commit 621660f8043e0e2158a5e65b4dcad8e241517884
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.30 final.

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

commit 71f59ce9e807e3e7ce6328fef73ec7bb54cd0b01
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Apr 2023 11:04:01 +0200

    Use latest Boost in cmake Windows build

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

commit 27a247409a927c8056281ccd2251a768d6af12c6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Apr 2023 10:38:37 +0200

    Avoid including deprecated files

 cmake/GenerateHeaders.cmake | 7 +++++++
 1 file changed, 7 insertions(+)

commit 53ed4b5711abab65e1050a2bfb4d55fb067dd688
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Apr 2023 09:29:45 +0200

    Fix deprecation message

 ql/experimental/amortizingbonds/amortizingcmsratebond.hpp      | 2 +-
 ql/experimental/amortizingbonds/amortizingfixedratebond.hpp    | 2 +-
 ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit 416dd3f214f641fa4280189323222042e6bb3a09
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Apr 2023 13:16:19 +0200

    Fix typo in news

 News.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 7f5beceea34cf6a4d59255e90528db43a149f074
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Apr 2021 11:28:16 +0200

    Set version to 1.30 rc

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

commit 27415c3a841a328d449c491ecf8e719d204c0165
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Apr 2023 14:23:58 +0200

    Strip local path from docs correctly in out-of-source build

 Docs/Makefile.am | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 77cb89eff775bf4687496426e43785ded03057a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Apr 2023 12:11:53 +0200

    Update news and contributors

 ChangeLog.txt           | 4042 ++++++++++++++++++++---------------------------
 Contributors.txt        |    2 +
 Docs/pages/history.docs |  109 +-
 News.md                 |  198 +--
 4 files changed, 1949 insertions(+), 2402 deletions(-)

commit 8ac7f751df6c7304ccf4faef5b0ca555c6bd48a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Apr 2023 16:15:34 +0200

    Disable a few false positives from clang-tidy

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

commit 7adec475e255d360beb2dc1409d2f1983cf83266
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Apr 2023 15:38:12 +0200

    Fix a few test messages

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

commit d9caed0bcefd9b360e9f006a90c975b2caf49a75
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Apr 2023 15:17:42 +0200

    Convert tool to Python 3 syntax

 tools/check_inclusions.py | 61 +++++++++++++++++++++++++----------------------
 1 file changed, 33 insertions(+), 28 deletions(-)

commit d8f602c27b45b677a38ef2c7b7cb6b0c0a4fe5e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Apr 2023 15:15:33 +0200

    Convert a few non-unicode characters in comments

 ql/currencies/africa.cpp                                   | 4 +---
 ql/currencies/africa.hpp                                   | 3 ++-
 ql/currencies/europe.cpp                                   | 8 ++++----
 ql/experimental/swaptions/haganirregularswaptionengine.cpp | 2 +-
 ql/experimental/swaptions/haganirregularswaptionengine.hpp | 2 +-
 5 files changed, 9 insertions(+), 10 deletions(-)

commit 8153cd9fb51f5bcbf44819725bfe06452e102bb5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Apr 2023 13:24:55 +0200

    Update docs for library configuration

 Docs/pages/config.docs | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

commit 9252763b32708b4fd35ea864a4c854c28df2030e
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date:   Mon, 10 Apr 2023 11:56:37 +0000

    Bump peter-evans/create-pull-request from 4 to 5
    
    Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 4 to 5.
    - [Release notes](https://github.com/peter-evans/create-pull-request/releases)
    - [Commits](https://github.com/peter-evans/create-pull-request/compare/v4...v5)
    
    ---
    updated-dependencies:
    - dependency-name: peter-evans/create-pull-request
      dependency-type: direct:production
      update-type: version-update:semver-major
    ...
    
    Signed-off-by: dependabot[bot] <support@github.com>

 .github/workflows/copyrights.yml        | 2 +-
 .github/workflows/generated-headers.yml | 2 +-
 .github/workflows/misspell.yml          | 2 +-
 .github/workflows/tidy.yml              | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit 2f0703e544a2ece7e9c36d7793278a574c7e84c1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Apr 2023 13:08:29 +0200

    Fix for workflows creating pull requests.
    
    The existing branch name started causing the PR creation to fail.
    Simplifying it seems to fix the problem.

 .github/workflows/copyrights.yml        | 2 +-
 .github/workflows/generated-headers.yml | 2 +-
 .github/workflows/misspell.yml          | 2 +-
 .github/workflows/tidy.yml              | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit 57edc245d7eac8c6a15279a8fe163576fde4613f
Merge: 56fa1a651 74cb1dde1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Apr 2023 11:28:15 +0200

    Add operators taking Matrix by rvalue reference (#1626)

commit 74cb1dde1cfa21d9cd8d0760131cfa4102cd3637
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 30 Mar 2023 21:38:11 +0900

    Add operators taking Matrix by rvalue reference

 ql/math/matrix.hpp      | 108 +++++++++++++++++++++++++++++++++++++++++++++++-
 test-suite/array.cpp    |   2 +-
 test-suite/matrices.cpp |  68 ++++++++++++++++++++++++++++++
 test-suite/matrices.hpp |   1 +
 4 files changed, 177 insertions(+), 2 deletions(-)

commit 56fa1a65165024ce2944229d6ca2cfc0b182da94
Merge: 617c043f8 4642500df
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Apr 2023 09:53:02 +0200

    Real usage consistency and warning fixes (#1625)

commit 4642500dfc2eee216c9d768b5dfbefd5ae80ccac
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Sat, 1 Apr 2023 18:28:04 +0000

    Changes from reviews: no conversion for /=, nSteps should be Size

 ql/experimental/credit/homogeneouspooldef.hpp   | 4 ++--
 ql/experimental/credit/inhomogeneouspooldef.hpp | 4 ++--
 ql/models/volatility/garch.cpp                  | 8 ++++----
 3 files changed, 8 insertions(+), 8 deletions(-)

commit 6a1706f6bdfc296d4b0f3fb2a8c8c5cd254de23d
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Sat, 1 Apr 2023 17:49:08 +0000

    Revert "Fixes Size -> double conversion warnings with VC++ and higher warning level"
    
    This reverts commit a723850784d41b162c0a214c7b2ffb61bd321486.

 ql/experimental/catbonds/montecarlocatbondengine.cpp                | 6 +++---
 ql/experimental/credit/homogeneouspooldef.hpp                       | 2 +-
 ql/experimental/credit/inhomogeneouspooldef.hpp                     | 2 +-
 ql/experimental/exoticoptions/mchimalayaengine.cpp                  | 2 +-
 ql/experimental/exoticoptions/mcpagodaengine.cpp                    | 2 +-
 ql/experimental/mcbasket/longstaffschwartzmultipathpricer.cpp       | 6 +++---
 ql/models/equity/hestonslvmcmodel.cpp                               | 2 +-
 ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp | 2 +-
 ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp    | 2 +-
 ql/models/volatility/garch.cpp                                      | 2 +-
 ql/pricingengines/asian/turnbullwakemanasianengine.cpp              | 2 +-
 ql/pricingengines/vanilla/analyticptdhestonengine.cpp               | 2 +-
 .../volatility/equityfx/andreasenhugevolatilityinterpl.cpp          | 2 +-
 test-suite/catbonds.cpp                                             | 4 ++--
 test-suite/distributions.cpp                                        | 2 +-
 test-suite/libormarketmodel.cpp                                     | 2 +-
 test-suite/marketmodel.cpp                                          | 2 +-
 17 files changed, 22 insertions(+), 22 deletions(-)

commit d7de07f72a4617e57d13a87dcd42d8cd40a5748b
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Sat, 1 Apr 2023 09:04:22 +0000

    Explicit return type for lambdas with expressions to allow expression templates

 ql/experimental/math/convolvedstudentt.cpp                        | 2 +-
 ql/experimental/math/gaussiancopulapolicy.hpp                     | 2 +-
 ql/experimental/math/multidimquadrature.hpp                       | 4 ++--
 ql/legacy/libormarketmodels/lfmcovarproxy.cpp                     | 2 +-
 ql/methods/finitedifferences/meshers/concentrating1dmesher.cpp    | 4 ++--
 ql/methods/finitedifferences/utilities/gbsmrndcalculator.cpp      | 2 +-
 .../finitedifferences/utilities/riskneutraldensitycalculator.cpp  | 2 +-
 ql/models/volatility/garch.cpp                                    | 8 ++++----
 ql/pricingengines/vanilla/qdplusamericanengine.cpp                | 2 +-
 test-suite/distributions.cpp                                      | 2 +-
 test-suite/hestonslvmodel.cpp                                     | 2 +-
 test-suite/riskneutraldensitycalculator.cpp                       | 2 +-
 test-suite/squarerootclvmodel.cpp                                 | 4 ++--
 13 files changed, 19 insertions(+), 19 deletions(-)

commit a723850784d41b162c0a214c7b2ffb61bd321486
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Sat, 1 Apr 2023 08:01:39 +0100

    Fixes Size -> double conversion warnings with VC++ and higher warning level

 ql/experimental/catbonds/montecarlocatbondengine.cpp                | 6 +++---
 ql/experimental/credit/homogeneouspooldef.hpp                       | 2 +-
 ql/experimental/credit/inhomogeneouspooldef.hpp                     | 2 +-
 ql/experimental/exoticoptions/mchimalayaengine.cpp                  | 2 +-
 ql/experimental/exoticoptions/mcpagodaengine.cpp                    | 2 +-
 ql/experimental/mcbasket/longstaffschwartzmultipathpricer.cpp       | 6 +++---
 ql/models/equity/hestonslvmcmodel.cpp                               | 2 +-
 ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.cpp | 2 +-
 ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.cpp    | 2 +-
 ql/models/volatility/garch.cpp                                      | 2 +-
 ql/pricingengines/asian/turnbullwakemanasianengine.cpp              | 2 +-
 ql/pricingengines/vanilla/analyticptdhestonengine.cpp               | 2 +-
 .../volatility/equityfx/andreasenhugevolatilityinterpl.cpp          | 2 +-
 test-suite/catbonds.cpp                                             | 4 ++--
 test-suite/distributions.cpp                                        | 2 +-
 test-suite/libormarketmodel.cpp                                     | 2 +-
 test-suite/marketmodel.cpp                                          | 2 +-
 17 files changed, 22 insertions(+), 22 deletions(-)

commit 93187ab648bfda382fa8e112d9299f226e70a47f
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Sat, 1 Apr 2023 07:19:25 +0100

    Fixes ternary operator for conistent Real use

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

commit 617c043f82f70eb08549759647d3559243d9ef1d
Merge: b7f3dc2f6 96dc6df64
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 31 Mar 2023 17:44:22 +0200

    Enable default warning levels in `cmake` build (#1611)

commit 96dc6df64df7908e619e7cbd6594bcb13afbde54
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Thu, 30 Mar 2023 15:57:21 +0200

    Incorp. feedback

 .github/workflows/cmake.yml | 4 ++--
 CMakePresets.json           | 4 +++-
 cmake/Platform.cmake        | 2 +-
 3 files changed, 6 insertions(+), 4 deletions(-)

commit b7f3dc2f6bffe4f63bf8fc7382e942062991ace0
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date:   Mon, 27 Mar 2023 11:56:44 +0000

    Bump actions/stale from 7 to 8
    
    Bumps [actions/stale](https://github.com/actions/stale) from 7 to 8.
    - [Release notes](https://github.com/actions/stale/releases)
    - [Changelog](https://github.com/actions/stale/blob/main/CHANGELOG.md)
    - [Commits](https://github.com/actions/stale/compare/v7...v8)
    
    ---
    updated-dependencies:
    - dependency-name: actions/stale
      dependency-type: direct:production
      update-type: version-update:semver-major
    ...
    
    Signed-off-by: dependabot[bot] <support@github.com>

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

commit 0124ab3b7b51a7de3ab051bcd0d9f2b5349e16d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 26 Mar 2023 12:20:58 +0200

    Avoid std::any_cast on Mac OS 10.11 and 10.12.

