commit 19eca2bf6ce1a825f9419939495fbb301288791e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Jul 2019 14:53:42 +0200

    Update list of copyrights.

 Docs/pages/license.docs                | 4 ++--
 LICENSE.TXT                            | 4 ++--
 ql/time/daycounters/actual365fixed.cpp | 1 +
 ql/time/daycounters/actual365fixed.hpp | 3 ++-
 4 files changed, 7 insertions(+), 5 deletions(-)

commit 57a4476bd727879c2314d8eac2fead4e75d842e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Jul 2019 14:07:38 +0200

    Clean up a few test messages.

 test-suite/distributions.cpp                | 2 +-
 test-suite/fdcev.cpp                        | 2 +-
 test-suite/fdsabr.cpp                       | 6 +++---
 test-suite/interpolations.cpp               | 4 ++--
 test-suite/riskneutraldensitycalculator.cpp | 4 ++--
 test-suite/schedule.cpp                     | 2 +-
 6 files changed, 10 insertions(+), 10 deletions(-)

commit 72c0600b746d6acb170b82c15c319015159b25ee
Merge: 545ea54e8 dc6fd2a86
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 17 Jul 2019 11:12:02 +0200

    Merge pull request #664.

commit dc6fd2a867b17998b905c3b371705bf1981ab873
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jul 2019 16:02:28 +0200

    Moved local-vol FD operator to core library.
    
    It was already used by core classes, and the interface is stable.

 QuantLib.vcxproj                                               |  4 ++--
 QuantLib.vcxproj.filters                                       | 10 +++++-----
 ql/experimental/finitedifferences/Makefile.am                  |  2 --
 ql/experimental/finitedifferences/all.hpp                      |  1 -
 ql/methods/finitedifferences/operators/Makefile.am             |  2 ++
 ql/methods/finitedifferences/operators/all.hpp                 |  1 +
 .../finitedifferences/operators}/fdmlocalvolfwdop.cpp          |  2 +-
 .../finitedifferences/operators}/fdmlocalvolfwdop.hpp          |  0
 .../finitedifferences/utilities/localvolrndcalculator.cpp      |  2 +-
 test-suite/hestonslvmodel.cpp                                  |  2 +-
 10 files changed, 13 insertions(+), 13 deletions(-)

commit 545ea54e8bbf740c0b762cc0df1ba64a965dfd29
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jul 2019 13:05:53 +0200

    Avoid adding unnecessary include paths to compilation.

 .gitignore   | 1 +
 configure.ac | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

commit 33d92b874836bc0b955def9fd3f14626a9dab829
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jul 2019 11:27:28 +0200

    Reordered project.

 QuantLib.vcxproj | 3134 +++++++++++++++++++++++++++---------------------------
 1 file changed, 1567 insertions(+), 1567 deletions(-)

commit cc2a5aa5e0c227e09f342a9a140a773e19db0632
Merge: 8033b0333 32e2707e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jul 2019 10:48:33 +0200

    Merge pull request #663.

commit 8033b0333288a652b94a6f6f1ea55caf3375c315
Merge: 772efc61e 3313d6a41
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jul 2019 10:25:48 +0200

    Merge pull request #661.

commit 32e2707e8da74c4eafb648e0c96c4e6ec2b842fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jul 2019 14:49:10 +0200

    Take payment date into account to calculate curve node.

 ql/termstructures/yield/oisratehelper.cpp |   8 ++-
 test-suite/overnightindexedswap.cpp       | 103 ++++--------------------------
 2 files changed, 19 insertions(+), 92 deletions(-)

commit 3313d6a41382f73aa9d08f3a77326d853f080c6e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jul 2019 12:48:19 +0200

    Allow stub date to equal maturity.

 ql/time/schedule.cpp    | 12 +++++-----
 test-suite/schedule.cpp | 60 +++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/schedule.hpp |  2 ++
 3 files changed, 68 insertions(+), 6 deletions(-)

commit 772efc61e543860c028f621fcc3f85f76c8e801b
Merge: aa97da3dc a84b9bda3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 Jul 2019 14:53:14 +0200

    Merge pull request #659.

commit a84b9bda308847d86d0ae69bb67d6fe4ff7bab7d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jul 2019 14:34:55 +0200

    Add a couple of exceptions for UK holidays.
    
    Thanks to user Vililikku for the heads-up.

 ql/time/calendars/unitedkingdom.cpp | 12 +++++++++---
 1 file changed, 9 insertions(+), 3 deletions(-)

commit aa97da3dc87c66ad6c443100dca1b60eb7efa568
Merge: 08dfe6758 d40f02f1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 Jul 2019 13:43:38 +0200

    Merge pull request #654.

commit d40f02f1fba0d7856894adce43c4ba91d7116c01
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 1 Jul 2019 23:14:55 +0200

    relax tolerance for different architectures

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

commit b49ea58117b88c4cf838e4a18094e32e0c11730b
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 1 Jul 2019 22:54:48 +0200

    avoid uninitialised value read access

 ql/experimental/models/hestonslvfdmmodel.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 08dfe6758588da8e970c871da3ebf087ca2183e5
Merge: 59c6276f0 adf8f20ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 17:24:39 +0200

    Merge pull request #652.

commit 59c6276f02b527e7cef91acb145c3f12af7faa3e
Merge: 773a815a6 4b337f19d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 16:46:21 +0200

    Merge pull request #641.

commit 773a815a6b121ea8e65a08a4d55e63e23bb7314c
Merge: fa13d956e 54370e383
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 16:16:25 +0200

    Merge pull request #644.

commit fa13d956ed57bd7ffcd934574a0e47bcd469fb95
Merge: 032fb8fe4 a25fc0f08
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 14:32:49 +0200

    Merge pull request #651.

commit 032fb8fe4be936bd0cfcbaa9c772e83f30008aef
Merge: 97306d72a 338c82951
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 14:14:06 +0200

    Merge pull request #650.

commit 97306d72a7340401e7fb331bf8275ae08996c532
Merge: 150d68255 37b394e00
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 13:38:34 +0200

    Merge pull request #640.

commit 150d6825587b4b6b8ffae9f3c0da9575cebf5d6d
Merge: 6e0a9c3fa fa6a81974
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 13:12:15 +0200

    Merge pull request #638.

commit 6e0a9c3fa94654c09f3d8d92d0727dc6aa984a7e
Merge: 5e2bb4ed5 2858919bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 13:03:02 +0200

