf3e5e0e
Author: Dirk Eddelbuettel <edd@debian.org>
Date:   Mon, 30 Dec 2024 16:53:25 -0600

    Remove President Carter funeral from Govm Bond Mkt holiday
    
    Likely going to be a half-day, and prior ones were not marked

 ql/time/calendars/unitedstates.cpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit c3abd9fcc24be4ed539685354a53bd87b3b7cefa
Author: Dirk Eddelbuettel <edd@debian.org>
Date:   Mon, 30 Dec 2024 09:25:31 -0600

    Add President Carter's funeral on 2025-Jan-09

 ql/time/calendars/unitedstates.cpp | 13 +++++++++----
 1 file changed, 9 insertions(+), 4 deletions(-)

commit c76169b6e7f1e411593f471c3756a5efb2179f1b
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 30 Dec 2024 13:22:30 +0100

    formatting

 test-suite/basketoption.cpp | 48 ++++++++++++++++++++++-----------------------
 1 file changed, 24 insertions(+), 24 deletions(-)

commit cf28d744943ffa49ddbe21022dce76f31364715c
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 30 Dec 2024 11:39:48 +0100

    formatting

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

commit a5b388ff4d7161b94861a3ca567a1e7072839a87
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 30 Dec 2024 11:38:56 +0100

    formatting

 .../basket/operatorsplittingspreadengine.cpp       | 40 +++++++++++-----------
 test-suite/basketoption.cpp                        |  5 +--
 2 files changed, 21 insertions(+), 24 deletions(-)

commit ef6e214690cae8a559909415a1f2fdff36cc1427
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 23 Dec 2024 23:39:26 +0100

    first light

 .../basket/operatorsplittingspreadengine.cpp       | 44 +++++++++++-----
 test-suite/basketoption.cpp                        | 59 ++++++++++++++++++++++
 2 files changed, 91 insertions(+), 12 deletions(-)

commit e5c4014b10b8dc4cf4bf940cea82aea03bc16d8d
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 22 Dec 2024 01:31:54 +0000

    Automated fixes by clang-tidy

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

commit 8ffa50714edaa6b10dea906e45200f079cbe1d48
Merge: 324b39135 ac0a94177
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Dec 2024 11:11:43 +0100

    Add Wellington and Auckland variants for New Zealand calendar (#2124)

commit ac0a941774c1a2cfeea935a6da347c7e90b8dc88
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Dec 2024 09:29:46 +0100

    Explicit constructor

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

commit 54580b9808a0869ce5aad6cd65d4d30d9d8be074
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 16 Dec 2024 13:19:20 +0100

    Fixes for New Zealand calendar, added Auckland

 ql/time/calendars/newzealand.cpp | 61 ++++++++++++++++++++++++------
 ql/time/calendars/newzealand.hpp | 44 ++++++++++++++-------
 test-suite/calendars.cpp         | 82 ++++++++++++++++++++++++++++++++++++++++
 3 files changed, 162 insertions(+), 25 deletions(-)

commit 324b39135c5e790fadeedb1a7988a1a4c7c0da92
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 Dec 2024 16:44:02 +0100

    Pin older Ubuntu images

 .github/workflows/devenv-images.yml    | 2 +-
 .github/workflows/linux-full-tests.yml | 6 +++---
 .github/workflows/linux-nondefault.yml | 6 +++---
 3 files changed, 7 insertions(+), 7 deletions(-)

commit 5fd9081abe98ccf4156cca714bba3b8bb1cc37c2
Merge: 5fb57df61 113ffeda1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Dec 2024 17:24:14 +0100

    Deprecate superseded experimental classes for spread options (#2121)

commit 113ffeda12e848d6e1e2b26714a8043cb9bd242d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 10 Dec 2024 14:42:33 +0100

    Deprecate superseded experimental classes for spread options

 ql/experimental/exoticoptions/kirkspreadoptionengine.cpp |  4 ++++
 ql/experimental/exoticoptions/kirkspreadoptionengine.hpp | 10 ++++++++--
 ql/experimental/exoticoptions/spreadoption.hpp           | 12 ++++++++----
 test-suite/spreadoption.cpp                              |  5 +++++
 4 files changed, 25 insertions(+), 6 deletions(-)

commit 5fb57df616ce6e8e65e548bf6a351a2231f85dbc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 Dec 2024 10:29:44 +0100

    Pin date in test

 test-suite/hestonmodel.cpp | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

commit e44806fc78fe9f57d154ed14c75fa5ab6c06dcb6
Merge: ce96c8e67 c987e2d9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 Nov 2024 09:11:06 +0100

    Fix lower/upper bounds for global bootstrap (#2120)

commit c987e2d9f42adac890aeb2fad85db9af7741cbbf
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Wed, 27 Nov 2024 10:12:54 -0500

    Fix lower/upper bounds for global bootstrap
    
    Currently global bootstrap uses minValueAfter/maxValueAfter methods from
    Traits to come up with lower/upper bounds. This is problematic. These
    methods depend on the previous point in the curve. In the iterative
    bootstrap these methods are called after the previous point is already
    known exactly. However, in the global bootstrap all points are still
    filled with Traits::initialValue. This makes the bounds too tight and
    leads to bad results for curves with higher interest rates.
    
    Instead add separate minValueGlobal/maxValueGlobal methods that do not
    rely on previous data.

 ql/termstructures/globalbootstrap.hpp       | 15 +++++----
 ql/termstructures/yield/bootstraptraits.hpp | 52 +++++++++++++++++++++++++++--
 2 files changed, 58 insertions(+), 9 deletions(-)

commit ce96c8e67392eff8a274b1d24ece3e7defe0e8ea
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 24 Nov 2024 01:30:58 +0000

    Automated fixes by clang-tidy

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

commit 9cd5eab83fb7990966538c850623a8ef8e0d5b95
Merge: 13e24b13b 4182cd099
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Nov 2024 16:01:12 +0100

    Allow use of risk-free rates in asset swaps (#2118)

commit 4182cd09994476eddfcb271ac8da3cba8a7952d9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Nov 2024 12:25:38 +0100

    Enable using overnight rates in asset swap

 ql/instruments/assetswap.cpp |  35 ++++++---
 ql/instruments/assetswap.hpp |   5 ++
 test-suite/assetswap.cpp     | 178 +++++++++++++++++++++++++++++++++++++++++++
 3 files changed, 209 insertions(+), 9 deletions(-)

commit c56549c813e46a6aed8a3cf9c397377d1e3c160e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2024 17:58:15 +0100

    Unify asset swap constructors

 ql/instruments/assetswap.cpp | 251 ++++++++++++++-----------------------------
 ql/instruments/assetswap.hpp |  12 ++-
 2 files changed, 93 insertions(+), 170 deletions(-)

commit 13e24b13b6ed3180ab5c633ca150696227dcc4c0
Merge: a83be9ee3 f3e980bef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2024 15:40:51 +0100

    Add SimpleCostFunction (#2117)

commit f3e980beff537c8d33651f8fff7a008f70dada73
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Tue, 19 Nov 2024 06:51:30 -0500

    Add SimpleCostFunction
    
    It allows to turn any functor, usually a lambda, into a CostFunction.
    This makes it simpler to define optimization problems.

 ql/math/optimization/costfunction.hpp | 10 +++++
 ql/termstructures/globalbootstrap.hpp | 73 +++++++++++------------------------
 2 files changed, 33 insertions(+), 50 deletions(-)

commit a83be9ee36baf913da7174cd7afa2b438945e1a7
Merge: a07bf7bea 0fb7e68d8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2024 11:14:39 +0100

