commit dc8c7025dd2b4de5f5216ece04e99274d4b741f3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Apr 2021 10:35:32 +0200

    Set version to 1.22 final

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

commit b572d06e5a64b7fd8f0e73da064220ef5a88b87d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 4 Apr 2021 19:29:37 +0200

    Enforce C++11 standard in manual workflow

 .github/workflows/linux-nondefault.yml | 1 +
 1 file changed, 1 insertion(+)

commit 10f02a02c3b1d643c20fb032334eacd8f174f360
Merge: 81d0f5bbf 3807e31cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 10 Apr 2021 13:51:15 +0200

    Merge pull request #1081.
    
    Fix thread-safe observable in C++20 mode

commit 3807e31cc5c0de2c1bb752afd3f45ca724518df1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Apr 2021 16:16:10 +0200

    Use equality-comparable function object.
    
    Comparison between `boost::bind` objects doesn't work
    in gcc when using C++20 mode.

 ql/patterns/observable.cpp | 50 +++++++++++++++++++++++-----------------------
 1 file changed, 25 insertions(+), 25 deletions(-)

commit 81d0f5bbf635fde1e46ed175bcd7cb364d67ef9d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Apr 2021 17:33:41 +0200

    Avoid compiler errors with VC++13 and VC++15.

 QuantLib.vcxproj                                   |  2 --
 QuantLib.vcxproj.filters                           |  6 -----
 ql/CMakeLists.txt                                  |  2 --
 ql/cashflows/cpicouponpricer.cpp                   |  2 --
 ql/cashflows/cpicouponpricer.hpp                   |  2 +-
 ql/cashflows/inflationcouponpricer.cpp             |  2 --
 ql/cashflows/inflationcouponpricer.hpp             |  2 +-
 ql/currency.hpp                                    |  4 +--
 ql/experimental/commodities/energycommodity.cpp    |  3 ---
 ql/experimental/commodities/energycommodity.hpp    |  2 +-
 ql/experimental/commodities/exchangecontract.hpp   |  4 +--
 ql/experimental/commodities/paymentterm.hpp        |  4 +--
 ql/experimental/commodities/quantity.hpp           |  4 +--
 ql/experimental/commodities/unitofmeasure.hpp      |  4 +--
 .../commodities/unitofmeasureconversion.hpp        |  4 +--
 ql/experimental/exoticoptions/himalayaoption.cpp   |  2 --
 ql/experimental/exoticoptions/himalayaoption.hpp   |  1 -
 ql/methods/finitedifferences/bsmoperator.cpp       |  2 --
 ql/methods/finitedifferences/bsmoperator.hpp       |  2 +-
 ql/models/marketmodels/evolutiondescription.cpp    |  2 --
 ql/models/marketmodels/evolutiondescription.hpp    |  2 +-
 ql/models/marketmodels/evolvers/Makefile.am        |  1 -
 .../evolvers/marketmodelvolprocess.cpp             | 28 --------------------
 .../evolvers/marketmodelvolprocess.hpp             |  4 +--
 ql/models/marketmodels/models/Makefile.am          |  1 -
 .../marketmodels/models/ctsmmcapletcalibration.cpp |  2 --
 .../marketmodels/models/ctsmmcapletcalibration.hpp |  2 +-
 .../models/volatilityinterpolationspecifier.cpp    | 30 ----------------------
 .../models/volatilityinterpolationspecifier.hpp    |  9 +++----
 .../volatilityinterpolationspecifierabcd.cpp       |  2 --
 .../volatilityinterpolationspecifierabcd.hpp       |  2 +-
 .../marketmodels/products/compositeproduct.cpp     |  2 --
 .../marketmodels/products/compositeproduct.hpp     |  2 +-
 ql/money.hpp                                       |  4 +--
 ql/patterns/lazyobject.hpp                         |  4 +--
 ql/stochasticprocess.cpp                           |  4 ---
 ql/stochasticprocess.hpp                           |  4 +--
 ql/termstructures/inflation/seasonality.cpp        |  3 ---
 ql/termstructures/inflation/seasonality.hpp        |  2 +-
 ql/time/schedule.cpp                               |  2 --
 ql/time/schedule.hpp                               |  1 -
 ql/timegrid.hpp                                    |  1 +
 ql/utilities/clone.hpp                             |  5 +---
 test-suite/utilities.cpp                           |  2 --
 test-suite/utilities.hpp                           |  2 +-
 45 files changed, 27 insertions(+), 150 deletions(-)

commit 60f15c56422077cbd4d8fda52d279bd6be0c14bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Apr 2021 11:28:16 +0200

    Set version to 1.22 rc

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

commit 4bfe51c953d671f822a13b0bb806049ecf101327
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 31 Mar 2021 12:38:10 +0200

    Updated news and changelog

 ChangeLog.txt           | 7235 ++++++++++++++++++++++++++++++++++++++---------
 Contributors.txt        |    2 +
 Docs/pages/history.docs |   85 +-
 News.md                 |  128 +-
 4 files changed, 6088 insertions(+), 1362 deletions(-)

commit 8af126f9f551c5e0d4302b89cc1c5817e547bdea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 Mar 2021 17:21:04 +0200

    Fix a couple of test messages

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

commit 25bb65c13b35b19c46a045bbcb1b45e5061f3df1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Mar 2021 14:49:06 +0100

    Avoid linking error with Boost 1.76.0 beta 1

 ql/pricingengines/blackformula.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 2e4e4f1662bf15d18d19b396079feb36acb60150
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Mar 2021 08:58:45 +0100

    Remove a few unneeded inclusions

 ql/experimental/math/levyflightdistribution.hpp                 | 1 -
 ql/pricingengines/vanilla/analyticeuropeanvasicekengine.cpp     | 1 -
 ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp | 1 -
 ql/time/calendars/romania.cpp                                   | 1 -
 4 files changed, 4 deletions(-)

commit 6b0c04d391120913788d46de3bdb3f5af76379e7
Merge: 32277a20d d4271cdac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Mar 2021 01:41:50 +0100

    Merge pull request #1078.
    
    C++11 modernization — replace boost::shared_array with std::unique_ptr

commit d4271cdaca5716f8d6f3ef519ddf2386ff696d0b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Mar 2021 17:51:12 +0100

    Replace boost::shared_array with std::unique_ptr

 .../finitedifferences/fdmhestonfwdop.cpp           | 24 +++++++++++-----------
 .../finitedifferences/fdmsquarerootfwdop.cpp       |  8 ++++----
 .../finitedifferences/modtriplebandlinearop.hpp    |  9 +++++---
 .../operators/ninepointlinearop.hpp                | 13 +++++++++++-
 .../operators/triplebandlinearop.hpp               |  9 ++++++++
 5 files changed, 43 insertions(+), 20 deletions(-)

commit 32277a20df6e6ad53e409bdd4ebc931767e2f949
Merge: 739ea8949 36efd2534
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Mar 2021 11:43:40 +0100

    Merge pull request #1077.
    
    C++11 modernization — replace boost::math::isnan, isinf etc. with std:: versions

commit 36efd253451657cab5396b3d5ccc92fa52ec070f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Mar 2021 18:43:14 +0100

    Replace boost::math::isnan etc. with std::isnan

 ql/experimental/math/fireflyalgorithm.cpp                |  4 ++--
 ql/math/errorfunction.cpp                                | 15 +++------------
 ql/math/integrals/gausslaguerrecosinepolynomial.hpp      |  5 +++--
 ql/math/integrals/momentbasedgaussianpolynomial.hpp      |  8 ++++----
 ql/math/optimization/differentialevolution.cpp           |  8 +++-----
 ql/math/optimization/simulatedannealing.hpp              |  6 +++---
 .../equityfx/andreasenhugevolatilityinterpl.cpp          |  7 ++-----
 test-suite/andreasenhugevolatilityinterpl.cpp            |  6 +++---
 test-suite/blackformula.cpp                              |  5 ++---
 test-suite/hestonmodel.cpp                               |  6 +++---
 test-suite/interpolations.cpp                            | 16 ++++++++--------
 test-suite/marketmodel.cpp                               |  6 +++---
 test-suite/matrices.cpp                                  |  4 ++--
 13 files changed, 41 insertions(+), 55 deletions(-)

commit 739ea894961dc6da5e8aa0b61c392d40637d39c1
Merge: 15ba009df 70553ab87
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 21 Mar 2021 13:10:01 +0100

    Merge pull request #1076.
    
    C++11 modernization — replace boost::scoped_ptr and boost::scoped_array with std::unique_ptr

commit 15ba009df3cfb481c1c6a7dae7f4f5f955160d6c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 20 Mar 2021 20:41:19 +0100

    Don't run clang-tidy on test headers
    
    This saves some time and doesn't lose anything - they only include
    Boost headers and the test-class declaration.

 .github/workflows/tidy.yml | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

commit 70553ab8790c3dd1035804063ebaf70605deb853
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 20 Mar 2021 20:25:27 +0100

    Fix header inclusion

 ql/methods/montecarlo/longstaffschwartzpathpricer.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 72e094fad603c59733246ac251705207387c126b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 20 Mar 2021 18:36:24 +0100

    Replace boost::scoped_ptr with std::unique_ptr

 ql/experimental/barrieroption/doublebarrieroption.cpp          |  4 ++--
 ql/experimental/models/hestonslvfdmmodel.cpp                   |  4 ++--
 ql/instruments/barrieroption.cpp                               |  4 ++--
 ql/instruments/dividendvanillaoption.cpp                       |  4 ++--
 ql/instruments/vanillaoption.cpp                               |  4 ++--
 ql/pricingengines/swaption/fdg2swaptionengine.cpp              | 10 ++--------
 ql/pricingengines/swaption/fdhullwhiteswaptionengine.cpp       | 10 ++--------
 .../volatility/equityfx/hestonblackvolsurface.cpp              |  8 +++-----
 ql/utilities/clone.hpp                                         |  8 ++------
 9 files changed, 19 insertions(+), 37 deletions(-)

commit 7fa34de045c60004445680113fa0cf356583f465
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 20 Mar 2021 16:13:04 +0100

    Replace boost::scoped_array with std::unique_ptr<T[]>

 .../mcbasket/longstaffschwartzmultipathpricer.hpp   |  5 +++--
 .../integralhestonvarianceoptionengine.cpp          | 12 ++++++------
 ql/math/array.hpp                                   |  8 ++++----
 ql/math/matrix.hpp                                  |  2 +-
 ql/math/matrixutilities/qrdecomposition.cpp         | 13 +++++++------
 ql/math/optimization/levenbergmarquardt.cpp         | 21 +++++++++++----------
 .../finitedifferences/meshers/uniformgridmesher.hpp |  3 ++-
 .../montecarlo/longstaffschwartzpathpricer.hpp      |  9 +++++++++
 .../vanilla/analyticgjrgarchengine.cpp              |  6 +++---
 9 files changed, 46 insertions(+), 33 deletions(-)

commit a550942b1bf64a5ddb7cb18e22ffcfffe55c6348
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Mar 2021 11:50:03 +0100

    Update configuration docs

 Docs/pages/config.docs | 64 +++++++++++++++++++++++++++++++++++---------------
 1 file changed, 45 insertions(+), 19 deletions(-)

commit 71469b84f0d93519b240bbffe2dc1073c4cb7e84
Merge: 8cddf446a 5abd902c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Mar 2021 12:17:44 +0100

    Merge pull request #1074.
    
    Sub-period coupons revision

commit 5abd902c904ce55c4154c5678ca9fa36b0a78249
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Mar 2021 08:49:24 +0100

    Moved SubPeriodCoupon out of experimental

 QuantLib.vcxproj                                             |  4 ++--
 QuantLib.vcxproj.filters                                     | 12 ++++++------
 ql/CMakeLists.txt                                            |  4 ++--
 ql/cashflows/Makefile.am                                     |  2 ++
 ql/cashflows/all.hpp                                         |  1 +
 ql/cashflows/couponpricer.cpp                                |  2 +-
 .../subperiodcoupons.cpp => cashflows/subperiodcoupon.cpp}   |  2 +-
 .../subperiodcoupons.hpp => cashflows/subperiodcoupon.hpp}   |  6 +++---
 ql/experimental/coupons/Makefile.am                          |  2 --
 ql/experimental/coupons/all.hpp                              |  1 -
 test-suite/subperiodcoupons.cpp                              |  2 +-
 11 files changed, 19 insertions(+), 19 deletions(-)

commit 8e82cc7ee373c36d78f15f3c2867c34515923e02
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Mar 2021 19:54:20 +0100

    Update file lists

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 3 +++
 ql/CMakeLists.txt        | 1 +
 ql/cashflows/Makefile.am | 1 +
 ql/cashflows/all.hpp     | 1 +
 5 files changed, 7 insertions(+)

commit 81222e22d16d4bf00a1360f484559b2caf8eed0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Mar 2021 18:17:17 +0100

    Use a single RateAveraging type

 ql/cashflows/overnightindexedcoupon.cpp            | 10 ++---
 ql/cashflows/overnightindexedcoupon.hpp            | 24 ++--------
 ql/cashflows/rateaveraging.hpp                     | 52 ++++++++++++++++++++++
 ql/experimental/coupons/subperiodcoupons.cpp       |  8 ++--
 ql/experimental/coupons/subperiodcoupons.hpp       | 22 ++-------
 ql/indexes/swapindex.cpp                           |  2 +-
 ql/indexes/swapindex.hpp                           |  6 +--
 ql/instruments/makeois.cpp                         |  4 +-
 ql/instruments/makeois.hpp                         |  4 +-
 ql/instruments/overnightindexedswap.cpp            |  5 ++-
 ql/instruments/overnightindexedswap.hpp            | 10 ++---
 ql/instruments/overnightindexfuture.cpp            |  7 +--
 ql/instruments/overnightindexfuture.hpp            |  6 +--
 ql/termstructures/yield/oisratehelper.cpp          |  4 +-
 ql/termstructures/yield/oisratehelper.hpp          |  8 ++--
 .../yield/overnightindexfutureratehelper.cpp       |  6 +--
 .../yield/overnightindexfutureratehelper.hpp       |  6 +--
 test-suite/overnightindexedswap.cpp                | 12 ++---
 test-suite/sofrfutures.cpp                         | 28 ++++++------
 test-suite/subperiodcoupons.cpp                    | 32 ++++++-------
 20 files changed, 139 insertions(+), 117 deletions(-)

commit d9582b8210d824ef1c60df5ef29eab07aa701d2d
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 16 Mar 2021 21:40:21 +0100

    Rolled back previous commit to fix the build.

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

commit d6749df2f4ebdc911f41a0282841c90215613eca
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 16 Mar 2021 21:14:01 +0100

    Copy and move instead of const ref.

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

commit 8cddf446a6a8999f8c6bd4e2b4ec29e58abdb700
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Mar 2021 13:03:11 +0100

    Move test to correct group

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

commit 1a535c85d27413373569096c520ac8bd9fc9f98a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Mar 2021 13:01:24 +0100

    Moved test out of faster section.

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

commit c1030240a9a747c9205bb279ab52a762451c72ba
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 16 Mar 2021 11:04:21 +0100

    Added test for consistency checks.

 test-suite/subperiodcoupons.cpp | 32 +++++++++++++++++++++-----------
 1 file changed, 21 insertions(+), 11 deletions(-)

commit 96fac954efd706e460dd3103985d132d5818b535
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 16 Mar 2021 10:53:52 +0100

    Text alignment.

 ql/experimental/coupons/subperiodcoupons.hpp | 1 -
 1 file changed, 1 deletion(-)

commit 1fd963e619a44c82d7acda6d13712ab9730ba3a8
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 16 Mar 2021 10:47:15 +0100

    Added unit tests with consistency checks.

 test-suite/subperiodcoupons.cpp | 72 +++++++++++++++++++++++++++++------------
 test-suite/subperiodcoupons.hpp |  1 +
 2 files changed, 53 insertions(+), 20 deletions(-)

commit 650bae9c30e58850654830f72725f76ef15621a9
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 15 Mar 2021 19:21:57 +0100

    Added unit test for SubPeriodLeg.

 ql/experimental/coupons/subperiodcoupons.cpp |  2 +-
 test-suite/subperiodcoupons.cpp              | 95 +++++++++++++++++++++++-----
 test-suite/subperiodcoupons.hpp              |  1 +
 3 files changed, 80 insertions(+), 18 deletions(-)

commit 18df0010c2004ac41bb1b205f404f63d248c78fc
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 15 Mar 2021 18:00:08 +0100

    Updated CMakeLists.txt and Makefile.am

 test-suite/CMakeLists.txt | 2 ++
 test-suite/Makefile.am    | 2 ++
 2 files changed, 4 insertions(+)

commit 7cd8d6b0d2f911ac009c3734aa10804d2deec5f5
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 15 Mar 2021 17:51:55 +0100

    Added SubPeriodLeg builder.

 ql/experimental/coupons/subperiodcoupons.cpp | 155 ++++++++++++++++++++++++++-
 ql/experimental/coupons/subperiodcoupons.hpp |  66 +++++++++++-
 2 files changed, 217 insertions(+), 4 deletions(-)

commit 83445664ac9675fb1cc56f982d92b1cd98eefcfc
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 15 Mar 2021 13:27:34 +0100

    More unit tests.

 ql/experimental/coupons/subperiodcoupons.cpp |  1 +
 ql/experimental/coupons/subperiodcoupons.hpp |  1 +
 test-suite/subperiodcoupons.cpp              | 44 +++++++++++++++++++++++-----
 test-suite/subperiodcoupons.hpp              |  1 +
 4 files changed, 39 insertions(+), 8 deletions(-)

commit 53bd931a199eebd96720cb6e07df12c21622f779
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 15 Mar 2021 13:03:18 +0100

    Further adjustments of the interface.

 ql/experimental/coupons/subperiodcoupons.cpp | 39 ++++++++++++++++++----------
 ql/experimental/coupons/subperiodcoupons.hpp | 28 +++++++++++++-------
 test-suite/subperiodcoupons.cpp              |  2 +-
 3 files changed, 45 insertions(+), 24 deletions(-)

commit 02713a75ecc0efee87460dbecb169a4c2392abd6
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 15 Mar 2021 12:30:34 +0100

    Adding more unit tests.

 test-suite/subperiodcoupons.cpp | 130 +++++++++++++++++++++++++++++++++++-----
 test-suite/subperiodcoupons.hpp |   2 +
 2 files changed, 116 insertions(+), 16 deletions(-)

commit 920825102eba5bb0a7b092499a773001eb1c1c81
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 15 Mar 2021 11:25:58 +0100

    Unit tests.

 test-suite/subperiodcoupons.cpp | 129 ++++++++++++++++++++++++++--------------
 test-suite/subperiodcoupons.hpp |   4 +-
 2 files changed, 88 insertions(+), 45 deletions(-)

commit 3ef8aad07bb3993578eb1107703495e6aa40b443
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sun, 14 Mar 2021 20:23:56 +0100

    Simplified coupon logic and fixed unit test.

 ql/experimental/coupons/subperiodcoupons.cpp | 103 +++++++++------------------
 ql/experimental/coupons/subperiodcoupons.hpp |  38 +++-------
 test-suite/subperiodcoupons.cpp              |  23 ++----
 3 files changed, 47 insertions(+), 117 deletions(-)

commit 80f36c1cca92009d233c6bef67355d2988c193ac
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sun, 14 Mar 2021 12:55:45 +0100

    Adding unit tests for sub-period coupons.

 test-suite/subperiodcoupons.cpp | 36 +++++++++++++++++++++++++++++++++---
 1 file changed, 33 insertions(+), 3 deletions(-)

commit 7ff50dddb8f9e411d0ffa1454735eaaeda0dfbda
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sun, 14 Mar 2021 12:18:12 +0100

    Added sub-period coupon test files.

 test-suite/quantlibtestsuite.cpp     |   2 +
 test-suite/subperiodcoupons.cpp      | 111 +++++++++++++++++++++++++++++++++++
 test-suite/subperiodcoupons.hpp      |  35 +++++++++++
 test-suite/testsuite.vcxproj         |   2 +
 test-suite/testsuite.vcxproj.filters |   6 ++
 5 files changed, 156 insertions(+)

commit 78832b3dc77961131c36bd088a847be5558c6dc6
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 13 Mar 2021 20:10:16 +0100

    Removed redundant comment.

 ql/experimental/coupons/subperiodcoupons.hpp | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

commit 4bf709a3edad05027ad33d71b19b1edbc81e4a8c
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 13 Mar 2021 20:07:07 +0100

    Added constructor overload.

 ql/experimental/coupons/subperiodcoupons.cpp | 20 ++++++++++++++++
 ql/experimental/coupons/subperiodcoupons.hpp | 35 ++++++++++++++--------------
 2 files changed, 38 insertions(+), 17 deletions(-)

commit 56e3a02e813d7d12b7d2ae3ee880ac2973332f25
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 13 Mar 2021 19:49:44 +0100

    Fixed build.

 ql/experimental/coupons/subperiodcoupons.cpp | 3 +--
 ql/experimental/coupons/subperiodcoupons.hpp | 4 ----
 2 files changed, 1 insertion(+), 6 deletions(-)

commit ea10c3f99d0df022a49b88fcd7654c7eeecffc71
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 13 Mar 2021 19:37:00 +0100

    Further revisions of sub-periods coupons implementation.

 ql/experimental/coupons/subperiodcoupons.cpp | 40 +++++++++++-----------------
 ql/experimental/coupons/subperiodcoupons.hpp | 25 +++++++++++++----
 2 files changed, 35 insertions(+), 30 deletions(-)

commit a9cea1aa3b5c36dd100c0f1169ba494584312d6e
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 13 Mar 2021 19:02:17 +0100

    Added in arrears option to subperiod coupon.

 ql/experimental/coupons/subperiodcoupons.cpp | 99 +++++++++++-----------------
 ql/experimental/coupons/subperiodcoupons.hpp | 54 ++++++---------
 2 files changed, 57 insertions(+), 96 deletions(-)

commit 550de2dcee3a65c0c1d7648b10ef010895711a22
Merge: 71f80eec5 a830e4a5c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Mar 2021 22:25:27 +0100

    Merge pull request #1072.
    
    Added Currency....

commit a830e4a5c170f429cc602402b68caeacd850c384
Author: Bryte Morio <brytemorio@qngnode.cc>
Date:   Thu, 11 Mar 2021 17:47:17 +0100

    Added the Nigerian Naira

 ql/currencies/africa.cpp | 15 +++++++++++++++
 ql/currencies/africa.hpp |  4 ++++
 2 files changed, 19 insertions(+)

commit 71f80eec50fdae26f251a5e700b74bab11a2c07e
Merge: 3f6b7271a 41ab7582e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Mar 2021 17:38:33 +0100

    Merge pull request #1070.
    
    Deprecate unused parts of the old FD framework.

commit 3f6b7271a68004cdb6db90f0e87346e8208234a2
Merge: 553bb1c45 bae0cd381
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Mar 2021 15:08:55 +0100

    Merge pull request #1061.
    
    Fix actual/actual (ISMA) day counter calculation for long/short final periods

commit 553bb1c45ac04494f885accc6ecbdf5cd689d838
Merge: 51b73cecb e9dbbadb7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Mar 2021 14:22:51 +0100

    Merge pull request #1067.
    
    Suppress C++ code analysis warning C26812 in VS 2019 - Prefer enum class

commit 51b73cecb0722786fe40cd2dbdba555fd19866f5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Mar 2021 08:34:05 +0100

    Faster IMM and ASX date tests

 test-suite/dates.cpp | 97 ++++++++++++++++++----------------------------------
 1 file changed, 34 insertions(+), 63 deletions(-)

commit 41ab7582e49683920f9771a40be4da0f520ea223
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Mar 2021 09:15:45 +0100

    Deprecate unused parts of the old FD framework.

 ql/methods/finitedifferences/americancondition.hpp |  6 ++++--
 ql/methods/finitedifferences/onefactoroperator.hpp |  8 +++++++-
 ql/pricingengines/vanilla/fdconditions.hpp         | 11 ++++++++++-
 3 files changed, 21 insertions(+), 4 deletions(-)

commit e9dbbadb775a460e624ad248e2f2360fc4678721
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 9 Mar 2021 09:02:23 +0100

    suppress C++ code analysis warning C26812 in VS 2019

 ql/config.msvc.hpp | 6 ++++++
 ql/qldefines.hpp   | 6 ------
 2 files changed, 6 insertions(+), 6 deletions(-)

commit fb4e819f175ec5f0d3022709949ef8e42c6ec884
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Mar 2021 17:00:39 +0100

    Remove a few deprecation warnings in VC++13

 ql/math/initializers.hpp                           | 41 ++++------------------
 .../shortrate/onefactormodels/markovfunctional.hpp | 11 ++----
 .../vanilla/fddividendshoutengine.hpp              |  6 ++++
 3 files changed, 15 insertions(+), 43 deletions(-)

commit 598696f93ec6bd5004e9a08c838523e660a261f5
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 8 Mar 2021 18:36:00 +0100

    suppress C++ code analysis warning C26812 in VS 2019

 ql/qldefines.hpp | 6 ++++++
 1 file changed, 6 insertions(+)

commit 5ac70f2ba132cf005a007e31a98adb03f125cebe
Merge: 0d4c1d0d6 0d1fe9c67
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Mar 2021 14:12:27 +0100

    Merge pull request #1066.
    
    Escrowed dividend model for PDE pricing engines for American and Shout options

commit 0d1fe9c67be1de8a84d4d2c1eec8c5db128b59cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Mar 2021 10:33:09 +0100

    Deprecate old FD shout engine

 ql/pricingengines/vanilla/fddividendshoutengine.hpp | 18 ++++++++++++++----
 1 file changed, 14 insertions(+), 4 deletions(-)

commit ee29c8dc387deff745795b42bd1ed24fdc4d32ad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Mar 2021 10:26:33 +0100

    Capture by reference (my bad)

 ql/pricingengines/vanilla/fdblackscholesshoutengine.cpp   | 4 +---
 ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp | 5 +----
 2 files changed, 2 insertions(+), 7 deletions(-)

commit 16b0748009048073d005aad2db29d72375f72d45
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 8 Mar 2021 10:02:49 +0100

    prefer lambdas

 ql/pricingengines/vanilla/fdblackscholesshoutengine.cpp   | 2 +-
 ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 66f8885723837c866e467a8f29a157a31f502df7
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 7 Mar 2021 22:10:41 +0100

    fixed merge conflict

 configure.ac | 1 -
 1 file changed, 1 deletion(-)

commit 34d6a7dba4256f04efb23e00ee12d6217a7a1b69
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 7 Mar 2021 20:07:30 +0100

    changed formatting

 test-suite/americanoption.cpp | 13 +++----------
 1 file changed, 3 insertions(+), 10 deletions(-)

commit 79aec80a4db1234836e792f159436d0eb5384172
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 7 Mar 2021 20:06:31 +0100

    changed formatting

 test-suite/americanoption.cpp | 14 ++++++++------
 1 file changed, 8 insertions(+), 6 deletions(-)

commit 63a056608a0debf46e6c791fdd7609c9094cebcc
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 7 Mar 2021 17:56:41 +0100

    added test case for escrowed dividend model

 test-suite/americanoption.cpp | 113 ++++++++++++++++++++++++++++++++++++++++++
 test-suite/americanoption.hpp |   1 +
 2 files changed, 114 insertions(+)

commit 0d4c1d0d6df2fca3c2adfef988fe1518b8282b89
Merge: e2e794ba0 294e67d50
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 7 Mar 2021 00:08:09 +0100

    Merge pull request #1065.
    
    Rework experimental OvernightIndexFutures interface

commit e2e794ba07aa667503543d20ece24f17484855b6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Sep 2020 19:00:22 +0200

    Add CodeQL workflow

 .github/workflows/codeql-analysis.yml | 70 +++++++++++++++++++++++++++++++++++
 1 file changed, 70 insertions(+)

commit bae0cd381ef27ff390c686d1a1c0eaa8a48fc73d
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 3 Mar 2021 17:49:05 +0200

    Fix actual/actual (ISMA) day counter calculation for long/short final periods

 ql/time/daycounters/actualactual.cpp |  63 +++++++++++++------
 test-suite/daycounters.cpp           | 116 +++++++++++++++++++++++++++++++++++
 test-suite/daycounters.hpp           |   1 +
 3 files changed, 162 insertions(+), 18 deletions(-)

commit 942b45abdcc30a39cb3e79ae390d1b9d31407de1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Mar 2021 10:35:30 +0100

    Ensure apt cache is up to date when installing

 .github/workflows/cmake.yml      | 1 +
 .github/workflows/coveralls.yml  | 1 +
 .github/workflows/doxygen.yml    | 1 +
 .github/workflows/headers.yml    | 1 +
 .github/workflows/test-times.yml | 1 +
 5 files changed, 5 insertions(+)

commit 16ab2d546d73701973296545c508a458c1e0e3a9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Mar 2021 09:30:01 +0100

    Move overnight-index futures and helpers out of experimental

 QuantLib.vcxproj                                   | 11 +++--
 QuantLib.vcxproj.filters                           | 32 ++++++---------
 configure.ac                                       |  1 -
 ql/CMakeLists.txt                                  |  9 ++---
 ql/experimental/Makefile.am                        |  3 +-
 ql/experimental/all.hpp                            |  1 -
 ql/experimental/futures/Makefile.am                | 47 ----------------------
 ql/experimental/futures/all.hpp                    |  6 ---
 ql/instruments/Makefile.am                         |  2 +
 ql/instruments/all.hpp                             |  1 +
 .../overnightindexfuture.cpp                       |  2 +-
 .../overnightindexfuture.hpp                       |  0
 ql/termstructures/yield/Makefile.am                |  2 +
 ql/termstructures/yield/all.hpp                    |  1 +
 .../yield}/overnightindexfutureratehelper.cpp      |  2 +-
 .../yield}/overnightindexfutureratehelper.hpp      |  2 +-
 test-suite/sofrfutures.cpp                         |  4 +-
 17 files changed, 34 insertions(+), 92 deletions(-)

commit d6b7d1cca6149172f77876fc31fe8c2d857a91f1
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 5 Mar 2021 20:57:04 +0000

    Automated fixes by clang-tidy

 ql/experimental/futures/overnightindexfuture.cpp | 16 ++++++++--------
 ql/experimental/futures/overnightindexfuture.hpp | 11 ++++++-----
 2 files changed, 14 insertions(+), 13 deletions(-)

commit 86af87e65cec367c525c03ce0c5b8579d8c8b38c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Mar 2021 18:48:21 +0100

    Refactored code

 ql/experimental/futures/overnightindexfuture.cpp | 21 +++++++++------------
 ql/experimental/futures/overnightindexfuture.hpp |  8 +++-----
 2 files changed, 12 insertions(+), 17 deletions(-)

commit e162d26aa49b725ef000edad7a4c4362e5f323a4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Mar 2021 18:27:54 +0100

    Move test into Fast section

 test-suite/interpolations.cpp    | 58 +++++++++++++++-------------------------
 test-suite/interpolations.hpp    |  3 ++-
 test-suite/quantlibtestsuite.cpp |  2 +-
 3 files changed, 24 insertions(+), 39 deletions(-)

commit 6746c63bb5ee570f53424515e0e1426b95538659
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Mar 2021 18:10:16 +0100

    Don't inherit OvernightIndexFutures from Forward.
    
    Too much baggage, it forces an interface that doesn't apply.

 ql/experimental/futures/overnightindexfuture.cpp   | 70 ++++++++++------------
 ql/experimental/futures/overnightindexfuture.hpp   | 14 ++---
 .../futures/overnightindexfutureratehelper.cpp     |  6 +-
 test-suite/sofrfutures.cpp                         | 19 +-----
 4 files changed, 41 insertions(+), 68 deletions(-)

commit 87b3b267bd27f73698e1dd2f2b9691b10e4cd997
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Mar 2021 17:00:00 +0100

    Ensure consistency of data member value

 ql/experimental/futures/overnightindexfuture.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 9e50922decaa3a14ff48ddeb0fa9734b3249c069
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Mar 2021 16:42:25 +0100

    Remove discount curve from interface

 ql/experimental/futures/overnightindexfuture.cpp           | 6 +++---
 ql/experimental/futures/overnightindexfuture.hpp           | 8 ++++----
 ql/experimental/futures/overnightindexfutureratehelper.cpp | 4 +++-
 test-suite/sofrfutures.cpp                                 | 6 +++---
 4 files changed, 13 insertions(+), 11 deletions(-)

commit 68a0254929990cb48c718f77047696a7f52d33fa
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 5 Mar 2021 00:12:28 +0000

    Automated fixes by clang-tidy

 ql/instruments/asianoption.cpp | 15 +++++++--------
 ql/instruments/asianoption.hpp |  2 +-
 2 files changed, 8 insertions(+), 9 deletions(-)

commit e36c80a2141c16c4ac0e14ab5304592f21f828d8
Merge: 6d4694eb3 760647e7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Mar 2021 22:20:32 +0100

    Merge pull request #1039.
    
    New interface for seasoned Asian options

commit 760647e7b992faabb01e1f62a7bf03b0b4364aeb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Mar 2021 15:36:01 +0100

    Add documentation to Doxygen, don't sort passed dates.

 ql/instruments/asianoption.cpp |  6 ++----
 ql/instruments/asianoption.hpp | 18 +++++++++++-------
 2 files changed, 13 insertions(+), 11 deletions(-)

commit 6d4694eb3efbc3320cab2b3f0f521aae5089e00f
Merge: 8ba96d401 efbbe2312
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Mar 2021 00:18:40 +0100

    Merge pull request #1062.
    
    Don't assume ThreadKey is convertible from int.

commit 8ba96d40177dfae28e408686a4284a29040bb4ef
Merge: 9bb90c8cc 6cc0c917b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Mar 2021 15:49:02 +0100

    Merge pull request #1060.
    
    C++11 modernization - replace Boost.Timer with std::chrono

commit efbbe231234c14dae34138b292edef6af8067844
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Mar 2021 13:27:40 +0100

    Don't assume ThreadKey is convertible from int.

 Examples/BasketLosses/BasketLosses.cpp                       | 2 +-
 Examples/BermudanSwaption/BermudanSwaption.cpp               | 2 +-
 Examples/Bonds/Bonds.cpp                                     | 2 +-
 Examples/CDS/CDS.cpp                                         | 2 +-
 Examples/CVAIRS/CVAIRS.cpp                                   | 2 +-
 Examples/CallableBonds/CallableBonds.cpp                     | 2 +-
 Examples/ConvertibleBonds/ConvertibleBonds.cpp               | 2 +-
 Examples/DiscreteHedging/DiscreteHedging.cpp                 | 2 +-
 Examples/EquityOption/EquityOption.cpp                       | 2 +-
 Examples/FRA/FRA.cpp                                         | 2 +-
 Examples/FittedBondCurve/FittedBondCurve.cpp                 | 2 +-
 Examples/Gaussian1dModels/Gaussian1dModels.cpp               | 2 +-
 Examples/GlobalOptimizer/GlobalOptimizer.cpp                 | 2 +-
 Examples/LatentModel/LatentModel.cpp                         | 2 +-
 Examples/MarketModels/MarketModels.cpp                       | 2 +-
 Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp | 2 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp               | 2 +-
 Examples/Replication/Replication.cpp                         | 2 +-
 Examples/Repo/Repo.cpp                                       | 2 +-
 ql/patterns/singleton.hpp                                    | 2 +-
 test-suite/quantlibbenchmark.cpp                             | 2 +-
 test-suite/quantlibtestsuite.cpp                             | 2 +-
 22 files changed, 22 insertions(+), 22 deletions(-)

commit 6bdceb874ea173569ca12151dcb61ea0650f70e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Mar 2021 09:17:26 +0100

    Fix for VC++ 2013

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

commit 9bb90c8cc4127927fc6737dcc083bbd9cbdf4a2f
Merge: f69b36c14 27fc1b1d0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Mar 2021 00:30:35 +0100

    Merge pull request #1058.
    
    C++11 modernization — replace boost::lexical_cast with std::to_string and friends

commit 983cabf36400ccb88a10acbf3d232f9714b58b9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Mar 2021 23:13:30 +0100

    Replace Boost.Timer with std::chrono

 acinclude.m4                      | 55 +++++----------------------------------
 test-suite/CMakeLists.txt         |  2 +-
 test-suite/paralleltestrunner.hpp | 21 ++++-----------
 test-suite/quantlibbenchmark.cpp  | 36 +++++++------------------
 test-suite/quantlibtestsuite.cpp  | 34 +++++++++---------------
 5 files changed, 33 insertions(+), 115 deletions(-)

commit 27fc1b1d0196c96113a85c5e11cce55c1f274255
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Mar 2021 17:39:32 +0100

    Replace to_integer with C++11 std::stoi

 ql/time/asx.cpp              |  3 ++-
 ql/time/ecb.cpp              |  5 +++--
 ql/time/imm.cpp              |  3 ++-
 ql/utilities/dataparsers.cpp | 16 ++++------------
 ql/utilities/dataparsers.hpp |  9 ++++++++-
 5 files changed, 19 insertions(+), 17 deletions(-)

commit dbaa093caa8886868b4ba1f510693f33d2e64f14
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Mar 2021 15:53:24 +0100

    Replace boost::lexical_cast with C++ string conversions

 Examples/BasketLosses/BasketLosses.cpp |  3 +--
 Examples/LatentModel/LatentModel.cpp   |  5 ++---
 ql/time/asx.cpp                        |  2 --
 ql/time/ecb.cpp                        |  5 -----
 ql/time/imm.cpp                        |  2 --
 ql/utilities/dataparsers.cpp           | 10 ++--------
 test-suite/nthtodefault.cpp            |  7 +++----
 test-suite/paralleltestrunner.hpp      |  6 ++----
 8 files changed, 10 insertions(+), 30 deletions(-)

commit f69b36c14092b1fafd7c392ca94d666ebc810086
Merge: 9aa5cfb6b dc82ea91a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 28 Feb 2021 20:22:39 +0100

    Merge pull request #1057.
    
    Reduce run time for longest-running test cases.

commit a74535771921d2605878f9efa2627b16fdf81c6f
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 28 Feb 2021 18:15:04 +0100

    # WARNING: head commit changed in the meantime
    
    fixed today is dividend date for escrowed model

 ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

commit 9aa5cfb6b4a3be35ba0fd2e0fe1bd08ffc864e2f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 28 Feb 2021 16:36:42 +0100

    Test compilation of parallel runner, don't test.
    
    Some tests are flaky when run in parallel.

 .github/workflows/linux.yml | 1 -
 1 file changed, 1 deletion(-)

commit 41a2afb7142687af0028c65de355d987cd595f7d
Merge: b0c1cdf46 08cfa606f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 27 Feb 2021 22:23:26 +0100

    Merge pull request #1055.
    
    Added macro to disable and enable deprecated warnings temporarily

commit 048cc06fed1824e34ebdd03248bb67737d53e2f4
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 27 Feb 2021 20:43:54 +0100

    use zero dividend schedule objects

 ql/pricingengines/vanilla/fdblackscholesshoutengine.cpp  | 16 ++--------------
 .../vanilla/fdblackscholesvanillaengine.cpp              |  6 +++++-
 2 files changed, 7 insertions(+), 15 deletions(-)

commit aaa5277b70bdabae50ae359137e6180e2c05c48e
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 27 Feb 2021 18:48:05 +0100

    fixed initialization

 .../finitedifferences/stepconditions/fdmstepconditioncomposite.cpp  | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 08cfa606f3f023d98f74f210bab6bdeab5ac4c9e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 27 Feb 2021 18:39:21 +0100

    Use new macros throughout the library

 ql/methods/finitedifferences/fdtypedefs.hpp        | 23 +----------
 ql/qldefines.hpp                                   | 27 ++++---------
 ql/termstructures/inflationtermstructure.cpp       | 46 ++--------------------
 ql/termstructures/yield/discountcurve.hpp          | 23 +----------
 ql/termstructures/yield/forwardcurve.hpp           | 23 +----------
 ql/termstructures/yield/forwardstructure.cpp       | 24 +----------
 .../yield/interpolatedsimplezerocurve.hpp          | 23 +----------
 ql/termstructures/yield/zerocurve.hpp              | 23 +----------
 ql/termstructures/yield/zeroyieldstructure.cpp     | 23 +----------
 9 files changed, 26 insertions(+), 209 deletions(-)

commit c4f25bbe510ce79c3d304fe3f361022752c72874
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 27 Feb 2021 18:24:30 +0100

    added escrowed dividend model for shout and American/Bermudan option

 QuantLib.vcxproj                                   |   4 +
 QuantLib.vcxproj.filters                           |  12 ++
 ql/methods/finitedifferences/utilities/all.hpp     |   1 +
 .../utilities/escroweddividendadjustment.cpp       |   6 +-
 .../vanilla/fdblackscholesshoutengine.cpp          |   2 -
 .../vanilla/fdblackscholesvanillaengine.cpp        |  47 +++++---
 test-suite/americanoption.cpp                      | 124 +++++++++++++++++----
 test-suite/americanoption.hpp                      |   1 +
 8 files changed, 154 insertions(+), 43 deletions(-)

commit dc82ea91af1c32c8543db464692dd3a48aadaf23
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Feb 2021 22:49:06 +0100

    Moved another test to different speed level

 test-suite/quantlibtestsuite.cpp |  2 +-
 test-suite/swaption.cpp          | 17 ++++++-----------
 test-suite/swaption.hpp          |  3 ++-
 3 files changed, 9 insertions(+), 13 deletions(-)

commit 0a11fa5dee5f70e46487a62dc783927967b69162
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Feb 2021 22:13:22 +0100

    Reduced test times for longest test cases

 .github/workflows/test-times.yml   |  5 ++++
 test-suite/asianoptions.cpp        | 48 +++++++++++++++++++++++---------------
 test-suite/doublebarrieroption.cpp | 14 ++++++-----
 test-suite/forwardoption.cpp       | 16 ++++++-------
 tools/check_test_times.py          |  2 +-
 5 files changed, 51 insertions(+), 34 deletions(-)

commit f84f8c3c1bdec857ac6f7d1499d428059aa17398
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Feb 2021 18:39:42 +0100

    Add actual check on times

 .github/workflows/test-times.yml |  8 +++-----
 tools/check_test_times.py        | 22 +++++++++++++++-------
 2 files changed, 18 insertions(+), 12 deletions(-)

commit 01a10da4b95666beb6af6711cb4f9585fde1d212
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Feb 2021 17:58:00 +0100

    Move some tests to different speed level

 test-suite/americanoption.cpp            | 19 +++++-----
 test-suite/americanoption.hpp            |  3 +-
 test-suite/asianoptions.cpp              | 59 ++++++++++++++----------------
 test-suite/asianoptions.hpp              |  5 +--
 test-suite/brownianbridge.cpp            |  4 +--
 test-suite/distributions.cpp             | 20 ++++-------
 test-suite/doublebarrieroption.cpp       | 15 ++++----
 test-suite/doublebarrieroption.hpp       |  2 +-
 test-suite/fdmlinearop.cpp               | 43 +++++++++-------------
 test-suite/fdmlinearop.hpp               |  3 +-
 test-suite/fdsabr.cpp                    |  5 ++-
 test-suite/forwardoption.cpp             | 15 +++++---
 test-suite/forwardoption.hpp             |  3 +-
 test-suite/hestonmodel.cpp               | 62 +++++++++++---------------------
 test-suite/hestonslvmodel.cpp            | 45 ++++++++---------------
 test-suite/lookbackoptions.cpp           | 21 ++++++-----
 test-suite/lookbackoptions.hpp           |  3 +-
 test-suite/marketmodel.cpp               |  7 ++--
 test-suite/markovfunctional.cpp          | 15 +++-----
 test-suite/mclongstaffschwartzengine.cpp | 14 ++++----
 test-suite/mclongstaffschwartzengine.hpp |  3 +-
 test-suite/quantlibtestsuite.cpp         | 16 ++++-----
 22 files changed, 169 insertions(+), 213 deletions(-)

commit 1572854f8eda42b396f91f1c8a4d66b7d663874c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Feb 2021 12:58:47 +0100

    Add workflow to check test times.

