commit 83d91ae6f508bb2cca5c0cb1b32c8f76bfad3c54
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 24 Oct 2020 13:01:24 +0200

    Set version to 1.20 final.

 Python/setup.py | 2 +-
 configure.ac    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit c20457d9f0cd55d411a5144aad617383b58e9c02
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Oct 2020 16:46:23 +0200

    Update changelog and news.

 ChangeLog.txt | 1432 ++++++++++++++++++++++++++++++++++++++-------------------
 News.md       |   49 +-
 2 files changed, 971 insertions(+), 510 deletions(-)

commit 2a04ee0218c6e53b19b3bea91cd797d4f63f1530
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Oct 2020 13:26:05 +0200

    Set version to 1.20 rc

 Python/setup.py | 2 +-
 configure.ac    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 57d8d96c2b465f04379ce975a55c7e0989627858
Merge: 7fc0362 8f53118
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Oct 2020 09:01:35 +0200

    Merge pull request #324.
    
    Exposing FDHeston double barrier engine mixingFactor to SWIG

commit 8f53118585e22380bb75818d20fe3a7e0340b2ed
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Wed, 14 Oct 2020 08:09:01 +0800

    Exposing FDHeston double barrier engine mixingFactor to SWIG

 SWIG/options.i | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 7fc03620dd55c626ac5cc23172ee9e44f6911e12
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 23:37:39 +0200

    Sync C# project.

 CSharp/csharp/NQuantLib.csproj | 49 ++++++++++++++++++++++++++++++++++++------
 1 file changed, 42 insertions(+), 7 deletions(-)

commit c5450b1aa1ca1b54563b032286e03770a8aa738b
Merge: b7b41b0 e149533
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 22:43:06 +0200

    Merge pull request #323.
    
    Allow usage of std::tuple

commit b7b41b06d53997ab643b34f17f2cf6502cd0a65d
Merge: 553252d 1e07312
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 21:10:03 +0200

    Merge pull request #322.
    
    Return overnight index from OvernightIndex::clone.

commit 553252d8b2bc9f6cfda1c87afdd8def0128f9af1
Merge: a438cfe 662f086
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 21:09:29 +0200

    Merge pull request #321.
    
    Exposing FDHeston barrier engine mixingFactor to SWIG

commit a438cfeb7d219245f722c19653cbec0a058cf77e
Merge: a2f3eae 5febcee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 16:29:54 +0200

    Merge pull request #304.
    
    Inflation cap floor

commit 1e07312671ef95c256f4e21d25afbc5f4ec95d76
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 16:05:28 +0200

    Return overnight index from QvernightIndex::clone.

 SWIG/indexes.i | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

commit e149533d9e9ec68290b3720650a62493438e81d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Oct 2020 15:02:48 +0200

    Remove unneeded stubs

 SWIG/tuple.i | 10 ----------
 1 file changed, 10 deletions(-)

commit 5febcee11c4076353b28258892744a845cd65feb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Oct 2020 17:48:30 +0200

    Small interface changes.

 SWIG/inflation.i | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 662f086f9de3c1a597768d8dc7c4555907575735
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Mon, 12 Oct 2020 21:56:09 +0800

    Exposing FDHeston barrier engine mixingFactor to SWIG

 SWIG/options.i | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit a2f3eae983dd51464d20d85e5004b634d9281341
Merge: 2983709 994eab1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Oct 2020 15:05:05 +0200

    Merge pull request #320.
    
    Exposing NoExceptLocalVolSurface to SWIG

commit 29837094e5a095b14f09e787eebc327de976e4c0
Merge: 1a02398 43d6a41
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Oct 2020 15:04:39 +0200

    Merge pull request #319.
    
    Exposing HestonSLVProcess's mixingFactor to SWIG

commit 994eab11768bb0a264401db1300fccf3e7b1275e
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sun, 11 Oct 2020 10:27:17 +0800

    Exposing NoExceptLocalVolSurface to SWIG

 SWIG/volatilities.i | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

commit 1a02398d611d282613398d14da52e586eb59e981
Merge: 932c27c 12ff309
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Oct 2020 14:57:14 +0200

    Merge pull request #318.
    
    Exposing QL's mixingFactor to SWIG

commit 932c27c65a39cdba040f16b587a7b0bbbda04474
Merge: 1d275f5 1d4d2e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Oct 2020 14:52:23 +0200

    Merge pull request #316.
    
    added Crank-Nicolson scheme and latest CV for Heston model

commit 43d6a41cbe7eec2f56b9542aaebb7033c7a26ae3
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sat, 3 Oct 2020 23:08:26 +0800

    Update slv.i
    
    Exposing QuantLib's mixingFactor to SWIG HestonSLVProcess

 SWIG/slv.i | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 12ff309522a952a2e8171d0fb93ca4e4a14ac490
Author: jackgillett101 <jack.gillett@cantab.net>
Date:   Sat, 3 Oct 2020 22:13:03 +0800

    Exposing QL's mixingFactor to SWIG for two Heston SLV models and a vanilla pricing engine

 SWIG/options.i | 11 +++++++----
 SWIG/slv.i     | 10 ++++++----
 2 files changed, 13 insertions(+), 8 deletions(-)

commit 1d275f5ef4c687610ccb99d0b344a373f882c8ac
Merge: 3c59e27 a7c183e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Oct 2020 22:01:24 +0200

    Merge pull request #293.
    
    First pass at using std pointers

commit a7c183e0ea14ba92a16935b1169bc148b0116ab7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Oct 2020 19:18:32 +0200

    Remove obsolete dynamic casts.