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

commit 383d218559e5693368d5056fdda3051661712a75
Merge: 6033d6c13 ec1927aa5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 25 Mar 2023 09:52:01 +0100

    Add support for std::any and std::optional (#1617)

commit ec1927aa55ecc82bbefac183e5c5fe6c69c3c74d
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Wed, 22 Mar 2023 14:34:58 +0000

    Update generated headers

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

commit a0aa6435a2e2bf0ff5f556282053dfc94747a890
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Wed, 22 Mar 2023 14:32:44 +0000

    Update copyright list in license

 LICENSE.TXT | 2 ++
 1 file changed, 2 insertions(+)

commit 6033d6c1392530812fe2949b15117ad1453418c4
Merge: 1ca77f102 49bbdf1ed
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Mar 2023 12:59:18 +0100

    Remove copy on key compare (#1616)

commit 1ca77f1024698ddb35dd24de7ea5ffa5cc92ad3f
Merge: 6fef826a6 5889314e6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Mar 2023 12:55:58 +0100

    Equity cash flow and quanto pricing (#1610)

commit 6fef826a65fba45aff023cd6e0532ad2f1bac784
Merge: 3c8c6ed8c 6523f36a3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Mar 2023 12:46:33 +0100

    CPICoupon with baseDate (#1498)

commit bb814c8b5e3dd26d9a2c67547b9666a31467bec6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Mar 2023 09:25:55 +0100

    Test in Mac OS CI build

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

commit dd377ee1c5f6725be9c6e80a03ae16cd0979a67e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Mar 2023 09:22:42 +0100

    Test in Linux CI build

 .github/workflows/linux-full-tests.yml | 2 +-
 .github/workflows/linux-nondefault.yml | 2 +-
 .github/workflows/linux.yml            | 2 +-
 configure.ac                           | 6 +++---
 4 files changed, 6 insertions(+), 6 deletions(-)

commit 3c8c6ed8cc64c8430901cc32de2391d3d2730307
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Mar 2023 16:56:36 +0100

    Avoid 'using namespace std;' in test suite.
    
    This prevents an ambiguity when performing a unity build
    in VC++ after specifying the C++17 language standard.
    The underlying cause is unqualified references to byte
    in the Windows SDK, which can also match C++17 std::byte.
    Avoiding 'using namespace' is a workaround.

 test-suite/autocovariances.cpp      |  1 -
 test-suite/cdo.cpp                  | 17 ++++++++---------
 test-suite/fastfouriertransform.cpp |  1 -
 test-suite/inflationcpicapfloor.cpp |  7 +++----
 test-suite/inflationvolatility.cpp  | 27 ++++++++++++---------------
 test-suite/nthtodefault.cpp         | 17 ++++++++---------
 test-suite/spreadoption.cpp         |  3 ---
 7 files changed, 31 insertions(+), 42 deletions(-)

commit d88ed7c85144bbf7b791df8cfaa1ba4907330d36
Merge: 7220d2c33 57668cd87
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Mar 2023 16:09:18 +0100

    Make Gov USA bond 2023 Good Friday working day (#1620)

commit 57668cd87899b6fbaff7a257548bcc544a80ead0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Mar 2023 12:04:38 +0100

    Add relevant link to code comment

 ql/time/calendars/unitedstates.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 055cf6b5c30123b0dc006c9b83a2692db47b3165
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 22 Mar 2023 15:20:08 +0100

    ext::nullopt as variable

 QuantLib.vcxproj                                   |  3 +-
 QuantLib.vcxproj.filters                           |  3 +-
 ql/CMakeLists.txt                                  |  1 +
 ql/Makefile.am                                     |  1 +
 ql/cashflow.hpp                                    |  2 +-
 ql/cashflows/couponpricer.hpp                      |  4 +--
 ql/event.hpp                                       |  2 +-
 .../catbonds/montecarlocatbondengine.hpp           |  2 +-
 .../coupons/lognormalcmsspreadpricer.hpp           |  2 +-
 ql/experimental/credit/syntheticcdo.hpp            |  2 +-
 ql/instruments/creditdefaultswap.cpp               |  6 ++--
 ql/instruments/floatfloatswap.hpp                  |  8 +++---
 ql/instruments/makevanillaswap.cpp                 |  4 +--
 ql/instruments/nonstandardswap.hpp                 |  4 +--
 ql/instruments/vanillaswap.hpp                     |  4 +--
 ql/optional.cpp                                    | 33 ++++++++++++++++++++++
 ql/optional.hpp                                    |  6 ++--
 ql/pricingengines/bond/discountingbondengine.hpp   |  2 +-
 ql/pricingengines/credit/integralcdsengine.hpp     |  2 +-
 ql/pricingengines/credit/isdacdsengine.hpp         |  2 +-
 ql/pricingengines/credit/midpointcdsengine.hpp     |  2 +-
 ql/pricingengines/mclongstaffschwartzengine.hpp    |  4 +--
 ql/pricingengines/swap/discountingswapengine.hpp   |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  4 +--
 ql/termstructures/yield/oisratehelper.hpp          |  2 +-
 ql/termstructures/yield/ratehelpers.hpp            |  8 +++---
 ql/time/schedule.hpp                               |  8 +++---
 test-suite/cashflows.cpp                           |  8 +++---
 test-suite/creditdefaultswap.cpp                   |  6 ++--
 test-suite/quantlibtestsuite.cpp                   |  2 +-
 30 files changed, 89 insertions(+), 50 deletions(-)

commit 90a6026a3b79844dfa4c89a314218b6e7ebbb7db
Author: Anastasiia Shumyk <ashumyk@maritimelp.com>
Date:   Tue, 21 Mar 2023 19:35:30 +0200

    Make GOV bond USA 2023 Good Friday working day

 ql/time/calendars/unitedstates.cpp | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

commit 7220d2c3333fb68f194367c5b21a451e7f84200b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Mar 2023 11:25:14 +0100

    Avoid deprecation warnings in VC++22 when including quantlib.hpp

 ql/termstructures/yield/drifttermstructure.hpp | 5 +++++
 1 file changed, 5 insertions(+)

commit c347a1ebb934e07f236d0de81c830da851c1d82d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Mar 2023 11:12:52 +0100

    Don't include obsolete headers

 ql/experimental/volatility/Makefile.am            | 2 +-
 ql/experimental/volatility/all.hpp                | 1 -
 ql/termstructures/volatility/swaption/Makefile.am | 2 +-
 ql/termstructures/volatility/swaption/all.hpp     | 2 --
 4 files changed, 2 insertions(+), 5 deletions(-)

commit 49bbdf1edeeacf21b33b674a986aee3efea4e443
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 12 Mar 2023 05:36:07 +0000

    Remove copy on key compare

 ql/indexes/indexmanager.cpp | 28 ++++++++++++----------------
 ql/indexes/indexmanager.hpp | 13 +++++++++++--
 test-suite/indexes.cpp      | 18 +++++++++++++++++-
 3 files changed, 40 insertions(+), 19 deletions(-)

commit 05a278be334f055c7ad17651195fe6c9a1176dac
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 16 Mar 2023 21:46:37 +0900

    Add support for std::any and std::optional

 CMakeLists.txt                                     | 47 +++++++++++++-------
 QuantLib.vcxproj                                   |  2 +
 QuantLib.vcxproj.filters                           |  2 +
 configure.ac                                       | 31 +++++++++++++
 ql/CMakeLists.txt                                  |  2 +
 ql/Makefile.am                                     |  2 +
 ql/any.hpp                                         | 51 ++++++++++++++++++++++
 ql/cashflow.cpp                                    |  4 +-
 ql/cashflow.hpp                                    |  3 +-
 ql/cashflows/couponpricer.cpp                      |  3 +-
 ql/cashflows/couponpricer.hpp                      |  5 ++-
 ql/cashflows/iborcoupon.cpp                        |  3 +-
 ql/cashflows/iborcoupon.hpp                        |  5 ++-
 ql/config.hpp.cfg                                  |  2 +
 ql/event.cpp                                       |  3 +-
 ql/event.hpp                                       |  4 +-
 .../catbonds/montecarlocatbondengine.cpp           |  3 +-
 .../catbonds/montecarlocatbondengine.hpp           |  5 ++-
 ql/experimental/commodities/commodity.hpp          |  3 +-
 ql/experimental/commodities/energycommodity.cpp    |  8 ++--
 .../coupons/lognormalcmsspreadpricer.cpp           |  6 +--
 .../coupons/lognormalcmsspreadpricer.hpp           |  3 +-
 ql/experimental/credit/syntheticcdo.cpp            |  5 ++-
 ql/experimental/credit/syntheticcdo.hpp            |  3 +-
 ql/experimental/swaptions/irregularswap.hpp        |  1 -
 ql/experimental/swaptions/irregularswaption.cpp    |  3 +-
 ql/instrument.hpp                                  | 14 +++---
 ql/instruments/callabilityschedule.hpp             |  4 +-
 ql/instruments/capfloor.cpp                        |  3 +-
 ql/instruments/creditdefaultswap.cpp               |  9 ++--
 ql/instruments/creditdefaultswap.hpp               |  7 +--
 ql/instruments/floatfloatswap.cpp                  | 13 +++---
 ql/instruments/floatfloatswap.hpp                  | 14 +++---
 ql/instruments/makecds.hpp                         |  6 +--
 ql/instruments/makeswaption.cpp                    |  3 +-
 ql/instruments/makeswaption.hpp                    |  5 ++-
 ql/instruments/makevanillaswap.cpp                 |  7 +--
 ql/instruments/makevanillaswap.hpp                 |  4 +-
 ql/instruments/nonstandardswap.cpp                 |  5 ++-
 ql/instruments/nonstandardswap.hpp                 |  6 +--
 ql/instruments/swaption.cpp                        |  3 +-
 ql/instruments/vanillaswap.cpp                     |  5 ++-
 ql/instruments/vanillaswap.hpp                     |  6 +--
 ql/optional.hpp                                    | 51 ++++++++++++++++++++++
 ql/pricingengines/bond/discountingbondengine.cpp   |  3 +-
 ql/pricingengines/bond/discountingbondengine.hpp   |  5 ++-
 .../capfloor/analyticcapfloorengine.cpp            |  3 +-
 ql/pricingengines/credit/integralcdsengine.cpp     |  3 +-
 ql/pricingengines/credit/integralcdsengine.hpp     |  5 ++-
 ql/pricingengines/credit/isdacdsengine.cpp         |  3 +-
 ql/pricingengines/credit/isdacdsengine.hpp         |  5 ++-
 ql/pricingengines/credit/midpointcdsengine.cpp     |  3 +-
 ql/pricingengines/credit/midpointcdsengine.hpp     |  5 ++-
 ql/pricingengines/mclongstaffschwartzengine.hpp    | 10 ++---
 ql/pricingengines/swap/discountingswapengine.cpp   |  3 +-
 ql/pricingengines/swap/discountingswapengine.hpp   |  5 ++-
 .../vanilla/bjerksundstenslandengine.cpp           |  4 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  9 ++--
 ql/settings.hpp                                    | 14 +++---
 ql/termstructures/yield/oisratehelper.cpp          |  2 +-
 ql/termstructures/yield/oisratehelper.hpp          |  5 ++-
 ql/termstructures/yield/ratehelpers.cpp            |  9 ++--
 ql/termstructures/yield/ratehelpers.hpp            | 17 ++++----
 ql/time/schedule.cpp                               | 11 ++---
 ql/time/schedule.hpp                               | 32 +++++++-------
 ql/userconfig.hpp                                  | 10 +++++
 test-suite/americanoption.cpp                      |  5 ++-
 test-suite/cashflows.cpp                           | 10 ++---
 test-suite/creditdefaultswap.cpp                   |  7 +--
 test-suite/defaultprobabilitycurves.cpp            |  2 +-
 test-suite/period.cpp                              |  2 +-
 test-suite/quantlibtestsuite.cpp                   | 11 ++---
 72 files changed, 392 insertions(+), 185 deletions(-)

commit d9e8af7f294b7fc3e8d7ea48b0d408e143b29d31
Merge: 860d1e39f 30c263fdd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Mar 2023 22:54:11 +0100