    Make fewer copies of arrays (#2114)

commit 0fb7e68d8059ac3d1b996c37ba8bbcd046b87bb6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Nov 2024 09:52:08 +0100

    Document deprecations in Doxygen reference

 ql/math/optimization/levenbergmarquardt.hpp | 10 ++++++++--
 ql/termstructures/globalbootstrap.hpp       |  4 ++--
 2 files changed, 10 insertions(+), 4 deletions(-)

commit 760fb259fd004ca6b92c764338c91e6e1c9e696a
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Mon, 18 Nov 2024 11:38:34 -0500

    Address review comments

 ql/math/optimization/levenbergmarquardt.hpp |  6 ++++++
 ql/termstructures/globalbootstrap.hpp       | 30 +++++++++++++++++------------
 2 files changed, 24 insertions(+), 12 deletions(-)

commit a07bf7bea61acf0b18b8a72d88099810ec550f5b
Merge: e8e8b067b 565a57063
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Nov 2024 22:53:19 +0100

    Fix datatypes for consistent Real usage, keeping AD compatibility (#2116)

commit f37ba213182353127c557bb687e229da4e9df265
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 18:37:09 +0000

    Reference copysign from std namespace

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

commit 63dcd6ac516867b6d6e90fda9720a7b84149e2ec
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 11:58:30 +0000

    Explicit return type for double expressions

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

commit 529c720dccfebff377cc7e3617699eaf9b64faaa
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 11:56:28 +0000

    Make return type explicit in expression

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

commit 2a7d17fc878370b4bb051965cc7ae6552ea75dfa
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 11:51:47 +0000

    Replace BOOST_CHECK_SMALL with QL_CHECK_SMALL for type conversions

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

commit e8e8b067b9ab3039e7267f50cc638213a90f6184
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 Nov 2024 12:41:44 +0100

    More clang-tidy suggestions, dead link

 ql/math/interpolations/chebyshevinterpolation.hpp            | 10 +++++-----
 ql/math/matrixutilities/pseudosqrt.cpp                       |  2 +-
 ql/pricingengines/basket/fdndimblackscholesvanillaengine.cpp |  2 ++
 3 files changed, 8 insertions(+), 6 deletions(-)

commit c97d49ea91567a30fe17ff20b2c84634e97cbf41
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 11:07:45 +0000

    Add explicit conversion to Real in inner_product

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

commit bb4b781cd7625ef4d45b19ec5bbd5a714ad5a2e2
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 17 Nov 2024 19:13:04 +0000

    Automated fixes by clang-tidy

 ql/methods/finitedifferences/operators/fdmwienerop.cpp     |  4 ++--
 ql/methods/finitedifferences/operators/fdmwienerop.hpp     |  2 +-
 .../basket/bjerksundstenslandspreadengine.cpp              |  3 ++-
 ql/pricingengines/basket/choibasketengine.cpp              |  4 ++--
 ql/pricingengines/basket/denglizhoubasketengine.cpp        |  4 ++--
 .../basket/fdndimblackscholesvanillaengine.cpp             | 10 +++++-----
 ql/pricingengines/basket/kirkengine.cpp                    |  3 ++-
 ql/pricingengines/basket/operatorsplittingspreadengine.cpp |  3 ++-
 ql/pricingengines/basket/singlefactorbsmbasketengine.cpp   |  3 +--
 ql/pricingengines/basket/singlefactorbsmbasketengine.hpp   |  2 +-
 ql/pricingengines/basket/vectorbsmprocessextractor.cpp     |  7 ++++---
 ql/pricingengines/basket/vectorbsmprocessextractor.hpp     |  7 ++++---
 test-suite/basketoption.cpp                                | 14 +++++++-------
 test-suite/matrices.cpp                                    |  2 +-
 14 files changed, 36 insertions(+), 32 deletions(-)

commit ac4b749c8f04c402544c7736b490efe4c2ffd0ae
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 10:51:28 +0000

    Explicit conversion of accumulate initialiser to Real

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

commit 6b4fb67bb6ddb6a7229bae8d182eae762b039c8b
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 08:21:50 +0000

    Type conversions for Real type

 ql/pricingengines/basket/denglizhoubasketengine.cpp | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

commit 3e949701eed09226a7f13e918df31ffdb5b21503
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 08:16:52 +0000

    inner_product needs explicit Real for AD type compatibility

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

commit 498be2a43797ba02eb8d4c58eda468d7025943a8
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 08:15:42 +0000

    Explicit type casts to Real

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

commit 668b45b4b911deb9764a81fe69f0a52fd6a5ab3c
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 08:04:46 +0000

    Sets type explicitly to Real for AAD compatibility

 ql/pricingengines/basket/choibasketengine.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 062ade950f1bc1dbd852ee40076df1fc8a8eb991
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 18 Nov 2024 07:55:15 +0000

    Explicitly sets inner_product accumulation type to Real for AAD compatibility

 ql/math/matrixutilities/choleskydecomposition.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 5bf7c0d2b365c0290627429b4ae852992bd51f5d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 17 Nov 2024 14:23:26 +0100

    Apply a few clang-tidy suggestions manually
    
    The workflow action fails linking, probably because it changes the
    hpp and cpp at different times, who knows

 .clang-tidy                                            |  1 +
 ql/math/matrixutilities/householder.cpp                |  4 ++--
 ql/math/matrixutilities/householder.hpp                | 14 +++++++-------
 ql/methods/finitedifferences/operators/fdmwienerop.cpp |  8 ++++----
 ql/methods/finitedifferences/operators/fdmwienerop.hpp |  4 ++--
 5 files changed, 16 insertions(+), 15 deletions(-)

commit 6f5cdcc9ce2d3cd9be52d5e8cdf8ab71aec0497d
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Thu, 14 Nov 2024 12:52:52 -0500

    Make fewer copies of arrays

 ql/math/optimization/levenbergmarquardt.cpp | 28 +++++++++++++---------------
 ql/math/optimization/levenbergmarquardt.hpp | 14 +++-----------
 ql/math/optimization/problem.hpp            |  4 ++--
 ql/termstructures/globalbootstrap.hpp       |  9 ++-------
 4 files changed, 20 insertions(+), 35 deletions(-)

commit 1aae34679f0abd852b6dc90c72cd6deafbdb5c1e
Merge: 06f617279 86f28e55a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2024 12:11:08 +0100

    Don't require helpers when passing fixed parameters to fitted bond curve (#2113)

commit 86f28e55ac999cad5f7a6bade29d227d29bb0cbb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Nov 2024 10:37:08 +0100

    Don't require helpers when passing fixed parameters to fitted curve

 .../yield/fittedbonddiscountcurve.cpp              | 132 ++++++++++++++-------
 .../yield/fittedbonddiscountcurve.hpp              |  16 +++
 test-suite/fittedbonddiscountcurve.cpp             |  50 ++++----
 3 files changed, 134 insertions(+), 64 deletions(-)

commit 06f617279e12394da5e37d604f42e996fa3de97d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Nov 2024 15:51:26 +0100

