commit ef8aab9646b563af26d6492ac2fbc98850a0683d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.27 final.

 CMakeLists.txt | 4 ++--
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 5 insertions(+), 5 deletions(-)

commit 081d9927ffbe4956668178755e7641e2970f62a9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 15 Jul 2022 12:09:29 +0200

    Add missing header

 ql/math/integrals/gausslobattointegral.cpp                       | 1 +
 ql/methods/finitedifferences/meshers/exponentialjump1dmesher.cpp | 1 +
 2 files changed, 2 insertions(+)

commit 33509640e6d5082ce39229f2e6f535993df6b6ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Apr 2021 11:28:16 +0200

    Set version to 1.27 rc

 CMakeLists.txt | 4 ++--
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 5 insertions(+), 5 deletions(-)

commit 238a8535f50a9c1de6e34d5ead6fa8ea4df5d428
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Jul 2022 16:39:07 +0200

    Update news and changelog

 ChangeLog.txt    | 3311 ++++++++++++++++++++++++++++++++++--------------------
 Contributors.txt |    3 +
 News.md          |  136 ++-
 3 files changed, 2188 insertions(+), 1262 deletions(-)

commit 438d933bc21627e0863d28b32be2fe4476749a40
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 10 Jul 2022 03:56:56 +0000

    Automated fixes by clang-tidy

 ql/math/statistics/riskstatistics.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 9325cfc482b794f277a1aa96f2e1a7cf25cab260
Merge: 554c5be57 6edb41378
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 Jul 2022 11:41:21 +0200

    Merge pull request #1421.
    
    AAD-ready QuantLib

commit 6edb4137842de57ed98fac77927ad721f893f8be
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Tue, 5 Jul 2022 16:05:25 +0000

    Fixing QL_INCLUDE_FIRST functionality (typo fix)

 ql/qldefines.hpp     | 2 +-
 ql/qldefines.hpp.cfg | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 3adaef9d472d5a5415c7e757ce19908a904c49f6
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Tue, 5 Jul 2022 15:45:54 +0000

    Reverting comment text in qldefines as well

 ql/qldefines.hpp     | 3 +--
 ql/qldefines.hpp.cfg | 3 +--
 2 files changed, 2 insertions(+), 4 deletions(-)

commit 7a455893ba29225ba8a3c3f95e4c25f1613a611a
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Tue, 5 Jul 2022 15:43:53 +0000

    Replacing POW with std::pow

 .../perturbativebarrieroptionengine.cpp            | 268 ++++++++++-----------
 1 file changed, 132 insertions(+), 136 deletions(-)

commit d64b6781cef4f4d46b116f9caded0a9cd5d85ba6
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Tue, 5 Jul 2022 14:22:22 +0000

    Reverting qldefines change as QL_INCLUDE_FIRST can be used

 ql/qldefines.hpp     | 32 ++++++++++++++++----------------
 ql/qldefines.hpp.cfg | 33 ++++++++++++++++-----------------
 2 files changed, 32 insertions(+), 33 deletions(-)

commit 554c5be574d1fdc7776f9bc860beb4ffe3e9ddbb
Merge: 59b009cf6 d22d8440c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 4 Jul 2022 11:27:29 +0200

    Merge pull request #1420.
    
    Add spot delta and gamma for Turnbull-Wakeman engine

commit 59b009cf6b732ecfe6a1f9f460ccd29e4a13189e
Merge: 54904416a 4e480be75
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Jul 2022 19:15:23 +0200

    Merge pull request #1415.
    
    Add more validations to barrier options

commit 54904416a38ad38d267f89d7883ce5e9c6f5fa66
Merge: cf8524b6d 92506685b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 1 Jul 2022 19:14:08 +0200

    Merge pull request #1419.
    
    allow to store minor unit codes in currency

commit d22d8440c660fed484186ce5e438c17be409a350
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Fri, 1 Jul 2022 23:03:31 +0800

    Clearing up an unused include

 ql/pricingengines/asian/turnbullwakemanasianengine.cpp | 1 -
 1 file changed, 1 deletion(-)

commit 740ad4db92a11f8e7c3e969035a522e6d5f87f9c
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 14:52:09 +0000

    Wrapping BOOST_CHECK_SMALL macro to first convert to double

 test-suite/array.cpp                   |  6 ++---
 test-suite/catbonds.cpp                | 42 +++++++++++++++++-----------------
 test-suite/cmsspread.cpp               | 30 ++++++++++++------------
 test-suite/creditdefaultswap.cpp       |  4 ++--
 test-suite/fittedbonddiscountcurve.cpp |  2 +-
 test-suite/observable.cpp              |  8 +++----
 test-suite/piecewiseyieldcurve.cpp     |  4 ++--
 test-suite/svivolatility.cpp           |  4 ++--
 test-suite/utilities.hpp               | 42 +++++++---------------------------
 9 files changed, 58 insertions(+), 84 deletions(-)

commit 6a4b0e738f136913fb8035cd23bd8dc569746898
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 13:42:08 +0000

    Removing unused local function function ABS

 ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp | 5 -----
 1 file changed, 5 deletions(-)

commit d782801ad739b185ad6e44d44a8d4e66b83c06ef
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Fri, 1 Jul 2022 18:02:21 +0800

    Add spot delta and gamma for turnbull wakeman

 .../asian/turnbullwakemanasianengine.cpp           |  12 +-
 test-suite/asianoptions.cpp                        | 126 +++++++++++++++++++++
 2 files changed, 136 insertions(+), 2 deletions(-)

commit 176d036bad47463ca43ccfb5c8310bf78d2a8587
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 08:19:07 +0000

    InterestRate to double convert before subtraction

 ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 95ce63890e124786849a5d8313f723a3d23b07e2
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 08:18:30 +0000

    Unit test macro adaptation to convert to double before compare

 test-suite/utilities.hpp | 47 +++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 47 insertions(+)

commit 78c9f14722160d6bff9dfb32722ce43e651f8740
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 08:17:40 +0000

    Refactored macros to inline functions

 .../perturbativebarrieroptionengine.cpp            | 24 +++++++++++++++++++---
 1 file changed, 21 insertions(+), 3 deletions(-)

commit 082ff899c5d0f2939c69082bf7558f012dc0412e
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 08:16:33 +0000

    Convert proxy objects to Real before use

 ql/math/interpolations/linearinterpolation.hpp | 2 +-
 test-suite/fdmlinearop.cpp                     | 6 +++---
 test-suite/nthorderderivativeop.cpp            | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit aece95ff0a845815a65018eabc1a0fa9a0bbf2ca
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 08:15:46 +0000

    Real conversions for template function calls

 ql/cashflows/cashflows.cpp                 | 2 +-
 ql/experimental/volatility/noarbsabr.cpp   | 2 +-
 ql/math/integrals/exponentialintegrals.cpp | 2 +-
 ql/pricingengines/mcsimulation.hpp         | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

commit 6b2fe121a46cfd0bd6dae4df7ee329706dfec4d0
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 06:10:37 +0000

    Explicit lambda return type specification

 ql/experimental/credit/binomiallossmodel.hpp       |  2 +-
 ql/experimental/credit/homogeneouspooldef.hpp      |  2 +-
 ql/experimental/credit/inhomogeneouspooldef.hpp    |  2 +-
 .../credit/randomdefaultlatentmodel.hpp            |  2 +-
 ql/experimental/math/latentmodel.hpp               |  4 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  2 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp  |  2 +-
 ql/math/array.hpp                                  | 44 ++++++++--------------
 ql/math/autocovariance.hpp                         |  2 +-
 ql/math/generallinearleastsquares.hpp              |  2 +-
 ql/math/integrals/filonintegral.cpp                |  8 ++--
 ql/math/matrix.hpp                                 | 17 +++------
 ql/math/optimization/costfunction.hpp              |  2 +-
 ql/math/sampledcurve.hpp                           |  2 +-
 ql/math/statistics/generalstatistics.cpp           | 16 ++++++--
 ql/math/statistics/riskstatistics.hpp              | 15 +++++---
 ql/math/transformedgrid.hpp                        |  2 +-
 .../meshers/fdmsimpleprocess1dmesher.cpp           |  2 +-
 .../utilities/fdminnervaluecalculator.cpp          |  2 +-
 ql/models/marketmodels/marketmodeldifferences.cpp  |  2 +-
 ql/models/volatility/garch.cpp                     | 10 ++---
 ql/processes/jointstochasticprocess.cpp            |  2 +-
 ql/processes/stochasticprocessarray.cpp            |  4 +-
 ql/termstructures/globalbootstrap.hpp              |  2 +-
 test-suite/gaussianquadratures.cpp                 | 20 +++++-----
 test-suite/hestonmodel.cpp                         |  2 +-
 test-suite/integrals.cpp                           | 22 +++++------
 test-suite/linearleastsquaresregression.cpp        |  8 ++--
 test-suite/numericaldifferentiation.cpp            |  2 +-
 test-suite/swingoption.cpp                         |  6 +--
 30 files changed, 102 insertions(+), 108 deletions(-)

commit 87748b48a42af010a62b204efb55afddc84eabf6
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 1 Jul 2022 06:01:18 +0000

    Explicitly typed ternary operator arguments

 ql/cashflows/couponpricer.cpp                      | 14 ++++----
 ql/cashflows/floatingratecoupon.hpp                |  2 +-
 ql/experimental/commodities/energybasisswap.cpp    |  2 +-
 ql/experimental/commodities/energyvanillaswap.cpp  |  2 +-
 .../coupons/lognormalcmsspreadpricer.cpp           |  2 +-
 .../coupons/strippedcapflooredcoupon.cpp           |  4 +--
 ql/experimental/credit/binomiallossmodel.hpp       |  4 +--
 ql/experimental/credit/syntheticcdo.cpp            |  2 +-
 .../exoticoptions/analyticpdfhestonengine.cpp      |  2 +-
 .../continuousarithmeticasianlevyengine.cpp        |  4 +--
 .../finitedifferences/fdmhestonfwdop.cpp           |  4 +--
 ql/experimental/math/latentmodel.hpp               |  2 +-
 .../mcbasket/mclongstaffschwartzpathengine.hpp     |  2 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |  2 +-
 ql/experimental/models/normalclvmodel.cpp          |  2 +-
 ql/experimental/processes/hestonslvprocess.cpp     |  2 +-
 ql/experimental/risk/creditriskplus.cpp            |  2 +-
 ql/experimental/shortrate/generalizedhullwhite.hpp |  4 +--
 ql/experimental/volatility/zabr.cpp                |  8 ++---
 ql/experimental/volatility/zabrinterpolation.hpp   |  8 ++---
 ql/instruments/payoffs.cpp                         |  6 ++--
 ql/legacy/libormarketmodels/lmlinexpvolmodel.cpp   |  2 +-
 ql/math/abcdmathfunction.hpp                       |  6 ++--
 ql/math/distributions/chisquaredistribution.cpp    |  2 +-
 ql/math/distributions/normaldistribution.hpp       |  2 +-
 ql/math/integrals/gaussianorthogonalpolynomial.cpp |  2 +-
 ql/math/interpolations/sabrinterpolation.hpp       | 24 ++++++-------
 ql/math/matrixutilities/choleskydecomposition.cpp  |  2 +-
 ql/math/matrixutilities/svd.cpp                    |  6 ++--
 ql/math/matrixutilities/tqreigendecomposition.cpp  |  2 +-
 ql/math/optimization/spherecylinder.cpp            |  2 +-
 .../randomnumbers/stochasticcollocationinvcdf.cpp  |  2 +-
 ql/math/rounding.cpp                               |  2 +-
 ql/math/solvers1d/brent.hpp                        |  2 +-
 ql/math/solvers1d/ridder.hpp                       |  2 +-
 .../finitedifferences/meshers/fdmcev1dmesher.cpp   |  2 +-
 .../meshers/fdmhestonvariancemesher.cpp            |  2 +-
 .../operators/numericaldifferentiation.cpp         |  4 +--
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  2 +-
 .../utilities/fdminnervaluecalculator.cpp          |  2 +-
 .../models/capletcoterminalmaxhomogeneity.cpp      |  2 +-
 ql/models/shortrate/onefactormodels/hullwhite.hpp  |  4 +--
 .../shortrate/onefactormodels/markovfunctional.cpp |  6 ++--
 ql/models/shortrate/twofactormodels/g2.cpp         |  2 +-
 ql/models/volatility/garch.cpp                     |  4 +--
 ql/models/volatility/garch.hpp                     |  2 +-
 ql/pricingengines/blackformula.cpp                 | 12 +++----
 .../swaption/basketgeneratingengine.cpp            |  2 +-
 .../gaussian1dfloatfloatswaptionengine.cpp         | 14 ++++----
 .../gaussian1dnonstandardswaptionengine.cpp        | 18 +++++-----
 .../swaption/gaussian1dswaptionengine.cpp          |  4 +--
 ql/pricingengines/vanilla/analytichestonengine.cpp |  6 ++--
 .../vanilla/analyticptdhestonengine.cpp            |  2 +-
 .../vanilla/baroneadesiwhaleyengine.cpp            |  8 ++---
 .../vanilla/exponentialfittinghestonengine.cpp     |  2 +-
 ql/processes/coxingersollrossprocess.hpp           |  2 +-
 ql/processes/gjrgarchprocess.cpp                   |  4 +--
 ql/processes/gsrprocesscore.cpp                    | 42 +++++++++++-----------
 ql/processes/hestonprocess.cpp                     | 16 ++++-----
 ql/processes/hullwhiteprocess.cpp                  |  6 ++--
 ql/processes/hybridhestonhullwhiteprocess.cpp      |  2 +-
 ql/processes/jointstochasticprocess.cpp            |  2 +-
 ql/termstructures/defaulttermstructure.hpp         |  2 +-
 ql/termstructures/inflation/inflationtraits.hpp    |  8 ++---
 ql/termstructures/iterativebootstrap.hpp           |  4 +--
 .../volatility/equityfx/localvolsurface.cpp        |  2 +-
 ql/termstructures/volatility/smilesection.cpp      |  6 ++--
 ql/termstructures/volatility/smilesectionutils.cpp |  8 ++---
 .../volatility/swaption/cmsmarketcalibration.hpp   |  2 +-
 ql/termstructures/yield/bootstraptraits.hpp        | 12 +++----
 test-suite/crosscurrencyratehelpers.cpp            |  4 +--
 test-suite/fdmlinearop.cpp                         |  2 +-
 test-suite/riskstats.cpp                           | 14 ++++----
 test-suite/squarerootclvmodel.cpp                  |  8 ++---
 test-suite/zerocouponswap.cpp                      |  2 +-
 75 files changed, 193 insertions(+), 193 deletions(-)

commit cabbc3f0eeafd7941a5566fb6c66a448af88a7e3
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Thu, 30 Jun 2022 15:23:05 +0000