    Avoid compilation error using `PiecewiseYieldCurve<ConvexMonotone>` (#1615)

commit 30c263fdd9ce9fca20d2f2539cbeace146335b5a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Mar 2023 15:38:10 +0100

    Avoid compilation error using ConvexMonotone interpolation

 .../interpolations/convexmonotoneinterpolation.hpp |  6 +--
 test-suite/piecewiseyieldcurve.cpp                 | 63 +++++++++++++---------
 test-suite/piecewiseyieldcurve.hpp                 |  2 +
 3 files changed, 42 insertions(+), 29 deletions(-)

commit 860d1e39fc2672f53fd68f99d6761af5b797ddb5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Mar 2023 10:52:59 +0100

    Remove outdated comments

 ql/math/matrixutilities/tqreigendecomposition.cpp   | 1 -
 ql/pricingengines/vanilla/juquadraticengine.cpp     | 1 -
 ql/time/daycounters/actualactual.cpp                | 1 -
 test-suite/americanoption.cpp                       | 1 -
 test-suite/basketoption.cpp                         | 1 -
 test-suite/batesmodel.cpp                           | 6 +-----
 test-suite/capfloor.cpp                             | 2 --
 test-suite/digitaloption.cpp                        | 1 -
 test-suite/europeanoption.cpp                       | 1 -
 test-suite/extendedtrees.cpp                        | 1 -
 test-suite/hestonmodel.cpp                          | 3 ---
 test-suite/hybridhestonhullwhiteprocess.cpp         | 6 ------
 test-suite/marketmodel.cpp                          | 1 -
 test-suite/marketmodel_smmcaplethomocalibration.cpp | 1 -
 test-suite/operators.cpp                            | 4 ----
 test-suite/pathgenerator.cpp                        | 1 -
 test-suite/swaption.cpp                             | 6 ------
 17 files changed, 1 insertion(+), 37 deletions(-)

commit 5b494c651149b9fcb5c2961f9bbadee789ad5cc4
Merge: 230ce8319 851edb0a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Mar 2023 15:17:29 +0100

    Allow moving value into ObservableValue (#1601)

commit 5889314e6dcf686d5f9cd30447ebd220e8be8d59
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 13 Mar 2023 09:16:06 +0100

    Keep alphabetic order of imports.

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

commit 34183e99ee9fea97ffb045f450128800f926796e
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 13 Mar 2023 09:15:18 +0100

    Fixed build.

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

commit 230ce83196fecf03acfaefca4566a55df2cd53e2
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 12 Mar 2023 01:52:32 +0000

    Automated fixes by clang-tidy

 ql/instruments/equitytotalreturnswap.cpp | 40 +++++++++++++++++---------------
 ql/instruments/equitytotalreturnswap.hpp |  2 +-
 2 files changed, 22 insertions(+), 20 deletions(-)

commit 81302912e6b5984d9b0107c1240a911c97351c6e
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 12 Mar 2023 18:59:17 +0100

    Adding a bit of documentation

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

commit e7bc1c4ee5d0410dbbccd4f8e10512d6593c688e
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 12 Mar 2023 18:44:04 +0100

    Added add_compile_definitions(_SILENCE_CXX17_ITERATOR_BASE_CLASS_DEPRECATION_WARNING) to prevent deprecation warnings from boost::ublas

 cmake/Platform.cmake | 9 +++++++++
 1 file changed, 9 insertions(+)

commit c89d4bb4225343c72d2b32ef924046d17ac581f4
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sat, 11 Mar 2023 20:45:58 +0100

    Define QL_ENABLE_DEFAULT_WARNING_LEVEL and QL_COMPILE_WARNING_AS_ERROR in CMakeLists.txt and use them in the cmake workflow.

 .github/workflows/cmake.yml | 20 ++++++++++----------
 CMakeLists.txt              | 29 +++++++++++++++++++++++++++++
 cmake/Platform.cmake        |  1 +
 3 files changed, 40 insertions(+), 10 deletions(-)

commit 2e48157bef16b7135f1d06b15b7a51768db1a9ba
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sat, 11 Mar 2023 20:19:18 +0100

    Adjusted checks when initiating quanto cash flow pricer.

 ql/cashflows/equitycashflow.cpp |  12 ++-
 test-suite/equitycashflow.cpp   | 165 ++++++++++++++++++++++++----------------
 test-suite/equitycashflow.hpp   |   5 +-
 3 files changed, 111 insertions(+), 71 deletions(-)

commit 851edb0a68c2813eb4750c33a17960a6eb574abf
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Fri, 17 Feb 2023 00:00:10 +0000

    Allow values to be moved into ObservableValue

 ql/indexes/indexmanager.cpp      |  8 ++++----
 ql/indexes/indexmanager.hpp      |  5 ++---
 ql/utilities/observablevalue.hpp | 14 ++++++++++++++
 3 files changed, 20 insertions(+), 7 deletions(-)

commit 23bb2710d97214266a78eb080dc723985507edf5
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Fri, 10 Mar 2023 12:11:46 +0100

    Updated CMake- and Makefiles.

 ql/CMakeLists.txt         | 2 ++
 ql/cashflows/Makefile.am  | 2 ++
 ql/cashflows/all.hpp      | 1 +
 test-suite/CMakeLists.txt | 2 ++
 test-suite/Makefile.am    | 2 ++
 5 files changed, 9 insertions(+)

commit b60b649e7db908611c136d580ff5cf135d3bafbd
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Fri, 10 Mar 2023 12:03:59 +0100

    Added more unit tests for equity cash flow and quanto pricer.

 ql/cashflows/equitycashflow.cpp |  23 ++++-
 test-suite/equitycashflow.cpp   | 187 ++++++++++++++++++++++++++++++++++------
 test-suite/equitycashflow.hpp   |   4 +
 3 files changed, 187 insertions(+), 27 deletions(-)

commit 325327550fda7dcc7eef5e772a8e271d18c54b25
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Mar 2023 18:08:22 +0100

    Removed protected section from the TRS.

 ql/instruments/equitytotalreturnswap.hpp | 2 --
 1 file changed, 2 deletions(-)

commit 12b2efd8c74ce22d590f4a587e9952b036e5abce
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Mar 2023 18:07:16 +0100

    Adjusted equity leg creation approach in the TRS.

 ql/instruments/equitytotalreturnswap.cpp | 38 +++++++++++++++++++-------------
 ql/instruments/equitytotalreturnswap.hpp |  1 -
 test-suite/equitycashflow.cpp            |  4 ++--
 test-suite/equitycashflow.hpp            |  2 +-
 4 files changed, 26 insertions(+), 19 deletions(-)

commit c0e20ac22ccbd1ebe82a4bd08bae77b90fb93535
Merge: 9f2806534 81f905373
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Mar 2023 12:57:19 +0100

    Add move semantics for `Array` operators and functions (#1606)

commit 47b0558a80e38a16f42119a4bcdcd4bf3d8767f6
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Mar 2023 11:12:21 +0100

    Introduced general equity cash flow.

 QuantLib.vcxproj                                   |  4 +-
 QuantLib.vcxproj.filters                           |  4 +-
 ...equityquantocashflow.cpp => equitycashflow.cpp} | 63 ++++++++++---------
 ...equityquantocashflow.hpp => equitycashflow.hpp} | 71 ++++++++++++----------
 ql/instruments/equitytotalreturnswap.cpp           |  5 +-
 ...equityquantocashflow.cpp => equitycashflow.cpp} | 23 +++----
 ...equityquantocashflow.hpp => equitycashflow.hpp} |  6 +-
 test-suite/quantlibtestsuite.cpp                   |  4 +-
 test-suite/testsuite.vcxproj                       |  4 +-
 test-suite/testsuite.vcxproj.filters               |  4 +-
 10 files changed, 100 insertions(+), 88 deletions(-)

commit 9e089821190ce56779723949560f023202c2b2a7
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 8 Mar 2023 15:24:12 +0100

    Added unit test files for equity quanto cash flow.

 test-suite/equityquantocashflow.cpp  | 159 +++++++++++++++++++++++++++++++++++
 test-suite/equityquantocashflow.hpp  |  32 +++++++
 test-suite/quantlibtestsuite.cpp     |   2 +
 test-suite/testsuite.vcxproj         |   2 +
 test-suite/testsuite.vcxproj.filters |   6 ++
 5 files changed, 201 insertions(+)

commit 79d29b6403a28cec4c6714dd0b65be6193766a61
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 8 Mar 2023 13:52:56 +0100

    Introduced inheritance from IndexedCashFlow.

 ql/cashflows/equityquantocashflow.cpp | 31 +++++++++++++++----------------
 ql/cashflows/equityquantocashflow.hpp | 33 ++++++++++++---------------------
 2 files changed, 27 insertions(+), 37 deletions(-)

commit 61d2ee807403fb8eb02aaa7e1a99051d8d869e92
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Mar 2023 22:29:52 +0100

    Setting up equity quanto cash flow and the pricer.

 ql/cashflows/equityquantocashflow.cpp | 20 ++++++++++++++------
 ql/cashflows/equityquantocashflow.hpp |  2 ++
 2 files changed, 16 insertions(+), 6 deletions(-)

commit a1d34ac730e96cc3b4a395eccd6b7f3515604f3c
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Mar 2023 18:18:56 +0100

    Added equity quanto cash flow.

 QuantLib.vcxproj                         |   2 +
 QuantLib.vcxproj.filters                 |   6 ++
 ql/cashflows/equityquantocashflow.cpp    | 100 +++++++++++++++++++++++++++++
 ql/cashflows/equityquantocashflow.hpp    | 107 +++++++++++++++++++++++++++++++
 ql/instruments/equitytotalreturnswap.cpp |  39 +++++------
 ql/instruments/equitytotalreturnswap.hpp |   3 +
 6 files changed, 234 insertions(+), 23 deletions(-)

commit 9f2806534f7a943b61b143e26abe8b42e0bb9d91
Merge: 1fb6118ce 85001dbf9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Mar 2023 15:42:45 +0100

    Equity total return swap (#1604)

commit 1fb6118cee883aa414c3eec52479f63d23c3f740
Merge: 1f44afeb5 3875659da
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 6 Mar 2023 15:36:36 +0100

    Change FdmLinearOpIterator to pass by value and move (#1609)

commit 3875659da9ce8273fbc6aebac7dd740ac318980c
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 4 Mar 2023 02:53:15 +0000

    Change FdmLinearOpIterator to pass by value and move

 ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 1f44afeb57b3b9dee1ee869ba24ece72a73ad3c4
Merge: 512002bd1 20318a895
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 4 Mar 2023 10:01:37 +0100

    Add operator*() to FdmLinearOpIterator (#1603)

commit 512002bd13e2e835522313b202e1cf633a5744bf
Merge: 13f8acd77 ae800a157
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 4 Mar 2023 09:59:31 +0100

    Add suppressions for clang-tidy 16 (#1602)

commit ae800a1575fbf50c5183a141dbabc08f02c408cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Mar 2023 12:57:10 +0100

    Use unity build for clang-tidy CI checks

 CMakePresets.json | 1 +
 1 file changed, 1 insertion(+)

commit e793072f6b0c833c206fefdb40bf6094c3001903
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Mar 2023 12:25:02 +0100

    Upgrade to clang-tidy 15

 .github/workflows/tidy.yml | 2 +-
 CMakePresets.json          | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit fd640899c70eeb6adf2c0f2f726340d19b88147f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Mar 2023 17:08:34 +0100

    Suppress a couple of warnings from clang-tidy 15

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

commit 13f8acd773574fa43a702847b363ee4584897fb0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Mar 2023 12:18:23 +0100

    CI builds use all 3 cores on Mac runners

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

commit 81f905373ccfb27ed52ae822c197a7185e44165d
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 25 Feb 2023 02:45:04 +0000

    Add functions taking rvalue reference

 ql/math/array.hpp    | 257 ++++++++++++++++++++++++++++++++++++++++++++++++++-
 test-suite/array.cpp | 181 ++++++++++++++++++++++++++++++++----
 test-suite/array.hpp |   1 +
 3 files changed, 421 insertions(+), 18 deletions(-)

commit 85001dbf98bc0bf5895ece4b0383770dabdda396
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Fri, 24 Feb 2023 11:22:12 +0100

    Day counter and calendar inspectors should return a const ref.