    Merge pull request #637.

commit 5e2bb4ed5bd5fbb609095bb369302d44c66b7394
Merge: 5744ef1e3 6419fca9e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jul 2019 12:43:02 +0200

    Merge pull request #629.

commit 5744ef1e33b3ae3de7e49dd17b058a66b99dcb94
Merge: fd234f1e7 b97bcc9a7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Jun 2019 14:46:06 +0200

    Merge pull request #636.

commit 6419fca9e725faee0496546e903f351bce7d366f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Jun 2019 14:17:23 +0200

    Return sets by const reference.

 ql/time/calendar.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit fd234f1e73dc81d5cb4cb701d847688441ca86eb
Merge: cd7bd596f 902d218b8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Jun 2019 18:37:34 +0200

    Merge pull request #626.

commit cd7bd596fee17af3a3b01a4bf05bd5d09bdb1043
Merge: c8bea11b1 dffe787b9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Jun 2019 18:15:11 +0200

    Merge pull request #627.

commit adf8f20ff78cdb6793533479b4402bce0f9df594
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Jun 2019 13:40:27 +0200

    Replace some leftover boost::function types.

 .../finitedifferences/utilities/fdminnervaluecalculator.cpp      | 9 ++++-----
 .../finitedifferences/utilities/fdminnervaluecalculator.hpp      | 7 +++----
 ql/pricingengines/vanilla/fdcevvanillaengine.cpp                 | 2 +-
 test-suite/fdsabr.cpp                                            | 2 +-
 4 files changed, 9 insertions(+), 11 deletions(-)

commit 4b337f19d3adbb85a5215048af654f938d9c4e92
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Jun 2019 12:23:15 +0200

    Fix method definition.

 ql/experimental/commodities/paymentterm.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a25fc0f08733e87dab60fed4208c2e981776dc86
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Jun 2019 11:36:47 +0200

    Prune unused (or even undefined) methods.

 ql/experimental/barrieroption/analyticdoublebarrierengine.hpp  | 1 -
 ql/experimental/barrieroption/wulinyongdoublebarrierengine.cpp | 8 --------
 ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp | 4 ----
 3 files changed, 13 deletions(-)

commit 338c82951a026a0a168d9638e109679c513b5117
Author: Eisuke Tani <tani3010@gmail.com>
Date:   Wed, 26 Jun 2019 18:47:54 +0200

    Update Japan calendar.

 ql/time/calendars/japan.cpp | 41 +++++++++++++++++++++++++++++------------
 ql/time/calendars/japan.hpp |  2 +-
 2 files changed, 30 insertions(+), 13 deletions(-)

commit 54370e3834cd0afecd0aa494bcc78c2fd6465d83
Author: Roy Zywina <roy@zywina.ca>
Date:   Sat, 15 Jun 2019 01:12:23 -0400

    The following Monday is a holiday when New Years day is a Satuday in
    Canada.

 ql/time/calendars/canada.cpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit 478d1062536b3a48b96dc54337c370156ca9c4c4
Author: quantlab <quantlab.io@gmail.com>
Date:   Sun, 9 Jun 2019 14:32:09 +0800

    fix PaymentTerm.calendar() inspector
    
    implement inspector calendar() in PaymentTerm

 ql/experimental/commodities/paymentterm.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 37b394e00ec4c558cdf169af3e777fd38e981a32
Author: quantlab <quantlab.io@gmail.com>
Date:   Sat, 8 Jun 2019 22:58:02 +0800

    Update wulinyongdoublebarrierengine.cpp
    
    save `rebateIn` to `results_.additionalResults`

 ql/experimental/barrieroption/wulinyongdoublebarrierengine.cpp | 1 +
 1 file changed, 1 insertion(+)

commit fa6a81974f022a9d6c6faae636c77a9991c90999
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 7 Jun 2019 18:50:11 +0200

    improve description (thanks to Giuseppe Trapani)

 Examples/Gaussian1dModels/Gaussian1dModels.cpp | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

commit 6800db1ae5082fbcb1ad6ff80ed9118cbc7a4a95
Author: quantlab <quantlab.io@gmail.com>
Date:   Fri, 7 Jun 2019 21:37:58 +0800

    implemente inspector `overnightIndex()`
    
    not sure if this is a bug, inspector `overnightIndex()` declared but not implemented

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

commit b97bcc9a7678557d4735056c88e8be978e3dff15
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 4 Jun 2019 14:26:56 +0200

    Allow parallel compilation of examples.

 Examples/BasketLosses/Makefile.am            |  28 ------
 Examples/BermudanSwaption/Makefile.am        |  29 ------
 Examples/BermudanSwaption/ReadMe.txt         |   2 -
 Examples/Bonds/Makefile.am                   |  29 ------
 Examples/Bonds/ReadMe.txt                    |   3 -
 Examples/CDS/Makefile.am                     |  29 ------
 Examples/CDS/ReadMe.txt                      |   2 -
 Examples/CVAIRS/Makefile.am                  |  28 ------
 Examples/CallableBonds/Makefile.am           |  29 ------
 Examples/CallableBonds/ReadMe.txt            |   2 -
 Examples/ConvertibleBonds/Makefile.am        |  29 ------
 Examples/ConvertibleBonds/ReadMe.txt         |   1 -
 Examples/DiscreteHedging/Makefile.am         |  29 ------
 Examples/DiscreteHedging/ReadMe.txt          |   8 --
 Examples/EquityOption/Makefile.am            |  29 ------
 Examples/EquityOption/ReadMe.txt             |   1 -
 Examples/FRA/Makefile.am                     |  29 ------
 Examples/FRA/ReadMe.txt                      |   1 -
 Examples/FittedBondCurve/Makefile.am         |  29 ------
 Examples/FittedBondCurve/ReadMe.txt          |   2 -
 Examples/Gaussian1dModels/Makefile.am        |  28 ------
 Examples/GlobalOptimizer/Makefile.am         |  29 ------
 Examples/GlobalOptimizer/ReadMe.txt          |   1 -
 Examples/LatentModel/Makefile.am             |  28 ------
 Examples/Makefile.am                         | 126 ++++++++++++++++++++-------
 Examples/MarketModels/Makefile.am            |  28 ------
 Examples/MulticurveBootstrapping/Makefile.am |  29 ------
 Examples/MulticurveBootstrapping/README.txt  |   2 -
 Examples/MultidimIntegral/Makefile.am        |  28 ------
 Examples/README.txt                          |  92 ++++++++++++++++++-
 Examples/Replication/Makefile.am             |  29 ------
 Examples/Replication/ReadMe.txt              |   2 -
 Examples/Repo/Makefile.am                    |  29 ------
 Examples/Repo/ReadMe.txt                     |   1 -
 configure.ac                                 |  22 +----
 35 files changed, 189 insertions(+), 624 deletions(-)

commit 7695b25b22fbbec0462edd49e6073ea1fc9ec777
Author: Francois Botha <igitur@gmail.com>
Date:   Thu, 9 May 2019 16:43:06 +0200

