commit bf0959a3306264eece60da793a2d2e3f6bdf3330
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.23 final.

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

commit 0d95b09e2c8bf711abb5092884fa3880c81d27be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Jul 2021 13:07:11 +0200

    Add missing file to Makefile.am

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

commit 7164dd43df3cbf4507e5652ad4a10bffcb587faa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Jul 2021 12:51:04 +0200

    Also check list of distributed files

 .github/workflows/filelists.yml |  8 ++++++++
 tools/check_filelists.sh        | 29 ++++++++++++++++++++++++-----
 tools/check_filelists_diffs.py  | 17 +++++++++++++++--
 3 files changed, 47 insertions(+), 7 deletions(-)

commit ab6261093f28a7980bf051d2d2662d6785eee6b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 6 Jul 2021 14:49:24 +0200

    List correct source file in Makefile

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

commit 730d083f4f21561c367ca33a8969e36a964b1bd0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Apr 2021 11:28:16 +0200

    Set version to 1.23 rc

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

commit fc908dbb92c5753d6472594005b5654dcb3196fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jul 2021 14:03:22 +0200

    Update changelog and news.

 ChangeLog.txt           | 7430 +++++++++--------------------------------------
 Contributors.txt        |    4 +
 Docs/pages/history.docs |   74 +-
 News.md                 |  141 +-
 4 files changed, 1517 insertions(+), 6132 deletions(-)

commit 78def11a12f03f440b0f292e72c6ab9f64bb375c
Merge: e00592723 e38e509be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jul 2021 00:10:14 +0200

    Merge pull request #1139.
    
    Set a default pricer to YoY and CPI inflation legs.

commit e38e509be408a278bd9485aef96576cd378ae622
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Jul 2021 18:48:16 +0200

    Remove redundant code

 ql/cashflows/cpicoupon.cpp | 26 ++++++--------------------
 1 file changed, 6 insertions(+), 20 deletions(-)

commit 146e5081fdc542f7d60af78821f456cafb5887f9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Jul 2021 17:54:56 +0200

    Set a default pricer to YoY and CPI inflation legs.

 ql/cashflows/cpicoupon.cpp                       |  9 ++----
 ql/cashflows/cpicouponpricer.cpp                 | 11 +++----
 ql/cashflows/cpicouponpricer.hpp                 |  4 ---
 ql/cashflows/inflationcouponpricer.cpp           | 11 +++----
 ql/cashflows/inflationcouponpricer.hpp           |  4 ---
 ql/cashflows/yoyinflationcoupon.cpp              | 39 ++++++++----------------
 ql/termstructures/inflation/inflationhelpers.cpp |  3 +-
 test-suite/inflation.cpp                         |  5 ---
 test-suite/inflationcapfloor.cpp                 |  2 --
 test-suite/inflationcapflooredcoupon.cpp         |  4 ---
 test-suite/inflationcpibond.cpp                  |  4 ---
 test-suite/inflationcpiswap.cpp                  | 21 +++----------
 12 files changed, 31 insertions(+), 86 deletions(-)

commit e00592723bc7ef267c66e126eb46d5c98e6e8447
Merge: 0d91e3664 1bf912361
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Jul 2021 15:54:20 +0200

    Merge pull request #1137.
    
    Reintroduce wider search bounds for G2 calibration.

commit 1bf91236157b9addf52b0c6035f8d65787922534
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Jul 2021 12:03:16 +0200

    Ensure search bounds for G2 cover more cases.
    
    The previous value caused the Bermudan-swaption Python example to fail.

 ql/models/shortrate/twofactormodels/g2.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 0d91e3664fbe566c225a2b75f3ca022de7699728
Merge: 17d4c6e77 96b9fb058
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Jul 2021 22:52:25 +0200

    Merge pull request #1135.
    
    Currency constructor

commit 17d4c6e77587b0413bcb2c3f6a3eb3fd9410e994
Merge: 454d34353 444180405
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Jul 2021 19:04:56 +0200

    Merge pull request #1136.
    
    Add new Canadian holiday

commit 96b9fb058aba6d798602fb9fed724803005fe5cf
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 1 Jul 2021 16:01:32 +0200

    Implemented PR feedback.

 test-suite/currency.cpp | 26 ++++++++++++++++++++------
 1 file changed, 20 insertions(+), 6 deletions(-)

commit 454d343530e8fad538edad7b066f4bae82e9a0b0
Merge: abac3c462 267f44e4a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Jul 2021 15:35:01 +0200

    Merge pull request #1068.
    
    ZeroInflationCashFlow used by ZeroCouponInflationSwap

commit 0595c68e534cf2803d55c57fd5a4e4574995b9f8
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 1 Jul 2021 11:57:37 +0200

    Added empty line.

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

commit 3dd046023a782ad98649248f88020168e8a34d72
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 1 Jul 2021 11:56:22 +0200

    Renamed test method.

 test-suite/currency.cpp | 6 +++---
 test-suite/currency.hpp | 2 +-
 2 files changed, 4 insertions(+), 4 deletions(-)

commit 4441804054df8fea19f9b059a928949ac4181647
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Jul 2021 11:43:25 +0200

    Add new Canadian holiday

 ql/time/calendars/canada.cpp | 3 +++
 ql/time/calendars/canada.hpp | 1 +
 2 files changed, 4 insertions(+)

commit 40fa553c37e219f2b35968f18622f31e0d5861d1
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 1 Jul 2021 11:39:14 +0200

    Added constructor test.

 test-suite/currency.cpp | 15 ++++++++++++---
 test-suite/currency.hpp |  2 +-
 2 files changed, 13 insertions(+), 4 deletions(-)

commit 7e3ce653947b0c5309fcabd4b470a33723dfb650
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 1 Jul 2021 10:33:35 +0200

    Updated CMakeLists.txt and Makefile.am.

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

commit 86bbf3e2cc51cfb094af3013971744bd2dc08590
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 1 Jul 2021 10:24:55 +0200

    Added unit test files.

 ql/currency.hpp                      | 12 ++++++------
 test-suite/currency.cpp              | 37 ++++++++++++++++++++++++++++++++++++
 test-suite/currency.hpp              | 32 +++++++++++++++++++++++++++++++
 test-suite/quantlibtestsuite.cpp     |  2 ++
 test-suite/testsuite.vcxproj         |  2 ++
 test-suite/testsuite.vcxproj.filters |  6 ++++++
 6 files changed, 85 insertions(+), 6 deletions(-)

commit e7e0755df39d10978b4f52f513597093a56b70cc
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Thu, 1 Jul 2021 09:56:42 +0200

    Updated the signature of the constructor.

 ql/currency.cpp | 12 ++++++------
 ql/currency.hpp | 12 ++++++------
 2 files changed, 12 insertions(+), 12 deletions(-)

commit 204af33d6617987e30dd1975b2c195d9988f719c
Author: Marcin Rybacki <m.rybacki@basispoint.io>
Date:   Wed, 30 Jun 2021 23:32:22 +0200

    Added new Currency constructor.

 ql/currency.cpp | 19 +++++++++++++++++++
 ql/currency.hpp | 12 ++++++++++++
 2 files changed, 31 insertions(+)

commit abac3c46203273d77a0fef429ece55a51cd8724c
Merge: 2ff12147a 6d1815642
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Jun 2021 19:40:30 +0200

    Merge pull request #1134.
    
    Added implementation of numberOfEvaluations

commit 267f44e4ad9917bb3002f575bf65cc334c735cbf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Jun 2021 16:44:51 +0200

    Fix docs

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

commit 4f04328c52bceb6776698a287a3ebd29fe4fc67c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Jun 2021 16:39:59 +0200

    Renamed new files

 QuantLib.vcxproj                                             |  6 +++---
 QuantLib.vcxproj.filters                                     | 12 ++++++------
 ql/CMakeLists.txt                                            |  4 ++--
 ql/cashflows/Makefile.am                                     |  8 ++++----
 ql/cashflows/all.hpp                                         |  2 +-
 .../{inflationcashflow.cpp => zeroinflationcashflow.cpp}     |  2 +-
 .../{inflationcashflow.hpp => zeroinflationcashflow.hpp}     |  0
 ql/instruments/zerocouponinflationswap.cpp                   |  2 +-
 8 files changed, 18 insertions(+), 18 deletions(-)

commit 00446815eb56a464af7f89a1e16b1533f02ef2e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Jun 2021 16:32:08 +0200

    Change interpolation period

 ql/cashflows/inflationcashflow.cpp | 32 +++++++++++++++++---------------
 ql/cashflows/inflationcashflow.hpp |  2 +-
 2 files changed, 18 insertions(+), 16 deletions(-)

commit ba18b928a47d1200110daafb3409c9c62e961c36
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Jun 2021 16:31:24 +0200

    Change constructor inputs

 ql/cashflows/inflationcashflow.cpp         | 40 +++++++++++++++++++++----
 ql/cashflows/inflationcashflow.hpp         | 48 ++++++++++++++++++++----------
 ql/instruments/zerocouponinflationswap.cpp | 36 +++++++++++-----------
 3 files changed, 84 insertions(+), 40 deletions(-)

commit 6d1815642d2cdfa37a561d3e23de2c9f375f2f5b
Author: Kevin Kirchhoff <kkirchhoff01@gmail.com>
Date:   Wed, 30 Jun 2021 10:22:57 -0400

    Added implementation of numberOfEvaluations
    
    Ref: AnalyticPTDHestonEngine::numberOfEvaluations does not have implementation #1128

 ql/pricingengines/vanilla/analyticptdhestonengine.cpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 2ff12147a4bce149f807064a63fcb2cd25182e83
Merge: 9777600ba 80bacb164
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 30 Jun 2021 09:21:03 +0200

    Merge pull request #1132.
    