 .github/workflows/test-times.yml | 35 ++++++++++++++++++++++++++++++
 tools/check_test_times.py        | 47 ++++++++++++++++++++++++++++++++++++++++
 2 files changed, 82 insertions(+)

commit b0c1cdf46a9df8356e498dad4be6828bddf2344f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Feb 2021 18:26:08 +0100

    Install Boost before Windows workflow.
    
    GitHub Actions no longer includes it by default.

 .github/workflows/cmake.yml | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

commit b122ccedcb999e4cfa44299c811675e438c62750
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 23 Feb 2021 20:51:31 +0100

    first version of escrowed log inner value calculator

 ql/CMakeLists.txt                                  |  2 +
 ql/methods/finitedifferences/utilities/Makefile.am |  2 +
 .../utilities/escroweddividendadjustment.cpp       | 10 ++++
 .../utilities/escroweddividendadjustment.hpp       |  3 ++
 .../fdmescrowedloginnervaluecalculator.cpp         | 51 ++++++++++++++++++++
 .../fdmescrowedloginnervaluecalculator.hpp         | 54 ++++++++++++++++++++++
 .../utilities/fdmshoutloginnervaluecalculator.cpp  | 22 ++++-----
 .../utilities/fdmshoutloginnervaluecalculator.hpp  |  8 ++--
 .../vanilla/fdblackscholesshoutengine.cpp          |  3 +-
 9 files changed, 139 insertions(+), 16 deletions(-)

commit c13bff9bda56a1fc673d3d6e4945c1f80cdf1d22
Merge: 4c2a7397f 427c4c38d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Feb 2021 12:19:14 +0100

    Merge pull request #1054.
    
    C++11 modernization: add a few constructors taking initializer lists

commit 8e42359a5bb43b1e5cf1f1c93f243b825cd172cf
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 23 Feb 2021 10:42:55 +0100

    Added macro to disable and enable deprecated warnings

 ql/qldefines.hpp | 32 ++++++++++++++++++++++++++++++++
 1 file changed, 32 insertions(+)

commit 427c4c38d901c5ad0e266a0ac0c02e545a516e89
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Feb 2021 16:46:28 +0100

    Avoid deprecation warnings on older gcc versions

 ql/math/initializers.hpp | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

commit 2ec2e6773f84df874603005fde149ad46b4bca6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Feb 2021 15:24:41 +0100

    Add TimeGrid constructors taking an initializer list

 ql/timegrid.hpp         |  4 ++++
 test-suite/timegrid.cpp | 24 ++++++++++++------------
 2 files changed, 16 insertions(+), 12 deletions(-)

commit eb9dd59004e7b602931c3abff5eba68b987158ee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Feb 2021 14:34:54 +0100

    Add Matrix constructor taking an initializer list

 ql/math/initializers.hpp | 17 ++++++++++++-----
 ql/math/matrix.hpp       | 20 +++++++++++++++++++-
 test-suite/matrices.cpp  | 38 ++++++++++++++++----------------------
 3 files changed, 47 insertions(+), 28 deletions(-)

commit 711ab509ab88bdef744a15055dc73e3ab70e2556
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Feb 2021 12:40:58 +0100

    Add Array constructor taking an initializer list

 ql/math/array.hpp                       |  7 +++++
 ql/math/initializers.hpp                | 32 +++++++++++++++++++-
 test-suite/fittedbonddiscountcurve.cpp  |  3 +-
 test-suite/matrices.cpp                 | 27 +----------------
 test-suite/nthorderderivativeop.cpp     |  9 ++----
 test-suite/numericaldifferentiation.cpp | 52 ++++++++++++---------------------
 6 files changed, 61 insertions(+), 69 deletions(-)

commit 4c2a7397f5a63b1db02e49613a024f83eb23cbdb
Merge: 5143ca687 afbb15ebe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 21 Feb 2021 19:29:50 +0100

    Merge pull request #1053.
    
    C++11 modernization - Use initialization lists when available instead of older workarounds

commit 69ae799952c4700707674f150a7b041a69248bdd
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 21 Feb 2021 17:56:19 +0100

    fixed test case

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

commit 82b633a2d7583410721289f26221dd4c6e4bee0f
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 21 Feb 2021 14:15:31 +0100

    improve discrete dividend handling

 .../stepconditions/fdmstepconditioncomposite.cpp   |  12 +-
 .../utilities/fdminnervaluecalculator.cpp          |   7 +-
 .../vanilla/fdblackscholesshoutengine.cpp          |  22 +++-
 test-suite/americanoption.cpp                      | 123 ++++++++++++++++-----
 test-suite/americanoption.hpp                      |   1 +
 5 files changed, 132 insertions(+), 33 deletions(-)

commit afbb15ebeeb5200d6221cf587c062d43a5a85d57
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 21 Feb 2021 02:20:51 +0000

    Automated fixes by clang-tidy

 test-suite/inflation.cpp  | 15 ++++++++-------
 test-suite/optimizers.cpp | 12 ++++--------
 test-suite/schedule.cpp   |  3 +--
 3 files changed, 13 insertions(+), 17 deletions(-)

commit a426a0da1a476824646ccd0f8dbba00b357c3b72
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 21 Feb 2021 00:07:18 +0100

    Replace uses of boost::assign

 Examples/BasketLosses/BasketLosses.cpp             |  12 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  30 +-
 ql/experimental/volatility/noarbsabr.cpp           |  21 +-
 .../volatility/noarbsabrinterpolation.hpp          |   6 +-
 ql/experimental/volatility/sviinterpolation.hpp    |   6 +-
 ql/experimental/volatility/zabrinterpolation.hpp   |   6 +-
 ql/math/interpolations/sabrinterpolation.hpp       |   8 +-
 .../meshers/fdmmeshercomposite.cpp                 |  48 +--
 ql/time/calendars/saudiarabia.cpp                  | 117 +++---
 test-suite/andreasenhugevolatilityinterpl.cpp      |  30 +-
 test-suite/creditdefaultswap.cpp                   |  31 +-
 test-suite/defaultprobabilitycurves.cpp            | 130 +++---
 test-suite/fdcir.cpp                               |   2 -
 test-suite/fdheston.cpp                            |   3 -
 test-suite/hestonslvmodel.cpp                      |  36 +-
 test-suite/integrals.cpp                           |   6 +-
 test-suite/interpolations.cpp                      |  16 +-
 test-suite/noarbsabr.cpp                           |   7 +-
 test-suite/normalclvmodel.cpp                      |  40 +-
 test-suite/optionletstripper.cpp                   |  69 ++--
 test-suite/piecewiseyieldcurve.cpp                 |  94 ++---
 test-suite/schedule.cpp                            | 456 +++++++++++----------
 test-suite/squarerootclvmodel.cpp                  |   5 -
 test-suite/zabr.cpp                                |  23 +-
 24 files changed, 571 insertions(+), 631 deletions(-)

commit 909f7c66626bab00a3402fa5fc6b7387d6721409
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Feb 2021 23:34:21 +0100

    Use initializer lists to create test data

 test-suite/andreasenhugevolatilityinterpl.cpp      |  12 +-
 test-suite/barrieroption.cpp                       |   7 +-
 test-suite/basismodels.cpp                         |  65 ++----
 test-suite/basketoption.cpp                        |  23 +-
 test-suite/brownianbridge.cpp                      |  31 +--
 test-suite/capfloor.cpp                            |  27 ++-
 test-suite/cms.cpp                                 |  61 ++---
 test-suite/covariance.cpp                          |  19 +-
 test-suite/creditdefaultswap.cpp                   | 120 +++++-----
 test-suite/curvestates.cpp                         |   3 -
 test-suite/daycounters.cpp                         |  37 ++-
 test-suite/defaultprobabilitycurves.cpp            |  26 +--
 test-suite/dividendoption.cpp                      |  29 +--
 test-suite/europeanoption.cpp                      |  19 +-
 test-suite/fdmlinearop.cpp                         | 137 +++++------
 test-suite/forwardrateagreement.cpp                |   9 +-
 test-suite/hestonmodel.cpp                         |  63 ++---
 test-suite/hestonslvmodel.cpp                      |  38 ++-
 test-suite/hybridhestonhullwhiteprocess.cpp        |  55 ++---
 test-suite/inflation.cpp                           |  24 +-
 test-suite/inflationcapfloor.cpp                   |  30 +--
 test-suite/inflationcapflooredcoupon.cpp           |  12 +-
 test-suite/inflationcpibond.cpp                    |  12 +-
 test-suite/inflationcpiswap.cpp                    |   3 +-
 test-suite/inflationvolatility.cpp                 |   4 -
 test-suite/interpolations.cpp                      | 170 ++++++--------
 test-suite/libormarketmodel.cpp                    |  16 +-
 test-suite/libormarketmodelprocess.cpp             |   8 +-
 test-suite/linearleastsquaresregression.cpp        |  36 +--
 test-suite/margrabeoption.cpp                      |  12 +-
 test-suite/marketmodel.cpp                         |   3 -
 test-suite/marketmodel_cms.cpp                     |   3 -
 test-suite/marketmodel_smm.cpp                     |   3 -
 .../marketmodel_smmcapletalphacalibration.cpp      |   3 -
 test-suite/marketmodel_smmcapletcalibration.cpp    |   3 -
 .../marketmodel_smmcaplethomocalibration.cpp       |   3 -
 test-suite/markovfunctional.cpp                    | 258 ++++++++-------------
 test-suite/nthtodefault.cpp                        |  22 +-
 test-suite/observable.cpp                          |  15 +-
 test-suite/optimizers.cpp                          |  97 ++++----
 test-suite/optionletstripper.cpp                   | 229 +++++++++---------
 test-suite/piecewisezerospreadedtermstructure.cpp  | 109 ++++-----
 test-suite/rangeaccrual.cpp                        | 147 +++---------
 test-suite/riskneutraldensitycalculator.cpp        |  19 +-
 test-suite/schedule.cpp                            |  14 +-
 test-suite/shortratemodels.cpp                     |  10 +-
 test-suite/swapforwardmappings.cpp                 |   3 -
 test-suite/termstructures.cpp                      | 115 +++------
 test-suite/timegrid.cpp                            |  63 ++---
 test-suite/timeseries.cpp                          |  32 +--
 test-suite/utilities.hpp                           |   2 +-
 test-suite/vpp.cpp                                 |  24 +-
 52 files changed, 873 insertions(+), 1412 deletions(-)

commit cd81da8cd13b07824e84c145d615c2b8e5e8551c
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sat, 20 Feb 2021 20:43:07 +0800

    Removing unused changes from arguments

 ql/instruments/asianoption.hpp | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

commit 58b1cd1b1e0a103aed81c43e2ccb756ae4d756ea
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sat, 20 Feb 2021 20:21:48 +0800

    Checking asian fixing dates when setting up option

 ql/instruments/asianoption.cpp | 68 ++++++++++++++++++++++++++++--------------
 ql/instruments/asianoption.hpp |  9 ++++--
 2 files changed, 53 insertions(+), 24 deletions(-)

commit 5143ca68706e012cf3e04bd53da4dbb53b97912c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Feb 2021 22:26:31 +0100

    Add build with parallel test runner

 .github/workflows/linux.yml | 8 ++++++++
 1 file changed, 8 insertions(+)

commit bf8e8b360fa3bbd2f014625afc222b2a0fdd71d3
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 17 Feb 2021 23:18:01 +0100

    fixed offset bug

 ql/methods/finitedifferences/utilities/Makefile.am             | 10 +++++-----
 .../finitedifferences/utilities/fdminnervaluecalculator.cpp    |  1 -
 .../utilities/fdmshoutloginnervaluecalculator.cpp              |  5 +++--
 ql/pricingengines/vanilla/fdblackscholesshoutengine.cpp        |  6 ++++--
 4 files changed, 12 insertions(+), 10 deletions(-)

commit 0a6d155c84e8d993c199fb3d4af3ee4a48b60e27
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 17 Feb 2021 22:24:49 +0100

    fixed spelling

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

commit cdd6014b5576a2ce798f73d13544c26b228387df
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 17 Feb 2021 22:10:58 +0100

    first version of escrowed dividend model for shout options (not fully
    working)

 ql/CMakeLists.txt                                  |  4 +-
 ql/methods/finitedifferences/utilities/Makefile.am |  2 +
 ql/methods/finitedifferences/utilities/all.hpp     |  1 +
 .../utilities/escroweddividendadjustment.cpp       | 51 +++++++++++++++++++++
 .../utilities/escroweddividendadjustment.hpp       | 52 ++++++++++++++++++++++
 .../utilities/fdminnervaluecalculator.cpp          | 14 +++---
 .../utilities/fdmshoutloginnervaluecalculator.cpp  |  9 +++-
 .../utilities/fdmshoutloginnervaluecalculator.hpp  | 15 ++++---
 .../vanilla/fdblackscholesshoutengine.cpp          | 31 ++++++++++---
 .../vanilla/fdblackscholesshoutengine.hpp          |  4 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        | 32 ++++++-------
 test-suite/americanoption.cpp                      | 43 ++++++++++++++++++
 test-suite/americanoption.hpp                      |  1 +
 13 files changed, 219 insertions(+), 40 deletions(-)

commit c9655ce16512a409f114e31921aed1c1854c8554
Merge: e607238cb 2560d5d13
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Feb 2021 18:48:53 +0100

    Merge pull request #1049.
    
    C++ 11 modernization: replace `ext::bind` with lambdas

commit 2560d5d13491aaf63b9673fc58db81724e404c87
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Feb 2021 11:55:53 +0100

    Last lambdas.

 .../finitedifferences/meshers/exponentialjump1dmesher.cpp | 13 ++-----------
 .../finitedifferences/utilities/cevrndcalculator.cpp      |  7 +------
 .../finitedifferences/utilities/gbsmrndcalculator.cpp     |  7 +------
 .../finitedifferences/utilities/hestonrndcalculator.cpp   | 15 ++++++---------
 .../finitedifferences/utilities/localvolrndcalculator.cpp |  8 +++-----
 .../utilities/riskneutraldensitycalculator.cpp            | 14 ++++----------
 6 files changed, 17 insertions(+), 47 deletions(-)

commit 2b6996bfc9d61c46207026e55b48f2e8aa349f14
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Feb 2021 17:55:07 +0100

    A few more lambdas

 ql/methods/finitedifferences/schemes/impliciteulerscheme.cpp |  9 ++-------
 ql/methods/finitedifferences/schemes/methodoflinesscheme.cpp |  4 +---
 ql/methods/finitedifferences/schemes/trbdf2scheme.hpp        | 10 ++--------
 ql/pricingengines/vanilla/analytichestonengine.cpp           | 11 ++++-------
 ql/pricingengines/vanilla/analyticptdhestonengine.cpp        |  6 +++---
 ql/pricingengines/vanilla/mcamericanengine.cpp               |  5 +----
 6 files changed, 13 insertions(+), 32 deletions(-)

commit c1e5065639ea01eb3e907c151b20fc0e4b7e2a6b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Feb 2021 15:41:23 +0100

    Even more lambdas

 ql/cashflows/conundrumpricer.cpp                             |  7 ++-----
 ql/experimental/math/tcopulapolicy.cpp                       | 12 ++++--------
 ql/math/integrals/twodimensionalintegral.hpp                 |  9 +++------
 ql/math/optimization/levenbergmarquardt.cpp                  |  3 +--
 ql/pricingengines/basket/mcamericanbasketengine.cpp          |  5 ++---
 .../volatility/equityfx/gridmodellocalvolsurface.cpp         |  2 +-
 .../volatility/equityfx/hestonblackvolsurface.cpp            |  9 +++------
 7 files changed, 16 insertions(+), 31 deletions(-)

commit ccc45918f6bdccbb8d62290f48eaabe43aa1ceea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Feb 2021 12:20:25 +0100

    More lambdas

 test-suite/basketoption.cpp                 | 17 +++++--------
 test-suite/cdo.cpp                          | 16 ++++++------
 test-suite/fdmlinearop.cpp                  | 20 ++++++---------
 test-suite/hybridhestonhullwhiteprocess.cpp |  6 +----
 test-suite/marketmodel.cpp                  | 39 +++++++++++++++--------------
 test-suite/normalclvmodel.cpp               |  5 ++--
 test-suite/nthorderderivativeop.cpp         | 13 +++-------
 test-suite/paralleltestrunner.hpp           |  6 ++---
 test-suite/riskneutraldensitycalculator.cpp |  7 ++----
 test-suite/squarerootclvmodel.cpp           |  4 +--
 10 files changed, 53 insertions(+), 80 deletions(-)

commit e88cde21029b041ce01f69dd1e6377acec51f809
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Feb 2021 21:50:58 +0100

    More lambdas

 ql/experimental/credit/binomiallossmodel.hpp       |   1 -
 ql/experimental/credit/pool.cpp                    |   7 +-
 ql/experimental/credit/recursivelossmodel.hpp      |  39 ++---
 ql/experimental/credit/saddlepointlossmodel.hpp    | 157 +++++----------------
 .../exoticoptions/analyticpdfhestonengine.cpp      |  10 +-
 .../finitedifferences/fdmvppstepcondition.cpp      |   9 +-
 ql/experimental/math/convolvedstudentt.cpp         |   1 -
 ql/experimental/math/gaussiancopulapolicy.hpp      |   6 +-
 ql/experimental/math/latentmodel.hpp               |   2 -
 ql/experimental/volatility/noarbsabr.cpp           |   2 -
 ql/experimental/volatility/zabr.cpp                |  18 +--
 ql/math/optimization/spherecylinder.cpp            |   1 -
 .../meshers/concentrating1dmesher.cpp              |   1 -
 ql/methods/montecarlo/lsmbasissystem.cpp           |   2 -
 ql/processes/hestonprocess.cpp                     |   1 -
 .../credit/defaultdensitystructure.cpp             |   1 -
 ql/termstructures/credit/hazardratestructure.cpp   |   1 -
 test-suite/hestonslvmodel.cpp                      |   1 -
 test-suite/squarerootclvmodel.cpp                  |   1 -
 19 files changed, 58 insertions(+), 203 deletions(-)

commit 20f32ae4be1ebc9fc6df1cba9f7ebfc7bdb77bc2
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 15 Feb 2021 15:35:34 +0000

    Automated fixes by clang-tidy

 ql/experimental/math/multidimquadrature.hpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit d3018e69a3939e2d1a5638480c545c03146de7b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Feb 2021 12:13:26 +0100

    Avoid ambiguous overload.

 ql/experimental/credit/binomiallossmodel.hpp    | 2 +-
 ql/experimental/credit/recursivelossmodel.hpp   | 2 +-
 ql/experimental/credit/saddlepointlossmodel.hpp | 2 +-
 ql/experimental/math/latentmodel.hpp            | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit 54a94405ecfc778ed04c8775b66940f1f3573948
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Feb 2021 12:11:12 +0100

    Replace a function object with a lambda

 test-suite/squarerootclvmodel.cpp | 24 +++++++-----------------
 1 file changed, 7 insertions(+), 17 deletions(-)

commit b9fe46d794041467ffa8b865c9f052a68eead051
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 7 Dec 2018 15:29:35 +0100

    Replace a few more binds with lambdas.

 ql/experimental/credit/binomiallossmodel.hpp       | 41 +++++-----------------
 .../credit/defaultprobabilitylatentmodel.hpp       | 31 +++++-----------
 ql/experimental/credit/spotlosslatentmodel.hpp     | 13 ++-----
 ql/experimental/math/gaussiancopulapolicy.hpp      |  6 ++--
 ql/experimental/math/latentmodel.hpp               | 20 +++--------
 5 files changed, 28 insertions(+), 83 deletions(-)

commit 5bac7e34ca957b4b9868c2473d37af21b06b7b43
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Dec 2018 14:09:28 +0100

    Replace a number of binds with lambdas.

 ql/experimental/math/convolvedstudentt.cpp         |  8 +--
 ql/experimental/math/multidimquadrature.hpp        | 72 ++++++++--------------
 ql/experimental/volatility/noarbsabr.cpp           |  4 +-
 ql/math/optimization/spherecylinder.cpp            |  5 +-
 .../meshers/concentrating1dmesher.cpp              | 14 +----
 ql/methods/montecarlo/lsmbasissystem.cpp           | 33 +++++++---
 ql/processes/hestonprocess.cpp                     | 20 ++----
 .../credit/defaultdensitystructure.cpp             |  8 +--
 ql/termstructures/credit/hazardratestructure.cpp   |  8 +--
 test-suite/hestonslvmodel.cpp                      |  6 +-
 10 files changed, 63 insertions(+), 115 deletions(-)

commit e607238cb1e73282a379e4629facf66d63b34411
Merge: d828b36fe f04f75cde
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 14 Feb 2021 20:33:26 +0100

    Merge pull request #1047.
    
    C++11 modernization: enable all clang-tidy modernize checks except a few

commit d828b36fe761def08b6f62d5c33ecf041bee7641
Merge: 9dd35428e 247fe714b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 14 Feb 2021 17:49:48 +0100

    Merge pull request #1028.
    
    Add visualization for a couple of QuantLib types in Visual Studio debugger

commit 247fe714b85d0c588cb2944e507d60daff9856ed
Author: Francois Botha <igitur@gmail.com>
Date:   Sun, 14 Feb 2021 15:19:12 +0200

    Show date in yyyy-MM-dd format (left pad month and day with zeroes)

 QuantLib.natvis | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

commit f04f75cde27894cc2f302be74fe4cc452a4ceec3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 14 Feb 2021 11:48:59 +0100

    Enable all modernize checks except a few

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

commit 9dd35428e04d14351c5063f79fcab1a66986f35a
Merge: 6c4f73bba b73b3cb6e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 14 Feb 2021 01:00:40 +0100

    Merge pull request #1046.
    
    C++11 modernization — use `emplace_back` for performance

commit b73b3cb6e320366a9be8585e7e90e04823784985
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 13 Feb 2021 14:54:08 +0000

    Automated fixes by clang-tidy

 Examples/BasketLosses/BasketLosses.cpp             |   26 +-
 Examples/BermudanSwaption/BermudanSwaption.cpp     |   10 +-
 Examples/CVAIRS/CVAIRS.cpp                         |   30 +-
 Examples/LatentModel/LatentModel.cpp               |    6 +-
 ql/cashflows/couponpricer.cpp                      |    2 +-
 ql/experimental/catbonds/catrisk.cpp               |    2 +-
 ql/experimental/catbonds/riskynotional.cpp         |    4 +-
 ql/experimental/credit/gaussianlhplossmodel.cpp    |    6 +-
 ql/experimental/credit/issuer.cpp                  |    2 +-
 ql/experimental/math/fireflyalgorithm.cpp          |    8 +-
 ql/experimental/math/latentmodel.hpp               |    2 +-
 ql/experimental/math/particleswarmoptimization.cpp |    6 +-
 ql/experimental/math/tcopulapolicy.cpp             |    9 +-
 ql/experimental/models/normalclvmodel.cpp          |    5 +-
 ql/instruments/bond.cpp                            |    2 +-
 ql/instruments/compositeinstrument.cpp             |    2 +-
 ql/math/matrixutilities/gmres.cpp                  |    2 +-
 ql/math/pascaltriangle.cpp                         |   10 +-
 ql/math/statistics/generalstatistics.hpp           |    2 +-
 .../meshers/concentrating1dmesher.cpp              |    4 +-
 .../meshers/fdmblackscholesmesher.cpp              |    5 +-
 .../stepconditions/fdmstepconditioncomposite.cpp   |    2 +-
 ql/models/marketmodels/accountingengine.cpp        |    2 +-
 .../marketmodels/callability/collectnodedata.cpp   |   12 +-
 ql/models/marketmodels/callability/lsstrategy.cpp  |    6 +-
 .../marketmodels/callability/upperboundengine.cpp  |    5 +-
 .../evolvers/lognormalcmswapratepc.cpp             |    8 +-
 .../evolvers/lognormalcotswapratepc.cpp            |    7 +-
 .../evolvers/lognormalfwdrateballand.cpp           |    7 +-
 .../evolvers/lognormalfwdrateeuler.cpp             |    7 +-
 .../evolvers/lognormalfwdrateeulerconstrained.cpp  |    7 +-
 .../evolvers/lognormalfwdrateiballand.cpp          |    7 +-
 .../marketmodels/evolvers/lognormalfwdrateipc.cpp  |    7 +-
 .../marketmodels/evolvers/lognormalfwdratepc.cpp   |    8 +-
 .../marketmodels/evolvers/normalfwdratepc.cpp      |    7 +-
 ql/models/marketmodels/evolvers/svddfwdratepc.cpp  |    8 +-
 .../historicalforwardratesanalysis.hpp             |    4 +-
 ql/models/marketmodels/historicalratesanalysis.cpp |    2 +-
 .../marketmodels/pathwiseaccountingengine.cpp      |   29 +-
 .../pathwisegreeks/ratepseudorootjacobian.cpp      |    8 +-
 .../marketmodels/products/compositeproduct.cpp     |    2 +-
 ql/models/marketmodels/proxygreekengine.cpp        |    3 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |    3 +-
 .../asian/fdblackscholesasianengine.cpp            |    2 +-
 .../basket/mcamericanbasketengine.cpp              |    3 +-
 ql/pricingengines/vanilla/mcamericanengine.cpp     |    2 +-
 test-suite/basismodels.cpp                         |   30 +-
 test-suite/bonds.cpp                               |    2 +-
 test-suite/calendars.cpp                           | 2418 ++++++++++----------
 test-suite/cdo.cpp                                 |   39 +-
 test-suite/cms.cpp                                 |   32 +-
 test-suite/crosscurrencyratehelpers.cpp            |   22 +-
 test-suite/daycounters.cpp                         |  210 +-
 test-suite/dividendoption.cpp                      |    4 +-
 test-suite/fdmlinearop.cpp                         |   40 +-
 test-suite/hestonmodel.cpp                         |   17 +-
 test-suite/hestonslvmodel.cpp                      |    6 +-
 test-suite/libormarketmodel.cpp                    |    8 +-
 test-suite/libormarketmodelprocess.cpp             |    4 +-
 test-suite/linearleastsquaresregression.cpp        |   18 +-
 test-suite/marketmodel.cpp                         |   68 +-
 .../marketmodel_smmcaplethomocalibration.cpp       |    4 +-
 test-suite/markovfunctional.cpp                    |   16 +-
 test-suite/nthtodefault.cpp                        |   16 +-
 test-suite/observable.cpp                          |    4 +-
 test-suite/optimizers.cpp                          |   30 +-
 test-suite/optionletstripper.cpp                   |  100 +-
 test-suite/piecewisezerospreadedtermstructure.cpp  |   48 +-
 test-suite/quantlibbenchmark.cpp                   |   83 +-
 test-suite/rangeaccrual.cpp                        |   94 +-
 test-suite/schedule.cpp                            |   16 +-
 test-suite/termstructures.cpp                      |   76 +-
 test-suite/timeseries.cpp                          |   10 +-
 73 files changed, 1849 insertions(+), 1869 deletions(-)

commit 6c4f73bbaf0b05ae643f9a6d20b462d87f40fe1f
Merge: c0a83918b 24d0e2359
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 13 Feb 2021 16:31:24 +0100

    Merge pull request #1044.
    
    C++11 modernization — a few minor checks

commit 0f3bbb621402169945a0eb01a69d999f1cca2943
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 13 Feb 2021 13:15:29 +0100

    Add modernize-use-emplace check

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

commit 24d0e23598f86434ea52627e23d8791339752c0e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 13 Feb 2021 09:32:01 +0100

    A few more manual fixes

 ql/experimental/commodities/dateinterval.hpp              |  5 ++---
 ql/experimental/credit/randomdefaultlatentmodel.hpp       |  3 +--
 ql/experimental/credit/saddlepointlossmodel.hpp           |  5 ++---
 ql/experimental/inflation/cpicapfloortermpricesurface.cpp |  2 +-
 ql/experimental/inflation/yoycapfloortermpricesurface.cpp |  2 +-
 ql/instruments/bond.cpp                                   |  4 ++--
 ql/math/initializers.hpp                                  |  4 ++--
 ql/termstructures/volatility/smilesectionutils.cpp        |  4 ++--
 ql/time/ecb.cpp                                           |  2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp             | 11 ++++++-----
 10 files changed, 20 insertions(+), 22 deletions(-)

commit decd088508dd52351ace33dd76bc81c105215330
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 13 Feb 2021 01:39:26 +0000

    Automated fixes by clang-tidy

 ql/cashflows/cashflows.cpp | 12 ++++++++----
 ql/time/date.cpp           |  4 ++--
 2 files changed, 10 insertions(+), 6 deletions(-)

commit 539982818d5318563bcab594b2cd64d7ea0988b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 23:13:47 +0100

    Fix after automated merge

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

commit b29a19125a4ef9c7b237851ae813fddd51a81bf0
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 12 Feb 2021 18:33:08 +0000

    Automated fixes by clang-tidy

 ql/cashflow.hpp                                    |  2 +-
 ql/cashflows/cashflows.cpp                         | 12 ++++----
 ql/errors.cpp                                      |  5 +--
 ql/errors.hpp                                      |  2 +-
 ql/experimental/math/levyflightdistribution.hpp    |  2 +-
 ql/experimental/math/polarstudenttrng.hpp          |  5 +--
 ql/experimental/math/zigguratrng.hpp               |  5 ++-
 ql/math/randomnumbers/boxmullergaussianrng.hpp     |  4 +--
 ql/math/randomnumbers/centrallimitgaussianrng.hpp  |  2 +-
 ql/math/randomnumbers/knuthuniformrng.hpp          |  2 +-
 ql/math/randomnumbers/lecuyeruniformrng.cpp        |  2 +-
 ql/math/randomnumbers/mt19937uniformrng.hpp        |  2 +-
 ql/math/randomnumbers/ranluxuniformrng.hpp         |  8 ++---
 .../solvers/fdmbackwardsolver.cpp                  | 36 ++++++++--------------
 ql/prices.hpp                                      |  2 +-
 ql/time/date.cpp                                   |  8 ++---
 ql/time/date.hpp                                   |  4 +--
 ql/time/period.hpp                                 | 16 +++-------
 ql/time/schedule.cpp                               |  4 +--
 ql/utilities/dataparsers.cpp                       |  4 +--
 20 files changed, 49 insertions(+), 78 deletions(-)

commit 984dbb44b78115285364fcfe6d6855669d598d82
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 15:50:27 +0100

    Add more checks

 .clang-tidy | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit c0a83918bf217592df0b0ce2981d9d888f5542cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 22:59:50 +0100

    Avoid multiple default constructors

 ql/experimental/averageois/averageoiscouponpricer.hpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit be968d45d1d9872d37e1fd7da95c515bad26d1a4
Merge: b6348dc04 89405c765
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 18:29:25 +0100

    Merge pull request #1040.
    
    C++ modernization - use new-style `for` loops

commit 9280ebee739062c40dde5a4a14eaf4b6a51a4848
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Fri, 12 Feb 2021 21:31:50 +0800

    CMake doesn't like 'not' keyword, replacing with difference calculation

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

commit a6c0cd17b6aef41f91f6a83cc8deab8f79b7f3ab
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Fri, 12 Feb 2021 20:30:11 +0800

    Flipping the order of two private properties

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

commit bee2e3f50c924491db1873e14e96c162306cf5df
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Fri, 12 Feb 2021 19:39:56 +0800

    New interface for seasoned asians
    
    Provide all fixings as an array (with default empty array for unseasoned options)

 ql/instruments/asianoption.cpp | 45 +++++++++++++++++++++++++++++++++++++++++-
 ql/instruments/asianoption.hpp | 21 +++++++++++++++++++-
 test-suite/asianoptions.cpp    | 30 ++++++++++++++++++++++++++++
 3 files changed, 94 insertions(+), 2 deletions(-)

commit 848b6a08c2010df63fd812cef02479fee270a999
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 12 Feb 2021 10:51:05 +0000

    Automated fixes by clang-tidy

 test-suite/basismodels.cpp              | 2 ++
 test-suite/crosscurrencyratehelpers.cpp | 2 +-
 2 files changed, 3 insertions(+), 1 deletion(-)

commit b6348dc049fa8ab13be9d1ec142a369724b2f110
Merge: 386993c6c 9e57978e5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 09:59:54 +0100

    Merge pull request #1023.
    
    Overnight averaging method

commit 4196cf58c63678f8e85da1fd47600ce7385234c8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 09:12:59 +0100

    Avoid a couple of warnings with no automated fixes.

 ql/cashflows/cashflows.hpp       | 6 +++---
 ql/cashflows/conundrumpricer.hpp | 5 +++--
 2 files changed, 6 insertions(+), 5 deletions(-)

commit 386993c6c103be16e9bcac9bee5bc97fa65a425d
Merge: 31fb77259 8ebcae50e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 08:57:39 +0100

    Merge pull request #1035.
    
    Remove the deleted readme files from the example VS projects.

commit a01c89af6bb901ba74fd034f7f2fbc1fc4e47503
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 11 Feb 2021 23:27:39 +0000

    Automated fixes by clang-tidy

 Examples/LatentModel/LatentModel.cpp                         |  1 +
 ql/cashflows/couponpricer.cpp                                |  1 +
 ql/experimental/credit/basket.cpp                            |  2 ++
 ql/experimental/variancegamma/fftengine.cpp                  |  4 ++--
 ql/instruments/swap.cpp                                      |  4 ++--
 .../products/multistep/multisteppathwisewrapper.cpp          |  4 ++--
 ql/models/shortrate/onefactormodels/markovfunctional.cpp     |  1 +
 ql/patterns/observable.cpp                                   |  4 ++--
 .../volatility/optionlet/strippedoptionletadapter.cpp        |  1 +
 test-suite/andreasenhugevolatilityinterpl.cpp                |  2 +-
 test-suite/basismodels.cpp                                   | 12 ++++++------
 test-suite/crosscurrencyratehelpers.cpp                      |  3 ++-
 test-suite/hestonmodel.cpp                                   |  2 +-
 test-suite/optionletstripper.cpp                             |  1 +
 test-suite/squarerootclvmodel.cpp                            |  1 +
 15 files changed, 26 insertions(+), 17 deletions(-)

commit 31fb77259bb86578714d201b20207fd97cdfb47a
Merge: 28b67687b 602f939e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Feb 2021 00:13:52 +0100

    Merge pull request #1034.
    
    Don't send notifications unless the evaluation date actually changes

commit 8ebcae50ee9ac5c38f20001bfd90fd59c3c921e6
Author: francis <francis.duffy@acadiasoft.com>
Date:   Thu, 11 Feb 2021 22:39:36 +0000

    Remove the deleted readme files from the example VS projects.

 Examples/BermudanSwaption/BermudanSwaption.vcxproj         | 3 ---
 Examples/BermudanSwaption/BermudanSwaption.vcxproj.filters | 3 ---
 Examples/Bonds/Bonds.vcxproj                               | 3 ---
 Examples/Bonds/Bonds.vcxproj.filters                       | 3 ---
 Examples/CDS/CDS.vcxproj                                   | 3 ---
 Examples/CDS/CDS.vcxproj.filters                           | 3 ---
 Examples/CallableBonds/CallableBonds.vcxproj               | 3 ---
 Examples/CallableBonds/CallableBonds.vcxproj.filters       | 3 ---
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj         | 3 ---
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj.filters | 3 ---
 Examples/DiscreteHedging/DiscreteHedging.vcxproj           | 3 ---
 Examples/DiscreteHedging/DiscreteHedging.vcxproj.filters   | 3 ---
 Examples/EquityOption/EquityOption.vcxproj                 | 3 ---
 Examples/EquityOption/EquityOption.vcxproj.filters         | 3 ---
 Examples/FRA/FRA.vcxproj                                   | 3 ---
 Examples/FRA/FRA.vcxproj.filters                           | 3 ---
 Examples/FittedBondCurve/FittedBondCurve.vcxproj           | 3 ---
 Examples/FittedBondCurve/FittedBondCurve.vcxproj.filters   | 3 ---
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj         | 3 ---
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj.filters | 5 +----
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj           | 3 ---
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj.filters   | 3 ---
 Examples/MarketModels/MarketModels.vcxproj                 | 3 ---
 Examples/MarketModels/MarketModels.vcxproj.filters         | 3 ---
 Examples/Replication/Replication.vcxproj                   | 3 ---
 Examples/Replication/Replication.vcxproj.filters           | 3 ---
 Examples/Repo/Repo.vcxproj                                 | 3 ---
 Examples/Repo/Repo.vcxproj.filters                         | 3 ---
 28 files changed, 1 insertion(+), 85 deletions(-)

commit 9e57978e50bcc38a9cc9e2dc15065c457ece4b52
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 11 Feb 2021 22:43:48 +0100

    Changed OvernightAveraging into struct with scoped enum.

 ql/cashflows/overnightindexedcoupon.cpp            |  4 ++--
 ql/cashflows/overnightindexedcoupon.hpp            | 28 ++++++++++++----------
 ql/experimental/futures/overnightindexfuture.cpp   |  2 +-
 ql/experimental/futures/overnightindexfuture.hpp   |  4 ++--
 .../futures/overnightindexfutureratehelper.cpp     |  6 ++---
 .../futures/overnightindexfutureratehelper.hpp     |  6 ++---
 ql/indexes/swapindex.cpp                           |  2 +-
 ql/indexes/swapindex.hpp                           |  4 ++--
 ql/instruments/makeois.cpp                         |  2 +-
 ql/instruments/makeois.hpp                         |  4 ++--
 ql/instruments/overnightindexedswap.cpp            |  4 ++--
 ql/instruments/overnightindexedswap.hpp            |  8 +++----
 ql/termstructures/yield/oisratehelper.cpp          |  4 ++--
 ql/termstructures/yield/oisratehelper.hpp          |  8 +++----
 test-suite/overnightindexedswap.cpp                |  4 ++--
 test-suite/sofrfutures.cpp                         |  2 +-
 16 files changed, 47 insertions(+), 45 deletions(-)

commit 63571f4f596260ebfdbb1b32088119b6fe1f08d0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Feb 2021 18:49:21 +0100

    Fixes after automated merges

 .../products/multistep/multistepperiodcapletswaptions.cpp          | 2 +-
 test-suite/inflationcpicapfloor.cpp                                | 7 ++-----
 test-suite/inflationcpiswap.cpp                                    | 5 +----
 test-suite/lowdiscrepancysequences.cpp                             | 2 +-
 4 files changed, 5 insertions(+), 11 deletions(-)

commit 8ca1808ae9de1e5b2908d8c0edc182efa238ddf6
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 11 Feb 2021 19:25:22 +0100

    Incorporated OvernightAveraging in OvernightIndexedSwapIndex.

 ql/indexes/swapindex.cpp | 10 +++++++---
 ql/indexes/swapindex.hpp |  5 ++++-
 2 files changed, 11 insertions(+), 4 deletions(-)

commit 04663b1a48a1bee6f4c23ea973437e88a72d71cc
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 11 Feb 2021 19:14:47 +0100

    Added a docstring for the new enum class.

 ql/cashflows/overnightindexedcoupon.hpp | 21 +++++++++++++++++----
 1 file changed, 17 insertions(+), 4 deletions(-)

commit e715b9807369b3ca556235b43b5a8d3bdaaae4b5
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 11 Feb 2021 16:09:33 +0000