    Publicly expose Calendar::addedHolidays and Calendar::removeHolidays

 ql/time/calendar.hpp     | 17 +++++++++++++++++
 test-suite/calendars.cpp |  8 ++++++++
 2 files changed, 25 insertions(+)

commit 902d218b8bd5a284aab4750042e85247048709ab
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 4 May 2019 19:35:49 +0200

    corrected typo

 ql/experimental/finitedifferences/fdhestondoublebarrierengine.cpp | 4 ++--
 ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.cpp  | 2 +-
 ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp  | 4 ++--
 ql/pricingengines/barrier/fdhestonbarrierengine.cpp               | 4 ++--
 ql/pricingengines/barrier/fdhestonrebateengine.cpp                | 4 ++--
 ql/pricingengines/vanilla/fdhestonvanillaengine.cpp               | 4 ++--
 test-suite/fdheston.cpp                                           | 8 ++++----
 7 files changed, 15 insertions(+), 15 deletions(-)

commit dffe787b9bf2dca7b1c17b0b0eb477b43407fda8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 2 May 2019 10:55:06 +0200

    Avoid expiration check if an instrument is already calculated.

 ql/instrument.hpp | 12 +++++++-----
 1 file changed, 7 insertions(+), 5 deletions(-)

commit dcf0e8b44a6788881531c32308d634de0fae5e4f
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 1 May 2019 11:39:10 +0200

    limit number of parameter in make_shared

 ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp |  2 +-
 ql/pricingengines/vanilla/fdhestonvanillaengine.cpp       | 14 +++++++-------
 test-suite/quantooption.cpp                               |  6 +++---
 3 files changed, 11 insertions(+), 11 deletions(-)

commit f1bab0800699db3eae19b0c5e240eb2eab7e617f
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 1 May 2019 10:40:18 +0200

    comment out unused variable

 test-suite/fdheston.cpp     | 3 +--
 test-suite/quantooption.cpp | 4 +---
 2 files changed, 2 insertions(+), 5 deletions(-)

commit f1bef5150df55b320aab6290b6867ff1011861fa
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 1 May 2019 10:40:18 +0200

    comment out unused variable

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

commit a2185824e15ad8bcf04a1894a8afd334241c771c
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 1 May 2019 09:46:52 +0200

    improve mesher test case

 .../meshers/fdmhestonvariancemesher.cpp            |  8 +--
 .../meshers/fdmhestonvariancemesher.hpp            |  2 +-
 test-suite/fdheston.cpp                            | 68 +++++++++++++++-------
 3 files changed, 51 insertions(+), 27 deletions(-)

commit c8bea11b10bbdbb6fcfc841c3283b67c42917b30
Merge: 2dfaace4d 16a241cfa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 Apr 2019 16:27:24 +0200

    Merge pull request #625.

commit 2dfaace4ddd4f0e7d43b5d0345a0fcdbd9b65803
Merge: 5ab7086c3 8eb21937d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 Apr 2019 16:18:12 +0200

    Merge pull request #624.

commit 5ab7086c3593f6a1b6112579b3c68a437daf5f74
Merge: 859426020 ee2de22ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 Apr 2019 15:49:10 +0200

    Merge pull request #622.

commit 16a241cfa7c5b1577a2b30be39fb4b39afb53c49
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Apr 2019 18:14:55 +0200

    Remove features deprecated in versions 1.11 and 1.12.

 QuantLib.vcxproj                                   |  1 -
 QuantLib.vcxproj.filters                           |  3 -
 ql/math/distributions/chisquaredistribution.hpp    | 18 -----
 ql/math/distributions/gammadistribution.hpp        |  6 --
 ql/math/matrixutilities/bicgstab.cpp               |  4 -
 ql/math/matrixutilities/bicgstab.hpp               |  6 --
 .../volatility/swaption/swaptionvolmatrix.hpp      |  1 -
 ql/time/daycounters/Makefile.am                    |  1 -
 ql/time/daycounters/actual365nl.hpp                | 88 ----------------------
 ql/time/daycounters/all.hpp                        |  1 -
 10 files changed, 129 deletions(-)

commit 859426020f563e7570b99a026dfd8110c0db4138
Merge: 67ac5115e edd10e7b7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Apr 2019 17:17:12 +0200

    Merge pull request #623.

commit 17e91aba5f0920babcc98a854cba10e448be5dfa
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 29 Apr 2019 17:02:47 +0200

    improve vola estimate for Heston SLV models

 .../meshers/fdmhestonvariancemesher.cpp            | 31 ++++++++-------
 test-suite/fdheston.cpp                            | 44 +++++++++++++++++++++-
 2 files changed, 60 insertions(+), 15 deletions(-)

commit 67ac5115ebe509c28dc93f24254f4ad3dbbae40c
Merge: 038722dbe a6c542411
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Apr 2019 15:55:51 +0200

    Merge pull request #620.

