http://cia.vc/stats/project/quantlib111578979NoneA free/open-source library for quantitative financeNoneQuantLibhttp://quantlib.orgNonePython Subversion client for CIA1.20from sfp-svn-6.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Wed, 23 May 2012 15:50:56 +0000noreply@sourceforge.net<E1SXDpw-0005qe-SR@sfp-svn-6.v30.ch3.sourceforge.com>Wed, 23 May 2012 15:50:56 +0000quantlib18267ericehlersadd support for a list of directories 58http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18267trunk/ObjectHandler/dev_tools/find_replace.py1337804114Python Subversion client for CIA1.20from sfp-svn-2.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Fri, 18 May 2012 15:55:35 +0000noreply@sourceforge.net<E1SVPWh-0003Xl-Bq@sfp-svn-2.v30.ch3.sourceforge.com>Fri, 18 May 2012 15:55:35 +0000quantlib18266nandofixed SN RateHelpers 9http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18266branches/R01020x-branch/QuantLibXL/Data/XLS/020_YieldCurveBootstrap/020_RateHelpers/EUR_YCRH_Deposits.xlsbranches/R01020x-branch/QuantLibXL/Workbooks/MarketData/ReutersFeed/EUR_InterestRateQuotesFeed.xls1337372220Python Subversion client for CIA1.20from sfp-svn-2.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Fri, 18 May 2012 15:55:00 +0000noreply@sourceforge.net<E1SVPW8-0003Wo-Kx@sfp-svn-2.v30.ch3.sourceforge.com>Fri, 18 May 2012 15:55:00 +0000quantlib18265nandoimproved descriptions 33http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18265branches/R01020x-branch/QuantLibAddin/gensrc/metadata/functions/quotes.xml1337372194Python Subversion client for CIA1.20from sfp-svn-2.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Fri, 18 May 2012 15:48:05 +0000noreply@sourceforge.net<E1SVPPR-0003Pq-0u@sfp-svn-2.v30.ch3.sourceforge.com>Fri, 18 May 2012 15:48:05 +0000quantlib18264nandorounded accrued interest as per market convention 49http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18264branches/R01020x-branch/QuantLib/ql/instruments/bonds/btp.hpp1337371769Python Subversion client for CIA1.20from sfp-svn-2.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Fri, 18 May 2012 15:46:21 +0000noreply@sourceforge.net<E1SVPNl-0003O6-Ii@sfp-svn-2.v30.ch3.sourceforge.com>Fri, 18 May 2012 15:46:21 +0000quantlib18263nandoadded check 33http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18263branches/R01020x-branch/QuantLib/ql/instruments/assetswap.cppbranches/R01020x-branch/QuantLib/ql/time/schedule.cpp1337371669Python Subversion client for CIA1.20from sfp-svn-5.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Tue, 15 May 2012 12:21:56 +0000noreply@sourceforge.net<E1SUGlI-0003oX-J2@sfp-svn-5.v30.ch3.sourceforge.com>Tue, 15 May 2012 12:21:56 +0000quantlib18262lballabioBicubic splines would not update their parameters correctly.
Thanks to Fabio Ramponi for the fix. 88http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18262branches/R01020x-branch/QuantLib/ql/math/interpolations/bicubicsplineinterpolation.hppbranches/R01020x-branch/QuantLib/test-suite/interpolations.cppbranches/R01020x-branch/QuantLib/test-suite/interpolations.hpp1337100093Python Subversion client for CIA1.20from sfp-svn-1.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Mon, 14 May 2012 14:35:33 +0000noreply@sourceforge.net<E1STwN3-0008S1-M3@sfp-svn-1.v30.ch3.sourceforge.com>Mon, 14 May 2012 14:35:33 +0000quantlib18261lballabioLet base class use virtual inheritance from Observer.