    Typedef Real types after including config.hpp

 ql/qldefines.hpp     | 31 ++++++++++++++++---------------
 ql/qldefines.hpp.cfg | 34 ++++++++++++++++++----------------
 2 files changed, 34 insertions(+), 31 deletions(-)

commit 92506685b76664620f4a261f32904f42b86679e2
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 29 Jun 2022 20:02:14 +0200

    allow to store minor unit codes in currency

 ql/currency.cpp | 11 +++++++----
 ql/currency.hpp | 15 +++++++++++++--
 2 files changed, 20 insertions(+), 6 deletions(-)

commit cf8524b6d4004cb08fc5468524769e37984d8047
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 26 Jun 2022 04:11:30 +0000

    Automated fixes by clang-tidy

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

commit 4e480be75608a6d7633f65ac2c10be6e4d1a873f
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 25 Jun 2022 17:09:19 +0900

    Add more validations to barrier options

 .../barrieroption/analyticdoublebarrierengine.cpp  |  2 +-
 .../barrieroption/mcdoublebarrierengine.hpp        |  2 +-
 .../barrieroption/suowangdoublebarrierengine.cpp   |  2 +-
 .../exoticoptions/analyticcompoundoptionengine.cpp |  2 +-
 .../analyticpartialtimebarrieroptionengine.cpp     |  2 +-
 .../analytictwoassetbarrierengine.cpp              |  2 +-
 .../analytictwoassetcorrelationengine.cpp          |  2 +-
 ql/instruments/dividendbarrieroption.cpp           | 14 +++-
 ql/instruments/dividendbarrieroption.hpp           |  5 +-
 .../barrier/analyticbarrierengine.cpp              |  5 +-
 .../barrier/binomialbarrierengine.hpp              | 15 ++--
 .../barrier/fdblackscholesbarrierengine.cpp        | 15 +++-
 ql/pricingengines/barrier/mcbarrierengine.hpp      |  2 +-
 ql/pricingengines/forward/forwardengine.hpp        |  2 +-
 ql/pricingengines/lookback/mclookbackengine.hpp    |  2 +-
 test-suite/barrieroption.cpp                       | 95 +++++++++++++++-------
 16 files changed, 116 insertions(+), 53 deletions(-)

commit a468079f53fbc183964d286cb05a0d4388576160
Merge: e17d24723 dceafa882
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Jun 2022 17:44:56 +0200

    Merge pull request #1413.
    
    Further changes for consistent Real usage

commit dceafa882040bacebed11b74cf4468fcdf2dba91
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 24 Jun 2022 13:16:57 +0100

    Replacing custom rounding function with std::lround

 ql/experimental/catbonds/catrisk.cpp | 7 +------
 1 file changed, 1 insertion(+), 6 deletions(-)

commit 81176d94cc0ffced02d25af5a52dbd99f1fdfbfc
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 24 Jun 2022 11:23:41 +0100

    Further changes for double->Real consistency

 ql/experimental/catbonds/catrisk.cpp               |  4 ++--
 ql/experimental/math/latentmodel.hpp               |  8 ++++----
 ql/experimental/mcbasket/mcpathbasketengine.hpp    |  2 +-
 .../processes/extendedblackscholesprocess.cpp      |  8 ++++----
 ql/experimental/processes/hestonslvprocess.cpp     |  4 ++--
 ql/math/integrals/gausslobattointegral.cpp         |  2 +-
 ql/math/matrixutilities/svd.cpp                    |  4 ++--
 ql/processes/blackscholesprocess.cpp               |  8 ++++----
 ql/processes/gjrgarchprocess.cpp                   | 16 +++++++--------
 ql/processes/hestonprocess.cpp                     | 24 +++++++++++-----------
 test-suite/hestonmodel.cpp                         |  2 +-
 11 files changed, 41 insertions(+), 41 deletions(-)

commit e17d247233c536c1a9326b49c4d4ae63e35323bf
Merge: a6775b286 55a6075e3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jun 2022 16:01:15 +0200

    Merge pull request #1412.
    
    Correct New Year's Day holiday for Australia

commit a6775b286d49e22dfc220f30471885be1c0833b3
Merge: 100082b8e 3052f5fbc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Jun 2022 15:57:53 +0200

    Merge pull request #1409.
    
    Remove suppression for clang-analyzer-deadcode.DeadStores

commit 55a6075e3a39e37e8b746a3fbb07ed133a0fde02
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 23 Jun 2022 12:25:13 +0200

    Correct New Year's Day holiday for Australia

 ql/time/calendars/australia.cpp | 2 +-
 ql/time/calendars/australia.hpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 100082b8e75a2ec5eb30f29c51137f2aa270a37b
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 19 Jun 2022 04:51:46 +0000

    Automated fixes by clang-tidy

 ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp | 2 +-
 ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 3052f5fbc9179ea748d54580f0d3c9995f80a165
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 12 May 2022 21:49:57 +0900

    Remove suppression for clang-analyzer-deadcode.DeadStores

 .clang-tidy                                                       | 1 -
 ql/cashflows/lineartsrpricer.cpp                                  | 4 ++++
 ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.cpp | 2 +-
 ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp    | 2 +-
 ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp       | 2 +-
 test-suite/inflation.cpp                                          | 1 -
 6 files changed, 7 insertions(+), 5 deletions(-)

commit 769d08764b45aa41ca2032e2843030433aba7c6e
Merge: d964c4347 10c4e12ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Jun 2022 14:53:23 +0200

    Merge pull request #1408.
    
    Replace boost::noncopyable with deleted special member functions

commit 10c4e12ff617e33ec149269e7e9f7192be109c65
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Wed, 15 Jun 2022 21:02:35 +0900

    Replace boost::noncopyable with deleted special member functions

 .../volatility/capfloor/capfloortermvolcurve.hpp            | 13 ++++++++++---
 ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp | 12 +++++++++---
 2 files changed, 19 insertions(+), 6 deletions(-)

commit d964c43472da713d62b086208583e8c976d8ff68
Merge: cfe5038f4 dc3b7b28f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Jun 2022 23:02:21 +0200

    Merge pull request #1401.
    
    Refactored Null<T> class to a template function

commit dc3b7b28ffd4f8f7f4e9ccf00e4c27f961ff8a85
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Tue, 14 Jun 2022 17:26:10 +0000

    Rework Array: default constructor should not be explicit

 ql/math/array.hpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit cfe5038f4931f5edc1579453d1c0e85fe779d0ca
Merge: 42dc7d03b 059a5aecd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Jun 2022 09:07:57 +0200

    Merge pull request #1403.
    
    Using lambdas instead of function pointers

commit 42dc7d03bec8affbb0cabd9ffa77a18d1b231a87
Merge: 256cc862e ad19ccc11
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 13 Jun 2022 20:19:17 +0200

    Merge pull request #1400.
    
    Consistently use Real datatype

commit 059a5aecdb8c1571f9a8f84567dd2be4a059858a
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 10 Jun 2022 12:07:24 +0000

    Removing unnecessary typedef and move in constructor

 ql/methods/finitedifferences/utilities/fdminnervaluecalculator.cpp | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

commit ad19ccc1146ff9493228132aebb21b81154e5b8a
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 10 Jun 2022 09:29:41 +0000

    Adding Real initialiser to inner_product

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

commit 14b6604e0973d16656296562194db87e9ac49dca
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 10 Jun 2022 09:21:00 +0000

    Using lambdas instead of function pointers

 ql/experimental/models/hestonslvfdmmodel.cpp                 |  2 +-
 ql/math/array.hpp                                            | 12 ++++++------
 ql/math/integrals/filonintegral.cpp                          |  8 ++++----
 ql/math/sampledcurve.hpp                                     |  4 ++--
 ql/math/transformedgrid.hpp                                  |  2 +-
 .../finitedifferences/utilities/fdminnervaluecalculator.cpp  |  3 +--
 test-suite/gaussianquadratures.cpp                           |  4 ++--
 test-suite/integrals.cpp                                     |  4 ++--
 test-suite/numericaldifferentiation.cpp                      |  2 +-
 test-suite/swingoption.cpp                                   |  2 +-
 10 files changed, 21 insertions(+), 22 deletions(-)

commit a8077c258a6696dcf1083760202776a6f0cf8f6c
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 10 Jun 2022 08:48:46 +0000

    Removing constexpr from null template (GCC 4.8 breaks)

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

commit 6c913fc96778097c0f11b5e0eae84890ff85b4fa
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Fri, 10 Jun 2022 04:56:53 +0000

    removing the function declaration of Null since it's not necessary

 ql/utilities/null.hpp | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

commit 11caed290c9da5195417049bc1abcde1dab4ac7d
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Thu, 9 Jun 2022 12:54:20 +0000

    braced return statements and constexpr for Null<T>() where applicable

 ql/prices.hpp         | 2 +-
 ql/time/date.hpp      | 2 +-
 ql/utilities/null.hpp | 4 ++--
 3 files changed, 4 insertions(+), 4 deletions(-)

commit cadd8671de3701049aab93c3d104cb758f15dbc5
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Thu, 9 Jun 2022 12:01:59 +0000

    avoid adding/subtracting interest rates, call rate() method instead

 .../barrieroption/perturbativebarrieroptionengine.cpp            | 4 ++--
 ql/experimental/barrieroption/vannavolgabarrierengine.cpp        | 2 +-
 ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp  | 4 ++--
 ql/experimental/processes/extendedblackscholesprocess.cpp        | 4 ++--
 ql/experimental/processes/hestonslvprocess.cpp                   | 4 ++--
 ql/interestrate.hpp                                              | 9 ---------
 ql/pricingengines/asian/analytic_cont_geom_av_price.cpp          | 4 ++--
 ql/pricingengines/vanilla/analyticdividendeuropeanengine.cpp     | 4 ++--
 ql/processes/blackscholesprocess.cpp                             | 4 ++--
 ql/processes/gjrgarchprocess.cpp                                 | 4 ++--
 ql/processes/hestonprocess.cpp                                   | 4 ++--
 ql/termstructures/yield/drifttermstructure.hpp                   | 4 ++--
 ql/termstructures/yield/quantotermstructure.hpp                  | 6 +++---
 13 files changed, 24 insertions(+), 33 deletions(-)

commit 297d37387889420f7532f7db582bea2da2a47ff1
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Thu, 9 Jun 2022 11:44:04 +0000

    changing constants to double constexpr rather than Real

 .../exoticoptions/analyticholderextensibleoptionengine.cpp          | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.cpp                  | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price_heston.cpp           | 2 +-
 ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp     | 2 +-
 test-suite/array.cpp                                                | 4 ++--
 test-suite/cmsspread.cpp                                            | 4 ++--
 test-suite/fdmlinearop.cpp                                          | 4 ++--
 test-suite/hestonmodel.cpp                                          | 4 ++--
 test-suite/interpolations.cpp                                       | 2 +-
 test-suite/matrices.cpp                                             | 6 +++---
 test-suite/normalclvmodel.cpp                                       | 2 +-
 test-suite/numericaldifferentiation.cpp                             | 2 +-
 test-suite/ode.cpp                                                  | 4 ++--
 13 files changed, 20 insertions(+), 20 deletions(-)

commit 5c9ec21589fb3e05ee50c50b8d952a90bfbc3c77
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Thu, 9 Jun 2022 11:25:07 +0000

    Adding previously-missed double->Real replacements

 ql/experimental/credit/defaultprobabilitylatentmodel.hpp | 2 +-
 ql/processes/jointstochasticprocess.cpp                  | 2 +-
 test-suite/fdheston.cpp                                  | 4 ++--
 test-suite/libormarketmodelprocess.cpp                   | 2 +-
 test-suite/swaptionvolatilitycube.cpp                    | 2 +-
 5 files changed, 6 insertions(+), 6 deletions(-)

commit 0eec4f87353a72eaacd0613d1e3e51c3f2059ae4
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Wed, 8 Jun 2022 15:40:33 +0000

    refactored Null<T> class to a template function

 ql/math/array.hpp     |  8 +++-----
 ql/prices.hpp         |  7 ++-----
 ql/time/date.hpp      |  8 +++-----
 ql/utilities/null.hpp | 14 +++++---------
 4 files changed, 13 insertions(+), 24 deletions(-)

commit 7067ec80f1ad9eaff61b7f8d35d9c2ea9fbde724
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Wed, 8 Jun 2022 15:08:08 +0000