    Improve documentation

commit 80bacb1644ba7659fff3fa40af62160d4c3da2d8
Author: mmencke <57640398+mmencke@users.noreply.github.com>
Date:   Tue, 29 Jun 2021 23:16:19 +0200

    Improve CIR Documentation

 .../shortrate/onefactormodels/coxingersollross.hpp      |  2 +-
 .../onefactormodels/extendedcoxingersollross.hpp        | 12 +++++++++---
 ql/processes/coxingersollrossprocess.hpp                | 17 +++++++++--------
 3 files changed, 19 insertions(+), 12 deletions(-)

commit 4453707e92dd03d566b7d6f40bd4b073ab490c2d
Author: mmencke <57640398+mmencke@users.noreply.github.com>
Date:   Tue, 29 Jun 2021 22:45:06 +0200

    Improve RiskyBond Documentation

 ql/experimental/credit/riskybond.hpp | 28 ++++++++++++++++++++++++++--
 1 file changed, 26 insertions(+), 2 deletions(-)

commit 3bbd2cc2861c9af9b2c1e877e224fdd47865c4b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jun 2021 17:47:56 +0200

    Fix version in deprecation

 ql/termstructures/inflation/inflationhelpers.hpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit dd674df69796bdcda7a437f995b502fab48190bb
Author: mmencke <57640398+mmencke@users.noreply.github.com>
Date:   Tue, 29 Jun 2021 11:55:54 +0200

    Add copyright notice
    
    I forgot to credit myself in pull request #1122 and #1117

 ql/models/shortrate/onefactormodels/coxingersollross.hpp         | 1 +
 ql/models/shortrate/onefactormodels/extendedcoxingersollross.cpp | 1 +
 ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp | 1 +
 ql/models/shortrate/twofactormodels/g2.cpp                       | 1 +
 ql/processes/coxingersollrossprocess.hpp                         | 1 +
 5 files changed, 5 insertions(+)

commit 9777600ba0fe422deff538c0aa1527b9ca591e26
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jun 2021 23:50:14 +0200

    Exit with error code if unable to parse copyright line

 ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 2 +-
 ql/experimental/termstructures/crosscurrencyratehelpers.hpp | 2 +-
 ql/math/primenumbers.cpp                                    | 2 +-
 ql/math/randomnumbers/haltonrsg.cpp                         | 2 +-
 ql/math/randomnumbers/primitivepolynomials.cpp              | 4 ++--
 ql/methods/montecarlo/brownianbridge.cpp                    | 2 +-
 tools/check_copyrights.sh                                   | 2 +-
 tools/collect_copyrights.py                                 | 6 +++++-
 8 files changed, 13 insertions(+), 9 deletions(-)

commit 9b37c09b72ae16a2f6b7c3785f2be2c5110598b7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jun 2021 11:23:20 +0200

    Increase observation lag in test to make up for missing fixing

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

commit d55030eec64dda20a7da830eaae3ee2b3618b31d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jun 2021 11:23:02 +0200

    Set latest date properly

 ql/termstructures/inflation/inflationhelpers.cpp | 19 +++++++------------
 1 file changed, 7 insertions(+), 12 deletions(-)

commit a7ed34d3155c7addc9fb40d8bb726a8fec376d66
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jun 2021 10:39:44 +0200

    Relax check

 ql/instruments/zerocouponinflationswap.cpp       | 12 +++++-------
 ql/termstructures/inflation/inflationhelpers.cpp | 21 +++++++++------------
 2 files changed, 14 insertions(+), 19 deletions(-)

commit 481711d25de9da91bd42a81b32b68adb46f7084b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jun 2021 10:39:10 +0200

    Add more info to error message

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

commit 4a3b138a0e74402f3361023681e81e4bc1d45223
Merge: d2dd2df3f 39e8cbeb5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 29 Jun 2021 01:22:45 +0200

    Merge pull request #1130.
    
    Remove check on Boost::uBLAS availability.

commit 39e8cbeb580547d0b29bb38a789abccf4ba390b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jun 2021 18:33:10 +0200

    Remove check on Boost::uBLAS availability.
    
    It was meant for gcc 3.x, which can't support C++11 anyway.

 acinclude.m4                                       | 26 -------
 .../finitedifferences/fdmblackscholesfwdop.cpp     |  3 +-
 .../finitedifferences/fdmblackscholesfwdop.hpp     |  2 -
 .../finitedifferences/fdmdupire1dop.cpp            |  6 +-
 .../finitedifferences/fdmdupire1dop.hpp            |  2 -
 .../fdmextendedornsteinuhlenbeckop.cpp             |  2 -
 .../fdmextendedornsteinuhlenbeckop.hpp             |  3 +-
 .../finitedifferences/fdmextoujumpop.cpp           | 85 +---------------------
 .../finitedifferences/fdmextoujumpop.hpp           | 18 -----
 .../finitedifferences/fdmhestonfwdop.cpp           |  3 +-
 .../finitedifferences/fdmhestonfwdop.hpp           |  2 -
 .../finitedifferences/fdmklugeextouop.cpp          |  3 +-
 .../finitedifferences/fdmklugeextouop.hpp          |  3 +-
 .../finitedifferences/fdmsquarerootfwdop.cpp       |  3 +-
 .../finitedifferences/fdmsquarerootfwdop.hpp       |  3 +-
 ql/experimental/finitedifferences/fdmzabrop.cpp    |  3 +-
 ql/experimental/finitedifferences/fdmzabrop.hpp    |  2 -
 ql/experimental/math/laplaceinterpolation.hpp      |  3 -
 ql/math/matrix.cpp                                 | 16 +---
 .../matrixutilities/sparseilupreconditioner.cpp    |  5 --
 .../matrixutilities/sparseilupreconditioner.hpp    |  5 --
 ql/math/matrixutilities/sparsematrix.hpp           |  4 -
 .../operators/fdm2dblackscholesop.cpp              |  6 +-
 .../operators/fdm2dblackscholesop.hpp              |  3 +-
 .../finitedifferences/operators/fdmbatesop.cpp     |  2 -
 .../finitedifferences/operators/fdmbatesop.hpp     |  3 +-
 .../operators/fdmblackscholesop.cpp                |  3 +-
 .../operators/fdmblackscholesop.hpp                |  3 +-
 .../finitedifferences/operators/fdmcevop.cpp       |  3 +-
 .../finitedifferences/operators/fdmcevop.hpp       |  3 +-
 .../finitedifferences/operators/fdmcirop.cpp       |  3 +-
 .../finitedifferences/operators/fdmcirop.hpp       |  3 +-
 ql/methods/finitedifferences/operators/fdmg2op.cpp |  3 +-
 ql/methods/finitedifferences/operators/fdmg2op.hpp |  3 +-
 .../operators/fdmhestonhullwhiteop.cpp             |  3 +-
 .../operators/fdmhestonhullwhiteop.hpp             |  3 +-
 .../finitedifferences/operators/fdmhestonop.cpp    |  3 +-
 .../finitedifferences/operators/fdmhestonop.hpp    |  3 +-
 .../finitedifferences/operators/fdmhullwhiteop.cpp |  3 +-
 .../finitedifferences/operators/fdmhullwhiteop.hpp |  3 +-
 .../finitedifferences/operators/fdmlinearop.hpp    |  2 -
 .../operators/fdmlinearopcomposite.hpp             |  6 +-
 .../operators/fdmlocalvolfwdop.cpp                 |  3 +-
 .../operators/fdmlocalvolfwdop.hpp                 |  3 +-
 .../operators/fdmornsteinuhlenbeckop.cpp           |  2 -
 .../operators/fdmornsteinuhlenbeckop.hpp           |  3 +-
 .../finitedifferences/operators/fdmsabrop.cpp      |  3 +-
 .../finitedifferences/operators/fdmsabrop.hpp      |  3 +-
 .../operators/ninepointlinearop.cpp                |  2 -
 .../operators/ninepointlinearop.hpp                |  2 -
 .../operators/nthorderderivativeop.cpp             |  4 -
 .../operators/nthorderderivativeop.hpp             |  4 -
 .../operators/triplebandlinearop.cpp               |  2 -
 .../operators/triplebandlinearop.hpp               |  2 -
 test-suite/fdmlinearop.cpp                         | 18 +----
 .../marketmodel_smmcapletalphacalibration.cpp      |  7 +-
 test-suite/marketmodel_smmcapletcalibration.cpp    |  7 +-
 .../marketmodel_smmcaplethomocalibration.cpp       |  3 -
 test-suite/matrices.cpp                            | 10 +--
 test-suite/nthorderderivativeop.cpp                |  8 +-
 test-suite/swapforwardmappings.cpp                 |  7 +-
 test-suite/vpp.cpp                                 |  2 -
 62 files changed, 46 insertions(+), 315 deletions(-)

commit d2dd2df3f8d3c02910cdbe82ab0233e25544d4d2
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 28 Jun 2021 07:48:15 +0000