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

commit 9c23cf8e5ded7118cb7232f8f80ca5095d8bac59
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Fri, 24 Feb 2023 11:12:17 +0100

    Added docstrings.

 ql/instruments/equitytotalreturnswap.cpp |  4 +++-
 ql/instruments/equitytotalreturnswap.hpp | 18 ++++++++++++++++--
 2 files changed, 19 insertions(+), 3 deletions(-)

commit 1df36a751ff6bab5a0f1f25959a8edfd28970050
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 23 Feb 2023 20:56:09 +0100

    Removed hard-coded test values.

 test-suite/equitytotalreturnswap.cpp | 31 ++++++++++---------------------
 1 file changed, 10 insertions(+), 21 deletions(-)

commit da725fddfc0cca12053f0439e199773cd9334137
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 23 Feb 2023 19:26:03 +0100

    Removed unused variable.

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

commit 754bf506a9da90055b53eae425c720c27013a0eb
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 23 Feb 2023 18:28:17 +0100

    Added new files in CMakeLists and Makefile.

 ql/CMakeLists.txt          | 2 ++
 ql/instruments/Makefile.am | 2 ++
 ql/instruments/all.hpp     | 1 +
 test-suite/CMakeLists.txt  | 2 ++
 test-suite/Makefile.am     | 2 ++
 5 files changed, 9 insertions(+)

commit fa824e8820285c376122b9a03a5ecc5b423f708f
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 23 Feb 2023 17:42:03 +0100

    Uncomment accidental changes in testsuite file.

 test-suite/quantlibtestsuite.cpp | 256 +++++++++++++++++++--------------------
 1 file changed, 128 insertions(+), 128 deletions(-)

commit 7586a793e09c31e1bccdb3600554d27e2fcfd36b
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 23 Feb 2023 17:40:48 +0100

    Added a few more unit tests.

 ql/instruments/equitytotalreturnswap.cpp |   4 +-
 test-suite/equitytotalreturnswap.cpp     | 220 ++++++++++++++++++++++++++++---
 test-suite/equitytotalreturnswap.hpp     |   4 +
 3 files changed, 207 insertions(+), 21 deletions(-)

commit e41c529a10ca6beeee80146586b95e20f6b506f9
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 22 Feb 2023 17:35:25 +0100

    Implemented fair margin calculations.

 ql/instruments/equitytotalreturnswap.cpp |  9 +++++++++
 ql/instruments/equitytotalreturnswap.hpp | 11 ++++++++---
 test-suite/equitytotalreturnswap.cpp     | 18 +++++++++++-------
 test-suite/equitytotalreturnswap.hpp     |  2 +-
 4 files changed, 29 insertions(+), 11 deletions(-)

commit 1a51af00bbbfb7f259161875de1a12f57e5ce2b8
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 22 Feb 2023 11:34:19 +0100

    Working on unit tests for a TRS.

 ql/instruments/equitytotalreturnswap.cpp |   2 +-
 test-suite/equitytotalreturnswap.cpp     |  98 +++++++++++-
 test-suite/quantlibtestsuite.cpp         | 256 +++++++++++++++----------------
 3 files changed, 219 insertions(+), 137 deletions(-)

commit a706374608efc551e14eb6f400a17f3c62ba1425
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 21 Feb 2023 13:58:09 +0100

    Templatized interest leg creation.

 ql/instruments/equitytotalreturnswap.cpp | 34 +++++++++-----------------------
 1 file changed, 9 insertions(+), 25 deletions(-)

commit 92281bc4ce2510f1c441f54afa3bfc86caded98c
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 21 Feb 2023 13:51:16 +0100

    Removed commented section.

 ql/instruments/equitytotalreturnswap.cpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit a7340f85c356b0605795cbd11f068a477fabebc5
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 21 Feb 2023 13:49:05 +0100

    Fixed build - rearranged constructor arguments.

 ql/instruments/equitytotalreturnswap.cpp | 29 ++++++++++++++++-------------
 ql/instruments/equitytotalreturnswap.hpp | 10 +++++-----
 2 files changed, 21 insertions(+), 18 deletions(-)

commit 9ab9dc52d6c6e90367f874f183685a7e6d84a296
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 21 Feb 2023 13:30:56 +0100

    Added equity total return swap related files.

 QuantLib.vcxproj                         |   4 +-
 QuantLib.vcxproj.filters                 |   6 +
 ql/instruments/equitytotalreturnswap.cpp | 197 +++++++++++++++++++++++++++++++
 ql/instruments/equitytotalreturnswap.hpp | 113 ++++++++++++++++++
 test-suite/equityindex.cpp               |   1 -
 test-suite/equitytotalreturnswap.cpp     |  89 ++++++++++++++
 test-suite/equitytotalreturnswap.hpp     |  32 +++++
 test-suite/quantlibtestsuite.cpp         |   2 +
 test-suite/testsuite.vcxproj             |   4 +-
 test-suite/testsuite.vcxproj.filters     |   8 +-
 10 files changed, 452 insertions(+), 4 deletions(-)

commit 20318a895077108dac5eb45cae8513246d26cab1
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Tue, 21 Feb 2023 19:17:03 +0900

    Add operator*() to FdmLinearOpIterator

 ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp | 5 +++++
 1 file changed, 5 insertions(+)

commit 2ff6eb9af92bce5f3e284087251bd5ce5ade665d
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 18 Feb 2023 17:08:18 +0900

    Add suppressions for clang-tidy 16

 .clang-tidy | 10 ++++++++++
 1 file changed, 10 insertions(+)

commit 422ae3737555c2df4840d9d99a9948049b465d50
Merge: b71fde5f8 9b2fd49f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Feb 2023 08:55:46 +0100

    Add Australian calendar for ASX (#1599)

commit 9b2fd49f2080ab16e3c16a23916ce17a5b4df149
Author: Trent Maetzold <trent@maetzold.co>
Date:   Mon, 13 Feb 2023 11:29:07 -0600

    Rename ASX calendar from Exchange

 ql/time/calendars/australia.cpp | 10 +++++-----
 ql/time/calendars/australia.hpp |  4 ++--
 2 files changed, 7 insertions(+), 7 deletions(-)

commit 1d26d6c89835b17c6c4c04b7d5be1dadd76bded1
Author: Trent Maetzold <trent@maetzold.co>
Date:   Fri, 10 Feb 2023 21:25:31 -0600

    Add Australia.Exchange calendar for ASX

 ql/time/calendars/australia.cpp | 54 +++++++++++++++++++++++++++++++++++++----
 ql/time/calendars/australia.hpp | 17 +++++++++----
 2 files changed, 61 insertions(+), 10 deletions(-)

commit b71fde5f892d7c292505bab79033ad29ef18f732
Merge: 44a192199 0ee1be072
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Feb 2023 23:13:06 +0100

    Fixing consistent Real type usage for AAD compatibility (#1598)

commit 0ee1be07221ae3f630c97f1b2a30d5ea1a590889
Author: Xcelerit Dev Team <107129969+xcelerit-dev@users.noreply.github.com>
Date:   Fri, 10 Feb 2023 16:02:05 +0000

    Further fixes for Real datatype

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

commit e26e349457a947437e3a6bf35e58e356684b68e1
Author: Xcelerit Dev Team <107129969+xcelerit-dev@users.noreply.github.com>
Date:   Fri, 10 Feb 2023 14:54:04 +0000

    Fixes consistent Real type for ternary operator

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

commit 44a1921996e291947dc78a0e94f334130587f676
Merge: ef7b5e414 115fd75c4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Feb 2023 12:21:12 +0100

    Move clang-analyzer-optin.cplusplus.VirtualCall suppressions to comments (#1473)

commit ef7b5e414cc63794a28e51928ba34e917d8127f0
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 10 Feb 2023 11:18:21 +0000

    Update copyright list in license

 LICENSE.TXT | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 7a7ca9fb19e1cc7fe018ce91ab5a7981b37a3ea3
Merge: 5086c8718 38a4f004f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Feb 2023 10:54:49 +0100

    Improve naming of swaption volatility structures (#1589)

commit 5086c8718aba7ef1ef96ea85a7ce15a4100840f6
Merge: 4fbc7c06f f466112cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 10 Feb 2023 09:38:12 +0100

    Equity index (#1590)

commit 38a4f004f0eaf370be96c685bbeefbafdd6c975d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Feb 2023 12:21:11 +0100

    Add deprecated attribute to enable warnings

 .../volatility/noarbsabrswaptionvolatilitycube.hpp            |  2 ++
 ql/qldefines.hpp                                              |  6 ++++++
 .../swaption/interpolatedswaptionvolatilitycube.hpp           |  4 ++--
 .../volatility/swaption/sabrswaptionvolatilitycube.hpp        | 11 +++++++----
 4 files changed, 17 insertions(+), 6 deletions(-)

commit f466112cc94eedd165e0b20982f9ebea8ca02193
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Feb 2023 17:37:49 +0100

    Rename variable

 ql/indexes/equityindex.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit a4c8efdc8bb47e7c39fcf459867cfda9d655917e
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Feb 2023 17:08:41 +0100

    Implemented PR feedback.

 ql/indexes/equityindex.cpp | 12 ++++++------
 ql/indexes/equityindex.hpp |  4 ++--
 2 files changed, 8 insertions(+), 8 deletions(-)

commit c8954396f6bbd2b22e7882229440ab5ef2436888
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Feb 2023 15:21:10 +0100

    Implemented PR feedback.

 ql/indexes/equityindex.cpp |  1 +
 test-suite/equityindex.cpp | 21 ++++++++++++++++++++-
 test-suite/equityindex.hpp |  1 +
 3 files changed, 22 insertions(+), 1 deletion(-)

commit 252be29b70c8ebee4fdf71087cfac36108b76587
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Feb 2023 11:59:23 +0100

    Add back header stubs for backward compatibility

 QuantLib.vcxproj                                   | 11 +++++---
 QuantLib.vcxproj.filters                           | 21 ++++++++++----
 ql/CMakeLists.txt                                  | 11 +++++---
 ql/experimental/volatility/Makefile.am             |  3 +-
 ql/experimental/volatility/all.hpp                 |  3 +-
 .../volatility/noarbsabrswaptionvolatilitycube.hpp |  6 ++--
 ql/experimental/volatility/swaptionvolcube1a.hpp   | 31 ++++++++++++++++++++
 ql/termstructures/volatility/swaption/Makefile.am  |  8 ++++--
 ql/termstructures/volatility/swaption/all.hpp      |  6 ++--
 .../interpolatedswaptionvolatilitycube.hpp         |  4 +--
 .../swaption/sabrswaptionvolatilitycube.hpp        | 13 ++++-----
 .../volatility/swaption/swaptionvolcube1.hpp       | 33 ++++++++++++++++++++++
 .../volatility/swaption/swaptionvolcube2.hpp       | 32 +++++++++++++++++++++
 13 files changed, 149 insertions(+), 33 deletions(-)

commit 4a44cf502b0d1b64b62f1aab30b0477ef26aefa9
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Feb 2023 11:31:44 +0100

    Removed unused variable.