    consistently use Real datatype

 Examples/BasketLosses/BasketLosses.cpp             |  2 +-
 Examples/Bonds/Bonds.cpp                           |  2 +-
 Examples/FittedBondCurve/FittedBondCurve.cpp       |  6 +--
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  4 +-
 Examples/LatentModel/LatentModel.cpp               |  2 +-
 Examples/MarketModels/MarketModels.cpp             |  4 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp     |  2 +-
 ql/cashflows/conundrumpricer.cpp                   |  8 +--
 .../asian/analytic_cont_geom_av_price_heston.cpp   | 10 ++--
 .../asian/analytic_discr_geom_av_price_heston.cpp  | 14 ++---
 .../discretizeddoublebarrieroption.cpp             |  2 +-
 ql/experimental/basismodels/tenoroptionletvts.cpp  |  2 +-
 ql/experimental/basismodels/tenorswaptionvts.cpp   |  4 +-
 ql/experimental/callablebonds/callablebond.cpp     | 56 ++++++++++----------
 ql/experimental/credit/basket.cpp                  |  4 +-
 ql/experimental/credit/binomiallossmodel.hpp       |  4 +-
 ql/experimental/credit/distribution.cpp            |  2 +-
 ql/experimental/credit/gaussianlhplossmodel.cpp    |  4 +-
 ql/experimental/credit/gaussianlhplossmodel.hpp    |  6 +--
 ql/experimental/credit/saddlepointlossmodel.hpp    |  2 +-
 .../analyticholderextensibleoptionengine.cpp       |  2 +-
 .../analytichestonforwardeuropeanengine.cpp        |  8 +--
 ql/experimental/math/convolvedstudentt.cpp         |  2 +-
 ql/experimental/math/expm.cpp                      |  2 +-
 ql/experimental/math/gaussiancopulapolicy.hpp      |  2 +-
 .../gaussiannoncentralchisquaredpolynomial.cpp     |  2 +-
 ql/experimental/math/hybridsimulatedannealing.hpp  |  2 +-
 .../math/hybridsimulatedannealingfunctors.hpp      |  4 +-
 ql/experimental/math/tcopulapolicy.cpp             |  2 +-
 ql/experimental/math/tcopulapolicy.hpp             |  2 +-
 ql/experimental/models/squarerootclvmodel.cpp      |  2 +-
 ql/experimental/volatility/zabrsmilesection.hpp    |  2 +-
 ql/instruments/basketoption.hpp                    |  2 +-
 ql/instruments/bonds/btp.cpp                       |  2 +-
 ql/instruments/bonds/btp.hpp                       |  2 +-
 ql/instruments/floatfloatswap.cpp                  |  4 +-
 ql/instruments/nonstandardswap.cpp                 |  2 +-
 ql/interestrate.hpp                                |  9 ++++
 ql/legacy/libormarketmodels/lfmcovarparam.cpp      |  2 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp  |  2 +-
 ql/legacy/libormarketmodels/lfmprocess.cpp         |  8 +--
 ql/math/generallinearleastsquares.hpp              |  4 +-
 ql/math/interpolations/kernelinterpolation.hpp     |  2 +-
 ql/math/interpolations/kernelinterpolation2d.hpp   |  2 +-
 ql/math/matrix.hpp                                 |  4 +-
 ql/math/matrixutilities/basisincompleteordered.cpp |  4 +-
 ql/math/matrixutilities/gmres.cpp                  |  4 +-
 ql/math/matrixutilities/qrdecomposition.cpp        |  4 +-
 ql/math/optimization/costfunction.hpp              |  2 +-
 ql/math/optimization/differentialevolution.cpp     |  8 +--
 ql/math/sampledcurve.hpp                           |  2 +-
 ql/math/statistics/histogram.cpp                   |  2 +-
 ql/models/marketmodels/accountingengine.cpp        |  2 +-
 .../driftcomputation/lmmdriftcalculator.cpp        |  2 +-
 .../driftcomputation/lmmnormaldriftcalculator.cpp  |  2 +-
 .../evolvers/lognormalcmswapratepc.cpp             |  4 +-
 .../evolvers/lognormalcotswapratepc.cpp            |  4 +-
 .../evolvers/lognormalfwdrateballand.cpp           |  2 +-
 .../evolvers/lognormalfwdrateeuler.cpp             |  4 +-
 .../evolvers/lognormalfwdrateeulerconstrained.cpp  |  4 +-
 .../evolvers/lognormalfwdrateiballand.cpp          |  4 +-
 .../marketmodels/evolvers/lognormalfwdrateipc.cpp  |  2 +-
 .../marketmodels/evolvers/lognormalfwdratepc.cpp   |  4 +-
 .../marketmodels/evolvers/normalfwdratepc.cpp      |  2 +-
 ql/models/marketmodels/evolvers/svddfwdratepc.cpp  |  4 +-
 .../marketmodels/pathwiseaccountingengine.cpp      |  6 +--
 .../products/multistep/multistepcoinitialswaps.cpp |  2 +-
 .../products/multistep/multistepcoinitialswaps.hpp |  4 +-
 .../multistep/multistepperiodcapletswaptions.cpp   |  2 +-
 .../products/onestep/onestepcoinitialswaps.cpp     |  2 +-
 .../products/onestep/onestepcoinitialswaps.hpp     |  4 +-
 .../products/onestep/onestepcoterminalswaps.cpp    |  2 +-
 .../products/onestep/onestepcoterminalswaps.hpp    |  4 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |  2 +-
 .../asian/mc_discr_arith_av_price_heston.hpp       |  4 +-
 ql/pricingengines/asian/mc_discr_geom_av_price.cpp |  2 +-
 .../asian/mc_discr_geom_av_price_heston.cpp        |  2 +-
 .../asian/mc_discr_geom_av_price_heston.hpp        |  2 +-
 .../barrier/discretizedbarrieroption.cpp           |  2 +-
 ql/pricingengines/bond/discretizedconvertible.cpp  | 12 ++---
 .../capfloor/gaussian1dcapfloorengine.cpp          |  2 +-
 ql/pricingengines/swap/discretizedswap.cpp         |  8 +--
 .../swaption/basketgeneratingengine.hpp            |  2 +-
 .../vanilla/discretizedvanillaoption.cpp           |  2 +-
 ql/termstructures/globalbootstrap.hpp              |  2 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  2 +-
 .../volatility/equityfx/hestonblackvolsurface.cpp  |  2 +-
 .../volatility/kahalesmilesection.cpp              |  2 +-
 .../volatility/kahalesmilesection.hpp              |  8 +--
 .../optionlet/strippedoptionletadapter.cpp         |  2 +-
 ql/termstructures/volatility/smilesectionutils.cpp |  4 +-
 .../volatility/swaption/cmsmarketcalibration.cpp   |  4 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |  2 +-
 .../yield/fittedbonddiscountcurve.cpp              |  2 +-
 test-suite/americanoption.cpp                      | 10 ++--
 test-suite/andreasenhugevolatilityinterpl.cpp      |  8 +--
 test-suite/array.cpp                               |  4 +-
 test-suite/asianoptions.cpp                        | 20 ++++----
 test-suite/basismodels.cpp                         | 10 ++--
 test-suite/blackformula.cpp                        | 22 ++++----
 test-suite/bonds.cpp                               | 14 ++---
 test-suite/callablebonds.cpp                       | 10 ++--
 test-suite/capfloor.cpp                            | 32 ++++++------
 test-suite/cliquetoption.cpp                       | 20 ++++----
 test-suite/cmsspread.cpp                           |  6 +--
 test-suite/creditdefaultswap.cpp                   |  4 +-
 test-suite/daycounters.cpp                         |  2 +-
 test-suite/digitalcoupon.cpp                       | 16 +++---
 test-suite/digitaloption.cpp                       | 10 ++--
 test-suite/distributions.cpp                       |  6 +--
 test-suite/dividendoption.cpp                      | 60 +++++++++++-----------
 test-suite/europeanoption.cpp                      | 34 ++++++------
 test-suite/extendedtrees.cpp                       | 10 ++--
 test-suite/fdcev.cpp                               |  4 +-
 test-suite/fdmlinearop.cpp                         |  8 +--
 test-suite/fdsabr.cpp                              |  8 +--
 test-suite/forwardoption.cpp                       | 10 ++--
 test-suite/forwardrateagreement.cpp                |  2 +-
 test-suite/gaussianquadratures.cpp                 |  2 +-
 test-suite/hestonmodel.cpp                         | 20 ++++----
 test-suite/hestonslvmodel.cpp                      | 14 ++---
 test-suite/hybridhestonhullwhiteprocess.cpp        | 24 ++++-----
 test-suite/inflationcapfloor.cpp                   | 10 ++--
 test-suite/inflationcapflooredcoupon.cpp           |  4 +-
 test-suite/inflationvolatility.cpp                 |  4 +-
 test-suite/interpolations.cpp                      |  6 +--
 test-suite/jumpdiffusion.cpp                       | 18 +++----
 test-suite/margrabeoption.cpp                      |  4 +-
 test-suite/marketmodel.cpp                         |  2 +-
 test-suite/markovfunctional.cpp                    |  4 +-
 test-suite/matrices.cpp                            | 14 ++---
 test-suite/normalclvmodel.cpp                      |  2 +-
 test-suite/nthorderderivativeop.cpp                |  2 +-
 test-suite/nthtodefault.cpp                        |  4 +-
 test-suite/numericaldifferentiation.cpp            |  2 +-
 test-suite/ode.cpp                                 |  5 +-
 test-suite/optimizers.cpp                          |  6 +--
 test-suite/overnightindexedswap.cpp                |  6 +--
 test-suite/quantooption.cpp                        | 32 ++++++------
 test-suite/riskneutraldensitycalculator.cpp        | 18 +++----
 test-suite/rngtraits.cpp                           |  6 +--
 test-suite/shortratemodels.cpp                     |  2 +-
 test-suite/solvers.cpp                             |  4 +-
 test-suite/squarerootclvmodel.cpp                  |  6 +--
 test-suite/swap.cpp                                | 12 ++---
 test-suite/swaption.cpp                            | 18 +++----
 test-suite/vpp.cpp                                 |  2 +-
 147 files changed, 486 insertions(+), 476 deletions(-)

commit 256cc862e97e5c6c8a02430dfcae87f401bb10ce
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 7 Jun 2022 10:13:47 +0200

    Clean up make targets for docs; fix out-of-source build

 Docs/Makefile.am   | 23 +++++++----------------
 Docs/README.txt    | 37 -------------------------------------
 Docs/quantlib.doxy | 22 ++++++++++++----------
 Makefile.am        | 10 ++--------
 QuantLib.spec.in   |  2 +-
 5 files changed, 22 insertions(+), 72 deletions(-)

commit 1ca280e7903770f05266dc0ecae431feac70d087
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Apr 2022 09:57:44 +0200

    Add macOS 12 to CI builds

 .github/workflows/macos-nondefault.yml | 6 ++++++
 .github/workflows/macos.yml            | 2 ++
 2 files changed, 8 insertions(+)

commit 922e582a0d59f20d5a4480448546942c64490fda
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 29 May 2022 04:49:44 +0000

    Automated fixes by clang-tidy

 test-suite/observable.cpp | 19 +++++++++----------
 1 file changed, 9 insertions(+), 10 deletions(-)

commit e04457fb546c180b5f300b22ca6bd8b23af61bc1
Merge: 99c4a7651 1155453f6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 29 May 2022 00:59:11 +0200

    Merge pull request #1382.
    
    Avoid iterator invalidation while notifying observers

commit 1155453f6122dc87a5325fe5b18e37d1f32606ca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 28 May 2022 23:07:57 +0200

    Remove executable bit from sources

 test-suite/observable.cpp         | 2 +-
 test-suite/paralleltestrunner.hpp | 0
 2 files changed, 1 insertion(+), 1 deletion(-)

commit a6d8e897c3b7c38b06c5ccb346f32871485bc171
Author: klausspanderen <klaus@spanderen.de>
Date:   Sat, 28 May 2022 03:38:46 +0200

    fixed circular reference

 test-suite/observable.cpp | 9 ++++-----
 1 file changed, 4 insertions(+), 5 deletions(-)

commit 4c2885bac4ee0a587f10abec8af2f2c6d0de55f3
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 27 May 2022 20:49:47 +0200

    enable all tests

 test-suite/piecewiseyieldcurve.cpp | 92 +++++++++++++++++++-------------------
 1 file changed, 46 insertions(+), 46 deletions(-)

commit 628743c6ca1ccf77cc118c67a692938d70852870
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 27 May 2022 20:48:33 +0200

    removed useless evaluation date settinh

 test-suite/piecewiseyieldcurve.cpp | 95 ++++++++++++++++++--------------------
 1 file changed, 46 insertions(+), 49 deletions(-)

commit 61c2cf35e424fa42348f13b6e3ff599bcc75ce78
Author: klausspanderen <klaus@spanderen.de>
Date:   Fri, 27 May 2022 20:46:06 +0200

    change std::unordered_set to std::set in Observable and added test case

 ql/patterns/observable.hpp |  3 +-
 test-suite/observable.cpp  | 84 ++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/observable.hpp  |  1 +
 3 files changed, 87 insertions(+), 1 deletion(-)

commit 99c4a7651f959ee3879a2fcf8bd14b23a41e30fb
Merge: 7dd9cfc49 080ea4ffa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 May 2022 12:39:52 +0200

    Merge pull request #1395.
    
    docs(various): Fix typos

commit 7dd9cfc49e9753a88aa389abd9bde76cce93ecdc
Merge: 69cbda18c 14e1a59d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 May 2022 09:12:33 +0200

    Merge pull request #1390.
    
    Replace gcc and clang diagnostics with system headers

commit 14e1a59d64f467402f19cbb0ebd2ab7fc3ac6461
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 May 2022 23:45:30 +0200

    Add configure test for --system-header-prefix flag

 .github/workflows/macos-nondefault.yml |  2 +-
 .github/workflows/macos.yml            |  2 +-
 acinclude.m4                           | 19 +++++++++++++++++++
 configure.ac                           |  3 +++
 4 files changed, 24 insertions(+), 2 deletions(-)

commit 080ea4ffa7d316db8deea970136218be28cb6672
Author: r <ryanrussell@users.noreply.github.com>
Date:   Mon, 23 May 2022 16:35:52 -0500

    docs(pages): Docs Typos Fixed

 Docs/pages/fixedincome.docs | 4 ++--
 Docs/pages/history.docs     | 4 ++--
 Docs/pages/math.docs        | 2 +-
 News.md                     | 2 +-
 4 files changed, 6 insertions(+), 6 deletions(-)

commit 92616a6efba8f2a1cd293b10cde8a318a52607dd
Author: r <ryanrussell@users.noreply.github.com>
Date:   Mon, 23 May 2022 16:31:31 -0500

    docs(various): Fix typos

 Examples/BasketLosses/BasketLosses.cpp         |  2 +-
 Examples/FittedBondCurve/FittedBondCurve.cpp   | 14 +++++++-------
 Examples/Gaussian1dModels/Gaussian1dModels.cpp |  2 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp |  2 +-
 4 files changed, 10 insertions(+), 10 deletions(-)

commit 69cbda18c836ef4aec0e1a73943602b616fbd7d5
Merge: bea4a47a1 b140310a1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 May 2022 18:47:43 +0200

    Merge pull request #1387.
    