    Update copyright list in license

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

commit d196765bb40d0a54614203a3ce57c524d335b1c7
Merge: 501012555 818d5349e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 28 Jun 2021 09:13:28 +0200

    Merge pull request #1127.
    
    added test for local volatility pricing from Heston model.

commit 818d5349e77ee2af21316cc69da77479db8a18e0
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 27 Jun 2021 02:18:37 +0200

    added test for sparse matrix memory layout

 ql/math/matrixutilities/sparsematrix.hpp |  5 ++
 test-suite/matrices.cpp                  | 82 ++++++++++++++++++++++++++++++++
 test-suite/matrices.hpp                  |  2 +
 3 files changed, 89 insertions(+)

commit b6f241aa87cced9ba5532cb772bacaf76eb5b640
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 26 Jun 2021 22:41:29 +0200

    added test for local volatility pricing from Heston model.

 test-suite/hestonmodel.cpp | 73 ++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/hestonmodel.hpp |  1 +
 2 files changed, 74 insertions(+)

commit 501012555bb6594886a86af0b999663bdcf676b3
Merge: 0d04d6e79 e85eed4b4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 26 Jun 2021 17:38:05 +0200

    Merge pull request #1123.
    
    Add ESTR Index

commit e85eed4b4177382cb5f36b094313c1f18597264e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Jun 2021 15:12:04 +0200

    Update VC++ project and CMake list.

 QuantLib.vcxproj         | 2 ++
 QuantLib.vcxproj.filters | 6 ++++++
 ql/CMakeLists.txt        | 2 ++
 3 files changed, 10 insertions(+)

commit 0d04d6e796f12b5b8fefae49c568d7ea3f16d195
Merge: 727df9af0 47b163fbd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 24 Jun 2021 12:20:09 +0200

    Merge pull request #1122.
    
    Fix Calibration Errors in G2

commit 84a71a312b82397f5639c5245c6e2a50c601d84b
Author: mmencke <57640398+mmencke@users.noreply.github.com>
Date:   Wed, 23 Jun 2021 22:35:39 +0200

    Add ESTR Index

 ql/indexes/ibor/Makefile.am |  3 ++-
 ql/indexes/ibor/all.hpp     |  1 +
 ql/indexes/ibor/estr.cpp    | 30 ++++++++++++++++++++++++++++++
 ql/indexes/ibor/estr.hpp    | 40 ++++++++++++++++++++++++++++++++++++++++
 4 files changed, 73 insertions(+), 1 deletion(-)

commit 47b163fbde0db20333073d218b6281ea7202248c
Author: mmencke <57640398+mmencke@users.noreply.github.com>
Date:   Wed, 23 Jun 2021 14:57:49 +0200

    Fix Calibration Errors in G2
    
    There has been some issues the lower bound becomes minus infinity as y=-100 is a very low value.
    
    Instead of having the interval, where we solve for y-bar, hard-coded, it is now set to plus/minus 10 standard deviations.

 ql/models/shortrate/twofactormodels/g2.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 727df9af0eda44f1b4c22084c2d43f5b4acf6f61
Merge: 5f5b7c5f5 6ad1e8776
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 19 Jun 2021 03:53:11 +0200

    Merge pull request #1120.
    
    Add Juneteenth to US calendars

commit 6ad1e8776081e0158b9496365d539f270b4d980f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 18 Jun 2021 18:18:56 +0200

    Add Juneteenth to US calendars

 ql/time/calendars/unitedstates.cpp | 14 ++++++++++++++
 ql/time/calendars/unitedstates.hpp |  4 +++-
 2 files changed, 17 insertions(+), 1 deletion(-)

commit 5f5b7c5f5dfd5e638b6c30f400b52ad27268b790
Merge: b641a12cc 383f26038
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 18 Jun 2021 16:07:36 +0200

    Merge pull request #1117.
    
    Improve CIR Discretization

commit b641a12ccf2966b8ba7bb1c5b1faab3b5b6a8c59
Merge: 956d57252 46b4ac179
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 18 Jun 2021 15:46:34 +0200

    Merge pull request #1118.
    
    Christmas Eve as settlement holiday for Norway

commit 46b4ac1798a5c02e9dc079212f3ecead1c904120
Author: newage-newton <pkn657@gmail.com>
Date:   Fri, 11 Jun 2021 22:05:17 +0530

    Fixing Typo

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

commit f75138d184fb248a9e991af90eb6f24804076421
Author: newage-newton <pkn657@gmail.com>
Date:   Fri, 11 Jun 2021 22:02:27 +0530

    Updating documentation

 ql/time/calendars/norway.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 66c4407beea07c9d8bf0408f501ca690168fb3fb
Author: newage-newton <pkn657@gmail.com>
Date:   Fri, 11 Jun 2021 21:37:00 +0530

    Issue#1116:Christmas Eve as settlement holiday for Norway

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

commit 383f2603861960cfd64b9a8658f5234d7f16b8c3
Author: mmencke <57640398+mmencke@users.noreply.github.com>
Date:   Thu, 10 Jun 2021 23:53:54 +0200

    Improve CIR Discretization
    
    Using the Quadratic Exponential scheme of Leif Andersen to avoid "explosions" in the short-rate when the square root process gets close to zero.

 .../shortrate/onefactormodels/coxingersollross.hpp | 41 +++++----------------
 .../onefactormodels/extendedcoxingersollross.cpp   |  3 +-
 .../onefactormodels/extendedcoxingersollross.hpp   | 10 +++---
 ql/processes/coxingersollrossprocess.hpp           | 42 +++++++++++++++++++++-
 4 files changed, 54 insertions(+), 42 deletions(-)

commit 956d572524eb68b428137aa67bda35caff8f8e40
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 5 Jun 2021 11:20:28 +0200

    Add OpenMP-enabled build to CI

 .github/workflows/linux-full-tests.yml | 6 ++++++
 .github/workflows/linux-nondefault.yml | 6 ++++++
 .github/workflows/linux.yml            | 7 +++++++
 3 files changed, 19 insertions(+)

commit 848bd8fa945af9cf7634535cefe3228702dd4e28
Merge: 85559105b 35e805cac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 5 Jun 2021 09:50:26 +0200

    Merge pull request #1113.
    
    Add `-std=c++11` flag to autotools build when required

commit 35e805cac18fe37b9b8e9ddb70ad57286f6f4281
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Jun 2021 12:12:00 +0200

    Remove explicit -std=c++11 flag from CI workflows

 .github/workflows/linux-full-tests.yml | 3 ---
 .github/workflows/linux-nondefault.yml | 1 -
 .github/workflows/linux.yml            | 3 ---
 .github/workflows/macos-nondefault.yml | 1 -
 .github/workflows/macos.yml            | 2 --
 5 files changed, 10 deletions(-)

commit 69872c8cd79ce10358a33af98c421062f9b9110a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Jun 2021 12:07:26 +0200

    Add -std=c++11 to CXXFLAGS if needed

 acinclude.m4       | 29 +++++++++++++++++++++++++++++
 configure.ac       |  3 +++
 quantlib-config.in |  2 +-
 3 files changed, 33 insertions(+), 1 deletion(-)

commit 85559105bd89a849f68bdc35ed16866de08db638
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Jun 2021 18:21:56 +0200

    Use quantlib-config in CI Linux builds

 .github/workflows/linux-full-tests.yml | 3 +--
 .github/workflows/linux-nondefault.yml | 2 +-
 .github/workflows/linux.yml            | 5 ++---
 acinclude.m4                           | 1 +
 quantlib-config.in                     | 2 +-
 5 files changed, 6 insertions(+), 7 deletions(-)

commit 48de77a954a027897c2133c2f4d7f93e7ce42f1c
Merge: 91f634030 d3c12c917
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Jun 2021 15:12:22 +0200

    Merge pull request #1108.
    
    Set c++11 in CMakeLists.txt when on Mac OS

commit d3c12c9171cd680ea9cf9de3b904bc93b119b527
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Jun 2021 09:14:41 +0200

    C++11 is now set by default in CMake CI workflow

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

commit 91f634030402821fe392e3a4f8ee2accdec5492f
Merge: 1811cbd41 5c74843c4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jun 2021 20:50:02 +0200

    Merge pull request #1112.
    