    Update copyright list in license

 LICENSE.TXT                                                | 2 +-
 ql/pricingengines/basket/operatorsplittingspreadengine.cpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 266c3d33c9cad0d6a6063f6811b2d603ea0642eb
Merge: 585bb0989 45292675e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Nov 2024 14:43:32 +0100

    added pricing engines for spread- and basket options (#2110)

commit 45292675e3f5a419da60216191e00e38203e21c9
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 11 Nov 2024 20:21:47 +0100

    moved SumExponentialsRootSolver to detail namespace
    removed executable bit

 .../basket/singlefactorbsmbasketengine.cpp         | 157 +++++++++++----------
 .../basket/singlefactorbsmbasketengine.hpp         |  46 +++---
 test-suite/basketoption.cpp                        |  22 +--
 3 files changed, 114 insertions(+), 111 deletions(-)

commit efb1c78cb845764327dc78eaced2f423972421b4
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 10 Nov 2024 14:12:11 +0100

    fixed typo

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

commit 8c1e9ac074a1b49b7b76f9167a5493f942ea8a63
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 10 Nov 2024 14:11:50 +0100

    fixed typo

 ql/math/integrals/gaussianquadratures.cpp     | 4 ++--
 ql/math/integrals/gaussianquadratures.hpp     | 4 ++--
 ql/pricingengines/basket/choibasketengine.cpp | 2 +-
 test-suite/gaussianquadratures.cpp            | 8 ++++----
 4 files changed, 9 insertions(+), 9 deletions(-)

commit 90cf6714b7f3a39b0c750454e34240791fa0c4dc
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sat, 9 Nov 2024 19:26:46 +0100

    fixed missing explicit

 ql/math/matrixutilities/householder.hpp                  | 4 ++--
 ql/pricingengines/basket/singlefactorbsmbasketengine.hpp | 2 +-
 ql/pricingengines/basket/vectorbsmprocessextractor.hpp   | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

commit 22f4e821e8ebdb5bb0330c413ff2817aaf8ff9c1
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sat, 9 Nov 2024 19:10:04 +0100

    fixed typos

 .../finitedifferences/operators/fdmwienerop.cpp    |  2 +-
 .../finitedifferences/operators/fdmwienerop.hpp    |  1 -
 ql/pricingengines/basket/choibasketengine.hpp      |  5 +-
 .../basket/denglizhoubasketengine.cpp              |  3 +-
 .../basket/fdndimblackscholesvanillaengine.hpp     |  2 +-
 .../basket/operatorsplittingspreadengine.cpp       |  2 +-
 .../basket/operatorsplittingspreadengine.hpp       |  2 +-
 .../basket/singlefactorbsmbasketengine.cpp         |  1 -
 .../basket/singlefactorbsmbasketengine.hpp         | 32 ++++-----
 test-suite/basketoption.cpp                        | 84 +++++++++++-----------
 test-suite/matrices.cpp                            | 66 ++++++++---------
 11 files changed, 98 insertions(+), 102 deletions(-)

commit 313700ac4cb0c8c86924c7be46d077576d6f5634
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sat, 9 Nov 2024 17:15:48 +0100

    enable examples

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

commit fd3850138bfc6ab7ac15706dad7f1c7d5297e1ed
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sat, 9 Nov 2024 13:35:22 +0100

    fixed test suite runtime

 ql/pricingengines/basket/fdndimblackscholesvanillaengine.cpp | 2 +-
 test-suite/basketoption.cpp                                  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 932ed9e4215b78cd7445c12aff156879dc84b7c7
Author: klaus spanderen <klaus@spanderen.de>
Date:   Wed, 6 Nov 2024 21:01:38 +0100

    fixed compile bug

 ql/methods/finitedifferences/operators/Makefile.am | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 736809e3ba1c129cefa43c0dda0c60aca658b4da
Author: klaus spanderen <klaus@spanderen.de>
Date:   Wed, 6 Nov 2024 20:57:41 +0100

    fixed compile bug

 ql/CMakeLists.txt                              | 2 +-
 ql/methods/finitedifferences/operators/all.hpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 3c0b6e2b81eb9460201f5ff06f9836d2bdcb236d
Author: klaus spanderen <klaus@spanderen.de>
Date:   Wed, 6 Nov 2024 20:22:02 +0100

    remove print statement

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

commit 095f8620d84b544a3d4f0db1bb52041b3bb2f196
Author: klaus spanderen <klaus@spanderen.de>
Date:   Wed, 6 Nov 2024 20:21:35 +0100

    fixed test cases

 ql/CMakeLists.txt                             |  2 --
 ql/pricingengines/basket/choibasketengine.cpp |  1 -
 test-suite/basketoption.cpp                   | 31 ++++++++++++++++++---------
 3 files changed, 21 insertions(+), 13 deletions(-)

commit 7418b93588b4c41a5dc88688538b6bfdeb688366
Author: klaus spanderen <klaus@spanderen.de>
Date:   Wed, 6 Nov 2024 19:48:21 +0100

    removed old multi dim Black-Scholes Op

 QuantLib.vcxproj                                   |   4 +-
 QuantLib.vcxproj.filters                           |   4 +-
 ql/methods/finitedifferences/operators/Makefile.am |   4 +-
 .../operators/fdmndimblackscholesop.cpp            | 141 ---------------------
 .../operators/fdmndimblackscholesop.hpp            |  67 ----------
 .../basket/fdndimblackscholesvanillaengine.cpp     |  63 ---------
 6 files changed, 6 insertions(+), 277 deletions(-)

commit a7fa540976d2c5a6d48927eab93177b0d2160a1a
Author: klaus spanderen <klaus@spanderen.de>
Date:   Tue, 5 Nov 2024 21:33:05 +0100

    introduced FDM Wiener operator

 CMakeLists.txt                                     |   2 +-
 ql/CMakeLists.txt                                  |   2 +
 .../finitedifferences/operators/fdmwienerop.cpp    |  94 +++++++++++
 .../finitedifferences/operators/fdmwienerop.hpp    |  61 +++++++
 ql/pricingengines/basket/choibasketengine.cpp      |   4 +-
 .../basket/denglizhoubasketengine.cpp              |   2 +-
 .../basket/fdndimblackscholesvanillaengine.cpp     | 185 ++++++++++++++++++++-
 .../basket/fdndimblackscholesvanillaengine.hpp     |  20 ++-
 test-suite/basketoption.cpp                        | 135 ++++++++++++++-
 test-suite/nthorderderivativeop.cpp                |  31 ----
 10 files changed, 484 insertions(+), 52 deletions(-)

commit 585bb0989fc2370f5ede92037e6fe66b04b700c9
Merge: ea7e1e47c 46880be9b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 2 Nov 2024 18:19:07 +0100

    SABR swaption vol cube: use correct guess for given option and swap tenors (#2108)

commit ea7e1e47cf8fb4eabc01ec2c9296cbb8fe675f4a
Merge: a6378c512 de190cc00
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 2 Nov 2024 12:12:41 +0100

    Add date generation rule to OISRateHelper constructor (#2107)

commit de190cc00ea7b866aadd84b1e9f743ad2c1168c7
Author: sophistis42 <136467220+sophistis42@users.noreply.github.com>
Date:   Fri, 1 Nov 2024 14:23:37 +0100

    fix syntax error

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

commit b07faa43bba9053f2bcc88757542dc87675af9a4
Author: sophistis42 <136467220+sophistis42@users.noreply.github.com>
Date:   Fri, 1 Nov 2024 09:35:17 +0100

    added DateGeneration rule as kwarg to oisratehelper to allow to use MakeOIS consistently with the bootstrapped instruments

 ql/termstructures/yield/oisratehelper.cpp | 11 +++++++----
 ql/termstructures/yield/oisratehelper.hpp |  8 ++++++--
 2 files changed, 13 insertions(+), 6 deletions(-)

commit 46880be9bd749378ff02c45436b66493417d6854
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 31 Oct 2024 21:37:41 +0100