    Automated fixes by clang-tidy

 Examples/BasketLosses/BasketLosses.cpp             |    5 +-
 Examples/Bonds/Bonds.cpp                           |    4 +-
 Examples/CDS/CDS.cpp                               |   22 +-
 Examples/FittedBondCurve/FittedBondCurve.cpp       |   12 +-
 Examples/Gaussian1dModels/Gaussian1dModels.cpp     |   37 +-
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |   12 +-
 Examples/LatentModel/LatentModel.cpp               |    5 +-
 Examples/MarketModels/MarketModels.cpp             |    8 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp     |    4 +-
 ql/cashflows/cashflows.cpp                         |  107 +-
 ql/cashflows/conundrumpricer.cpp                   |   18 +-
 ql/cashflows/couponpricer.cpp                      |   12 +-
 ql/cashflows/inflationcouponpricer.cpp             |    5 +-
 ql/cashflows/lineartsrpricer.cpp                   |    5 +-
 ql/cashflows/timebasket.cpp                        |   10 +-
 ql/cashflows/timebasket.hpp                        |    8 +-
 .../asian/analytic_discr_geom_av_price_heston.cpp  |   12 +-
 .../averageois/arithmeticaverageois.cpp            |   10 +-
 .../discretizeddoublebarrieroption.cpp             |   12 +-
 ql/experimental/basismodels/swaptioncfs.cpp        |   26 +-
 ql/experimental/basismodels/tenoroptionletvts.cpp  |    4 +-
 ql/experimental/basismodels/tenorswaptionvts.cpp   |    8 +-
 ql/experimental/callablebonds/callablebond.cpp     |   29 +-
 .../discretizedcallablefixedratebond.cpp           |    9 +-
 .../catbonds/montecarlocatbondengine.cpp           |    9 +-
 ql/experimental/catbonds/riskynotional.cpp         |    6 +-
 ql/experimental/catbonds/riskynotional.hpp         |    7 +-
 ql/experimental/commodities/commodity.cpp          |   15 +-
 ql/experimental/commodities/commoditycashflow.cpp  |   16 +-
 ql/experimental/commodities/commodityindex.hpp     |    4 +-
 ql/experimental/commodities/energybasisswap.cpp    |    4 +-
 ql/experimental/commodities/energycommodity.cpp    |   25 +-
 ql/experimental/commodities/energyswap.cpp         |    4 +-
 ql/experimental/commodities/energyvanillaswap.cpp  |    7 +-
 .../commodities/unitofmeasureconversionmanager.cpp |   15 +-
 .../convertiblebonds/convertiblebond.cpp           |    8 +-
 .../convertiblebonds/discretizedconvertible.cpp    |   28 +-
 .../coupons/strippedcapflooredcoupon.cpp           |    6 +-
 .../credit/basecorrelationstructure.hpp            |    9 +-
 ql/experimental/credit/basket.cpp                  |   16 +-
 ql/experimental/credit/binomiallossmodel.hpp       |    6 +-
 ql/experimental/credit/cdo.cpp                     |    4 +-
 ql/experimental/credit/defaultevent.cpp            |    4 +-
 ql/experimental/credit/distribution.cpp            |    5 +-
 ql/experimental/credit/gaussianlhplossmodel.cpp    |   16 +-
 ql/experimental/credit/integralcdoengine.cpp       |    8 +-
 ql/experimental/credit/integralntdengine.cpp       |   15 +-
 ql/experimental/credit/issuer.cpp                  |   26 +-
 ql/experimental/credit/midpointcdoengine.cpp       |    7 +-
 ql/experimental/credit/riskybond.cpp               |   26 +-
 .../fdsimpleextoustorageengine.cpp                 |    6 +-
 ql/experimental/math/convolvedstudentt.cpp         |   15 +-
 ql/experimental/math/gaussiancopulapolicy.hpp      |    8 +-
 ql/experimental/math/hybridsimulatedannealing.hpp  |    4 +-
 ql/experimental/math/latentmodel.hpp               |   15 +-
 ql/experimental/math/tcopulapolicy.cpp             |   28 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |    5 +-
 ql/experimental/models/hestonslvmcmodel.cpp        |    5 +-
 ql/experimental/models/squarerootclvmodel.cpp      |    4 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp |    8 +-
 .../swaptions/haganirregularswaptionengine.cpp     |   14 +-
 .../termstructures/multicurvesensitivities.hpp     |   17 +-
 ql/experimental/variancegamma/fftengine.cpp        |   15 +-
 ql/experimental/volatility/abcdatmvolcurve.cpp     |    4 +-
 .../volatility/extendedblackvariancecurve.cpp      |    4 +-
 .../volatility/extendedblackvariancesurface.cpp    |    4 +-
 .../noarbsabrinterpolatedsmilesection.cpp          |    4 +-
 .../volatility/sviinterpolatedsmilesection.cpp     |    4 +-
 ql/experimental/volatility/volcube.cpp             |   10 +-
 .../volatility/zabrinterpolatedsmilesection.hpp    |    4 +-
 ql/experimental/volatility/zabrsmilesection.hpp    |    4 +-
 ql/instruments/bmaswap.cpp                         |    4 +-
 ql/instruments/bond.cpp                            |   20 +-
 ql/instruments/capfloor.cpp                        |    6 +-
 ql/instruments/compositeinstrument.cpp             |    8 +-
 ql/instruments/fixedratebondforward.cpp            |    9 +-
 ql/instruments/floatfloatswap.cpp                  |   12 +-
 ql/instruments/nonstandardswap.cpp                 |    6 +-
 ql/instruments/overnightindexedswap.cpp            |    4 +-
 ql/instruments/swap.cpp                            |   26 +-
 ql/instruments/zerocouponinflationswap.cpp         |    4 +-
 ql/math/interpolations/kernelinterpolation.hpp     |    5 +-
 ql/math/interpolations/kernelinterpolation2d.hpp   |    5 +-
 ql/math/matrixutilities/basisincompleteordered.cpp |    9 +-
 .../matrixutilities/sparseilupreconditioner.cpp    |    5 +-
 ql/math/matrixutilities/svd.cpp                    |    4 +-
 ql/math/optimization/constraint.hpp                |    8 +-
 ql/math/optimization/differentialevolution.cpp     |   18 +-
 ql/math/optimization/projection.cpp                |    4 +-
 ql/math/optimization/simplex.cpp                   |    8 +-
 ql/math/optimization/simulatedannealing.hpp        |    8 +-
 ql/math/sampledcurve.hpp                           |    5 +-
 ql/math/statistics/histogram.cpp                   |    5 +-
 .../meshers/concentrating1dmesher.cpp              |    6 +-
 .../meshers/fdmblackscholesmesher.cpp              |   16 +-
 .../schemes/boundaryconditionschemehelper.hpp      |   20 +-
 .../stepconditions/fdmbermudanstepcondition.cpp    |    5 +-
 .../stepconditions/fdmstepconditioncomposite.cpp   |    8 +-
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |   10 +-
 .../utilities/fdmdirichletboundary.cpp             |    4 +-
 .../utilities/fdmdividendhandler.cpp               |    8 +-
 .../utilities/fdmshoutloginnervaluecalculator.cpp  |   18 +-
 .../utilities/fdmshoutloginnervaluecalculator.hpp  |   11 +-
 ql/methods/montecarlo/genericlsregression.cpp      |    4 +-
 ql/methods/montecarlo/lsmbasissystem.cpp           |   15 +-
 ql/methods/montecarlo/parametricexercise.cpp       |   20 +-
 ql/models/marketmodels/accountingengine.cpp        |    5 +-
 .../marketmodels/pathwiseaccountingengine.cpp      |   27 +-
 .../pathwisegreeks/bumpinstrumentjacobian.cpp      |    4 +-
 .../pathwisegreeks/ratepseudorootjacobian.cpp      |   24 +-
 .../pathwisegreeks/vegabumpcluster.cpp             |   26 +-
 .../marketmodels/products/compositeproduct.cpp     |    6 +-
 .../products/multiproductcomposite.cpp             |   10 +-
 .../multistep/multisteppathwisewrapper.cpp         |    7 +-
 .../multistep/multistepperiodcapletswaptions.cpp   |   94 +-
 .../products/pathwise/pathwiseproductcaplet.cpp    |    9 +-
 .../products/singleproductcomposite.cpp            |    4 +-
 ql/models/marketmodels/proxygreekengine.cpp        |    4 +-
 ql/models/marketmodels/utilities.cpp               |    6 +-
 ql/models/model.cpp                                |   10 +-
 ql/models/model.hpp                                |   28 +-
 ql/models/shortrate/onefactormodels/gsr.cpp        |    8 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |   84 +-
 ql/patterns/observable.cpp                         |    9 +-
 ql/patterns/observable.hpp                         |   12 +-
 ql/prices.cpp                                      |    4 +-
 .../asian/analytic_discr_geom_av_strike.cpp        |    7 +-
 .../asian/fdblackscholesasianengine.cpp            |    4 +-
 .../asian/mc_discr_arith_av_price_heston.cpp       |    4 +-
 .../asian/mc_discr_arith_av_price_heston.hpp       |   10 +-
 .../asian/mc_discr_geom_av_price_heston.cpp        |    4 +-
 .../asian/mc_discr_geom_av_price_heston.hpp        |    5 +-
 .../barrier/discretizedbarrieroption.cpp           |   12 +-
 .../capfloor/gaussian1dcapfloorengine.cpp          |    6 +-
 ql/pricingengines/credit/isdacdsengine.cpp         |    8 +-
 ql/pricingengines/swap/discretizedswap.cpp         |   12 +-
 .../swaption/basketgeneratingengine.hpp            |   15 +-
 ql/pricingengines/swaption/discretizedswaption.cpp |   14 +-
 ql/pricingengines/swaption/fdg2swaptionengine.cpp  |    6 +-
 .../swaption/fdhullwhiteswaptionengine.cpp         |    6 +-
 .../vanilla/discretizedvanillaoption.cpp           |    8 +-
 .../vanilla/exponentialfittinghestonengine.cpp     |    4 +-
 .../vanilla/fdblackscholesshoutengine.cpp          |   18 +-
 .../vanilla/fdblackscholesshoutengine.hpp          |    6 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        |   31 +-
 .../vanilla/fdhestonhullwhitevanillaengine.cpp     |   13 +-
 .../vanilla/fdhestonvanillaengine.cpp              |   13 +-
 .../vanilla/fdsimplebsswingengine.cpp              |    4 +-
 ql/processes/jointstochasticprocess.cpp            |   10 +-
 ql/processes/stochasticprocessarray.cpp            |    4 +-
 ql/termstructures/globalbootstrap.hpp              |    4 +-
 .../inflation/interpolatedzeroinflationcurve.hpp   |    8 +-
 .../volatility/capfloor/capfloortermvolcurve.cpp   |    4 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |   15 +-
 .../volatility/equityfx/fixedlocalvolsurface.cpp   |   11 +-
 .../volatility/interpolatedsmilesection.hpp        |    8 +-
 .../volatility/kahalesmilesection.cpp              |    4 +-
 .../optionlet/strippedoptionletadapter.cpp         |    5 +-
 .../volatility/sabrinterpolatedsmilesection.cpp    |    4 +-
 ql/termstructures/volatility/smilesectionutils.cpp |   11 +-
 .../volatility/swaption/cmsmarketcalibration.cpp   |    8 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |    5 +-
 .../yield/fittedbonddiscountcurve.cpp              |    8 +-
 .../yield/fittedbonddiscountcurve.hpp              |    4 +-
 .../yield/piecewisezerospreadedtermstructure.hpp   |    4 +-
 ql/time/calendars/saudiarabia.cpp                  |    8 +-
 test-suite/americanoption.cpp                      |  235 ++-
 test-suite/andreasenhugevolatilityinterpl.cpp      |   83 +-
 test-suite/asianoptions.cpp                        |  623 ++++---
 test-suite/barrieroption.cpp                       |  240 ++-
 test-suite/basismodels.cpp                         |   52 +-
 test-suite/basketoption.cpp                        |  213 +--
 test-suite/batesmodel.cpp                          |   44 +-
 test-suite/bermudanswaption.cpp                    |   16 +-
 test-suite/binaryoption.cpp                        |   66 +-
 test-suite/blackdeltacalculator.cpp                |   71 +-
 test-suite/blackformula.cpp                        |   97 +-
 test-suite/bonds.cpp                               |  566 +++----
 test-suite/callablebonds.cpp                       |   52 +-
 test-suite/capfloor.cpp                            |  439 +++--
 test-suite/cashflows.cpp                           |   24 +-
 test-suite/catbonds.cpp                            |    3 +-
 test-suite/cliquetoption.cpp                       |  329 ++--
 test-suite/cms.cpp                                 |    6 +-
 test-suite/compoundoption.cpp                      |  101 +-
 test-suite/creditdefaultswap.cpp                   |   61 +-
 test-suite/crosscurrencyratehelpers.cpp            |    4 +-
 test-suite/dates.cpp                               |   10 +-
 test-suite/digitalcoupon.cpp                       |   56 +-
 test-suite/digitaloption.cpp                       |  405 +++--
 test-suite/distributions.cpp                       |   42 +-
 test-suite/dividendoption.cpp                      |  720 ++++----
 test-suite/doublebarrieroption.cpp                 |  176 +-
 test-suite/doublebinaryoption.cpp                  |   48 +-
 test-suite/europeanoption.cpp                      |  569 +++----
 test-suite/extendedtrees.cpp                       |  114 +-
 test-suite/fdcev.cpp                               |   11 +-
 test-suite/fdcir.cpp                               |    7 +-
 test-suite/fdheston.cpp                            |  106 +-
 test-suite/fdmlinearop.cpp                         |   12 +-
 test-suite/fdsabr.cpp                              |   31 +-
 test-suite/fittedbonddiscountcurve.cpp             |   10 +-
 test-suite/forwardoption.cpp                       |  588 ++++---
 test-suite/functions.cpp                           |   30 +-
 test-suite/gaussianquadratures.cpp                 |   26 +-
 test-suite/hestonmodel.cpp                         |  142 +-
 test-suite/hestonslvmodel.cpp                      |  133 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        |  207 +--
 test-suite/inflation.cpp                           |   11 +-
 test-suite/inflationcapfloor.cpp                   |  227 ++-
 test-suite/inflationcapflooredcoupon.cpp           |   67 +-
 test-suite/inflationcpicapfloor.cpp                |    6 +-
 test-suite/inflationcpiswap.cpp                    |    6 +-
 test-suite/inflationvolatility.cpp                 |    9 +-
 test-suite/integrals.cpp                           |   33 +-
 test-suite/interestrates.cpp                       |   38 +-
 test-suite/interpolations.cpp                      |  240 ++-
 test-suite/jumpdiffusion.cpp                       |  274 ++-
 test-suite/libormarketmodelprocess.cpp             |    6 +-
 test-suite/lookbackoptions.cpp                     |  127 +-
 test-suite/lowdiscrepancysequences.cpp             |   51 +-
 test-suite/margrabeoption.cpp                      |  368 ++---
 test-suite/marketmodel.cpp                         | 1737 +++++++++-----------
 test-suite/marketmodel_cms.cpp                     |   27 +-
 test-suite/marketmodel_smm.cpp                     |   26 +-
 test-suite/markovfunctional.cpp                    |   51 +-
 test-suite/matrices.cpp                            |   32 +-
 test-suite/nthorderderivativeop.cpp                |    4 +-
 test-suite/nthtodefault.cpp                        |    8 +-
 test-suite/optimizers.cpp                          |   12 +-
 test-suite/optionletstripper.cpp                   |    8 +-
 test-suite/overnightindexedswap.cpp                |  137 +-
 test-suite/partialtimebarrieroption.cpp            |   10 +-
 test-suite/piecewiseyieldcurve.cpp                 |   29 +-
 test-suite/quantooption.cpp                        |  819 +++++----
 test-suite/quotes.cpp                              |   14 +-
 test-suite/riskneutraldensitycalculator.cpp        |   61 +-
 test-suite/rngtraits.cpp                           |   12 +-
 test-suite/rounding.cpp                            |   85 +-
 test-suite/shortratemodels.cpp                     |   41 +-
 test-suite/sofrfutures.cpp                         |    5 +-
 test-suite/solvers.cpp                             |   24 +-
 test-suite/spreadoption.cpp                        |   30 +-
 test-suite/squarerootclvmodel.cpp                  |   25 +-
 test-suite/swap.cpp                                |   73 +-
 test-suite/swapforwardmappings.cpp                 |    6 +-
 test-suite/swaption.cpp                            |  614 ++++---
 test-suite/swaptionvolatilitycube.cpp              |   48 +-
 test-suite/twoassetbarrieroption.cpp               |   28 +-
 test-suite/varianceswaps.cpp                       |   60 +-
 test-suite/vpp.cpp                                 |    4 +-
 251 files changed, 6393 insertions(+), 7774 deletions(-)

commit 602f939e75908f2022fbfab6abe86cc2634284bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Feb 2021 14:43:45 +0100

    Fix test setup in intraday case.

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

commit 28b67687be3181fd8180cb7fd2dfdf396ab84474
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Feb 2021 11:06:35 +0100

    Change warning options in headers check

 tools/check_header.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit e84cc067db8983db5a96fabc7a84ba513e81c57f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Feb 2021 12:26:27 +0100

    Add modernize-loop-convert check.

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

commit 14c5e7db06230e12dc72006c0dd8c16e51ccedb3
Merge: 7cbc75543 b4c21a23f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Feb 2021 12:15:33 +0100

    Merge pull request #1030.
    
    C++11 modernization - use pass by value

commit f18c90e11ea0c964363e1e58a119af81d4ea7cf7
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 11 Feb 2021 09:31:55 +0000

    Update copyright list in license

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

commit 0ea6042ae2d0b362d7947cab5eba7e46acf59e00
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Feb 2021 09:58:50 +0100

    Add test

 test-suite/CMakeLists.txt            |  2 ++
 test-suite/Makefile.am               |  2 ++
 test-suite/quantlibtestsuite.cpp     |  2 ++
 test-suite/settings.cpp              | 67 ++++++++++++++++++++++++++++++++++++
 test-suite/settings.hpp              | 35 +++++++++++++++++++
 test-suite/testsuite.vcxproj         |  4 ++-
 test-suite/testsuite.vcxproj.filters |  8 ++++-
 7 files changed, 118 insertions(+), 2 deletions(-)

commit b4c21a23f6275f12f681aeeeb921844b593bd460
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Feb 2021 23:08:58 +0100

    A couple of fixes after automated changes

 ql/math/randomnumbers/randomizedlds.hpp | 2 +-
 ql/termstructures/globalbootstrap.hpp   | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit ab6eb59a736e4d4989dbe38e4a0e9714e41265f3
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Wed, 10 Feb 2021 20:54:49 +0000