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

commit b2c5931b5cbb5e096f3328b139993f0058d623dd
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Feb 2023 11:20:58 +0100

    Fixed case when both spot and today's fixing are not provided.

 ql/indexes/equityindex.cpp | 10 +++++++++-
 test-suite/equityindex.cpp | 21 +++++++++++++++++++++
 test-suite/equityindex.hpp |  1 +
 3 files changed, 31 insertions(+), 1 deletion(-)

commit 7104f1a3fab66e90657e49672609aa2c9c29b2f8
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 9 Feb 2023 10:49:02 +0100

    Adjusted fixing method.

 ql/indexes/equityindex.cpp | 15 +++++++++-----
 test-suite/equityindex.cpp | 49 +++++++++++++++++++++++++++++++---------------
 test-suite/equityindex.hpp |  1 +
 3 files changed, 44 insertions(+), 21 deletions(-)

commit 4fbc7c06f746b22f8f70a6cd3557159ed3b5d3bc
Merge: 9a78a9267 94f3d3d55
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 9 Feb 2023 09:06:37 +0100

    Add Botswanan pula currency (BWP) (#1591)

commit abd125ab890721e24e52188237d5c31abe50d4c9
Author: EUROPE\igangu <Ignacio.Anguita@sas.com>
Date:   Wed, 8 Feb 2023 18:42:45 +0100

    Adding feedback

 QuantLib.vcxproj                                              |  2 +-
 QuantLib.vcxproj.filters                                      |  2 +-
 ql/CMakeLists.txt                                             |  2 +-
 ql/experimental/volatility/Makefile.am                        |  2 +-
 ql/experimental/volatility/all.hpp                            |  2 +-
 ...ptionvolcube1a.hpp => noarbsabrswaptionvolatilitycube.hpp} |  8 +++++++-
 .../swaption/interpolatedswaptionvolatilitycube.hpp           |  2 +-
 .../volatility/swaption/sabrswaptionvolatilitycube.hpp        | 11 +++++++----
 test-suite/assetswap.cpp                                      |  2 --
 9 files changed, 20 insertions(+), 13 deletions(-)

commit 9a78a9267e958e7e13682e90171bbf314e0b5d24
Merge: 94b218ead cfaa06d85
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Feb 2023 20:31:46 +0100

    Avoid NaNs in analytic barrier engine for low volatility values (#1592)

commit 115fd75c43b680f548bd72fad1921d673926dbf4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Feb 2023 20:10:12 +0100

    Avoid the warning in a few cases

 ql/cashflows/capflooredinflationcoupon.cpp           |  2 ++
 ql/cashflows/capflooredinflationcoupon.hpp           | 14 ++++++++++++--
 .../vanilla/analytichestonhullwhiteengine.cpp        | 13 ++++++++-----
 .../vanilla/analytichestonhullwhiteengine.hpp        |  1 +
 ql/processes/hestonslvprocess.cpp                    | 20 +++++++++++++-------
 ql/processes/hestonslvprocess.hpp                    |  4 ++++
 ql/termstructures/volatility/kahalesmilesection.cpp  | 14 +++++---------
 7 files changed, 45 insertions(+), 23 deletions(-)

commit 4cbc2649b24ab8ccf589e248f165fd57c665e6c2
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 8 Feb 2023 17:59:12 +0100

    Added spot quote handle to the constructor.

 ql/indexes/equityindex.cpp |  18 +++++---
 ql/indexes/equityindex.hpp |  19 +++++---
 test-suite/equityindex.cpp | 108 ++++++++++++++++++++++++++++++++++++---------
 test-suite/equityindex.hpp |   4 +-
 4 files changed, 116 insertions(+), 33 deletions(-)

commit 94f3d3d55109ed3b904969e0e1dd84c378de5845
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 8 Feb 2023 15:45:53 +0100

    Cleanup docstrings of African currencies

 ql/currencies/africa.cpp | 9 ---------
 ql/currencies/africa.hpp | 8 ++++++--
 2 files changed, 6 insertions(+), 11 deletions(-)

commit 450846b816dd6a8b25ef18fff740682047a2b248
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 8 Feb 2023 15:20:59 +0100

    Sort African currencies alphabetically

 ql/currencies/africa.cpp | 136 ++++++++++++++++++++++-------------------------
 ql/currencies/africa.hpp | 119 +++++++++++++++++++++--------------------
 2 files changed, 125 insertions(+), 130 deletions(-)

commit dbc294e696ec1b5f04aece1929fa89c00464dd6a
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 8 Feb 2023 14:14:17 +0100

    Add Botswanan pula currency (BWP)

 ql/currencies/africa.cpp |  9 +++++++++
 ql/currencies/africa.hpp | 11 +++++++++++
 2 files changed, 20 insertions(+)

commit b4a42f02e7a7bcfec661535ee00ce8ff8f709a48
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 8 Feb 2023 14:01:23 +0100

    Implemented PR feedback.

 ql/indexes/equityindex.cpp | 21 ++++++---------------
 ql/indexes/equityindex.hpp | 10 ++--------
 test-suite/equityindex.cpp | 12 +++++-------
 3 files changed, 13 insertions(+), 30 deletions(-)

commit 439d0d8081bfc9b7e13e6c6c2810231012cb4a3b
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 2 Jul 2022 20:34:59 +0900

    Move clang-analyzer-optin.cplusplus.VirtualCall suppressions to comments

 .clang-tidy                                        |  1 -
 ql/cashflows/capflooredinflationcoupon.cpp         |  3 +-
 .../averageois/arithmeticoisratehelper.cpp         |  2 +-
 ql/experimental/lattices/extendedbinomialtree.cpp  |  2 +-
 .../termstructures/basisswapratehelpers.cpp        |  4 +--
 .../termstructures/crosscurrencyratehelpers.cpp    |  3 +-
 .../variancegamma/variancegammamodel.cpp           |  2 +-
 ql/indexes/inflationindex.cpp                      |  2 +-
 ql/legacy/libormarketmodels/lmexpcorrmodel.cpp     |  2 +-
 ql/legacy/libormarketmodels/lmlinexpcorrmodel.cpp  |  2 +-
 .../interpolations/bicubicsplineinterpolation.hpp  |  2 +-
 ql/math/interpolations/bilinearinterpolation.hpp   |  2 +-
 ql/math/interpolations/flatextrapolation2d.hpp     |  2 +-
 ql/models/equity/gjrgarchmodel.cpp                 |  2 +-
 .../onefactormodels/extendedcoxingersollross.cpp   |  2 +-
 ql/models/shortrate/onefactormodels/hullwhite.cpp  |  2 +-
 ql/models/shortrate/twofactormodels/g2.cpp         |  2 +-
 .../vanilla/analytichestonhullwhiteengine.cpp      |  6 ++--
 ql/processes/hestonslvprocess.cpp                  |  2 +-
 ql/termstructures/inflation/seasonality.cpp        |  5 ++-
 .../equityfx/gridmodellocalvolsurface.cpp          |  2 +-
 .../volatility/kahalesmilesection.cpp              |  9 ++---
 ql/termstructures/volatility/smilesection.cpp      |  2 +-
 .../volatility/swaption/cmsmarket.cpp              |  2 +-
 .../yield/nonlinearfittingmethods.cpp              |  6 ++--
 ql/termstructures/yield/oisratehelper.cpp          |  2 +-
 ql/termstructures/yield/ratehelpers.cpp            | 40 +++++++++++-----------
 27 files changed, 56 insertions(+), 57 deletions(-)

commit cfaa06d85346a2e3afc7a32dd42a09d352870b83
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Feb 2023 12:12:32 +0100

    Use default values for implied volatility call

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

commit 71892cfabe87d709a28b5b8d9ef160265c890adf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 8 Feb 2023 12:08:15 +0100

    Avoid NaNs in analytic barrier engine for low volatility

 .../barrier/analyticbarrierengine.cpp              |  28 ++--
 test-suite/barrieroption.cpp                       | 153 +++++++++++++++++----
 test-suite/barrieroption.hpp                       |   1 +
 3 files changed, 145 insertions(+), 37 deletions(-)

commit 8b5129de5daec3b088fcd9890eaee367b9b45910
Author: EUROPE\igangu <Ignacio.Anguita@sas.com>
Date:   Tue, 24 Jan 2023 19:06:03 +0100

    Improve Naming of Swaptions Vol Structures

 Docs/pages/history.docs                            |   4 +-
 QuantLib.vcxproj                                   |   6 +-
 QuantLib.vcxproj.filters                           |   6 +-
 ql/CMakeLists.txt                                  |   6 +-
 ql/experimental/volatility/swaptionvolcube1a.hpp   |   4 +-
 ql/termstructures/volatility/swaption/Makefile.am  |   6 +-
 ql/termstructures/volatility/swaption/all.hpp      |   4 +-
 .../volatility/swaption/cmsmarketcalibration.cpp   |  38 +++----
 ....cpp => interpolatedswaptionvolatilitycube.cpp} |  11 +-
 ....hpp => interpolatedswaptionvolatilitycube.hpp} |  20 +++-
 ...volcube1.hpp => sabrswaptionvolatilitycube.hpp} | 112 ++++++++++++---------
 test-suite/assetswap.cpp                           |   4 +-
 test-suite/cms.cpp                                 |  10 +-
 test-suite/markovfunctional.cpp                    |   8 +-
 test-suite/rangeaccrual.cpp                        |  16 +--
 test-suite/swaptionvolatilitycube.cpp              |  28 +++---
 16 files changed, 158 insertions(+), 125 deletions(-)

commit da51b060630156e309d96ecac863b6086cbf2aed
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Feb 2023 14:46:35 +0100

    Use ExpErrorPred explicitly using the namespace.

 test-suite/equityindex.cpp | 13 ++++++++-----
 1 file changed, 8 insertions(+), 5 deletions(-)

commit b5129db3c4a1b30b0fc2ee3158777c35d238571e
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Feb 2023 14:43:47 +0100

    Added docstring.

 ql/indexes/equityindex.hpp | 28 +++++++++++++++++++++++++++-
 1 file changed, 27 insertions(+), 1 deletion(-)

commit c51de775fae5afb768a2dea31569730b02a607a9
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Feb 2023 13:34:46 +0100

    Corrected expected error message.

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

commit 7467bb4cd2f81f2f9844a44a5dc482cd2917568e
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Feb 2023 13:31:57 +0100

    Use make_shared instead.

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

commit 0674a6dd9a8124643e20db8aff58cbf2cf94f735
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Feb 2023 13:27:46 +0100

    Minor renaming.

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

commit a44eafc96511e91d5b26a1443d446663efd37993
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Tue, 7 Feb 2023 13:26:34 +0100

    Added a few more unit tests for equity index.

 test-suite/equityindex.cpp | 84 ++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/equityindex.hpp |  4 +++
 2 files changed, 88 insertions(+)

commit e283afa9c689988f8ffb6c67479502eb3ea8af46
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 6 Feb 2023 17:08:58 +0100

    Added references to newly added files.

 ql/CMakeLists.txt          |  2 ++
 ql/indexes/Makefile.am     |  2 ++
 ql/indexes/all.hpp         |  1 +
 ql/indexes/equityindex.cpp | 17 ++++++++++------
 ql/indexes/equityindex.hpp | 13 +++++++++---
 test-suite/CMakeLists.txt  |  2 ++
 test-suite/Makefile.am     |  2 ++
 test-suite/equityindex.cpp | 49 ++++++++++++++++++++++++++++++++++++++++++++--
 test-suite/equityindex.hpp |  2 ++
 9 files changed, 79 insertions(+), 11 deletions(-)

commit af8751760291848bb4383a7e6fc6d03062a54146
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Mon, 6 Feb 2023 13:57:48 +0100

    Adding unit tests.

 test-suite/equityindex.cpp           | 89 ++++++++++++++++++++++++++++++++++++
 test-suite/equityindex.hpp           | 32 +++++++++++++
 test-suite/quantlibtestsuite.cpp     |  2 +
 test-suite/testsuite.vcxproj         |  2 +
 test-suite/testsuite.vcxproj.filters |  6 +++
 5 files changed, 131 insertions(+)

commit 94b218eadbf8ba42ec1906fe4f3606c778f74639
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 5 Feb 2023 06:20:45 +0000

    Automated fixes by clang-tidy

 ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp | 15 ++++++---------
 1 file changed, 6 insertions(+), 9 deletions(-)

commit 89b922d677ad70d8fe48f881945e2d2a85a396f5
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 5 Feb 2023 17:30:38 +0100

    Remove unused include.