    Use correct guess for given option and swap tenors

 ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 84e723722613f6ead785dadd1362da7edbdde2bd
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 28 Oct 2024 19:47:55 +0100

    Choi engine supports spread payoffs

 ql/CMakeLists.txt                                   |  2 +-
 ql/pricingengines/basket/choibasketengine.cpp       | 11 ++++++++++-
 ql/pricingengines/basket/choibasketengine.hpp       |  4 ++--
 ql/pricingengines/basket/denglizhoubasketengine.cpp | 11 ++++++++++-
 4 files changed, 23 insertions(+), 5 deletions(-)

commit a6378c5122bb3da08446c851be37714f44d93b1e
Merge: a63045eb1 90c9cbaf1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Oct 2024 09:30:35 +0100

    Add SwapRateHelper constructor with fixed dates (#2106)

commit 90c9cbaf19ad73e202e9c862d71a75dea8a9c63e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Oct 2024 08:39:58 +0100

    Add basic consistency test

 test-suite/piecewiseyieldcurve.cpp | 63 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 63 insertions(+)

commit 4bbf6916f8fbd60907e312820c61a2bbc318776c
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Fri, 25 Oct 2024 09:59:47 -0400

    Add SwapRateHelper constructor with fixed dates
    
    Also known as "DatedSwapRateHelper". Similar to the new constructor for
    OISRateHelper.

 ql/instruments/makevanillaswap.cpp      |  3 ++-
 ql/termstructures/yield/ratehelpers.cpp | 33 ++++++++++++++++++++++++++++++++-
 ql/termstructures/yield/ratehelpers.hpp | 20 ++++++++++++++++++++
 3 files changed, 54 insertions(+), 2 deletions(-)

commit a63045eb1dc038d90f49adfd3ca6ded1c30ea260
Merge: e3e33d474 92682f6a5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Oct 2024 13:39:51 +0200

    Remove a class deprecated in version 1.26 (#2104)

commit 92682f6a57c335d76ab03a51d296235e078b65d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Oct 2024 11:13:50 +0200

    Remove class deprecated in version 1.26

 cmake/GenerateHeaders.cmake             |  1 +
 ql/instruments/Makefile.am              |  2 +-
 ql/instruments/all.hpp                  |  1 -
 ql/instruments/fixedratebondforward.hpp | 45 ++++-----------------------------
 4 files changed, 7 insertions(+), 42 deletions(-)

commit 458f24b605fb7e8f227691a5b4740072c8d7a7fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Oct 2024 09:57:51 +0200

    Keep a test for the deprecated class while it's still there

 test-suite/overnightindexedswap.cpp | 30 ++++++++++++++++++++++++++++++
 1 file changed, 30 insertions(+)

commit fcc3a1247ae0ff289bddafa3102d3a219dfbd04d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Oct 2024 09:08:54 +0200

    Avoid obsolete macro

 ql/termstructures/yield/oisratehelper.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit db71299d7985f4f422f186023540843194600b37
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 25 Oct 2024 08:54:53 +0200

    Use explicit bool, not implicit null date

 ql/termstructures/bootstraphelper.hpp | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

commit 1d4be6450d635761d0fd7b20fbaef1238be78e07
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 21 Oct 2024 22:28:36 +0200

    fixed VS build files

 QuantLib.vcxproj        | 2 +-
 test-suite/matrices.cpp | 8 ++++----
 2 files changed, 5 insertions(+), 5 deletions(-)

commit b40e6e81e83952455a5d7a8ff6094bbae097d44f
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 21 Oct 2024 22:02:54 +0200

    fixed VS build files

 QuantLib.vcxproj            | 23 +++++++++++++++-
 QuantLib.vcxproj.filters    | 67 +++++++++++++++++++++++++++++++++++++++++++--
 test-suite/basketoption.cpp |  2 +-
 3 files changed, 88 insertions(+), 4 deletions(-)

commit bd3a01ddb98103cd7dee61a98f609fcb1fbeb0ef
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 21 Oct 2024 21:11:53 +0200

    added all.hpp files

 ql/math/matrixutilities/all.hpp                        | 1 +
 ql/math/solvers1d/all.hpp                              | 1 +
 ql/methods/finitedifferences/operators/all.hpp         | 1 +
 ql/pricingengines/basket/all.hpp                       | 8 ++++++++
 ql/pricingengines/basket/vectorbsmprocessextractor.cpp | 2 +-
 ql/pricingengines/basket/vectorbsmprocessextractor.hpp | 2 +-
 6 files changed, 13 insertions(+), 2 deletions(-)

commit 7472600ce946ba61a2af54ad1b7759fe9b4004ba
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 21 Oct 2024 21:06:54 +0200

    fixed smaller issues

 ql/math/matrixutilities/Makefile.am                  |  2 ++
 ql/math/solvers1d/Makefile.am                        |  1 +
 ql/methods/finitedifferences/operators/Makefile.am   |  2 ++
 ql/pricingengines/basket/Makefile.am                 | 20 ++++++++++++++++++--
 .../basket/operatorsplittingspreadengine.cpp         |  2 +-
 .../basket/vectorbsmprocessextractor.cpp             |  2 +-
 6 files changed, 25 insertions(+), 4 deletions(-)

commit 3ffc47ac97f35bef755bedc31e38c23d3ff96140
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 21 Oct 2024 20:32:16 +0200

    fixed smaller issues

 ql/pricingengines/basket/choibasketengine.cpp                | 4 ++--
 ql/pricingengines/basket/fdndimblackscholesvanillaengine.cpp | 8 ++------
 ql/pricingengines/basket/fdndimblackscholesvanillaengine.hpp | 6 +-----
 ql/pricingengines/basket/singlefactorbsmbasketengine.cpp     | 2 +-
 ql/pricingengines/basket/singlefactorbsmbasketengine.hpp     | 2 +-
 test-suite/basketoption.cpp                                  | 2 +-
 6 files changed, 8 insertions(+), 16 deletions(-)

commit 4e44689eea409ffe5e6e7c97c2cde31c326dfe0f
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 21 Oct 2024 20:06:31 +0200

    large spread and basket option test case

 ql/pricingengines/basket/choibasketengine.cpp      |  23 +-
 .../basket/fdndimblackscholesvanillaengine.cpp     |   1 -
 .../basket/operatorsplittingspreadengine.cpp       |   2 -
 test-suite/basketoption.cpp                        | 343 +++++++++++----------
 4 files changed, 194 insertions(+), 175 deletions(-)

commit 5ee8f892db64fc2a131a7b3c18c4c4a3cb17bd32
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 20 Oct 2024 01:36:32 +0000

    Automated fixes by clang-tidy

 ql/experimental/commodities/commodityindex.cpp | 4 ++--
 ql/experimental/commodities/commodityindex.hpp | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 75bc084e9956c5c92de9a8bd1b7c828a89f8a3d9
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sat, 19 Oct 2024 12:18:21 +0200

    forward deltas for Choi engine

 ql/CMakeLists.txt                                  |   1 +
 ql/math/integrals/gaussianquadratures.hpp          |   3 +
 ql/pricingengines/basket/choibasketengine.cpp      |  95 ++++-
 ql/pricingengines/basket/choibasketengine.hpp      |   9 +-
 .../basket/fdndimblackscholesvanillaengine.cpp     |  18 +-
 .../basket/singlefactorbsmbasketengine.cpp         |  18 +-
 .../basket/singlefactorbsmbasketengine.hpp         |   2 +-
 .../basket/vectorbsmprocessextractor.hpp           |   1 -
 test-suite/basketoption.cpp                        | 465 +++++++++++++++------
 9 files changed, 448 insertions(+), 164 deletions(-)

commit 98e6e3b334533c2293edd436a2f7900248a316f0
Merge: ee7f9aa10 16495ab73
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 18 Oct 2024 08:30:01 +0200