    Ensure curve bootstrap before implied hazard-rate calculation

commit c303556db4c87b7b628615d802d60cec4322d639
Author: Leander Schulten <Leander.Schulten@rwth-aachen.de>
Date:   Mon, 31 May 2021 16:28:08 +0200

    Set c++11 in CMakeLists.txt

 CMakeLists.txt | 4 ++++
 1 file changed, 4 insertions(+)

commit 5c74843c4b497ecd25ef55b6985ad6d2300026ce
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jun 2021 14:30:45 +0200

    Ensure curve bootstrap before implied hazard-rate calculation

 ql/pricingengines/credit/isdacdsengine.cpp | 6 ++++++
 1 file changed, 6 insertions(+)

commit 1811cbd4101430a5f1fde25f12ce6460778b2c4c
Merge: 44230ddeb 3a96dc42a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Jun 2021 11:57:21 +0200

    Merge pull request #1110.
    
    Move `Type` enumeration to base `Swap` class

commit 3a96dc42ad1ddf87b95eaed23af25757d4260b6c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jun 2021 16:56:32 +0200

    Remove ZeroCouponSwap::Type

 ql/instruments/zerocouponswap.hpp |  2 --
 test-suite/zerocouponswap.cpp     | 38 +++++++++++++++++---------------------
 2 files changed, 17 insertions(+), 23 deletions(-)

commit 2abdf5d0ed52c570a9bc5f8d8e7a43c04c4cdeb9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jun 2021 16:52:52 +0200

    Remove OvernightIndexedSwap::Type

 ql/instruments/makeois.cpp              | 6 +++---
 ql/instruments/makeois.hpp              | 4 ++--
 ql/instruments/overnightindexedswap.hpp | 3 +--
 test-suite/overnightindexedswap.cpp     | 4 ++--
 4 files changed, 8 insertions(+), 9 deletions(-)

commit ad8878db8b98ab044c30ee167aa09bdcab60c2d0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jun 2021 12:39:04 +0200

    Remove ZeroCouponInflationSwap::Type

 ql/instruments/zerocouponinflationswap.hpp       |  4 ++--
 ql/termstructures/inflation/inflationhelpers.cpp |  2 +-
 test-suite/inflation.cpp                         | 14 +++++++-------
 test-suite/inflationcpiswap.cpp                  |  2 +-
 4 files changed, 11 insertions(+), 11 deletions(-)

commit fcf1dcfbe1b58c7225df9115a677a047924f7324
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jun 2021 12:32:50 +0200

    Remove BMASwap::Type

 ql/instruments/bmaswap.cpp              |  2 +-
 ql/instruments/bmaswap.hpp              |  6 ++++--
 ql/termstructures/yield/ratehelpers.cpp | 18 +++++++++---------
 test-suite/piecewiseyieldcurve.cpp      |  2 +-
 4 files changed, 15 insertions(+), 13 deletions(-)

commit 28068b7c74d307e0182a067c9941396cd526adf6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Jun 2021 12:22:13 +0200

    Remove YearOnYearInflationSwap::Type

 ql/instruments/yearonyearinflationswap.cpp       | 12 -------
 ql/instruments/yearonyearinflationswap.hpp       | 16 +--------
 ql/termstructures/inflation/inflationhelpers.cpp | 24 ++++++-------
 test-suite/inflation.cpp                         | 44 ++++++++++++------------
 test-suite/inflationcapfloor.cpp                 |  2 +-
 test-suite/inflationcapflooredcoupon.cpp         | 22 ++++++------
 6 files changed, 47 insertions(+), 73 deletions(-)

commit ad924924a68e153478d68dbdfc263dedbf573e1c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Jun 2021 22:34:04 +0200

    Remove CPISwap::Type

 ql/instruments/cpiswap.cpp      | 12 ------------
 ql/instruments/cpiswap.hpp      |  6 ++----
 test-suite/inflationcpiswap.cpp |  6 +++---
 3 files changed, 5 insertions(+), 19 deletions(-)

commit 1e105568488ef0f7dc5571bee5d30b4358ead7ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Jun 2021 21:38:37 +0200

    Remove VanillaSwap::Type

 Examples/BermudanSwaption/BermudanSwaption.cpp             |  2 +-
 Examples/CVAIRS/CVAIRS.cpp                                 |  4 +---
 Examples/Gaussian1dModels/Gaussian1dModels.cpp             | 12 ++++++------
 .../MulticurveBootstrapping/MulticurveBootstrapping.cpp    |  2 +-
 ql/experimental/averageois/arithmeticaverageois.hpp        |  1 -
 ql/experimental/averageois/makearithmeticaverageois.cpp    |  6 +++---
 ql/experimental/averageois/makearithmeticaverageois.hpp    |  4 ++--
 ql/experimental/basismodels/tenorswaptionvts.cpp           |  6 +++---
 ql/experimental/swaptions/haganirregularswaptionengine.cpp |  4 ++--
 .../termstructures/crosscurrencyratehelpers.cpp            |  8 ++++----
 .../termstructures/crosscurrencyratehelpers.hpp            |  2 +-
 ql/instruments/floatfloatswap.cpp                          |  8 ++++----
 ql/instruments/floatfloatswap.hpp                          | 12 ++++++------
 ql/instruments/floatfloatswaption.hpp                      |  2 +-
 ql/instruments/makeswaption.cpp                            |  6 +++---
 ql/instruments/makeswaption.hpp                            |  4 ++--
 ql/instruments/makevanillaswap.cpp                         |  6 +++---
 ql/instruments/makevanillaswap.hpp                         |  4 ++--
 ql/instruments/nonstandardswap.cpp                         | 10 +++++-----
 ql/instruments/nonstandardswap.hpp                         | 12 ++++++------
 ql/instruments/nonstandardswaption.hpp                     |  2 +-
 ql/instruments/swaption.hpp                                |  2 +-
 ql/instruments/vanillaswap.cpp                             | 12 ------------
 ql/instruments/vanillaswap.hpp                             |  6 +-----
 ql/instruments/yearonyearinflationswap.cpp                 |  2 +-
 ql/legacy/libormarketmodels/lfmswaptionengine.cpp          |  3 +--
 .../utilities/fdmaffinemodelswapinnervalue.hpp             |  2 +-
 ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp  |  6 +++---
 ql/models/shortrate/twofactormodels/g2.cpp                 |  2 +-
 ql/pricingengines/swap/cvaswapengine.cpp                   |  3 +--
 ql/pricingengines/swap/discretizedswap.cpp                 |  8 ++++----
 ql/pricingengines/swaption/basketgeneratingengine.hpp      |  6 +++---
 ql/pricingengines/swaption/blackswaptionengine.hpp         |  3 +--
 .../swaption/gaussian1dfloatfloatswaptionengine.cpp        |  5 ++---
 .../swaption/gaussian1dfloatfloatswaptionengine.hpp        |  2 +-
 .../swaption/gaussian1djamshidianswaptionengine.cpp        |  2 +-
 .../swaption/gaussian1dnonstandardswaptionengine.cpp       |  5 ++---
 .../swaption/gaussian1dnonstandardswaptionengine.hpp       |  2 +-
 ql/pricingengines/swaption/gaussian1dswaptionengine.cpp    |  2 +-
 ql/pricingengines/swaption/jamshidianswaptionengine.cpp    |  3 +--
 ql/termstructures/volatility/gaussian1dsmilesection.cpp    |  4 ++--
 test-suite/basismodels.cpp                                 |  2 +-
 test-suite/bermudanswaption.cpp                            |  4 ++--
 test-suite/capfloor.cpp                                    |  4 ++--
 test-suite/crosscurrencyratehelpers.cpp                    |  4 ++--
 test-suite/libormarketmodel.cpp                            |  4 ++--
 test-suite/shortratemodels.cpp                             |  2 +-
 test-suite/swap.cpp                                        |  4 ++--
 test-suite/swaption.cpp                                    | 14 +++++++-------
 49 files changed, 105 insertions(+), 130 deletions(-)

commit c4f71ab2d5d85574e02e92f5d99fa370ebf7c638
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Jun 2021 21:26:37 +0200

    Remove IrregularSwap::Type

 ql/experimental/swaptions/irregularswap.cpp     | 12 ------------
 ql/experimental/swaptions/irregularswap.hpp     |  6 +-----
 ql/experimental/swaptions/irregularswaption.hpp |  2 +-
 3 files changed, 2 insertions(+), 18 deletions(-)

commit 3d57bb83c5a5d3eedcae6eed3f38264d1ffe07bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 1 Jun 2021 21:25:53 +0200

    Add Type enumeration to base Swap class

 ql/instruments/swap.cpp | 12 ++++++++++++
 ql/instruments/swap.hpp | 12 ++++++++++++
 2 files changed, 24 insertions(+)

commit 44230ddeb91629015ff6ff9aa079b07912dd2002
Merge: 3261dde01 c1a2aa91f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 31 May 2021 18:16:28 +0200

    Merge pull request #1107.
    