    Automated fixes by clang-tidy

 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  12 +-
 ql/cashflows/averagebmacoupon.cpp                  |   7 +-
 ql/cashflows/averagebmacoupon.hpp                  |   3 +-
 ql/cashflows/cashflows.cpp                         |  15 +-
 ql/cashflows/cashflows.hpp                         |   2 +-
 ql/cashflows/cmscoupon.cpp                         |  14 +-
 ql/cashflows/cmscoupon.hpp                         |   3 +-
 ql/cashflows/conundrumpricer.cpp                   |  54 ++--
 ql/cashflows/conundrumpricer.hpp                   |  29 +-
 ql/cashflows/couponpricer.cpp                      |  16 +-
 ql/cashflows/couponpricer.hpp                      |  23 +-
 ql/cashflows/cpicoupon.cpp                         |  28 +-
 ql/cashflows/cpicoupon.hpp                         |   2 +-
 ql/cashflows/cpicouponpricer.cpp                   |  13 +-
 ql/cashflows/cpicouponpricer.hpp                   |   6 +-
 ql/cashflows/digitalcmscoupon.cpp                  |  12 +-
 ql/cashflows/digitalcmscoupon.hpp                  |   3 +-
 ql/cashflows/digitaliborcoupon.cpp                 |  12 +-
 ql/cashflows/digitaliborcoupon.hpp                 |   3 +-
 ql/cashflows/fixedratecoupon.cpp                   |  14 +-
 ql/cashflows/fixedratecoupon.hpp                   |   2 +-
 ql/cashflows/floatingratecoupon.cpp                |  38 ++-
 ql/cashflows/floatingratecoupon.hpp                |   2 +-
 ql/cashflows/iborcoupon.cpp                        |  19 +-
 ql/cashflows/iborcoupon.hpp                        |   2 +-
 ql/cashflows/inflationcoupon.cpp                   |  41 +--
 ql/cashflows/inflationcoupon.hpp                   | 101 ++++---
 ql/cashflows/inflationcouponpricer.cpp             |  13 +-
 ql/cashflows/inflationcouponpricer.hpp             |   8 +-
 ql/cashflows/lineartsrpricer.cpp                   |  30 +-
 ql/cashflows/lineartsrpricer.hpp                   |  13 +-
 ql/cashflows/overnightindexedcoupon.cpp            |   9 +-
 ql/cashflows/overnightindexedcoupon.hpp            |   3 +-
 ql/cashflows/rangeaccrual.cpp                      |  91 +++---
 ql/cashflows/rangeaccrual.hpp                      |  52 ++--
 ql/cashflows/yoyinflationcoupon.cpp                |  20 +-
 ql/cashflows/yoyinflationcoupon.hpp                |  37 +--
 ql/currencies/exchangeratemanager.hpp              |   8 +-
 ql/currency.cpp                                    |  23 +-
 ql/currency.hpp                                    |  12 +-
 ql/discretizedasset.hpp                            |  16 +-
 ql/exchangerate.hpp                                |  10 +-
 .../asian/analytic_cont_geom_av_price_heston.cpp   |  12 +-
 .../asian/analytic_cont_geom_av_price_heston.hpp   |   2 +-
 .../asian/analytic_discr_geom_av_price_heston.cpp  |  17 +-
 .../asian/analytic_discr_geom_av_price_heston.hpp  |   3 +-
 .../averageois/arithmeticaverageois.cpp            |  70 +++--
 .../averageois/arithmeticaverageois.hpp            |  29 +-
 .../averageois/arithmeticoisratehelper.cpp         |  34 ++-
 .../averageois/arithmeticoisratehelper.hpp         |  26 +-
 .../analyticdoublebarrierbinaryengine.cpp          |   7 +-
 .../analyticdoublebarrierbinaryengine.hpp          |   3 +-
 .../barrieroption/analyticdoublebarrierengine.cpp  |   8 +-
 .../barrieroption/analyticdoublebarrierengine.hpp  |   3 +-
 .../barrieroption/binomialdoublebarrierengine.hpp  |  14 +-
 .../barrieroption/mcdoublebarrierengine.cpp        |  20 +-
 .../barrieroption/mcdoublebarrierengine.hpp        |  91 +++---
 .../perturbativebarrieroptionengine.cpp            |  15 +-
 .../perturbativebarrieroptionengine.hpp            |   7 +-
 .../barrieroption/vannavolgabarrierengine.cpp      |  26 +-
 .../barrieroption/vannavolgabarrierengine.hpp      |  12 +-
 .../vannavolgadoublebarrierengine.hpp              |  28 +-
 .../barrieroption/wulinyongdoublebarrierengine.cpp |   8 +-
 .../barrieroption/wulinyongdoublebarrierengine.hpp |   3 +-
 ql/experimental/basismodels/tenoroptionletvts.cpp  |  12 +-
 ql/experimental/basismodels/tenoroptionletvts.hpp  |  13 +-
 ql/experimental/basismodels/tenorswaptionvts.hpp   |  18 +-
 .../callablebonds/blackcallablebondengine.cpp      |  20 +-
 .../callablebonds/blackcallablebondengine.hpp      |  10 +-
 ql/experimental/callablebonds/callablebond.cpp     |  14 +-
 ql/experimental/callablebonds/callablebond.hpp     |   5 +-
 .../callablebonds/callablebondconstantvol.cpp      |  52 ++--
 .../callablebonds/callablebondconstantvol.hpp      |  12 +-
 .../callablebonds/treecallablebondengine.cpp       |  27 +-
 .../callablebonds/treecallablebondengine.hpp       |   9 +-
 ql/experimental/catbonds/catbond.hpp               |  11 +-
 ql/experimental/catbonds/catrisk.cpp               |  11 +-
 ql/experimental/catbonds/catrisk.hpp               |   4 +-
 .../catbonds/montecarlocatbondengine.cpp           |   9 +-
 .../catbonds/montecarlocatbondengine.hpp           |   4 +-
 ql/experimental/catbonds/riskynotional.hpp         |   9 +-
 ql/experimental/commodities/commodity.cpp          |   6 +-
 ql/experimental/commodities/commodity.hpp          |  12 +-
 ql/experimental/commodities/commoditycashflow.hpp  |  16 +-
 ql/experimental/commodities/commoditycurve.cpp     |  31 ++-
 ql/experimental/commodities/commoditycurve.hpp     |  18 +-
 ql/experimental/commodities/commodityindex.cpp     |  30 +-
 ql/experimental/commodities/commodityindex.hpp     |  19 +-
 ql/experimental/commodities/commoditytype.hpp      |   8 +-
 ql/experimental/commodities/commodityunitcost.hpp  |   8 +-
 ql/experimental/commodities/energybasisswap.cpp    |  46 ++--
 ql/experimental/commodities/energybasisswap.hpp    |  29 +-
 ql/experimental/commodities/energycommodity.cpp    |  12 +-
 ql/experimental/commodities/energycommodity.hpp    |   5 +-
 ql/experimental/commodities/energyfuture.cpp       |  20 +-
 ql/experimental/commodities/energyfuture.hpp       |   7 +-
 ql/experimental/commodities/energyswap.cpp         |  20 +-
 ql/experimental/commodities/energyswap.hpp         |   8 +-
 ql/experimental/commodities/energyvanillaswap.cpp  |  43 +--
 ql/experimental/commodities/energyvanillaswap.hpp  |  27 +-
 ql/experimental/commodities/exchangecontract.hpp   |  10 +-
 ql/experimental/commodities/paymentterm.hpp        |  12 +-
 ql/experimental/commodities/pricingperiod.hpp      |  10 +-
 ql/experimental/commodities/quantity.hpp           |  11 +-
 ql/experimental/commodities/unitofmeasure.cpp      |  13 +-
 ql/experimental/commodities/unitofmeasure.hpp      |   6 +-
 .../convertiblebonds/binomialconvertibleengine.hpp |  14 +-
 .../convertiblebonds/convertiblebond.cpp           |  78 +++---
 .../convertiblebonds/convertiblebond.hpp           |  14 +-
 .../convertiblebonds/discretizedconvertible.cpp    |  11 +-
 .../convertiblebonds/discretizedconvertible.hpp    |   7 +-
 ql/experimental/coupons/cmsspreadcoupon.cpp        |  13 +-
 ql/experimental/coupons/cmsspreadcoupon.hpp        |  11 +-
 ql/experimental/coupons/digitalcmsspreadcoupon.cpp |  13 +-
 ql/experimental/coupons/digitalcmsspreadcoupon.hpp |   3 +-
 .../coupons/lognormalcmsspreadpricer.cpp           |   9 +-
 .../coupons/lognormalcmsspreadpricer.hpp           |   2 +-
 ql/experimental/coupons/proxyibor.cpp              |  22 +-
 ql/experimental/coupons/proxyibor.hpp              |   7 +-
 ql/experimental/coupons/quantocouponpricer.hpp     |  14 +-
 .../coupons/strippedcapflooredcoupon.cpp           |   8 +-
 .../coupons/strippedcapflooredcoupon.hpp           |   2 +-
 ql/experimental/coupons/swapspreadindex.cpp        |  31 +--
 ql/experimental/coupons/swapspreadindex.hpp        |   2 +-
 .../credit/basecorrelationlossmodel.hpp            |  29 +-
 ql/experimental/credit/basket.cpp                  |  15 +-
 ql/experimental/credit/basket.hpp                  |   6 +-
 ql/experimental/credit/binomiallossmodel.hpp       |  28 +-
 ql/experimental/credit/blackcdsoptionengine.cpp    |  18 +-
 ql/experimental/credit/blackcdsoptionengine.hpp    |   6 +-
 ql/experimental/credit/cdo.cpp                     |  47 ++--
 ql/experimental/credit/cdo.hpp                     |  28 +-
 ql/experimental/credit/defaultevent.cpp            |  20 +-
 ql/experimental/credit/defaultevent.hpp            |   7 +-
 ql/experimental/credit/defaultprobabilitykey.cpp   |   7 +-
 ql/experimental/credit/defaultprobabilitykey.hpp   |   4 +-
 .../credit/factorspreadedhazardratecurve.hpp       |  13 +-
 ql/experimental/credit/integralcdoengine.hpp       |  17 +-
 ql/experimental/credit/integralntdengine.hpp       |  17 +-
 ql/experimental/credit/issuer.cpp                  |  21 +-
 ql/experimental/credit/issuer.hpp                  |  13 +-
 ql/experimental/credit/midpointcdoengine.hpp       |  12 +-
 ql/experimental/credit/onefactoraffinesurvival.hpp |  17 +-
 ql/experimental/credit/onefactorcopula.hpp         |  10 +-
 .../credit/randomdefaultlatentmodel.hpp            |  45 ++-
 ql/experimental/credit/randomdefaultmodel.cpp      |   5 +-
 ql/experimental/credit/riskyassetswap.cpp          |  77 +++---
 ql/experimental/credit/riskyassetswap.hpp          |  18 +-
 ql/experimental/credit/riskyassetswapoption.cpp    |  15 +-
 ql/experimental/credit/riskyassetswapoption.hpp    |   3 +-
 ql/experimental/credit/riskybond.cpp               |  57 ++--
 ql/experimental/credit/riskybond.hpp               | 110 ++++----
 ql/experimental/credit/spreadedhazardratecurve.hpp |  13 +-
 .../analyticamericanmargrabeengine.cpp             |  13 +-
 .../analyticamericanmargrabeengine.hpp             |   7 +-
 .../exoticoptions/analyticcomplexchooserengine.cpp |   7 +-
 .../exoticoptions/analyticcomplexchooserengine.hpp |   2 +-
 .../exoticoptions/analyticcompoundoptionengine.cpp |   9 +-
 .../exoticoptions/analyticcompoundoptionengine.hpp |   2 +-
 .../analyticeuropeanmargrabeengine.cpp             |  13 +-
 .../analyticeuropeanmargrabeengine.hpp             |   7 +-
 .../analyticholderextensibleoptionengine.cpp       |   7 +-
 .../analyticholderextensibleoptionengine.hpp       |   2 +-
 .../analyticpartialtimebarrieroptionengine.cpp     |   9 +-
 .../analyticpartialtimebarrieroptionengine.hpp     |   2 +-
 .../exoticoptions/analyticpdfhestonengine.cpp      |  17 +-
 .../exoticoptions/analyticpdfhestonengine.hpp      |   2 +-
 .../exoticoptions/analyticsimplechooserengine.cpp  |   9 +-
 .../exoticoptions/analyticsimplechooserengine.hpp  |   2 +-
 .../analytictwoassetbarrierengine.cpp              |  13 +-
 .../analytictwoassetbarrierengine.hpp              |   7 +-
 .../analytictwoassetcorrelationengine.cpp          |  11 +-
 .../analytictwoassetcorrelationengine.hpp          |   7 +-
 .../analyticwriterextensibleoptionengine.cpp       |   5 +-
 .../analyticwriterextensibleoptionengine.hpp       |   2 +-
 ql/experimental/exoticoptions/compoundoption.cpp   |  14 +-
 ql/experimental/exoticoptions/compoundoption.hpp   |   4 +-
 .../continuousarithmeticasianlevyengine.cpp        |  13 +-
 .../continuousarithmeticasianlevyengine.hpp        |   7 +-
 .../continuousarithmeticasianvecerengine.cpp       |  29 +-
 .../continuousarithmeticasianvecerengine.hpp       |   4 +-
 .../exoticoptions/kirkspreadoptionengine.cpp       |  12 +-
 .../exoticoptions/kirkspreadoptionengine.hpp       |   7 +-
 ql/experimental/exoticoptions/mceverestengine.hpp  |  49 ++--
 ql/experimental/exoticoptions/mchimalayaengine.cpp |   8 +-
 ql/experimental/exoticoptions/mchimalayaengine.hpp |  45 ++-
 ql/experimental/exoticoptions/mcpagodaengine.hpp   |  41 ++-
 .../exoticoptions/writerextensibleoption.cpp       |   8 +-
 .../exoticoptions/writerextensibleoption.hpp       |   9 +-
 .../dynprogvppintrinsicvalueengine.cpp             |  22 +-
 .../dynprogvppintrinsicvalueengine.hpp             |   9 +-
 .../finitedifferences/fdextoujumpvanillaengine.cpp |  41 ++-
 .../finitedifferences/fdextoujumpvanillaengine.hpp |  13 +-
 .../fdhestondoublebarrierengine.cpp                |  37 ++-
 .../fdhestondoublebarrierengine.hpp                |  10 +-
 .../finitedifferences/fdklugeextouspreadengine.cpp |  43 ++-
 .../finitedifferences/fdklugeextouspreadengine.hpp |  17 +-
 .../fdmexpextouinnervaluecalculator.hpp            |  18 +-
 .../fdmextendedornsteinuhlenbeckop.cpp             |  35 +--
 .../fdmextendedornsteinuhlenbeckop.hpp             |  11 +-
 .../fdmextoujumpmodelinnervalue.hpp                |  14 +-
 .../finitedifferences/fdmextoujumpsolver.cpp       |  24 +-
 .../finitedifferences/fdmextoujumpsolver.hpp       |   9 +-
 .../finitedifferences/fdmhestonfwdop.cpp           |  57 ++--
 .../finitedifferences/fdmhestonfwdop.hpp           |   2 +-
 .../finitedifferences/fdmhestongreensfct.cpp       |  21 +-
 .../finitedifferences/fdmhestongreensfct.hpp       |   9 +-
 .../finitedifferences/fdmklugeextousolver.hpp      |  26 +-
 .../finitedifferences/fdmsimple2dextousolver.hpp   |  24 +-
 .../fdmsimple3dextoujumpsolver.hpp                 |  24 +-
 .../fdmspreadpayoffinnervalue.hpp                  |  12 +-
 .../finitedifferences/fdmvppstepcondition.cpp      |  31 +--
 .../finitedifferences/fdmvppstepcondition.hpp      |  11 +-
 .../fdmvppstepconditionfactory.cpp                 |  10 +-
 .../fdmvppstepconditionfactory.hpp                 |   3 +-
 .../fdornsteinuhlenbeckvanillaengine.cpp           |  39 ++-
 .../fdornsteinuhlenbeckvanillaengine.hpp           |   6 +-
 .../fdsimpleextoujumpswingengine.cpp               |  41 ++-
 .../fdsimpleextoujumpswingengine.hpp               |  10 +-
 .../fdsimpleextoustorageengine.cpp                 |  51 ++--
 .../fdsimpleextoustorageengine.hpp                 |  13 +-
 .../fdsimpleklugeextouvppengine.cpp                |  63 ++---
 .../fdsimpleklugeextouvppengine.hpp                |  19 +-
 .../analytichestonforwardeuropeanengine.cpp        |   7 +-
 .../analytichestonforwardeuropeanengine.hpp        |   2 +-
 ql/experimental/futures/overnightindexfuture.cpp   |   5 +-
 ql/experimental/futures/overnightindexfuture.hpp   |   2 +-
 ql/experimental/fx/deltavolquote.cpp               |  14 +-
 ql/experimental/fx/deltavolquote.hpp               |  10 +-
 ql/experimental/inflation/cpicapfloorengines.cpp   |  11 +-
 ql/experimental/inflation/cpicapfloorengines.hpp   |  13 +-
 .../inflation/cpicapfloortermpricesurface.cpp      |  48 ++--
 .../inflation/cpicapfloortermpricesurface.hpp      |  27 +-
 .../inflation/interpolatedyoyoptionletstripper.hpp |  20 +-
 .../kinterpolatedyoyoptionletvolatilitysurface.hpp |  48 ++--
 .../inflation/piecewiseyoyoptionletvolatility.hpp  |  47 ++--
 .../inflation/yoycapfloortermpricesurface.cpp      |  35 +--
 .../inflation/yoycapfloortermpricesurface.hpp      |  20 +-
 ql/experimental/inflation/yoyoptionlethelpers.cpp  |  33 ++-
 ql/experimental/inflation/yoyoptionlethelpers.hpp  |  24 +-
 ql/experimental/math/expm.cpp                      |   6 +-
 ql/experimental/math/fireflyalgorithm.cpp          |   7 +-
 ql/experimental/math/fireflyalgorithm.hpp          |   4 +-
 ql/experimental/math/hybridsimulatedannealing.hpp  |   9 +-
 .../math/hybridsimulatedannealingfunctors.hpp      |  80 +++---
 ql/experimental/math/isotropicrandomwalk.hpp       |  16 +-
 ql/experimental/math/particleswarmoptimization.cpp |  14 +-
 ql/experimental/math/particleswarmoptimization.hpp |   8 +-
 ql/experimental/math/piecewiseintegral.cpp         |  24 +-
 ql/experimental/math/piecewiseintegral.hpp         |   4 +-
 .../mcbasket/longstaffschwartzmultipathpricer.cpp  |  24 +-
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |  14 +-
 ql/experimental/mcbasket/mcamericanpathengine.hpp  |  14 +-
 .../mcbasket/mclongstaffschwartzpathengine.hpp     |  70 +++--
 ql/experimental/mcbasket/mcpathbasketengine.cpp    |  12 +-
 ql/experimental/mcbasket/mcpathbasketengine.hpp    |  57 ++--
 ql/experimental/models/hestonslvfdmmodel.cpp       |  58 ++--
 ql/experimental/models/hestonslvfdmmodel.hpp       |   8 +-
 ql/experimental/models/hestonslvmcmodel.cpp        |  19 +-
 ql/experimental/models/hestonslvmcmodel.hpp        |   6 +-
 ql/experimental/models/normalclvmodel.cpp          |  36 ++-
 ql/experimental/models/normalclvmodel.hpp          |  13 +-
 ql/experimental/models/squarerootclvmodel.cpp      |  19 +-
 ql/experimental/models/squarerootclvmodel.hpp      |  13 +-
 .../processes/extendedornsteinuhlenbeckprocess.cpp |  24 +-
 .../processes/extendedornsteinuhlenbeckprocess.hpp |  11 +-
 .../processes/extouwithjumpsprocess.cpp            |  18 +-
 .../processes/extouwithjumpsprocess.hpp            |   8 +-
 ql/experimental/processes/hestonslvprocess.cpp     |  17 +-
 ql/experimental/processes/hestonslvprocess.hpp     |   2 +-
 ql/experimental/processes/klugeextouprocess.cpp    |  18 +-
 ql/experimental/processes/klugeextouprocess.hpp    |   7 +-
 ql/experimental/risk/creditriskplus.cpp            |  19 +-
 ql/experimental/risk/creditriskplus.hpp            |  10 +-
 ql/experimental/shortrate/generalizedhullwhite.cpp |  19 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp |  34 +--
 .../generalizedornsteinuhlenbeckprocess.cpp        |   8 +-
 .../generalizedornsteinuhlenbeckprocess.hpp        |   9 +-
 .../swaptions/haganirregularswaptionengine.cpp     |  33 +--
 .../swaptions/haganirregularswaptionengine.hpp     |  22 +-
 ql/experimental/swaptions/irregularswaption.cpp    |  20 +-
 ql/experimental/swaptions/irregularswaption.hpp    |   2 +-
 .../termstructures/crosscurrencyratehelpers.cpp    |  18 +-
 .../termstructures/crosscurrencyratehelpers.hpp    |   8 +-
 .../termstructures/multicurvesensitivities.hpp     |  32 ++-
 .../variancegamma/analyticvariancegammaengine.cpp  |  46 ++--
 .../variancegamma/analyticvariancegammaengine.hpp  |  15 +-
 ql/experimental/variancegamma/fftengine.cpp        |  12 +-
 ql/experimental/variancegamma/fftengine.hpp        |   9 +-
 .../variancegamma/variancegammaprocess.cpp         |  27 +-
 .../variancegamma/variancegammaprocess.hpp         |  35 +--
 .../integralhestonvarianceoptionengine.cpp         |  10 +-
 .../integralhestonvarianceoptionengine.hpp         |   3 +-
 ql/experimental/varianceoption/varianceoption.cpp  |  16 +-
 ql/experimental/varianceoption/varianceoption.hpp  |   2 +-
 ql/experimental/volatility/abcdatmvolcurve.cpp     |  31 +--
 ql/experimental/volatility/abcdatmvolcurve.hpp     |   3 +-
 .../volatility/extendedblackvariancecurve.cpp      |  17 +-
 .../volatility/extendedblackvariancecurve.hpp      |  11 +-
 .../volatility/extendedblackvariancesurface.cpp    |  23 +-
 .../volatility/extendedblackvariancesurface.hpp    |  18 +-
 .../volatility/interestratevolsurface.cpp          |  40 ++-
 .../volatility/interestratevolsurface.hpp          |  11 +-
 .../noarbsabrinterpolatedsmilesection.cpp          | 117 ++++----
 .../noarbsabrinterpolatedsmilesection.hpp          |  68 ++---
 .../volatility/noarbsabrinterpolation.hpp          |  13 +-
 .../volatility/noarbsabrsmilesection.cpp           |  28 +-
 .../volatility/noarbsabrsmilesection.hpp           |   4 +-
 ql/experimental/volatility/sabrvolsurface.cpp      |  28 +-
 ql/experimental/volatility/sabrvolsurface.hpp      |  11 +-
 .../volatility/sviinterpolatedsmilesection.cpp     | 111 +++++---
 .../volatility/sviinterpolatedsmilesection.hpp     |  59 ++--
 ql/experimental/volatility/sviinterpolation.hpp    |  13 +-
 ql/experimental/volatility/svismilesection.cpp     |  28 +-
 ql/experimental/volatility/svismilesection.hpp     |  10 +-
 ql/experimental/volatility/volcube.cpp             |  12 +-
 ql/experimental/volatility/volcube.hpp             |   4 +-
 .../volatility/zabrinterpolatedsmilesection.hpp    | 158 ++++++-----
 ql/experimental/volatility/zabrinterpolation.hpp   |  13 +-
 ql/experimental/volatility/zabrsmilesection.hpp    |  35 ++-
 ql/indexes/iborindex.cpp                           |  10 +-
 ql/indexes/iborindex.hpp                           |   3 +-
 ql/indexes/inflationindex.cpp                      |  62 ++---
 ql/indexes/inflationindex.hpp                      |  44 +--
 ql/indexes/interestrateindex.cpp                   |  16 +-
 ql/indexes/interestrateindex.hpp                   |   8 +-
 ql/indexes/region.hpp                              |   4 +-
 ql/indexes/swapindex.cpp                           |  13 +-
 ql/indexes/swapindex.hpp                           |   6 +-
 ql/instruments/asianoption.cpp                     |   9 +-
 ql/instruments/asianoption.hpp                     |  13 +-
 ql/instruments/assetswap.cpp                       |  19 +-
 ql/instruments/assetswap.hpp                       |   4 +-
 ql/instruments/basketoption.hpp                    |  11 +-
 ql/instruments/bond.cpp                            |  23 +-
 ql/instruments/bond.hpp                            |   4 +-
 ql/instruments/bonds/btp.cpp                       |  42 ++-
 ql/instruments/bonds/btp.hpp                       |  14 +-
 ql/instruments/bonds/cpibond.cpp                   |  34 +--
 ql/instruments/bonds/cpibond.hpp                   |   2 +-
 ql/instruments/capfloor.cpp                        |  40 ++-
 ql/instruments/capfloor.hpp                        |  10 +-
 ql/instruments/cliquetoption.cpp                   |  13 +-
 ql/instruments/cliquetoption.hpp                   |   2 +-
 ql/instruments/cpicapfloor.cpp                     |  47 ++--
 ql/instruments/cpicapfloor.hpp                     |  10 +-
 ql/instruments/cpiswap.cpp                         |  75 +++--
 ql/instruments/cpiswap.hpp                         |  15 +-
 ql/instruments/creditdefaultswap.cpp               |  29 +-
 ql/instruments/creditdefaultswap.hpp               |   4 +-
 ql/instruments/floatfloatswap.cpp                  |  68 ++---
 ql/instruments/floatfloatswap.hpp                  |  40 +--
 ql/instruments/floatfloatswaption.cpp              |  17 +-
 ql/instruments/floatfloatswaption.hpp              |   9 +-
 ql/instruments/forward.cpp                         |  19 +-
 ql/instruments/forward.hpp                         |   9 +-
 ql/instruments/inflationcapfloor.cpp               |  19 +-
 ql/instruments/inflationcapfloor.hpp               |  10 +-
 ql/instruments/makeswaption.cpp                    |  36 +--
 ql/instruments/makeswaption.hpp                    |   4 +-
 ql/instruments/makeyoyinflationcapfloor.cpp        |  24 +-
 ql/instruments/makeyoyinflationcapfloor.hpp        |  10 +-
 ql/instruments/nonstandardswap.cpp                 |  93 ++++---
 ql/instruments/nonstandardswap.hpp                 |  34 +--
 ql/instruments/nonstandardswaption.cpp             |  15 +-
 ql/instruments/nonstandardswaption.hpp             |   9 +-
 ql/instruments/overnightindexedswap.cpp            |  58 ++--
 ql/instruments/overnightindexedswap.hpp            |  10 +-
 ql/instruments/stock.cpp                           |   6 +-
 ql/instruments/stock.hpp                           |   2 +-
 ql/instruments/swaption.cpp                        |  26 +-
 ql/instruments/swaption.hpp                        |   2 +-
 ql/instruments/vanillaswap.cpp                     |  39 ++-
 ql/instruments/vanillaswap.hpp                     |  22 +-
 ql/instruments/yearonyearinflationswap.cpp         |  51 ++--
 ql/instruments/yearonyearinflationswap.hpp         |  26 +-
 ql/instruments/zerocouponinflationswap.cpp         |  13 +-
 ql/instruments/zerocouponinflationswap.hpp         |  12 +-
 ql/interestrate.cpp                                |  10 +-
 ql/interestrate.hpp                                |   5 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.cpp      |  11 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.hpp      |   5 +-
 ql/legacy/libormarketmodels/lfmprocess.cpp         |  32 +--
 ql/legacy/libormarketmodels/lfmprocess.hpp         |   4 +-
 ql/legacy/libormarketmodels/lfmswaptionengine.cpp  |  14 +-
 ql/legacy/libormarketmodels/lfmswaptionengine.hpp  |   2 +-
 ql/legacy/libormarketmodels/lmfixedvolmodel.cpp    |  11 +-
 ql/legacy/libormarketmodels/lmfixedvolmodel.hpp    |   3 +-
 ql/math/abcdmathfunction.cpp                       |   4 +-
 ql/math/abcdmathfunction.hpp                       |   2 +-
 ql/math/functional.hpp                             |   3 +-
 ql/math/integrals/twodimensionalintegral.hpp       |   8 +-
 ql/math/interpolations/abcdinterpolation.hpp       |  44 +--
 ql/math/interpolations/flatextrapolation2d.hpp     |   5 +-
 ql/math/interpolations/kernelinterpolation.hpp     |  13 +-
 ql/math/interpolations/kernelinterpolation2d.hpp   |  20 +-
 ql/math/interpolations/multicubicspline.hpp        |   7 +-
 ql/math/interpolations/sabrinterpolation.hpp       |  11 +-
 ql/math/interpolations/xabrinterpolation.hpp       |  58 ++--
 ql/math/matrixutilities/bicgstab.cpp               |  12 +-
 ql/math/matrixutilities/bicgstab.hpp               |   7 +-
 ql/math/matrixutilities/gmres.cpp                  |   9 +-
 ql/math/matrixutilities/gmres.hpp                  |   3 +-
 ql/math/matrixutilities/pseudosqrt.cpp             |  14 +-
 ql/math/matrixutilities/tapcorrelations.hpp        |  20 +-
 ql/math/optimization/constraint.cpp                |   4 +-
 ql/math/optimization/constraint.hpp                |  11 +-
 ql/math/optimization/leastsquare.cpp               |   7 +-
 ql/math/optimization/leastsquare.hpp               |   2 +-
 ql/math/optimization/linesearchbasedmethod.cpp     |  10 +-
 ql/math/optimization/linesearchbasedmethod.hpp     |   3 +-
 ql/math/optimization/problem.hpp                   |   9 +-
 ql/math/optimization/projectedconstraint.hpp       |  14 +-
 ql/math/optimization/projection.cpp                |  10 +-
 ql/math/optimization/projection.hpp                |   4 +-
 ql/math/randomnumbers/latticersg.cpp               |  20 +-
 ql/math/randomnumbers/latticersg.hpp               |   4 +-
 ql/math/randomnumbers/randomizedlds.hpp            |  12 +-
 ql/methods/finitedifferences/americancondition.hpp |   6 +-
 .../finitedifferences/finitedifferencemodel.hpp    |  15 +-
 ql/methods/finitedifferences/meshers/fdmmesher.hpp |   5 +-
 ql/methods/finitedifferences/mixedscheme.hpp       |   9 +-
 .../finitedifferences/operators/fdmbatesop.cpp     |  58 ++--
 .../finitedifferences/operators/fdmbatesop.hpp     |  13 +-
 .../operators/fdmblackscholesop.cpp                |  34 +--
 .../operators/fdmblackscholesop.hpp                |   3 +-
 .../operators/fdmhestonhullwhiteop.cpp             |  22 +-
 .../operators/fdmhestonhullwhiteop.hpp             |   7 +-
 .../finitedifferences/operators/fdmhestonop.cpp    |  43 ++-
 .../finitedifferences/operators/fdmhestonop.hpp    |  22 +-
 .../operators/fdmlinearopiterator.hpp              |  10 +-
 .../operators/fdmlocalvolfwdop.cpp                 |   9 +-
 .../operators/fdmlocalvolfwdop.hpp                 |  13 +-
 .../operators/fdmornsteinuhlenbeckop.cpp           |  21 +-
 .../operators/fdmornsteinuhlenbeckop.hpp           |   9 +-
 .../finitedifferences/operators/fdmsabrop.cpp      |  38 +--
 .../finitedifferences/operators/fdmsabrop.hpp      |  12 +-
 .../operators/numericaldifferentiation.cpp         |  26 +-
 .../operators/numericaldifferentiation.hpp         |  17 +-
 ql/methods/finitedifferences/pdebsm.hpp            |   3 +-
 ql/methods/finitedifferences/pdeshortrate.hpp      |   3 +-
 .../schemes/boundaryconditionschemehelper.hpp      |   6 +-
 .../finitedifferences/schemes/craigsneydscheme.cpp |  16 +-
 .../finitedifferences/schemes/craigsneydscheme.hpp |   7 +-
 .../finitedifferences/schemes/douglasscheme.cpp    |  14 +-
 .../finitedifferences/schemes/douglasscheme.hpp    |   4 +-
 .../schemes/expliciteulerscheme.cpp                |   9 +-
 .../schemes/expliciteulerscheme.hpp                |   5 +-
 .../schemes/hundsdorferscheme.cpp                  |  16 +-
 .../schemes/hundsdorferscheme.hpp                  |   7 +-
 .../schemes/impliciteulerscheme.cpp                |  11 +-
 .../schemes/impliciteulerscheme.hpp                |   9 +-
 .../schemes/methodoflinesscheme.cpp                |  20 +-
 .../schemes/methodoflinesscheme.hpp                |   2 +-
 .../schemes/modifiedcraigsneydscheme.cpp           |  16 +-
 .../schemes/modifiedcraigsneydscheme.hpp           |   7 +-
 .../finitedifferences/schemes/trbdf2scheme.hpp     |  24 +-
 ql/methods/finitedifferences/shoutcondition.hpp    |   6 +-
 .../finitedifferences/solvers/fdm1dimsolver.cpp    |  32 +--
 .../finitedifferences/solvers/fdm1dimsolver.hpp    |   2 +-
 .../solvers/fdm2dblackscholessolver.cpp            |  30 +-
 .../solvers/fdm2dblackscholessolver.hpp            |   6 +-
 .../finitedifferences/solvers/fdm2dimsolver.cpp    |  30 +-
 .../finitedifferences/solvers/fdm2dimsolver.hpp    |   2 +-
 .../finitedifferences/solvers/fdm3dimsolver.cpp    |  37 ++-
 .../finitedifferences/solvers/fdm3dimsolver.hpp    |   2 +-
 .../solvers/fdmbackwardsolver.cpp                  |  15 +-
 .../solvers/fdmbackwardsolver.hpp                  |   4 +-
 .../finitedifferences/solvers/fdmbatessolver.cpp   |  25 +-
 .../finitedifferences/solvers/fdmbatessolver.hpp   |  14 +-
 .../solvers/fdmblackscholessolver.cpp              |  30 +-
 .../solvers/fdmblackscholessolver.hpp              |  16 +-
 .../finitedifferences/solvers/fdmcirsolver.cpp     |  24 +-
 .../finitedifferences/solvers/fdmcirsolver.hpp     |   6 +-
 .../finitedifferences/solvers/fdmg2solver.cpp      |  16 +-
 .../finitedifferences/solvers/fdmg2solver.hpp      |   7 +-
 .../solvers/fdmhestonhullwhitesolver.cpp           |  22 +-
 .../solvers/fdmhestonhullwhitesolver.hpp           |  11 +-
 .../finitedifferences/solvers/fdmhestonsolver.cpp  |  23 +-
 .../finitedifferences/solvers/fdmhestonsolver.hpp  |   8 +-
 .../solvers/fdmhullwhitesolver.cpp                 |  16 +-
 .../solvers/fdmhullwhitesolver.hpp                 |   7 +-
 .../finitedifferences/solvers/fdmndimsolver.hpp    |  28 +-
 .../solvers/fdmsimple2dbssolver.cpp                |  14 +-
 .../solvers/fdmsimple2dbssolver.hpp                |   9 +-
 .../stepconditions/fdmamericanstepcondition.cpp    |   8 +-
 .../stepconditions/fdmamericanstepcondition.hpp    |   5 +-
 .../fdmarithmeticaveragecondition.cpp              |  13 +-
 .../fdmarithmeticaveragecondition.hpp              |  10 +-
 .../stepconditions/fdmbermudanstepcondition.cpp    |  18 +-
 .../stepconditions/fdmbermudanstepcondition.hpp    |  11 +-
 .../stepconditions/fdmsimplestoragecondition.cpp   |  16 +-
 .../stepconditions/fdmsimplestoragecondition.hpp   |  23 +-
 .../stepconditions/fdmsimpleswingcondition.cpp     |  22 +-
 .../stepconditions/fdmsimpleswingcondition.hpp     |  29 +-
 .../stepconditions/fdmstepconditioncomposite.cpp   |  15 +-
 .../stepconditions/fdmstepconditioncomposite.hpp   |   5 +-
 .../utilities/bsmrndcalculator.cpp                 |   9 +-
 .../utilities/bsmrndcalculator.hpp                 |  17 +-
 .../utilities/fdmaffinemodeltermstructure.cpp      |  22 +-
 .../utilities/fdmaffinemodeltermstructure.hpp      |  13 +-
 .../utilities/fdmdiscountdirichletboundary.cpp     |  14 +-
 .../utilities/fdminnervaluecalculator.cpp          |  30 +-
 .../utilities/fdminnervaluecalculator.hpp          |  13 +-
 .../utilities/fdmquantohelper.cpp                  |  21 +-
 .../utilities/fdmquantohelper.hpp                  |  27 +-
 .../utilities/fdmtimedepdirichletboundary.cpp      |  26 +-
 .../utilities/fdmtimedepdirichletboundary.hpp      |  18 +-
 .../utilities/gbsmrndcalculator.cpp                |  14 +-
 .../utilities/gbsmrndcalculator.hpp                |  13 +-
 .../utilities/hestonrndcalculator.cpp              |  23 +-
 .../utilities/hestonrndcalculator.hpp              |   2 +-
 .../utilities/localvolrndcalculator.cpp            |  80 +++---
 .../utilities/localvolrndcalculator.hpp            |  59 ++--
 ql/methods/montecarlo/lsmbasissystem.cpp           |   7 +-
 ql/methods/montecarlo/montecarlomodel.hpp          |  29 +-
 ql/methods/montecarlo/multipath.hpp                |   7 +-
 ql/methods/montecarlo/path.hpp                     |  10 +-
 ql/methods/montecarlo/sample.hpp                   |   4 +-
 ql/models/calibrationhelper.hpp                    |  25 +-
 ql/models/equity/hestonmodelhelper.cpp             |  54 ++--
 ql/models/equity/hestonmodelhelper.hpp             |   4 +-
 .../equity/piecewisetimedependenthestonmodel.cpp   |  14 +-
 .../equity/piecewisetimedependenthestonmodel.hpp   |  19 +-
 ql/models/marketmodels/accountingengine.cpp        |  18 +-
 ql/models/marketmodels/accountingengine.hpp        |   2 +-
 .../callability/bermudanswaptionexercisevalue.cpp  |  13 +-
 .../callability/bermudanswaptionexercisevalue.hpp  |   2 +-
 ql/models/marketmodels/callability/lsstrategy.cpp  |  24 +-
 ql/models/marketmodels/callability/lsstrategy.hpp  |  13 +-
 .../callability/nothingexercisevalue.cpp           |  13 +-
 .../callability/nothingexercisevalue.hpp           |   2 +-
 .../callability/parametricexerciseadapter.cpp      |  14 +-
 .../callability/parametricexerciseadapter.hpp      |   5 +-
 .../marketmodels/callability/swapratetrigger.cpp   |   9 +-
 .../marketmodels/callability/swapratetrigger.hpp   |   2 +-
 .../callability/triggeredswapexercise.cpp          |  15 +-
 .../callability/triggeredswapexercise.hpp          |   2 +-
 .../marketmodels/callability/upperboundengine.cpp  |  38 ++-
 .../marketmodels/callability/upperboundengine.hpp  |  18 +-
 .../marketmodels/correlations/expcorrelations.cpp  |  20 +-
 .../marketmodels/correlations/expcorrelations.hpp  |  11 +-
 .../historicalforwardratesanalysis.hpp             |  59 ++--
 ql/models/marketmodels/historicalratesanalysis.cpp |  17 +-
 ql/models/marketmodels/historicalratesanalysis.hpp |  11 +-
 ql/models/marketmodels/models/alphafinder.cpp      |   7 +-
 ql/models/marketmodels/models/alphafinder.hpp      |   2 +-
 .../marketmodels/models/alphaformconcrete.cpp      |  13 +-
 .../marketmodels/models/alphaformconcrete.hpp      |   6 +-
 .../models/capletcoterminalalphacalibration.cpp    |  10 +-
 .../models/capletcoterminalalphacalibration.hpp    |   2 +-
 .../marketmodels/models/ctsmmcapletcalibration.cpp |  40 ++-
 .../marketmodels/models/ctsmmcapletcalibration.hpp |  12 +-
 ql/models/marketmodels/models/flatvol.cpp          |  27 +-
 ql/models/marketmodels/models/flatvol.hpp          |  22 +-
 ql/models/marketmodels/models/fwdperiodadapter.cpp |  28 +-
 ql/models/marketmodels/models/fwdperiodadapter.hpp |   9 +-
 ql/models/marketmodels/models/pseudorootfacade.cpp |  22 +-
 ql/models/marketmodels/models/pseudorootfacade.hpp |   9 +-
 .../marketmodels/pathwiseaccountingengine.cpp      |  83 +++---
 .../marketmodels/pathwiseaccountingengine.hpp      |  34 ++-
 .../pathwisegreeks/ratepseudorootjacobian.cpp      |  50 ++--
 .../pathwisegreeks/ratepseudorootjacobian.hpp      |  49 ++--
 .../pathwisegreeks/vegabumpcluster.cpp             |  11 +-
 .../pathwisegreeks/vegabumpcluster.hpp             |   9 +-
 .../products/multiproductmultistep.cpp             |   8 +-
 .../products/multiproductmultistep.hpp             |   2 +-
 .../marketmodels/products/multiproductonestep.cpp  |   8 +-
 .../marketmodels/products/multiproductonestep.hpp  |   2 +-
 .../multistep/callspecifiedmultiproduct.cpp        |  15 +-
 .../multistep/callspecifiedmultiproduct.hpp        |  31 +--
 .../marketmodels/products/multistep/cashrebate.cpp |  17 +-
 .../marketmodels/products/multistep/cashrebate.hpp |   4 +-
 .../products/multistep/multistepcoinitialswaps.cpp |  22 +-
 .../products/multistep/multistepcoinitialswaps.hpp |   8 +-
 .../multistep/multistepcoterminalswaps.cpp         |  22 +-
 .../multistep/multistepcoterminalswaps.hpp         |   4 +-
 .../multistep/multistepcoterminalswaptions.cpp     |  16 +-
 .../multistep/multistepcoterminalswaptions.hpp     |   2 +-
 .../products/multistep/multistepforwards.cpp       |  16 +-
 .../products/multistep/multistepforwards.hpp       |   4 +-
 .../products/multistep/multistepinversefloater.cpp |  36 +--
 .../products/multistep/multistepinversefloater.hpp |  14 +-
 .../products/multistep/multistepoptionlets.cpp     |  18 +-
 .../products/multistep/multistepoptionlets.hpp     |   4 +-
 .../multistep/multistepperiodcapletswaptions.cpp   |  36 +--
 .../multistep/multistepperiodcapletswaptions.hpp   |  16 +-
 .../products/multistep/multistepratchet.cpp        |  27 +-
 .../products/multistep/multistepratchet.hpp        |   2 +-
 .../products/multistep/multistepswap.cpp           |  16 +-
 .../products/multistep/multistepswap.hpp           |   4 +-
 .../products/multistep/multisteptarn.cpp           |  31 +--
 .../products/multistep/multisteptarn.hpp           |  16 +-
 .../products/onestep/onestepcoinitialswaps.cpp     |  22 +-
 .../products/onestep/onestepcoinitialswaps.hpp     |   4 +-
 .../products/onestep/onestepcoterminalswaps.cpp    |  22 +-
 .../products/onestep/onestepcoterminalswaps.hpp    |   8 +-
 .../products/onestep/onestepforwards.cpp           |  13 +-
 .../products/onestep/onestepforwards.hpp           |   4 +-
 .../products/onestep/onestepoptionlets.cpp         |  18 +-
 .../products/onestep/onestepoptionlets.hpp         |   4 +-
 .../pathwise/pathwiseproductcallspecified.cpp      | 305 +++++++++------------
 .../pathwise/pathwiseproductcallspecified.hpp      |  33 ++-
 .../products/pathwise/pathwiseproductcaplet.cpp    |  15 +-
 .../products/pathwise/pathwiseproductcaplet.hpp    |  12 +-
 .../pathwise/pathwiseproductcashrebate.cpp         |  20 +-
 .../pathwise/pathwiseproductcashrebate.hpp         |   8 +-
 .../pathwise/pathwiseproductinversefloater.cpp     |  28 +-
 .../pathwise/pathwiseproductinversefloater.hpp     |  61 ++---
 ql/models/marketmodels/proxygreekengine.cpp        |  35 ++-
 ql/models/marketmodels/proxygreekengine.hpp        |  12 +-
 ql/models/model.cpp                                |  11 +-
 ql/models/model.hpp                                |  12 +-
 ql/models/parameter.hpp                            |  16 +-
 .../shortrate/calibrationhelpers/caphelper.cpp     |  23 +-
 .../shortrate/calibrationhelpers/caphelper.hpp     |   6 +-
 .../calibrationhelpers/swaptionhelper.cpp          | 118 ++++----
 .../calibrationhelpers/swaptionhelper.hpp          |  24 +-
 ql/models/shortrate/onefactormodel.cpp             |  38 ++-
 ql/models/shortrate/onefactormodel.hpp             |  15 +-
 .../shortrate/onefactormodels/blackkarasinski.hpp  |   9 +-
 .../onefactormodels/extendedcoxingersollross.hpp   |  16 +-
 ql/models/shortrate/onefactormodels/gsr.cpp        | 121 ++++----
 ql/models/shortrate/onefactormodels/gsr.hpp        |  14 +-
 ql/models/shortrate/onefactormodels/hullwhite.hpp  |  16 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |  80 +++---
 .../shortrate/onefactormodels/markovfunctional.hpp |  25 +-
 ql/models/shortrate/twofactormodel.hpp             |  12 +-
 ql/models/shortrate/twofactormodels/g2.cpp         |  26 +-
 ql/models/shortrate/twofactormodels/g2.hpp         |  27 +-
 ql/models/volatility/garch.cpp                     |  15 +-
 ql/money.hpp                                       |  13 +-
 ql/numericalmethod.hpp                             |   5 +-
 ql/option.hpp                                      |   6 +-
 .../asian/analytic_cont_geom_av_price.cpp          |   9 +-
 .../asian/analytic_cont_geom_av_price.hpp          |   2 +-
 .../asian/analytic_discr_geom_av_price.cpp         |  11 +-
 .../asian/analytic_discr_geom_av_price.hpp         |   2 +-
 .../asian/analytic_discr_geom_av_strike.cpp        |  11 +-
 .../asian/analytic_discr_geom_av_strike.hpp        |   2 +-
 .../asian/fdblackscholesasianengine.cpp            |  18 +-
 .../asian/fdblackscholesasianengine.hpp            |   8 +-
 .../asian/mc_discr_arith_av_price.hpp              |  18 +-
 .../asian/mc_discr_arith_av_price_heston.cpp       |  16 +-
 .../asian/mc_discr_arith_av_price_heston.hpp       |   2 +-
 .../asian/mc_discr_arith_av_strike.hpp             |  15 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.hpp |  17 +-
 .../asian/mc_discr_geom_av_price_heston.cpp        |  16 +-
 .../asian/mc_discr_geom_av_price_heston.hpp        |   2 +-
 .../asian/mcdiscreteasianenginebase.hpp            |  60 ++--
 .../barrier/analyticbarrierengine.cpp              |   7 +-
 .../barrier/analyticbarrierengine.hpp              |   3 +-
 .../barrier/analyticbinarybarrierengine.cpp        |  15 +-
 .../barrier/analyticbinarybarrierengine.hpp        |   3 +-
 .../barrier/binomialbarrierengine.hpp              |  14 +-
 .../barrier/fdblackscholesbarrierengine.cpp        |  30 +-
 .../barrier/fdblackscholesbarrierengine.hpp        |  12 +-
 .../barrier/fdblackscholesrebateengine.cpp         |  31 ++-
 .../barrier/fdblackscholesrebateengine.hpp         |  12 +-
 .../barrier/fdhestonbarrierengine.cpp              |  39 ++-
 .../barrier/fdhestonbarrierengine.hpp              |  10 +-
 ql/pricingengines/barrier/fdhestonrebateengine.cpp |  39 ++-
 ql/pricingengines/barrier/fdhestonrebateengine.hpp |  10 +-
 ql/pricingengines/barrier/mcbarrierengine.cpp      |  42 ++-
 ql/pricingengines/barrier/mcbarrierengine.hpp      |  88 +++---
 ql/pricingengines/basket/kirkengine.cpp            |  14 +-
 ql/pricingengines/basket/kirkengine.hpp            |   7 +-
 .../basket/mcamericanbasketengine.cpp              |  22 +-
 .../basket/mcamericanbasketengine.hpp              |  37 ++-
 .../basket/mceuropeanbasketengine.cpp              |   8 +-
 .../basket/mceuropeanbasketengine.hpp              |  52 ++--
 ql/pricingengines/basket/stulzengine.cpp           |  16 +-
 ql/pricingengines/basket/stulzengine.hpp           |   7 +-
 ql/pricingengines/bond/discountingbondengine.cpp   |   8 +-
 ql/pricingengines/bond/discountingbondengine.hpp   |   2 +-
 .../capfloor/analyticcapfloorengine.cpp            |  12 +-
 .../capfloor/analyticcapfloorengine.hpp            |   5 +-
 .../capfloor/bacheliercapfloorengine.cpp           |  36 ++-
 .../capfloor/bacheliercapfloorengine.hpp           |   8 +-
 ql/pricingengines/capfloor/blackcapfloorengine.cpp |  44 ++-
 ql/pricingengines/capfloor/blackcapfloorengine.hpp |  10 +-
 .../capfloor/gaussian1dcapfloorengine.hpp          |  21 +-
 ql/pricingengines/capfloor/mchullwhiteengine.cpp   |  10 +-
 ql/pricingengines/capfloor/mchullwhiteengine.hpp   |  26 +-
 ql/pricingengines/capfloor/treecapfloorengine.cpp  |  29 +-
 ql/pricingengines/capfloor/treecapfloorengine.hpp  |   6 +-
 .../cliquet/analyticcliquetengine.cpp              |   9 +-
 .../cliquet/analyticcliquetengine.hpp              |   3 +-
 .../cliquet/analyticperformanceengine.cpp          |   9 +-
 .../cliquet/analyticperformanceengine.hpp          |   3 +-
 ql/pricingengines/cliquet/mcperformanceengine.cpp  |   9 +-
 ql/pricingengines/cliquet/mcperformanceengine.hpp  |  62 ++---
 ql/pricingengines/credit/integralcdsengine.cpp     |  14 +-
 ql/pricingengines/credit/integralcdsengine.hpp     |   4 +-
 ql/pricingengines/credit/isdacdsengine.cpp         |  20 +-
 ql/pricingengines/credit/isdacdsengine.hpp         |   4 +-
 ql/pricingengines/credit/midpointcdsengine.cpp     |  12 +-
 ql/pricingengines/credit/midpointcdsengine.hpp     |   4 +-
 ql/pricingengines/forward/forwardengine.hpp        |  12 +-
 .../forward/mcforwardeuropeanbsengine.hpp          |  14 +-
 .../forward/mcforwardvanillaengine.hpp             |  53 ++--
 ql/pricingengines/forward/mcvarianceswapengine.hpp |  78 +++---
 .../forward/replicatingvarianceswapengine.hpp      |  25 +-
 ql/pricingengines/genericmodelengine.hpp           |   8 +-
 .../inflation/inflationcapfloorengines.cpp         |  15 +-
 .../inflation/inflationcapfloorengines.hpp         |   6 +-
 .../lookback/analyticcontinuousfixedlookback.cpp   |  10 +-
 .../lookback/analyticcontinuousfixedlookback.hpp   |   2 +-
 .../analyticcontinuousfloatinglookback.cpp         |  10 +-
 .../analyticcontinuousfloatinglookback.hpp         |   2 +-
 .../analyticcontinuouspartialfixedlookback.cpp     |  10 +-
 .../analyticcontinuouspartialfixedlookback.hpp     |   2 +-
 .../analyticcontinuouspartialfloatinglookback.cpp  |   9 +-
 .../analyticcontinuouspartialfloatinglookback.hpp  |   2 +-
 ql/pricingengines/lookback/mclookbackengine.hpp    |  63 ++---
 ql/pricingengines/mclongstaffschwartzengine.hpp    |  38 +--
 ql/pricingengines/quanto/quantoengine.hpp          |  28 +-
 ql/pricingengines/swap/discountingswapengine.cpp   |  10 +-
 ql/pricingengines/swap/discountingswapengine.hpp   |   2 +-
 ql/pricingengines/swap/treeswapengine.cpp          |   9 +-
 ql/pricingengines/swap/treeswapengine.hpp          |  16 +-
 .../swaption/basketgeneratingengine.hpp            |  50 ++--
 ql/pricingengines/swaption/blackswaptionengine.hpp | 103 +++----
 .../gaussian1djamshidianswaptionengine.cpp         |  21 +-
 .../swaption/gaussian1dswaptionengine.hpp          |  39 ++-
 .../swaption/jamshidianswaptionengine.cpp          |   8 +-
 .../swaption/jamshidianswaptionengine.hpp          |  12 +-
 ql/pricingengines/swaption/treeswaptionengine.cpp  |  41 ++-
 ql/pricingengines/swaption/treeswaptionengine.hpp  |   9 +-
 .../vanilla/analyticbsmhullwhiteengine.cpp         |  13 +-
 .../vanilla/analyticbsmhullwhiteengine.hpp         |   7 +-
 ql/pricingengines/vanilla/analyticcevengine.cpp    |  15 +-
 ql/pricingengines/vanilla/analyticcevengine.hpp    |   4 +-
 .../vanilla/analyticdigitalamericanengine.cpp      |  11 +-
 .../vanilla/analyticdigitalamericanengine.hpp      |   3 +-
 .../vanilla/analyticdividendeuropeanengine.cpp     |   9 +-
 .../vanilla/analyticdividendeuropeanengine.hpp     |   3 +-
 .../vanilla/analyticeuropeanengine.cpp             |  15 +-
 .../vanilla/analyticeuropeanengine.hpp             |   8 +-
 .../vanilla/analyticeuropeanvasicekengine.cpp      |  14 +-
 .../vanilla/analyticeuropeanvasicekengine.hpp      |   7 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp |  34 +--
 ql/pricingengines/vanilla/analytichestonengine.hpp |   6 +-
 .../vanilla/analytichestonhullwhiteengine.cpp      |  20 +-
 .../vanilla/analytichestonhullwhiteengine.hpp      |  17 +-
 .../vanilla/baroneadesiwhaleyengine.cpp            |  13 +-
 .../vanilla/baroneadesiwhaleyengine.hpp            |   3 +-
 ql/pricingengines/vanilla/binomialengine.hpp       |   7 +-
 .../vanilla/bjerksundstenslandengine.cpp           |  14 +-
 .../vanilla/bjerksundstenslandengine.hpp           |   3 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        |  74 +++--
 .../vanilla/fdblackscholesvanillaengine.hpp        |  25 +-
 ql/pricingengines/vanilla/fdcevvanillaengine.cpp   |  57 ++--
 ql/pricingengines/vanilla/fdcevvanillaengine.hpp   |  17 +-
 ql/pricingengines/vanilla/fdcirvanillaengine.cpp   |  46 ++--
 ql/pricingengines/vanilla/fdcirvanillaengine.hpp   |  26 +-
 .../vanilla/fdhestonhullwhitevanillaengine.cpp     |  46 ++--
 .../vanilla/fdhestonhullwhitevanillaengine.hpp     |   8 +-
 .../vanilla/fdhestonvanillaengine.cpp              |  93 +++----
 .../vanilla/fdhestonvanillaengine.hpp              |   9 +-
 ql/pricingengines/vanilla/fdsabrvanillaengine.cpp  |  49 ++--
 ql/pricingengines/vanilla/fdsabrvanillaengine.hpp  |  20 +-
 .../vanilla/fdsimplebsswingengine.cpp              |  32 +--
 .../vanilla/fdsimplebsswingengine.hpp              |   8 +-
 ql/pricingengines/vanilla/fdvanillaengine.hpp      |  22 +-
 ql/pricingengines/vanilla/integralengine.cpp       |  17 +-
 ql/pricingengines/vanilla/integralengine.hpp       |   3 +-
 ql/pricingengines/vanilla/jumpdiffusionengine.cpp  |  18 +-
 ql/pricingengines/vanilla/jumpdiffusionengine.hpp  |   2 +-
 ql/pricingengines/vanilla/juquadraticengine.cpp    |  13 +-
 ql/pricingengines/vanilla/juquadraticengine.hpp    |   3 +-
 ql/pricingengines/vanilla/mcamericanengine.cpp     |  20 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  18 +-
 ql/pricingengines/vanilla/mcdigitalengine.cpp      |  17 +-
 ql/pricingengines/vanilla/mcdigitalengine.hpp      |  28 +-
 ql/pricingengines/vanilla/mceuropeanengine.hpp     |  12 +-
 .../vanilla/mceuropeangjrgarchengine.hpp           |  13 +-
 .../vanilla/mchestonhullwhiteengine.cpp            |  12 +-
 .../vanilla/mchestonhullwhiteengine.hpp            |  25 +-
 ql/pricingengines/vanilla/mcvanillaengine.hpp      |  32 +--
 ql/processes/blackscholesprocess.cpp               |  41 ++-
 ql/processes/blackscholesprocess.hpp               |  28 +-
 ql/processes/gjrgarchprocess.cpp                   |  34 ++-
 ql/processes/gjrgarchprocess.hpp                   |  15 +-
 ql/processes/gsrprocess.cpp                        |  16 +-
 ql/processes/gsrprocess.hpp                        |   2 +-
 ql/processes/hestonprocess.cpp                     |  40 +--
 ql/processes/hestonprocess.hpp                     |  13 +-
 ql/processes/jointstochasticprocess.cpp            |  13 +-
 ql/processes/jointstochasticprocess.hpp            |   5 +-
 ql/processes/merton76process.cpp                   |  27 +-
 ql/processes/merton76process.hpp                   |  19 +-
 ql/quotes/compositequote.hpp                       |  19 +-
 ql/quotes/derivedquote.hpp                         |  12 +-
 ql/quotes/eurodollarfuturesquote.cpp               |  23 +-
 ql/quotes/eurodollarfuturesquote.hpp               |   6 +-
 ql/quotes/forwardswapquote.cpp                     |  10 +-
 ql/quotes/forwardswapquote.hpp                     |   4 +-
 ql/quotes/forwardvaluequote.cpp                    |   7 +-
 ql/quotes/forwardvaluequote.hpp                    |   3 +-
 ql/quotes/futuresconvadjustmentquote.cpp           |  41 ++-
 ql/quotes/futuresconvadjustmentquote.hpp           |  12 +-
 ql/quotes/impliedstddevquote.cpp                   |  12 +-
 ql/quotes/impliedstddevquote.hpp                   |   4 +-
 ql/quotes/lastfixingquote.cpp                      |   4 +-
 ql/quotes/lastfixingquote.hpp                      |   2 +-
 ql/rebatedexercise.cpp                             |  40 ++-
 ql/rebatedexercise.hpp                             |   4 +-
 ql/stochasticprocess.cpp                           |  11 +-
 ql/stochasticprocess.hpp                           |   4 +-
 ql/termstructure.cpp                               |  24 +-
 ql/termstructure.hpp                               |  10 +-
 ql/termstructures/bootstraphelper.hpp              |  11 +-
 .../credit/defaultdensitystructure.cpp             |   7 +-
 .../credit/defaultprobabilityhelpers.cpp           |  65 +++--
 .../credit/defaultprobabilityhelpers.hpp           |  12 +-
 ql/termstructures/credit/flathazardrate.cpp        |  11 +-
 ql/termstructures/credit/flathazardrate.hpp        |   6 +-
 ql/termstructures/credit/hazardratestructure.cpp   |   7 +-
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  62 +++--
 ql/termstructures/defaulttermstructure.cpp         |  40 ++-
 ql/termstructures/defaulttermstructure.hpp         |   6 +-
 ql/termstructures/globalbootstrap.hpp              |  27 +-
 ql/termstructures/inflation/inflationhelpers.cpp   |  35 +--
 ql/termstructures/inflation/inflationhelpers.hpp   |  52 ++--
 .../inflation/interpolatedyoyinflationcurve.hpp    |  64 +++--
 .../inflation/interpolatedzeroinflationcurve.hpp   | 230 ++++++++--------
 .../inflation/piecewiseyoyinflationcurve.hpp       |  38 +--
 .../inflation/piecewisezeroinflationcurve.hpp      |  38 +--
 ql/termstructures/inflationtermstructure.cpp       |  76 +++--
 ql/termstructures/inflationtermstructure.hpp       |  53 ++--
 ql/termstructures/interpolatedcurve.hpp            |   7 +-
 ql/termstructures/volatility/abcdcalibration.cpp   |  42 +--
 ql/termstructures/volatility/abcdcalibration.hpp   |  28 +-
 .../capfloor/constantcapfloortermvol.cpp           |  31 +--
 .../capfloor/constantcapfloortermvol.hpp           |   4 +-
 .../equityfx/andreasenhugelocalvoladapter.cpp      |   7 +-
 .../equityfx/andreasenhugelocalvoladapter.hpp      |   2 +-
 .../equityfx/andreasenhugevolatilityadapter.cpp    |  11 +-
 .../equityfx/andreasenhugevolatilityadapter.hpp    |   3 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  73 +++--
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |  11 +-
 .../volatility/equityfx/blackconstantvol.hpp       |  15 +-
 .../volatility/equityfx/blackvariancecurve.cpp     |  18 +-
 .../volatility/equityfx/blackvariancecurve.hpp     |   2 +-
 .../volatility/equityfx/blackvariancesurface.cpp   |  26 +-
 .../volatility/equityfx/blackvariancesurface.hpp   |  10 +-
 .../volatility/equityfx/fixedlocalvolsurface.cpp   |  73 +++--
 .../volatility/equityfx/fixedlocalvolsurface.hpp   |  33 +--
 .../volatility/equityfx/hestonblackvolsurface.cpp  |  21 +-
 .../volatility/equityfx/hestonblackvolsurface.hpp  |   2 +-
 .../equityfx/impliedvoltermstructure.hpp           |   9 +-
 .../volatility/equityfx/localconstantvol.hpp       |  41 ++-
 .../volatility/equityfx/localvolsurface.cpp        |  35 ++-
 .../volatility/equityfx/localvolsurface.hpp        |  10 +-
 .../volatility/gaussian1dsmilesection.cpp          |  58 ++--
 .../volatility/gaussian1dsmilesection.hpp          |   4 +-
 .../yoyinflationoptionletvolatilitystructure.cpp   |  42 +--
 .../yoyinflationoptionletvolatilitystructure.hpp   |   4 +-
 .../volatility/interpolatedsmilesection.hpp        | 112 ++++----
 .../volatility/optionlet/constantoptionletvol.cpp  |  35 ++-
 .../volatility/optionlet/constantoptionletvol.hpp  |  15 +-
 .../volatility/optionlet/optionletstripper.cpp     |  18 +-
 .../volatility/optionlet/optionletstripper.hpp     |   4 +-
 .../volatility/optionlet/optionletstripper2.cpp    |  27 +-
 .../volatility/optionlet/optionletstripper2.hpp    |   2 +-
 .../volatility/optionlet/spreadedoptionletvol.cpp  |   8 +-
 .../volatility/optionlet/spreadedoptionletvol.hpp  |   2 +-
 .../volatility/optionlet/strippedoptionlet.cpp     |  32 ++-
 .../volatility/optionlet/strippedoptionlet.hpp     |  13 +-
 .../volatility/sabrinterpolatedsmilesection.cpp    | 124 +++++----
 .../volatility/sabrinterpolatedsmilesection.hpp    |  14 +-
 ql/termstructures/volatility/smilesection.cpp      |  15 +-
 ql/termstructures/volatility/smilesection.hpp      |   4 +-
 .../volatility/spreadedsmilesection.cpp            |  14 +-
 .../volatility/spreadedsmilesection.hpp            |   3 +-
 .../volatility/swaption/cmsmarket.cpp              |  56 ++--
 .../volatility/swaption/cmsmarket.hpp              |  13 +-
 .../swaption/gaussian1dswaptionvolatility.cpp      |  12 +-
 .../swaption/gaussian1dswaptionvolatility.hpp      |   4 +-
 .../volatility/swaption/spreadedswaptionvol.cpp    |  19 +-
 .../volatility/swaption/spreadedswaptionvol.hpp    |   2 +-
 .../volatility/swaption/swaptionconstantvol.cpp    |  43 ++-
 .../volatility/swaption/swaptionconstantvol.hpp    |   4 +-
 .../volatility/swaption/swaptionvolcube.cpp        |  27 +-
 .../volatility/swaption/swaptionvolcube.hpp        |  17 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  74 ++---
 .../yield/compositezeroyieldstructure.hpp          |  47 ++--
 ql/termstructures/yield/drifttermstructure.hpp     |  20 +-
 .../yield/fittedbonddiscountcurve.cpp              |  87 +++---
 .../yield/fittedbonddiscountcurve.hpp              |  44 ++-
 ql/termstructures/yield/flatforward.cpp            |  15 +-
 ql/termstructures/yield/flatforward.hpp            |   4 +-
 .../yield/forwardspreadedtermstructure.hpp         |  13 +-
 ql/termstructures/yield/impliedtermstructure.hpp   |  11 +-
 .../yield/nonlinearfittingmethods.cpp              |   4 +-
 .../yield/nonlinearfittingmethods.hpp              |   4 +-
 ql/termstructures/yield/oisratehelper.cpp          |  60 ++--
 ql/termstructures/yield/oisratehelper.hpp          |  46 ++--
 ql/termstructures/yield/piecewiseyieldcurve.hpp    | 110 ++++----
 .../yield/piecewisezerospreadedtermstructure.hpp   |  43 ++-
 ql/termstructures/yield/quantotermstructure.hpp    |  48 ++--
 ql/termstructures/yield/ratehelpers.cpp            | 148 +++++-----
 ql/termstructures/yield/ratehelpers.hpp            |  56 ++--
 .../yield/ultimateforwardtermstructure.hpp         |  17 +-
 .../yield/zerospreadedtermstructure.hpp            |  23 +-
 ql/termstructures/yieldtermstructure.cpp           |  45 ++-
 ql/termstructures/yieldtermstructure.hpp           |   6 +-
 ql/time/calendars/bespokecalendar.cpp              |   4 +-
 ql/time/calendars/bespokecalendar.hpp              |   2 +-
 ql/time/calendars/jointcalendar.cpp                |   9 +-
 ql/time/calendars/jointcalendar.hpp                |   3 +-
 ql/time/date.hpp                                   |   3 +-
 ql/time/daycounter.hpp                             |   7 +-
 ql/time/daycounters/actualactual.hpp               |   4 +-
 ql/time/daycounters/business252.hpp                |   2 +-
 ql/time/schedule.cpp                               |  23 +-
 ql/time/schedule.hpp                               |   6 +-
 test-suite/businessdayconventions.cpp              |   9 +-
 test-suite/defaultprobabilitycurves.cpp            |  19 +-
 test-suite/fdmlinearop.cpp                         |  15 +-
 test-suite/fdsabr.cpp                              |  31 ++-
 test-suite/hestonmodel.cpp                         |  42 ++-
 test-suite/interpolations.cpp                      |  31 ++-
 test-suite/marketmodel.cpp                         |   5 +-
 test-suite/matrices.cpp                            |  14 +-
 test-suite/mclongstaffschwartzengine.cpp           |  12 +-
 test-suite/normalclvmodel.cpp                      |  48 ++--
 test-suite/nthorderderivativeop.cpp                |  35 ++-
 test-suite/piecewiseyieldcurve.cpp                 |  52 ++--
 test-suite/quantlibbenchmark.cpp                   |   8 +-
 test-suite/riskneutraldensitycalculator.cpp        |  57 ++--
 test-suite/squarerootclvmodel.cpp                  |  30 +-
 test-suite/swingoption.cpp                         |  42 +--
 test-suite/utilities.hpp                           |  11 +-
 test-suite/vpp.cpp                                 |  75 +++--
 936 files changed, 9258 insertions(+), 9897 deletions(-)

commit 7cbc75543a940c8ebce276a1d59be6fcdf3e959f
Merge: dace187dc e9152a9e2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Feb 2021 19:30:30 +0100

    Merge pull request #1027.
    