    Remove suppression for cppcoreguidelines-slicing

commit b140310a1244fea2b701622039efd43d50d2f53e
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Fri, 13 May 2022 22:16:01 +0900

    Remove suppression for cppcoreguidelines-slicing

 .clang-tidy                                        |  1 -
 .../volatility/noarbsabrinterpolation.hpp          | 26 ++++----
 ql/experimental/volatility/sviinterpolation.hpp    | 28 ++++----
 ql/experimental/volatility/zabrinterpolation.hpp   | 28 ++++----
 ql/math/interpolations/abcdinterpolation.hpp       | 24 +++----
 ql/math/interpolations/cubicinterpolation.hpp      | 16 ++---
 ql/math/interpolations/sabrinterpolation.hpp       | 26 ++++----
 test-suite/piecewiseyieldcurve.cpp                 | 75 ----------------------
 test-suite/piecewiseyieldcurve.hpp                 |  4 --
 9 files changed, 74 insertions(+), 154 deletions(-)

commit a3a64f5c5791438b5335003cb9f6bc0fb33d2619
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 14 May 2022 15:08:42 +0900

    Remove gcc and clang diagnostics

 .github/workflows/macos-nondefault.yml                |  2 +-
 .github/workflows/macos.yml                           |  2 +-
 configure.ac                                          |  4 ++--
 ql/CMakeLists.txt                                     |  4 +++-
 ql/experimental/finitedifferences/fdmextoujumpop.cpp  |  9 ---------
 ql/experimental/math/convolvedstudentt.cpp            |  8 --------
 ql/experimental/models/hestonslvmcmodel.cpp           |  8 --------
 ql/functional.hpp                                     |  7 -------
 ql/indexes/indexmanager.cpp                           |  7 -------
 ql/math/distributions/normaldistribution.cpp          |  9 ---------
 ql/math/matrix.cpp                                    | 19 -------------------
 ql/math/matrixutilities/sparsematrix.hpp              | 18 ------------------
 .../operators/numericaldifferentiation.cpp            |  7 -------
 .../shortrate/onefactormodels/gaussian1dmodel.hpp     |  9 ---------
 ql/money.cpp                                          | 16 ----------------
 ql/pricingengines/blackformula.cpp                    |  8 --------
 ql/termstructures/volatility/kahalesmilesection.hpp   |  7 -------
 ql/time/asx.cpp                                       |  7 -------
 ql/time/date.cpp                                      |  7 -------
 ql/time/ecb.cpp                                       |  7 -------
 ql/time/imm.cpp                                       |  7 -------
 ql/utilities/dataparsers.cpp                          |  7 -------
 test-suite/CMakeLists.txt                             |  3 ++-
 test-suite/distributions.cpp                          |  8 --------
 test-suite/fdmlinearop.cpp                            |  7 -------
 test-suite/hestonslvmodel.cpp                         | 11 +----------
 test-suite/linearleastsquaresregression.cpp           |  8 --------
 test-suite/nthorderderivativeop.cpp                   | 18 +++---------------
 test-suite/squarerootclvmodel.cpp                     |  7 -------
 test-suite/timeseries.cpp                             | 10 ----------
 30 files changed, 13 insertions(+), 238 deletions(-)

commit bea4a47a11d6c6b499afe36577ca67886787f568
Merge: ee13996ee ca0f41dce
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 18 May 2022 18:41:12 +0200

    Merge pull request #1391.
    
    Allow to reset added and removed holidays

commit ca0f41dceca8a09054711ce749eeae1e18dd757d
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 18 May 2022 16:04:50 +0200

    typo

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

commit cd2f97097d84cb206ffacad8df6acea1fc45abc8
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 18 May 2022 15:37:50 +0200

    allow to reset added and removed holidays

 ql/time/calendar.cpp | 5 +++++
 ql/time/calendar.hpp | 3 +++
 2 files changed, 8 insertions(+)

commit a253849445e76841bd5846bc751ea97e4654a04f
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 17 May 2022 23:10:14 +0200

    do not get confused with max macro in VS 2022, Boost 1.79.
    https://stackoverflow.com/questions/1394132/macro-and-member-function-conflict

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

commit aa8b37120b598af45aaaea651d51d947b4d0e2d2
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 17 May 2022 20:49:58 +0200

    remove thread library for parallel unit test runner

 CMakeLists.txt | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 2bb99e2236710b1d94be2a4fb625647b7ab95f14
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 16 May 2022 20:54:13 +0200

    fixed CMakeLists.txt

 CMakeLists.txt | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit ee13996ee1305c71189ec6fe494f63bc9dcc6b8e
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 12 May 2022 10:31:18 +0000

    Update generated headers

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

commit 852d54d6c8e88a59caf5c1c8beda96314ecbe54a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 May 2022 10:22:10 +0200

    Add workflow to update generated headers

 .github/workflows/generated-headers.yml | 31 +++++++++++++++++++++++++++++++
 1 file changed, 31 insertions(+)

commit 6772e84be35e922a173991f7a4af026f1a108c79
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Thu, 12 May 2022 07:26:49 +0000

    Update copyright list in license

 LICENSE.TXT | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 835faf48b45dcbada23d390008e07c87989e3151
Merge: 5c6ce0d72 68fc2e800
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 May 2022 08:10:41 +0200

    Merge pull request #1381.
    
    Correct SVI parameter check to account for expiry

commit 5c6ce0d72429b2f15282a43083ce2adf1f7379a3
Merge: c9bce57fa f80da3f39
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 12 May 2022 08:09:51 +0200

    Merge pull request #1369.
    
    Split `.clang-tidy` into one for fixes and one for checks

commit c9bce57fad74eea4bff686cd9beb2ae9e3d3a93c
Merge: e33fa4c1f 0fe933cb1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 May 2022 22:31:51 +0200

    Merge pull request #1373.
    
    Use std `<thread>` for parallel test runner

commit 68fc2e800c02814e5fafab605b6abdc8f8f1cdad
Author: GBFredrik <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 11 May 2022 17:58:54 +0200

    Avoid division by 0 in `checkSviParameters()`

 ql/experimental/volatility/sviinterpolation.hpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 4aeca43f7d0b8857feaac5a9ba18a35ee68a9518
Author: GBFredrik <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 11 May 2022 17:55:26 +0200

    Enforce t>0 in `SviSmileSection`

 ql/experimental/volatility/svismilesection.cpp | 1 +
 1 file changed, 1 insertion(+)

commit a8c6f51948e3c27bc6977551cd274a461ce67a0e
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 11 May 2022 17:54:12 +0200

    Let testBadPreviousCurve run independent of execution order to avoid
    issues with the parallel test runner

 test-suite/piecewiseyieldcurve.cpp | 3 +++
 1 file changed, 3 insertions(+)

commit e33fa4c1f894c125bd3d95c91caa63f5ebfcc5db
Merge: 14c2ecbdd 7bf8a95fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 May 2022 17:26:58 +0200

    Merge pull request #1380.
    
    Use std C++11 `random` in Ranlux generator

commit 14c2ecbdd2e712feabbff8ee46b0b1efa2dabb77
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 May 2022 15:49:57 +0200

    Add manual trigger to clang-tidy action

 .github/workflows/tidy.yml | 1 +
 1 file changed, 1 insertion(+)

commit a01d234aa5d9045c0847389743aee1170ca059f9
Author: GBFredrik <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 11 May 2022 15:13:07 +0200

    Add docstring with test info to `SviSmileSection`

 ql/experimental/volatility/svismilesection.hpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 2133f9cba4462bc6cf56b3fefb73a21bb7f871ff
Author: GBFredrik <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 11 May 2022 14:52:34 +0200

    Add new svi test files to build files

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

commit 4063d5da295343caac63b8cc3b6fac8536906ab5
Author: GBFredrik <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 11 May 2022 14:48:59 +0200

    Add SviSmileSection unit test

 test-suite/quantlibtestsuite.cpp     |  2 ++
 test-suite/svivolatility.cpp         | 69 ++++++++++++++++++++++++++++++++++++
 test-suite/svivolatility.hpp         | 35 ++++++++++++++++++
 test-suite/testsuite.vcxproj         |  2 ++
 test-suite/testsuite.vcxproj.filters |  6 ++++
 5 files changed, 114 insertions(+)

commit 7bf8a95fefd9852916e50b5f500dd3ae0601d7ec
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 11 May 2022 14:47:27 +0200

    removed useless include

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

commit 6f55e9d4058ede129d0aad14675cbf686b81f822
Author: klausspanderen <klaus@spanderen.de>
Date:   Wed, 11 May 2022 14:40:45 +0200

    moved ranlux to standard c++11

 ql/math/randomnumbers/ranluxuniformrng.hpp | 31 +++++++++++--------------
 test-suite/rngtraits.cpp                   | 36 ++++++++++++++++++++++++++++++
 test-suite/rngtraits.hpp                   |  1 +
 3 files changed, 50 insertions(+), 18 deletions(-)

commit f80da3f39fd041a441f16ad812dd51faaec3d6bf
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Tue, 29 Mar 2022 21:03:24 +0900

    Add clang-analyzer and cppcoreguidelines

 .clang-tidy                                        | 34 +++++++++++++++++-----
 CMakePresets.json                                  | 15 ++++++++++
 ql/termstructures/credit/piecewisedefaultcurve.hpp |  2 +-
 tools/run_tidy.sh                                  |  5 ----
 4 files changed, 43 insertions(+), 13 deletions(-)

commit 6d46a15aa696c5d1b424336127ff60a52db29555
Merge: 1341223e3 a2d6562b9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 9 May 2022 23:46:45 +0200

    Merge pull request #1374.
    
    Update Australian calendar

commit 0db02f1b832ec2eb17df0e755bed9728789e2dc1
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Mon, 9 May 2022 17:45:44 +0200

    Correct SVI parameter check to account for expiry

 ql/experimental/volatility/sviinterpolation.hpp | 6 +++---
 ql/experimental/volatility/svismilesection.cpp  | 4 ++--
 2 files changed, 5 insertions(+), 5 deletions(-)

commit 1341223e3d839dd77bb7231d0913809f01437740
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 8 May 2022 17:36:15 +0200

    Automated fixes by clang-tidy
    
    Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

 ql/pricingengines/asian/turnbullwakemanasianengine.hpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 8dea1d0f4c4756b259f13041eb5707b4205bbd10
Merge: f74481f2b b6747f543
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 8 May 2022 17:34:46 +0200

    Merge pull request #1368.
    
    Add `remove` method to thread-local singleton

commit f74481f2b9713b41be89e9d466329bdb4d90fca4
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sat, 7 May 2022 16:42:44 +0000

    Update copyright list in license

 LICENSE.TXT | 1 +
 1 file changed, 1 insertion(+)

commit a2d6562b9e81e13ea905f9250fdd79edb70cb4bd
Author: Pradeep krishnamurthy <pradkrish84@gmail.com>
Date:   Sun, 8 May 2022 09:07:42 +0200

    update australia calendar

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

commit 30121a076304e3961aaefa649f12c4ce1b8274f6
Merge: 2b6904eea 39f16f729
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 7 May 2022 18:42:24 +0200

    Merge pull request #1356.
    
    Turnbull-Wakeman engine for discrete Asian options

commit 0fe933cb16532a71c190674fc83160900a6fbe11
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 7 May 2022 11:10:21 +0900

    Replace boost thread with std thread

 CMakeLists.txt                                  | 22 +++++++++++++++++++---
 Examples/BasketLosses/CMakeLists.txt            |  2 +-
 Examples/BermudanSwaption/CMakeLists.txt        |  2 +-
 Examples/Bonds/CMakeLists.txt                   |  2 +-
 Examples/CDS/CMakeLists.txt                     |  2 +-
 Examples/CMakeLists.txt                         |  5 -----
 Examples/CVAIRS/CMakeLists.txt                  |  2 +-
 Examples/CallableBonds/CMakeLists.txt           |  2 +-
 Examples/ConvertibleBonds/CMakeLists.txt        |  2 +-
 Examples/DiscreteHedging/CMakeLists.txt         |  2 +-
 Examples/EquityOption/CMakeLists.txt            |  2 +-
 Examples/FRA/CMakeLists.txt                     |  2 +-
 Examples/FittedBondCurve/CMakeLists.txt         |  2 +-
 Examples/Gaussian1dModels/CMakeLists.txt        |  2 +-
 Examples/GlobalOptimizer/CMakeLists.txt         |  2 +-
 Examples/LatentModel/CMakeLists.txt             |  2 +-
 Examples/MarketModels/CMakeLists.txt            |  2 +-
 Examples/MulticurveBootstrapping/CMakeLists.txt |  2 +-
 Examples/MultidimIntegral/CMakeLists.txt        |  2 +-
 Examples/Replication/CMakeLists.txt             |  2 +-
 Examples/Repo/CMakeLists.txt                    |  2 +-
 acinclude.m4                                    |  7 ++++---
 configure.ac                                    |  3 ---
 test-suite/CMakeLists.txt                       | 12 ++----------
 test-suite/paralleltestrunner.hpp               | 21 +++++++--------------
 25 files changed, 51 insertions(+), 57 deletions(-)

commit b6747f5435d8952537ac0729f8a56f1c7dcb90fa
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Fri, 6 May 2022 15:13:14 +0200

    make mathod static

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

commit b76593183f4ce6615a9aa284f6780c5010fb5000
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Fri, 6 May 2022 14:42:35 +0200

    add remove method to singleton

 ql/patterns/singleton.hpp | 8 ++++++++
 1 file changed, 8 insertions(+)

commit 39f16f72978b23702c26d613a6695af5370cc395
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Fri, 6 May 2022 09:22:17 +0200

    Update reference to ORE/QuantExt

 ql/pricingengines/asian/turnbullwakemanasianengine.cpp | 1 -
 ql/pricingengines/asian/turnbullwakemanasianengine.hpp | 3 +++
 2 files changed, 3 insertions(+), 1 deletion(-)

commit 5dfcf0d04c1d704067b2a8c92676e2447d16a2a6
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Fri, 6 May 2022 09:17:18 +0200

    Fix makefile (again)

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

commit a757207dc90bee661c8bbe709cc82134178a31ac
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 5 May 2022 18:42:58 +0200

    Move another missed updated engine reference

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

commit 5d2389665e0ca331d3e844388a76b2cf8e2e8724
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 5 May 2022 18:41:19 +0200

    Fix missed test suite reference

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

commit a606bd1716a04b2e1f29d2c98cebdbaef4ea6b7e
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 5 May 2022 18:38:44 +0200

    Correct CMakeLists after moving engine files

 ql/CMakeLists.txt | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit d77b17d878c20ee2457421f39c0556c94c312b9a
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 5 May 2022 18:35:11 +0200

    Credit Quaternion for engine inspiration

 ql/pricingengines/asian/turnbullwakemanasianengine.cpp | 1 +
 1 file changed, 1 insertion(+)

commit fa81a1037445bea9314400d78583665403b0afa9
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 5 May 2022 18:34:26 +0200

    Move renamed TW Asian engine from experimental state

 QuantLib.vcxproj                                              |  4 ++--
 QuantLib.vcxproj.filters                                      |  8 ++++----
 ql/experimental/asian/Makefile.am                             |  6 ++----
 ql/pricingengines/asian/Makefile.am                           |  6 ++++--
 .../asian/turnbullwakemanasianengine.cpp}                     |  4 ++--
 .../asian/turnbullwakemanasianengine.hpp}                     | 11 +++++------
 test-suite/asianoptions.cpp                                   | 10 +++++-----
 test-suite/asianoptions.hpp                                   |  2 +-
 8 files changed, 25 insertions(+), 26 deletions(-)

commit 2b6904eea454f167b56d213c9139996793db007a
Merge: 3a0509a18 3b4494019
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 5 May 2022 12:37:43 +0200

    Merge pull request #1364.
    