    More changes for 30/360 day count convention

commit c1a2aa91f34bf4ad051d656aede3d0aca41a3b4d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 31 May 2021 11:24:10 +0200

    Add correct implementation of 30/360 US

 ql/time/daycounters/thirty360.cpp | 36 ++++++++++++++++++++++++++------
 ql/time/daycounters/thirty360.hpp | 44 ++++++++++++++++++++++++++-------------
 2 files changed, 59 insertions(+), 21 deletions(-)

commit 748dcb1d0fa1a2ddd33f84b4b5c808408ef635b7
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 16 May 2021 15:36:25 +0200

    Working on test case

 test-suite/inflationzciisinterpolation.cpp | 92 ++++++++++++++++++++++++++----
 test-suite/inflationzciisinterpolation.hpp |  9 ++-
 2 files changed, 87 insertions(+), 14 deletions(-)

commit b628da211fc4aa9b477624bf3f95f8ea73f8b928
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sat, 17 Apr 2021 13:39:37 +0200

    Working on test case

 ql/cashflows/inflationcashflow.cpp         |   2 +-
 test-suite/inflationzciisinterpolation.cpp | 200 ++++++++++++++++++-----------
 2 files changed, 124 insertions(+), 78 deletions(-)

commit 664c4bb8bf2815f6b62c5ebd5a9971c8bc6163e6
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 16 Mar 2021 13:57:37 +0100

    Automated fixes by clang-tidy (#49)
    
    Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

 ql/termstructures/inflation/inflationhelpers.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 0da28477717b91f2609e51318bf8e2018fa7b95a
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 14 Mar 2021 20:12:15 +0100

    Working on test cases...

 test-suite/inflationzciisinterpolation.cpp | 115 +++++++++++++++++++++++++++++
 1 file changed, 115 insertions(+)

commit e18fbe6367fa534a2b96f764709543d856e2cd8b
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 14 Mar 2021 16:23:00 +0100

    Added empty test cases.

 test-suite/inflationzciisinterpolation.cpp | 32 ++++++++++++++++++++++++++----
 test-suite/inflationzciisinterpolation.hpp |  9 ++++++---
 test-suite/quantlibtestsuite.cpp           |  2 ++
 test-suite/testsuite.vcxproj               |  2 +-
 4 files changed, 37 insertions(+), 8 deletions(-)

commit fb286f2b53f860b4298b55d338431b42abf8927d
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 14 Mar 2021 15:35:09 +0100

    Added files for inflationzciisinterpolation test case

 test-suite/CMakeLists.txt                  |  2 ++
 test-suite/Makefile.am                     |  1 +
 test-suite/inflationzciisinterpolation.cpp | 23 +++++++++++++++++++++
 test-suite/inflationzciisinterpolation.hpp | 33 ++++++++++++++++++++++++++++++
 test-suite/testsuite.vcxproj               |  2 ++
 test-suite/testsuite.vcxproj.filters       |  6 ++++++
 6 files changed, 67 insertions(+)

commit a7f687dbbb3477bd24630430a21cb583813c7ece
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 10 Mar 2021 19:30:54 +0100

    Restored original formatting

 ql/instruments/zerocouponinflationswap.cpp | 16 +++++++++++-----
 ql/instruments/zerocouponinflationswap.hpp | 21 ++++++++++++++-------
 2 files changed, 25 insertions(+), 12 deletions(-)

commit 5d1782da6b3ccb0e865137c5ba4b3b5c1aab4f98
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 10 Mar 2021 19:13:07 +0100

    Deprecate ZeroCouponInflationSwapHelper constructor without CPI::InterpolationType

 ql/indexes/inflationindex.cpp                    |   2 +-
 ql/termstructures/inflation/inflationhelpers.cpp | 109 ++++++++++++-----------
 ql/termstructures/inflation/inflationhelpers.hpp |  74 +++++++++------
 test-suite/inflation.cpp                         |  61 ++++++-------
 test-suite/inflationcpibond.cpp                  |   6 +-
 test-suite/inflationcpicapfloor.cpp              |   6 +-
 test-suite/inflationcpiswap.cpp                  |   6 +-
 7 files changed, 142 insertions(+), 122 deletions(-)

commit b5a830011245e678f64e61eb64df449c7ba2a188
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 10 Mar 2021 17:26:11 +0100

    Removed infIndex->interpolated() call

 ql/instruments/zerocouponinflationswap.cpp | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

commit b1066a2b76431b2102eaa533d37a0dfc5223a7a4
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 9 Mar 2021 22:49:40 +0000

    Automated fixes by clang-tidy

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

commit 3fd5821baad92358178f0231e7336b3d130b7da5
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Wed, 10 Mar 2021 16:53:31 +0100

    CPI::InterpolationType is no longer used only in CPICoupon related instruments so it moves into inflationindex.hpp

 ql/cashflows/cpicoupon.cpp                 | 216 +++++++++++++++--------------
 ql/cashflows/cpicoupon.hpp                 |  73 ++++------
 ql/cashflows/inflationcashflow.cpp         |  15 +-
 ql/cashflows/inflationcashflow.hpp         |   9 +-
 ql/indexes/inflationindex.cpp              |  11 ++
 ql/indexes/inflationindex.hpp              |  35 +++++
 ql/instruments/zerocouponinflationswap.cpp |   3 +-
 ql/instruments/zerocouponinflationswap.hpp |  11 +-
 8 files changed, 204 insertions(+), 169 deletions(-)

commit f1ab736238745f0945a5bdb90e0b02d48dd3633e
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 9 Mar 2021 20:38:32 +0100

    Avoid deprecated warnings

 test-suite/inflation.cpp        | 20 ++++++++------------
 test-suite/inflationcpiswap.cpp |  5 ++---
 2 files changed, 10 insertions(+), 15 deletions(-)

commit e08a1d34037b2a1875744e169f285154c509031c
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 9 Mar 2021 20:28:16 +0100

    Reinvent the wheel: CPI::InterpolationType used for ZeroInflationCashFlow and ZeroCouponInflationSwap to solve the test case failure (only temporarily)...

 ql/cashflows/cpicoupon.cpp                       | 216 +++++++++++------------
 ql/cashflows/cpicoupon.hpp                       |  70 ++++----
 ql/cashflows/inflationcashflow.cpp               |  27 +--
 ql/cashflows/inflationcashflow.hpp               |   9 +-
 ql/instruments/zerocouponinflationswap.cpp       |  93 ++++++----
 ql/instruments/zerocouponinflationswap.hpp       |  39 ++--
 ql/termstructures/inflation/inflationhelpers.cpp |   9 +-
 7 files changed, 260 insertions(+), 203 deletions(-)

commit 9e1a4c5e7c1644c9d828239a4940072c9c818d82
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Tue, 9 Mar 2021 13:38:08 +0100

    Avoid linter warning about ''auto' doesn't deduce references. A possibly unintended copy is being made.'

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

commit a289d87c6a768534a4af3b7b1026f75732154f46
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 8 Mar 2021 21:48:10 +0100

    Implemented ZeroInflationCashFlow::amount() but testcases fail...

 ql/cashflows/inflationcashflow.cpp | 32 +++++++++++++++++++++++++++++++-
 1 file changed, 31 insertions(+), 1 deletion(-)

commit a08ee0b6982dd805879be981c0190af85558aa7a
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 8 Mar 2021 19:53:17 +0100

    ZeroInflationCashFlow does the same as IndexedCashFlow at the moment.

 ql/cashflows/inflationcashflow.cpp         | 2 +-
 ql/instruments/zerocouponinflationswap.cpp | 6 +++---
 2 files changed, 4 insertions(+), 4 deletions(-)

commit 419bb15ab22cf3e2ac66929d6d5f4220bacf06c3
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 8 Mar 2021 19:40:18 +0100

    basic implementation of ZeroInflationCashflow class.

 ql/cashflows/inflationcashflow.cpp | 12 +++++++++
 ql/cashflows/inflationcashflow.hpp | 50 ++++++++++++++++++++++++++++++++++++--
 2 files changed, 60 insertions(+), 2 deletions(-)

commit b59c6a943e10545b72a19cb1dc6e07dee3b19080
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 8 Mar 2021 18:05:51 +0000

    Update copyright list in license

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

commit bf77c82f06c77a341c25b536d794d1106239e162
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Mon, 8 Mar 2021 18:58:53 +0100

    Added empty inflationcashflow.* files

 QuantLib.vcxproj                   |  4 +++-
 QuantLib.vcxproj.filters           |  6 ++++++
 ql/CMakeLists.txt                  |  2 ++
 ql/cashflows/Makefile.am           |  2 ++
 ql/cashflows/all.hpp               |  1 +
 ql/cashflows/inflationcashflow.cpp | 23 +++++++++++++++++++++++
 ql/cashflows/inflationcashflow.hpp | 30 ++++++++++++++++++++++++++++++
 7 files changed, 67 insertions(+), 1 deletion(-)

commit 3261dde01de1b9c7ceb6c0cd1a2920da6e38eb3c
Merge: 2b8f04673 1f487146f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 30 May 2021 19:42:34 +0200

    Merge pull request #1106.
    
    changed misleading variable name

commit 2b8f046734cd2a153a5de5e9220600068c29a2e8
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 29 May 2021 19:24:39 +0000

    Automated fixes by clang-tidy

 ql/instruments/zerocouponswap.cpp | 27 ++++++++++++++++++++-------
 test-suite/zerocouponswap.cpp     |  4 +---
 2 files changed, 21 insertions(+), 10 deletions(-)

commit 1f487146f188331712ff46a7558b1ab0d86da110
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 30 May 2021 13:20:44 +0200

    changed misleading variable name

 ql/pricingengines/vanilla/analytich1hwengine.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 77d9bfeb8e80d036bfa0b46366eb1b7b19309a04
Merge: aed4d398b 7517e8fbe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 29 May 2021 17:53:01 +0200

    Merge pull request #1104.
    