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

commit a3886d705d8912e0f598a13df560cd3fd710ab65
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sun, 5 Feb 2023 17:28:56 +0100

    Specified past fixing logic.

 ql/indexes/equityindex.cpp | 11 ++++++++++-
 ql/indexes/equityindex.hpp |  9 ---------
 2 files changed, 10 insertions(+), 10 deletions(-)

commit 545cb78d9eec403b9ff4d46d4640fc8c9d0a5093
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Sat, 4 Feb 2023 22:34:57 +0100

    Added methods for past and future fixings.

 ql/indexes/equityindex.cpp | 55 +++++++++++++++++++++++++++++++++++++++++++++-
 ql/indexes/equityindex.hpp | 23 +++++++++----------
 2 files changed, 66 insertions(+), 12 deletions(-)

commit 18eb2e786ef43c8ad4c056810a7e2657fe33d4c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 4 Feb 2023 14:02:26 +0100

    Cleaning up

 ql/instruments/dividendvanillaoption.cpp           | 12 +++++-----
 .../barrier/fdblackscholesbarrierengine.cpp        | 28 +++++++++-------------
 .../barrier/fdhestonbarrierengine.cpp              | 28 +++++++++-------------
 .../vanilla/analyticdividendeuropeanengine.hpp     |  2 +-
 4 files changed, 29 insertions(+), 41 deletions(-)

commit febdb34828b24fbe50efd1d94f850aeeb1067b20
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Fri, 3 Feb 2023 20:02:19 +0100

    Created equityindex.hpp and equityindex.cpp

 QuantLib.vcxproj           |  8 ++--
 QuantLib.vcxproj.filters   |  6 +++
 ql/indexes/equityindex.cpp | 23 ++++++++++++
 ql/indexes/equityindex.hpp | 94 ++++++++++++++++++++++++++++++++++++++++++++++
 4 files changed, 128 insertions(+), 3 deletions(-)

commit 628461102ee5a8178508d6d6222e86759a061285
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Feb 2023 13:13:34 +0100

    Deprecate DividendVanillaOption

 ql/instruments/dividendbarrieroption.hpp           | 14 ++------------
 ql/instruments/dividendvanillaoption.hpp           | 12 +++++++-----
 ql/instruments/vanillaoption.cpp                   |  2 ++
 ql/pricingengines/vanilla/fdbatesvanillaengine.cpp |  2 ++
 test-suite/dividendoption.cpp                      | 10 +++++-----
 5 files changed, 18 insertions(+), 22 deletions(-)

commit 6cbdd940ee1f76c8edbde756af00a1d35699c103
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Feb 2023 12:34:26 +0100

    Pass dividends to remaining engines

 .../fdornsteinuhlenbeckvanillaengine.cpp           | 29 ++++++++-
 .../fdornsteinuhlenbeckvanillaengine.hpp           | 19 +++++-
 ql/pricingengines/vanilla/fdbatesvanillaengine.cpp | 35 +++++++++--
 ql/pricingengines/vanilla/fdbatesvanillaengine.hpp | 22 +++++--
 ql/pricingengines/vanilla/fdcirvanillaengine.cpp   | 69 ++++++++++++++++++----
 ql/pricingengines/vanilla/fdcirvanillaengine.hpp   | 54 +++++++++++------
 .../vanilla/fdhestonhullwhitevanillaengine.cpp     | 56 ++++++++++++++----
 .../vanilla/fdhestonhullwhitevanillaengine.hpp     | 26 +++++++-
 8 files changed, 250 insertions(+), 60 deletions(-)

commit c5dd2d16dc8e4ef6f3ed7d6ff299fb1d2a3620a9
Merge: 5928c0cc4 047b9593d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Feb 2023 11:14:46 +0100

    Fixing consistent Real usage (#1585)

commit 5928c0cc47f23dd44df83643e0ade69534f8574e
Merge: 49875744e 136cfe95c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 3 Feb 2023 11:14:25 +0100

    Corrections to Turkish, Danish, and Austrian calendars (#1581)

commit 49875744ee4e221f616c4ad293bafe5f3cb635bd
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 2 Feb 2023 14:23:25 +0000

    Update generated headers

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

commit 136cfe95c1e9893adcd39c765c483d511a174b1c
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 2 Feb 2023 16:47:56 +0100

    Add condition on "Day after Ascension" for 2009
    
    for historical correctness in the Denmark calendar

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

commit 047b9593d2c527961f8d92e870a426670faac802
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Thu, 2 Feb 2023 15:42:44 +0000

    Fixing consistent Real usage

 ql/experimental/barrieroption/suowangdoublebarrierengine.cpp |  2 +-
 ql/experimental/barrieroption/vannavolgabarrierengine.cpp    |  8 ++++----
 .../barrieroption/vannavolgadoublebarrierengine.hpp          |  4 ++--
 ql/experimental/credit/integralcdoengine.cpp                 |  2 +-
 ql/experimental/credit/integralntdengine.cpp                 |  2 +-
 ql/experimental/credit/midpointcdoengine.cpp                 |  2 +-
 ql/pricingengines/swaption/blackswaptionengine.hpp           |  4 ++--
 ql/pricingengines/vanilla/analyticeuropeanengine.cpp         |  2 +-
 ql/pricingengines/vanilla/bjerksundstenslandengine.cpp       | 12 ++++++------
 9 files changed, 19 insertions(+), 19 deletions(-)

commit 0d19207d8d151681fa17d81a7bd576e729a93366
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Feb 2023 15:48:40 +0100

    Pass dividends to FD Heston engine

 .../meshers/fdmblackscholesmesher.hpp              |   8 +-
 .../barrier/fdhestonbarrierengine.cpp              |  14 +--
 ql/pricingengines/vanilla/fdbatesvanillaengine.cpp |   1 +
 .../vanilla/fdblackscholesvanillaengine.hpp        |   5 +-
 .../vanilla/fdhestonvanillaengine.cpp              | 133 ++++++++++++++++-----
 .../vanilla/fdhestonvanillaengine.hpp              |  67 ++++++++---
 test-suite/fdheston.cpp                            |  76 +++++++-----
 test-suite/hestonmodel.cpp                         |  86 +++++++++----
 test-suite/hestonmodel.hpp                         |   2 +
 test-suite/quantooption.cpp                        |   9 +-
 10 files changed, 285 insertions(+), 116 deletions(-)

commit 543830809ccab42c79cafea4e88a09d6e4e89721
Merge: 93aac4372 8c4cd3dfb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Feb 2023 15:20:06 +0100

    Add UKHICP inflation index (#1580)

commit 0245af5217067ea414608b06fb0d3f5dbcb3652f
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 2 Feb 2023 09:24:08 +0100

    Update and test Denmark calendar

 ql/time/calendars/denmark.cpp |  9 ++++++-
 ql/time/calendars/denmark.hpp |  6 +++++
 test-suite/calendars.cpp      | 63 +++++++++++++++++++++++++++++++++++++++++++
 test-suite/calendars.hpp      |  2 ++
 4 files changed, 79 insertions(+), 1 deletion(-)

commit 93aac43722ff6480af3fbfaa2e4a0eda37c13197
Merge: 01a1e6719 9f24fd7bf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 Feb 2023 09:20:20 +0100

    moved expm from experimental to main (#1579)

commit b7890028a53e9e60154a42b5803079cccfde4008
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Feb 2023 17:56:34 +0100

    Pass dividends to FD shout engine

 .../vanilla/fdblackscholesshoutengine.cpp          | 26 ++++++-
 .../vanilla/fdblackscholesshoutengine.hpp          | 14 ++++
 test-suite/americanoption.cpp                      | 90 ++++++++++++++++------
 3 files changed, 105 insertions(+), 25 deletions(-)

commit f127397295a0415a1148404ed6d8f6ab2bd9ded7
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 1 Feb 2023 17:47:16 +0100

    Add explanatory comment to Turkey calendar

 ql/time/calendars/turkey.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 8c4cd3dfb41f409cbb7af733d796a11732c57042
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 1 Feb 2023 17:35:15 +0100

    Add missing ukhicp.hpp to CMakeLists.txt

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

commit f368d17def6ea2be37b5ddab08015f77745c612f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Feb 2023 16:19:10 +0100

    Add implied vol calculation with dividends

 ql/instruments/vanillaoption.cpp |  27 +++++++--
 ql/instruments/vanillaoption.hpp |  12 ++++
 test-suite/europeanoption.cpp    | 127 ++++++++++++++++++++++++++++++++++++++-
 test-suite/europeanoption.hpp    |   1 +
 4 files changed, 160 insertions(+), 7 deletions(-)

commit 71b6af2f4e5179344bd855119bd76b1321fc5dda
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 1 Feb 2023 16:15:09 +0100

    Update Turkey calendar with 2019-2023 holidays

 ql/time/calendars/turkey.cpp | 17 +++++++++--------
 ql/time/calendars/turkey.hpp |  4 ++--
 2 files changed, 11 insertions(+), 10 deletions(-)

commit 158ee2b046038dcee32ff908862fe7888c113afa
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 1 Feb 2023 15:58:28 +0100

    Fix bad comment in Austrian calendar enum

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

commit 68fd51eebb347d9115775d83f2ca1fe19e42a772
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 1 Feb 2023 15:57:06 +0100

    Add UKHICP inflation index

 QuantLib.vcxproj                 |  1 +
 QuantLib.vcxproj.filters         |  3 +++
 ql/indexes/inflation/Makefile.am |  1 +
 ql/indexes/inflation/ukhicp.hpp  | 41 ++++++++++++++++++++++++++++++++++++++++
 test-suite/inflation.cpp         | 13 +++++++++++++
 5 files changed, 59 insertions(+)

commit 9f24fd7bfe0912170a5548e0d22325f1ac72bf0e
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 31 Jan 2023 22:16:52 +0100

    fixed header files

 ql/experimental/math/all.hpp    | 1 -
 ql/math/matrixutilities/all.hpp | 1 +
 2 files changed, 1 insertion(+), 1 deletion(-)

commit 2a674c7418af4a2068c234ab9d05ec2b867ef756
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 31 Jan 2023 22:08:53 +0100

    formatting

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

commit 3eb40821087d436cd196451d5920dc3b04b9ef76
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 31 Jan 2023 21:30:42 +0100

    moved expm from experimental to main

 QuantLib.vcxproj                                        |  4 ++--
 QuantLib.vcxproj.filters                                | 12 ++++++------
 ql/CMakeLists.txt                                       |  4 ++--
 ql/experimental/math/Makefile.am                        |  2 --
 ql/math/matrixutilities/Makefile.am                     |  2 ++
 ql/{experimental/math => math/matrixutilities}/expm.cpp |  2 +-
 ql/{experimental/math => math/matrixutilities}/expm.hpp |  0
 test-suite/ode.cpp                                      |  2 +-
 8 files changed, 14 insertions(+), 14 deletions(-)

commit 01a1e67198b79836fbdbed95b2b9fd0cce36710a
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 31 Jan 2023 14:43:06 +0000

    Automated fixes by clang-tidy

 test-suite/americanoption.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 84b8ce304d5699357301a5f21084618a4a401fa1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Jan 2023 17:53:26 +0100