    Replace Boost.Random with std `<random>`

commit 3b44940197098d988be77773d03720d1143f9717
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 30 Apr 2022 16:03:10 +0900

    Replace boost random with std random

 ql/experimental/catbonds/catrisk.cpp               |  15 +-
 ql/experimental/catbonds/catrisk.hpp               |  24 +--
 ql/experimental/math/fireflyalgorithm.cpp          |  12 +-
 ql/experimental/math/fireflyalgorithm.hpp          |  28 +--
 .../math/hybridsimulatedannealingfunctors.hpp      | 191 ++++++---------------
 ql/experimental/math/isotropicrandomwalk.hpp       |  13 +-
 ql/experimental/math/levyflightdistribution.hpp    |  71 +-------
 ql/experimental/math/particleswarmoptimization.cpp |   5 +-
 ql/experimental/math/particleswarmoptimization.hpp |  17 +-
 test-suite/catbonds.cpp                            |   9 +-
 10 files changed, 110 insertions(+), 275 deletions(-)

commit 3a0509a181163655639f92a8a4d18435905ee3dd
Merge: 1b812974f 84d99017e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 4 May 2022 11:55:24 +0200

    Merge pull request #1355.
    
    Build test suite with header-only Boost.Test

commit 84d99017e99b62425471a4f0e28a002ccc58465a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 May 2022 23:50:36 +0200

    Only install Boost headers in some CI builds

 .github/workflows/cmake.yml           | 2 +-
 .github/workflows/codeql-analysis.yml | 2 +-
 .github/workflows/coveralls.yml       | 2 +-
 .github/workflows/filelists.yml       | 2 +-
 .github/workflows/test-times.yml      | 2 +-
 .github/workflows/tidy.yml            | 2 +-
 6 files changed, 6 insertions(+), 6 deletions(-)

commit 2d4cbdd26626e811e1e719f5eeb4b42a673ec364
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 May 2022 23:49:59 +0200

    Always use header-only tet framework

 CMakeLists.txt                   |  5 -----
 CMakePresets.json                |  2 --
 acinclude.m4                     | 45 +++++++---------------------------------
 configure.ac                     |  2 +-
 ql/config.hpp.cfg                |  1 -
 test-suite/CMakeLists.txt        |  6 ------
 test-suite/Makefile.am           |  4 ++--
 test-suite/quantlibbenchmark.cpp |  7 -------
 test-suite/quantlibtestsuite.cpp |  9 --------
 9 files changed, 11 insertions(+), 70 deletions(-)

commit 1b812974fb7c06867441585d4dcc1e3be10583a8
Merge: ce82ebe14 cf4a05c9d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 3 May 2022 11:48:47 +0200

    Merge pull request #1363.
    
    fix start date of underlying swap in swaption calibration helper

commit cf4a05c9d2b1a4dd1133fd104c45fcfdf3123a9d
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 3 May 2022 08:47:57 +0200

    fix start date of underlying swap in swaption calibration helper
    
    this is consistent with MakeVanillaSwap

 ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

commit ce82ebe144b7ed6b2dfe226c1dd2cac497ddb36b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 May 2022 17:04:30 +0200

    Remove unneeded steps in CodeQL workflow

 .github/workflows/codeql-analysis.yml | 24 +-----------------------
 1 file changed, 1 insertion(+), 23 deletions(-)

commit a77fd4bdd0bb31e7561d780b9226a109466f6477
Merge: a97d97102 349e7324c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 May 2022 19:08:28 +0200

    Merge pull request #1362.
    
    Add `constexpr` constructor and conversion operator for nulls

commit a97d97102662f16905f037111ea73f6b5fea9c8c
Merge: 2907dd8e1 e38f2dbc3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 2 May 2022 13:09:08 +0200

    Merge pull request #1359.
    
    Move global typedefs into namespace

commit 2907dd8e1491f1890b5c2fc4bbc152308855db74
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 1 May 2022 03:15:06 +0000

    Automated fixes by clang-tidy

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

commit 349e7324c8e9f635eaa516a17e280682ec660678
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 May 2022 22:30:32 +0200

    Use std headers; deprecate unnecessary macros

 ql/qldefines.hpp                | 11 +++++++++--
 ql/timeseries.hpp               |  7 +++----
 ql/utilities/dataformatters.hpp |  2 +-
 ql/utilities/null.hpp           | 22 +++++++---------------
 4 files changed, 20 insertions(+), 22 deletions(-)

commit bbf40d4f5b98e5930615efe4b3c7607c6eb36e54
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Apr 2022 14:56:34 +0200

    Avoid unused variable warning

 ql/experimental/credit/integralntdengine.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit d5d2ddcd18d95bbdaf0f38dee6ccbfa385afcd69
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 1 May 2022 16:05:42 +0200

    Add constexpr constructor and conversion operator for nulls

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

commit bef79a8a354a257f493f684b17f5119f3092e5be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Apr 2022 15:15:26 +0200

    Update CodeQL action

 .github/workflows/codeql-analysis.yml | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit e38f2dbc315755b4b3abb55e95b2efb7eddac452
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 30 Apr 2022 14:17:30 +0900

    Move global typedefs into namespace

 ql/experimental/math/fireflyalgorithm.hpp           | 10 +++++-----
 .../math/hybridsimulatedannealingfunctors.hpp       | 21 ++++++++++-----------
 ql/experimental/math/particleswarmoptimization.hpp  |  6 +++---
 test-suite/overnightindexedswap.cpp                 |  5 +----
 test-suite/riskstats.cpp                            |  5 +----
 5 files changed, 20 insertions(+), 27 deletions(-)

commit dc57f1d36b22944c629161dfca76cab8a9e43aa7
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 23 Apr 2022 19:15:23 +0900

    Add QL_USE_HEADER_ONLY_BOOST_TEST

 CMakeLists.txt                   |  5 +++--
 CMakePresets.json                |  2 ++
 ql/config.hpp.cfg                |  1 +
 test-suite/CMakeLists.txt        | 23 ++++++++++++++++-------
 test-suite/quantlibbenchmark.cpp |  4 ++++
 test-suite/quantlibtestsuite.cpp |  4 ++++
 6 files changed, 30 insertions(+), 9 deletions(-)

commit 7801a0fb3226bc1b001e310bacdd35ddb2e51661
Merge: 3ed1a7818 789935551
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Apr 2022 17:04:22 +0200

    Merge pull request #1357.
    
    Deprecate a couple of unused classes

commit 7899355512e72ec921eaa3429d93f721d2bfff46
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 Apr 2022 10:38:27 +0200

    Deprecated a couple of unused classes

 ql/experimental/termstructures/multicurvesensitivities.hpp | 6 ++++--
 ql/models/marketmodels/duffsdeviceinnerproduct.hpp         | 6 ++++++
 2 files changed, 10 insertions(+), 2 deletions(-)

commit c69700410fb2be04b8fa968eaf724ac92e90fc0a
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 26 Apr 2022 17:26:36 +0200

    Add missing `explicit` specifier to ctor

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

commit 4223b2c28bc2c7f73cfe3b2775372950c8bf49f0
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 26 Apr 2022 17:15:55 +0200

    Fix usage of `size()` operator

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

commit f9c51b963fbeed036ce8279d4683aff4b78739fb
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 26 Apr 2022 17:08:32 +0200

    Add new engine files to CMakeLists.txt

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

commit 9da8734e3af904d6279023fb92bf5b019e753203
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 26 Apr 2022 17:02:55 +0200

    Remove unused variable `today`

 ql/experimental/asian/analytic_discr_arith_av_price.cpp | 3 ---
 1 file changed, 3 deletions(-)

commit 2790cd1668ecaaa6ab0b31d8fd4a27ea6bb7c20c
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 26 Apr 2022 16:31:02 +0200

    Update engine docstring

 ql/experimental/asian/analytic_discr_arith_av_price.hpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 69e9cf478e33f196f73ac0aa4f9ee5550c901f14
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 26 Apr 2022 16:03:21 +0200

    Add new engine files to Makefile

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

commit 2a48133a8374a01a94a7dcb3eaa33f8862f4b05f
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 26 Apr 2022 13:18:09 +0200

    Add specific unit test for past fixings

 test-suite/asianoptions.cpp | 58 +++++++++++++++++++++++++++++++++++++++++++++
 test-suite/asianoptions.hpp |  1 +
 2 files changed, 59 insertions(+)

commit c2e9851b65d0d797382f1de53785666259bc1700
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Mon, 25 Apr 2022 17:45:54 +0200

    Tidy up engine code

 ql/experimental/asian/analytic_discr_arith_av_price.cpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 3a4ec884a5858b673d164ee0d67dcca9541a4394
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Mon, 25 Apr 2022 17:45:43 +0200

    Add reference to engine

 ql/experimental/asian/analytic_discr_arith_av_price.hpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 6b92b34b4a15c9320e01c31db76919154af8c1ba
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Mon, 25 Apr 2022 17:43:44 +0200

    Implement check for guaranteed exercise/OTM

 .../asian/analytic_discr_arith_av_price.cpp        | 40 ++++++++++++----------
 1 file changed, 22 insertions(+), 18 deletions(-)

commit afc3645afa423a703931fb541eaefd10a95bfac5
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Mon, 25 Apr 2022 16:38:39 +0200

    Move spot variable out of loop

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

commit 501bfd7f6cb3c6d5ac5f4b2b19b1ebc4e2a349ab
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Mon, 25 Apr 2022 16:37:14 +0200

    Simplify loop of first moment in TW engine

 .../asian/analytic_discr_arith_av_price.cpp         | 21 +++++++++------------
 1 file changed, 9 insertions(+), 12 deletions(-)

commit 8384f8f3b910bb4019b654c5f279c91d0e5b4430
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Mon, 25 Apr 2022 16:36:51 +0200

    Tidy up variables in TW engine implementation

 .../asian/analytic_discr_arith_av_price.cpp        | 33 ++++++++++------------
 1 file changed, 15 insertions(+), 18 deletions(-)

commit 690715ec365d296207650e3df81338c192bd42dc
Author: GBFredrik <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 30 Dec 2021 16:30:40 +0100

    Add placeholder for model dependence check

 ql/experimental/asian/analytic_discr_arith_av_price.cpp | 15 +++++++++++++++
 1 file changed, 15 insertions(+)

commit e45ec394dedfe163811bcba81c18c2cc053f8f98
Author: GBFredrik <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 30 Dec 2021 15:32:03 +0100

    Implement initial TW Asian option engine

 QuantLib.vcxproj                                   |   2 +
 QuantLib.vcxproj.filters                           |   6 +
 .../asian/analytic_discr_arith_av_price.cpp        | 117 ++++++++++++++++
 .../asian/analytic_discr_arith_av_price.hpp        |  60 ++++++++
 test-suite/asianoptions.cpp                        | 151 +++++++++++++++++++++
 test-suite/asianoptions.hpp                        |   2 +
 6 files changed, 338 insertions(+)

commit 3ed1a7818d018afd085162622391bc881ea015cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 Apr 2022 09:47:57 +0200

    Disable broken link checker

 .github/workflows/link-check.yml | 12 ------------
 1 file changed, 12 deletions(-)

commit 16bffa74498ae35d8a94f5ab44ef701ae0f05990
Merge: 17138bac0 41491c597
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 Apr 2022 17:43:09 +0200

    Merge pull request #1346.
    