    Fix sign of theta in Kirk spread-option engine

commit aed4d398b292392c5b1540c5329caa3b9ab2e121
Merge: 2c99349e3 d5b7ac899
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 29 May 2021 17:52:06 +0200

    Merge pull request #1103.
    
    Add special UK bank holiday for 2022 Platinum Jubilee

commit 2c99349e344ebb07c2d038af3dcdef7d1d8166a3
Merge: d57323f53 552a70dfe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 29 May 2021 17:49:24 +0200

    Merge pull request #1092.
    
    Zero coupon interest rate swap instrument

commit 552a70dfea618ff5bd0e3c4e726b839c6f36801d
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 29 May 2021 12:00:05 +0200

    Final corrections of typos in formulas in docstrings.

 ql/instruments/zerocouponswap.cpp | 6 +++---
 ql/instruments/zerocouponswap.hpp | 6 +++---
 2 files changed, 6 insertions(+), 6 deletions(-)

commit ad11215b5779d3113f7ebef6b10f1c4a103f3ec9
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 29 May 2021 10:16:20 +0200

    Fixed a typo in the comment.

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

commit 18abe3452bcb4ab17cccb348bc05f92968794254
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 28 May 2021 19:18:01 +0200

    Removed simple averaging option.

 ql/instruments/zerocouponswap.cpp | 45 ++++++++++++++-------------------------
 ql/instruments/zerocouponswap.hpp | 17 +++------------
 2 files changed, 19 insertions(+), 43 deletions(-)

commit a80507286ff6fc9bdc01e0a375e8f0d71dfaf175
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 28 May 2021 19:08:32 +0200

    Exposed a method to calculate fair fixed rate.

 ql/instruments/zerocouponswap.cpp |  13 ++++-
 ql/instruments/zerocouponswap.hpp |   5 ++
 test-suite/zerocouponswap.cpp     | 102 ++++++++++++++++++++++----------------
 test-suite/zerocouponswap.hpp     |   1 +
 4 files changed, 76 insertions(+), 45 deletions(-)

commit 7517e8fbec5ec5cdf1189e45ad83100f4eacbd69
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 May 2021 17:47:18 +0200

    Fix sign of theta in Kirk spread-option engine

 .../exoticoptions/kirkspreadoptionengine.cpp       |  3 +-
 test-suite/spreadoption.cpp                        | 38 +++++++++++-----------
 2 files changed, 21 insertions(+), 20 deletions(-)

commit d57323f531e36be8717d586d31beb525e58552d7
Merge: 542c20892 29a831184
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 May 2021 16:18:39 +0200

    Merge pull request #1101.
    
    Deprecate default constructor for Actual/Actual day count convention

commit d5b7ac899407aadf94413138e49ceb30c732d006
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 May 2021 16:12:33 +0200

    Add special UK bank holiday for 2022 Platinum Jubilee

 ql/time/calendars/unitedkingdom.cpp | 77 ++++++++++++++-----------------------
 1 file changed, 29 insertions(+), 48 deletions(-)

commit f3b8f5905cfbd1d0d59c56f9180cc66f75c02596
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 May 2021 15:05:54 +0200

    Add 30/360 constructor taking termination date.
    
    The others are now deprecated.

 ql/time/daycounters/thirty360.cpp |   9 +-
 ql/time/daycounters/thirty360.hpp |  22 ++-
 test-suite/daycounters.cpp        | 373 +++++++++++++++++++-------------------
 test-suite/daycounters.hpp        |   2 +-
 4 files changed, 209 insertions(+), 197 deletions(-)

commit cd80ebfd84084ebd8ff69ddf7a9fa10eae0e3f1b
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 28 May 2021 13:25:01 +0200

    Implementing PR feedback.

 ql/instruments/zerocouponswap.cpp | 47 +++++++++++++++++++++++----------------
 ql/instruments/zerocouponswap.hpp | 25 +++++++++++++++------
 2 files changed, 46 insertions(+), 26 deletions(-)

commit 169b7b67e2b6403d480b3191f03abdc0d174c267
Author: Marcin Rybacki <52628342+marcin-rybacki@users.noreply.github.com>
Date:   Fri, 28 May 2021 13:22:41 +0200

    Update ql/instruments/zerocouponswap.hpp
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

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

commit f5afe6079fbd93534b210413802339670b436981
Author: Marcin Rybacki <52628342+marcin-rybacki@users.noreply.github.com>
Date:   Fri, 28 May 2021 13:22:34 +0200

    Update ql/instruments/zerocouponswap.cpp
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

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

commit 962b6881f2f594438ee9c8d9c05ea90b24459c06
Author: Marcin Rybacki <52628342+marcin-rybacki@users.noreply.github.com>
Date:   Fri, 28 May 2021 13:22:28 +0200

    Update test-suite/zerocouponswap.cpp
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

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

commit 919505e38fe7538697bd9ebcbbe4d12565895c0a
Author: Marcin Rybacki <52628342+marcin-rybacki@users.noreply.github.com>
Date:   Fri, 28 May 2021 13:22:22 +0200

    Update ql/instruments/zerocouponswap.cpp
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

 ql/instruments/zerocouponswap.cpp | 4 ----
 1 file changed, 4 deletions(-)

commit 542c20892b005acc024fc6788a6c59aacc61b49d
Merge: 717025cd7 67b66339b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 May 2021 09:23:07 +0200

    Merge pull request #1100.
    
    A few changes to 30/360 day count convention

commit 29a83118426c8481510a3523155930abc5ee2f29
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 May 2021 23:51:01 +0200

    Avoid deprecated call in intraday case

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

commit 67b66339b578b96159fcf253b0a09914bcf5bf75
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 May 2021 23:47:34 +0200

    Make constructor explicit

 ql/time/daycounters/thirty360.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 47fe383549e066411c6229386b4ffbc1cbe28c6f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 May 2021 23:43:14 +0200

    Deprecated default constructor for actual/actual day counter

 ql/experimental/catbonds/catrisk.cpp     |  2 +-
 ql/time/daycounters/actualactual.hpp     | 11 +++++++++--
 test-suite/batesmodel.cpp                |  6 +++---
 test-suite/cdo.cpp                       |  2 +-
 test-suite/gjrgarchmodel.cpp             |  2 +-
 test-suite/hestonmodel.cpp               | 16 ++++++++--------
 test-suite/hestonslvmodel.cpp            | 20 ++++++++++----------
 test-suite/inflationcapfloor.cpp         |  2 +-
 test-suite/inflationcapflooredcoupon.cpp |  2 +-
 test-suite/inflationcpibond.cpp          |  2 +-
 test-suite/inflationcpicapfloor.cpp      |  4 ++--
 test-suite/inflationcpiswap.cpp          |  6 +++---
 test-suite/libormarketmodelprocess.cpp   |  5 ++---
 test-suite/normalclvmodel.cpp            |  2 +-
 test-suite/piecewiseyieldcurve.cpp       |  4 ++--
 test-suite/quotes.cpp                    |  2 +-
 test-suite/squarerootclvmodel.cpp        |  2 +-
 test-suite/swingoption.cpp               |  6 +++---
 test-suite/vpp.cpp                       | 12 ++++++------
 19 files changed, 57 insertions(+), 51 deletions(-)

commit fd83cde825fa8f1d7d4d986df3549166d93e3116
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 May 2021 18:16:21 +0200

    Deprecated 30/360 constructor without an explicit convention

 Examples/CDS/CDS.cpp                           | 75 ++++++++++++++------------
 Examples/ConvertibleBonds/ConvertibleBonds.cpp |  2 +-
 Examples/Gaussian1dModels/Gaussian1dModels.cpp |  8 +--
 ql/cashflows/cpicoupon.cpp                     |  2 +-
 ql/instruments/makeyoyinflationcapfloor.cpp    |  2 +-
 ql/time/daycounters/simpledaycounter.cpp       |  2 +-
 ql/time/daycounters/thirty360.hpp              |  9 +++-
 test-suite/assetswap.cpp                       | 40 +++++++-------
 test-suite/basismodels.cpp                     | 10 ++--
 test-suite/bermudanswaption.cpp                |  2 +-
 test-suite/bonds.cpp                           |  8 +--
 test-suite/callablebonds.cpp                   | 32 +++++------
 test-suite/capflooredcoupon.cpp                |  2 +-
 test-suite/creditdefaultswap.cpp               |  6 +--
 test-suite/defaultprobabilitycurves.cpp        |  8 +--
 test-suite/inflation.cpp                       |  4 +-
 test-suite/inflationcapfloor.cpp               |  2 +-
 test-suite/inflationcapflooredcoupon.cpp       |  2 +-
 test-suite/markovfunctional.cpp                | 16 +++---
 test-suite/overnightindexedswap.cpp            |  2 +-
 test-suite/piecewiseyieldcurve.cpp             | 19 ++++---
 test-suite/rangeaccrual.cpp                    |  2 +-
 test-suite/shortratemodels.cpp                 | 11 ++--
 test-suite/swap.cpp                            |  2 +-
 test-suite/swaption.cpp                        | 12 ++---
 test-suite/termstructures.cpp                  |  2 +-
 test-suite/variancegamma.cpp                   |  2 +-
 27 files changed, 151 insertions(+), 133 deletions(-)

commit 8b85e863be5ea6c0a689eef584bb85396f03e77d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 May 2021 17:35:19 +0200

