Commit by nando :: r18266 /branches/R01020x-branch/QuantLibXL/ (2 files in 2 dirs): (link)

fixed SN RateHelpers

Commit by nando :: r18265 /branches/R01020x-branch/QuantLibAddin/gensrc/metadata/functions/quotes.xml: (link)

improved descriptions

Commit by nando :: r18264 /branches/R01020x-branch/QuantLib/ql/instruments/bonds/btp.hpp: (link)

rounded accrued interest as per market convention

Commit by nando :: r18263 /branches/R01020x-branch/QuantLib/ql/ (2 files in 2 dirs): (link)

added check

Commit by lballabio :: r18262 /branches/R01020x-branch/QuantLib/ (3 files in 2 dirs): (link)

Bicubic splines would not update their parameters correctly.

Thanks to Fabio Ramponi for the fix.

Commit by lballabio :: r18261 /branches/R01020x-branch/QuantLib/ql/models/model.hpp: (link)

Let base class use virtual inheritance from Observer.

Thanks to Peter Caspers for the heads-up.

Commit by lballabio :: r18260 /branches/R01020x-branch/QuantLib/ql/cashflows/overnightindexedcoupon.cpp: (link)

Prevented out-of-bound access (thanks to Andre Miemiec).

Commit by lballabio :: r18259 /branches/R01020x-branch/QuantLib/ (2 files in 2 dirs): (link)

Fixed bug in up-rounding (thanks to Simon Shakeshaft).

When up-rounding a number with no digits after the requested
precision (say, 0.86313 with 5-digits precision) the last
digit of the number would be increased. This is now fixed.

Commit by lballabio :: r18258 /branches/R01020x-branch/QuantLib/test-suite/interpolations.cpp: (link)

Increased tolerance.

Commit by lballabio :: r18257 /trunk/QuantLib-site/usermenu.inc: (link)

Going somewhat social.

Commit by klausspanderen :: r18256 /trunk/QuantLib/ql/ (6 files in 2 dirs): (link)

added Glued1dMesher (thanks to Peter Caspers)

Commit by lballabio :: r18255 /branches/R01020x-branch/QuantLib/ql/math/optimization/problem.hpp: (link)

Added warning to class documentation.

Commit by nando :: r18254 /branches/R01020x-branch/ObjectHandler/oh/repository.cpp: (link)

fixed bug, thanks to Peter Caspers

Commit by nando :: r18253 /branches/R01020x-branch/ObjectHandler/oh/repository.cpp: (link)

• improved formatting

Commit by nando :: r18252 /branches/R01020x-branch/ObjectHandler/ohxl/repositoryxl.cpp: (link)

improved formatting

Commit by nando :: r18251 /branches/R01020x-branch/ObjectHandler/oh/repository.hpp: (link)

fixed description

Commit by lballabio :: r18250 /branches/R01020x-branch/QuantLib/ql/prices.cpp: (link)

Prevented switch from falling through (thanks to Simon Shakeshaft).

Commit by lballabio :: r18248 /branches/R01020x-branch/QuantLib/ (3 files in 2 dirs): (link)

Fixed problem with EOM adjustment in schedule.

When the end date was not adjusted, the next-to-last date could
end up after the end date due to EOM adjustment. This is now
checked and fixed.

Commit by klausspanderen :: r18247 /trunk/QuantLib-SWIG/Scala/examples/HestonMonteCarlo.scala: (link)

added Scala version of a Heston Vanilla Option Monte-Carlo example

Commit by klausspanderen :: r18246 /trunk/QuantLib-SWIG/ (3 files in 2 dirs): (link)

added Scala version of a Heston Vanilla Option Monte-Carlo example