    Added shout option engine in new-style FD framework

commit f0007ee123576712b0e27b1eba7298c6490f23b2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Feb 2021 10:38:31 +0100

    Preemptively make a few fixes clang-tidy would get wrong.

 ql/math/randomnumbers/inversecumulativersg.hpp     | 22 +++-----
 .../utilities/fdmaffinemodelswapinnervalue.hpp     | 65 ++++++++++------------
 ql/methods/lattices/lattice2d.hpp                  | 18 +++---
 .../montecarlo/longstaffschwartzpathpricer.hpp     | 30 +++++-----
 ql/methods/montecarlo/multipathgenerator.hpp       | 16 +++---
 ql/methods/montecarlo/pathgenerator.hpp            | 37 ++++++------
 .../asian/mc_discr_arith_av_price_heston.hpp       | 16 +++---
 .../asian/mc_discr_geom_av_price_heston.hpp        | 16 +++---
 .../forward/mcforwardeuropeanhestonengine.hpp      | 15 ++---
 .../vanilla/mceuropeanhestonengine.hpp             | 13 ++---
 ql/termstructures/bootstraperror.hpp               | 21 ++++---
 11 files changed, 125 insertions(+), 144 deletions(-)

commit 0d66db07ceca155bb5d51d1bcd5c74598045e434
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Feb 2021 18:10:22 +0100

    Don't send notifications unless the evaluation date actually changes

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

commit dace187dcea1016ead235cb1c1c836e1f31a59aa
Merge: dcc2d4f93 97cd80e4d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Feb 2021 15:13:16 +0100

    Merge pull request #1026.
    
    Update newzealand.cpp

commit e9152a9e2c3cede16f2ace2e5134377e1f202865
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Feb 2021 14:52:47 +0100

    Deprecate old vanilla engine.

 ql/pricingengines/vanilla/fdshoutengine.hpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 6866594cdb4919d256d3d4877dda4b2780386885
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 10 Feb 2021 12:58:28 +0200

    Add QuantLib.natvis to Visual Studio project

 QuantLib.natvis          | 46 ++++++++++++++++++++++++++++++++++++++++++++++
 QuantLib.vcxproj         |  3 +++
 QuantLib.vcxproj.filters |  3 +++
 3 files changed, 52 insertions(+)

commit c3633e63a45471b9bc8a0b58266d3167d0be2e3e
Merge: 2fc18f071 e045f73d6
Author: Klaus Spanderen <klaus@spanderen.de>
Date:   Tue, 9 Feb 2021 19:07:22 +0100

    Merge pull request #13 from klausspanderen/update-copyright-list-refs/heads/shout
    
    Update copyright list in license

commit e47641328eea7dce8c3d570c060eebd99ddc41d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Feb 2021 18:56:22 +0100

    Add modernize-pass-by-value check

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

commit c92005c68696626de024a165962e7afdda6c8fa7
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 9 Feb 2021 16:34:32 +0100

    Added whitespace.

 ql/experimental/averageois/arithmeticaverageois.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 5cbdecdb7a6b0449700dff435dd70826fb11fc54
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 9 Feb 2021 16:31:54 +0100

    Reverted accidentally committed changes.

 test-suite/quantlibtestsuite.cpp | 236 +++++++++++++++++++--------------------
 1 file changed, 118 insertions(+), 118 deletions(-)

commit ee3f0169eb1a195928373b381dfe9e32d2f0e32d
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 9 Feb 2021 16:27:28 +0100

    Rolled back previous changes and implemented PR feedback.

 ql/cashflows/overnightindexedcoupon.cpp            |  16 +-
 ql/cashflows/overnightindexedcoupon.hpp            |   8 +-
 .../averageois/arithmeticaverageois.cpp            |   2 +-
 .../averageois/averageoiscouponpricer.hpp          |   8 +-
 ql/experimental/futures/overnightindexfuture.cpp   |  13 +-
 ql/experimental/futures/overnightindexfuture.hpp   |   7 +-
 .../futures/overnightindexfutureratehelper.cpp     |  12 +-
 .../futures/overnightindexfutureratehelper.hpp     |   9 +-
 ql/indexes/iborindex.cpp                           |  10 +-
 ql/indexes/iborindex.hpp                           |  12 +-
 ql/instruments/makeois.cpp                         |  12 +-
 ql/instruments/makeois.hpp                         |   3 +
 ql/instruments/overnightindexedswap.cpp            |  14 +-
 ql/instruments/overnightindexedswap.hpp            |  11 +-
 ql/termstructures/yield/oisratehelper.cpp          |  18 +-
 ql/termstructures/yield/oisratehelper.hpp          |   8 +-
 test-suite/overnightindexedswap.cpp                | 163 +++++++-------
 test-suite/quantlibtestsuite.cpp                   | 236 ++++++++++-----------
 test-suite/sofrfutures.cpp                         |  33 ++-
 19 files changed, 310 insertions(+), 285 deletions(-)

commit dcc2d4f934336fb9daa65cc7acb7fcdf7ef38d80
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Feb 2021 11:41:09 +0100

    Add build in C++20 mode to workflow

 .github/workflows/linux-full-tests.yml | 6 ++++++
 .github/workflows/linux-nondefault.yml | 6 ++++++
 .github/workflows/linux.yml            | 6 ++++++
 3 files changed, 18 insertions(+)

commit 97cd80e4db7ce6b63e70bb6af14c4aa3a63e563f
Author: paul-giltinan <49788843+paul-giltinan@users.noreply.github.com>
Date:   Tue, 9 Feb 2021 13:00:43 +0000

    Update newzealand.cpp

 ql/time/calendars/newzealand.cpp | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

commit b24d89d3fda2a7ae79cfc9f148708ce351fc7faa
Merge: 8a70608a1 7d8b19340
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Feb 2021 12:24:54 +0100

    Merge pull request #1025.
    
    C++11 modernization — use default member init, = default, = delete

commit 882da6cd0e1acf7bfa9172c8c7ea6a2431195024
Author: paul-giltinan <49788843+paul-giltinan@users.noreply.github.com>
Date:   Tue, 9 Feb 2021 10:42:01 +0000

    Update newzealand.cpp
    
    NZ Waitangi day falls on following Monday if weekend. https://www.tradinghours.com/markets/nzx/holidays#:~:text=The%20next%20New%20Zealand%20Stock%20Exchange%20holiday%20is%20National%20Day,8%2C%202021%20which%20is%20today.

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

commit e045f73d606f0158958a599f1e743cb5d19c3f4d
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 8 Feb 2021 21:05:57 +0000

    Update copyright list in license

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

commit 7d8b1934098b6c5de07c0b176ca9dbd0552552de
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Feb 2021 21:48:22 +0100

    Don't declare the Error destructor unless the compiler needs it.

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

commit 2fc18f0719480f99c4d8c7d6f28bbce78774914b
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 8 Feb 2021 21:47:59 +0100

    removed comment

 ql/pricingengines/vanilla/fdblackscholesshoutengine.cpp | 1 -
 1 file changed, 1 deletion(-)

commit 81c12bc4c266fceea82851114ec2dcf1b163ea6d
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 8 Feb 2021 21:45:31 +0100

    fixed spelling in CMake>Lists.txt

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

commit e15f4607c3e6a2736b02e730f3167cdde76d73f2
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 8 Feb 2021 21:37:53 +0100

    added FdBlackScholesShoutEngine

 QuantLib.vcxproj                                   |  6 +-
 QuantLib.vcxproj.filters                           | 14 +++-
 ql/CMakeLists.txt                                  |  4 +
 ql/methods/finitedifferences/utilities/Makefile.am |  2 +
 .../utilities/fdmshoutloginnervaluecalculator.cpp  |  2 +-
 .../utilities/fdmshoutloginnervaluecalculator.hpp  |  4 +-
 ql/pricingengines/vanilla/Makefile.am              |  2 +
 ql/pricingengines/vanilla/all.hpp                  |  1 +
 .../vanilla/fdblackscholesshoutengine.cpp          | 91 ++++++++++++++++++++++
 .../vanilla/fdblackscholesshoutengine.hpp          | 52 +++++++++++++
 test-suite/americanoption.cpp                      | 69 ++++++++--------
 test-suite/quantlibbenchmark.cpp                   |  2 -
 12 files changed, 209 insertions(+), 40 deletions(-)

commit 3695ea2929c038d12f23d3a23f9e986945404111
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Feb 2021 20:39:07 +0100

    Avoid warning in clang.

 .../finitedifferences/schemes/boundaryconditionschemehelper.hpp       | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit cddf2c491d92113a45c0c52c1ecdd01e0ab46953
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 8 Feb 2021 16:41:03 +0000

    Automated fixes by clang-tidy

 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  2 +-
 ql/cashflow.hpp                                    |  2 +-
 ql/cashflows/cashflows.hpp                         |  4 +-
 ql/cashflows/conundrumpricer.hpp                   | 23 ++++-----
 ql/cashflows/couponpricer.hpp                      |  4 +-
 ql/cashflows/cpicouponpricer.cpp                   |  2 +-
 ql/cashflows/inflationcouponpricer.cpp             |  2 +-
 ql/cashflows/inflationcouponpricer.hpp             |  2 +-
 ql/cashflows/timebasket.hpp                        |  2 +-
 ql/currencies/exchangeratemanager.hpp              |  2 +-
 ql/currency.hpp                                    |  2 +-
 ql/discretizedasset.hpp                            |  4 +-
 ql/errors.hpp                                      |  2 +-
 ql/event.hpp                                       |  2 +-
 ql/exercise.hpp                                    |  2 +-
 ql/experimental/basismodels/swaptioncfs.hpp        | 11 +++--
 ql/experimental/basismodels/tenoroptionletvts.hpp  |  3 +-
 ql/experimental/callablebonds/callablebond.hpp     |  2 +-
 .../callablebonds/callablebondvolstructure.hpp     |  2 +-
 ql/experimental/catbonds/catbond.hpp               |  2 +-
 ql/experimental/catbonds/catrisk.hpp               |  4 +-
 ql/experimental/catbonds/riskynotional.hpp         |  4 +-
 ql/experimental/commodities/commoditytype.hpp      |  2 +-
 ql/experimental/commodities/commodityunitcost.hpp  |  2 +-
 ql/experimental/commodities/dateinterval.hpp       |  2 +-
 ql/experimental/commodities/energycommodity.cpp    |  2 +-
 ql/experimental/commodities/exchangecontract.hpp   |  2 +-
 ql/experimental/commodities/paymentterm.hpp        |  2 +-
 ql/experimental/commodities/quantity.hpp           |  2 +-
 ql/experimental/commodities/unitofmeasure.hpp      |  2 +-
 .../commodities/unitofmeasureconversion.hpp        |  2 +-
 ql/experimental/credit/basket.hpp                  |  2 +-
 ql/experimental/credit/cdsoption.hpp               |  2 +-
 ql/experimental/credit/defaultlossmodel.hpp        |  2 +-
 ql/experimental/credit/defaulttype.hpp             |  2 +-
 ql/experimental/credit/distribution.hpp            |  3 +-
 ql/experimental/credit/lossdistribution.hpp        | 57 +++++++++++-----------
 .../credit/randomdefaultlatentmodel.hpp            |  2 +-
 ql/experimental/credit/randomdefaultmodel.hpp      |  2 +-
 ql/experimental/credit/recoveryratemodel.hpp       |  2 +-
 ql/experimental/credit/riskybond.hpp               |  2 +-
 ql/experimental/exoticoptions/himalayaoption.cpp   |  2 +-
 .../finitedifferences/vanillavppoption.hpp         |  2 +-
 ql/experimental/inflation/cpicapfloorengines.hpp   |  2 +-
 .../yoyinflationoptionletvolatilitystructure2.hpp  |  2 +-
 ql/experimental/inflation/yoyoptionletstripper.hpp |  2 +-
 ql/experimental/lattices/extendedbinomialtree.hpp  |  4 +-
 ql/experimental/math/fireflyalgorithm.hpp          | 18 +++----
 .../math/hybridsimulatedannealingfunctors.hpp      |  3 +-
 ql/experimental/math/latentmodel.hpp               | 12 ++---
 ql/experimental/math/particleswarmoptimization.hpp |  4 +-
 ql/experimental/mcbasket/pathmultiassetoption.hpp  |  2 +-
 ql/experimental/mcbasket/pathpayoff.hpp            |  2 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  2 +-
 ql/experimental/swaptions/irregularswap.hpp        |  2 +-
 ql/experimental/swaptions/irregularswaption.hpp    |  2 +-
 ql/experimental/volatility/blackatmvolcurve.hpp    |  2 +-
 ql/index.hpp                                       |  2 +-
 ql/indexes/indexmanager.hpp                        |  2 +-
 ql/indexes/region.hpp                              |  2 +-
 ql/instruments/assetswap.hpp                       |  2 +-
 ql/instruments/basketoption.hpp                    |  2 +-
 ql/instruments/claim.hpp                           |  2 +-
 ql/instruments/dividendbarrieroption.hpp           |  2 +-
 ql/instruments/dividendvanillaoption.hpp           |  2 +-
 ql/instruments/floatfloatswap.hpp                  |  2 +-
 ql/instruments/floatfloatswaption.hpp              |  2 +-
 ql/instruments/nonstandardswap.hpp                 |  2 +-
 ql/instruments/nonstandardswaption.hpp             |  2 +-
 ql/instruments/swaption.hpp                        |  2 +-
 ql/instruments/vanillastorageoption.hpp            |  2 +-
 ql/instruments/vanillaswingoption.hpp              |  2 +-
 ql/instruments/yearonyearinflationswap.hpp         |  2 +-
 ql/legacy/libormarketmodels/lfmcovarparam.hpp      |  2 +-
 ql/legacy/libormarketmodels/lmcorrmodel.hpp        |  2 +-
 ql/legacy/libormarketmodels/lmvolmodel.hpp         |  2 +-
 ql/math/array.hpp                                  |  2 +-
 ql/math/curve.hpp                                  |  2 +-
 ql/math/errorfunction.hpp                          |  2 +-
 ql/math/factorial.hpp                              |  2 +-
 ql/math/integrals/gaussianorthogonalpolynomial.hpp |  2 +-
 ql/math/integrals/integral.hpp                     |  2 +-
 ql/math/interpolation.hpp                          |  6 +--
 ql/math/interpolations/abcdinterpolation.hpp       |  2 +-
 .../interpolations/bicubicsplineinterpolation.hpp  |  2 +-
 .../interpolations/convexmonotoneinterpolation.hpp |  2 +-
 ql/math/interpolations/cubicinterpolation.hpp      |  2 +-
 ql/math/interpolations/extrapolation.hpp           |  4 +-
 ql/math/interpolations/interpolation2d.hpp         |  4 +-
 ql/math/interpolations/lagrangeinterpolation.hpp   |  2 +-
 ql/math/interpolations/multicubicspline.hpp        |  6 ++-
 ql/math/interpolations/xabrinterpolation.hpp       |  2 +-
 ql/math/kernelfunctions.hpp                        |  2 +-
 ql/math/optimization/constraint.hpp                |  2 +-
 ql/math/optimization/costfunction.hpp              |  4 +-
 ql/math/optimization/leastsquare.hpp               |  6 +--
 ql/math/optimization/linesearch.hpp                |  2 +-
 ql/math/optimization/linesearchbasedmethod.hpp     |  2 +-
 ql/math/optimization/method.hpp                    |  2 +-
 ql/math/optimization/projection.hpp                |  3 +-
 ql/math/pascaltriangle.hpp                         |  2 +-
 ql/math/primenumbers.hpp                           |  2 +-
 ql/math/rounding.hpp                               |  2 +-
 ql/math/solver1d.hpp                               |  2 +-
 ql/math/statistics/gaussianstatistics.hpp          |  4 +-
 ql/methods/finitedifferences/americancondition.hpp |  2 +-
 ql/methods/finitedifferences/boundarycondition.hpp |  2 +-
 ql/methods/finitedifferences/bsmoperator.cpp       |  2 +-
 .../finitedifferences/meshers/fdm1dmesher.hpp      |  2 +-
 ql/methods/finitedifferences/meshers/fdmmesher.hpp |  2 +-
 .../finitedifferences/operators/fdmlinearop.hpp    |  2 +-
 .../operators/ninepointlinearop.hpp                |  2 +-
 .../operators/triplebandlinearop.hpp               |  2 +-
 ql/methods/finitedifferences/pde.hpp               | 35 +++++++------
 .../schemes/boundaryconditionschemehelper.hpp      |  2 +-
 ql/methods/finitedifferences/shoutcondition.hpp    |  2 +-
 ql/methods/finitedifferences/stepcondition.hpp     |  4 +-
 .../finitedifferences/tridiagonaloperator.hpp      |  2 +-
 .../utilities/fdminnervaluecalculator.hpp          |  2 +-
 .../utilities/riskneutraldensitycalculator.hpp     |  2 +-
 ql/methods/montecarlo/earlyexercisepathpricer.hpp  |  2 +-
 ql/methods/montecarlo/exercisestrategy.hpp         |  2 +-
 ql/methods/montecarlo/multipath.hpp                |  2 +-
 ql/methods/montecarlo/parametricexercise.hpp       |  2 +-
 ql/methods/montecarlo/pathpricer.hpp               |  2 +-
 ql/models/calibrationhelper.hpp                    |  2 +-
 ql/models/marketmodels/browniangenerator.hpp       |  5 +-
 .../marketmodels/callability/exercisevalue.hpp     |  2 +-
 .../marketmodels/callability/nodedataprovider.hpp  |  2 +-
 ql/models/marketmodels/constrainedevolver.hpp      |  2 +-
 ql/models/marketmodels/curvestate.hpp              |  2 +-
 ql/models/marketmodels/evolutiondescription.cpp    |  2 +-
 ql/models/marketmodels/evolver.hpp                 |  2 +-
 .../evolvers/marketmodelvolprocess.cpp             |  7 +--
 .../historicalforwardratesanalysis.hpp             |  5 +-
 ql/models/marketmodels/marketmodel.hpp             |  4 +-
 ql/models/marketmodels/models/alphaform.hpp        |  2 +-
 .../marketmodels/models/alphaformconcrete.hpp      |  4 +-
 .../marketmodels/models/ctsmmcapletcalibration.cpp |  2 +-
 .../models/piecewiseconstantvariance.hpp           |  2 +-
 .../models/volatilityinterpolationspecifier.cpp    |  8 +--
 .../volatilityinterpolationspecifierabcd.cpp       |  4 +-
 ql/models/marketmodels/multiproduct.hpp            |  2 +-
 ql/models/marketmodels/pathwisemultiproduct.hpp    |  2 +-
 .../marketmodels/piecewiseconstantcorrelation.hpp  |  2 +-
 .../marketmodels/products/compositeproduct.cpp     |  2 +-
 .../products/pathwise/pathwiseproductcaplet.hpp    |  6 +--
 .../pathwise/pathwiseproductinversefloater.hpp     |  2 +-
 .../products/pathwise/pathwiseproductswap.hpp      |  2 +-
 .../products/pathwise/pathwiseproductswaption.hpp  |  4 +-
 ql/models/model.cpp                                |  2 +-
 ql/models/parameter.hpp                            |  2 +-
 ql/models/shortrate/onefactormodel.hpp             |  4 +-
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |  2 +-
 .../shortrate/onefactormodels/markovfunctional.hpp |  6 +--
 ql/models/shortrate/twofactormodel.hpp             |  2 +-
 ql/money.hpp                                       |  2 +-
 ql/numericalmethod.hpp                             |  2 +-
 ql/option.hpp                                      |  2 +-
 ql/patterns/curiouslyrecurring.hpp                 |  4 +-
 ql/patterns/lazyobject.hpp                         |  4 +-
 ql/patterns/observable.hpp                         |  6 +--
 ql/patterns/singleton.hpp                          |  2 +-
 ql/patterns/visitor.hpp                            |  4 +-
 ql/payoff.hpp                                      |  2 +-
 ql/prices.hpp                                      |  2 +-
 ql/pricingengine.hpp                               |  6 +--
 ql/pricingengines/blackcalculator.hpp              |  2 +-
 ql/pricingengines/blackscholescalculator.hpp       |  2 +-
 ql/pricingengines/mcsimulation.hpp                 |  2 +-
 .../swaption/basketgeneratingengine.hpp            |  2 +-
 ql/pricingengines/vanilla/fdvanillaengine.hpp      |  2 +-
 .../vanilla/hestonexpansionengine.hpp              |  2 +-
 ql/processes/forwardmeasureprocess.hpp             |  4 +-
 ql/quote.hpp                                       |  2 +-
 ql/settings.cpp                                    |  2 +-
 ql/stochasticprocess.cpp                           |  4 +-
 ql/stochasticprocess.hpp                           |  6 +--
 ql/termstructure.cpp                               |  4 +-
 ql/termstructure.hpp                               |  2 +-
 ql/termstructures/bootstraphelper.hpp              |  2 +-
 ql/termstructures/inflation/seasonality.cpp        |  3 +-
 ql/termstructures/inflation/seasonality.hpp        |  5 +-
 ql/termstructures/volatility/abcdcalibration.hpp   |  3 +-
 .../capfloor/capfloortermvolatilitystructure.hpp   |  2 +-
 .../volatility/equityfx/blackvoltermstructure.hpp  |  2 +-
 .../volatility/equityfx/localvoltermstructure.hpp  |  2 +-
 .../yoyinflationoptionletvolatilitystructure.hpp   |  2 +-
 .../optionlet/optionletvolatilitystructure.hpp     |  2 +-
 ql/termstructures/volatility/smilesection.hpp      |  4 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  4 +-
 .../volatility/swaption/swaptionvolstructure.hpp   |  2 +-
 .../yield/fittedbonddiscountcurve.hpp              |  2 +-
 ql/time/calendar.hpp                               |  4 +-
 ql/time/date.hpp                                   |  2 +-
 ql/time/daycounter.hpp                             |  4 +-
 ql/time/period.hpp                                 |  2 +-
 ql/time/schedule.cpp                               |  2 +-
 ql/time/schedule.hpp                               |  2 +-
 ql/timegrid.hpp                                    |  2 +-
 ql/timeseries.hpp                                  |  2 +-
 ql/utilities/clone.hpp                             |  4 +-
 ql/utilities/null.hpp                              |  2 +-
 ql/utilities/steppingiterator.hpp                  |  2 +-
 ql/volatilitymodel.hpp                             |  4 +-
 test-suite/observable.cpp                          |  6 +--
 test-suite/tracing.cpp                             |  2 +-
 test-suite/utilities.cpp                           |  2 +-
 test-suite/utilities.hpp                           |  2 +-
 209 files changed, 338 insertions(+), 344 deletions(-)

commit cb631425ce2f272f063d8570e744021c164cfb3c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Feb 2021 14:52:03 +0100

    Avoid a couple of troublesome conversions

 ql/math/optimization/differentialevolution.hpp | 6 +++---
 ql/utilities/tracing.hpp                       | 8 ++++----
 2 files changed, 7 insertions(+), 7 deletions(-)

commit c90f90d2fbde829633678589cf1519de7ec42143
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 8 Feb 2021 12:42:37 +0100

    Fixed indentation.

 test-suite/overnightindexedswap.cpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit 197fd14a9d1cfa1db2b4f8782007821dfe6190cd
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 8 Feb 2021 12:37:16 +0100

    Added unit tests for simple averaging cases.

 test-suite/overnightindexedswap.cpp | 162 +++++++++++++++++++++---------------
 test-suite/overnightindexedswap.hpp |   2 +
 2 files changed, 97 insertions(+), 67 deletions(-)

commit ec4aa7732a778d9fa72b1097627e1bf06309a0be
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 8 Feb 2021 12:36:02 +0100

    Updated OvernightIndex clone method.

 ql/indexes/iborindex.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 7974cab85d020b08598c1ff2e5314843b0c0ca50
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Feb 2021 11:43:24 +0100

    Add modernize-use-equals-default and modernize-use-equals-delete checks

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

commit 129d85d74cd37bccdd6be6b24f9d7184ed962944
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 8 Feb 2021 01:24:20 +0000

    Automated fixes by clang-tidy

 ql/cashflows/lineartsrpricer.hpp                   | 16 ++++-------
 ql/experimental/commodities/energycommodity.cpp    |  3 +-
 ql/experimental/commodities/energycommodity.hpp    |  6 ++--
 ql/experimental/commodities/quantity.hpp           |  5 ++--
 ql/experimental/credit/defaultprobabilitykey.cpp   |  2 +-
 ql/experimental/credit/defaultprobabilitykey.hpp   |  3 +-
 ql/experimental/math/convolvedstudentt.cpp         | 11 +++-----
 ql/experimental/math/convolvedstudentt.hpp         |  2 +-
 ql/experimental/swaptions/irregularswap.hpp        |  6 ++--
 ql/experimental/swaptions/irregularswaption.hpp    |  4 +--
 ql/instruments/cpiswap.hpp                         |  9 +++---
 ql/instruments/floatfloatswap.hpp                  |  4 +--
 ql/instruments/nonstandardswap.hpp                 |  4 +--
 ql/instruments/swaption.hpp                        |  4 +--
 ql/instruments/vanillaswap.hpp                     |  5 ++--
 ql/instruments/yearonyearinflationswap.hpp         | 31 ++++++++++----------
 ql/math/interpolations/extrapolation.hpp           |  4 +--
 ql/math/matrix.hpp                                 |  4 +--
 ql/math/ode/adaptiverungekutta.hpp                 | 33 +++++++++-------------
 ql/math/optimization/differentialevolution.hpp     | 26 +++++++----------
 ql/math/optimization/levenbergmarquardt.cpp        |  4 +--
 ql/math/optimization/levenbergmarquardt.hpp        |  2 +-
 ql/math/optimization/linesearch.hpp                |  8 ++----
 ql/math/rounding.hpp                               |  5 ++--
 ql/math/solver1d.hpp                               |  8 ++----
 ql/math/statistics/histogram.hpp                   |  5 ++--
 ql/math/statistics/sequencestatistics.hpp          |  5 ++--
 .../marketmodels/products/compositeproduct.cpp     |  3 +-
 .../marketmodels/products/compositeproduct.hpp     |  2 +-
 .../shortrate/onefactormodels/markovfunctional.hpp | 17 +++++------
 ql/money.hpp                                       |  5 ++--
 ql/patterns/lazyobject.hpp                         |  5 ++--
 ql/patterns/observable.hpp                         |  6 ++--
 ql/settings.cpp                                    |  4 +--
 ql/settings.hpp                                    |  4 +--
 ql/termstructure.cpp                               |  5 +---
 ql/termstructure.hpp                               |  4 +--
 ql/termstructures/globalbootstrap.hpp              |  8 ++----
 ql/termstructures/iterativebootstrap.hpp           |  5 ++--
 ql/termstructures/localbootstrap.hpp               |  4 +--
 .../yield/fittedbonddiscountcurve.cpp              |  3 +-
 .../yield/fittedbonddiscountcurve.hpp              |  2 +-
 ql/termstructures/yieldtermstructure.cpp           |  3 +-
 ql/termstructures/yieldtermstructure.hpp           |  2 +-
 ql/time/period.hpp                                 |  7 ++---
 ql/time/schedule.cpp                               |  3 +-
 ql/time/schedule.hpp                               |  4 +--
 ql/utilities/tracing.cpp                           |  4 +--
 ql/utilities/tracing.hpp                           |  4 +--
 test-suite/observable.cpp                          |  4 +--
 test-suite/utilities.hpp                           |  5 ++--
 51 files changed, 142 insertions(+), 190 deletions(-)

commit 8a70608a1d5715875902419564c34a7d12f1b7f4
Merge: b30099f62 d9617806c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 7 Feb 2021 23:55:51 +0100

    Merge pull request #1019.
    
    C++11 modernization — use `nullptr` keyword

commit 20bf82ec366c698c066cc7b47fe6f62f48ac6af0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 7 Feb 2021 23:29:48 +0100

    Add modernize-use-default-member-init check.

 .clang-tidy | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 9021d04cefa386ab37ec0ff5c5b0913d4b89c09b
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sun, 7 Feb 2021 21:41:42 +0100

    Added averaging method member to OvernightIndex class.

 ql/cashflows/overnightindexedcoupon.cpp               | 17 +++++++++++++++--
 ql/experimental/averageois/arithmeticaverageois.cpp   |  2 +-
 ql/experimental/averageois/averageoiscouponpricer.hpp |  4 ++--
 ql/indexes/iborindex.cpp                              |  7 ++++---
 ql/indexes/iborindex.hpp                              | 12 ++++++++++--
 5 files changed, 32 insertions(+), 10 deletions(-)

commit da98382cfe07b6200690a536dfa6e700bee5da90
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 7 Feb 2021 20:52:32 +0100

    shout option, first version

 ql/methods/finitedifferences/utilities/all.hpp     |  1 +
 .../utilities/fdmshoutloginnervaluecalculator.cpp  | 75 ++++++++++++++++++++++
 .../utilities/fdmshoutloginnervaluecalculator.hpp  | 55 ++++++++++++++++
 test-suite/americanoption.cpp                      | 57 ++++++++++++++++
 test-suite/americanoption.hpp                      |  1 +
 5 files changed, 189 insertions(+)

commit d9617806c5ea98c92a4bb18eb9d7ccf2126e8ab6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 7 Feb 2021 14:02:09 +0100

    Detect null function correctly for boost:: and std::function

 ql/functional.hpp                                  |  2 ++
 ql/math/matrixutilities/bicgstab.cpp               |  4 ++--
 ql/math/matrixutilities/gmres.cpp                  |  4 ++--
 ql/math/optimization/lmdif.cpp                     |  6 +++---
 .../utilities/fdmtimedepdirichletboundary.cpp      |  4 ++--
 ql/pricingengines/vanilla/analytichestonengine.cpp |  4 ++--
 ql/termstructures/globalbootstrap.hpp              | 23 +++++++++++-----------
 7 files changed, 24 insertions(+), 23 deletions(-)

commit 34952ecb5cf6fe03e2143c25d8e7c94918fb0b05
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Feb 2021 23:38:55 +0100

    Avoid misleading-indentation warning.

 ql/models/shortrate/onefactormodels/gsr.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 2442dbe18e4c18bfe3c7dd30a7051c17d3497ca1
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 6 Feb 2021 21:27:42 +0000

    Automated fixes by clang-tidy

 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  3 +-
 ql/cashflow.cpp                                    |  2 +-
 ql/cashflows/averagebmacoupon.cpp                  |  2 +-
 ql/cashflows/capflooredcoupon.cpp                  |  2 +-
 ql/cashflows/capflooredcoupon.hpp                  |  4 +-
 ql/cashflows/capflooredinflationcoupon.cpp         | 16 ++++---
 ql/cashflows/cashflows.cpp                         | 33 +++++++------
 ql/cashflows/cmscoupon.cpp                         |  2 +-
 ql/cashflows/coupon.cpp                            |  2 +-
 ql/cashflows/couponpricer.cpp                      |  6 +--
 ql/cashflows/cpicoupon.cpp                         |  2 +-
 ql/cashflows/digitalcmscoupon.cpp                  |  2 +-
 ql/cashflows/digitalcoupon.cpp                     |  2 +-
 ql/cashflows/digitalcoupon.hpp                     |  4 +-
 ql/cashflows/digitaliborcoupon.cpp                 |  2 +-
 ql/cashflows/dividend.cpp                          |  2 +-
 ql/cashflows/fixedratecoupon.hpp                   |  2 +-
 ql/cashflows/floatingratecoupon.cpp                |  4 +-
 ql/cashflows/floatingratecoupon.hpp                |  2 +-
 ql/cashflows/iborcoupon.cpp                        |  2 +-
 ql/cashflows/indexedcashflow.hpp                   |  2 +-
 ql/cashflows/inflationcoupon.cpp                   |  4 +-
 ql/cashflows/inflationcoupon.hpp                   |  2 +-
 ql/cashflows/inflationcouponpricer.cpp             |  2 +-
 ql/cashflows/lineartsrpricer.cpp                   |  2 +-
 ql/cashflows/overnightindexedcoupon.cpp            |  2 +-
 ql/cashflows/rangeaccrual.cpp                      |  2 +-
 ql/cashflows/simplecashflow.hpp                    |  6 +--
 ql/cashflows/yoyinflationcoupon.cpp                |  2 +-
 ql/currencies/exchangeratemanager.cpp              |  4 +-
 ql/event.cpp                                       |  2 +-
 .../averageois/arithmeticoisratehelper.cpp         |  4 +-
 .../averageois/makearithmeticaverageois.cpp        |  4 +-
 .../barrieroption/doublebarrieroption.cpp          |  2 +-
 .../barrieroption/quantodoublebarrieroption.cpp    |  3 +-
 ql/experimental/basismodels/swaptioncfs.cpp        |  2 +-
 ql/experimental/callablebonds/callablebond.cpp     |  4 +-
 .../callablebonds/treecallablebondengine.cpp       |  4 +-
 ql/experimental/catbonds/catbond.cpp               |  4 +-
 ql/experimental/commodities/commoditycashflow.cpp  |  2 +-
 ql/experimental/commodities/commoditycurve.cpp     |  2 +-
 ql/experimental/commodities/commoditycurve.hpp     |  2 +-
 ql/experimental/commodities/commodityindex.cpp     |  4 +-
 ql/experimental/commodities/commodityindex.hpp     |  2 +-
 ql/experimental/commodities/energycommodity.cpp    | 10 ++--
 .../convertiblebonds/convertiblebond.cpp           |  4 +-
 ql/experimental/coupons/cmsspreadcoupon.cpp        |  2 +-
 ql/experimental/coupons/cmsspreadcoupon.hpp        |  2 +-
 ql/experimental/coupons/digitalcmsspreadcoupon.cpp |  2 +-
 .../coupons/lognormalcmsspreadpricer.cpp           |  2 +-
 .../coupons/strippedcapflooredcoupon.cpp           |  7 ++-
 ql/experimental/coupons/subperiodcoupons.cpp       |  2 +-
 ql/experimental/credit/basket.cpp                  |  8 ++--
 ql/experimental/credit/cdsoption.cpp               |  4 +-
 ql/experimental/credit/defaultevent.cpp            |  4 +-
 .../credit/defaultprobabilitylatentmodel.hpp       |  2 +-
 ql/experimental/credit/nthtodefault.cpp            |  4 +-
 ql/experimental/credit/syntheticcdo.cpp            |  4 +-
 .../exoticoptions/complexchooseroption.cpp         |  2 +-
 ql/experimental/exoticoptions/compoundoption.cpp   |  2 +-
 ql/experimental/exoticoptions/everestoption.cpp    |  5 +-
 ql/experimental/exoticoptions/himalayaoption.cpp   |  2 +-
 .../exoticoptions/holderextensibleoption.cpp       |  2 +-
 ql/experimental/exoticoptions/margrabeoption.cpp   |  5 +-
 ql/experimental/exoticoptions/pagodaoption.cpp     |  2 +-
 .../exoticoptions/partialtimebarrieroption.cpp     |  2 +-
 .../exoticoptions/simplechooseroption.cpp          |  2 +-
 .../exoticoptions/twoassetbarrieroption.cpp        |  2 +-
 .../exoticoptions/twoassetcorrelationoption.cpp    |  2 +-
 .../exoticoptions/writerextensibleoption.cpp       |  2 +-
 .../finitedifferences/fdmblackscholesfwdop.cpp     |  5 +-
 .../fdmexpextouinnervaluecalculator.hpp            |  2 +-
 .../fdmextoujumpmodelinnervalue.hpp                |  2 +-
 .../finitedifferences/fdmhestonfwdop.cpp           | 16 +++----
 .../finitedifferences/vanillavppoption.cpp         |  2 +-
 .../futures/overnightindexfutureratehelper.cpp     |  2 +-
 ql/experimental/math/hybridsimulatedannealing.hpp  |  2 +-
 ql/experimental/mcbasket/pathmultiassetoption.cpp  |  4 +-
 ql/experimental/mcbasket/pathpayoff.hpp            |  2 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp |  2 +-
 ql/experimental/swaptions/irregularswap.cpp        |  4 +-
 ql/experimental/swaptions/irregularswaption.cpp    |  2 +-
 .../termstructures/crosscurrencyratehelpers.cpp    |  4 +-
 .../termstructures/multicurvesensitivities.hpp     |  2 +-
 .../integralhestonvarianceoptionengine.cpp         |  2 +-
 ql/experimental/varianceoption/varianceoption.cpp  |  2 +-
 ql/experimental/volatility/abcdatmvolcurve.cpp     |  2 +-
 ql/experimental/volatility/blackatmvolcurve.cpp    |  2 +-
 ql/experimental/volatility/blackvolsurface.cpp     |  2 +-
 ql/experimental/volatility/equityfxvolsurface.cpp  |  2 +-
 .../volatility/extendedblackvariancecurve.hpp      |  2 +-
 .../volatility/extendedblackvariancesurface.hpp    |  2 +-
 .../volatility/interestratevolsurface.cpp          |  2 +-
 ql/experimental/volatility/sabrvolsurface.cpp      |  2 +-
 ql/instrument.hpp                                  |  7 ++-
 ql/instruments/asianoption.cpp                     |  4 +-
 ql/instruments/assetswap.cpp                       |  6 +--
 ql/instruments/barrieroption.cpp                   |  2 +-
 ql/instruments/bond.cpp                            |  6 +--
 ql/instruments/callabilityschedule.hpp             |  2 +-
 ql/instruments/capfloor.cpp                        |  4 +-
 ql/instruments/cliquetoption.cpp                   |  3 +-
 ql/instruments/cpicapfloor.cpp                     |  2 +-
 ql/instruments/cpiswap.cpp                         |  4 +-
 ql/instruments/creditdefaultswap.cpp               |  4 +-
 ql/instruments/creditdefaultswap.hpp               |  2 +-
 ql/instruments/dividendbarrieroption.cpp           |  2 +-
 ql/instruments/dividendvanillaoption.cpp           |  2 +-
 ql/instruments/floatfloatswap.cpp                  | 30 ++++++------
 ql/instruments/floatfloatswaption.cpp              |  2 +-
 ql/instruments/forwardvanillaoption.cpp            |  5 +-
 ql/instruments/impliedvolatility.cpp               |  3 +-
 ql/instruments/inflationcapfloor.cpp               |  2 +-
 ql/instruments/lookbackoption.cpp                  |  8 ++--
 ql/instruments/makecms.cpp                         |  2 +-
 ql/instruments/makeois.cpp                         |  4 +-
 ql/instruments/makevanillaswap.cpp                 |  4 +-
 ql/instruments/multiassetoption.cpp                |  5 +-
 ql/instruments/nonstandardswap.cpp                 |  6 +--
 ql/instruments/nonstandardswaption.cpp             |  2 +-
 ql/instruments/oneassetoption.cpp                  |  6 +--
 ql/instruments/payoffs.cpp                         | 18 +++----
 ql/instruments/quantobarrieroption.cpp             |  3 +-
 ql/instruments/quantoforwardvanillaoption.cpp      |  3 +-
 ql/instruments/quantovanillaoption.cpp             |  3 +-
 ql/instruments/stickyratchet.cpp                   |  2 +-
 ql/instruments/swap.cpp                            |  6 +--
 ql/instruments/swaption.cpp                        |  2 +-
 ql/instruments/vanillastorageoption.hpp            |  2 +-
 ql/instruments/vanillaswap.cpp                     |  4 +-
 ql/instruments/vanillaswingoption.cpp              |  4 +-
 ql/instruments/varianceswap.cpp                    |  2 +-
 ql/instruments/yearonyearinflationswap.cpp         |  4 +-
 ql/legacy/libormarketmodels/liborforwardmodel.cpp  |  2 +-
 ql/math/array.hpp                                  | 14 +++---
 ql/math/integrals/gaussianquadratures.hpp          |  4 +-
 ql/math/matrix.hpp                                 | 22 ++++-----
 ql/math/matrixutilities/bicgstab.cpp               |  4 +-
 ql/math/matrixutilities/gmres.cpp                  |  4 +-
 ql/math/optimization/lmdif.cpp                     |  2 +-
 ql/math/randomnumbers/latticerules.cpp             |  4 +-
 ql/math/randomnumbers/seedgenerator.cpp            |  2 +-
 .../finitedifferences/finitedifferencemodel.hpp    |  2 +-
 .../meshers/fdmblackscholesmesher.cpp              |  2 +-
 .../meshers/fdmhestonvariancemesher.cpp            |  2 +-
 .../operators/fdm2dblackscholesop.cpp              |  7 ++-
 .../operators/fdmblackscholesop.cpp                | 15 +++---
 .../finitedifferences/operators/fdmhestonop.cpp    |  5 +-
 .../operators/fdmlocalvolfwdop.cpp                 |  2 +-
 .../solvers/fdmbackwardsolver.cpp                  |  2 +-
 .../finitedifferences/tridiagonaloperator.hpp      |  2 +-
 .../utilities/fdmtimedepdirichletboundary.cpp      |  7 ++-
 .../shortrate/onefactormodels/gaussian1dmodel.cpp  | 10 ++--
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |  2 +-
 ql/models/shortrate/onefactormodels/gsr.cpp        |  6 +--
 ql/option.hpp                                      |  2 +-
 ql/patterns/observable.hpp                         |  6 +--
 ql/payoff.hpp                                      |  2 +-
 ql/pricingengines/americanpayoffatexpiry.cpp       |  4 +-
 ql/pricingengines/americanpayoffathit.cpp          |  8 +---
 .../barrier/analyticbinarybarrierengine.cpp        |  4 +-
 .../basket/mcamericanbasketengine.cpp              |  2 +-
 ql/pricingengines/basket/stulzengine.cpp           |  4 +-
 .../capfloor/analyticcapfloorengine.cpp            |  2 +-
 .../capfloor/gaussian1dcapfloorengine.cpp          |  4 +-
 ql/pricingengines/capfloor/treecapfloorengine.cpp  |  4 +-
 ql/pricingengines/credit/isdacdsengine.cpp         |  3 +-
 ql/pricingengines/swap/cvaswapengine.cpp           |  4 +-
 ql/pricingengines/swap/treeswapengine.cpp          |  4 +-
 .../swaption/basketgeneratingengine.cpp            |  2 +-
 .../gaussian1dfloatfloatswaptionengine.cpp         | 18 +++----
 .../gaussian1dnonstandardswaptionengine.cpp        |  2 +-
 .../swaption/jamshidianswaptionengine.cpp          |  2 +-
 ql/pricingengines/swaption/treeswaptionengine.cpp  |  4 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp | 56 +++++++++-------------
 .../vanilla/analyticptdhestonengine.cpp            |  2 +-
 ql/pricingengines/vanilla/fddividendengine.hpp     |  6 +--
 .../vanilla/fdhestonhullwhitevanillaengine.cpp     |  2 +-
 .../vanilla/fdhestonvanillaengine.cpp              |  2 +-
 ql/pricingengines/vanilla/fdvanillaengine.cpp      |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.cpp     |  2 +-
 ql/processes/blackscholesprocess.cpp               |  4 +-
 ql/termstructures/bootstraphelper.hpp              |  8 ++--
 ql/termstructures/globalbootstrap.hpp              | 16 +++----
 ql/termstructures/inflationtermstructure.cpp       |  2 +-
 ql/termstructures/iterativebootstrap.hpp           | 16 +++++--
 ql/termstructures/localbootstrap.hpp               |  9 ++--
 .../equityfx/andreasenhugevolatilityinterpl.cpp    | 16 +++----
 .../volatility/equityfx/blackconstantvol.hpp       |  2 +-
 .../volatility/equityfx/blackvariancecurve.hpp     |  2 +-
 .../volatility/equityfx/blackvariancesurface.hpp   |  2 +-
 .../volatility/equityfx/blackvoltermstructure.hpp  |  6 +--
 .../equityfx/impliedvoltermstructure.hpp           |  2 +-
 .../volatility/equityfx/localconstantvol.hpp       |  2 +-
 .../volatility/equityfx/localvolcurve.hpp          |  2 +-
 .../volatility/equityfx/localvolsurface.cpp        |  2 +-
 .../volatility/equityfx/localvoltermstructure.cpp  |  2 +-
 .../volatility/gaussian1dsmilesection.cpp          |  6 +--
 .../volatility/swaption/cmsmarket.cpp              |  3 +-
 ql/termstructures/yield/bondhelpers.cpp            |  8 ++--
 .../yield/nonlinearfittingmethods.cpp              | 14 +++---
 ql/termstructures/yield/oisratehelper.cpp          |  8 ++--
 ql/termstructures/yield/ratehelpers.cpp            | 24 +++++-----
 ql/utilities/clone.hpp                             |  4 +-
 test-suite/cashflows.cpp                           | 24 +++++-----
 test-suite/hestonmodel.cpp                         |  3 +-
 test-suite/inflationcpiswap.cpp                    |  6 +--
 test-suite/marketmodel.cpp                         | 53 ++++++++++----------
 208 files changed, 491 insertions(+), 535 deletions(-)

commit 619baf0281711c0b93eb12159f236e976308f33f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Feb 2021 19:43:02 +0100

    Add modernize-use-nullptr check

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

commit b30099f62b943bd8fde259ee6791c046417e12a6
Merge: 7a59dd749 929145b47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Feb 2021 18:40:46 +0100

    Merge pull request #1017.
    
