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QuantLib
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A free/open-source library for quantitative finance
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13:24 on May 28, 2012
event counters
The last message was received 4.72 days ago at 20:15 on May 23, 2012
0 messages so far today, 0 messages yesterday
0 messages so far this week, 1 messages last week
9 messages so far this month, 9 messages last month
11578 messages since the first one, 6.04 years ago, for an average of 4.57 hours between messages
recent messages
dateReversed sort columnprojectcontentlink
20:15 Wednesdayquantlib
Commit by ericehlers :: r18267 /trunk/ObjectHandler/dev_tools/find_replace.py: (link)
add support for a list of directories
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20:17 on May 18quantlib
Commit by nando :: r18266 /branches/R01020x-branch/QuantLibXL/ (2 files in 2 dirs): (link)
fixed SN RateHelpers
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20:16 on May 18quantlib
Commit by nando :: r18265 /branches/R01020x-branch/QuantLibAddin/gensrc/metadata/functions/quotes.xml: (link)
improved descriptions
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20:09 on May 18quantlib
Commit by nando :: r18264 /branches/R01020x-branch/QuantLib/ql/instruments/bonds/btp.hpp: (link)
rounded accrued interest as per market convention
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20:07 on May 18quantlib
Commit by nando :: r18263 /branches/R01020x-branch/QuantLib/ql/ (2 files in 2 dirs): (link)
added check
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16:41 on May 15quantlib
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.
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18:54 on May 14quantlib
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.
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14:35 on May 14quantlib
Commit by lballabio :: r18260 /branches/R01020x-branch/QuantLib/ql/cashflows/overnightindexedcoupon.cpp: (link)
Prevented out-of-bound access (thanks to Andre Miemiec).
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11:07 on May 04quantlib
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.
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17:30 on Apr 27quantlib
Commit by lballabio :: r18258 /branches/R01020x-branch/QuantLib/test-suite/interpolations.cpp: (link)
Increased tolerance.
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19:36 on Apr 26quantlib
Commit by lballabio :: r18257 /trunk/QuantLib-site/usermenu.inc: (link)
Going somewhat social.
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15:11 on Apr 23quantlib
Commit by klausspanderen :: r18256 /trunk/QuantLib/ql/ (6 files in 2 dirs): (link)
added Glued1dMesher (thanks to Peter Caspers)
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13:08 on Apr 18quantlib
Commit by lballabio :: r18255 /branches/R01020x-branch/QuantLib/ql/math/optimization/problem.hpp: (link)
Added warning to class documentation.
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15:00 on Apr 17quantlib
Commit by nando :: r18254 /branches/R01020x-branch/ObjectHandler/oh/repository.cpp: (link)
fixed bug, thanks to Peter Caspers
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14:59 on Apr 17quantlib
Commit by nando :: r18253 /branches/R01020x-branch/ObjectHandler/oh/repository.cpp: (link)

  • improved formatting
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14:42 on Apr 17quantlib
Commit by nando :: r18252 /branches/R01020x-branch/ObjectHandler/ohxl/repositoryxl.cpp: (link)
improved formatting
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14:38 on Apr 17quantlib
Commit by nando :: r18251 /branches/R01020x-branch/ObjectHandler/oh/repository.hpp: (link)
fixed description
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14:30 on Apr 17quantlib
Commit by lballabio :: r18250 /branches/R01020x-branch/QuantLib/ql/prices.cpp: (link)
Prevented switch from falling through (thanks to Simon Shakeshaft).
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16:39 on Mar 28quantlib
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.
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04:22 on Mar 25quantlib
Commit by klausspanderen :: r18247 /trunk/QuantLib-SWIG/Scala/examples/HestonMonteCarlo.scala: (link)
added Scala version of a Heston Vanilla Option Monte-Carlo example
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