    Deprecate `indexIsInterpolated` parameter in YoY inflation curves (#2099)

commit 16495ab73718aff583e5eb456179617f3e465adc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2024 14:44:56 +0200

    Deprecate indexIsInterpolated parameter in YoY curves

 .../inflation/yoycapfloortermpricesurface.hpp      |  5 +-
 ql/termstructures/inflation/inflationtraits.hpp    |  2 +
 .../inflation/interpolatedyoyinflationcurve.hpp    | 80 ++++++++++++++++++----
 .../inflation/piecewiseyoyinflationcurve.hpp       | 32 +++++++--
 ql/termstructures/inflationtermstructure.cpp       | 57 +++++++++++----
 ql/termstructures/inflationtermstructure.hpp       | 66 +++++++++++++++---
 test-suite/inflation.cpp                           |  3 +-
 test-suite/inflationcapfloor.cpp                   |  3 +-
 test-suite/inflationcapflooredcoupon.cpp           |  3 +-
 test-suite/inflationvolatility.cpp                 | 19 ++---
 10 files changed, 211 insertions(+), 59 deletions(-)

commit ee7f9aa109b00f78994e985b8504598c5d582c5b
Merge: 065e2c76d 2c01e4846
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Oct 2024 15:29:49 +0200

    Fix initialization of sub-periods coupon, rename to multiple-resets coupon (#2098)

commit 065e2c76d4bcdd2d7e1e546d9b526b59e2822113
Merge: 6e125f220 3f00ac4bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Oct 2024 10:14:19 +0200

    Expose swap() on DatedOISRateHelper (#2097)

commit b69302f35b548c4649f5d1b18baca00e9f486098
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Oct 2024 10:08:00 +0200

    Rename files

 QuantLib.vcxproj                                   |   3 +-
 QuantLib.vcxproj.filters                           |   9 +-
 cmake/GenerateHeaders.cmake                        |   1 +
 ql/CMakeLists.txt                                  |   3 +-
 ql/cashflows/Makefile.am                           |   5 +-
 ql/cashflows/all.hpp                               |   2 +-
 ql/cashflows/couponpricer.cpp                      |   2 +-
 ...ubperiodcoupon.cpp => multipleresetscoupon.cpp} |   2 +-
 ql/cashflows/multipleresetscoupon.hpp              | 265 +++++++++++++++++++++
 ql/cashflows/subperiodcoupon.hpp                   | 242 +------------------
 ql/instruments/zerocouponswap.cpp                  |   2 +-
 test-suite/CMakeLists.txt                          |   2 +-
 test-suite/Makefile.am                             |   2 +-
 ...periodcoupons.cpp => multipleresetscoupons.cpp} |  26 +-
 test-suite/testsuite.vcxproj                       |   2 +-
 test-suite/testsuite.vcxproj.filters               |   2 +-
 test-suite/zerocouponswap.cpp                      |   2 +-
 17 files changed, 304 insertions(+), 268 deletions(-)

commit 3f00ac4bd0784be4541d49465b9294cc642b642b
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Tue, 15 Oct 2024 16:08:32 -0400

    Expose swap() on DatedOISRateHelper
    
    Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.
    
    Also, set the correct maturityDate.

 ql/experimental/termstructures/basisswapratehelpers.hpp | 4 ++++
 ql/termstructures/yield/oisratehelper.cpp               | 7 +++----
 ql/termstructures/yield/oisratehelper.hpp               | 6 ++++++
 3 files changed, 13 insertions(+), 4 deletions(-)

commit af7a595d94994dd9ee4c6c153453fba8584160a9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 22:52:17 +0200

    Renamed classes

 ql/cashflows/couponpricer.cpp     |  15 +++---
 ql/cashflows/subperiodcoupon.cpp  | 110 +++++++++++++++++++-------------------
 ql/cashflows/subperiodcoupon.hpp  |  85 ++++++++++++++++++-----------
 ql/instruments/zerocouponswap.cpp |   7 +--
 test-suite/subperiodcoupons.cpp   |  24 ++++-----
 test-suite/zerocouponswap.cpp     |  10 ++--
 6 files changed, 137 insertions(+), 114 deletions(-)

commit 003e743fdab314cbc6ad672486230dd1bda0379c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 17:56:52 +0200

    More deprecated warnings

 ql/cashflows/subperiodcoupon.cpp  |  6 ++++--
 ql/instruments/zerocouponswap.cpp | 10 +++++++++-
 test-suite/subperiodcoupons.cpp   |  3 +++
 3 files changed, 16 insertions(+), 3 deletions(-)

commit 6e125f2205cf62fbe11678cd36e3712c48ea5824
Merge: 8d297ba69 9f78db27d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 20:27:07 +0200

    Deprecate most of the `IndexManager` public interface. (#2096)

commit 69e22696f7fa8aa2879c7f1dae4c3a4aa73a597d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 17:16:58 +0200

    Deprecate SubPeriodsLeg

 ql/cashflows/subperiodcoupon.hpp |  5 ++-
 test-suite/subperiodcoupons.cpp  | 77 ++++++++++++++++++++++++++++++++++++++--
 2 files changed, 78 insertions(+), 4 deletions(-)

commit 34bd2da4e94a2496c714f1aeb65b97367c25c753
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 17:01:02 +0200

    Deprecate old constructor

 ql/cashflows/subperiodcoupon.cpp |  2 ++
 ql/cashflows/subperiodcoupon.hpp |  4 ++++
 test-suite/subperiodcoupons.cpp  | 29 +++++++++++++++--------------
 test-suite/zerocouponswap.cpp    |  8 ++++++--
 4 files changed, 27 insertions(+), 16 deletions(-)

commit 9f78db27dda370e0276c4a976afc4bc08b28b41c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 13:32:03 +0200

    Deprecate most of the IndexManager public interface.
    
    It will not be removed, but moved to the private section for use
    by Index.  Client code will go through indexes.

 ql/cashflows/digitalcoupon.cpp                 |  4 +-
 ql/cashflows/overnightindexedcouponpricer.cpp  |  9 +--
 ql/experimental/commodities/commodityindex.cpp |  2 +-
 ql/index.cpp                                   |  2 +
 ql/index.hpp                                   | 12 ++++
 ql/indexes/equityindex.cpp                     |  4 +-
 ql/indexes/indexmanager.cpp                    |  6 ++
 ql/indexes/indexmanager.hpp                    | 91 +++++++++++++++++---------
 ql/indexes/inflationindex.cpp                  |  2 +-
 ql/indexes/interestrateindex.cpp               |  2 +-
 ql/instruments/overnightindexfuture.cpp        |  6 +-
 test-suite/indexes.cpp                         | 20 ------
 test-suite/shortratemodels.cpp                 |  5 +-
 13 files changed, 94 insertions(+), 71 deletions(-)

commit b25f3aec5c9a437794a4e5ddaa4527fdd006d148
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 16:23:50 +0200

    Clean up tests

 test-suite/subperiodcoupons.cpp | 159 ++++++++++++++++++++--------------------
 1 file changed, 80 insertions(+), 79 deletions(-)

commit 8d297ba69d5ed6aebd1843c041aba138393937a8
Merge: e1701c39b 0e5267690
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 14:45:09 +0200