    C++11 modernization — use `auto` keyword

commit 7a59dd749869f7a679536df322482bf9c6531d38
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 6 Feb 2021 12:17:16 +0100

    Let test run on weekends and holidays

 test-suite/indexes.cpp | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

commit 929145b4710d8dbcc2bb75ed2fb32dcd221c3f01
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 5 Feb 2021 20:24:55 +0000

    Automated fixes by clang-tidy

 ql/cashflow.cpp                                    |  2 +-
 ql/cashflows/averagebmacoupon.cpp                  |  5 +-
 ql/cashflows/capflooredcoupon.cpp                  |  3 +-
 ql/cashflows/capflooredcoupon.hpp                  |  6 +--
 ql/cashflows/capflooredinflationcoupon.cpp         |  3 +-
 ql/cashflows/cashflows.cpp                         | 40 ++++------------
 ql/cashflows/cmscoupon.cpp                         |  2 +-
 ql/cashflows/coupon.cpp                            |  2 +-
 ql/cashflows/couponpricer.cpp                      |  2 +-
 ql/cashflows/cpicoupon.cpp                         |  3 +-
 ql/cashflows/digitalcmscoupon.cpp                  |  3 +-
 ql/cashflows/digitalcoupon.cpp                     |  3 +-
 ql/cashflows/digitaliborcoupon.cpp                 |  3 +-
 ql/cashflows/dividend.cpp                          |  3 +-
 ql/cashflows/fixedratecoupon.hpp                   |  3 +-
 ql/cashflows/floatingratecoupon.hpp                |  3 +-
 ql/cashflows/iborcoupon.cpp                        |  3 +-
 ql/cashflows/indexedcashflow.hpp                   |  3 +-
 ql/cashflows/inflationcoupon.hpp                   |  3 +-
 ql/cashflows/overnightindexedcoupon.cpp            |  3 +-
 ql/cashflows/rangeaccrual.cpp                      |  3 +-
 ql/cashflows/simplecashflow.hpp                    |  9 ++--
 ql/cashflows/timebasket.cpp                        |  2 +-
 ql/cashflows/timebasket.hpp                        |  6 +--
 ql/cashflows/yoyinflationcoupon.cpp                |  3 +-
 ql/currencies/exchangeratemanager.cpp              |  3 +-
 ql/discretizedasset.hpp                            |  5 +-
 ql/event.cpp                                       |  2 +-
 .../amortizingbonds/amortizingfixedratebond.cpp    |  4 +-
 .../asian/analytic_discr_geom_av_price_heston.cpp  |  8 ++--
 .../averageois/arithmeticaverageois.cpp            |  2 +-
 .../averageois/arithmeticoisratehelper.cpp         |  3 +-
 .../barrieroption/doublebarrieroption.cpp          |  3 +-
 .../barrieroption/quantodoublebarrieroption.cpp    |  3 +-
 ql/experimental/callablebonds/callablebond.cpp     |  6 +--
 .../callablebonds/treecallablebondengine.cpp       |  3 +-
 ql/experimental/catbonds/catbond.cpp               |  6 +--
 ql/experimental/commodities/commodity.cpp          |  6 +--
 ql/experimental/commodities/commoditycashflow.cpp  |  6 +--
 ql/experimental/commodities/commodityindex.hpp     |  5 +-
 ql/experimental/commodities/energybasisswap.cpp    | 10 ++--
 ql/experimental/commodities/energycommodity.cpp    |  9 ++--
 ql/experimental/commodities/energyswap.cpp         |  3 +-
 ql/experimental/commodities/energyvanillaswap.cpp  | 10 ++--
 .../commodities/unitofmeasureconversionmanager.cpp |  9 ++--
 .../convertiblebonds/convertiblebond.cpp           |  3 +-
 ql/experimental/convertiblebonds/tflattice.hpp     |  7 ++-
 ql/experimental/coupons/cmsspreadcoupon.cpp        |  2 +-
 ql/experimental/coupons/cmsspreadcoupon.hpp        |  3 +-
 ql/experimental/coupons/digitalcmsspreadcoupon.cpp |  3 +-
 .../coupons/strippedcapflooredcoupon.cpp           |  6 +--
 ql/experimental/coupons/subperiodcoupons.cpp       |  3 +-
 ql/experimental/credit/basket.cpp                  |  3 +-
 ql/experimental/credit/cdsoption.cpp               |  6 +--
 ql/experimental/credit/defaultevent.cpp            | 12 ++---
 .../credit/defaultprobabilitylatentmodel.hpp       |  9 ++--
 ql/experimental/credit/distribution.cpp            |  4 +-
 ql/experimental/credit/issuer.cpp                  | 16 +++----
 ql/experimental/credit/nthtodefault.cpp            |  6 +--
 ql/experimental/credit/recoveryratequote.hpp       |  2 +-
 ql/experimental/credit/recursivelossmodel.hpp      | 24 ++++------
 ql/experimental/credit/syntheticcdo.cpp            |  9 ++--
 .../exoticoptions/complexchooseroption.cpp         |  3 +-
 ql/experimental/exoticoptions/compoundoption.cpp   |  3 +-
 .../continuousarithmeticasianvecerengine.cpp       |  2 +-
 ql/experimental/exoticoptions/everestoption.cpp    |  6 +--
 ql/experimental/exoticoptions/himalayaoption.cpp   |  3 +-
 .../exoticoptions/holderextensibleoption.cpp       |  3 +-
 ql/experimental/exoticoptions/margrabeoption.cpp   |  6 +--
 ql/experimental/exoticoptions/pagodaoption.cpp     |  3 +-
 .../exoticoptions/partialtimebarrieroption.cpp     |  3 +-
 .../exoticoptions/simplechooseroption.cpp          |  3 +-
 .../exoticoptions/twoassetbarrieroption.cpp        |  3 +-
 .../exoticoptions/twoassetcorrelationoption.cpp    |  3 +-
 .../exoticoptions/writerextensibleoption.cpp       |  3 +-
 .../finitedifferences/vanillavppoption.cpp         |  3 +-
 .../futures/overnightindexfutureratehelper.cpp     |  3 +-
 .../kinterpolatedyoyoptionletvolatilitysurface.hpp |  4 +-
 ql/experimental/math/convolvedstudentt.cpp         |  6 +--
 ql/experimental/math/piecewiseintegral.hpp         |  8 ++--
 ql/experimental/mcbasket/pathmultiassetoption.cpp  |  3 +-
 ql/experimental/mcbasket/pathpayoff.hpp            |  2 +-
 ql/experimental/risk/creditriskplus.cpp            |  2 +-
 ql/experimental/swaptions/irregularswap.cpp        |  6 +--
 ql/experimental/swaptions/irregularswaption.cpp    |  6 +--
 .../termstructures/crosscurrencyratehelpers.cpp    |  3 +-
 .../termstructures/multicurvesensitivities.hpp     | 54 +++++++++++-----------
 ql/experimental/variancegamma/fftengine.cpp        | 18 +++-----
 ql/experimental/varianceoption/varianceoption.cpp  |  3 +-
 ql/experimental/volatility/abcdatmvolcurve.cpp     |  3 +-
 ql/experimental/volatility/blackatmvolcurve.cpp    |  3 +-
 ql/experimental/volatility/blackvolsurface.cpp     |  3 +-
 ql/experimental/volatility/equityfxvolsurface.cpp  |  3 +-
 .../volatility/extendedblackvariancecurve.hpp      |  3 +-
 .../volatility/extendedblackvariancesurface.hpp    |  3 +-
 .../volatility/interestratevolsurface.cpp          |  3 +-
 ql/experimental/volatility/sabrvolsurface.cpp      |  5 +-
 ql/experimental/volatility/zabr.cpp                |  3 +-
 ql/instrument.hpp                                  |  3 +-
 ql/instruments/asianoption.cpp                     |  6 +--
 ql/instruments/assetswap.cpp                       |  8 ++--
 ql/instruments/barrieroption.cpp                   |  3 +-
 ql/instruments/bmaswap.cpp                         |  2 +-
 ql/instruments/bond.cpp                            |  9 ++--
 ql/instruments/callabilityschedule.hpp             |  2 +-
 ql/instruments/capfloor.cpp                        |  6 +--
 ql/instruments/cliquetoption.cpp                   |  3 +-
 ql/instruments/compositeinstrument.cpp             |  4 +-
 ql/instruments/cpicapfloor.cpp                     |  2 +-
 ql/instruments/cpiswap.cpp                         |  5 +-
 ql/instruments/creditdefaultswap.cpp               | 17 ++-----
 ql/instruments/dividendbarrieroption.cpp           |  3 +-
 ql/instruments/dividendvanillaoption.cpp           |  3 +-
 ql/instruments/floatfloatswap.cpp                  | 13 ++----
 ql/instruments/floatfloatswaption.cpp              |  3 +-
 ql/instruments/forwardvanillaoption.cpp            |  6 +--
 ql/instruments/inflationcapfloor.cpp               |  3 +-
 ql/instruments/lookbackoption.cpp                  | 12 ++---
 ql/instruments/makecapfloor.cpp                    |  2 +-
 ql/instruments/makeyoyinflationcapfloor.cpp        |  2 +-
 ql/instruments/multiassetoption.cpp                |  5 +-
 ql/instruments/nonstandardswap.cpp                 | 15 +++---
 ql/instruments/nonstandardswaption.cpp             |  3 +-
 ql/instruments/oneassetoption.cpp                  |  4 +-
 ql/instruments/overnightindexedswap.cpp            |  2 +-
 ql/instruments/payoffs.cpp                         | 27 ++++-------
 ql/instruments/quantobarrieroption.cpp             |  3 +-
 ql/instruments/quantoforwardvanillaoption.cpp      |  3 +-
 ql/instruments/quantovanillaoption.cpp             |  3 +-
 ql/instruments/stickyratchet.cpp                   |  3 +-
 ql/instruments/swap.cpp                            | 10 ++--
 ql/instruments/swaption.cpp                        |  6 +--
 ql/instruments/vanillastorageoption.hpp            |  3 +-
 ql/instruments/vanillaswap.cpp                     |  6 +--
 ql/instruments/vanillaswingoption.cpp              |  6 +--
 ql/instruments/varianceswap.cpp                    |  6 +--
 ql/instruments/yearonyearinflationswap.cpp         |  6 +--
 ql/instruments/zerocouponinflationswap.cpp         |  2 +-
 ql/math/fastfouriertransform.hpp                   |  2 +-
 ql/math/interpolations/abcdinterpolation.hpp       |  4 +-
 ql/math/interpolations/xabrinterpolation.hpp       |  6 +--
 .../matrixutilities/sparseilupreconditioner.cpp    |  4 +-
 ql/math/randomnumbers/seedgenerator.cpp            |  2 +-
 ql/math/statistics/histogram.cpp                   |  5 +-
 .../finitedifferences/finitedifferencemodel.hpp    |  6 +--
 .../meshers/concentrating1dmesher.cpp              |  3 +-
 .../finitedifferences/operators/fdmbatesop.cpp     |  7 ++-
 .../operators/nthorderderivativeop.cpp             |  2 +-
 .../stepconditions/fdmbermudanstepcondition.cpp    |  3 +-
 .../stepconditions/fdmsimplestoragecondition.cpp   |  3 +-
 .../stepconditions/fdmstepconditioncomposite.cpp   |  7 +--
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  3 +-
 .../utilities/fdmdirichletboundary.cpp             |  3 +-
 .../utilities/fdmdividendhandler.cpp               | 17 +++----
 .../utilities/fdmtimedepdirichletboundary.cpp      |  3 +-
 ql/methods/lattices/lattice.hpp                    |  4 +-
 ql/methods/lattices/trinomialtree.cpp              |  2 +-
 .../marketmodels/callability/upperboundengine.cpp  |  3 +-
 .../evolvers/lognormalcmswapratepc.cpp             |  2 +-
 .../evolvers/lognormalcotswapratepc.cpp            |  2 +-
 .../marketmodels/pathwiseaccountingengine.cpp      |  9 ++--
 .../marketmodels/products/compositeproduct.cpp     |  5 +-
 .../products/multiproductcomposite.cpp             |  6 +--
 .../products/singleproductcomposite.cpp            |  4 +-
 ql/models/marketmodels/utilities.cpp               |  3 +-
 ql/models/parameter.hpp                            |  3 +-
 ql/models/shortrate/onefactormodels/gsr.cpp        |  3 +-
 .../shortrate/onefactormodels/markovfunctional.cpp | 27 ++++-------
 ql/models/volatility/garch.cpp                     |  4 +-
 ql/option.hpp                                      |  3 +-
 ql/payoff.hpp                                      |  2 +-
 ql/prices.cpp                                      |  3 +-
 .../asian/mcdiscreteasianenginebase.hpp            | 10 ++--
 .../forward/mcforwardvanillaengine.hpp             |  5 +-
 .../forward/replicatingvarianceswapengine.hpp      |  6 +--
 ql/pricingengines/quanto/quantoengine.hpp          | 10 ++--
 ql/pricingengines/swap/cvaswapengine.cpp           |  6 +--
 .../gaussian1dfloatfloatswaptionengine.cpp         |  8 ++--
 ql/pricingengines/vanilla/fddividendengine.hpp     | 12 ++---
 ql/pricingengines/vanilla/fdmultiperiodengine.hpp  |  6 +--
 .../vanilla/fdstepconditionengine.hpp              |  3 +-
 ql/pricingengines/vanilla/fdvanillaengine.cpp      |  3 +-
 ql/pricingengines/vanilla/jumpdiffusionengine.cpp  |  8 ++--
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  8 ++--
 ql/pricingengines/vanilla/mcvanillaengine.hpp      |  9 ++--
 ql/processes/jointstochasticprocess.cpp            |  4 +-
 ql/termstructures/bootstraphelper.hpp              |  3 +-
 ql/termstructures/globalbootstrap.hpp              |  2 +-
 .../volatility/equityfx/blackconstantvol.hpp       |  3 +-
 .../volatility/equityfx/blackvariancecurve.hpp     |  3 +-
 .../volatility/equityfx/blackvariancesurface.hpp   |  3 +-
 .../volatility/equityfx/blackvoltermstructure.hpp  |  9 ++--
 .../equityfx/impliedvoltermstructure.hpp           |  3 +-
 .../volatility/equityfx/localconstantvol.hpp       |  3 +-
 .../volatility/equityfx/localvolcurve.hpp          |  3 +-
 .../volatility/equityfx/localvolsurface.cpp        |  3 +-
 .../volatility/equityfx/localvoltermstructure.cpp  |  3 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  9 ++--
 ql/termstructures/yield/bondhelpers.cpp            |  9 ++--
 ql/termstructures/yield/oisratehelper.cpp          |  6 +--
 ql/termstructures/yield/ratehelpers.cpp            | 18 +++-----
 ql/time/calendars/saudiarabia.cpp                  |  6 +--
 ql/time/daycounters/actual365fixed.cpp             |  4 +-
 ql/time/daycounters/actualactual.cpp               |  5 +-
 ql/time/ecb.cpp                                    |  6 +--
 ql/time/schedule.cpp                               |  4 +-
 ql/timegrid.cpp                                    |  4 +-
 ql/timegrid.hpp                                    | 10 ++--
 test-suite/americanoption.cpp                      |  2 +-
 test-suite/amortizingbond.cpp                      | 10 ++--
 test-suite/andreasenhugevolatilityinterpl.cpp      |  3 +-
 test-suite/array.cpp                               |  2 +-
 test-suite/asianoptions.cpp                        | 10 ++--
 test-suite/assetswap.cpp                           |  2 +-
 test-suite/autocovariances.cpp                     |  2 +-
 test-suite/barrieroption.cpp                       |  4 +-
 test-suite/basismodels.cpp                         |  2 +-
 test-suite/basketoption.cpp                        |  2 +-
 test-suite/batesmodel.cpp                          |  2 +-
 test-suite/bermudanswaption.cpp                    |  2 +-
 test-suite/binaryoption.cpp                        |  2 +-
 test-suite/blackdeltacalculator.cpp                |  2 +-
 test-suite/blackformula.cpp                        |  8 ++--
 test-suite/bonds.cpp                               |  2 +-
 test-suite/brownianbridge.cpp                      |  2 +-
 test-suite/businessdayconventions.cpp              |  2 +-
 test-suite/calendars.cpp                           |  5 +-
 test-suite/callablebonds.cpp                       |  2 +-
 test-suite/capfloor.cpp                            |  6 +--
 test-suite/capflooredcoupon.cpp                    |  6 +--
 test-suite/cashflows.cpp                           |  2 +-
 test-suite/catbonds.cpp                            |  2 +-
 test-suite/cdo.cpp                                 |  4 +-
 test-suite/cdsoption.cpp                           |  2 +-
 test-suite/chooseroption.cpp                       |  2 +-
 test-suite/cliquetoption.cpp                       |  2 +-
 test-suite/cms.cpp                                 |  2 +-
 test-suite/cmsspread.cpp                           |  2 +-
 test-suite/commodityunitofmeasure.cpp              |  2 +-
 test-suite/compiledboostversion.cpp                |  2 +-
 test-suite/compoundoption.cpp                      |  2 +-
 test-suite/convertiblebonds.cpp                    |  2 +-
 test-suite/covariance.cpp                          |  2 +-
 test-suite/creditdefaultswap.cpp                   |  2 +-
 test-suite/creditriskplus.cpp                      |  2 +-
 test-suite/crosscurrencyratehelpers.cpp            |  2 +-
 test-suite/curvestates.cpp                         |  2 +-
 test-suite/dates.cpp                               |  2 +-
 test-suite/daycounters.cpp                         |  4 +-
 test-suite/defaultprobabilitycurves.cpp            |  2 +-
 test-suite/digitalcoupon.cpp                       |  2 +-
 test-suite/digitaloption.cpp                       |  2 +-
 test-suite/distributions.cpp                       |  2 +-
 test-suite/dividendoption.cpp                      |  2 +-
 test-suite/doublebarrieroption.cpp                 |  6 +--
 test-suite/doublebinaryoption.cpp                  |  2 +-
 test-suite/europeanoption.cpp                      |  4 +-
 test-suite/everestoption.cpp                       |  2 +-
 test-suite/exchangerate.cpp                        |  2 +-
 test-suite/extendedtrees.cpp                       |  2 +-
 test-suite/extensibleoptions.cpp                   |  2 +-
 test-suite/fastfouriertransform.cpp                |  2 +-
 test-suite/fdcev.cpp                               |  2 +-
 test-suite/fdcir.cpp                               |  2 +-
 test-suite/fdheston.cpp                            |  2 +-
 test-suite/fdmlinearop.cpp                         |  5 +-
 test-suite/fdsabr.cpp                              |  2 +-
 test-suite/fittedbonddiscountcurve.cpp             |  2 +-
 test-suite/forwardoption.cpp                       |  2 +-
 test-suite/forwardrateagreement.cpp                |  6 +--
 test-suite/functions.cpp                           |  2 +-
 test-suite/garch.cpp                               |  2 +-
 test-suite/gaussianquadratures.cpp                 |  5 +-
 test-suite/gjrgarchmodel.cpp                       |  2 +-
 test-suite/gsr.cpp                                 |  2 +-
 test-suite/hestonmodel.cpp                         |  4 +-
 test-suite/hestonslvmodel.cpp                      |  6 +--
 test-suite/himalayaoption.cpp                      |  2 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        |  2 +-
 test-suite/indexes.cpp                             |  2 +-
 test-suite/inflation.cpp                           |  2 +-
 test-suite/inflationcapfloor.cpp                   |  2 +-
 test-suite/inflationcapflooredcoupon.cpp           |  6 +--
 test-suite/inflationcpibond.cpp                    |  2 +-
 test-suite/inflationcpicapfloor.cpp                |  2 +-
 test-suite/inflationcpiswap.cpp                    |  2 +-
 test-suite/inflationvolatility.cpp                 |  3 +-
 test-suite/instruments.cpp                         |  2 +-
 test-suite/integrals.cpp                           |  2 +-
 test-suite/interestrates.cpp                       |  2 +-
 test-suite/interpolations.cpp                      |  2 +-
 test-suite/jumpdiffusion.cpp                       |  2 +-
 test-suite/lazyobject.cpp                          |  2 +-
 test-suite/libormarketmodel.cpp                    |  2 +-
 test-suite/libormarketmodelprocess.cpp             |  2 +-
 test-suite/linearleastsquaresregression.cpp        |  3 +-
 test-suite/lookbackoptions.cpp                     |  2 +-
 test-suite/lowdiscrepancysequences.cpp             |  2 +-
 test-suite/margrabeoption.cpp                      |  2 +-
 test-suite/marketmodel.cpp                         |  2 +-
 test-suite/marketmodel_cms.cpp                     |  2 +-
 test-suite/marketmodel_smm.cpp                     |  2 +-
 .../marketmodel_smmcapletalphacalibration.cpp      |  4 +-
 test-suite/marketmodel_smmcapletcalibration.cpp    |  4 +-
 .../marketmodel_smmcaplethomocalibration.cpp       |  4 +-
 test-suite/markovfunctional.cpp                    |  2 +-
 test-suite/matrices.cpp                            |  2 +-
 test-suite/mclongstaffschwartzengine.cpp           |  2 +-
 test-suite/mersennetwister.cpp                     |  2 +-
 test-suite/money.cpp                               |  2 +-
 test-suite/noarbsabr.cpp                           |  2 +-
 test-suite/normalclvmodel.cpp                      |  2 +-
 test-suite/nthorderderivativeop.cpp                |  2 +-
 test-suite/nthtodefault.cpp                        |  4 +-
 test-suite/numericaldifferentiation.cpp            |  2 +-
 test-suite/observable.cpp                          |  2 +-
 test-suite/ode.cpp                                 |  2 +-
 test-suite/operators.cpp                           |  2 +-
 test-suite/optimizers.cpp                          |  2 +-
 test-suite/optionletstripper.cpp                   |  8 ++--
 test-suite/overnightindexedswap.cpp                |  2 +-
 test-suite/pagodaoption.cpp                        |  2 +-
 test-suite/partialtimebarrieroption.cpp            |  2 +-
 test-suite/pathgenerator.cpp                       |  2 +-
 test-suite/period.cpp                              |  2 +-
 test-suite/piecewiseyieldcurve.cpp                 |  2 +-
 test-suite/piecewisezerospreadedtermstructure.cpp  |  2 +-
 test-suite/quantlibbenchmark.cpp                   |  2 +-
 test-suite/quantlibtestsuite.cpp                   |  2 +-
 test-suite/quantooption.cpp                        |  4 +-
 test-suite/quotes.cpp                              |  2 +-
 test-suite/rangeaccrual.cpp                        |  2 +-
 test-suite/riskneutraldensitycalculator.cpp        |  2 +-
 test-suite/riskstats.cpp                           |  2 +-
 test-suite/rngtraits.cpp                           |  2 +-
 test-suite/rounding.cpp                            |  2 +-
 test-suite/sampledcurve.cpp                        |  2 +-
 test-suite/schedule.cpp                            |  2 +-
 test-suite/shortratemodels.cpp                     |  2 +-
 test-suite/sofrfutures.cpp                         |  2 +-
 test-suite/solvers.cpp                             |  2 +-
 test-suite/spreadoption.cpp                        |  2 +-
 test-suite/squarerootclvmodel.cpp                  |  2 +-
 test-suite/stats.cpp                               |  2 +-
 test-suite/swap.cpp                                | 11 ++---
 test-suite/swapforwardmappings.cpp                 |  2 +-
 test-suite/swaption.cpp                            | 40 ++++++----------
 test-suite/swaptionvolatilitycube.cpp              |  2 +-
 test-suite/swaptionvolatilitymatrix.cpp            |  2 +-
 test-suite/swingoption.cpp                         |  5 +-
 test-suite/termstructures.cpp                      |  2 +-
 test-suite/timegrid.cpp                            |  4 +-
 test-suite/timeseries.cpp                          |  4 +-
 test-suite/tqreigendecomposition.cpp               |  2 +-
 test-suite/tracing.cpp                             |  2 +-
 test-suite/transformedgrid.cpp                     |  2 +-
 test-suite/twoassetbarrieroption.cpp               |  2 +-
 test-suite/twoassetcorrelationoption.cpp           |  2 +-
 test-suite/ultimateforwardtermstructure.cpp        |  2 +-
 test-suite/variancegamma.cpp                       |  2 +-
 test-suite/varianceoption.cpp                      |  2 +-
 test-suite/varianceswaps.cpp                       |  2 +-
 test-suite/volatilitymodels.cpp                    |  2 +-
 test-suite/vpp.cpp                                 |  2 +-
 test-suite/zabr.cpp                                |  2 +-
 365 files changed, 642 insertions(+), 961 deletions(-)

commit 4b797faab178bd5a1bb9a254ab935304d2f363a8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Feb 2021 18:59:09 +0100

    Add modernize-use-auto check

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

commit e7cb949918f6f4748c7bf8b997d0a6e5cd34fd61
Merge: 2256a6a12 282bad147
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Feb 2021 18:27:14 +0100

    Merge pull request #1014.
    
    C++11 modernization — use `override` keyword

commit 282bad1470dd1c98ea899837939e939722b9c0bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Feb 2021 11:27:48 +0100

    Avoid clang warning

 ql/termstructures/credit/piecewisedefaultcurve.hpp | 7 +++++++
 1 file changed, 7 insertions(+)

commit 9219631006d826772b2c53e7424275947168141f
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 4 Feb 2021 23:00:21 +0000