    Deprecate function objects

commit 41491c597ee7bd051d6435d3fa7bca30426fb553
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 23 Apr 2022 22:37:08 +0200

    Deprecate function objects and replace them with lambdas

 Examples/MarketModels/MarketModels.cpp             |   1 -
 ql/discretizedasset.hpp                            |   3 +-
 ql/experimental/credit/binomiallossmodel.hpp       |   3 +-
 ql/experimental/credit/distribution.cpp            |   5 +-
 ql/experimental/credit/homogeneouspooldef.hpp      |   3 +-
 ql/experimental/credit/inhomogeneouspooldef.hpp    |   3 +-
 .../credit/randomdefaultlatentmodel.hpp            |   7 +-
 .../finitedifferences/fdmblackscholesfwdop.cpp     |   8 +-
 .../fdmextendedornsteinuhlenbeckop.cpp             |   2 +-
 .../finitedifferences/fdmhestonfwdop.cpp           |   1 -
 .../finitedifferences/fdmhestongreensfct.cpp       |   6 +-
 .../finitedifferences/fdmsquarerootfwdop.cpp       |   3 -
 .../fdmvppstartlimitstepcondition.cpp              |   1 -
 .../finitedifferences/fdmvppstepcondition.cpp      |   1 -
 ql/experimental/math/latentmodel.hpp               |   3 +-
 ql/experimental/math/multidimquadrature.hpp        |   5 +-
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |   1 -
 ql/experimental/models/hestonslvmcmodel.cpp        |   3 +-
 ql/experimental/models/normalclvmodel.cpp          |   1 -
 .../processes/gemanroncoroniprocess.cpp            |   4 +-
 ql/experimental/processes/hestonslvprocess.cpp     |   1 -
 ql/legacy/libormarketmodels/lfmcovarproxy.cpp      |   3 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp  |   8 +-
 ql/legacy/libormarketmodels/lfmprocess.cpp         |   1 -
 ql/math/array.hpp                                  |  36 ++--
 ql/math/autocovariance.hpp                         |   4 +-
 ql/math/distributions/chisquaredistribution.cpp    |   7 +-
 ql/math/functional.hpp                             | 189 ++++++++++++---------
 ql/math/generallinearleastsquares.hpp              |   7 +-
 ql/math/integrals/filonintegral.cpp                |   4 +-
 .../integrals/gausslaguerrecosinepolynomial.hpp    |   5 +-
 ql/math/linearleastsquaresregression.hpp           |   6 +-
 ql/math/matrix.hpp                                 |  20 +--
 ql/math/matrixutilities/gmres.cpp                  |   3 +-
 ql/math/optimization/costfunction.hpp              |   3 +-
 ql/math/statistics/generalstatistics.cpp           |  24 +--
 ql/math/statistics/generalstatistics.hpp           |   9 +
 ql/math/statistics/riskstatistics.hpp              |  18 +-
 .../meshers/concentrating1dmesher.cpp              |   4 +-
 .../meshers/fdmhestonvariancemesher.cpp            |  10 +-
 .../meshers/fdmsimpleprocess1dmesher.cpp           |   3 +-
 .../operators/fdmblackscholesop.cpp                |   9 +-
 .../operators/fdmlocalvolfwdop.cpp                 |   3 +-
 .../operators/fdmornsteinuhlenbeckop.cpp           |   2 +-
 .../finitedifferences/schemes/trbdf2scheme.hpp     |   2 +-
 .../utilities/cevrndcalculator.cpp                 |  10 +-
 .../utilities/fdminnervaluecalculator.cpp          |   1 -
 .../utilities/fdminnervaluecalculator.hpp          |   3 +-
 .../utilities/gbsmrndcalculator.cpp                |   1 -
 .../utilities/hestonrndcalculator.cpp              |   2 +-
 .../utilities/riskneutraldensitycalculator.cpp     |   1 -
 .../montecarlo/longstaffschwartzpathpricer.hpp     |   1 -
 ql/models/marketmodels/marketmodeldifferences.cpp  |   9 +-
 ql/models/volatility/garch.cpp                     |  15 +-
 ql/pricingengines/basket/kirkengine.cpp            |   2 +-
 .../basket/mcamericanbasketengine.cpp              |   1 -
 ql/pricingengines/blackformula.cpp                 |   4 +-
 ql/pricingengines/swaption/treeswaptionengine.cpp  |   6 +-
 ql/pricingengines/vanilla/analyticcevengine.cpp    |   2 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp |   5 +-
 .../vanilla/analyticptdhestonengine.cpp            |   4 +-
 ql/pricingengines/vanilla/coshestonengine.cpp      |   8 +-
 .../vanilla/hestonexpansionengine.cpp              |   2 -
 ql/pricingengines/vanilla/mcamericanengine.cpp     |   1 -
 ql/processes/hestonprocess.cpp                     |   3 +-
 ql/processes/jointstochasticprocess.cpp            |   3 +-
 ql/processes/stochasticprocessarray.cpp            |   5 +-
 ql/termstructures/globalbootstrap.hpp              |   3 +-
 .../equityfx/andreasenhugevolatilityadapter.cpp    |   2 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |   6 +-
 .../volatility/equityfx/hestonblackvolsurface.cpp  |   2 +-
 ql/termstructures/volatility/sabr.cpp              |   8 +-
 test-suite/andreasenhugevolatilityinterpl.cpp      |   4 +-
 test-suite/distributions.cpp                       |   8 +-
 test-suite/doublebarrieroption.cpp                 |   4 +-
 test-suite/fdcev.cpp                               |   2 -
 test-suite/fdcir.cpp                               |   1 -
 test-suite/fdheston.cpp                            |   2 +-
 test-suite/gaussianquadratures.cpp                 |  17 +-
 test-suite/hestonmodel.cpp                         |  15 +-
 test-suite/hestonslvmodel.cpp                      |   9 +-
 test-suite/hybridhestonhullwhiteprocess.cpp        |   4 +-
 test-suite/integrals.cpp                           |  11 +-
 test-suite/interpolations.cpp                      |   3 +-
 test-suite/linearleastsquaresregression.cpp        |   3 +-
 test-suite/marketmodel.cpp                         |   7 +-
 test-suite/marketmodel_cms.cpp                     |   5 +-
 test-suite/marketmodel_smm.cpp                     |   5 +-
 .../marketmodel_smmcapletalphacalibration.cpp      |   1 -
 test-suite/marketmodel_smmcapletcalibration.cpp    |   1 -
 .../marketmodel_smmcaplethomocalibration.cpp       |   3 +-
 test-suite/riskneutraldensitycalculator.cpp        |   1 -
 test-suite/swingoption.cpp                         |  19 ++-
 test-suite/vpp.cpp                                 |  21 ++-
 94 files changed, 342 insertions(+), 359 deletions(-)

commit 17138bac0f6a503bf4cdb4c2e71d1b816021b1ba
Merge: 74231a5f0 d5fef21ab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 23 Apr 2022 18:34:15 +0200

    Merge pull request #1354.
    
    Don't use the deprecated `QL_NOEXCEPT` macro when tidying

commit d5fef21ab89dd243ab5b9ac05f519e8be46b357b
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 23 Apr 2022 18:13:22 +0900

    Remove QL_NOEXCEPT

 .clang-tidy | 2 --
 1 file changed, 2 deletions(-)

commit b47371f4925d817fce1ded5d057bf998ed43260b
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 16 Apr 2022 10:51:45 +0900

    Deprecate public typedefs in functional

 ql/math/functional.hpp | 70 ++++++++++++++++++++++++++++++++++++++++----------
 1 file changed, 57 insertions(+), 13 deletions(-)

commit 74231a5f0b810c4086c04ed00a18cc1672d731f0
Merge: 346d5391c 874c8294b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Apr 2022 18:39:02 +0200

    Merge pull request #1353.
    
    Deprecate a few unused parts of the old FD framework

commit 346d5391cde7aeb5e6c4ffa6058c4e49f0177a46
Merge: 0573421d6 ad96e451e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Apr 2022 14:48:31 +0200

    Merge pull request #1352.
    
    Remove features deprecated in version 1.22

commit 0573421d64697045b5eb466fad7cc1515c8157f5
Merge: aca86a2f5 aa83c001e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 Apr 2022 14:06:09 +0200

    Merge pull request #1351.
    
    Documenting the SviSmileSection

commit aa83c001e59a1881a265b96026d9f3948fe15676
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 21 Apr 2022 18:42:46 +0200

    Update return type to match declaration

 ql/experimental/volatility/svismilesection.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a62e993cb2ec76e288fd09e0654615e6f59bb2df
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 21 Apr 2022 18:42:19 +0200

    Remove incorrect argument from docstring and error
    
    QL_REQ requires 5 values but logging message says to pass 6.

 ql/experimental/volatility/svismilesection.cpp | 2 +-
 ql/experimental/volatility/svismilesection.hpp | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 465f0e8fc3f17322c1d9a93eed879edc1d53ac9e
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Thu, 21 Apr 2022 17:43:01 +0200

    Add docstrings to SviSmileSection constructors

 ql/experimental/volatility/svismilesection.hpp | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit aca86a2f5cea82b595490ae7c3ea71b6e874b765
Merge: 1d161d792 cc755cdf5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 Apr 2022 16:10:46 +0200

    Merge pull request #1350.
    
    Removed usage of `auto_ptr` macros and the corresponding `configure` flag

commit 1d161d792fa8c8bc49755df9eaff84b2b5c20a7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Apr 2022 22:12:46 +0200

    Remove obsolete workaround for git permissions in CI builds.
    
    This reverts commit fdadfe4527f1e866afe5490d8446020dc4317e23.

 .github/workflows/linux-full-tests.yml | 22 ----------------------
 .github/workflows/linux-nondefault.yml | 16 ----------------
 .github/workflows/linux.yml            | 23 -----------------------
 .github/workflows/sanitizer.yml        |  3 ---
 4 files changed, 64 deletions(-)

commit 34f1fc3ca725034c820bca3bce82aee5b5e0d14d
Merge: dcb8c1b54 dd404aa5a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Apr 2022 23:38:04 +0200

    Merge pull request #1349.
    
    Remove usage of `Disposable<T>` and the corresponding `configure` flag

commit dcb8c1b5427e861f0193bbe737c3567969096a09
Merge: 372b2f4a3 8f1cbbd3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Apr 2022 17:15:48 +0200

    Merge pull request #1347.
    
    Remove deprecated support for VC++ 2013

commit 372b2f4a3d952facce84f8d5b37b5510e409633b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.27-dev.

 CMakeLists.txt | 6 +++---
 configure.ac   | 2 +-
 ql/version.hpp | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 8538b7d3b42c17c042f205d8deeb14cb07594153
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 Apr 2022 09:24:49 +0200

    Point link in "PRs welcome" badge to CONTRIBUTING.md

 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8f1cbbd3f6217188d8b0dfc838aa73b8940918da
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 22:17:37 +0200

    Deprecate the QL_NOEXCEPT and QL_CONSTEXPR macros

 ql/errors.cpp                                                     | 2 +-
 ql/errors.hpp                                                     | 2 +-
 .../exoticoptions/analyticholderextensibleoptionengine.cpp        | 2 +-
 ql/math/array.hpp                                                 | 8 ++++----
 ql/math/matrix.hpp                                                | 8 ++++----
 ql/math/matrixutilities/svd.cpp                                   | 2 +-
 ql/methods/finitedifferences/operators/ninepointlinearop.hpp      | 8 ++++----
 ql/methods/finitedifferences/operators/triplebandlinearop.hpp     | 8 ++++----
 ql/methods/finitedifferences/tridiagonaloperator.hpp              | 8 ++++----
 ql/pricingengines/asian/mc_discr_geom_av_price.cpp                | 2 +-
 ql/pricingengines/asian/mc_discr_geom_av_price_heston.cpp         | 2 +-
 ql/qldefines.hpp                                                  | 8 +++++++-
 ql/qldefines.hpp.cfg                                              | 8 +++++++-
 ql/termstructures/volatility/equityfx/hestonblackvolsurface.cpp   | 2 +-
 ql/utilities/clone.hpp                                            | 8 ++++----
 test-suite/array.cpp                                              | 4 ++--
 test-suite/bermudanswaption.cpp                                   | 2 +-
 test-suite/cmsspread.cpp                                          | 4 ++--
 test-suite/fdmlinearop.cpp                                        | 4 ++--
 test-suite/hestonmodel.cpp                                        | 4 ++--
 test-suite/interpolations.cpp                                     | 2 +-
 test-suite/matrices.cpp                                           | 6 +++---
 test-suite/normalclvmodel.cpp                                     | 2 +-
 test-suite/numericaldifferentiation.cpp                           | 2 +-
 test-suite/ode.cpp                                                | 4 ++--
 25 files changed, 62 insertions(+), 50 deletions(-)

commit 22de4f52343c81931aeecab7bcd59ba3902eddea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 18:24:08 +0200

    Remove deprecated support for VC++ 2013

 .appveyor.yml                            |  6 +++---
 .appveyor/{VS2013.props => VS2015.props} |  4 ++--
 ql/config.msvc.hpp                       |  7 ++-----
 ql/errors.hpp                            | 16 ----------------
 ql/qldefines.hpp                         | 10 ++--------
 ql/qldefines.hpp.cfg                     | 10 ++--------
 6 files changed, 11 insertions(+), 42 deletions(-)

commit 874c8294b936266c056078d3bda41d502f9b2877
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 09:50:10 +0200

    Deprecate ShoutCondition and FDShoutCondition

 ql/methods/finitedifferences/shoutcondition.hpp | 8 +++-----
 ql/pricingengines/vanilla/fdconditions.hpp      | 9 ++++++++-
 2 files changed, 11 insertions(+), 6 deletions(-)

commit cc5f2c7a307701ea66c3617c7786cab370ff4488
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 09:45:06 +0200

    Remove deprecated AmericanCondition and FDAmericanCondition

 cmake/GenerateHeaders.cmake                        |  1 +
 ql/methods/finitedifferences/Makefile.am           |  2 +-
 ql/methods/finitedifferences/all.hpp               |  1 -
 ql/methods/finitedifferences/americancondition.hpp | 54 +---------------------
 ql/pricingengines/vanilla/fdconditions.hpp         | 26 -----------
 5 files changed, 4 insertions(+), 80 deletions(-)

commit 0d08780ebe7f0b97dc87b0772d1686b429d5db47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 09:36:27 +0200

    Deprecate unused bits of old-style FD framework
    
    Deprecated classes include FDStepConditionEngine, FDEngineAdapter,
    and FDDividendEngine and friends.

 ql/pricingengines/vanilla/fddividendengine.hpp     | 45 ++++++++--------------
 .../vanilla/fdstepconditionengine.hpp              | 11 ++++--
 ql/pricingengines/vanilla/fdvanillaengine.hpp      |  5 ++-
 3 files changed, 29 insertions(+), 32 deletions(-)

commit c78b6bd99c78d94a611f1019f6ebdc64fd68247c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 09:24:10 +0200

    Remove deprecated old-style FD shout and dividend shout engines

 cmake/GenerateHeaders.cmake                        |  2 +
 ql/pricingengines/vanilla/Makefile.am              |  2 +-
 ql/pricingengines/vanilla/all.hpp                  |  2 -
 .../vanilla/fddividendshoutengine.hpp              | 79 +---------------------
 ql/pricingengines/vanilla/fdshoutengine.hpp        | 38 +----------
 test-suite/dividendoption.cpp                      |  1 -
 6 files changed, 7 insertions(+), 117 deletions(-)

commit 8fafb4925f29a9b0bab41c7225e69acbe6e9cffc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 09:15:57 +0200

    Deprecate PdeShortRate

 ql/methods/finitedifferences/pdeshortrate.hpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit a58ac03d1d8bb4dc965be27527ccc50777a33364
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 Apr 2022 09:14:09 +0200

    Remove deprecated OneFactorOperator

 cmake/GenerateHeaders.cmake                        |  1 +
 ql/methods/finitedifferences/Makefile.am           |  2 +-
 ql/methods/finitedifferences/all.hpp               |  1 -
 ql/methods/finitedifferences/onefactoroperator.hpp | 23 ++--------------------
 4 files changed, 4 insertions(+), 23 deletions(-)

commit fe2ffcf468936a0e34ed090bf4377562c6531bd2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Apr 2022 23:56:15 +0200