commit 259ca4ec6a75bf991d89aa06840007728a665f60
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 29 Apr 2019 14:17:56 +0200

    put back all tests

 test-suite/quantlibtestsuite.cpp | 316 +++++++++++++++++++--------------------
 1 file changed, 158 insertions(+), 158 deletions(-)

commit 5021c9439105f19db6f49ab7d0ca52135d085b2d
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 29 Apr 2019 14:10:56 +0200

    quanto adjustment for Black-Scholes-Merton and Heston Local Volatiltiy

 .../fdhestondoublebarrierengine.cpp                |  12 +-
 .../meshers/fdmblackscholesmesher.cpp              |  20 +-
 .../meshers/fdmblackscholesmesher.hpp              |   7 +-
 .../meshers/fdmhestonvariancemesher.cpp            |  77 ++++-
 .../meshers/fdmhestonvariancemesher.hpp            |  19 +-
 .../operators/fdmblackscholesop.cpp                |  36 ++-
 .../operators/fdmblackscholesop.hpp                |   6 +-
 .../finitedifferences/operators/fdmhestonop.cpp    |  12 +-
 .../solvers/fdmblackscholessolver.cpp              |  15 +-
 .../solvers/fdmblackscholessolver.hpp              |   6 +-
 .../barrier/fdhestonbarrierengine.cpp              |  12 +-
 ql/pricingengines/barrier/fdhestonrebateengine.cpp |  12 +-
 .../vanilla/fdblackscholesvanillaengine.cpp        |  35 +-
 .../vanilla/fdblackscholesvanillaengine.hpp        |  10 +
 .../vanilla/fdhestonvanillaengine.cpp              |  36 ++-
 .../vanilla/fdhestonvanillaengine.hpp              |  12 +
 test-suite/dividendoption.cpp                      |   1 -
 test-suite/fdheston.cpp                            |  29 +-
 test-suite/quantlibtestsuite.cpp                   | 316 +++++++++---------
 test-suite/quantooption.cpp                        | 359 +++++++++++++++++++++
 test-suite/quantooption.hpp                        |   4 +
 21 files changed, 818 insertions(+), 218 deletions(-)

commit 038722dbe2af56a8f928bcb80c25630329c4d016
Merge: 28967854e f05141d87
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Apr 2019 13:13:14 +0200

    Merge pull request #614.

commit 8eb21937daf3c9f94b656df28f3a9b07dc228c79
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Apr 2019 11:40:57 +0200

    Avoid internal usage of all.hpp headers.

 Examples/MarketModels/MarketModels.cpp            | 28 ++++++++++++++++++++++-
 test-suite/basismodels.cpp                        | 14 +++++++-----
 test-suite/catbonds.cpp                           |  4 +++-
 test-suite/piecewisezerospreadedtermstructure.cpp |  4 +++-
 4 files changed, 41 insertions(+), 9 deletions(-)

commit ee2de22acbb5e5441c810a45b33bbd7b3a87d669
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Apr 2019 16:32:10 +0200

    Update VC++ projects.

 QuantLib.vcxproj          | 2 ++
 QuantLib.vcxproj.filters  | 6 ++++++
 ql/time/calendars/all.hpp | 1 +
 3 files changed, 9 insertions(+)

commit dc42b30b02836c8b4723ff100547fdbbd53210c4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Apr 2019 16:26:57 +0200

    Make the constructor explicit.

 ql/time/calendars/france.hpp | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

commit 28967854e8d5ba2b357b4f3f3a9912a2d54524c7
Merge: c3da91050 c015866cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Apr 2019 16:07:33 +0200

    Merge pull request #610.

commit c3da910500c40b76b4e6a64c250ecd473e344d32
Merge: f12e91ed4 f394b87aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Apr 2019 15:25:28 +0200

    Merge pull request #621.

commit edd10e7b7511cb18bd13ae43bbef12d027521129
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Apr 2019 13:03:18 +0200

    Deprecate SwaptionVolatilityMatrix constructor without calendar.

 ql/legacy/libormarketmodels/liborforwardmodel.cpp  |  7 ++--
 .../volatility/swaption/swaptionvolmatrix.cpp      | 49 ++++++++++++++++++++++
 .../volatility/swaption/swaptionvolmatrix.hpp      | 18 +++++++-
 3 files changed, 70 insertions(+), 4 deletions(-)

commit ba4524315e8b6b4b3466026cc3ac36124ef94b34
Author: NJeanray <nathalie.jeanray@gmail.com>
Date:   Wed, 24 Apr 2019 10:57:30 +0200

    Adding French calendar

 ql/time/calendars/Makefile.am | 2 ++
 1 file changed, 2 insertions(+)

commit 76f494b0b8466399f38b6d4707ed45964832e187
Author: NJeanray <nathalie.jeanray@gmail.com>
Date:   Wed, 24 Apr 2019 10:55:42 +0200

    Update france.cpp
    
    Typo mistake

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

commit 3bd23b4549615e2c6724e5a44a5e63c0b55928a3
Author: NJeanray <nathalie.jeanray@gmail.com>
Date:   Wed, 24 Apr 2019 10:54:53 +0200

    Update france.cpp
    
    Correction of Stock Exchange holidays based on site https://www.stockmarketclock.com/exchanges/euronext-paris/market-holidays/

 ql/time/calendars/france.cpp | 31 +++++++++++++------------------
 1 file changed, 13 insertions(+), 18 deletions(-)

commit 865b103144e4906ab14089bac0a2dab86e5df7b6
Author: NJeanray <nathalie.jeanray@gmail.com>
Date:   Wed, 24 Apr 2019 10:50:31 +0200

    Create france.hpp

 ql/time/calendars/france.hpp | 92 ++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 92 insertions(+)

commit 878036768f6bd240df30c57e3fb14dcb266fee08
Author: NJeanray <nathalie.jeanray@gmail.com>
Date:   Wed, 24 Apr 2019 10:35:59 +0200

    Create france.cpp
    
    File containing all the holiday days in France.

 ql/time/calendars/france.cpp | 114 +++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 114 insertions(+)

commit f394b87aa61b2bdaa36959c5f3b2a549979fc5fa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Apr 2019 17:15:29 +0200

    Generate all.hpp in source directory.

