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Commits on Nov 17, 2012

• Merge branch 'master' of https://github.com/lballabio/quantlib

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Commits on Nov 16, 2012

• Corrected flag usage in test-suite/bin/runtest.bat.

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• Added additional test case for Thirty360 daycounter (BondBasis and EurobondBasis).

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• Added 'CLI-safe' versions of singleton.hpp and currency classes to new folder CLI. These files are intended to replace the existing QuantLib where CLI wrappers are being used and avoids issues ass…

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• Updated Windows projects

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Commits on Nov 13, 2012

• Added calibration to GARCH model (thanks to Slava Mazur).

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Commits on Nov 6, 2012

• Updated South-Korean calendar for 2013 (thanks to Faycal El Karaa).

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• Added Epiphany (introduced in 2011) to Polish calendar.

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• Updated Chinese calendar for 2012 (thanks to Cheng Li).

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• Fixed holiday for Japanese calendar (thanks to Sebastien Gurrieri).

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Commits on Oct 24, 2012

• Fixed degenerate case for ABCD volatility (thanks to Peter Caspers).

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• Re-enabled test.

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• Grouped together tests for experimental code

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• Added experimental ODE solver (thanks to Peter Caspers).

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• Added special case to close()/close_enough() when either value is 0.

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• Don't use floating-point comparison to check for Null<Real>.

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Commits on Oct 21, 2012

• refactoring of FdmMesherComposite

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• refactoring of FdmMesherComposite

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• fixed broken test cases

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Commits on Oct 18, 2012

• Added experimental two-asset barrier option.

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Commits on Oct 3, 2012

• Merged latest changes from 1.2.x branch into trunk.

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Commits on Sep 25, 2012

• added differential evolution optimization (thanks to Ralph Schreyer)

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Commits on Sep 5, 2012

• fd black scholes pricing engines are now observers of the BS process.

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Commits on Sep 3, 2012

• Fixed build for MinGW (thanks to Bojan Nikolic).

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Commits on Aug 22, 2012

• removed useless include statement

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Commits on Aug 10, 2012

• support g++ version 4.7 with -std=c++11 enabled

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Commits on Aug 4, 2012

• added Heston-Hull-White pricing engine using the H1HW approximation

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• added benchmark result for Raspberry Pi

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Commits on Jul 17, 2012

• Added method to clone a swap index with a different discount curve.

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• Added inspector for the joint calendar used by Libor indexes.

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• Fixed access specifiers for Calendar::WesternImpl.

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Commits on Jul 1, 2012

• improved interface of RichardsonExtrapolation

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Commits on Jun 29, 2012

• replaced double with Real to keep header and source files in sync.

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• replaced double with Real to keep header and source files in sync.

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Commits on Jun 23, 2012

• enable g++ -std=c++0x or g++ -std=c++11

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