    Speed up adding fixings (#2085)

commit e1701c39b40c796f9c2586fba239387181f4ef55
Merge: 4f6fdc057 edbd37555
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 12:52:33 +0200

    Inherit CommodityIndex from Index (#2094)

commit 4f6fdc0574abba9857649a7545441e71a59dc33f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 12:45:38 +0200

    Don't use deprecated macos-12 runner in CI builds

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

commit edbd37555ffaaff13d5c44744b72933452f0ace6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 15 Oct 2024 10:44:34 +0200

    Inherit CommodityIndex from Index

 ql/experimental/commodities/commodityindex.cpp    |   2 -
 ql/experimental/commodities/commodityindex.hpp    | 135 ++++++++++++----------
 ql/experimental/commodities/energybasisswap.cpp   |   4 +-
 ql/experimental/commodities/energyfuture.cpp      |   2 +-
 ql/experimental/commodities/energyvanillaswap.cpp |   2 +-
 5 files changed, 79 insertions(+), 66 deletions(-)

commit 3e9333837824a7f8ca098f9bb0f2b42037d3d51c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 22:07:09 +0200

    Remove another redundant test

 test-suite/subperiodcoupons.cpp | 38 --------------------------------------
 1 file changed, 38 deletions(-)

commit 911fd2e9462daf46f2f8cc92b7dc3cc8435c0f19
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 22:05:45 +0200

    Avoid spreading test over multiple functions called only once

 test-suite/subperiodcoupons.cpp | 128 ++++++++++++++++++----------------------
 1 file changed, 56 insertions(+), 72 deletions(-)

commit df7e700e41e755ae144b7c4c42d87492a8a17375
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 19:51:44 +0200

    Remove tests of degenerate multiple-resets coupon

 test-suite/subperiodcoupons.cpp | 70 -----------------------------------------
 1 file changed, 70 deletions(-)

commit cdef47eb2292fcdf2f102965293da3b92fdb3edc
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 14 Oct 2024 17:07:03 +0000

    Update copyright list in license

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

commit 7772886de6c9cecbf29d5f5c3aa28014538c006e
Merge: d855dcef0 61dd49441
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 19:06:49 +0200

    Deprecate some unused parts of the old FD framework (#2091)

commit d855dcef04514874a333e47a8905db94f21cb4ad
Merge: 9036791ad 61793d86d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 18:19:43 +0200

    Add the KOFR index (#2087)

commit 9036791ad2a3584dc7e4f2f1958ce88cb1d53185
Merge: 980c6ced7 55c163c23
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 17:00:36 +0200

    Remove classes deprecated in version 1.32 (#2090)

commit 980c6ced7998ac5ccfa5729082822769c8a1c8c8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 13:45:33 +0200

    Pin Ubuntu version in coverage workflow

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

commit 2187fb2c478449bb925a7f23163c255259a5d101
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 13:37:28 +0200

    Add new constructor and new leg builder to sub-periods coupon

 ql/cashflows/subperiodcoupon.cpp | 192 +++++++++++++++++++++++++++++++++++++++
 ql/cashflows/subperiodcoupon.hpp |  98 +++++++++++++++++---
 test-suite/subperiodcoupons.cpp  |  26 +++++-
 3 files changed, 299 insertions(+), 17 deletions(-)

commit 9a3469add9a281182fd733eebfc155b0850143c1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 14 Oct 2024 12:52:17 +0200

    Add front() and back() methods to Schedule

 ql/time/schedule.hpp | 24 ++++++++++++++++++------
 1 file changed, 18 insertions(+), 6 deletions(-)

commit afdf29abad550e579bd193b56ccdf2eac681b775
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 12 Oct 2024 20:49:11 +0200

    Upgrade rolling image to oracular in CI builds

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

commit edeea908c8068f57ec6caccdf5d19b7f73d624e5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.37-dev.

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

commit b1f1ae034aa92a5008ebf8d7b2e0d56aa662a538
Author: klaus spanderen <klaus@spanderen.de>
Date:   Thu, 10 Oct 2024 00:30:38 +0200

    secure intermediate results

 ql/math/matrixutilities/householder.cpp            |  78 ++++++
 ql/math/matrixutilities/householder.hpp            |  53 +---
 .../basket/bjerksundstenslandspreadengine.cpp      |  14 +-
 .../basket/bjerksundstenslandspreadengine.hpp      |   9 +-
 ql/pricingengines/basket/choibasketengine.cpp      | 150 ++++++++++-
 ql/pricingengines/basket/choibasketengine.hpp      |  10 +-
 ql/pricingengines/basket/kirkengine.cpp            |  14 +-
 ql/pricingengines/basket/kirkengine.hpp            |   9 +-
 .../basket/operatorsplittingspreadengine.cpp       |  24 +-
 .../basket/operatorsplittingspreadengine.hpp       |   9 +-
 .../basket/spreadblackscholesvanillaengine.cpp     |  33 +--
 .../basket/spreadblackscholesvanillaengine.hpp     |  12 +-
 .../basket/vectorbsmprocessextractor.cpp           |   1 -
 .../basket/vectorbsmprocessextractor.hpp           |   3 +-
 test-suite/basketoption.cpp                        | 299 +++++++++++++++++++--
 test-suite/matrices.cpp                            |  47 +++-
 16 files changed, 614 insertions(+), 151 deletions(-)

commit 61dd4944182e72ed1411d35cbb516319559623ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Oct 2024 17:24:37 +0200

    Deprecate some unused parts of the old FD framework

 ql/grid.hpp                                  | 18 +++++++++++++++++
 ql/math/transformedgrid.hpp                  | 19 +++++++++++++-----
 ql/methods/finitedifferences/bsmoperator.cpp |  4 ++++
 ql/methods/finitedifferences/bsmoperator.hpp |  8 +++++---
 ql/methods/finitedifferences/pde.hpp         | 30 ++++++++++++++++++++++++----
 ql/methods/finitedifferences/pdebsm.hpp      | 13 +++++++++---
 test-suite/operators.cpp                     |  6 ++++++
 test-suite/transformedgrid.cpp               |  5 +++++
 8 files changed, 88 insertions(+), 15 deletions(-)

commit 55c163c23969490ccc722e42d20ddd40bfc3d58e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Oct 2024 15:17:49 +0200