 ql/Makefile.am                                     | 24 +++++++++++-----------
 ql/cashflows/Makefile.am                           | 20 +++++++++---------
 ql/currencies/Makefile.am                          | 20 +++++++++---------
 ql/experimental/Makefile.am                        |  8 ++++----
 ql/experimental/amortizingbonds/Makefile.am        | 20 +++++++++---------
 ql/experimental/averageois/Makefile.am             | 20 +++++++++---------
 ql/experimental/barrieroption/Makefile.am          | 20 +++++++++---------
 ql/experimental/basismodels/Makefile.am            | 20 +++++++++---------
 ql/experimental/callablebonds/Makefile.am          | 20 +++++++++---------
 ql/experimental/catbonds/Makefile.am               | 20 +++++++++---------
 ql/experimental/commodities/Makefile.am            | 20 +++++++++---------
 ql/experimental/convertiblebonds/Makefile.am       | 20 +++++++++---------
 ql/experimental/coupons/Makefile.am                | 20 +++++++++---------
 ql/experimental/credit/Makefile.am                 | 20 +++++++++---------
 ql/experimental/exoticoptions/Makefile.am          | 20 +++++++++---------
 ql/experimental/finitedifferences/Makefile.am      | 20 +++++++++---------
 ql/experimental/futures/Makefile.am                | 20 +++++++++---------
 ql/experimental/fx/Makefile.am                     | 20 +++++++++---------
 ql/experimental/inflation/Makefile.am              | 20 +++++++++---------
 ql/experimental/lattices/Makefile.am               | 20 +++++++++---------
 ql/experimental/math/Makefile.am                   | 20 +++++++++---------
 ql/experimental/mcbasket/Makefile.am               | 20 +++++++++---------
 ql/experimental/models/Makefile.am                 | 20 +++++++++---------
 ql/experimental/processes/Makefile.am              | 20 +++++++++---------
 ql/experimental/risk/Makefile.am                   | 20 +++++++++---------
 ql/experimental/shortrate/Makefile.am              | 20 +++++++++---------
 ql/experimental/swaptions/Makefile.am              | 20 +++++++++---------
 ql/experimental/termstructures/Makefile.am         | 12 +++++------
 ql/experimental/variancegamma/Makefile.am          | 20 +++++++++---------
 ql/experimental/varianceoption/Makefile.am         | 20 +++++++++---------
 ql/experimental/volatility/Makefile.am             | 20 +++++++++---------
 ql/indexes/Makefile.am                             | 20 +++++++++---------
 ql/indexes/ibor/Makefile.am                        | 20 +++++++++---------
 ql/indexes/inflation/Makefile.am                   | 12 +++++------
 ql/indexes/swap/Makefile.am                        | 20 +++++++++---------
 ql/instruments/Makefile.am                         | 20 +++++++++---------
 ql/instruments/bonds/Makefile.am                   | 20 +++++++++---------
 ql/legacy/Makefile.am                              |  8 ++++----
 ql/legacy/libormarketmodels/Makefile.am            | 20 +++++++++---------
 ql/math/Makefile.am                                | 20 +++++++++---------
 ql/math/copulas/Makefile.am                        | 20 +++++++++---------
 ql/math/distributions/Makefile.am                  | 20 +++++++++---------
 ql/math/integrals/Makefile.am                      | 20 +++++++++---------
 ql/math/interpolations/Makefile.am                 | 12 +++++------
 ql/math/matrixutilities/Makefile.am                | 20 +++++++++---------
 ql/math/ode/Makefile.am                            | 12 +++++------
 ql/math/optimization/Makefile.am                   | 20 +++++++++---------
 ql/math/randomnumbers/Makefile.am                  | 20 +++++++++---------
 ql/math/solvers1d/Makefile.am                      | 12 +++++------
 ql/math/statistics/Makefile.am                     | 20 +++++++++---------
 ql/methods/Makefile.am                             |  8 ++++----
 ql/methods/finitedifferences/Makefile.am           | 20 +++++++++---------
 ql/methods/finitedifferences/meshers/Makefile.am   | 20 +++++++++---------
 ql/methods/finitedifferences/operators/Makefile.am | 20 +++++++++---------
 ql/methods/finitedifferences/schemes/Makefile.am   | 20 +++++++++---------
 ql/methods/finitedifferences/solvers/Makefile.am   | 20 +++++++++---------
 .../finitedifferences/stepconditions/Makefile.am   | 20 +++++++++---------
 ql/methods/finitedifferences/utilities/Makefile.am | 21 +++++++++----------
 ql/methods/lattices/Makefile.am                    | 20 +++++++++---------
 ql/methods/montecarlo/Makefile.am                  | 20 +++++++++---------
 ql/models/Makefile.am                              | 20 +++++++++---------
 ql/models/equity/Makefile.am                       | 20 +++++++++---------
 ql/models/marketmodels/Makefile.am                 | 20 +++++++++---------
 .../marketmodels/browniangenerators/Makefile.am    | 20 +++++++++---------
 ql/models/marketmodels/callability/Makefile.am     | 20 +++++++++---------
 ql/models/marketmodels/correlations/Makefile.am    | 20 +++++++++---------
 ql/models/marketmodels/curvestates/Makefile.am     | 20 +++++++++---------
 .../marketmodels/driftcomputation/Makefile.am      | 20 +++++++++---------
 ql/models/marketmodels/evolvers/Makefile.am        | 20 +++++++++---------
 .../marketmodels/evolvers/volprocesses/Makefile.am | 20 +++++++++---------
 ql/models/marketmodels/models/Makefile.am          | 20 +++++++++---------
 ql/models/marketmodels/pathwisegreeks/Makefile.am  | 20 +++++++++---------
 ql/models/marketmodels/products/Makefile.am        | 20 +++++++++---------
 .../marketmodels/products/multistep/Makefile.am    | 20 +++++++++---------
 .../marketmodels/products/onestep/Makefile.am      | 20 +++++++++---------
 .../marketmodels/products/pathwise/Makefile.am     | 20 +++++++++---------
 ql/models/shortrate/Makefile.am                    | 20 +++++++++---------
 ql/models/shortrate/calibrationhelpers/Makefile.am | 20 +++++++++---------
 ql/models/shortrate/onefactormodels/Makefile.am    | 20 +++++++++---------
 ql/models/shortrate/twofactormodels/Makefile.am    | 20 +++++++++---------
 ql/models/volatility/Makefile.am                   | 20 +++++++++---------
 ql/patterns/Makefile.am                            | 20 +++++++++---------
 ql/pricingengines/Makefile.am                      | 20 +++++++++---------
 ql/pricingengines/asian/Makefile.am                | 20 +++++++++---------
 ql/pricingengines/barrier/Makefile.am              | 20 +++++++++---------
 ql/pricingengines/basket/Makefile.am               | 20 +++++++++---------
 ql/pricingengines/bond/Makefile.am                 | 20 +++++++++---------
 ql/pricingengines/capfloor/Makefile.am             | 20 +++++++++---------
 ql/pricingengines/cliquet/Makefile.am              | 20 +++++++++---------
 ql/pricingengines/credit/Makefile.am               | 20 +++++++++---------
 ql/pricingengines/forward/Makefile.am              | 12 +++++------
 ql/pricingengines/inflation/Makefile.am            | 20 +++++++++---------
 ql/pricingengines/lookback/Makefile.am             | 20 +++++++++---------
 ql/pricingengines/quanto/Makefile.am               | 12 +++++------
 ql/pricingengines/swap/Makefile.am                 | 20 +++++++++---------
 ql/pricingengines/swaption/Makefile.am             | 20 +++++++++---------
 ql/pricingengines/vanilla/Makefile.am              | 20 +++++++++---------
 ql/processes/Makefile.am                           | 20 +++++++++---------
 ql/quotes/Makefile.am                              | 20 +++++++++---------
 ql/termstructures/Makefile.am                      | 20 +++++++++---------
 ql/termstructures/credit/Makefile.am               | 20 +++++++++---------
 ql/termstructures/inflation/Makefile.am            | 20 +++++++++---------
 ql/termstructures/volatility/Makefile.am           | 20 +++++++++---------
 ql/termstructures/volatility/capfloor/Makefile.am  | 20 +++++++++---------
 ql/termstructures/volatility/equityfx/Makefile.am  | 20 +++++++++---------
 ql/termstructures/volatility/inflation/Makefile.am | 20 +++++++++---------
 ql/termstructures/volatility/optionlet/Makefile.am | 20 +++++++++---------
 ql/termstructures/volatility/swaption/Makefile.am  | 20 +++++++++---------
 ql/termstructures/yield/Makefile.am                | 20 +++++++++---------
 ql/time/Makefile.am                                | 20 +++++++++---------
 ql/time/calendars/Makefile.am                      | 20 +++++++++---------
 ql/time/daycounters/Makefile.am                    | 20 +++++++++---------
 ql/utilities/Makefile.am                           | 20 +++++++++---------
 113 files changed, 1086 insertions(+), 1087 deletions(-)