    Pass dividends to FD Black-Scholes vanilla engine

 .../barrier/fdblackscholesbarrierengine.cpp        |   9 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        |  94 +++++++--
 .../vanilla/fdblackscholesvanillaengine.hpp        |  78 +++++--
 test-suite/americanoption.cpp                      | 171 +++++++++-------
 test-suite/dividendoption.cpp                      | 226 ++++++++++++++++-----
 test-suite/europeanoption.cpp                      |  60 +-----
 test-suite/quantooption.cpp                        |  27 ++-
 7 files changed, 426 insertions(+), 239 deletions(-)

commit 4146cd6c1dbf390f4e90f2462e1f852d0382c017
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 31 Jan 2023 10:02:16 +0100

    More changes suggested by clang-tidy

 test-suite/inflation.cpp | 32 ++++++++++++++++----------------
 1 file changed, 16 insertions(+), 16 deletions(-)

commit e74e3cdcfcb3cbd3a53e67d406840c8b609949b1
Merge: e4fdc43e4 586aa7eeb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jan 2023 19:26:56 +0100

    moved Heston SLV model from experimental to main (#1576)

commit 586aa7eeb0d75eaa64acbf7a581d9c7a80ca0f02
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jan 2023 16:53:33 +0100

    Reorder some file lists

 QuantLib.vcxproj                                   |  72 +++++++--------
 ql/experimental/barrieroption/Makefile.am          |   4 +-
 ql/experimental/barrieroption/all.hpp              |   1 +
 ql/experimental/finitedifferences/Makefile.am      |  70 +++++++-------
 ql/experimental/finitedifferences/all.hpp          |   1 +
 ql/experimental/models/all.hpp                     |   1 +
 ql/experimental/processes/Makefile.am              |   4 +-
 ql/experimental/processes/all.hpp                  |   1 +
 ql/instruments/Makefile.am                         |  12 +--
 ql/instruments/all.hpp                             |   1 +
 ql/methods/finitedifferences/operators/Makefile.am | 102 ++++++++++-----------
 ql/methods/finitedifferences/operators/all.hpp     |   1 +
 ql/methods/finitedifferences/utilities/Makefile.am |  88 +++++++++---------
 ql/methods/finitedifferences/utilities/all.hpp     |   1 +
 ql/models/equity/all.hpp                           |   1 +
 ql/pricingengines/barrier/Makefile.am              |  30 +++---
 ql/pricingengines/barrier/all.hpp                  |   1 +
 ql/processes/Makefile.am                           |  86 ++++++++---------
 ql/processes/all.hpp                               |   1 +
 19 files changed, 244 insertions(+), 234 deletions(-)

commit 17e228079624f27aa91deae46a6fb3b162e6f6c1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jan 2023 09:49:15 +0100

    Pass dividends to analytic engine instead of option

 ql/instruments/dividendvanillaoption.cpp           |   2 +
 .../vanilla/analyticdividendeuropeanengine.cpp     |  29 +-
 .../vanilla/analyticdividendeuropeanengine.hpp     |  19 +-
 test-suite/dividendoption.cpp                      | 325 +++++++++++++++++----
 test-suite/dividendoption.hpp                      |   1 +
 5 files changed, 303 insertions(+), 73 deletions(-)

commit e4fdc43e49323ddeff77ce828132a29e622ac053
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 30 Jan 2023 11:08:54 +0100

    Apply suggestions by clang-tidy

 ql/termstructures/inflationtermstructure.cpp | 12 ++++++------
 ql/termstructures/inflationtermstructure.hpp |  6 +++---
 2 files changed, 9 insertions(+), 9 deletions(-)

commit 02aa753a73d0bfea888dd873fb240ce42ddc8703
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 29 Jan 2023 16:17:33 +0100

    removed unsed includes

 ql/methods/finitedifferences/operators/fdmsquarerootfwdop.cpp | 2 --
 1 file changed, 2 deletions(-)

commit ae07584be90794bf2fadbeabdc55f8a6f2b1d610
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 29 Jan 2023 15:14:57 +0100

    added test case for double binary barrier option

 QuantLib.vcxproj.filters                       |  2 +-
 ql/experimental/barrieroption/all.hpp          |  7 +--
 ql/experimental/finitedifferences/all.hpp      |  7 ---
 ql/experimental/models/all.hpp                 |  3 -
 ql/experimental/processes/all.hpp              |  4 +-
 ql/instruments/all.hpp                         |  7 ++-
 ql/methods/finitedifferences/operators/all.hpp | 13 ++--
 ql/methods/finitedifferences/utilities/all.hpp |  6 +-
 ql/models/equity/all.hpp                       |  3 +-
 ql/pricingengines/barrier/Makefile.am          |  2 +-
 ql/pricingengines/barrier/all.hpp              |  4 +-
 ql/processes/all.hpp                           |  4 +-
 test-suite/doublebinaryoption.cpp              | 85 ++++++++++++++++++++++++++
 test-suite/doublebinaryoption.hpp              |  1 +
 14 files changed, 112 insertions(+), 36 deletions(-)

commit 3c9150720463cd85d6272105732241fa97b781c6
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 29 Jan 2023 14:02:46 +0100

    moved Heston SLV model from experimental to main

 QuantLib.vcxproj                                   |  50 +++----
 QuantLib.vcxproj.filters                           | 156 ++++++++++-----------
 ql/CMakeLists.txt                                  |  50 +++----
 ql/experimental/barrieroption/Makefile.am          |   8 --
 .../discretizeddoublebarrieroption.hpp             |   2 +-
 .../barrieroption/mcdoublebarrierengine.hpp        |   2 +-
 .../barrieroption/quantodoublebarrieroption.hpp    |   2 +-
 .../barrieroption/suowangdoublebarrierengine.hpp   |   2 +-
 .../vannavolgadoublebarrierengine.hpp              |   2 +-
 ql/experimental/finitedifferences/Makefile.am      |  11 --
 ql/experimental/models/Makefile.am                 |   4 -
 ql/experimental/processes/Makefile.am              |   2 -
 ql/instruments/Makefile.am                         |   4 +
 .../doublebarrieroption.cpp                        |   4 +-
 .../doublebarrieroption.hpp                        |   2 +-
 .../doublebarriertype.cpp                          |   2 +-
 .../doublebarriertype.hpp                          |   0
 ql/methods/finitedifferences/operators/Makefile.am |   7 +
 .../operators}/fdmblackscholesfwdop.cpp            |   2 +-
 .../operators}/fdmblackscholesfwdop.hpp            |   0
 .../operators}/fdmhestonfwdop.cpp                  |   4 +-
 .../operators}/fdmhestonfwdop.hpp                  |   2 +-
 .../operators}/fdmsquarerootfwdop.cpp              |   4 +-
 .../operators}/fdmsquarerootfwdop.hpp              |   0
 .../operators}/modtriplebandlinearop.hpp           |   0
 ql/methods/finitedifferences/utilities/Makefile.am |   2 +
 .../utilities}/fdmhestongreensfct.cpp              |   2 +-
 .../utilities}/fdmhestongreensfct.hpp              |   2 +-
 ql/models/equity/Makefile.am                       |   4 +
 .../models => models/equity}/hestonslvfdmmodel.cpp |   4 +-
 .../models => models/equity}/hestonslvfdmmodel.hpp |   2 +-
 .../models => models/equity}/hestonslvmcmodel.cpp  |   4 +-
 .../models => models/equity}/hestonslvmcmodel.hpp  |   0
 ql/pricingengines/barrier/Makefile.am              |   8 +-
 .../barrier}/analyticdoublebarrierbinaryengine.cpp |   2 +-
 .../barrier}/analyticdoublebarrierbinaryengine.hpp |   2 +-
 .../barrier}/analyticdoublebarrierengine.cpp       |   2 +-
 .../barrier}/analyticdoublebarrierengine.hpp       |   2 +-
 .../barrier}/fdhestondoublebarrierengine.cpp       |   2 +-
 .../barrier}/fdhestondoublebarrierengine.hpp       |   2 +-
 ql/processes/Makefile.am                           |   2 +
 .../processes/hestonslvprocess.cpp                 |   2 +-
 .../processes/hestonslvprocess.hpp                 |   0
 test-suite/doublebarrieroption.cpp                 |   8 +-
 test-suite/doublebinaryoption.cpp                  |   4 +-
 test-suite/hestonslvmodel.cpp                      |  22 +--
 test-suite/hestonslvmodel.hpp                      |   2 +-
 test-suite/normalclvmodel.cpp                      |   4 +-
 test-suite/quantlibtestsuite.cpp                   |   2 +-
 test-suite/quantooption.cpp                        |   2 +-
 test-suite/squarerootclvmodel.cpp                  |   8 +-
 51 files changed, 209 insertions(+), 209 deletions(-)

commit 68b1e46487829ef2ac0c6f9c474175bde32b4e32
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 28 Jan 2023 17:51:43 +0000

    Update copyright list in license

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

commit 97901c27ae13865381f8662a5e4b465c25d2ed8b
Merge: eaf9825b7 3e8cd5c92
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 28 Jan 2023 18:51:08 +0100

    analytical greeks for Bjerksund Stensland engine (#1573)

commit 3e8cd5c92358143a8853ee73d53a1d9df5765e52
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Jan 2023 22:18:09 +0100

    Fix typo in test name

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

commit 859caf322e5afd34199c24d5f188710456357134
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 27 Jan 2023 20:35:53 +0100

    no need to swap intermediate variables back

 ql/pricingengines/vanilla/bjerksundstenslandengine.cpp | 4 ----
 1 file changed, 4 deletions(-)

commit eaf9825b7779ab5db4942d94e93829623a2f596f
Merge: 67979af93 2891bc42e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Jan 2023 15:26:15 +0100

    Ensure that inflation curves are re-bootstrapped when seasonality is added (#1572)

commit 2891bc42e2f97c4591fe8a5772cd43101fc19a9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 27 Jan 2023 11:41:55 +0100

    Less verbose declarations

 ql/termstructures/inflationtermstructure.cpp | 24 ++++++++++--------------
 ql/termstructures/inflationtermstructure.hpp | 21 ++++++++++-----------
 2 files changed, 20 insertions(+), 25 deletions(-)

commit 856c362b6850d1797e8f5fae007c4e12e07e7fe6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 26 Jan 2023 19:00:07 +0100

    Update tests

 test-suite/inflation.cpp | 650 +++++++++++++++++++++++++++--------------------
 test-suite/inflation.hpp |   1 +
 2 files changed, 369 insertions(+), 282 deletions(-)

commit fb4598abfe1457cbbeaf1dcc8936e902c6bc44f0
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 27 Jan 2023 00:32:15 +0100

    relax tol

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

commit 67979af93ad6dd252247afcf22af9a7650347b1b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 26 Jan 2023 09:42:00 +0100

    Fix for documentation.