    Remove classes deprecated in version 1.32

 QuantLib.vcxproj                                   |  18 --
 QuantLib.vcxproj.filters                           |  54 -----
 cmake/GenerateHeaders.cmake                        |  27 +--
 ql/CMakeLists.txt                                  |  18 --
 ql/cashflows/digitalcmscoupon.cpp                  |   5 -
 ql/cashflows/digitalcmscoupon.hpp                  |   5 -
 ql/cashflows/digitaliborcoupon.cpp                 |   5 -
 ql/cashflows/digitaliborcoupon.hpp                 |   5 -
 ql/experimental/coupons/digitalcmsspreadcoupon.cpp |   5 -
 ql/experimental/coupons/digitalcmsspreadcoupon.hpp |   5 -
 ql/experimental/exoticoptions/Makefile.am          |  20 +-
 .../analyticamericanmargrabeengine.hpp             |  23 ---
 .../exoticoptions/analyticcomplexchooserengine.hpp |  23 ---
 .../exoticoptions/analyticcompoundoptionengine.hpp |  23 ---
 .../analyticeuropeanmargrabeengine.hpp             |  23 ---
 .../exoticoptions/analyticsimplechooserengine.hpp  |  23 ---
 .../exoticoptions/complexchooseroption.hpp         |  23 ---
 ql/experimental/exoticoptions/compoundoption.hpp   |  23 ---
 ql/experimental/exoticoptions/margrabeoption.hpp   |  23 ---
 .../exoticoptions/simplechooseroption.hpp          |  23 ---
 ql/experimental/termstructures/Makefile.am         |   5 +-
 .../termstructures/multicurvesensitivities.hpp     |  26 ---
 ql/functional.hpp                                  |   6 -
 ql/math/Makefile.am                                |   5 +-
 ql/math/all.hpp                                    |   1 -
 ql/math/sampledcurve.cpp                           |  87 --------
 ql/math/sampledcurve.hpp                           | 230 +--------------------
 ql/methods/finitedifferences/Makefile.am           |   4 +-
 ql/methods/finitedifferences/all.hpp               |   3 -
 ql/methods/finitedifferences/bsmtermoperator.hpp   |  19 +-
 ql/methods/finitedifferences/fdtypedefs.hpp        |  34 +--
 ql/methods/finitedifferences/parallelevolver.hpp   |  94 +--------
 ql/methods/finitedifferences/pdeshortrate.hpp      |  28 ---
 ql/methods/finitedifferences/shoutcondition.hpp    |  28 ---
 ql/models/marketmodels/Makefile.am                 |   3 +-
 ql/models/marketmodels/duffsdeviceinnerproduct.hpp |  28 ---
 ql/pricingengines/vanilla/Makefile.am              |  10 +-
 ql/pricingengines/vanilla/all.hpp                  |   2 -
 ql/pricingengines/vanilla/fdconditions.hpp         |  27 ---
 ql/pricingengines/vanilla/fddividendengine.hpp     |  28 ---
 ql/pricingengines/vanilla/fdmultiperiodengine.hpp  | 198 +-----------------
 .../vanilla/fdstepconditionengine.hpp              |  28 ---
 ql/pricingengines/vanilla/fdvanillaengine.cpp      | 150 --------------
 ql/pricingengines/vanilla/fdvanillaengine.hpp      |  64 +-----
 test-suite/CMakeLists.txt                          |   1 -
 test-suite/Makefile.am                             |   1 -
 test-suite/operators.cpp                           |   2 +-
 test-suite/sampledcurve.cpp                        |  92 ---------
 test-suite/testsuite.vcxproj                       |   1 -
 test-suite/testsuite.vcxproj.filters               |   3 -
 50 files changed, 29 insertions(+), 1553 deletions(-)

commit 61793d86d4fb14f719994864e7b21e79e24ad6e0
Author: jongbong.an <ajb8406@snu.ac.kr>
Date:   Tue, 8 Oct 2024 09:23:02 +0900

    added a kofr index

 QuantLib.vcxproj            |  2 ++
 QuantLib.vcxproj.filters    |  6 ++++++
 ql/CMakeLists.txt           |  2 ++
 ql/indexes/ibor/Makefile.am |  2 ++
 ql/indexes/ibor/all.hpp     |  1 +
 ql/indexes/ibor/kofr.cpp    | 31 +++++++++++++++++++++++++++++++
 ql/indexes/ibor/kofr.hpp    | 44 ++++++++++++++++++++++++++++++++++++++++++++
 7 files changed, 88 insertions(+)

commit 0e5267690631d0edcfb3eab8222f58b573d7195e
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Sun, 6 Oct 2024 19:30:19 +0200

    QPR-12849 hide new methods

 ql/indexes/indexmanager.hpp | 17 +++++++++--------
 1 file changed, 9 insertions(+), 8 deletions(-)

commit 6957b0a16c4eb225a63c7c6c84c0f2573b81e2c1
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Sun, 6 Oct 2024 17:49:45 +0200

    QPR-12849 keep notifiers

 ql/indexes/indexmanager.cpp | 2 --
 1 file changed, 2 deletions(-)

commit f609bb325aa7ab0d0ff8534656c5ebe73f144152
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Sun, 6 Oct 2024 12:21:51 +0200

    QPR-12849 restore old behaviour w.r.t. invalid fixings

 ql/index.hpp                | 13 +++----------
 ql/indexes/indexmanager.hpp | 34 +++++++++++++++++++++++-----------
 2 files changed, 26 insertions(+), 21 deletions(-)

commit 25c27569db2696e329b26a50a8a9a8933b908b12
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 4 Oct 2024 19:19:37 +0200

    QPR-12849 update notifiers

 ql/indexes/indexmanager.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit 772110d44f554aad7c17e1056023793f14b72512
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 4 Oct 2024 19:14:21 +0200

    QPR-12849 missing notifications

 ql/indexes/indexmanager.cpp      | 12 ++++++++++--
 ql/indexes/indexmanager.hpp      |  1 -
 ql/utilities/observablevalue.hpp |  1 +
 3 files changed, 11 insertions(+), 3 deletions(-)

commit a9e7a868ce4d87b51189a1e6437bef1f42b7aee3
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 4 Oct 2024 17:22:20 +0200

    QPR-12849 clean up

 ql/utilities/observablevalue.hpp | 14 --------------
 1 file changed, 14 deletions(-)

commit 98f9f6f75560c13af5c4682e61d9b6e3a5d07bc9
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 4 Oct 2024 17:20:40 +0200

    QPR-12849 clean up

 ql/index.cpp | 1 -
 1 file changed, 1 deletion(-)

commit 347c2c580f105525eb9340f675eb317344468713
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 4 Oct 2024 17:17:25 +0200

    QPR-12849 clean up

 ql/index.cpp                |  5 ++---
 ql/index.hpp                | 42 ++++++++---------------------------------
 ql/indexes/indexmanager.cpp | 21 ++++++++++++++-------
 ql/indexes/indexmanager.hpp | 46 +++++++++++++++++++++++++++++++++++++++++----
 4 files changed, 66 insertions(+), 48 deletions(-)

commit 256d272ff73081b35165fa3d650cd971a194e63e
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 4 Oct 2024 12:51:37 +0200

    QPR-12849 fix observability

 ql/index.hpp                     | 5 +++--
 ql/indexes/indexmanager.cpp      | 5 +++--
 ql/indexes/indexmanager.hpp      | 4 ++--
 ql/utilities/observablevalue.hpp | 7 +++++++
 4 files changed, 15 insertions(+), 6 deletions(-)

commit 03a5ea07f90a22d695b77d5a08a1561a3ae0a68c
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 4 Oct 2024 10:34:48 +0200

    QPR-12849 avoid copying the time series of fixings

 ql/index.hpp                     | 3 +--
 ql/indexes/indexmanager.cpp      | 4 ++++
 ql/indexes/indexmanager.hpp      | 2 ++
 ql/utilities/observablevalue.hpp | 6 ++++++
 4 files changed, 13 insertions(+), 2 deletions(-)

commit 92aed5772ad2631171f316926d877569796200fe
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 21 Sep 2024 13:41:50 +0200

    .

 ql/CMakeLists.txt                       |  1 +
 ql/math/matrixutilities/householder.hpp | 94 +++++++++++++++++++++++++++++++++
 test-suite/matrices.cpp                 | 66 +++++++++++++++++++++++
 3 files changed, 161 insertions(+)

commit 4dcbb23de4284097e4d5a8ddbea32ddaef3753e3
Author: klaus spanderen <klaus@spanderen.de>
Date:   Tue, 10 Sep 2024 22:29:48 +0200

    first light Choi engine

 ql/CMakeLists.txt                                  |  2 +
 ql/pricingengines/basket/choibasketengine.cpp      | 45 +++++++++++++++++
 ql/pricingengines/basket/choibasketengine.hpp      | 59 ++++++++++++++++++++++
 .../basket/denglizhoubasketengine.cpp              |  4 +-
 .../basket/denglizhoubasketengine.hpp              | 10 ++--
 5 files changed, 112 insertions(+), 8 deletions(-)

commit 67b32011cd9f827770545f77149b1e1402f31326
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 1 Sep 2024 15:58:10 +0200