commit f12e91ed423ad7b3e0bcd86c231cab657fa52ced
Merge: 54cdf244d 5c3992432
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Apr 2019 15:54:46 +0200

    Merge pull request #601.

commit 54cdf244d84ce9a86a5d84e977c67a7b9fca10ac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 Apr 2019 21:38:19 +0200

    Add a couple more badges.

 README.md | 15 +++++++--------
 1 file changed, 7 insertions(+), 8 deletions(-)

commit a6c542411d1aa9b85dc80e24d4c87ae74ea23b26
Author: paul-giltinan <paulgiltinan@hotmail.com>
Date:   Fri, 19 Apr 2019 20:39:53 +0100

    Build with Visual Studio 2019 (vc14.2)

 QuantLib.props   | 2 ++
 ql/auto_link.hpp | 4 +++-
 2 files changed, 5 insertions(+), 1 deletion(-)

commit 23ab0c832eba00536a46697c107fd88c9994c9ff
Merge: 478678ea9 cc7014885
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Apr 2019 14:16:18 +0200

    Merge pull request #617.

commit 478678ea9bb0be2cc72c96133fe0481c69d0e3f1
Merge: 697e6495d 26ac8741e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Apr 2019 13:46:18 +0200

    Merge pull request #609.

commit 697e6495da82b5037d418703ba168d1ebbe3ee08
Merge: 802b49c13 4fde902bd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Apr 2019 12:54:30 +0200

    Merge pull request #607.

commit 802b49c136e734c7f6fa4df97e35248a60b42f06
Merge: 3f57d029e 16566f83c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Apr 2019 12:34:16 +0200

    Merge pull request #606.

commit cc701488513b5ddb3b47a545f59a298ddee97a90
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Apr 2019 18:43:17 +0200

    Fix quotes used in bootstrap example.
    
    Thanks to Theo Boafo for the heads up.

 Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit f05141d8745c744c7fc03bb06a0bf31530434f37
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 28 Mar 2019 17:26:35 +0100

    fixed Bates process for Broadie-Kaya discretization (Issue
    https://github.com/lballabio/QuantLib/issues/612)

 ql/processes/batesprocess.cpp | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

commit 3f57d029e2b8794a35ffb17a4ce0a6c65ec27017
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 24 Mar 2019 14:33:51 +0100

    Add a few non-standard configure flags to build matrix.

 .travis.yml | 66 +++++++++++++++++++++++++++++++++++++++++++------------------
 1 file changed, 47 insertions(+), 19 deletions(-)

commit 9f5b27d89ce6a89957d12c7d066db9d59b44fbe5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 24 Mar 2019 13:47:05 +0100

    Import placeholders before point of use.

 ql/methods/finitedifferences/utilities/cevrndcalculator.cpp | 1 +
 test-suite/riskneutraldensitycalculator.cpp                 | 2 ++
 2 files changed, 3 insertions(+)

commit a310696eebfb3b95b69caf520636f7969fc837f7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 24 Mar 2019 12:23:01 +0100

    Avoid boost::bind in the wild.

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

commit 638af4c226897a9510411bd2657e6600e7141050
Merge: 89c0fc97f 4c0c1d745
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Mar 2019 15:10:22 +0100

    Merge pull request #589.

commit c015866cb133f8d533b9ae7f3a09bbeb10957bf1
Author: wegamekinglc <scrappedprince.li@gmail.com>
Date:   Fri, 22 Mar 2019 17:13:46 +0800

    update china for the newly announced holidays

 ql/time/calendars/china.cpp | 4 +++-
 test-suite/calendars.cpp    | 4 ++++
 2 files changed, 7 insertions(+), 1 deletion(-)

commit e3c2905d8abcb21f6563b08eb027d9fc3b8c79dc
Merge: e4c1b5bcf 89c0fc97f
Author: Cheng Li <scrappedprince.li@gmail.com>
Date:   Fri, 22 Mar 2019 16:18:20 +0800

    Merge pull request #3 from lballabio/master
    
    merge from upstream

commit 89c0fc97f40ee3c1b4bf8d40f3c09d365e681d2d
Merge: a91092454 061c5ccc6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 14 Mar 2019 17:46:50 +0100

    Merge pull request #603.

commit a9109245454a87f647e796debad9551bbe4d0fba
Merge: bd837262f f715a648e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 14 Mar 2019 16:08:06 +0100

    Merge pull request #595.

commit 4c0c1d7459c766f8b166a5df7eaca43a3ce05879
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 14 Mar 2019 15:04:30 +0100

    Add deprecated constructor for backward compatibility.