    Remove deprecated ArrayProxy and MatrixProxy

 cmake/GenerateHeaders.cmake            |  1 +
 ql/math/Makefile.am                    |  2 +-
 ql/math/all.hpp                        |  1 -
 ql/math/initializers.hpp               | 91 +---------------------------------
 test-suite/fittedbonddiscountcurve.cpp |  1 -
 test-suite/matrices.cpp                |  1 -
 6 files changed, 4 insertions(+), 93 deletions(-)

commit 72d20f7b14e8fe970c53022fdaecf46c9b784489
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Apr 2022 23:53:42 +0200

    Remove deprecated io::to_integer

 ql/utilities/dataparsers.hpp | 12 ------------
 1 file changed, 12 deletions(-)

commit cc755cdf53458a29d59b8b81d3eb14cebbd2221a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Apr 2022 21:45:37 +0200

    Removed usage of auto_ptr macros and relative configure flag

 .github/workflows/linux-full-tests.yml             |  7 ------
 .github/workflows/linux.yml                        |  8 -------
 CMakeLists.txt                                     |  2 --
 Docs/pages/config.docs                             |  6 ------
 cmake/GenerateHeaders.cmake                        |  1 +
 configure.ac                                       | 19 +---------------
 ql/Makefile.am                                     |  1 +
 ql/auto_ptr.hpp                                    | 21 +++++++-----------
 ql/config.hpp.cfg                                  |  1 -
 ql/experimental/variancegamma/fftengine.hpp        | 18 ++++++----------
 ql/experimental/variancegamma/fftvanillaengine.cpp |  6 ++----
 ql/experimental/variancegamma/fftvanillaengine.hpp | 12 ++++-------
 .../variancegamma/fftvariancegammaengine.cpp       |  6 ++----
 .../variancegamma/fftvariancegammaengine.hpp       | 12 ++++-------
 .../operators/ninepointlinearop.hpp                | 12 -----------
 .../operators/triplebandlinearop.hpp               |  9 --------
 ql/methods/montecarlo/exercisestrategy.hpp         |  4 ----
 .../montecarlo/longstaffschwartzpathpricer.hpp     |  8 -------
 .../callability/bermudanswaptionexercisevalue.cpp  |  6 ++----
 .../callability/bermudanswaptionexercisevalue.hpp  |  4 ----
 .../marketmodels/callability/exercisevalue.hpp     |  7 +-----
 ql/models/marketmodels/callability/lsstrategy.cpp  |  6 ++----
 ql/models/marketmodels/callability/lsstrategy.hpp  |  4 ----
 .../callability/marketmodelbasissystem.hpp         |  4 ----
 .../callability/marketmodelparametricexercise.hpp  |  4 ----
 .../callability/nothingexercisevalue.cpp           |  6 ++----
 .../callability/nothingexercisevalue.hpp           |  4 ----
 .../callability/parametricexerciseadapter.cpp      |  7 ++----
 .../callability/parametricexerciseadapter.hpp      |  4 ----
 .../marketmodels/callability/swapbasissystem.cpp   |  6 ++----
 .../marketmodels/callability/swapbasissystem.hpp   |  4 ----
 .../callability/swapforwardbasissystem.cpp         |  9 ++------
 .../callability/swapforwardbasissystem.hpp         |  4 ----
 .../marketmodels/callability/swapratetrigger.cpp   |  6 ++----
 .../marketmodels/callability/swapratetrigger.hpp   |  4 ----
 .../callability/triggeredswapexercise.cpp          |  6 ++----
 .../callability/triggeredswapexercise.hpp          |  4 ----
 .../marketmodels/callability/upperboundengine.cpp  |  6 ++----
 ql/models/marketmodels/curvestate.hpp              |  4 ----
 .../marketmodels/curvestates/cmswapcurvestate.cpp  |  5 ++---
 .../marketmodels/curvestates/cmswapcurvestate.hpp  |  4 ----
 .../curvestates/coterminalswapcurvestate.cpp       |  6 ++----
 .../curvestates/coterminalswapcurvestate.hpp       |  4 ----
 .../marketmodels/curvestates/lmmcurvestate.cpp     |  5 ++---
 .../marketmodels/curvestates/lmmcurvestate.hpp     |  4 ----
 ql/models/marketmodels/multiproduct.hpp            |  4 ----
 ql/models/marketmodels/pathwisemultiproduct.hpp    |  4 ----
 .../products/multiproductcomposite.cpp             |  6 ++----
 .../products/multiproductcomposite.hpp             |  4 ----
 .../multistep/callspecifiedmultiproduct.cpp        |  6 ++----
 .../multistep/callspecifiedmultiproduct.hpp        |  4 ----
 .../marketmodels/products/multistep/cashrebate.cpp |  6 ++----
 .../marketmodels/products/multistep/cashrebate.hpp |  4 ----
 .../products/multistep/exerciseadapter.cpp         |  6 ++----
 .../products/multistep/exerciseadapter.hpp         |  4 ----
 .../products/multistep/multistepcoinitialswaps.cpp |  6 ++----
 .../products/multistep/multistepcoinitialswaps.hpp |  4 ----
 .../multistep/multistepcoterminalswaps.cpp         |  6 ++----
 .../multistep/multistepcoterminalswaps.hpp         |  4 ----
 .../multistep/multistepcoterminalswaptions.cpp     |  6 ++----
 .../multistep/multistepcoterminalswaptions.hpp     |  4 ----
 .../products/multistep/multistepforwards.cpp       |  6 ++----
 .../products/multistep/multistepforwards.hpp       |  4 ----
 .../products/multistep/multistepinversefloater.cpp |  6 ++----
 .../products/multistep/multistepinversefloater.hpp |  4 ----
 .../products/multistep/multistepnothing.cpp        |  6 ++----
 .../products/multistep/multistepnothing.hpp        |  4 ----
 .../products/multistep/multistepoptionlets.cpp     |  6 ++----
 .../products/multistep/multistepoptionlets.hpp     |  4 ----
 .../multistep/multisteppathwisewrapper.cpp         |  6 ++----
 .../multistep/multisteppathwisewrapper.hpp         |  4 ----
 .../multistep/multistepperiodcapletswaptions.cpp   |  6 ++----
 .../multistep/multistepperiodcapletswaptions.hpp   |  4 ----
 .../products/multistep/multistepratchet.cpp        |  6 ++----
 .../products/multistep/multistepratchet.hpp        |  4 ----
 .../products/multistep/multistepswap.cpp           |  6 ++----
 .../products/multistep/multistepswap.hpp           |  4 ----
 .../products/multistep/multistepswaption.cpp       |  6 ++----
 .../products/multistep/multistepswaption.hpp       |  4 ----
 .../products/multistep/multisteptarn.cpp           |  6 ++----
 .../products/multistep/multisteptarn.hpp           |  4 ----
 .../products/onestep/onestepcoinitialswaps.cpp     |  6 ++----
 .../products/onestep/onestepcoinitialswaps.hpp     |  4 ----
 .../products/onestep/onestepcoterminalswaps.cpp    |  6 ++----
 .../products/onestep/onestepcoterminalswaps.hpp    |  4 ----
 .../products/onestep/onestepforwards.cpp           |  6 ++----
 .../products/onestep/onestepforwards.hpp           |  4 ----
 .../products/onestep/onestepoptionlets.cpp         |  6 ++----
 .../products/onestep/onestepoptionlets.hpp         |  4 ----
 .../pathwise/pathwiseproductcallspecified.cpp      |  6 ++----
 .../pathwise/pathwiseproductcallspecified.hpp      |  4 ----
 .../products/pathwise/pathwiseproductcaplet.cpp    | 16 ++++++--------
 .../products/pathwise/pathwiseproductcaplet.hpp    | 12 -----------
 .../pathwise/pathwiseproductcashrebate.cpp         |  6 ++----
 .../pathwise/pathwiseproductcashrebate.hpp         |  4 ----
 .../pathwise/pathwiseproductinversefloater.cpp     |  6 ++----
 .../pathwise/pathwiseproductinversefloater.hpp     |  4 ----
 .../products/pathwise/pathwiseproductswap.cpp      |  6 ++----
 .../products/pathwise/pathwiseproductswap.hpp      |  4 ----
 .../products/pathwise/pathwiseproductswaption.cpp  | 10 ++++-----
 .../products/pathwise/pathwiseproductswaption.hpp  |  8 -------
 .../products/singleproductcomposite.cpp            |  6 ++----
 .../products/singleproductcomposite.hpp            |  4 ----
 ql/qldefines.hpp                                   |  6 ++++++
 ql/quantlib.hpp                                    |  1 -
 .../yield/fittedbonddiscountcurve.hpp              |  4 ----
 .../yield/nonlinearfittingmethods.cpp              | 25 +++++++++++-----------
 .../yield/nonlinearfittingmethods.hpp              | 24 ---------------------
 ql/userconfig.hpp                                  |  5 -----
 ql/utilities/clone.hpp                             | 17 ---------------
 test-suite/marketmodel.cpp                         |  1 -
 111 files changed, 135 insertions(+), 552 deletions(-)

commit 08159d938c7ce75739014e04576edb0f1af6e755
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 Apr 2022 14:54:21 +0200