    .

 ql/math/integrals/gaussianquadratures.cpp          |  46 +++++++
 ql/math/integrals/gaussianquadratures.hpp          |  13 ++
 .../basket/denglizhoubasketengine.cpp              |   4 +-
 .../basket/singlefactorbsmbasketengine.cpp         |  51 +++++---
 .../basket/singlefactorbsmbasketengine.hpp         |   7 +-
 .../basket/vectorbsmprocessextractor.cpp           |  15 ++-
 .../basket/vectorbsmprocessextractor.hpp           |   5 +-
 test-suite/basketoption.cpp                        | 122 ++++++++++++++-----
 test-suite/gaussianquadratures.cpp                 | 135 +++++++++++++++++++++
 9 files changed, 345 insertions(+), 53 deletions(-)

commit ad57ee34367fc1732759f155c1b1b18268ca7d72
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 11 Aug 2024 16:24:50 +0200

    add halley solver

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

commit a306a54d12ba86844edfd4a9604c129c04d945a9
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 11 Aug 2024 16:24:19 +0200

    added halley solver

 ql/CMakeLists.txt                                  |  1 +
 ql/math/solvers1d/halley.hpp                       | 75 ++++++++++++++++++++++
 .../basket/singlefactorbsmbasketengine.cpp         | 47 ++++----------
 .../basket/singlefactorbsmbasketengine.hpp         |  4 +-
 test-suite/basketoption.cpp                        | 41 ++++++++----
 test-suite/solvers.cpp                             | 14 ++++
 6 files changed, 135 insertions(+), 47 deletions(-)

commit a0d0ceca3dd717eee09507e59e3dbfaeadc3ab16
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Fri, 26 Jul 2024 15:51:33 +0200

    Update denglizhoubasketengine.cpp

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

commit b01e2d88bcef1b9cd38931fa2b742b4789fdad6f
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 11 Jul 2024 19:48:07 +0200

    .

 .../basket/singlefactorbsmbasketengine.cpp         | 122 ++++++++++++++++++---
 .../basket/singlefactorbsmbasketengine.hpp         |  25 ++++-
 test-suite/basketoption.cpp                        |  49 +++++++--
 3 files changed, 167 insertions(+), 29 deletions(-)

commit ad14f6f0edfba571a5ad601799c20f665331d9c2
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 8 Jul 2024 12:34:43 +0200

    first step for Choi engine

 ql/CMakeLists.txt                                  |  8 +-
 ql/instruments/basketoption.hpp                    |  4 +-
 ...spreadengine.cpp => denglizhoubasketengine.cpp} | 61 ++++---------
 ...spreadengine.hpp => denglizhoubasketengine.hpp} |  8 +-
 .../basket/fdndimblackscholesvanillaengine.cpp     |  3 +
 .../basket/singlefactorbsmbasketengine.cpp         | 99 ++++++++++++++++++++++
 .../basket/singlefactorbsmbasketengine.hpp         | 56 ++++++++++++
 .../basket/vectorbsmprocessextractor.cpp           | 85 +++++++++++++++++++
 .../basket/vectorbsmprocessextractor.hpp           | 51 +++++++++++
 test-suite/basketoption.cpp                        | 72 ++++++++++++++--
 10 files changed, 388 insertions(+), 59 deletions(-)

commit ed9ee5b22080d55fb837cbd05da447c54f6113aa
Author: klaus spanderen <klaus@spanderen.de>
Date:   Thu, 27 Jun 2024 23:05:09 +0200

    second order approximation

 ql/math/interpolations/chebyshevinterpolation.hpp  |   6 +-
 .../basket/denglizhouspreadengine.hpp              |   2 +-
 .../basket/operatorsplittingspreadengine.cpp       | 136 +++++++++++++++---
 .../basket/operatorsplittingspreadengine.hpp       |   6 +-
 test-suite/basketoption.cpp                        | 152 +++++++++++++++++++--
 5 files changed, 272 insertions(+), 30 deletions(-)

commit e525781aa51d844ab196b3035e0422d51cf767fe
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 2 Jun 2024 10:35:38 +0200

    first version ready

 ql/instruments/basketoption.hpp                    |   2 +
 .../basket/denglizhouspreadengine.cpp              | 197 +++++++++++++++++----
 .../basket/denglizhouspreadengine.hpp              |  26 ++-
 test-suite/basketoption.cpp                        |  89 ++++++++--
 4 files changed, 267 insertions(+), 47 deletions(-)

commit 6f0f78b3ff5b7e8c3de5bac2287a690e974e7383
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 1 Apr 2024 14:25:25 +0200

    first light

 ql/CMakeLists.txt                                  |   6 +
 ql/math/matrixutilities/choleskydecomposition.cpp  |  22 ++
 ql/math/matrixutilities/choleskydecomposition.hpp  |   2 +
 ql/math/matrixutilities/pseudosqrt.cpp             |  27 +++
 ql/math/matrixutilities/pseudosqrt.hpp             |   2 +-
 .../operators/fdmndimblackscholesop.cpp            | 141 +++++++++++++
 .../operators/fdmndimblackscholesop.hpp            |  67 ++++++
 .../basket/denglizhouspreadengine.cpp              | 141 +++++++++++++
 .../basket/denglizhouspreadengine.hpp              |  61 ++++++
 .../basket/fdndimblackscholesvanillaengine.cpp     | 119 +++++++++++
 .../basket/fdndimblackscholesvanillaengine.hpp     |  67 ++++++
 .../basket/spreadblackscholesvanillaengine.cpp     |   5 +-
 test-suite/basketoption.cpp                        | 225 ++++++++++++++++++++-
 test-suite/matrices.cpp                            |  60 +++++-
 14 files changed, 933 insertions(+), 12 deletions(-)

commit d295a28d123577f34c45d9c32d647319c4352c1e
Author: klaus spanderen <klaus@spanderen.de>
Date:   Fri, 23 Feb 2024 23:17:00 +0100

    fixed syntax error

 test-suite/basketoption.cpp | 26 ++++++++++++++++++--------
 1 file changed, 18 insertions(+), 8 deletions(-)

commit bf1d88036c2a394ec047b16a6f959548b9c7ca59
Author: klaus spanderen <klaus@spanderen.de>
Date:   Fri, 23 Feb 2024 23:03:52 +0100

    Bjerksund-Stensland spread engine

 ql/CMakeLists.txt                                  |   6 +
 .../basket/bjerksundstenslandspreadengine.cpp      |  60 +++++
 .../basket/bjerksundstenslandspreadengine.hpp      |  53 +++++
 ql/pricingengines/basket/kirkengine.cpp            |  52 +----
 ql/pricingengines/basket/kirkengine.hpp            |  15 +-
 .../basket/operatorsplittingspreadengine.cpp       |  63 ++++++
 .../basket/operatorsplittingspreadengine.hpp       |  53 +++++
 .../basket/spreadblackscholesvanillaengine.cpp     |  72 ++++++
 .../basket/spreadblackscholesvanillaengine.hpp     |  54 +++++
 test-suite/basketoption.cpp                        | 248 +++++++++++++++++++++
 10 files changed, 625 insertions(+), 51 deletions(-)