 .../operators/fdmornsteinuhlenbeckop.cpp           | 30 ++++++++++++++++++++++
 .../operators/fdmornsteinuhlenbeckop.hpp           | 11 ++++++++
 2 files changed, 41 insertions(+)

commit 26ac8741ee9e6aea6bd3e896ed4351047247498e
Merge: bd43a4a7c bd837262f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Mar 2019 15:03:50 +0100

    Sync with master and solve conflict.

commit f715a648ee6c8ff0bad41a2c2339f4f5f4a90913
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Mar 2019 14:45:27 +0100

    Fix typos in docs.

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

commit 562cf82c0c7417f90da8ead4c53e95a02d59505c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Mar 2019 14:45:03 +0100

    Add default argument for backward compatibility.

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

commit bd43a4a7c88e6024814998e9c2b095fef41ef181
Author: quantlab <quantlab.io@gmail.com>
Date:   Tue, 12 Mar 2019 15:06:57 +0800

    fix kirkengine message

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

commit 4fde902bd8d01a50115cdeb085f176259a143ad6
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Fri, 8 Mar 2019 15:08:28 +0100

    fix error message

 .../volatility/swaption/swaptionvolcube1.hpp       | 30 +++++++++++-----------
 1 file changed, 15 insertions(+), 15 deletions(-)

commit 16566f83c46a8dab1a966fd9152a67178d31a6e5
Author: quantlab <quantlab.io@gmail.com>
Date:   Tue, 5 Mar 2019 15:23:00 +0800

    fix testGenericBondImplied

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

commit d517eb356ef248b28effc89827197906b0909c19
Author: quantlab <quantlab.io@gmail.com>
Date:   Tue, 5 Mar 2019 13:12:46 +0800

    fix testSpecializedBondVsGenericBondUsingAsw

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

commit bd837262f2469902bc54e7bec39b43d145117d8c
Merge: 51dd76fb2 eb34e635b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Mar 2019 14:17:18 +0100

    Merge pull request #602.

commit ff122ca917175758138b00a216d9852b9ecf4294
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 24 Feb 2019 16:41:46 +0100

    added explicit keyword to single argument constructor

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

commit a699ddb1df559ef6984a517d129ea6cec9d83e20
Author: klausspanderen <klaus@spanderen.de>
Date:   Sun, 24 Feb 2019 15:39:24 +0100

    increase test tolerance slightly for more exotic systems.

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

commit 5c39924322af5418903e9d91230e665707fdfe07
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 23 Feb 2019 20:34:40 +0100

    restore

 test-suite/schedule.cpp | 1 +
 1 file changed, 1 insertion(+)

commit bc175244e53d094c0b2e5465e2de9fb5be1f936f
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 23 Feb 2019 20:33:27 +0100

    restore

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

commit d30cf3f92fb2afd2539b7d93acac9dafe409db6b
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 23 Feb 2019 20:30:28 +0100

    require size, replace try/catch by macro

 test-suite/schedule.cpp | 72 ++++++++++---------------------------------------
 1 file changed, 14 insertions(+), 58 deletions(-)

commit 061c5ccc611de00cf665adce111b735b4ed8b0dd
Author: rwx777 <rwx777@outlook.com>
Date:   Sat, 23 Feb 2019 00:32:05 +0800

    Fix copy-past error.

 ql/time/calendars/taiwan.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit bf0913811f8e7a626e381988a1fd86dccdcc9a51
Author: rwx777 <rwx777@outlook.com>
Date:   Sat, 23 Feb 2019 00:01:44 +0800

    Update the holidays of Taiwan to 2019.

 ql/time/calendars/taiwan.cpp | 107 ++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 105 insertions(+), 2 deletions(-)

commit 51dd76fb2c52f12381676775ce153362f03e6dac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Feb 2019 17:07:21 +0100

    Bump version number to 1.16.

 configure.ac   | 2 +-
 ql/version.hpp | 8 ++++----
 2 files changed, 5 insertions(+), 5 deletions(-)

commit c14ede5506229c64dacfd2b2d06e5223750b8d19
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 20 Feb 2019 10:26:05 +0100

    draft fix

 ql/time/schedule.cpp    | 24 +++++++++++++++++-------
 test-suite/schedule.cpp | 14 +++++++-------
 test-suite/schedule.hpp |  2 +-
 3 files changed, 25 insertions(+), 15 deletions(-)

commit 4c5e65e61bb4d26c4ee1119a9c6ffa47996e6c89
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Wed, 20 Feb 2019 09:10:59 +0100

    unit test that reprodces the issue

 test-suite/schedule.cpp | 23 +++++++++++++++++++++++
 test-suite/schedule.hpp |  1 +
 2 files changed, 24 insertions(+)

commit c5bf5dac55602d8ca93efe2e3683384e67679772
Author: Peter Caspers <peter.caspers@quaternion.com>
Date:   Sat, 2 Feb 2019 09:51:00 +0100

    remove strike restriction, add naked option flag

 ql/cashflows/cashflowvectors.hpp                   |  6 +++---
 ql/cashflows/digitalcmscoupon.cpp                  | 12 +++++++++---
 ql/cashflows/digitalcmscoupon.hpp                  |  6 +++++-
 ql/cashflows/digitalcoupon.cpp                     | 10 ++++------
 ql/cashflows/digitalcoupon.hpp                     |  8 ++++++--
 ql/cashflows/digitaliborcoupon.cpp                 | 12 +++++++++---
 ql/cashflows/digitaliborcoupon.hpp                 |  6 +++++-
 ql/experimental/coupons/digitalcmsspreadcoupon.cpp | 12 +++++++++---
 ql/experimental/coupons/digitalcmsspreadcoupon.hpp |  5 ++++-
 9 files changed, 54 insertions(+), 23 deletions(-)

commit eb34e635bd5ffbed3e9ed30434a7973ed67020dc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 22 Jan 2019 16:17:46 +0100

    Remove switch for negative rates.
    
    It's been the default for a long time, and nowadays I don't see a use
    case for forcing positive rates that is worth maintaining the switch.