    Automated fixes by clang-tidy

 Examples/DiscreteHedging/DiscreteHedging.cpp       |   2 +-
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |   9 +-
 ql/cashflow.hpp                                    |  11 +-
 ql/cashflows/averagebmacoupon.cpp                  |  25 +-
 ql/cashflows/averagebmacoupon.hpp                  |   8 +-
 ql/cashflows/capflooredcoupon.hpp                  |  15 +-
 ql/cashflows/capflooredinflationcoupon.hpp         |   6 +-
 ql/cashflows/cashflows.cpp                         |   4 +-
 ql/cashflows/cmscoupon.hpp                         |   2 +-
 ql/cashflows/conundrumpricer.hpp                   |  57 +-
 ql/cashflows/coupon.hpp                            |   6 +-
 ql/cashflows/couponpricer.cpp                      |  30 +-
 ql/cashflows/couponpricer.hpp                      |  18 +-
 ql/cashflows/cpicoupon.hpp                         |  12 +-
 ql/cashflows/cpicouponpricer.hpp                   |  14 +-
 ql/cashflows/digitalcmscoupon.hpp                  |   2 +-
 ql/cashflows/digitalcoupon.hpp                     |  11 +-
 ql/cashflows/digitaliborcoupon.hpp                 |   2 +-
 ql/cashflows/dividend.hpp                          |  16 +-
 ql/cashflows/fixedratecoupon.hpp                   |  10 +-
 ql/cashflows/floatingratecoupon.hpp                |  12 +-
 ql/cashflows/iborcoupon.hpp                        |   4 +-
 ql/cashflows/indexedcashflow.hpp                   |   8 +-
 ql/cashflows/inflationcoupon.hpp                   |  12 +-
 ql/cashflows/inflationcouponpricer.hpp             |  55 +-
 ql/cashflows/lineartsrpricer.hpp                   |  18 +-
 ql/cashflows/overnightindexedcoupon.cpp            |  15 +-
 ql/cashflows/overnightindexedcoupon.hpp            |   4 +-
 ql/cashflows/rangeaccrual.hpp                      |  16 +-
 ql/cashflows/simplecashflow.hpp                    |  10 +-
 ql/cashflows/yoyinflationcoupon.hpp                |   4 +-
 ql/discretizedasset.hpp                            |  15 +-
 ql/errors.hpp                                      |   5 +-
 ql/event.hpp                                       |   5 +-
 .../asian/analytic_cont_geom_av_price_heston.hpp   |   2 +-
 .../asian/analytic_discr_geom_av_price_heston.hpp  |   2 +-
 .../averageois/arithmeticoisratehelper.hpp         |  62 +--
 .../averageois/averageoiscouponpricer.hpp          |  17 +-
 .../analyticdoublebarrierbinaryengine.hpp          |   3 +-
 .../barrieroption/analyticdoublebarrierengine.hpp  |   3 +-
 .../barrieroption/binomialdoublebarrierengine.hpp  |   3 +-
 .../discretizeddoublebarrieroption.hpp             |  19 +-
 .../barrieroption/doublebarrieroption.hpp          |   4 +-
 .../barrieroption/mcdoublebarrierengine.hpp        |  12 +-
 .../perturbativebarrieroptionengine.hpp            |   3 +-
 .../barrieroption/quantodoublebarrieroption.hpp    |   5 +-
 .../barrieroption/vannavolgabarrierengine.hpp      |   2 +-
 .../vannavolgadoublebarrierengine.hpp              | 591 +++++++++++----------
 .../barrieroption/vannavolgainterpolation.hpp      |  10 +-
 .../barrieroption/wulinyongdoublebarrierengine.hpp |   3 +-
 ql/experimental/basismodels/tenoroptionletvts.hpp  |  22 +-
 ql/experimental/basismodels/tenorswaptionvts.hpp   |  24 +-
 .../callablebonds/blackcallablebondengine.hpp      |   3 +-
 ql/experimental/callablebonds/callablebond.hpp     |   4 +-
 .../callablebonds/callablebondconstantvol.hpp      |  19 +-
 .../callablebonds/callablebondvolstructure.hpp     |   2 +-
 .../discretizedcallablefixedratebond.hpp           |   8 +-
 .../callablebonds/treecallablebondengine.hpp       |   3 +-
 ql/experimental/catbonds/catbond.hpp               |   8 +-
 ql/experimental/catbonds/catrisk.hpp               |  15 +-
 .../catbonds/montecarlocatbondengine.hpp           |   2 +-
 ql/experimental/catbonds/riskynotional.hpp         |  12 +-
 ql/experimental/commodities/commoditycashflow.hpp  |   6 +-
 ql/experimental/commodities/commoditycurve.hpp     |   2 +-
 ql/experimental/commodities/commodityindex.hpp     |   2 +-
 ql/experimental/commodities/energybasisswap.hpp    |   2 +-
 ql/experimental/commodities/energycommodity.hpp    |  10 +-
 ql/experimental/commodities/energyfuture.hpp       |   6 +-
 ql/experimental/commodities/energyswap.hpp         |   4 +-
 ql/experimental/commodities/energyvanillaswap.hpp  |   4 +-
 .../convertiblebonds/binomialconvertibleengine.hpp |   3 +-
 .../convertiblebonds/convertiblebond.hpp           |   7 +-
 .../convertiblebonds/discretizedconvertible.hpp    |   6 +-
 ql/experimental/convertiblebonds/tflattice.hpp     |   4 +-
 ql/experimental/coupons/cmsspreadcoupon.hpp        |   4 +-
 ql/experimental/coupons/digitalcmsspreadcoupon.hpp |   2 +-
 .../coupons/lognormalcmsspreadpricer.hpp           |  14 +-
 ql/experimental/coupons/proxyibor.hpp              |   2 +-
 ql/experimental/coupons/quantocouponpricer.hpp     |   2 +-
 .../coupons/strippedcapflooredcoupon.hpp           |  10 +-
 ql/experimental/coupons/subperiodcoupons.hpp       |  18 +-
 ql/experimental/coupons/swapspreadindex.hpp        |   8 +-
 .../credit/basecorrelationlossmodel.hpp            |  50 +-
 .../credit/basecorrelationstructure.hpp            |  38 +-
 ql/experimental/credit/basket.hpp                  |   4 +-
 ql/experimental/credit/binomiallossmodel.hpp       |  24 +-
 ql/experimental/credit/blackcdsoptionengine.hpp    |   2 +-
 ql/experimental/credit/cdo.hpp                     |   6 +-
 ql/experimental/credit/cdsoption.hpp               |  12 +-
 ql/experimental/credit/constantlosslatentmodel.hpp |  37 +-
 ql/experimental/credit/defaultevent.hpp            |  18 +-
 .../credit/defaultprobabilitylatentmodel.hpp       |  17 +-
 .../credit/factorspreadedhazardratecurve.hpp       |  15 +-
 ql/experimental/credit/gaussianlhplossmodel.hpp    | 103 ++--
 ql/experimental/credit/homogeneouspooldef.hpp      |  42 +-
 ql/experimental/credit/inhomogeneouspooldef.hpp    |  42 +-
 ql/experimental/credit/integralcdoengine.hpp       |   5 +-
 ql/experimental/credit/integralntdengine.hpp       |   5 +-
 .../credit/interpolatedaffinehazardratecurve.hpp   |  22 +-
 ql/experimental/credit/lossdistribution.hpp        |  40 +-
 ql/experimental/credit/midpointcdoengine.hpp       |   5 +-
 ql/experimental/credit/nthtodefault.hpp            |  24 +-
 ql/experimental/credit/onefactoraffinesurvival.hpp |  27 +-
 ql/experimental/credit/onefactorgaussiancopula.hpp |  10 +-
 ql/experimental/credit/onefactorstudentcopula.hpp  |  18 +-
 .../credit/randomdefaultlatentmodel.hpp            |  61 +--
 ql/experimental/credit/randomdefaultmodel.hpp      |   9 +-
 ql/experimental/credit/randomlosslatentmodel.hpp   |  24 +-
 ql/experimental/credit/recoveryratemodel.hpp       |  12 +-
 ql/experimental/credit/recoveryratequote.hpp       |   4 +-
 ql/experimental/credit/recursivelossmodel.hpp      |  23 +-
 ql/experimental/credit/riskyassetswap.hpp          |  12 +-
 ql/experimental/credit/riskyassetswapoption.hpp    |   4 +-
 ql/experimental/credit/riskybond.hpp               |  37 +-
 ql/experimental/credit/saddlepointlossmodel.hpp    |  22 +-
 ql/experimental/credit/spotlosslatentmodel.hpp     |   4 +-
 ql/experimental/credit/spreadedhazardratecurve.hpp |  12 +-
 ql/experimental/credit/syntheticcdo.hpp            |  34 +-
 .../analyticamericanmargrabeengine.hpp             |   3 +-
 .../exoticoptions/analyticcomplexchooserengine.hpp |   2 +-
 .../exoticoptions/analyticcompoundoptionengine.hpp |   2 +-
 .../analyticeuropeanmargrabeengine.hpp             |   3 +-
 .../analyticholderextensibleoptionengine.hpp       |   2 +-
 .../analyticpartialtimebarrieroptionengine.hpp     |   3 +-
 .../exoticoptions/analyticpdfhestonengine.hpp      |   2 +-
 .../exoticoptions/analyticsimplechooserengine.hpp  |   3 +-
 .../analytictwoassetbarrierengine.hpp              |   3 +-
 .../analytictwoassetcorrelationengine.hpp          |   3 +-
 .../analyticwriterextensibleoptionengine.hpp       |   3 +-
 .../exoticoptions/complexchooseroption.hpp         |   5 +-
 ql/experimental/exoticoptions/compoundoption.hpp   |   4 +-
 .../continuousarithmeticasianlevyengine.hpp        |   3 +-
 .../continuousarithmeticasianvecerengine.hpp       |   3 +-
 ql/experimental/exoticoptions/everestoption.hpp    |   9 +-
 ql/experimental/exoticoptions/himalayaoption.hpp   |   5 +-
 .../exoticoptions/holderextensibleoption.hpp       |   5 +-
 .../exoticoptions/kirkspreadoptionengine.hpp       |   3 +-
 ql/experimental/exoticoptions/margrabeoption.hpp   |   9 +-
 ql/experimental/exoticoptions/mceverestengine.hpp  |  12 +-
 ql/experimental/exoticoptions/mchimalayaengine.hpp |  12 +-
 ql/experimental/exoticoptions/mcpagodaengine.hpp   |  12 +-
 ql/experimental/exoticoptions/pagodaoption.hpp     |   5 +-
 .../exoticoptions/partialtimebarrieroption.hpp     |   5 +-
 .../exoticoptions/simplechooseroption.hpp          |   5 +-
 .../exoticoptions/twoassetbarrieroption.hpp        |   7 +-
 .../exoticoptions/twoassetcorrelationoption.hpp    |   5 +-
 .../exoticoptions/writerextensibleoption.hpp       |   7 +-
 .../dynprogvppintrinsicvalueengine.cpp             |  12 +-
 .../dynprogvppintrinsicvalueengine.hpp             |   2 +-
 .../finitedifferences/fdextoujumpvanillaengine.hpp |   6 +-
 .../fdhestondoublebarrierengine.hpp                |   2 +-
 .../finitedifferences/fdklugeextouspreadengine.hpp |  16 +-
 .../finitedifferences/fdmblackscholesfwdop.hpp     |  18 +-
 .../finitedifferences/fdmdupire1dop.hpp            |  17 +-
 .../fdmexpextouinnervaluecalculator.hpp            |   5 +-
 .../fdmextendedornsteinuhlenbeckop.hpp             |  18 +-
 .../fdmextoujumpmodelinnervalue.hpp                |   4 +-
 .../finitedifferences/fdmextoujumpop.hpp           |  18 +-
 .../finitedifferences/fdmextoujumpsolver.hpp       |   2 +-
 .../finitedifferences/fdmhestonfwdop.hpp           |  18 +-
 .../finitedifferences/fdmklugeextouop.hpp          |  18 +-
 .../finitedifferences/fdmklugeextousolver.hpp      |   2 +-
 .../finitedifferences/fdmsimple2dextousolver.hpp   |   2 +-
 .../fdmsimple3dextoujumpsolver.hpp                 |   2 +-
 .../fdmspreadpayoffinnervalue.hpp                  |   4 +-
 .../finitedifferences/fdmsquarerootfwdop.hpp       |  18 +-
 .../fdmvppstartlimitstepcondition.hpp              |   5 +-
 .../finitedifferences/fdmvppstepcondition.hpp      |   2 +-
 ql/experimental/finitedifferences/fdmzabrop.hpp    |  17 +-
 .../fdornsteinuhlenbeckvanillaengine.cpp           |   4 +-
 .../fdornsteinuhlenbeckvanillaengine.hpp           |   2 +-
 .../fdsimpleextoujumpswingengine.hpp               |   2 +-
 .../fdsimpleextoustorageengine.cpp                 |   5 +-
 .../fdsimpleextoustorageengine.hpp                 |   2 +-
 .../fdsimpleklugeextouvppengine.cpp                |   4 +-
 .../fdsimpleklugeextouvppengine.hpp                |   2 +-
 .../finitedifferences/vanillavppoption.cpp         |   6 +-
 .../finitedifferences/vanillavppoption.hpp         |   6 +-
 .../analytichestonforwardeuropeanengine.hpp        |   2 +-
 ql/experimental/futures/overnightindexfuture.hpp   |   6 +-
 .../futures/overnightindexfutureratehelper.hpp     |   6 +-
 ql/experimental/fx/deltavolquote.hpp               |   6 +-
 ql/experimental/inflation/cpicapfloorengines.hpp   |   6 +-
 .../inflation/cpicapfloortermpricesurface.hpp      |  12 +-
 .../inflation/interpolatedyoyoptionletstripper.hpp |  19 +-
 .../kinterpolatedyoyoptionletvolatilitysurface.hpp |   9 +-
 .../inflation/piecewiseyoyoptionletvolatility.hpp  |  16 +-
 .../inflation/yoycapfloortermpricesurface.hpp      |  36 +-
 .../yoyinflationoptionletvolatilitystructure2.hpp  |  10 +-
 ql/experimental/inflation/yoyoptionlethelpers.hpp  |   5 +-
 ql/experimental/lattices/extendedbinomialtree.hpp  |  12 +-
 ql/experimental/math/fireflyalgorithm.hpp          |  23 +-
 .../gaussiannoncentralchisquaredpolynomial.hpp     |   4 +-
 ql/experimental/math/hybridsimulatedannealing.hpp  |   5 +-
 ql/experimental/math/latentmodel.hpp               |  41 +-
 ql/experimental/math/particleswarmoptimization.hpp |  42 +-
 ql/experimental/math/piecewiseintegral.hpp         |   2 +-
 ql/experimental/mcbasket/adaptedpathpayoff.hpp     |  12 +-
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |   2 +-
 ql/experimental/mcbasket/mcpathbasketengine.hpp    |   5 +-
 ql/experimental/mcbasket/pathmultiassetoption.hpp  |  13 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |   8 +-
 ql/experimental/models/hestonslvfdmmodel.hpp       |   2 +-
 ql/experimental/models/hestonslvmcmodel.hpp        |   2 +-
 ql/experimental/models/normalclvmodel.hpp          |   2 +-
 ql/experimental/models/squarerootclvmodel.hpp      |   2 +-
 .../processes/extendedblackscholesprocess.hpp      |   7 +-
 .../processes/extendedornsteinuhlenbeckprocess.hpp |  12 +-
 .../processes/extouwithjumpsprocess.hpp            |  17 +-
 .../processes/gemanroncoroniprocess.hpp            |  10 +-
 ql/experimental/processes/hestonslvprocess.hpp     |  21 +-
 ql/experimental/processes/klugeextouprocess.hpp    |  15 +-
 .../processes/vegastressedblackscholesprocess.hpp  |   2 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp |  44 +-
 .../generalizedornsteinuhlenbeckprocess.hpp        |  12 +-
 .../swaptions/haganirregularswaptionengine.hpp     |   2 +-
 ql/experimental/swaptions/irregularswap.hpp        |  11 +-
 ql/experimental/swaptions/irregularswaption.hpp    |   6 +-
 .../termstructures/crosscurrencyratehelpers.hpp    |   8 +-
 .../termstructures/multicurvesensitivities.hpp     |   2 +-
 .../variancegamma/analyticvariancegammaengine.hpp  |   5 +-
 ql/experimental/variancegamma/fftengine.hpp        |   4 +-
 ql/experimental/variancegamma/fftvanillaengine.hpp |  12 +-
 .../variancegamma/fftvariancegammaengine.hpp       |  12 +-
 .../variancegamma/variancegammamodel.hpp           |   4 +-
 .../variancegamma/variancegammaprocess.hpp         |   6 +-
 .../integralhestonvarianceoptionengine.hpp         |   3 +-
 ql/experimental/varianceoption/varianceoption.hpp  |   7 +-
 ql/experimental/volatility/abcdatmvolcurve.hpp     |  16 +-
 ql/experimental/volatility/blackatmvolcurve.hpp    |   2 +-
 ql/experimental/volatility/blackvolsurface.hpp     |   6 +-
 ql/experimental/volatility/equityfxvolsurface.hpp  |   2 +-
 .../volatility/extendedblackvariancecurve.hpp      |  15 +-
 .../volatility/extendedblackvariancesurface.hpp    |  15 +-
 .../volatility/interestratevolsurface.hpp          |   2 +-
 .../noarbsabrinterpolatedsmilesection.hpp          |  16 +-
 .../volatility/noarbsabrsmilesection.hpp           |  20 +-
 ql/experimental/volatility/sabrvolsurface.hpp      |  22 +-
 .../volatility/sabrvoltermstructure.hpp            |   9 +-
 .../volatility/sviinterpolatedsmilesection.hpp     |  14 +-
 ql/experimental/volatility/svismilesection.hpp     |   8 +-
 .../volatility/zabrinterpolatedsmilesection.hpp    |  14 +-
 ql/experimental/volatility/zabrsmilesection.hpp    |  12 +-
 ql/handle.hpp                                      |   3 +-
 ql/index.hpp                                       |   2 +-
 ql/indexes/bmaindex.hpp                            |   6 +-
 ql/indexes/ibor/eurlibor.hpp                       |   4 +-
 ql/indexes/ibor/libor.hpp                          |   7 +-
 ql/indexes/ibor/shibor.hpp                         |   4 +-
 ql/indexes/iborindex.hpp                           |   7 +-
 ql/indexes/inflationindex.hpp                      |  21 +-
 ql/indexes/interestrateindex.hpp                   |  11 +-
 ql/indexes/swapindex.hpp                           |   4 +-
 ql/instrument.hpp                                  |   6 +-
 ql/instruments/asianoption.hpp                     |  10 +-
 ql/instruments/assetswap.hpp                       |  11 +-
 ql/instruments/barrieroption.hpp                   |   4 +-
 ql/instruments/basketoption.hpp                    |  17 +-
 ql/instruments/bond.hpp                            |  14 +-
 ql/instruments/bonds/btp.hpp                       |  18 +-
 ql/instruments/callabilityschedule.hpp             |   4 +-
 ql/instruments/capfloor.hpp                        |   8 +-
 ql/instruments/claim.hpp                           |  13 +-
 ql/instruments/cliquetoption.hpp                   |   5 +-
 ql/instruments/compositeinstrument.hpp             |   7 +-
 ql/instruments/cpicapfloor.hpp                     |  10 +-
 ql/instruments/cpiswap.hpp                         |  10 +-
 ql/instruments/creditdefaultswap.hpp               |  12 +-
 ql/instruments/dividendbarrieroption.hpp           |   5 +-
 ql/instruments/dividendvanillaoption.hpp           |   5 +-
 ql/instruments/fixedratebondforward.hpp            |   7 +-
 ql/instruments/floatfloatswap.hpp                  |  10 +-
 ql/instruments/floatfloatswaption.hpp              |   6 +-
 ql/instruments/forward.hpp                         |  10 +-
 ql/instruments/forwardrateagreement.hpp            |  13 +-
 ql/instruments/forwardvanillaoption.hpp            |   7 +-
 ql/instruments/inflationcapfloor.hpp               |   6 +-
 ql/instruments/lookbackoption.hpp                  |  20 +-
 ql/instruments/multiassetoption.hpp                |  11 +-
 ql/instruments/nonstandardswap.hpp                 |  10 +-
 ql/instruments/nonstandardswaption.hpp             |   6 +-
 ql/instruments/oneassetoption.hpp                  |   9 +-
 ql/instruments/payoffs.hpp                         |  66 +--
 ql/instruments/quantobarrieroption.hpp             |   5 +-
 ql/instruments/quantoforwardvanillaoption.hpp      |   5 +-
 ql/instruments/quantovanillaoption.hpp             |   7 +-
 ql/instruments/stickyratchet.hpp                   |  32 +-
 ql/instruments/stock.hpp                           |   6 +-
 ql/instruments/swap.hpp                            |  14 +-
 ql/instruments/swaption.hpp                        |   6 +-
 ql/instruments/vanillastorageoption.hpp            |  14 +-
 ql/instruments/vanillaswap.hpp                     |  11 +-
 ql/instruments/vanillaswingoption.hpp              |  18 +-
 ql/instruments/varianceswap.hpp                    |  13 +-
 ql/instruments/yearonyearinflationswap.hpp         |  14 +-
 ql/instruments/zerocouponinflationswap.hpp         |   6 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.hpp      |   6 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp  |  10 +-
 ql/legacy/libormarketmodels/lfmprocess.hpp         |  17 +-
 ql/legacy/libormarketmodels/lfmswaptionengine.hpp  |   3 +-
 ql/legacy/libormarketmodels/liborforwardmodel.hpp  |  13 +-
 .../libormarketmodels/lmconstwrappercorrmodel.hpp  |  21 +-
 .../libormarketmodels/lmconstwrappervolmodel.hpp   |   9 +-
 ql/legacy/libormarketmodels/lmexpcorrmodel.hpp     |  12 +-
 .../libormarketmodels/lmextlinexpvolmodel.hpp      |  10 +-
 ql/legacy/libormarketmodels/lmfixedvolmodel.hpp    |   7 +-
 ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp  |  14 +-
 ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp   |  12 +-
 ql/math/integrals/discreteintegrals.hpp            |   6 +-
 ql/math/integrals/filonintegral.hpp                |   4 +-
 ql/math/integrals/gaussianorthogonalpolynomial.hpp |  32 +-
 .../integrals/gausslaguerrecosinepolynomial.hpp    |  28 +-
 ql/math/integrals/gausslobattointegral.hpp         |   3 +-
 ql/math/integrals/kronrodintegral.hpp              |  10 +-
 .../integrals/momentbasedgaussianpolynomial.hpp    |   6 +-
 ql/math/integrals/segmentintegral.hpp              |   5 +-
 ql/math/integrals/simpsonintegral.hpp              |   4 +-
 ql/math/integrals/trapezoidintegral.hpp            |   4 +-
 ql/math/interpolation.hpp                          |  21 +-
 ql/math/interpolations/abcdinterpolation.hpp       |  14 +-
 .../interpolations/backwardflatinterpolation.hpp   |  15 +-
 .../backwardflatlinearinterpolation.hpp            |   4 +-
 .../interpolations/bicubicsplineinterpolation.hpp  |  24 +-
 ql/math/interpolations/bilinearinterpolation.hpp   |   4 +-
 .../interpolations/convexmonotoneinterpolation.hpp |  89 ++--
 ql/math/interpolations/cubicinterpolation.hpp      |  11 +-
 ql/math/interpolations/flatextrapolation2d.hpp     |  42 +-
 .../interpolations/forwardflatinterpolation.hpp    |  15 +-
 ql/math/interpolations/interpolation2d.hpp         |  41 +-
 ql/math/interpolations/kernelinterpolation.hpp     |  12 +-
 ql/math/interpolations/kernelinterpolation2d.hpp   |   6 +-
 ql/math/interpolations/lagrangeinterpolation.hpp   |  44 +-
 ql/math/interpolations/linearinterpolation.hpp     |  13 +-
 ql/math/interpolations/loginterpolation.hpp        |  13 +-
 ql/math/interpolations/xabrinterpolation.hpp       |  18 +-
 ql/math/kernelfunctions.hpp                        |   4 +-
 ql/math/matrixutilities/pseudosqrt.cpp             |   4 +-
 ql/math/matrixutilities/tapcorrelations.hpp        |   5 +-
 ql/math/optimization/armijo.hpp                    |   2 +-
 ql/math/optimization/bfgs.hpp                      |   5 +-
 ql/math/optimization/conjugategradient.hpp         |   5 +-
 ql/math/optimization/constraint.hpp                |  35 +-
 ql/math/optimization/differentialevolution.hpp     |   3 +-
 ql/math/optimization/goldstein.hpp                 |   2 +-
 ql/math/optimization/leastsquare.hpp               |  12 +-
 ql/math/optimization/levenbergmarquardt.hpp        |   8 +-
 ql/math/optimization/linesearchbasedmethod.hpp     |   6 +-
 ql/math/optimization/projectedconstraint.hpp       |  10 +-
 ql/math/optimization/projectedcostfunction.hpp     |   5 +-
 ql/math/optimization/simplex.hpp                   |   3 +-
 ql/math/optimization/simulatedannealing.hpp        |   2 +-
 ql/math/optimization/steepestdescent.hpp           |   5 +-
 ql/methods/finitedifferences/americancondition.hpp |  12 +-
 ql/methods/finitedifferences/boundarycondition.hpp |  22 +-
 .../meshers/fdmmeshercomposite.hpp                 |   8 +-
 .../meshers/uniformgridmesher.hpp                  |   9 +-
 .../operators/fdm2dblackscholesop.hpp              |  25 +-
 .../finitedifferences/operators/fdmbatesop.hpp     |  18 +-
 .../operators/fdmblackscholesop.hpp                |  18 +-
 .../finitedifferences/operators/fdmcevop.hpp       |  17 +-
 .../finitedifferences/operators/fdmcirop.hpp       |  18 +-
 ql/methods/finitedifferences/operators/fdmg2op.hpp |  17 +-
 .../operators/fdmhestonhullwhiteop.hpp             |  18 +-
 .../finitedifferences/operators/fdmhestonop.hpp    |  18 +-
 .../finitedifferences/operators/fdmhullwhiteop.hpp |  17 +-
 .../operators/fdmlinearopcomposite.hpp             |   2 +-
 .../operators/fdmlocalvolfwdop.hpp                 |  18 +-
 .../operators/fdmornsteinuhlenbeckop.hpp           |  18 +-
 .../finitedifferences/operators/fdmsabrop.hpp      |  17 +-
 .../operators/ninepointlinearop.hpp                |   4 +-
 .../operators/nthorderderivativeop.hpp             |   4 +-
 .../operators/triplebandlinearop.hpp               |   4 +-
 ql/methods/finitedifferences/pde.hpp               |  19 +-
 ql/methods/finitedifferences/pdebsm.hpp            |  11 +-
 ql/methods/finitedifferences/pdeshortrate.hpp      |  11 +-
 ql/methods/finitedifferences/shoutcondition.hpp    |  11 +-
 .../finitedifferences/solvers/fdm1dimsolver.hpp    |   2 +-
 .../solvers/fdm2dblackscholessolver.hpp            |   2 +-
 .../finitedifferences/solvers/fdm2dimsolver.hpp    |   2 +-
 .../finitedifferences/solvers/fdm3dimsolver.hpp    |   2 +-
 .../finitedifferences/solvers/fdmbatessolver.hpp   |   4 +-
 .../solvers/fdmblackscholessolver.hpp              |   2 +-
 .../finitedifferences/solvers/fdmcirsolver.hpp     |   4 +-
 .../finitedifferences/solvers/fdmg2solver.hpp      |   2 +-
 .../solvers/fdmhestonhullwhitesolver.hpp           |   2 +-
 .../finitedifferences/solvers/fdmhestonsolver.hpp  |   4 +-
 .../solvers/fdmhullwhitesolver.hpp                 |   2 +-
 .../finitedifferences/solvers/fdmndimsolver.hpp    |   2 +-
 .../solvers/fdmsimple2dbssolver.hpp                |   2 +-
 ql/methods/finitedifferences/stepcondition.hpp     |   2 +-
 .../stepconditions/fdmamericanstepcondition.hpp    |   3 +-
 .../fdmarithmeticaveragecondition.hpp              |   2 +-
 .../stepconditions/fdmbermudanstepcondition.hpp    |   2 +-
 .../stepconditions/fdmsimplestoragecondition.hpp   |  14 +-
 .../stepconditions/fdmsimpleswingcondition.hpp     |  18 +-
 .../stepconditions/fdmsnapshotcondition.hpp        |   2 +-
 .../stepconditions/fdmstepconditioncomposite.hpp   |   2 +-
 .../utilities/bsmrndcalculator.hpp                 |   8 +-
 .../utilities/cevrndcalculator.hpp                 |   6 +-
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |   4 +-
 .../utilities/fdmaffinemodeltermstructure.hpp      |   4 +-
 .../utilities/fdmdirichletboundary.hpp             |  12 +-
 .../utilities/fdmdiscountdirichletboundary.hpp     |  10 +-
 .../utilities/fdmdividendhandler.hpp               |   6 +-
 .../utilities/fdminnervaluecalculator.hpp          |  12 +-
 .../utilities/fdmtimedepdirichletboundary.hpp      |  10 +-
 .../utilities/gbsmrndcalculator.hpp                |   8 +-
 .../utilities/hestonrndcalculator.hpp              |   6 +-
 .../utilities/localvolrndcalculator.hpp            |  12 +-
 .../utilities/squarerootprocessrndcalculator.hpp   |   6 +-
 ql/methods/lattices/lattice.hpp                    |   8 +-
 ql/methods/lattices/lattice1d.hpp                  |   2 +-
 ql/methods/lattices/lattice2d.hpp                  |   3 +-
 .../montecarlo/longstaffschwartzpathpricer.hpp     |   2 +-
 ql/methods/montecarlo/parametricexercise.cpp       |   5 +-
 ql/models/calibrationhelper.hpp                    |   4 +-
 ql/models/equity/batesmodel.hpp                    |   2 +-
 ql/models/equity/gjrgarchmodel.cpp                 |   2 +-
 ql/models/equity/gjrgarchmodel.hpp                 |   2 +-
 ql/models/equity/hestonmodel.hpp                   |   4 +-
 ql/models/equity/hestonmodelhelper.hpp             |   8 +-
 .../browniangenerators/mtbrowniangenerator.hpp     |  13 +-
 .../browniangenerators/sobolbrowniangenerator.hpp  |  14 +-
 .../callability/bermudanswaptionexercisevalue.hpp  |  20 +-
 ql/models/marketmodels/callability/lsstrategy.hpp  |  16 +-
 .../callability/marketmodelbasissystem.hpp         |   6 +-
 .../callability/marketmodelparametricexercise.hpp  |   6 +-
 .../callability/nothingexercisevalue.hpp           |  20 +-
 .../callability/parametricexerciseadapter.hpp      |  16 +-
 .../marketmodels/callability/swapbasissystem.hpp   |  21 +-
 .../callability/swapforwardbasissystem.hpp         |  25 +-
 .../marketmodels/callability/swapratetrigger.hpp   |  16 +-
 .../callability/triggeredswapexercise.hpp          |  28 +-
 .../marketmodels/callability/upperboundengine.cpp  |  11 +-
 ql/models/marketmodels/constrainedevolver.hpp      |   2 +-
 .../correlations/cotswapfromfwdcorrelation.hpp     |  11 +-
 .../marketmodels/correlations/expcorrelations.hpp  |  11 +-
 .../timehomogeneousforwardcorrelation.hpp          |   8 +-
 .../marketmodels/curvestates/cmswapcurvestate.hpp  |  29 +-
 .../curvestates/coterminalswapcurvestate.hpp       |  24 +-
 .../marketmodels/curvestates/lmmcurvestate.hpp     |  31 +-
 .../evolvers/lognormalcmswapratepc.hpp             |  12 +-
 .../evolvers/lognormalcotswapratepc.hpp            |  12 +-
 .../evolvers/lognormalfwdrateballand.hpp           |  12 +-
 .../evolvers/lognormalfwdrateeuler.hpp             |  12 +-
 .../evolvers/lognormalfwdrateeulerconstrained.hpp  |  22 +-
 .../evolvers/lognormalfwdrateiballand.hpp          |  12 +-
 .../marketmodels/evolvers/lognormalfwdrateipc.hpp  |  12 +-
 .../marketmodels/evolvers/lognormalfwdratepc.hpp   |  12 +-
 .../marketmodels/evolvers/normalfwdratepc.hpp      |  12 +-
 ql/models/marketmodels/evolvers/svddfwdratepc.hpp  |  62 +--
 .../evolvers/volprocesses/squarerootandersen.hpp   |  18 +-
 .../historicalforwardratesanalysis.hpp             |  10 +-
 ql/models/marketmodels/marketmodel.hpp             |   2 +-
 ql/models/marketmodels/models/abcdvol.hpp          |  14 +-
 .../marketmodels/models/alphaformconcrete.hpp      |  14 +-
 .../models/capletcoterminalalphacalibration.hpp    |   5 +-
 .../models/capletcoterminalmaxhomogeneity.hpp      |   5 +-
 .../models/capletcoterminalswaptioncalibration.hpp |   4 +-
 .../marketmodels/models/cotswaptofwdadapter.hpp    |  19 +-
 ql/models/marketmodels/models/flatvol.hpp          |  19 +-
 ql/models/marketmodels/models/fwdperiodadapter.hpp |  14 +-
 .../marketmodels/models/fwdtocotswapadapter.hpp    |  19 +-
 .../models/piecewiseconstantabcdvariance.hpp       |   6 +-
 ql/models/marketmodels/models/pseudorootfacade.hpp |  14 +-
 .../volatilityinterpolationspecifierabcd.hpp       |  22 +-
 .../marketmodels/products/compositeproduct.hpp     |   8 +-
 .../products/multiproductcomposite.hpp             |  17 +-
 .../products/multiproductmultistep.hpp             |   4 +-
 .../marketmodels/products/multiproductonestep.hpp  |   4 +-
 .../multistep/callspecifiedmultiproduct.hpp        |  25 +-
 .../marketmodels/products/multistep/cashrebate.hpp |  25 +-
 .../products/multistep/exerciseadapter.hpp         |  18 +-
 .../products/multistep/multistepcoinitialswaps.hpp |  21 +-
 .../multistep/multistepcoterminalswaps.hpp         |  21 +-
 .../multistep/multistepcoterminalswaptions.hpp     |  21 +-
 .../products/multistep/multistepforwards.hpp       |  21 +-
 .../products/multistep/multistepinversefloater.hpp |  21 +-
 .../products/multistep/multistepnothing.hpp        |  16 +-
 .../products/multistep/multistepoptionlets.hpp     |  21 +-
 .../multistep/multisteppathwisewrapper.hpp         |  25 +-
 .../multistep/multistepperiodcapletswaptions.hpp   |  21 +-
 .../products/multistep/multistepratchet.hpp        |  21 +-
 .../products/multistep/multistepswap.hpp           |  21 +-
 .../products/multistep/multistepswaption.hpp       |  21 +-
 .../products/multistep/multisteptarn.hpp           |  21 +-
 .../products/onestep/onestepcoinitialswaps.hpp     |  21 +-
 .../products/onestep/onestepcoterminalswaps.hpp    |  21 +-
 .../products/onestep/onestepforwards.hpp           |  21 +-
 .../products/onestep/onestepoptionlets.hpp         |  21 +-
 .../pathwise/pathwiseproductcallspecified.hpp      |  30 +-
 .../products/pathwise/pathwiseproductcaplet.hpp    | 103 ++--
 .../pathwise/pathwiseproductcashrebate.hpp         |  27 +-
 .../pathwise/pathwiseproductinversefloater.hpp     |  34 +-
 .../products/pathwise/pathwiseproductswap.hpp      |  34 +-
 .../products/pathwise/pathwiseproductswaption.hpp  |  68 +--
 .../products/singleproductcomposite.hpp            |  17 +-
 ql/models/model.cpp                                |   8 +-
 ql/models/model.hpp                                |   8 +-
 ql/models/parameter.hpp                            |  13 +-
 .../shortrate/calibrationhelpers/caphelper.hpp     |   9 +-
 .../calibrationhelpers/swaptionhelper.hpp          |   8 +-
 ql/models/shortrate/onefactormodel.hpp             |  11 +-
 .../shortrate/onefactormodels/blackkarasinski.hpp  |  13 +-
 .../shortrate/onefactormodels/coxingersollross.cpp |   2 +-
 .../shortrate/onefactormodels/coxingersollross.hpp |  34 +-
 .../onefactormodels/extendedcoxingersollross.hpp   |  22 +-
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |   4 +-
 ql/models/shortrate/onefactormodels/gsr.hpp        |  14 +-
 ql/models/shortrate/onefactormodels/hullwhite.hpp  |  32 +-
 .../shortrate/onefactormodels/markovfunctional.hpp |  39 +-
 ql/models/shortrate/onefactormodels/vasicek.hpp    |  23 +-
 ql/models/shortrate/twofactormodel.hpp             |   3 +-
 ql/models/shortrate/twofactormodels/g2.hpp         |  23 +-
 ql/models/volatility/constantestimator.hpp         |   4 +-
 ql/models/volatility/garch.cpp                     |  26 +-
 ql/models/volatility/garch.hpp                     |   4 +-
 ql/models/volatility/garmanklass.hpp               |  51 +-
 ql/models/volatility/simplelocalestimator.hpp      |   3 +-
 ql/option.hpp                                      |  11 +-
 ql/patterns/lazyobject.hpp                         |   4 +-
 ql/pricingengine.hpp                               |  11 +-
 .../asian/analytic_cont_geom_av_price.hpp          |   3 +-
 .../asian/analytic_discr_geom_av_price.hpp         |   3 +-
 .../asian/analytic_discr_geom_av_strike.hpp        |   3 +-
 .../asian/fdblackscholesasianengine.hpp            |   2 +-
 .../asian/mc_discr_arith_av_price.hpp              |   9 +-
 .../asian/mc_discr_arith_av_price_heston.hpp       |   9 +-
 .../asian/mc_discr_arith_av_strike.hpp             |   5 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.hpp |   5 +-
 .../asian/mc_discr_geom_av_price_heston.hpp        |   5 +-
 .../asian/mcdiscreteasianenginebase.hpp            |   9 +-
 .../barrier/analyticbarrierengine.hpp              |   3 +-
 .../barrier/analyticbinarybarrierengine.hpp        |   3 +-
 .../barrier/binomialbarrierengine.hpp              |   3 +-
 .../barrier/discretizedbarrieroption.hpp           |  19 +-
 .../barrier/fdblackscholesbarrierengine.hpp        |   2 +-
 .../barrier/fdblackscholesrebateengine.hpp         |   2 +-
 .../barrier/fdhestonbarrierengine.hpp              |   2 +-
 ql/pricingengines/barrier/fdhestonrebateengine.hpp |   2 +-
 ql/pricingengines/barrier/mcbarrierengine.hpp      |  15 +-
 .../basket/fd2dblackscholesvanillaengine.hpp       |  20 +-
 ql/pricingengines/basket/kirkengine.hpp            |   3 +-
 .../basket/mcamericanbasketengine.hpp              |   9 +-
 .../basket/mceuropeanbasketengine.hpp              |  12 +-
 ql/pricingengines/basket/stulzengine.hpp           |   3 +-
 ql/pricingengines/blackcalculator.cpp              |  10 +-
 ql/pricingengines/blackscholescalculator.hpp       |   2 +-
 ql/pricingengines/bond/discountingbondengine.hpp   |   2 +-
 .../capfloor/analyticcapfloorengine.hpp            |   3 +-
 .../capfloor/bacheliercapfloorengine.hpp           |   2 +-
 ql/pricingengines/capfloor/blackcapfloorengine.hpp |   2 +-
 ql/pricingengines/capfloor/discretizedcapfloor.hpp |  10 +-
 .../capfloor/gaussian1dcapfloorengine.hpp          |   2 +-
 ql/pricingengines/capfloor/mchullwhiteengine.hpp   |   5 +-
 ql/pricingengines/capfloor/treecapfloorengine.hpp  |   3 +-
 .../cliquet/analyticcliquetengine.hpp              |   3 +-
 .../cliquet/analyticperformanceengine.hpp          |   3 +-
 ql/pricingengines/cliquet/mcperformanceengine.hpp  |  12 +-
 ql/pricingengines/credit/integralcdsengine.hpp     |   3 +-
 ql/pricingengines/credit/isdacdsengine.hpp         |   2 +-
 ql/pricingengines/credit/midpointcdsengine.hpp     |   3 +-
 ql/pricingengines/forward/forwardengine.hpp        |   3 +-
 .../forward/forwardperformanceengine.hpp           |   3 +-
 .../forward/mcforwardeuropeanbsengine.hpp          |   5 +-
 .../forward/mcforwardeuropeanhestonengine.hpp      |   9 +-
 .../forward/mcforwardvanillaengine.hpp             |   9 +-
 ql/pricingengines/forward/mcvarianceswapengine.hpp |  12 +-
 .../forward/replicatingvarianceswapengine.hpp      |   3 +-
 .../inflation/inflationcapfloorengines.hpp         |  18 +-
 ql/pricingengines/latticeshortratemodelengine.hpp  |   3 +-
 .../lookback/analyticcontinuousfixedlookback.hpp   |   3 +-
 .../analyticcontinuousfloatinglookback.hpp         |   3 +-
 .../analyticcontinuouspartialfixedlookback.hpp     |   3 +-
 .../analyticcontinuouspartialfloatinglookback.hpp  |   3 +-
 ql/pricingengines/lookback/mclookbackengine.cpp    |  12 +-
 ql/pricingengines/lookback/mclookbackengine.hpp    |   9 +-
 ql/pricingengines/mclongstaffschwartzengine.hpp    |   8 +-
 ql/pricingengines/quanto/quantoengine.hpp          |   3 +-
 ql/pricingengines/swap/cvaswapengine.hpp           |   3 +-
 ql/pricingengines/swap/discountingswapengine.hpp   |   2 +-
 ql/pricingengines/swap/discretizedswap.hpp         |  10 +-
 ql/pricingengines/swap/treeswapengine.hpp          |   3 +-
 .../swaption/basketgeneratingengine.hpp            |   4 +-
 ql/pricingengines/swaption/blackswaptionengine.hpp |   2 +-
 ql/pricingengines/swaption/discretizedswaption.hpp |   3 +-
 ql/pricingengines/swaption/fdg2swaptionengine.hpp  |   2 +-
 .../swaption/fdhullwhiteswaptionengine.hpp         |   2 +-
 ql/pricingengines/swaption/g2swaptionengine.hpp    |   3 +-
 .../gaussian1dfloatfloatswaptionengine.hpp         |  10 +-
 .../gaussian1djamshidianswaptionengine.hpp         |   2 +-
 .../gaussian1dnonstandardswaptionengine.hpp        |  10 +-
 .../swaption/gaussian1dswaptionengine.hpp          |   2 +-
 .../swaption/jamshidianswaptionengine.hpp          |   3 +-
 ql/pricingengines/swaption/treeswaptionengine.hpp  |   3 +-
 .../vanilla/analyticbsmhullwhiteengine.cpp         |  11 +-
 .../vanilla/analyticbsmhullwhiteengine.hpp         |   3 +-
 ql/pricingengines/vanilla/analyticcevengine.hpp    |   2 +-
 .../vanilla/analyticdigitalamericanengine.hpp      |   6 +-
 .../vanilla/analyticdividendeuropeanengine.hpp     |   3 +-
 .../vanilla/analyticeuropeanengine.hpp             |   3 +-
 .../vanilla/analyticeuropeanvasicekengine.hpp      |   3 +-
 .../vanilla/analyticgjrgarchengine.hpp             |   2 +-
 ql/pricingengines/vanilla/analytich1hwengine.hpp   |   2 +-
 ql/pricingengines/vanilla/analytichestonengine.hpp |   2 +-
 .../vanilla/analytichestonhullwhiteengine.hpp      |   6 +-
 .../vanilla/analyticptdhestonengine.hpp            |   2 +-
 .../vanilla/baroneadesiwhaleyengine.hpp            |   3 +-
 ql/pricingengines/vanilla/batesengine.hpp          |   8 +-
 ql/pricingengines/vanilla/binomialengine.hpp       |   3 +-
 .../vanilla/bjerksundstenslandengine.hpp           |   3 +-
 ql/pricingengines/vanilla/coshestonengine.hpp      |   4 +-
 .../vanilla/discretizedvanillaoption.hpp           |  10 +-
 .../vanilla/exponentialfittinghestonengine.hpp     |   2 +-
 ql/pricingengines/vanilla/fdbatesvanillaengine.hpp |   6 +-
 .../vanilla/fdblackscholesvanillaengine.hpp        |   2 +-
 ql/pricingengines/vanilla/fdcevvanillaengine.hpp   |   2 +-
 ql/pricingengines/vanilla/fdcirvanillaengine.hpp   |   2 +-
 ql/pricingengines/vanilla/fdconditions.hpp         |   2 +-
 .../vanilla/fdhestonhullwhitevanillaengine.hpp     |   4 +-
 .../vanilla/fdhestonvanillaengine.hpp              |   6 +-
 ql/pricingengines/vanilla/fdmultiperiodengine.hpp  |   2 +-
 ql/pricingengines/vanilla/fdsabrvanillaengine.hpp  |   2 +-
 .../vanilla/fdsimplebsswingengine.hpp              |   6 +-
 ql/pricingengines/vanilla/fdvanillaengine.hpp      |   2 +-
 .../vanilla/hestonexpansionengine.hpp              |   8 +-
 ql/pricingengines/vanilla/integralengine.hpp       |   3 +-
 ql/pricingengines/vanilla/jumpdiffusionengine.hpp  |   3 +-
 ql/pricingengines/vanilla/juquadraticengine.hpp    |   3 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  19 +-
 ql/pricingengines/vanilla/mcdigitalengine.hpp      |   5 +-
 ql/pricingengines/vanilla/mceuropeanengine.hpp     |   5 +-
 .../vanilla/mceuropeangjrgarchengine.hpp           |   5 +-
 .../vanilla/mceuropeanhestonengine.hpp             |   5 +-
 .../vanilla/mchestonhullwhiteengine.hpp            |  14 +-
 ql/pricingengines/vanilla/mcvanillaengine.hpp      |   9 +-
 ql/processes/batesprocess.hpp                      |   7 +-
 ql/processes/blackscholesprocess.hpp               |  20 +-
 ql/processes/coxingersollrossprocess.hpp           |  21 +-
 ql/processes/endeulerdiscretization.hpp            |  21 +-
 ql/processes/eulerdiscretization.hpp               |  21 +-
 ql/processes/g2process.hpp                         |  30 +-
 ql/processes/geometricbrownianprocess.hpp          |   7 +-
 ql/processes/gjrgarchprocess.hpp                   |  16 +-
 ql/processes/gsrprocess.hpp                        |  16 +-
 ql/processes/hestonprocess.hpp                     |  17 +-
 ql/processes/hullwhiteprocess.hpp                  |  24 +-
 ql/processes/hybridhestonhullwhiteprocess.hpp      |  17 +-
 ql/processes/jointstochasticprocess.hpp            |  26 +-
 ql/processes/merton76process.hpp                   |  14 +-
 ql/processes/mfstateprocess.hpp                    |  12 +-
 ql/processes/ornsteinuhlenbeckprocess.hpp          |  21 +-
 ql/processes/squarerootprocess.hpp                 |   6 +-
 ql/processes/stochasticprocessarray.hpp            |  22 +-
 ql/quote.hpp                                       |   2 +-
 ql/quotes/compositequote.hpp                       |   6 +-
 ql/quotes/derivedquote.hpp                         |   6 +-
 ql/quotes/eurodollarfuturesquote.hpp               |   6 +-
 ql/quotes/forwardswapquote.hpp                     |   8 +-
 ql/quotes/forwardvaluequote.hpp                    |   7 +-
 ql/quotes/futuresconvadjustmentquote.hpp           |   6 +-
 ql/quotes/impliedstddevquote.hpp                   |   6 +-
 ql/quotes/lastfixingquote.hpp                      |   6 +-
 ql/quotes/simplequote.hpp                          |   4 +-
 ql/stochasticprocess.hpp                           |  26 +-
 ql/termstructure.hpp                               |   4 +-
 ql/termstructures/bootstraphelper.hpp              |   6 +-
 .../credit/defaultdensitystructure.hpp             |   2 +-
 .../credit/defaultprobabilityhelpers.hpp           |  19 +-
 ql/termstructures/credit/flathazardrate.hpp        |   6 +-
 ql/termstructures/credit/hazardratestructure.hpp   |   4 +-
 .../credit/interpolateddefaultdensitycurve.hpp     |   6 +-
 .../credit/interpolatedhazardratecurve.hpp         |   6 +-
 .../interpolatedsurvivalprobabilitycurve.hpp       |   6 +-
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  10 +-
 .../credit/survivalprobabilitystructure.hpp        |   2 +-
 ql/termstructures/defaulttermstructure.hpp         |   2 +-
 ql/termstructures/globalbootstrap.hpp              |   4 +-
 ql/termstructures/inflation/inflationhelpers.hpp   |  10 +-
 .../inflation/interpolatedyoyinflationcurve.hpp    |   6 +-
 .../inflation/interpolatedzeroinflationcurve.hpp   |   6 +-
 .../inflation/piecewiseyoyinflationcurve.hpp       |   8 +-
 .../inflation/piecewisezeroinflationcurve.hpp      |   8 +-
 ql/termstructures/inflation/seasonality.hpp        |  28 +-
 ql/termstructures/localbootstrap.hpp               |   4 +-
 ql/termstructures/volatility/abcdcalibration.hpp   |  10 +-
 .../volatility/atmadjustedsmilesection.hpp         |  43 +-
 ql/termstructures/volatility/atmsmilesection.hpp   |  26 +-
 .../capfloor/capfloortermvolatilitystructure.hpp   |   2 +-
 .../volatility/capfloor/capfloortermvolcurve.hpp   |  14 +-
 .../volatility/capfloor/capfloortermvolsurface.hpp |  14 +-
 .../capfloor/constantcapfloortermvol.hpp           |  10 +-
 .../equityfx/andreasenhugelocalvoladapter.hpp      |  16 +-
 .../equityfx/andreasenhugevolatilityadapter.hpp    |  16 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |   4 +-
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |   2 +-
 .../volatility/equityfx/blackconstantvol.hpp       |  11 +-
 .../volatility/equityfx/blackvariancecurve.hpp     |  13 +-
 .../volatility/equityfx/blackvariancesurface.hpp   |  19 +-
 .../volatility/equityfx/blackvoltermstructure.hpp  |  11 +-
 .../volatility/equityfx/fixedlocalvolsurface.hpp   |  10 +-
 .../equityfx/gridmodellocalvolsurface.hpp          |  14 +-
 .../volatility/equityfx/hestonblackvolsurface.hpp  |  12 +-
 .../equityfx/impliedvoltermstructure.hpp           |  13 +-
 .../volatility/equityfx/localconstantvol.hpp       |  12 +-
 .../volatility/equityfx/localvolcurve.hpp          |  29 +-
 .../volatility/equityfx/localvolsurface.hpp        |  15 +-
 .../volatility/equityfx/localvoltermstructure.hpp  |   2 +-
 .../equityfx/noexceptlocalvolsurface.hpp           |   2 +-
 ql/termstructures/volatility/flatsmilesection.hpp  |   9 +-
 .../volatility/gaussian1dsmilesection.hpp          |  11 +-
 .../volatility/inflation/constantcpivolatility.hpp |   8 +-
 .../inflation/cpivolatilitystructure.hpp           |   4 +-
 .../yoyinflationoptionletvolatilitystructure.hpp   |  18 +-
 .../volatility/interpolatedsmilesection.hpp        |  15 +-
 .../volatility/kahalesmilesection.hpp              |  27 +-
 .../volatility/optionlet/capletvariancecurve.hpp   |  18 +-
 .../volatility/optionlet/constantoptionletvol.hpp  |  18 +-
 .../volatility/optionlet/optionletstripper.hpp     |  24 +-
 .../volatility/optionlet/optionletstripper1.hpp    |   2 +-
 .../volatility/optionlet/optionletstripper2.hpp    |   2 +-
 .../optionlet/optionletvolatilitystructure.hpp     |   2 +-
 .../volatility/optionlet/spreadedoptionletvol.hpp  |  29 +-
 .../volatility/optionlet/strippedoptionlet.hpp     |  26 +-
 .../optionlet/strippedoptionletadapter.hpp         |  64 ++-
 .../volatility/sabrinterpolatedsmilesection.hpp    |  16 +-
 ql/termstructures/volatility/sabrsmilesection.hpp  |  11 +-
 ql/termstructures/volatility/smilesection.hpp      |   4 +-
 .../volatility/spreadedsmilesection.hpp            |  23 +-
 .../volatility/swaption/cmsmarket.hpp              |   4 +-
 .../volatility/swaption/cmsmarketcalibration.cpp   |  14 +-
 .../swaption/gaussian1dswaptionvolatility.hpp      |  17 +-
 .../volatility/swaption/spreadedswaptionvol.hpp    |  42 +-
 .../volatility/swaption/swaptionconstantvol.hpp    |  28 +-
 .../volatility/swaption/swaptionvolcube.hpp        |  34 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  12 +-
 .../volatility/swaption/swaptionvolcube2.hpp       |  12 +-
 .../volatility/swaption/swaptionvoldiscrete.hpp    |   4 +-
 .../volatility/swaption/swaptionvolmatrix.hpp      |  23 +-
 .../volatility/swaption/swaptionvolstructure.hpp   |   2 +-
 ql/termstructures/yield/bondhelpers.hpp            |  10 +-
 .../yield/compositezeroyieldstructure.hpp          |  17 +-
 ql/termstructures/yield/discountcurve.hpp          |   4 +-
 ql/termstructures/yield/drifttermstructure.hpp     |  13 +-
 .../yield/fittedbonddiscountcurve.cpp              |   5 +-
 .../yield/fittedbonddiscountcurve.hpp              |   8 +-
 ql/termstructures/yield/flatforward.hpp            |   8 +-
 ql/termstructures/yield/forwardcurve.hpp           |   6 +-
 .../yield/forwardspreadedtermstructure.hpp         |  18 +-
 ql/termstructures/yield/forwardstructure.hpp       |   2 +-
 ql/termstructures/yield/impliedtermstructure.hpp   |  11 +-
 .../yield/interpolatedsimplezerocurve.hpp          |   4 +-
 .../yield/nonlinearfittingmethods.hpp              |  65 +--
 ql/termstructures/yield/oisratehelper.hpp          |  52 +-
 ql/termstructures/yield/piecewiseyieldcurve.hpp    |   8 +-
 .../yield/piecewisezerospreadedtermstructure.hpp   |  15 +-
 ql/termstructures/yield/quantotermstructure.hpp    |  13 +-
 ql/termstructures/yield/ratehelpers.hpp            |  96 ++--
 .../yield/ultimateforwardtermstructure.hpp         |  14 +-
 ql/termstructures/yield/zerocurve.hpp              |   4 +-
 .../yield/zerospreadedtermstructure.hpp            |  16 +-
 ql/termstructures/yield/zeroyieldstructure.hpp     |   2 +-
 ql/termstructures/yieldtermstructure.hpp           |   2 +-
 ql/time/calendar.hpp                               |   4 +-
 ql/time/calendars/argentina.hpp                    |   4 +-
 ql/time/calendars/australia.hpp                    |   4 +-
 ql/time/calendars/austria.hpp                      |   8 +-
 ql/time/calendars/bespokecalendar.hpp              |   6 +-
 ql/time/calendars/botswana.hpp                     |   4 +-
 ql/time/calendars/brazil.hpp                       |   8 +-
 ql/time/calendars/canada.hpp                       |   8 +-
 ql/time/calendars/china.hpp                        |  13 +-
 ql/time/calendars/czechrepublic.hpp                |   4 +-
 ql/time/calendars/denmark.hpp                      |   4 +-
 ql/time/calendars/finland.hpp                      |   4 +-
 ql/time/calendars/france.hpp                       |   8 +-
 ql/time/calendars/germany.hpp                      |  20 +-
 ql/time/calendars/hongkong.hpp                     |   4 +-
 ql/time/calendars/hungary.hpp                      |   4 +-
 ql/time/calendars/iceland.hpp                      |   4 +-
 ql/time/calendars/india.hpp                        |   6 +-
 ql/time/calendars/indonesia.hpp                    |   4 +-
 ql/time/calendars/israel.hpp                       |   6 +-
 ql/time/calendars/italy.hpp                        |   8 +-
 ql/time/calendars/japan.hpp                        |   6 +-
 ql/time/calendars/jointcalendar.hpp                |   7 +-
 ql/time/calendars/mexico.hpp                       |   4 +-
 ql/time/calendars/newzealand.hpp                   |   4 +-
 ql/time/calendars/norway.hpp                       |   4 +-
 ql/time/calendars/nullcalendar.hpp                 |   6 +-
 ql/time/calendars/poland.hpp                       |   4 +-
 ql/time/calendars/romania.hpp                      |   8 +-
 ql/time/calendars/russia.hpp                       |   8 +-
 ql/time/calendars/saudiarabia.hpp                  |   6 +-
 ql/time/calendars/singapore.hpp                    |   4 +-
 ql/time/calendars/slovakia.hpp                     |   4 +-
 ql/time/calendars/southafrica.hpp                  |   4 +-
 ql/time/calendars/southkorea.hpp                   |  10 +-
 ql/time/calendars/sweden.hpp                       |   4 +-
 ql/time/calendars/switzerland.hpp                  |   4 +-
 ql/time/calendars/taiwan.hpp                       |   6 +-
 ql/time/calendars/target.hpp                       |   4 +-
 ql/time/calendars/thailand.hpp                     |   4 +-
 ql/time/calendars/turkey.hpp                       |   6 +-
 ql/time/calendars/ukraine.hpp                      |   4 +-
 ql/time/calendars/unitedkingdom.hpp                |  12 +-
 ql/time/calendars/unitedstates.hpp                 |  26 +-
 ql/time/calendars/weekendsonly.hpp                 |   4 +-
 ql/time/date.cpp                                   |   2 +-
 ql/time/daycounters/actual360.hpp                  |  11 +-
 ql/time/daycounters/actual364.hpp                  |   8 +-
 ql/time/daycounters/actual365fixed.hpp             |  21 +-
 ql/time/daycounters/actualactual.hpp               |  33 +-
 ql/time/daycounters/business252.hpp                |  11 +-
 ql/time/daycounters/one.hpp                        |  10 +-
 ql/time/daycounters/simpledaycounter.hpp           |  11 +-
 ql/time/daycounters/thirty360.hpp                  |  55 +-
 ql/time/daycounters/thirty365.hpp                  |  14 +-
 test-suite/fdheston.cpp                            |   8 +-
 test-suite/fdmlinearop.cpp                         |   8 +-
 test-suite/garch.cpp                               |   3 +-
 test-suite/gaussianquadratures.cpp                 |   6 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        |   3 +-
 test-suite/mclongstaffschwartzengine.cpp           |   9 +-
 test-suite/normalclvmodel.cpp                      |   4 +-
 test-suite/nthorderderivativeop.cpp                |  20 +-
 test-suite/observable.cpp                          |   8 +-
 test-suite/optimizers.cpp                          |  30 +-
 test-suite/riskneutraldensitycalculator.cpp        |   8 +-
 test-suite/squarerootclvmodel.cpp                  |  14 +-
 test-suite/utilities.hpp                           |   2 +-
 test-suite/vpp.cpp                                 |  10 +-
 832 files changed, 4895 insertions(+), 5107 deletions(-)

commit 33e91f650fafb52b91b39c698e19f15bace986eb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Feb 2021 21:10:29 +0100

    Prevent destructive fix

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

commit 1f8fc66ffedfb10ecc542615c22f8057be35d3c4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Feb 2021 17:34:30 +0100

    Add modernize-use-override check

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

commit 2256a6a1293d224e568274a181cd9ff6ce8e0b4d
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 4 Feb 2021 08:58:30 +0000

    Update copyright list in license

 LICENSE.TXT | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit a397dafc7bbbd1c5cc3f0a517f35fd830ee29822
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Feb 2021 09:14:58 +0100

    Update badge and link to latest release

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

commit a5d8a62f91d05c1aea203c2378901e81c38816d2
Merge: 0e343aea2 e6b5a2697
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Feb 2021 09:09:09 +0100

    Merge pull request #1011.
    