 Docs/pages/config.docs | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit a1d5851db5339781526e9819cefa10a15ab5c499
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 26 Jan 2023 09:39:26 +0100

    Ensure that inflation curves recalculate when seasonality is set

 ql/termstructures/inflationtermstructure.cpp | 23 +++++++++++++++++------
 1 file changed, 17 insertions(+), 6 deletions(-)

commit 3607f5bd4df01dfd6d58bfc8eb8c30679dd21e5b
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 25 Jan 2023 22:34:56 +0100

    use std namespace

 ql/pricingengines/vanilla/bjerksundstenslandengine.cpp | 18 ++++++++++--------
 test-suite/americanoption.cpp                          |  2 +-
 2 files changed, 11 insertions(+), 9 deletions(-)

commit 90ff94541e4beb9c8ace181d78664d4f76028c90
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 25 Jan 2023 22:05:30 +0100

    reduced test runtime

 test-suite/americanoption.cpp | 66 +++++++++++++++++++++----------------------
 1 file changed, 32 insertions(+), 34 deletions(-)

commit ea123811d9cb8ab8caee259d4f7d11a6622b6caf
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 25 Jan 2023 21:02:01 +0100

    PR candidate

 .../vanilla/bjerksundstenslandengine.cpp           | 485 +++++++++++++++------
 .../vanilla/bjerksundstenslandengine.hpp           |   5 +
 test-suite/americanoption.cpp                      | 287 +++++++++---
 test-suite/americanoption.hpp                      |   1 +
 4 files changed, 592 insertions(+), 186 deletions(-)

commit b0d01ab942f5730a086ed21d5477ca555abf4764
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 25 Jan 2023 15:23:29 +0100

    Use ccache when checking compilation of single headers

 .github/workflows/headers.yml | 12 +++++++++++-
 tools/check_header.py         | 16 +++++++++++++---
 2 files changed, 24 insertions(+), 4 deletions(-)

commit 267769d3ebefb7057d2a7f181d8d098f3627b526
Merge: 3a9f9c3a0 26ede791d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Jan 2023 12:09:51 +0100

    Unify barrier options and dividend barrier options (#1568)

commit 26ede791dd95a4c1bdaf616539902f1d7a9076fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 22 Jan 2023 09:49:59 +0100

    Deprecate dividend barrier option arguments and engine

 ql/experimental/barrieroption/vannavolgabarrierengine.hpp |  2 +-
 ql/instruments/barrieroption.cpp                          |  2 +-
 ql/instruments/dividendbarrieroption.cpp                  |  2 ++
 ql/instruments/dividendbarrieroption.hpp                  | 12 +++++++++++-
 ql/pricingengines/barrier/fdblackscholesbarrierengine.cpp |  2 ++
 ql/pricingengines/barrier/fdblackscholesrebateengine.cpp  |  2 ++
 ql/pricingengines/barrier/fdhestonbarrierengine.cpp       |  2 ++
 ql/pricingengines/barrier/fdhestonrebateengine.cpp        |  2 ++
 8 files changed, 23 insertions(+), 3 deletions(-)

commit 3a9f9c3a04ba9e03d396e733f994c9ca3fd8b686
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 22 Jan 2023 05:44:36 +0000

    Automated fixes by clang-tidy

 ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit 1d5f1ec515ec84dc97905a72b9c90f3e812ac8ad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 21 Jan 2023 23:05:38 +0100

    Allow implied volatility calculation with dividends

 ql/instruments/barrieroption.cpp | 19 +++++++++-
 ql/instruments/barrieroption.hpp | 12 ++++++
 test-suite/barrieroption.cpp     | 82 ++++++++++++++++++++++++++++++++++++++++
 test-suite/barrieroption.hpp     |  1 +
 4 files changed, 112 insertions(+), 2 deletions(-)

commit 121e500e319673145e65dde232736fadf26166f2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 21 Jan 2023 22:00:15 +0100

    Vanna/Volga engine doesn't support dividends

 ql/experimental/barrieroption/vannavolgabarrierengine.hpp | 11 ++---------
 1 file changed, 2 insertions(+), 9 deletions(-)

commit 6eb778c43bc3b7591d2e8bc16393a6658e1354a0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 21 Jan 2023 17:34:03 +0100

    Deprecate DividendBarrierOption

 .../barrieroption/vannavolgabarrierengine.hpp      |  6 ++++-
 ql/instruments/barrieroption.cpp                   |  2 ++
 ql/instruments/dividendbarrieroption.hpp           |  7 ++++--
 .../barrier/fdblackscholesbarrierengine.cpp        | 14 +++++------
 .../barrier/fdblackscholesbarrierengine.hpp        | 10 ++++----
 .../barrier/fdblackscholesrebateengine.hpp         | 14 +++++------
 .../barrier/fdhestonbarrierengine.cpp              | 27 ++++++++++++----------
 .../barrier/fdhestonbarrierengine.hpp              | 11 ++++-----
 ql/pricingengines/barrier/fdhestonrebateengine.cpp |  4 ++++
 ql/pricingengines/barrier/fdhestonrebateengine.hpp | 17 ++++++--------
 test-suite/barrieroption.cpp                       | 16 +++++++++----
 11 files changed, 73 insertions(+), 55 deletions(-)

commit 7d203e6e6b2bb661ea4daf01c46e82342d759211
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 21 Jan 2023 09:52:39 +0100

    Enable FD barrier engines to take dividends directly.
    
    Being market data, they should be stored in the engine and not
    the instrument.  This makes it possible to use the BarrierOption
    class to calculate prices with discrete dividends.

 .../stepconditions/fdmstepconditioncomposite.cpp   |  16 +-
 .../barrier/fdblackscholesbarrierengine.cpp        |  35 +++-
 .../barrier/fdblackscholesbarrierengine.hpp        |  25 ++-
 .../barrier/fdblackscholesrebateengine.cpp         |  27 ++-
 .../barrier/fdblackscholesrebateengine.hpp         |  26 ++-
 .../barrier/fdhestonbarrierengine.cpp              |  31 +++-
 .../barrier/fdhestonbarrierengine.hpp              |  27 ++-
 ql/pricingengines/barrier/fdhestonrebateengine.cpp |  23 ++-
 ql/pricingengines/barrier/fdhestonrebateengine.hpp |  17 +-
 test-suite/barrieroption.cpp                       | 200 ++++++++++++++++++++-
 test-suite/barrieroption.hpp                       |   2 +
 11 files changed, 380 insertions(+), 49 deletions(-)

commit 2cd3a39cdac84db1b0c2c5ef076331f2bb343217
Merge: cb441e5d7 870d37b36
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 18 Jan 2023 12:20:04 +0100

    Remove features deprecated in version 1.25 (#1565)

commit 870d37b3687be3575095ff338a061db34ed76bc5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Jan 2023 16:29:35 +0100

    Remove features deprecated in version 1.25

 ql/cashflows/couponpricer.cpp                      |   8 +-
 ql/cashflows/couponpricer.hpp                      |  12 ---
 .../barrieroption/suowangdoublebarrierengine.hpp   |   6 --
 .../inflation/yoycapfloortermpricesurface.cpp      |   8 +-
 .../inflation/yoycapfloortermpricesurface.hpp      |   5 +-
 ql/instruments/forwardrateagreement.cpp            |  73 +------------
 ql/instruments/forwardrateagreement.hpp            |  78 +-------------
 .../inflation/interpolatedzeroinflationcurve.hpp   |  64 +-----------
 .../inflation/piecewisezeroinflationcurve.hpp      |  28 -----
 ql/termstructures/inflationtermstructure.cpp       | 109 ++------------------
 ql/termstructures/inflationtermstructure.hpp       | 113 +--------------------
 .../yield/overnightindexfutureratehelper.cpp       |  47 ---------
 .../yield/overnightindexfutureratehelper.hpp       |  24 -----
 13 files changed, 22 insertions(+), 553 deletions(-)

commit cb441e5d76f8a988a3037001c571a4164428d9e8
Merge: 93f7dba56 3543dd57b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Jan 2023 14:53:58 +0100

    Ensure zero is found in Gaussian Random Default Model (#1560)

commit 93f7dba566ce04ff23feab3c028acddeb45a0589
Merge: 9883fcf20 dc743e309
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Jan 2023 14:53:13 +0100

    New Zealand calendar missing Matariki holiday #1562 (#1564)

commit 9883fcf2095d31688d8bf8a917405dfe1b4d6f1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Jan 2023 13:02:30 +0100

    Remove obsolete badge

 README.md | 1 -
 1 file changed, 1 deletion(-)

commit 3cbdbf840b48eb3a2bc03eb674bc1fa9110c73fd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.30-dev.

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

commit dc743e309adbb31aa6a9914fc6d7c748282865cd
Author: g.t <113254017+jakeheke75@users.noreply.github.com>
Date:   Sun, 15 Jan 2023 22:15:20 +0100

    Update newzealand.cpp

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

commit facd7bba57c68cd78719ea7c7b090ab276ff6f82
Author: g.t <113254017+jakeheke75@users.noreply.github.com>
Date:   Sun, 15 Jan 2023 14:40:48 +0100

    New Zealand calendar missing Matariki holiday #1562
    
    Updated the header file with Doxygen tags and with the link to the NZ government website

 ql/time/calendars/newzealand.cpp | 20 ++++++++++++++++++++
 ql/time/calendars/newzealand.hpp |  3 +++
 2 files changed, 23 insertions(+)

commit 3543dd57b5ae519a5bfe57f5ec2f003ac185a4bf
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 11 Jan 2023 11:32:13 +0100

    missing include

 ql/experimental/credit/randomdefaultmodel.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 5a731414b06ceea785ab8d0028d235ab882220fa
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 11 Jan 2023 11:25:17 +0100

    ensure zero is found

 ql/experimental/credit/randomdefaultmodel.cpp | 21 +++++++++++++++++----
 1 file changed, 17 insertions(+), 4 deletions(-)

commit 6523f36a34cfe00923fdb310ab3a322fcbb15b28
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date:   Thu, 15 Dec 2022 10:18:13 +0700

    bugfix unused variables

 test-suite/inflationcpibond.cpp | 36 +++++++++++++++++++-----------------
 1 file changed, 19 insertions(+), 17 deletions(-)

commit 1acdc04a5c37396bf117e4b65e75064998e75615
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date:   Thu, 15 Dec 2022 09:51:33 +0700

    bugfix cpi coupons and cpi cashflow
    
    allow optional baseCPI if baseCPI is null, retrieve use the index fixing on baseDate instead

 ql/cashflows/cpicoupon.cpp      | 18 ++++++++-
 ql/cashflows/cpicoupon.hpp      |  2 +
 test-suite/inflationcpibond.cpp | 81 ++++++++++++++++++++++++++++++++++++++++-
 test-suite/inflationcpibond.hpp |  1 +
 4 files changed, 100 insertions(+), 2 deletions(-)

commit 1b66279eb2d8363be27364843afedcc68ce67604
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 6 Dec 2022 07:40:26 +0100

    first light from greek engine

 ql/pricingengines/blackcalculator.cpp              |  16 ++
 ql/pricingengines/blackcalculator.hpp              |   3 +
 .../vanilla/bjerksundstenslandengine.cpp           | 210 +++++++++++++++++----
 .../vanilla/bjerksundstenslandengine.hpp           |   2 +
 test-suite/americanoption.cpp                      | 182 ++++++++++++++++++
 test-suite/americanoption.hpp                      |   3 +-
 6 files changed, 376 insertions(+), 40 deletions(-)

commit 1f17f68fe25213fd66ffe636e2002bcbaed9570b
Merge: 5f8f9472c 9f58be1bd
Author: Matthias Groncki <mgroncki@users.noreply.github.com>
Date:   Mon, 17 Oct 2022 13:38:26 +0200

    Merge pull request #2 from mgroncki/update-copyright-list-refs/heads/CPICoupons_withBaseDateInsteadBaseCPI
    
    Update copyright list in license

commit 9f58be1bd8d69431624d39c9ae36c10cbca98608
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 17 Oct 2022 11:10:46 +0000

    Update copyright list in license

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

commit 5f8f9472cf34f56223b4cb22df363fb9b4a70054
Author: Matthias Groncki <matthias.groncki@acadia.inc>
Date:   Mon, 17 Oct 2022 11:55:34 +0200

    CPICoupon with baseDate
    
    add a new CPICoupon constructor which requires a baseDate instead of base CPI fixing value. If baseCPI is provided it will use it, if it baseCPI is NULL the pricer will retriev the index fixing at baseDate from the index.
    
    If baseDate and baseCPI are null and we have at least two dates in the schedule, CPILag will imply a regular baseDate = firstCouponStartDate - observationLag
    If the CPILeg has only one date and one cashflow, a non-null baseDate or baseCPI are still required

 ql/cashflows/cpicoupon.cpp       | 116 ++++++++++++++++++++++++++++++++++++---
 ql/cashflows/cpicoupon.hpp       |  44 +++++++++++++++
 ql/cashflows/cpicouponpricer.cpp |  14 ++++-
 3 files changed, 163 insertions(+), 11 deletions(-)