 Docs/pages/config.docs                      |  6 ------
 configure.ac                                | 15 -------------
 ql/termstructures/yield/bootstraptraits.hpp | 33 -----------------------------
 ql/termstructures/yield/discountcurve.hpp   |  8 -------
 ql/termstructures/yield/forwardcurve.hpp    |  3 ---
 ql/termstructures/yield/zerocurve.hpp       | 16 --------------
 ql/termstructures/yieldtermstructure.cpp    |  5 -----
 ql/userconfig.hpp                           |  5 -----
 test-suite/basismodels.cpp                  |  3 ---
 test-suite/markovfunctional.cpp             |  7 ++----
 test-suite/optionletstripper.cpp            |  3 ---
 test-suite/piecewiseyieldcurve.cpp          | 21 ++----------------
 test-suite/piecewiseyieldcurve.hpp          |  1 -
 test-suite/quantlibtestsuite.cpp            |  6 ------
 14 files changed, 4 insertions(+), 128 deletions(-)

commit 5e843b415781a34bfbfa0e3a67f8707175754404
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 11 Jan 2019 21:19:21 +0100

    fixed c++03 compilation issue

 ql/methods/finitedifferences/operators/fdmsabrop.cpp | 12 +++---------
 ql/methods/finitedifferences/operators/fdmsabrop.hpp |  2 --
 test-suite/fdsabr.cpp                                |  7 +++----
 3 files changed, 6 insertions(+), 15 deletions(-)

commit 3e024bd73e50dc5290b7275ecf0ad1c634ce18dd
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 11 Jan 2019 16:27:48 +0100

    added cev analytic engine, cev and sabr pde engine

 QuantLib.vcxproj                                   |  42 +-
 QuantLib.vcxproj.filters                           | 122 +++--
 .../exoticoptions/analyticpdfhestonengine.cpp      |   2 +-
 ql/experimental/finitedifferences/Makefile.am      |  12 -
 ql/experimental/finitedifferences/all.hpp          |   6 -
 .../finitedifferences/fdmhestongreensfct.cpp       |   2 +-
 .../fdornsteinuhlenbeckvanillaengine.cpp           |   2 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |   4 +-
 ql/experimental/models/normalclvmodel.cpp          |   2 +-
 ql/experimental/models/squarerootclvmodel.cpp      |   2 +-
 ql/experimental/processes/hestonslvprocess.cpp     |   2 +-
 ql/math/distributions/chisquaredistribution.cpp    |  12 +
 ql/math/distributions/chisquaredistribution.hpp    |  12 +
 ql/methods/finitedifferences/meshers/Makefile.am   |   2 +
 ql/methods/finitedifferences/meshers/all.hpp       |   1 +
 .../finitedifferences/meshers/fdmcev1dmesher.cpp   |  74 +++
 .../finitedifferences/meshers/fdmcev1dmesher.hpp   |  45 ++
 ql/methods/finitedifferences/operators/Makefile.am |   4 +
 ql/methods/finitedifferences/operators/all.hpp     |   2 +
 .../finitedifferences/operators/fdmcevop.cpp       |  97 ++++
 .../finitedifferences/operators/fdmcevop.hpp       |  72 +++
 .../operators/fdmornsteinuhlenbeckop.cpp           |   2 -
 .../operators/fdmornsteinuhlenbeckop.hpp           |   2 -
 .../finitedifferences/operators/fdmsabrop.cpp      | 116 +++++
 .../finitedifferences/operators/fdmsabrop.hpp      |  79 +++
 .../solvers/fdmbackwardsolver.hpp                  |   2 +-
 ql/methods/finitedifferences/utilities/Makefile.am |  21 +-
 ql/methods/finitedifferences/utilities/all.hpp     |   8 +
 .../utilities}/bsmrndcalculator.cpp                |   2 +-
 .../utilities}/bsmrndcalculator.hpp                |   2 +-
 .../utilities/cevrndcalculator.cpp                 | 137 ++++++
 .../utilities/cevrndcalculator.hpp                 |  62 +++
 .../utilities/fdmdiscountdirichletboundary.cpp     |  82 ++++
 .../utilities/fdmdiscountdirichletboundary.hpp     |  59 +++
 .../utilities/fdminnervaluecalculator.cpp          |  68 ++-
 .../utilities/fdminnervaluecalculator.hpp          |  29 +-
 .../utilities}/gbsmrndcalculator.cpp               |   2 +-
 .../utilities}/gbsmrndcalculator.hpp               |   2 +-
 .../utilities}/hestonrndcalculator.cpp             |   4 +-
 .../utilities}/hestonrndcalculator.hpp             |   2 +-
 .../utilities}/localvolrndcalculator.cpp           |   2 +-
 .../utilities}/localvolrndcalculator.hpp           |   2 +-
 .../utilities}/riskneutraldensitycalculator.cpp    |   2 +-
 .../utilities}/riskneutraldensitycalculator.hpp    |   0
 .../utilities}/squarerootprocessrndcalculator.cpp  |   2 +-
 .../utilities}/squarerootprocessrndcalculator.hpp  |  13 +-
 ql/pricingengines/vanilla/Makefile.am              |   6 +
 ql/pricingengines/vanilla/all.hpp                  |   3 +
 ql/pricingengines/vanilla/analyticcevengine.cpp    | 112 +++++
 ql/pricingengines/vanilla/analyticcevengine.hpp    |  76 +++
 ql/pricingengines/vanilla/fdcevvanillaengine.cpp   | 169 +++++++
 ql/pricingengines/vanilla/fdcevvanillaengine.hpp   |  55 +++
 ql/pricingengines/vanilla/fdsabrvanillaengine.cpp  | 145 ++++++
 ql/pricingengines/vanilla/fdsabrvanillaengine.hpp  |  55 +++
 ql/termstructures/volatility/sabr.cpp              |  83 +++-
 ql/termstructures/volatility/sabr.hpp              |  10 +-
 test-suite/Makefile.am                             |   2 +
 test-suite/distributions.cpp                       |  40 ++
 test-suite/distributions.hpp                       |   1 +
 test-suite/fdcev.cpp                               | 224 +++++++++
 test-suite/fdcev.hpp                               |  37 ++
 test-suite/fdsabr.cpp                              | 545 +++++++++++++++++++++
 test-suite/fdsabr.hpp                              |  40 ++
 test-suite/hestonslvmodel.cpp                      |   4 +-
 test-suite/interpolations.cpp                      |  84 ++++
 test-suite/interpolations.hpp                      |   2 +
 test-suite/normalclvmodel.cpp                      |   4 +-
 test-suite/quantlibtestsuite.cpp                   |   8 +-
 test-suite/riskneutraldensitycalculator.cpp        |  91 +++-
 test-suite/riskneutraldensitycalculator.hpp        |   2 +
 test-suite/testsuite.vcxproj                       |   6 +-
 test-suite/testsuite.vcxproj.filters               |  12 +
 72 files changed, 2882 insertions(+), 155 deletions(-)