Thanks to Peter Caspers for the heads-up. 15http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18261branches/R01020x-branch/QuantLib/ql/models/model.hpp1337021679Python Subversion client for CIA1.20from sfp-svn-4.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Mon, 14 May 2012 10:16:42 +0000noreply@sourceforge.net<E1STsKY-0004Us-Vk@sfp-svn-4.v30.ch3.sourceforge.com>Mon, 14 May 2012 10:16:42 +0000quantlib18260lballabioPrevented out-of-bound access (thanks to Andre Miemiec). 24http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18260branches/R01020x-branch/QuantLib/ql/cashflows/overnightindexedcoupon.cpp1337006142Python Subversion client for CIA1.20from sfp-svn-3.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Fri, 04 May 2012 06:54:24 +0000noreply@sourceforge.net<E1SQCPI-0005iY-Dz@sfp-svn-3.v30.ch3.sourceforge.com>Fri, 04 May 2012 06:54:24 +0000quantlib18259lballabioFixed 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. 29http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18259branches/R01020x-branch/QuantLib/ql/math/rounding.cppbranches/R01020x-branch/QuantLib/test-suite/rounding.cpp1336129654Python Subversion client for CIA1.20from sfp-svn-6.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Fri, 27 Apr 2012 13:20:51 +0000noreply@sourceforge.net<E1SNl6R-0005xT-LN@sfp-svn-6.v30.ch3.sourceforge.com>Fri, 27 Apr 2012 13:20:51 +0000quantlib18258lballabioIncreased tolerance. 15http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18258branches/R01020x-branch/QuantLib/test-suite/interpolations.cpp1335547810Python Subversion client for CIA1.20from sfp-svn-2.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Thu, 26 Apr 2012 15:27:43 +0000noreply@sourceforge.net<E1SNQbf-0008MT-HV@sfp-svn-2.v30.ch3.sourceforge.com>Thu, 26 Apr 2012 15:27:43 +0000quantlib18257lballabioGoing somewhat social. 33http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18257trunk/QuantLib-site/usermenu.inc1335468991Python Subversion client for CIA1.20from sfp-svn-3.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Mon, 23 Apr 2012 11:04:38 +0000noreply@sourceforge.net<E1SMH4Q-0001di-6Z@sfp-svn-3.v30.ch3.sourceforge.com>Mon, 23 Apr 2012 11:04:38 +0000quantlib18256klausspanderenadded Glued1dMesher (thanks to Peter Caspers) 228http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18256trunk/QuantLib/ql/experimental/finitedifferences/Makefile.amtrunk/QuantLib/ql/experimental/finitedifferences/all.hpptrunk/QuantLib/ql/experimental/finitedifferences/glued1dmesher.cpptrunk/QuantLib/ql/experimental/finitedifferences/glued1dmesher.hpptrunk/QuantLib/ql/methods/finitedifferences/meshers/concentrating1dmesher.cpptrunk/QuantLib/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp1335193896Python Subversion client for CIA1.20from sfp-svn-3.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Wed, 18 Apr 2012 09:04:20 +0000noreply@sourceforge.net<E1SKQoG-0001Gh-VC@sfp-svn-3.v30.ch3.sourceforge.com>Wed, 18 Apr 2012 09:04:20 +0000quantlib18255lballabioAdded warning to class documentation. 20http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18255branches/R01020x-branch/QuantLib/ql/math/optimization/problem.hpp1334754505Python Subversion client for CIA1.20from sfp-svn-6.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Tue, 17 Apr 2012 10:56:58 +0000noreply@sourceforge.net<E1SK65i-00083f-5q@sfp-svn-6.v30.ch3.sourceforge.com>Tue, 17 Apr 2012 10:56:58 +0000quantlib18254nandofixed bug, thanks to Peter Caspers 15http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18254branches/R01020x-branch/ObjectHandler/oh/repository.cpp1334674832Python Subversion client for CIA1.20from sfp-svn-6.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Tue, 17 Apr 2012 10:55:54 +0000noreply@sourceforge.net<E1SK64g-00082T-3p@sfp-svn-6.v30.ch3.sourceforge.com>Tue, 17 Apr 2012 10:55:54 +0000quantlib18253nando- improved formatting 436http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18253branches/R01020x-branch/ObjectHandler/oh/repository.cpp1334674766Python Subversion client for CIA1.20from sfp-svn-6.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Tue, 17 Apr 2012 10:38:35 +0000noreply@sourceforge.net<E1SK5nv-0007nO-Bz@sfp-svn-6.v30.ch3.sourceforge.com>Tue, 17 Apr 2012 10:38:35 +0000quantlib18252nandoimproved formatting 282http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18252branches/R01020x-branch/ObjectHandler/ohxl/repositoryxl.cpp1334673727Python Subversion client for CIA1.20from sfp-svn-6.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Tue, 17 Apr 2012 10:35:00 +0000noreply@sourceforge.net<E1SK5kS-0007jf-Ac@sfp-svn-6.v30.ch3.sourceforge.com>Tue, 17 Apr 2012 10:35:00 +0000quantlib18251nandofixed description 29http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18251branches/R01020x-branch/ObjectHandler/oh/repository.hpp1334673512Python Subversion client for CIA1.20from sfp-svn-4.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Tue, 17 Apr 2012 10:26:54 +0000noreply@sourceforge.net<E1SK5cc-0001eW-Q8@sfp-svn-4.v30.ch3.sourceforge.com>Tue, 17 Apr 2012 10:26:54 +0000quantlib18250lballabioPrevented switch from falling through (thanks to Simon Shakeshaft). 23http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18250branches/R01020x-branch/QuantLib/ql/prices.cpp1334673026Python Subversion client for CIA1.20from sfp-svn-2.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Wed, 28 Mar 2012 12:47:20 +0000noreply@sourceforge.net<E1SCsHY-0008Vq-Ed@sfp-svn-2.v30.ch3.sourceforge.com>Wed, 28 Mar 2012 12:47:20 +0000quantlib18248lballabioFixed 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. 80http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18248branches/R01020x-branch/QuantLib/ql/time/schedule.cppbranches/R01020x-branch/QuantLib/test-suite/schedule.cppbranches/R01020x-branch/QuantLib/test-suite/schedule.hpp1332952770Python Subversion client for CIA1.20from sfp-svn-5.v30.ch3.sourceforge.com (ch3.sourceforge.net [216.34.181.60])
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for cia@cia.vc; Sun, 25 Mar 2012 00:32:35 +0000noreply@sourceforge.net<E1SBbNr-0006bC-Gj@sfp-svn-5.v30.ch3.sourceforge.com>Sun, 25 Mar 2012 00:32:35 +0000quantlib18247klausspanderenadded Scala version of a Heston Vanilla Option Monte-Carlo example 86http://quantlib.svn.sourceforge.net/quantlib/?view=rev&rev=18247trunk/QuantLib-SWIG/Scala/examples/HestonMonteCarlo.scala1332649362