    Adding support for seasoned geometric asians in Heston pricer

commit 0e343aea2f17495d150c2f7fa89a81f884f32849
Merge: 358da094e 66789a82d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Feb 2021 09:08:40 +0100

    Merge pull request #999.
    
    Index::hasHistoricalFixing(fixingDate)

commit e6b5a269735d64b6330b8863dd1eac614f6252f6
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Thu, 4 Feb 2021 11:07:24 +0800

    Fix double casting problem

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

commit e7e8fd35970ea826c170c871e4945019524aad84
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Thu, 4 Feb 2021 07:53:48 +0800

    Removing unused variable in test suite

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

commit 66789a82dfc7a690ce1e4b5bc9ed40a338399b9f
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 3 Feb 2021 20:15:16 +0100

    Added test cases

 test-suite/indexes.cpp | 45 +++++++++++++++++++++++++++++++++++++++++++++
 test-suite/indexes.hpp |  1 +
 2 files changed, 46 insertions(+)

commit ac80e47992d1ec66f1cba9d81771b056322e2922
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 3 Feb 2021 20:14:19 +0100

    Implementing Index[Manager]::hasHistoricalFixing(...)

 ql/indexes/indexmanager.cpp | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

commit d1cc41a48bdc14026d535ad930b7658170bb393b
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 3 Feb 2021 19:04:11 +0100

    clang format

 test-suite/indexes.cpp | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit 314e5ad01da39a2a11e3d1fae25ec8520b6fcea2
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 3 Feb 2021 19:00:55 +0100

    Implementing Index[Manager]::hasHistoricalFixing(...)

 ql/index.hpp                | 6 ++++++
 ql/indexes/indexmanager.cpp | 9 +++++++++
 ql/indexes/indexmanager.hpp | 2 ++
 3 files changed, 17 insertions(+)

commit 0a92947519d75dbe7e5d88fe62175712c3245328
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 3 Feb 2021 18:34:02 +0100

    clang format

 ql/index.hpp                | 36 ++++++++++++++++--------------------
 ql/indexes/indexmanager.cpp | 26 +++++++++-----------------
 ql/indexes/indexmanager.hpp |  8 +++++---
 3 files changed, 30 insertions(+), 40 deletions(-)

commit 06f6d65b66032c3885dace2a2cfdc8ee9156bcce
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 3 Feb 2021 18:26:20 +0100

    Rebase to master

commit 3092201e86c06efdcadb946fd0443f0faaa27e54
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Wed, 3 Feb 2021 21:57:37 +0800

    Adding control for seasoned asians

 .../asian/analytic_discr_geom_av_price_heston.cpp  | 69 ++++++++++------
 test-suite/asianoptions.cpp                        | 92 ++++++++++++++++++++++
 test-suite/asianoptions.hpp                        |  1 +
 3 files changed, 139 insertions(+), 23 deletions(-)

commit 358da094e945d9e94ff6bdea815e74055a7754f3
Merge: 5dd634f41 e3eba10d3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Feb 2021 09:10:44 +0100

    Merge pull request #1009.
    
    Required nominal != 0.0 within MakeVanillaSwap when calculating the fair rate.

commit 5dd634f41b2a6c857fcabc3a8c2405ee22ef5c12
Merge: d237af5c6 104dd659a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Feb 2021 20:11:17 +0100

    Merge pull request #1003.
    
    Constant notional cross currency basis swap rate helper

commit e3eba10d37d377e6dde9574814d1fa3cdb576794
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 2 Feb 2021 17:30:05 +0100

    Avoid DivByZero when nominal_==0.0 by providing an explicit nominal.

 ql/instruments/makevanillaswap.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 104dd659a79b98e02c43ff1b3fd6a8139354d8bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Feb 2021 16:20:56 +0100

    Moved new files to experimental folder.

 QuantLib.vcxproj                                   |  6 ++---
 QuantLib.vcxproj.filters                           |  8 +++----
 ql/CMakeLists.txt                                  |  4 ++--
 ql/experimental/Makefile.am                        |  1 +
 ql/experimental/termstructures/Makefile.am         | 27 ++++++++++++++++++++++
 ql/experimental/termstructures/all.hpp             |  1 +
 .../termstructures}/crosscurrencyratehelpers.cpp   |  4 ++--
 .../termstructures}/crosscurrencyratehelpers.hpp   |  0
 ql/termstructures/yield/Makefile.am                |  2 --
 ql/termstructures/yield/all.hpp                    |  1 -
 test-suite/crosscurrencyratehelpers.cpp            |  4 ++--
 11 files changed, 42 insertions(+), 16 deletions(-)

commit 5f6e169ae46a297a6c62331f4c2aedcf17668369
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 2 Feb 2021 12:22:33 +0100

    Added check for zero nominal.

 ql/instruments/makevanillaswap.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 91bd04842fa4021f5610b32cf2b3ca22af7f424f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Feb 2021 23:25:31 +0100

    Update QuantLib.vcxproj.filters

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

commit d237af5c6b81da618244ae550ce97a56050fe333
Merge: b6e2b5a05 2ca445533
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Feb 2021 23:18:12 +0100

    Merge pull request #1007.
    
    Negative Accrual when trading ex-coupon for inflation coupon

commit b6e2b5a051ee72a2e3cec37fa8406313ac73939b
Merge: e51120dbb 380a76114
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Feb 2021 20:00:25 +0100

    Merge pull request #1008.
    
    Disable Disposable class template

commit 0dd20853ca4623797b4cfa2da2a3e67e9f2e0927
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 1 Feb 2021 17:14:47 +0100

    Implemented PR feedback.

 .../yield/crosscurrencyratehelpers.cpp             | 24 ++++++++--------
 .../yield/crosscurrencyratehelpers.hpp             | 33 +++++++++-------------
 test-suite/crosscurrencyratehelpers.cpp            | 16 +++++++----
 3 files changed, 35 insertions(+), 38 deletions(-)

commit 3c031f29079ad93a44fbad8a77c94a92a601b98f
Author: marcin-rybacki <52628342+marcin-rybacki@users.noreply.github.com>
Date:   Mon, 1 Feb 2021 17:02:28 +0100

    Update QuantLib.vcxproj.filters
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

 QuantLib.vcxproj.filters | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit e51120dbb332e79959363c6543f6a0fd1e655d9e
Merge: 52b8253b3 901351ace
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Feb 2021 14:53:11 +0100

    Merge pull request #1005.
    
    Correct bug in AnalyticPartialTimeBarrierOptionEngine.

commit 2ca4455335d4577239e5939b16c858f885875c7e
Author: bachhani <66825724+bachhani@users.noreply.github.com>
Date:   Mon, 1 Feb 2021 12:51:17 +0000

    Commit suggestion from owner on  inflation ex-coupon
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

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

commit 965a13d0be20dcaadb29d6cf9281bef1ce57ead2
Author: bachhani <bachir.hani@hivatic.com>
Date:   Mon, 1 Feb 2021 11:34:17 +0000

    Negative Accrual when trading ex-coupon for inflation coupon
    
    Make accrual negative during the ex-coupon trading period of an inflation coupon.
    Template for handling ex-coupon matches accruedAmount  method found in fixedratecoupon.cpp and floatingratecoupon.cpp

 ql/cashflows/inflationcoupon.cpp | 12 ++++++++++--
 1 file changed, 10 insertions(+), 2 deletions(-)

commit 380a7611445ebd8b98b1b1411a18cc0428dde6e2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Feb 2021 11:19:30 +0100

    Add configuration flag and CI build

 .github/workflows/linux.yml |  7 +++++++
 configure.ac                | 18 ++++++++++++++++++
 ql/userconfig.hpp           |  7 +++++++
 ql/utilities/disposable.hpp |  5 +++++
 4 files changed, 37 insertions(+)

commit 901351acefd4b2c389a9b9dfada8689ec578a04d
Author: francis <francis.duffy@quaternionrisk.com>
Date:   Mon, 1 Feb 2021 09:48:45 +0000

    Correct bug in AnalyticPartialTimeBarrierOptionEngine.

 .../exoticoptions/analyticpartialtimebarrieroptionengine.cpp            | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit daa9cea8db5e3f6b937534a26d368f218c6b765a
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 1 Feb 2021 10:38:21 +0100

    Resolve AppVeyor ambiguity error.

 test-suite/crosscurrencyratehelpers.cpp | 36 ++++++++++++++++-----------------
 1 file changed, 18 insertions(+), 18 deletions(-)

commit 5169fc84bd36d69965a05fea0081cab55e47c296
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 31 Jan 2021 22:48:44 +0100

    Disable Disposable class

 ql/math/array.hpp                                             | 8 ++++++++
 ql/math/matrix.hpp                                            | 8 ++++++++
 ql/methods/finitedifferences/operators/ninepointlinearop.cpp  | 2 ++
 ql/methods/finitedifferences/operators/ninepointlinearop.hpp  | 4 ++++
 ql/methods/finitedifferences/operators/triplebandlinearop.cpp | 2 ++
 ql/methods/finitedifferences/operators/triplebandlinearop.hpp | 4 ++++
 ql/methods/finitedifferences/tridiagonaloperator.hpp          | 8 ++++++++
 ql/utilities/disposable.hpp                                   | 9 +++++++++
 test-suite/array.cpp                                          | 4 ++++
 9 files changed, 49 insertions(+)

commit fcbb098673bc4daf3fa59ff3d9a1fd7790dfddf4
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sun, 31 Jan 2021 20:31:31 +0100

    Updated test-suite CMakeLists.txt

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

commit 335ef17666c00592aa78391a0209ee5c1fead0c3
Merge: fc0e5be56 52b8253b3
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sun, 31 Jan 2021 20:27:41 +0100

    Resolved merge conflicts.

commit 52b8253b371aef2349afed7f21109b18cafe60d1
Merge: ca3fe3aa5 54a598248
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 31 Jan 2021 18:03:15 +0100

    Merge pull request #1002.
    
    Add a few move constructors and assignments

commit fc0e5be564eff6fc2433770ce2a1f20b9f8e0657
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 30 Jan 2021 17:52:28 +0100

    Fixed indentation.

 test-suite/crosscurrencyratehelpers.cpp | 26 +++++++++++---------------
 1 file changed, 11 insertions(+), 15 deletions(-)

commit ddb59185794758b140cd200161e9bf4d4294333b
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 30 Jan 2021 17:32:21 +0100

    Minor renamings.

 test-suite/crosscurrencyratehelpers.cpp | 63 ++++++++++++++++++---------------
 1 file changed, 34 insertions(+), 29 deletions(-)

commit ca3fe3aa5bbf2b7d4385978d9cda448858b0e26a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 30 Jan 2021 16:53:59 +0100

    Remove unneeded pragma

 ql/math/integrals/discreteintegrals.cpp                          | 9 +--------
 ql/math/statistics/incrementalstatistics.hpp                     | 8 --------
 ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.cpp | 9 ---------
 ql/termstructures/inflationtermstructure.cpp                     | 4 ++--
 4 files changed, 3 insertions(+), 27 deletions(-)

commit 54a59824820edea090c818dfaa156ff8e9933299
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 30 Jan 2021 16:49:22 +0100

    Define away noexcept on VC++ 2013

 ql/config.msvc.hpp                                       |  3 +++
 ql/math/array.hpp                                        | 16 ++++++++++------
 ql/math/matrix.hpp                                       | 11 +++++++----
 .../finitedifferences/operators/ninepointlinearop.hpp    | 11 +++++++----
 .../finitedifferences/operators/triplebandlinearop.hpp   | 11 +++++++----
 ql/methods/finitedifferences/tridiagonaloperator.hpp     |  8 ++++----
 ql/qldefines.hpp                                         |  8 ++++++++
 ql/utilities/clone.hpp                                   |  8 ++++----
 8 files changed, 50 insertions(+), 26 deletions(-)

commit 39f85f4154130ccf0530e98adde1aefe93d853fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 30 Jan 2021 16:39:56 +0100

    Require -std=c++11 on Mac builds

 .github/workflows/cmake.yml            | 2 +-
 .github/workflows/macos-nondefault.yml | 2 +-
 .github/workflows/macos.yml            | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit 4d76d73551ae178f922096f848728e1e6666d209
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 30 Jan 2021 00:37:22 +0000

    Automated fixes by clang-tidy

 ql/math/array.hpp                                             | 11 ++++-------
 ql/math/matrix.hpp                                            | 11 ++++-------
 ql/methods/finitedifferences/operators/ninepointlinearop.hpp  | 11 ++++-------
 ql/methods/finitedifferences/operators/triplebandlinearop.hpp | 11 ++++-------
 ql/methods/finitedifferences/tridiagonaloperator.hpp          | 10 +++++-----
 ql/utilities/clone.hpp                                        |  8 ++++----
 6 files changed, 25 insertions(+), 37 deletions(-)

commit a0d59b6d31e49f36c835e0f303cd57457bceab6f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 5 May 2020 15:16:23 +0200

    Add a few move constructors.

 ql/math/array.hpp                                  | 23 ++++++++++++++-----
 ql/math/matrix.hpp                                 | 14 +++++++++++-
 .../operators/ninepointlinearop.cpp                | 13 +++--------
 .../operators/ninepointlinearop.hpp                | 20 +++++++++++++++++
 .../operators/triplebandlinearop.cpp               |  7 ------
 .../operators/triplebandlinearop.hpp               | 19 ++++++++++++++++
 .../finitedifferences/tridiagonaloperator.cpp      |  5 -----
 .../finitedifferences/tridiagonaloperator.hpp      | 26 ++++++++++++++++++++++
 ql/utilities/clone.hpp                             | 13 +++++++++++
 9 files changed, 112 insertions(+), 28 deletions(-)

commit 6bd331d2cabe96fab21dc42d827f17887b9b9f69
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 29 Jan 2021 15:49:00 +0100

    Test the built.

 test-suite/crosscurrencyratehelpers.cpp | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

commit be9dcf4d4abe44b44ccce839b924d156c2327c45
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 29 Jan 2021 14:13:10 +0100

    Further build fixes.

 test-suite/crosscurrencyratehelpers.cpp | 16 ++++++++++------
 1 file changed, 10 insertions(+), 6 deletions(-)

commit 8c4fdb4cfbef6047fd3e890e049f9477f9e1cbfd
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 29 Jan 2021 13:11:21 +0100

    Fix build by adding test data struct constructor.

 test-suite/crosscurrencyratehelpers.cpp | 24 +++++++++++++-----------
 1 file changed, 13 insertions(+), 11 deletions(-)

commit 7f6e1116455c35b068d268eea69b1959feef885d
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 29 Jan 2021 12:23:49 +0100

    Added inspectors.

 ql/termstructures/yield/crosscurrencyratehelpers.hpp | 13 +++++++++++++
 1 file changed, 13 insertions(+)

commit 501e03ec4e93b9681c7fb6ffd65abf4b5bf4716b
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 29 Jan 2021 12:06:03 +0100

    Fix build and minor renamings.

 ql/termstructures/yield/crosscurrencyratehelpers.cpp |  8 ++++----
 ql/termstructures/yield/crosscurrencyratehelpers.hpp |  2 +-
 test-suite/crosscurrencyratehelpers.cpp              | 16 ++++++++--------
 3 files changed, 13 insertions(+), 13 deletions(-)

commit a44b404a3361b625c068173a5c8e0bb9981ea374
Merge: d0fc24301 1cc9a6566
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Jan 2021 10:17:03 +0100

    Merge pull request #977.
    
    cmake - add header files to generated projects

commit 91e832d074c1b88b33308fe13356e77a25d4ffd8
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:44:25 +0100

    Reordered members to fix the build.

 ql/termstructures/yield/crosscurrencyratehelpers.hpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit b1a181bef4b8f0ccfa5d0559f8660610a10f03e2
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:43:49 +0100

    Reordered members to fix the build.

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

commit 97ccc8756174255b5369a133a7668d00ddbb0ca9
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:17:25 +0100

    Fixed incorrect file name.

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

commit da9aa94c34471dba1ae74ba96b90046c4bcd6dc4
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:13:25 +0100

    Update test-suite Makefile.am

 test-suite/Makefile.am | 2 ++
 1 file changed, 2 insertions(+)

commit 4b29964695b014d8b0988802f62b85d14f84d55c
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:12:24 +0100

    Update test-suite CMakeLists.txt

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

commit 17ceab4ae9be355f9bf933f03054c959333aaa10
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:10:57 +0100

    Update all.hpp

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

commit d0cc972151e5a6742aa6c8185ca0b6c537938858
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:10:31 +0100

    Update Makefile.am

 ql/termstructures/yield/Makefile.am | 2 ++
 1 file changed, 2 insertions(+)

commit e0b778d52ebb9ea834866d4cc6be41cdc9e543b4
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 13:08:58 +0100

    Update CMakeLists.txt

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

commit 1b36c50ebd2dd33a9e929578bba2caf197257fd8
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 12:07:45 +0100

    Docstring update.

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

commit add0f6f279eec216f259af95b49caaf9c2fad346
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 12:07:13 +0100

    Added more test cases.

 test-suite/crosscurrencyratehelpers.cpp | 191 ++++++++++++++++++++++----------
 test-suite/crosscurrencyratehelpers.hpp |   5 +-
 2 files changed, 135 insertions(+), 61 deletions(-)

commit bc3ff997413da48fe0e12911de5af95efad51378
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 10:59:37 +0100

    Rename test namespace and defs.

 ql/termstructures/yield/crosscurrencyratehelpers.hpp | 4 ++--
 test-suite/crosscurrencyratehelpers.cpp              | 4 ++--
 test-suite/crosscurrencyratehelpers.hpp              | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 9b76c0ee93f0d606fa54eb5bb2113c8a79836f21
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 10:39:12 +0100

    Extracted xccy helper function.

 .../yield/crosscurrencyratehelpers.cpp             | 84 +++++++++++-----------
 .../yield/crosscurrencyratehelpers.hpp             | 33 +++++----
 test-suite/crosscurrencyratehelpers.cpp            |  4 +-
 3 files changed, 66 insertions(+), 55 deletions(-)

commit 8ae055dd943570b6ebae004e8f2293cf53fe06b6
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 28 Jan 2021 10:00:16 +0100

    Renamed class and files.

 QuantLib.vcxproj                                   |  4 +-
 QuantLib.vcxproj.filters                           |  4 +-
 ...atehelpers.cpp => crosscurrencyratehelpers.cpp} | 54 +++++++++++-----------
 ...atehelpers.hpp => crosscurrencyratehelpers.hpp} | 44 +++++++++---------
 ...atehelpers.cpp => crosscurrencyratehelpers.cpp} | 16 +++----
 ...atehelpers.hpp => crosscurrencyratehelpers.hpp} |  2 +-
 test-suite/quantlibtestsuite.cpp                   |  4 +-
 test-suite/testsuite.vcxproj                       |  4 +-
 test-suite/testsuite.vcxproj.filters               |  4 +-
 9 files changed, 68 insertions(+), 68 deletions(-)

commit 3a26499f0d1a208212dae829dc5cf108a4dddf96
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Wed, 27 Jan 2021 22:05:45 +0100

    Fixed bootstrapping issue.

 ql/termstructures/yield/xccyratehelpers.cpp |  8 ++++----
 test-suite/xccyratehelpers.cpp              | 29 +++++++++++++++--------------
 2 files changed, 19 insertions(+), 18 deletions(-)

commit d0fc24301b9b4e635503b8674eb335520614ea3c
Merge: e781ae5df cd65a7490
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Jan 2021 21:25:12 +0100

    Merge pull request #995.
    
    Use available C++11 std::lround function

commit 1cc9a65665c2529fb8214b8f71ce0372fdc9da9f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 Jan 2021 19:00:28 +0100

    Check that header list in CMakeFiles stay up to date.

 tools/check_filelists.sh | 11 ++++-------
 1 file changed, 4 insertions(+), 7 deletions(-)

commit cd65a7490463a5d063544d499a9e51b37ef91d0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jan 2021 23:09:32 +0100

    Use available C++11 std::lround function

 .clang-tidy                                            |  2 +-
 .../asian/analytic_cont_geom_av_price_heston.cpp       |  2 +-
 ql/experimental/credit/randomlosslatentmodel.hpp       | 13 ++++++-------
 .../inflation/yoycapfloortermpricesurface.hpp          |  5 +++--
 ql/experimental/volatility/noarbsabr.cpp               |  6 +++---
 .../meshers/concentrating1dmesher.cpp                  |  7 +++----
 ql/pricingengines/swaption/basketgeneratingengine.cpp  |  3 ++-
 ql/pricingengines/vanilla/analyticgjrgarchengine.cpp   |  3 ++-
 ql/time/daycounters/actual365fixed.cpp                 |  3 ++-
 ql/time/daycounters/actualactual.cpp                   |  7 ++++---
 ql/timegrid.hpp                                        |  3 ++-
 test-suite/americanoption.cpp                          | 11 ++++-------
 test-suite/asianoptions.cpp                            | 14 +++++++-------
 test-suite/barrieroption.cpp                           |  6 +++---
 test-suite/basketoption.cpp                            |  8 ++++----
 test-suite/binaryoption.cpp                            |  8 +++-----
 test-suite/blackdeltacalculator.cpp                    |  5 -----
 test-suite/compoundoption.cpp                          |  4 ----
 test-suite/daycounters.cpp                             |  4 ++--
 test-suite/digitaloption.cpp                           | 17 ++++++++---------
 test-suite/doublebarrieroption.cpp                     |  4 ++--
 test-suite/doublebinaryoption.cpp                      |  2 +-
 test-suite/europeanoption.cpp                          |  5 -----
 test-suite/fdheston.cpp                                |  2 +-
 test-suite/fdmlinearop.cpp                             |  2 +-
 test-suite/forwardoption.cpp                           |  8 ++++----
 test-suite/hestonmodel.cpp                             |  2 +-
 test-suite/hybridhestonhullwhiteprocess.cpp            |  5 +++--
 test-suite/interestrates.cpp                           |  2 +-
 test-suite/jumpdiffusion.cpp                           |  4 ++--
 test-suite/lookbackoptions.cpp                         | 18 +++++++++---------
 test-suite/margrabeoption.cpp                          |  8 ++------
 test-suite/quantooption.cpp                            | 16 ++++++++--------
 test-suite/utilities.hpp                               |  6 ++++++
 test-suite/variancegamma.cpp                           |  2 +-
 test-suite/varianceswaps.cpp                           |  6 +++---
 36 files changed, 105 insertions(+), 118 deletions(-)

commit 57819ecb6bfe4fe294cc531e6d0a2dec094063a2
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 26 Jan 2021 19:19:05 +0100

    consistent indenting

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

commit e781ae5dfdbedb2658832955360e95debf265cf4
Merge: d95d972dc 67b5dcd88
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Jan 2021 19:07:46 +0100

    Merge pull request #994.
    
    rearranged QuantLib.vcxproj.filters

commit 6b09c550a9679f32ed8dca4457200f2d96d29a9b
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 26 Jan 2021 18:07:42 +0100

    Added header files to testsuite

 test-suite/CMakeLists.txt | 197 ++++++++++++++++++++++++++++++++++++++++++++--
 1 file changed, 191 insertions(+), 6 deletions(-)

commit 67b5dcd881f010fabe7b6140632ced3211bac2a3
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 26 Jan 2021 17:06:35 +0100

    rearranged QuantLib.vcxproj.filters

 QuantLib.vcxproj.filters | 50 +++++++++++++++++++++++++++---------------------
 1 file changed, 28 insertions(+), 22 deletions(-)

commit 320caa6df8cb3f8e1466b8a381fe64a35edacf03
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 26 Jan 2021 17:05:05 +0100

    Added XCCY basis swaps test suite.

 ql/termstructures/yield/xccyratehelpers.cpp |  30 ++---
 ql/termstructures/yield/xccyratehelpers.hpp |  20 +--
 test-suite/quantlibtestsuite.cpp            |   2 +
 test-suite/testsuite.vcxproj                |   2 +
 test-suite/testsuite.vcxproj.filters        |   6 +
 test-suite/xccyratehelpers.cpp              | 196 ++++++++++++++++++++++++++++
 test-suite/xccyratehelpers.hpp              |  35 +++++
 7 files changed, 266 insertions(+), 25 deletions(-)

commit bdec15e16baf79880b56b407f304a7ebda682805
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 26 Jan 2021 14:26:55 +0100

    Added endOfMonth param and some description.

 ql/termstructures/yield/xccyratehelpers.cpp | 22 ++++++++++++----------
 ql/termstructures/yield/xccyratehelpers.hpp | 13 ++++++++++++-
 2 files changed, 24 insertions(+), 11 deletions(-)

commit 46db862261cff92d8fd698ab4de70af14d75b85a
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 26 Jan 2021 14:00:08 +0100

    Exposed helper function as static.

 ql/termstructures/yield/xccyratehelpers.cpp | 31 +++++++++++++----------------
 ql/termstructures/yield/xccyratehelpers.hpp | 15 ++++++++++++++
 2 files changed, 29 insertions(+), 17 deletions(-)

commit d95d972dc22d02d54cd97e09e3bda0442b107f0f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Jan 2021 23:35:04 +0100

    Clean up branches from automated PRs

 .github/workflows/copyrights.yml | 1 +
 .github/workflows/misspell.yml   | 1 +
 .github/workflows/tidy.yml       | 1 +
 3 files changed, 3 insertions(+)

commit fdea901723139ad81f83844149218560ce962397
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 25 Jan 2021 20:21:15 +0100

    Roll back to original indendation in ratehelpers.hpp.

 ql/termstructures/yield/ratehelpers.hpp | 143 +++++++++++++++++---------------
 1 file changed, 75 insertions(+), 68 deletions(-)

commit 8365d755a7991e223a617c53954cd8b8b4109672
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Mon, 25 Jan 2021 20:08:16 +0100

    Introduced XCCY basis swap rate helper.

 QuantLib.vcxproj                            |   4 +-
 QuantLib.vcxproj.filters                    |  10 +-
 ql/termstructures/yield/ratehelpers.hpp     | 143 +++++++++++++---------------
 ql/termstructures/yield/xccyratehelpers.cpp | 141 +++++++++++++++++++++++++++
 ql/termstructures/yield/xccyratehelpers.hpp |  72 ++++++++++++++
 5 files changed, 291 insertions(+), 79 deletions(-)

commit ad2994f3cc88f75514fcfb54d8957564a023bd9d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 24 Jan 2021 16:13:07 +0100

    Add MacOS build with std classes.

 .github/workflows/macos-nondefault.yml | 24 ++++++++++++++----------
 .github/workflows/macos.yml            | 24 ++++++++++++++----------
 2 files changed, 28 insertions(+), 20 deletions(-)

commit 4d7e006f61036a4b4b81849e89f881518940d1b6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 24 Jan 2021 00:05:48 +0100

    Enable std classes during clang-tidy workflow

 ql/math/interpolations/multicubicspline.hpp | 1 +
 ql/utilities/observablevalue.hpp            | 2 +-
 test-suite/hestonslvmodel.cpp               | 2 +-
 tools/run_tidy.sh                           | 2 +-
 4 files changed, 4 insertions(+), 3 deletions(-)

commit f26c958df7d30cec8795d92e8573ab8f58017f37
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 23 Jan 2021 18:55:53 +0100

    Apply a few manual clang-tidy fixes

 .../credit/randomdefaultlatentmodel.hpp            |  1 +
 ql/experimental/credit/randomlosslatentmodel.hpp   |  1 +
 ql/math/integrals/exponentialintegrals.cpp         |  2 +-
 ql/math/matrixutilities/gmres.cpp                  |  2 +-
 ql/math/optimization/spherecylinder.cpp            | 44 ++++++++--------------
 .../meshers/fdmmeshercomposite.cpp                 | 19 +++++-----
 .../asian/mcdiscreteasianenginebase.hpp            |  6 +--
 ql/time/calendars/romania.cpp                      |  2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp      |  6 +--
 test-suite/vpp.cpp                                 |  2 +-
 10 files changed, 37 insertions(+), 48 deletions(-)

commit 9c65bdf8d923c8400de4a078722c9770b861a849
Merge: 3377d6d78 1c96ab0ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 23 Jan 2021 17:30:43 +0100

    Merge pull request #989.
    
    Choose std::unique_ptr over deprecated std::auto_ptr by default

commit 1c96ab0ef362cfba2c4e93e3191b401e92579419
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jan 2021 20:41:52 +0100

    Make clang-tidy happy.

 ql/utilities/clone.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit e426837d5b6285a43ad79cbcdabe786d251651a8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jan 2021 17:11:38 +0100

    Add required compilation flags to CI builds

 .github/workflows/linux-full-tests.yml | 3 +++
 .github/workflows/linux.yml            | 3 +++
 .github/workflows/macos-nondefault.yml | 4 ++--
 .github/workflows/macos.yml            | 2 +-
 4 files changed, 9 insertions(+), 3 deletions(-)

commit e37e183be2427237c5b06e31057cb27fecd6689c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jan 2021 15:07:27 +0100

    Choose unique_ptr over deprecated auto_ptr by default

 .github/workflows/linux-full-tests.yml | 35 ++++++++++++---------------------
 .github/workflows/linux-nondefault.yml | 25 ++++++-----------------
 .github/workflows/linux.yml            | 36 ++++++++++++----------------------
 .github/workflows/macos-nondefault.yml |  2 +-
 configure.ac                           | 29 +++++++++++----------------
 ql/auto_ptr.hpp                        |  8 ++++++--
 ql/userconfig.hpp                      | 15 +++++---------
 7 files changed, 54 insertions(+), 96 deletions(-)

commit 3377d6d782edd9dfb236edf89e404d3733957003
Merge: 97a3c7e86 238eb6c43
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Jan 2021 01:43:34 +0100

    Merge pull request #984.
    
    Add errorCode_ member variable to FittingMethod.

commit 97a3c7e860ef8d587b5e1ca7bb1fcfcf5c674a0e
Merge: 532596aeb e0cb12776
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jan 2021 22:53:20 +0100

    Merge pull request #983.
    
    Exception and minor C-to-C++ transition.

commit 532596aeb98d086080ac2ea6e3f66350d3ef21c8
Merge: 291946ba7 8cffec145
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jan 2021 19:59:34 +0100

    Merge pull request #980.
    
    several updates to inflation vol structures

commit 8cffec145a58f18e18e6c6ea8e3ce9dd41588439
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 21 Jan 2021 15:59:04 +0100

    remove const

 ql/termstructures/volatility/inflation/cpivolatilitystructure.cpp    | 2 +-
 .../inflation/yoyinflationoptionletvolatilitystructure.cpp           | 5 ++---
 2 files changed, 3 insertions(+), 4 deletions(-)

commit 1c0703627a869ded75cf819618eecf4e4a69649d
Merge: c962f1edd 8033e0c27
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 21 Jan 2021 15:50:21 +0100

    Merge pull request #1 from pcaspers/clang-tidy-fixes-refs/heads/inflationUpdate
    
    Automated fixes by clang-tidy

commit 8033e0c27a93c39da048d533efc839539ae0b008
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 21 Jan 2021 14:26:49 +0000

    Automated fixes by clang-tidy

 ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp       | 2 +-
 .../volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp   | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit c962f1eddaebd7a9f679debd4fab28e59f60f1aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jan 2021 13:30:24 +0100

    Reorder declarations

 .../yoyinflationoptionletvolatilitystructure.hpp      | 19 +++++++++----------
 1 file changed, 9 insertions(+), 10 deletions(-)

commit 291946ba75a2606ec959734f74785005f2f66701
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jan 2021 11:08:33 +0100

    Prevent macro redefinition with CMake on Windows

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

commit b6ba6cf5cde901b9079ffd3539c71ea038d50ae7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jan 2021 09:28:15 +0100

    Use single workflow for CMake builds

 .github/workflows/cmake-macos.yml | 19 -------------------
 .github/workflows/cmake-win.yml   | 23 -----------------------
 .github/workflows/cmake.yml       | 38 +++++++++++++++++++++++++++++++++++++-
 3 files changed, 37 insertions(+), 43 deletions(-)

commit af916c38e8a4bf1252b437d94932c06d338545d3
Merge: 49def379c 628413ee8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jan 2021 09:09:50 +0100

    Merge pull request #979.
    
    Observer dtor does not need to disconnect from signal

commit 49def379c946bc1dec7a1791582f402e9493b760
Merge: ea8bf2eb1 8234e8316
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Jan 2021 09:08:57 +0100

    Merge pull request #976.
    
    Automatic indent of preprocessor directives

commit ea8bf2eb1b7fe1b0ee0e98dd36dacc209eedef1a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jan 2021 20:50:06 +0100

    Remove C++03 builds

 .github/workflows/linux-full-tests.yml | 6 ------
 .github/workflows/linux-nondefault.yml | 6 ------
 .github/workflows/linux.yml            | 6 ------
 tools/run_tidy.sh                      | 2 +-
 4 files changed, 1 insertion(+), 19 deletions(-)

commit 41acf9b73a1df8bd5958262b5909b14c81326d53
Merge: 334d6edc8 a2fae6a56
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jan 2021 23:53:53 +0100

    Merge pull request #986.
    
    Remove features deprecated in version 1.17

commit 334d6edc8873969ba305b8d231b18381c7ce3070
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jan 2021 22:14:22 +0100

    Disable GitHub workflow on Mac OS 11

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

commit 6e95cffe50d8b066cc3520e0c811753fe1184020
Merge: 3cbdb9e31 1a961d176
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jan 2021 20:37:40 +0100

    Merge pull request #985.
    
    Remove support for VC++ 2012

commit 1a961d176812a6b136aaf42250e6eb0c76449fb8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jan 2021 13:31:03 +0100

    Remove support for VC++ 2012

 ql/config.msvc.hpp | 4 ++--
 ql/errors.hpp      | 3 +--
 2 files changed, 3 insertions(+), 4 deletions(-)

commit 3cbdb9e31825db7947418e77a8dea81dd4bdb201
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Jan 2021 13:29:12 +0100

    Add link check

 .github/workflows/link-check.yml | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit 065174ae1d200387021522458fc3e507df58c196
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 Jan 2021 10:19:42 +0100

    Run Mac OS tests on both available system versions

 .github/workflows/macos-nondefault.yml | 16 ++++++++++------
 .github/workflows/macos.yml            | 18 +++++++++++-------
 2 files changed, 21 insertions(+), 13 deletions(-)

commit e52502d673797fc9303bfa6437c9c010f2d3dc80
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jan 2021 10:57:49 +0100

    Add prerelease checks as on-demand workflows.

 .github/workflows/linux-full-tests.yml | 178 +++++++++++++++++++++++++++++++++
 .github/workflows/linux-nondefault.yml | 150 +++++++++++++++++++++++++++
 .github/workflows/macos-nondefault.yml |  34 +++++++
 3 files changed, 362 insertions(+)

commit 315400f0db301cecf91f67ffb50b457e5db5235e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Jan 2021 10:41:22 +0100

    Update version to 1.22-dev

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

commit a2fae6a56b44970b3186f5bbc7e1de626932f0c3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 Jan 2021 18:34:32 +0100

    Remove features deprecated in version 1.17

 QuantLib.vcxproj                                   |  5 --
 QuantLib.vcxproj.filters                           | 15 ----
 ql/CMakeLists.txt                                  |  5 --
 ql/instruments/callabilityschedule.hpp             |  6 --
 .../operators/fdmornsteinuhlenbeckop.hpp           |  6 --
 ql/pricingengines/vanilla/Makefile.am              |  5 --
 ql/pricingengines/vanilla/all.hpp                  |  5 --
 ql/pricingengines/vanilla/fdamericanengine.hpp     | 58 -------------
 ql/pricingengines/vanilla/fdbermudanengine.hpp     | 77 -----------------
 .../vanilla/fddividendamericanengine.hpp           | 96 ----------------------
 .../vanilla/fddividendeuropeanengine.hpp           | 90 --------------------
 ql/pricingengines/vanilla/fdeuropeanengine.hpp     | 83 -------------------
 12 files changed, 451 deletions(-)

commit 238eb6c438b411f32519f1156ff234ae304730c3
Author: Cay Oest <cay.oest@freenet.de>
Date:   Sat, 16 Jan 2021 16:22:03 +0100

    Fix clang error: intialized before...

 ql/termstructures/yield/fittedbonddiscountcurve.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 84418bca9c62e468e7c1b48661f6665de291a880
Author: Cay Oest <cay.oest@freenet.de>
Date:   Sat, 16 Jan 2021 16:15:22 +0100

    EndCriteria::Type removed for gcc

 ql/termstructures/yield/fittedbonddiscountcurve.cpp | 4 ++--
 test-suite/fittedbonddiscountcurve.cpp              | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

commit 48e984c1490efa360cfdb3641cb45d36ff520626
Author: Cay Oest <cay.oest@freenet.de>
Date:   Sat, 16 Jan 2021 12:16:17 +0100

    Add errorCode_ member variable to FittingMethod.

 ql/termstructures/yield/fittedbonddiscountcurve.cpp | 7 ++++---
 ql/termstructures/yield/fittedbonddiscountcurve.hpp | 9 +++++++++
 test-suite/fittedbonddiscountcurve.cpp              | 6 ++++--
 3 files changed, 17 insertions(+), 5 deletions(-)

commit e0cb12776d935d3d5aafd7ddb3bb65963a84e99f
Author: Cay Oest <cay.oest@freenet.de>
Date:   Thu, 14 Jan 2021 18:47:02 +0100

    Exception and minor C-to-C++ transition.

 ql/math/optimization/simplex.cpp | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

commit 17d1fd8df00fc3fc0dbbe12651f784cc7c5b6452
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Tue, 12 Jan 2021 09:58:15 +0100

    clean up after merge

 .../inflation/yoyinflationoptionletvolatilitystructure.hpp    | 11 -----------
 1 file changed, 11 deletions(-)

commit 8c7c8702a7508f51672edc7dff294fd6950eb1ad
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Thu, 7 Jan 2021 19:23:13 +0100

    several updates to inflation vol structures
    
    - add vol type and displacement to yoy vol surfaces
    - fix extrapolation in k-interpolated yoy vol surface
    - add volatility methods taking a time parameter to cpi and yoy vol structures
    - add quotes based ctor to constant yoy vol surface

 .../kinterpolatedyoyoptionletvolatilitysurface.hpp | 14 +++-
 .../inflation/cpivolatilitystructure.cpp           |  3 +
 .../inflation/cpivolatilitystructure.hpp           |  3 +
 .../yoyinflationoptionletvolatilitystructure.cpp   | 44 +++++++++--
 .../yoyinflationoptionletvolatilitystructure.hpp   | 86 ++++++++++++++++------
 5 files changed, 117 insertions(+), 33 deletions(-)

commit dd135bbd3450c8774f5c7b728a17faa64ebf4243
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 10 Jan 2021 20:59:07 +0100

    add_library(  )

 ql/CMakeLists.txt | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit 628413ee81b48e68e400c9dec2c77f7d38671407
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 9 Jan 2021 22:20:46 +0100

    Observer dtor does not need to disconnect from signal2

 ql/patterns/observable.cpp | 11 +++++++----
 ql/patterns/observable.hpp | 11 ++++++-----
 2 files changed, 13 insertions(+), 9 deletions(-)

commit 8234e8316b27fb3860215196302fc74f046f10f1
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sat, 9 Jan 2021 17:40:13 +0100

    IndentPPDirectives: AfterHash

 .clang-format | 1 +
 1 file changed, 1 insertion(+)