    Add 30/360 ISMA, refactor

 ql/time/daycounters/thirty360.cpp | 58 ++++++++++++++++++---------
 ql/time/daycounters/thirty360.hpp | 82 +++++++++++++++++++++------------------
 2 files changed, 84 insertions(+), 56 deletions(-)

commit 717025cd7c8f5254374780e5224daaaaea2b43ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 26 May 2021 14:43:37 +0200

    Move test out of Faster section

 test-suite/nthorderderivativeop.cpp | 14 ++++++++------
 test-suite/nthorderderivativeop.hpp |  7 ++++---
 test-suite/quantlibtestsuite.cpp    |  2 +-
 3 files changed, 13 insertions(+), 10 deletions(-)

commit ee55c8c8c34738c2c17034e0e90d7814abb585ed
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 25 May 2021 19:51:01 +0000

    Automated fixes by clang-tidy

 test-suite/nthorderderivativeop.cpp | 35 +++++++++++++++--------------------
 1 file changed, 15 insertions(+), 20 deletions(-)

commit 01827ed5f16aab4a5876970188a6577e6249e26c
Merge: 829014162 170f884d8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 25 May 2021 17:30:33 +0200

    Merge pull request #1097.
    
    additional tests for higher order finite difference operators

commit 8290141623f1f63e68d99ff2ef9f390dd47708e2
Merge: da143ef2d b2dd44520
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 25 May 2021 17:29:37 +0200

    Merge pull request #1073.
    
    Add Period, InterestRate and InterestRateIndex types to the .natvis

commit 170f884d8cf2b616076c8faf4c74f9d26ebe06a2
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 25 May 2021 11:06:12 +0200

    .

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

commit 4983d8148d4088a76169e89789c785b3d82ba350
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 24 May 2021 22:54:10 +0200

    .

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

commit 21e18e49d20041d6c1bc0a601bc8e4f6cd829e31
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 24 May 2021 20:08:22 +0200

    .

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

commit 2edd99c30f73c386c191bb6119f6f10e88ebd8a1
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 24 May 2021 20:04:23 +0200

    additional tests for higher order finite difference operators

 test-suite/nthorderderivativeop.cpp | 419 ++++++++++++++++++++++++++++--------
 test-suite/nthorderderivativeop.hpp |   5 +-
 2 files changed, 333 insertions(+), 91 deletions(-)

commit da143ef2dd23ced6cdcc8db820b87275a49a1f6c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 May 2021 11:20:58 +0200

    Distribute .natvis file

 Makefile.am | 1 +
 1 file changed, 1 insertion(+)

commit fc633f2257b8f32adcc275570fe1c7cbe88b97b1
Merge: 2f83d4e6f 3a0e31593
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 May 2021 09:51:11 +0200

    Merge pull request #1093.
    
    Fix typo in FuturesRateHelper.

commit e530f5a4f98fd31b9e6ccf2e374862d47f815a76
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 1 May 2021 12:05:37 +0200

    Forgot to expose rate averaging inspector.

 ql/instruments/zerocouponswap.cpp | 5 +++--
 ql/instruments/zerocouponswap.hpp | 2 ++
 2 files changed, 5 insertions(+), 2 deletions(-)

commit 3a0e3159369b278e0c4d5cd5467089e02fdc3493
Author: francis <francis.duffy@acadiasoft.com>
Date:   Fri, 30 Apr 2021 21:39:55 +0100

    Fix typo in FuturesRateHelper.

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

commit fa7d7cddcd97f92186948e9f9a401e086f56850b
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 16:13:19 +0200

    Corrected a typo in test data.

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

commit d3e22eaba8b0255b24cca7ebdf06d971594c8715
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 15:31:18 +0200

    Minor update of unit tests.

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

commit 66312d2b5d1edab5a765c0cd34f59913682e7c1c
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 15:11:03 +0200

    No need for default arguments.

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

commit e81bcf3078a90247363d22a2a12973a1cb6b2879
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 14:20:31 +0200

    Added unit test validating legs.

 test-suite/zerocouponswap.cpp | 38 ++++++++++++++++++++++++++++++++++++++
 test-suite/zerocouponswap.hpp |  1 +
 2 files changed, 39 insertions(+)

commit 7240a8a7eca82b935c8789175e15a813ab8a54f7
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 14:02:03 +0200

    Added missing new lines at end.

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

commit 3cc9b5e295c4097443c7cc84a099e6ed2628ec07
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:59:04 +0200

    Added clarifications in doc string

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

commit 97bc0d8e0c7e32e90e6383a69cdaaa3f0333fbfb
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:56:27 +0200

    Typo in doc string

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

commit f90bdab1c94d8cd0e51c5fed2d0f7f005469ab07
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:51:59 +0200

    Added missing new line at end.

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

commit 3ab7e8739ecf1f44c8e242d428e45dc11fe1c602
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:49:47 +0200

    Updated CMakeLists.txt and Makefile.am in test-suite.

 test-suite/CMakeLists.txt | 2 ++
 test-suite/Makefile.am    | 6 ++++--
 2 files changed, 6 insertions(+), 2 deletions(-)

commit 2481f67c3452ceb98f41459aa7487d2ca6384b18
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:46:31 +0200

    Updated all.hpp

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

commit d528b583054b2831a67cd9cb1d1de940c53e155f
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:45:49 +0200

    Updated Makefile.am

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

commit 82058a092638210545f5c3b453f76d2f11a16990
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:44:45 +0200

    Updated CMakeLists.txt

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

commit 2ef4b148cd930415181816a05e31ae6929fab9d2
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 13:27:54 +0200

    Further refinements.

 ql/instruments/zerocouponswap.cpp | 32 ++++++++++++++++----------------
 ql/instruments/zerocouponswap.hpp | 11 +++++------
 test-suite/zerocouponswap.cpp     | 10 ++++------
 3 files changed, 25 insertions(+), 28 deletions(-)

commit ccc10f9786bdb675825bd7a3673bf70870c8f000
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Thu, 29 Apr 2021 11:38:35 +0200

    Simplified interface.

 ql/instruments/zerocouponswap.cpp | 25 +++----------
 ql/instruments/zerocouponswap.hpp | 15 --------
 test-suite/zerocouponswap.cpp     | 75 ++++++++++++++++++++++++++++++++++-----
 test-suite/zerocouponswap.hpp     |  2 ++
 4 files changed, 73 insertions(+), 44 deletions(-)

commit 2f83d4e6f12924256e340436e5b07c4ea9b6fdac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 28 Apr 2021 23:03:54 +0200

    Replace stale application with action.

 .github/stale.yml           | 28 ----------------------------
 .github/workflows/stale.yml | 22 ++++++++++++++++++++++
 2 files changed, 22 insertions(+), 28 deletions(-)

commit c714f8ea99fc38994209de52cf7d515b39c4aa91
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Wed, 28 Apr 2021 18:06:46 +0200

    Simplified other member methods.

 ql/instruments/zerocouponswap.cpp | 14 +++++---------
 1 file changed, 5 insertions(+), 9 deletions(-)

commit 081b21b798f6d3a018b95045221964373308d729
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Wed, 28 Apr 2021 17:58:49 +0200

    Simplified fairFixedPayment method.