    Removed usage of Disposable and of relative configure flag

 .github/workflows/linux-full-tests.yml             |   6 --
 .github/workflows/linux.yml                        |   7 --
 CMakeLists.txt                                     |   1 -
 Docs/pages/config.docs                             |   8 --
 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  12 +--
 cmake/GenerateHeaders.cmake                        |   1 +
 configure.ac                                       |  17 ----
 ql/config.hpp.cfg                                  |   1 -
 ql/experimental/credit/basket.cpp                  |  23 ++---
 ql/experimental/credit/basket.hpp                  |  28 ++----
 ql/experimental/credit/binomiallossmodel.hpp       |  23 ++---
 ql/experimental/credit/constantlosslatentmodel.hpp |   2 +-
 ql/experimental/credit/defaultlossmodel.hpp        |  13 +--
 ql/experimental/credit/pool.cpp                    |   2 +-
 ql/experimental/credit/pool.hpp                    |   3 +-
 .../credit/randomdefaultlatentmodel.hpp            |  29 +++---
 ql/experimental/credit/recursivelossmodel.hpp      |  38 ++++----
 ql/experimental/credit/saddlepointlossmodel.hpp    |  25 ++---
 ql/experimental/credit/syntheticcdo.cpp            |   2 +-
 ql/experimental/credit/syntheticcdo.hpp            |   2 +-
 .../finitedifferences/fdmblackscholesfwdop.cpp     |  25 ++---
 .../finitedifferences/fdmblackscholesfwdop.hpp     |  12 +--
 .../finitedifferences/fdmdupire1dop.cpp            |  22 ++---
 .../finitedifferences/fdmdupire1dop.hpp            |  12 +--
 .../fdmextendedornsteinuhlenbeckop.cpp             |  27 ++----
 .../fdmextendedornsteinuhlenbeckop.hpp             |  12 +--
 .../finitedifferences/fdmextoujumpop.cpp           |  29 +++---
 .../finitedifferences/fdmextoujumpop.hpp           |  14 +--
 .../finitedifferences/fdmhestonfwdop.cpp           |  16 ++--
 .../finitedifferences/fdmhestonfwdop.hpp           |  14 +--
 .../finitedifferences/fdmhestongreensfct.cpp       |   4 +-
 .../finitedifferences/fdmhestongreensfct.hpp       |   2 +-
 .../finitedifferences/fdmklugeextouop.cpp          |  37 ++++----
 .../finitedifferences/fdmklugeextouop.hpp          |  12 +--
 .../finitedifferences/fdmsquarerootfwdop.cpp       |  27 +++---
 .../finitedifferences/fdmsquarerootfwdop.hpp       |  12 +--
 .../fdmvppstartlimitstepcondition.cpp              |   3 +-
 .../fdmvppstartlimitstepcondition.hpp              |   2 +-
 .../finitedifferences/fdmvppstepcondition.hpp      |   3 +-
 ql/experimental/finitedifferences/fdmzabrop.cpp    |  27 +++---
 ql/experimental/finitedifferences/fdmzabrop.hpp    |  12 +--
 ql/experimental/math/convolvedstudentt.cpp         |   6 +-
 ql/experimental/math/convolvedstudentt.hpp         |   5 +-
 ql/experimental/math/expm.cpp                      |   5 +-
 ql/experimental/math/expm.hpp                      |   2 +-
 ql/experimental/math/gaussiancopulapolicy.hpp      |   4 +-
 ql/experimental/math/laplaceinterpolation.hpp      |   2 +-
 ql/experimental/math/latentmodel.hpp               |  26 +++---
 ql/experimental/math/moorepenroseinverse.hpp       |   4 +-
 ql/experimental/math/multidimquadrature.hpp        |  30 +++---
 ql/experimental/math/tcopulapolicy.cpp             |   3 +-
 ql/experimental/math/tcopulapolicy.hpp             |  10 +-
 ql/experimental/models/hestonslvfdmmodel.cpp       |   8 +-
 ql/experimental/models/normalclvmodel.cpp          |   4 +-
 ql/experimental/models/normalclvmodel.hpp          |   4 +-
 ql/experimental/models/squarerootclvmodel.cpp      |   7 +-
 ql/experimental/models/squarerootclvmodel.hpp      |   4 +-
 .../processes/extouwithjumpsprocess.cpp            |  27 +++---
 .../processes/extouwithjumpsprocess.hpp            |  11 +--
 ql/experimental/processes/hestonslvprocess.cpp     |   7 +-
 ql/experimental/processes/hestonslvprocess.hpp     |  12 ++-
 ql/experimental/processes/klugeextouprocess.cpp    |   9 +-
 ql/experimental/processes/klugeextouprocess.hpp    |  11 +--
 .../swaptions/haganirregularswaptionengine.cpp     |  11 +--
 .../swaptions/haganirregularswaptionengine.hpp     |   4 +-
 ql/experimental/volatility/zabr.cpp                |  15 +--
 ql/experimental/volatility/zabr.hpp                |  15 +--
 ql/grid.hpp                                        |  15 ++-
 ql/instruments/floatfloatswaption.cpp              |   2 +-
 ql/instruments/floatfloatswaption.hpp              |   3 +-
 ql/instruments/nonstandardswaption.cpp             |   2 +-
 ql/instruments/nonstandardswaption.hpp             |   3 +-
 ql/legacy/libormarketmodels/lfmcovarparam.cpp      |   6 +-
 ql/legacy/libormarketmodels/lfmcovarparam.hpp      |   9 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.cpp      |   6 +-
 ql/legacy/libormarketmodels/lfmcovarproxy.hpp      |   4 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.cpp  |   9 +-
 ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp  |   7 +-
 ql/legacy/libormarketmodels/lfmprocess.cpp         |  23 ++---
 ql/legacy/libormarketmodels/lfmprocess.hpp         |  12 +--
 ql/legacy/libormarketmodels/liborforwardmodel.cpp  |   2 +-
 ql/legacy/libormarketmodels/liborforwardmodel.hpp  |   2 +-
 .../libormarketmodels/lmconstwrappercorrmodel.hpp  |   4 +-
 .../libormarketmodels/lmconstwrappervolmodel.hpp   |   2 +-
 ql/legacy/libormarketmodels/lmcorrmodel.cpp        |   2 +-
 ql/legacy/libormarketmodels/lmcorrmodel.hpp        |  10 +-
 ql/legacy/libormarketmodels/lmexpcorrmodel.cpp     |   6 +-
 ql/legacy/libormarketmodels/lmexpcorrmodel.hpp     |   4 +-
 .../libormarketmodels/lmextlinexpvolmodel.cpp      |   2 +-
 .../libormarketmodels/lmextlinexpvolmodel.hpp      |   2 +-
 ql/legacy/libormarketmodels/lmfixedvolmodel.cpp    |   3 +-
 ql/legacy/libormarketmodels/lmfixedvolmodel.hpp    |   2 +-
 ql/legacy/libormarketmodels/lmlinexpcorrmodel.cpp  |   6 +-
 ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp  |   4 +-
 ql/legacy/libormarketmodels/lmlinexpvolmodel.cpp   |   2 +-
 ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp   |   2 +-
 ql/legacy/libormarketmodels/lmvolmodel.hpp         |   6 +-
 ql/math/array.hpp                                  |  97 ++++++++------------
 ql/math/interpolations/xabrinterpolation.hpp       |   4 +-
 ql/math/matrix.cpp                                 |   2 +-
 ql/math/matrix.hpp                                 |  72 +++++----------
 ql/math/matrixutilities/bicgstab.hpp               |   2 +-
 ql/math/matrixutilities/choleskydecomposition.cpp  |   2 +-
 ql/math/matrixutilities/choleskydecomposition.hpp  |   2 +-
 ql/math/matrixutilities/factorreduction.cpp        |   5 +-
 ql/math/matrixutilities/factorreduction.hpp        |   3 +-
 ql/math/matrixutilities/getcovariance.hpp          |   8 +-
 ql/math/matrixutilities/gmres.hpp                  |   2 +-
 ql/math/matrixutilities/pseudosqrt.cpp             |  25 +++--
 ql/math/matrixutilities/pseudosqrt.hpp             |  12 +--
 ql/math/matrixutilities/qrdecomposition.cpp        |  11 ++-
 ql/math/matrixutilities/qrdecomposition.hpp        |  16 ++--
 .../matrixutilities/sparseilupreconditioner.cpp    |   8 +-
 .../matrixutilities/sparseilupreconditioner.hpp    |   6 +-
 ql/math/matrixutilities/sparsematrix.hpp           |   6 +-
 ql/math/matrixutilities/svd.cpp                    |   7 +-
 ql/math/matrixutilities/svd.hpp                    |   4 +-
 ql/math/matrixutilities/tapcorrelations.cpp        |  38 ++++----
 ql/math/matrixutilities/tapcorrelations.hpp        |  49 +++++-----
 ql/math/ode/adaptiverungekutta.hpp                 |  14 +--
 ql/math/optimization/bfgs.cpp                      |   6 +-
 ql/math/optimization/bfgs.hpp                      |   3 +-
 ql/math/optimization/conjugategradient.cpp         |   6 +-
 ql/math/optimization/conjugategradient.hpp         |   3 +-
 ql/math/optimization/costfunction.hpp              |   6 +-
 ql/math/optimization/leastsquare.cpp               |   2 +-
 ql/math/optimization/leastsquare.hpp               |   2 +-
 ql/math/optimization/linesearchbasedmethod.hpp     |   7 +-
 ql/math/optimization/problem.hpp                   |   4 +-
 ql/math/optimization/projectedcostfunction.cpp     |   3 +-
 ql/math/optimization/projectedcostfunction.hpp     |   2 +-
 ql/math/optimization/projection.cpp                |   5 +-
 ql/math/optimization/projection.hpp                |   5 +-
 ql/math/optimization/steepestdescent.cpp           |   6 +-
 ql/math/optimization/steepestdescent.hpp           |   3 +-
 .../randomnumbers/stochasticcollocationinvcdf.cpp  |   4 +-
 ql/math/statistics/sequencestatistics.hpp          |   8 +-
 ql/methods/finitedifferences/meshers/fdmmesher.hpp |   2 +-
 .../meshers/fdmmeshercomposite.cpp                 |   2 +-
 .../meshers/fdmmeshercomposite.hpp                 |   2 +-
 .../meshers/uniformgridmesher.cpp                  |   2 +-
 .../meshers/uniformgridmesher.hpp                  |   2 +-
 .../operators/fdm2dblackscholesop.cpp              |  28 +++---
 .../operators/fdm2dblackscholesop.hpp              |  12 +--
 .../finitedifferences/operators/fdmbatesop.cpp     |   4 +-
 .../finitedifferences/operators/fdmbatesop.hpp     |  33 ++++---
 .../operators/fdmblackscholesop.cpp                |  31 +++----
 .../operators/fdmblackscholesop.hpp                |  12 +--
 .../finitedifferences/operators/fdmcevop.cpp       |  27 ++----
 .../finitedifferences/operators/fdmcevop.hpp       |  12 +--
 .../finitedifferences/operators/fdmcirop.cpp       |  33 +++----
 .../finitedifferences/operators/fdmcirop.hpp       |  12 +--
 ql/methods/finitedifferences/operators/fdmg2op.cpp |  32 +++----
 ql/methods/finitedifferences/operators/fdmg2op.hpp |  12 +--
 .../operators/fdmhestonhullwhiteop.cpp             |  34 +++----
 .../operators/fdmhestonhullwhiteop.hpp             |  12 +--
 .../finitedifferences/operators/fdmhestonop.cpp    |  36 +++-----
 .../finitedifferences/operators/fdmhestonop.hpp    |  14 +--
 .../finitedifferences/operators/fdmhullwhiteop.cpp |  29 ++----
 .../finitedifferences/operators/fdmhullwhiteop.hpp |  12 +--
 .../finitedifferences/operators/fdmlinearop.hpp    |   4 +-
 .../operators/fdmlinearopcomposite.hpp             |  20 ++--
 .../operators/fdmlinearopiterator.hpp              |   6 --
 .../operators/fdmlinearoplayout.cpp                |   7 +-
 .../operators/fdmlinearoplayout.hpp                |   2 +-
 .../operators/fdmlocalvolfwdop.cpp                 |  25 ++---
 .../operators/fdmlocalvolfwdop.hpp                 |  12 +--
 .../operators/fdmornsteinuhlenbeckop.cpp           |  32 ++-----
 .../operators/fdmornsteinuhlenbeckop.hpp           |  12 +--
 .../finitedifferences/operators/fdmsabrop.cpp      |  24 +++--
 .../finitedifferences/operators/fdmsabrop.hpp      |  12 +--
 .../operators/ninepointlinearop.cpp                |  21 +----
 .../operators/ninepointlinearop.hpp                |  12 +--
 .../operators/nthorderderivativeop.cpp             |   8 +-
 .../operators/nthorderderivativeop.hpp             |   4 +-
 .../operators/numericaldifferentiation.cpp         |   4 +-
 .../operators/triplebandlinearop.cpp               |  30 ++----
 .../operators/triplebandlinearop.hpp               |  21 ++---
 .../schemes/impliciteulerscheme.cpp                |   2 +-
 .../schemes/impliciteulerscheme.hpp                |   2 +-
 .../schemes/methodoflinesscheme.cpp                |   6 +-
 .../schemes/methodoflinesscheme.hpp                |   3 +-
 .../finitedifferences/schemes/trbdf2scheme.hpp     |   5 +-
 .../finitedifferences/tridiagonaloperator.cpp      |  19 ++--
 .../finitedifferences/tridiagonaloperator.hpp      |  93 ++++++-------------
 .../utilities/fdmaffinemodelswapinnervalue.cpp     |  17 ++--
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |   7 +-
 .../utilities/fdmquantohelper.cpp                  |   2 +-
 .../utilities/fdmquantohelper.hpp                  |   2 +-
 .../utilities/fdmtimedepdirichletboundary.cpp      |   2 +-
 .../utilities/fdmtimedepdirichletboundary.hpp      |   4 +-
 .../utilities/localvolrndcalculator.cpp            |  11 +--
 .../utilities/localvolrndcalculator.hpp            |   4 +-
 ql/methods/lattices/lattice1d.hpp                  |   2 +-
 ql/methods/lattices/lattice2d.hpp                  |   2 +-
 ql/methods/montecarlo/parametricexercise.cpp       |   2 +-
 .../marketmodels/correlations/expcorrelations.cpp  |  11 +--
 .../marketmodels/correlations/expcorrelations.hpp  |  12 +--
 .../driftcomputation/cmsmmdriftcalculator.cpp      |   2 +-
 .../driftcomputation/lmmdriftcalculator.cpp        |   2 +-
 .../driftcomputation/lmmnormaldriftcalculator.cpp  |   2 +-
 .../driftcomputation/smmdriftcalculator.cpp        |   2 +-
 ql/models/marketmodels/forwardforwardmappings.cpp  |  39 +++-----
 ql/models/marketmodels/forwardforwardmappings.hpp  |  27 +++---
 ql/models/marketmodels/swapforwardmappings.cpp     |  39 ++++----
 ql/models/marketmodels/swapforwardmappings.hpp     |  18 ++--
 ql/models/model.cpp                                |   4 +-
 ql/models/model.hpp                                |   2 +-
 .../shortrate/onefactormodels/gaussian1dmodel.cpp  |   2 +-
 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |   3 +-
 ql/models/shortrate/onefactormodels/gsr.hpp        |   8 +-
 .../shortrate/onefactormodels/markovfunctional.cpp |   8 +-
 .../shortrate/onefactormodels/markovfunctional.hpp |   8 +-
 ql/models/volatility/garch.cpp                     |   4 +-
 ql/numericalmethod.hpp                             |   2 +-
 ql/pricingengines/bond/discretizedconvertible.cpp  |   2 +-
 ql/pricingengines/bond/discretizedconvertible.hpp  |   2 +-
 .../swaption/basketgeneratingengine.cpp            |   2 +-
 .../swaption/basketgeneratingengine.hpp            |   9 +-
 .../gaussian1dfloatfloatswaptionengine.cpp         |  13 ++-
 .../gaussian1dfloatfloatswaptionengine.hpp         |   2 +-
 .../gaussian1dnonstandardswaptionengine.cpp        |   3 +-
 .../gaussian1dnonstandardswaptionengine.hpp        |   2 +-
 ql/processes/batesprocess.cpp                      |   6 +-
 ql/processes/batesprocess.hpp                      |   4 +-
 ql/processes/endeulerdiscretization.cpp            |  23 +++--
 ql/processes/endeulerdiscretization.hpp            |   9 +-
 ql/processes/eulerdiscretization.cpp               |  23 +++--
 ql/processes/eulerdiscretization.hpp               |   9 +-
 ql/processes/g2process.cpp                         |  74 +++++++--------
 ql/processes/g2process.hpp                         |  24 ++---
 ql/processes/gjrgarchprocess.cpp                   |  37 +++-----
 ql/processes/gjrgarchprocess.hpp                   |  10 +-
 ql/processes/hestonprocess.cpp                     |  39 ++++----
 ql/processes/hestonprocess.hpp                     |  10 +-
 ql/processes/hybridhestonhullwhiteprocess.cpp      |  59 +++++-------
 ql/processes/hybridhestonhullwhiteprocess.hpp      |  13 ++-
 ql/processes/jointstochasticprocess.cpp            |  37 ++++----
 ql/processes/jointstochasticprocess.hpp            |  27 +++---
 ql/processes/stochasticprocessarray.cpp            |  36 ++++----
 ql/processes/stochasticprocessarray.hpp            |  18 ++--
 ql/stochasticprocess.cpp                           |  27 +++---
 ql/stochasticprocess.hpp                           | 101 ++++++++++-----------
 ql/termstructures/globalbootstrap.hpp              |   5 +-
 ql/termstructures/localbootstrap.hpp               |   4 +-
 ql/termstructures/volatility/abcdcalibration.cpp   |   2 +-
 ql/termstructures/volatility/abcdcalibration.hpp   |   4 +-
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  24 +++--
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |   6 +-
 ql/termstructures/volatility/smilesectionutils.hpp |   1 -
 .../volatility/swaption/cmsmarket.cpp              |   8 +-
 .../volatility/swaption/cmsmarket.hpp              |   8 +-
 .../volatility/swaption/cmsmarketcalibration.cpp   |   9 +-
 .../volatility/swaption/swaptionvolcube1.hpp       |   2 +-
 .../yield/fittedbonddiscountcurve.cpp              |   6 +-
 ql/userconfig.hpp                                  |   7 --
 ql/utilities/Makefile.am                           |   2 +-
 ql/utilities/all.hpp                               |   1 -
 ql/utilities/disposable.hpp                        |  76 +---------------
 test-suite/array.cpp                               |  66 --------------
 test-suite/fdmlinearop.cpp                         |  16 ++--
 test-suite/markovfunctional.cpp                    |  15 ++-
 test-suite/matrices.cpp                            |   5 +-
 test-suite/nthorderderivativeop.cpp                |  23 ++---
 test-suite/numericaldifferentiation.cpp            |   2 +-
 test-suite/ode.cpp                                 |   5 +-
 test-suite/optimizers.cpp                          |  36 +++-----
 test-suite/riskneutraldensitycalculator.cpp        |   2 +-
 test-suite/squarerootclvmodel.cpp                  |   2 +-
 269 files changed, 1376 insertions(+), 2058 deletions(-)