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

commit d08ca2f486472491ca99e4a867adb953e00ab39b
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Wed, 28 Apr 2021 17:25:34 +0200

    Zero coupon swap unit tests.

 test-suite/zerocouponswap.cpp | 180 +++++++++++++++++++++++-------------------
 test-suite/zerocouponswap.hpp |   5 +-
 2 files changed, 102 insertions(+), 83 deletions(-)

commit 417ada8d9400ccfec575f432121d5a152630bc65
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 27 Apr 2021 18:03:26 +0200

    Zero coupon swap unit tests.

 test-suite/zerocouponswap.cpp | 11 ++++++++++-
 1 file changed, 10 insertions(+), 1 deletion(-)

commit de6fe32feeccd1bcd712540c049140ca4cee8b3e
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 27 Apr 2021 17:55:46 +0200

    Zero coupon swap unit tests.

 test-suite/zerocouponswap.cpp | 72 ++++++++++++++++++++++++++++---------------
 test-suite/zerocouponswap.hpp |  4 ++-
 2 files changed, 50 insertions(+), 26 deletions(-)

commit a3bd0bb07c927dba6e70f87ee0cec1f36876a144
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 27 Apr 2021 17:26:57 +0200

    First unit tests.

 ql/instruments/zerocouponswap.cpp |  30 ++++++-
 ql/instruments/zerocouponswap.hpp |   6 +-
 test-suite/quantlibtestsuite.cpp  |   2 +
 test-suite/zerocouponswap.cpp     | 175 ++++++++++++++++++++++++++++++++++++++
 test-suite/zerocouponswap.hpp     |  32 +++++++
 5 files changed, 239 insertions(+), 6 deletions(-)

commit 9937f410392ff41ec92094225abc3f751e354567
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Tue, 27 Apr 2021 11:40:28 +0200

    Added test files.

 ql/instruments/zerocouponswap.cpp    | 16 ++++++++++++++++
 test-suite/testsuite.vcxproj         |  2 ++
 test-suite/testsuite.vcxproj.filters |  6 ++++++
 test-suite/zerocouponswap.cpp        |  0
 test-suite/zerocouponswap.hpp        |  0
 5 files changed, 24 insertions(+)

commit 926b026dba17444d0e409abfc28d02ba42cf4c8e
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sun, 25 Apr 2021 00:02:02 +0200

    Implemented arguments and results related methods.

 ql/instruments/zerocouponswap.cpp | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit 393b0d32a425f19e6df4113fa83bd7d5dce9e881
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 24 Apr 2021 23:56:56 +0200

    Adjusted error message.

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

commit ef8a3dbc271b3fa1c727cef3669b3440b754dbaf
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 24 Apr 2021 23:53:06 +0200

    Further reduced protected members.

 ql/instruments/zerocouponswap.cpp | 9 ++++-----
 ql/instruments/zerocouponswap.hpp | 6 ------
 2 files changed, 4 insertions(+), 11 deletions(-)

commit 709461c2894ea74132f4131e3945134042654cc9
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 24 Apr 2021 18:36:36 +0200

    Remove some members.

 ql/instruments/zerocouponswap.cpp | 6 ++----
 ql/instruments/zerocouponswap.hpp | 7 +------
 2 files changed, 3 insertions(+), 10 deletions(-)

commit d099460942d2adabbc1d1c996f57180114e4472a
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 24 Apr 2021 18:29:11 +0200

    Zero coupon swap implementation.

 ql/instruments/zerocouponswap.cpp | 36 ++++++++++++++++++++++++++++++------
 ql/instruments/zerocouponswap.hpp |  7 +++++--
 2 files changed, 35 insertions(+), 8 deletions(-)

commit 3b11a30ff2dfaac49a4a5ef5cad7350aecdeca1f
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Sat, 24 Apr 2021 18:29:02 +0200

    Zero coupon swap implementation.

 ql/instruments/zerocouponswap.cpp | 73 +++++++++++++++++++++++++++------------
 ql/instruments/zerocouponswap.hpp | 26 +++++++-------
 2 files changed, 63 insertions(+), 36 deletions(-)

commit 03689f5c297e98433f82d24c460b226a719f105d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 24 Apr 2021 12:20:39 +0200

    Add clang 12 to build matrix

 .github/workflows/linux-full-tests.yml | 5 +++++
 .github/workflows/linux-nondefault.yml | 5 +++++
 .github/workflows/linux.yml            | 5 +++++
 3 files changed, 15 insertions(+)

commit 61846380f6678aabe48c4238f4ba3a623f399514
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 23 Apr 2021 18:51:31 +0200

    Added doc-strings and implemented constructors.

 ql/instruments/zerocouponswap.cpp |  72 ++++++++++++++++++
 ql/instruments/zerocouponswap.hpp | 153 ++++++++++++++++++++++++++++++++++++++
 2 files changed, 225 insertions(+)

commit 4d52e10b0bbf051005872eb41030506ad96d1508
Author: Marcin Rybacki <mrybacki12@gmail.com>
Date:   Fri, 23 Apr 2021 15:48:25 +0200

    Added zerocouponswap.hpp/cpp files.

 QuantLib.vcxproj                  | 2 ++
 QuantLib.vcxproj.filters          | 8 +++++++-
 ql/instruments/zerocouponswap.cpp | 0
 ql/instruments/zerocouponswap.hpp | 0
 4 files changed, 9 insertions(+), 1 deletion(-)

commit fe86fff0a01d5510d62bdb640dda6573a2076f30
Merge: 2dc188c62 85754d832
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 18 Apr 2021 17:27:26 +0200

    Merge pull request #1086.
    
    Avoid dangling else in error macros

commit 85754d83266b9e8426f902e56ad61050e1aa8882
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 17 Apr 2021 23:22:21 +0200

    Add missing semicolons.
    
    Fortunately, the effect was the same.

 ql/cashflows/cpicouponpricer.cpp                              | 2 +-
 ql/cashflows/inflationcouponpricer.cpp                        | 2 +-
 ql/experimental/credit/onefactoraffinesurvival.hpp            | 4 ++--
 ql/experimental/variancegamma/analyticvariancegammaengine.cpp | 2 +-
 ql/instruments/vanillaswingoption.cpp                         | 2 +-
 ql/math/optimization/constraint.hpp                           | 2 +-
 ql/math/randomnumbers/randomizedlds.hpp                       | 2 +-
 ql/methods/finitedifferences/operators/fdmbatesop.cpp         | 2 +-
 ql/models/marketmodels/marketmodel.cpp                        | 4 ++--
 ql/termstructures/iterativebootstrap.hpp                      | 2 +-
 ql/termstructures/volatility/smilesectionutils.cpp            | 2 +-
 11 files changed, 13 insertions(+), 13 deletions(-)

commit 53873deaf1dba49dd2f9d6a6f19a904a4d0b0020
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 17 Apr 2021 22:18:43 +0200

    Avoid dangling else in error macros.
    
    Sometimes it causes misleading-indentation warnings.

 ql/errors.hpp | 54 ++++++++++++++++++++++++++++++++++++++++++------------
 1 file changed, 42 insertions(+), 12 deletions(-)

commit 2dc188c62f88bd6ae6d9f48f4df099549dd18093
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 18 Apr 2021 09:36:37 +0200

    Remove limit on parallel CI jobs

 .github/workflows/linux-full-tests.yml | 1 -
 .github/workflows/linux-nondefault.yml | 1 -
 .github/workflows/linux.yml            | 1 -
 3 files changed, 3 deletions(-)

commit 1885c1eeda97f25301e221f904c02c659cfd6251
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 17 Apr 2021 22:20:40 +0200

    Remove call to deleted configure check

 configure.ac | 4 ----
 1 file changed, 4 deletions(-)

commit 9dc6e6fe3fb20a8cde9979a671934e24391bc859
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 17 Apr 2021 10:15:20 +0200

    Remove obsolete configure check

 acinclude.m4                                           | 18 ------------------
 .../meshers/concentrating1dmesher.cpp                  | 13 ++++---------
 2 files changed, 4 insertions(+), 27 deletions(-)

commit 3676162ac1efdaf5bde98d7a62bd038289b146d3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 16 Apr 2021 23:22:43 +0200

    Avoid autotools warnings

 acinclude.m4 | 90 ++++++++++++++++++++++++++----------------------------------
 configure.ac | 55 ++++++++++++++++++-------------------
 2 files changed, 65 insertions(+), 80 deletions(-)

commit 8227091f95f7f86b09ccf5bb498cdf475207a048
Merge: 6f6717a10 144ae1b55
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 16 Apr 2021 02:40:33 +0200

    Merge pull request #1085.
    
    Remove features deprecated in version 1.18

commit 144ae1b551ac66835627cf1562447c506bc08ef5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 17:48:17 +0200

    Remove featured deprecated in version 1.18

 ql/models/calibrationhelper.hpp                    |   6 --
 ql/models/model.cpp                                |  23 -----
 ql/models/model.hpp                                |  19 ----
 .../shortrate/onefactormodels/markovfunctional.hpp |   5 +-
 ql/termstructures/credit/piecewisedefaultcurve.hpp | 104 +--------------------
 ql/termstructures/yield/bondhelpers.cpp            |  74 ---------------
 ql/termstructures/yield/bondhelpers.hpp            |  60 ------------
 ql/termstructures/yield/piecewiseyieldcurve.hpp    |  85 +----------------
 ql/time/calendar.cpp                               |  15 ---
 ql/time/calendar.hpp                               |  11 ---
 10 files changed, 11 insertions(+), 391 deletions(-)

commit 6f6717a104661057c8fccf80c25b3faac99f3d85
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:36:29 +0200

    Avoid running failing workflows on tags

 .github/workflows/copyrights.yml | 4 +++-
 .github/workflows/misspell.yml   | 4 +++-
 2 files changed, 6 insertions(+), 2 deletions(-)

commit c1d50a9743580e0863988d5a55fb9fff9440515d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.23-dev

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

commit b2dd445202c8e519dd82b70daaaedc58411fa2df
Author: Francois Botha <igitur@gmail.com>
Date:   Fri, 12 Mar 2021 20:15:07 +0200

    Add Period, InterestRate and InterestRateIndex types to the .natvis visualizer spec

 QuantLib.natvis | 13 +++++++++++++
 1 file changed, 13 insertions(+)