 SWIG/bondfunctions.i | 415 ++++++++++++++-------------------------------------
 SWIG/bonds.i         |   4 +-
 SWIG/cashflows.i     |  32 ++--
 SWIG/options.i       |  12 +-
 4 files changed, 130 insertions(+), 333 deletions(-)

commit 8bb1b46b8a5e95932cae6bbc91a6e8546e5442da
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Oct 2020 18:38:28 +0200

    Move tuple to separate file.

 SWIG/fdm.i          |  3 +-
 SWIG/ql.i           |  1 +
 SWIG/tuple.i        | 84 +++++++++++++++++++++++++++++++++++++++++++++++++++++
 SWIG/vectors.i      | 58 ------------------------------------
 SWIG/volatilities.i |  1 +
 5 files changed, 87 insertions(+), 60 deletions(-)

commit b4f20b9fa8cfb98224678fe2ffdf8bb8f6bc9948
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 2 Oct 2020 18:09:06 +0200

    Shorten declarations.

 SWIG/basketoptions.i       |  36 ++---
 SWIG/blackformula.i        |   8 +-
 SWIG/bondfunctions.i       | 144 +++++++++---------
 SWIG/bonds.i               |  44 +++---
 SWIG/calibrationhelpers.i  |  36 ++---
 SWIG/callability.i         |   4 +-
 SWIG/capfloor.i            |   6 +-
 SWIG/cashflows.i           | 116 +++++++--------
 SWIG/common.i              |  21 +--
 SWIG/convertiblebonds.i    |  22 +--
 SWIG/creditdefaultswap.i   |  12 +-
 SWIG/defaultprobability.i  |  12 +-
 SWIG/dividends.i           |   4 +-
 SWIG/fdm.i                 | 354 ++++++++++++++++++++++-----------------------
 SWIG/fittedbondcurve.i     |  14 +-
 SWIG/forward.i             |   2 +-
 SWIG/fra.i                 |   2 +-
 SWIG/gaussian1dmodel.i     |  40 ++---
 SWIG/indexes.i             |  38 ++---
 SWIG/inflation.i           |  64 ++++----
 SWIG/instruments.i         |  14 +-
 SWIG/interpolation.i       |  16 +-
 SWIG/marketelements.i      |   6 +-
 SWIG/montecarlo.i          |   6 +-
 SWIG/observer.i            |   8 +-
 SWIG/old_volatility.i      |   6 +-
 SWIG/options.i             | 282 ++++++++++++++++++------------------
 SWIG/payoffs.i             |   6 +-
 SWIG/piecewiseyieldcurve.i |  20 +--
 SWIG/ratehelpers.i         |  68 ++++-----
 SWIG/shortratemodels.i     |  22 +--
 SWIG/slv.i                 |  26 ++--
 SWIG/stochasticprocess.i   |  24 +--
 SWIG/swap.i                |  50 +++----
 SWIG/swaption.i            |  38 ++---
 SWIG/vectors.i             |  16 +-
 SWIG/volatilities.i        | 108 +++++++-------
 37 files changed, 848 insertions(+), 847 deletions(-)

commit 1d4d2e7ed79c470b0d85fae62c3d694b20409b05
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 24 Sep 2020 14:03:54 +0200

    formatting

 SWIG/options.i | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 567fc962f96f601ec1e986c4017dbf26b40e378e
Author: klausspanderen <klaus@spanderen.de>
Date:   Thu, 24 Sep 2020 14:00:39 +0200

    added Crank-Nicolson scheme and latest CV for Heston model

 SWIG/options.i | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

commit 9c7bbecff898c9d9a3df14359fc0d6b32eab1194
Author: Joseph C Wang <joequant@gmail.com>
Date:   Sun, 20 Sep 2020 20:57:10 +0800

    modify swig to use QuantLib::ext to allow std::classes

 SWIG/basketoptions.i       |  36 ++---
 SWIG/blackformula.i        |   8 +-
 SWIG/bondfunctions.i       | 144 +++++++++---------
 SWIG/bonds.i               |  44 +++---
 SWIG/calibrationhelpers.i  |  36 ++---
 SWIG/callability.i         |   4 +-
 SWIG/capfloor.i            |   6 +-
 SWIG/cashflows.i           | 116 +++++++--------
 SWIG/common.i              |  18 ++-
 SWIG/convertiblebonds.i    |  22 +--
 SWIG/creditdefaultswap.i   |  12 +-
 SWIG/defaultprobability.i  |  12 +-
 SWIG/dividends.i           |   4 +-
 SWIG/fdm.i                 | 354 ++++++++++++++++++++++-----------------------
 SWIG/fittedbondcurve.i     |  13 +-
 SWIG/forward.i             | 182 +++++++++++------------
 SWIG/fra.i                 |   2 +-
 SWIG/gaussian1dmodel.i     |  40 ++---
 SWIG/indexes.i             |  38 ++---
 SWIG/inflation.i           |  64 ++++----
 SWIG/instruments.i         |  14 +-
 SWIG/interpolation.i       |  16 +-
 SWIG/marketelements.i      |   6 +-
 SWIG/montecarlo.i          |   6 +-
 SWIG/observer.i            |   8 +-
 SWIG/old_volatility.i      |   6 +-
 SWIG/options.i             | 282 ++++++++++++++++++------------------
 SWIG/payoffs.i             |   6 +-
 SWIG/piecewiseyieldcurve.i |  20 +--
 SWIG/ratehelpers.i         |  68 ++++-----
 SWIG/shortratemodels.i     |  22 +--
 SWIG/slv.i                 |  26 ++--
 SWIG/stochasticprocess.i   |  24 +--
 SWIG/swap.i                |  50 +++----
 SWIG/swaption.i            |  38 ++---
 SWIG/vectors.i             |  22 ++-
 SWIG/volatilities.i        | 112 +++++++-------
 37 files changed, 946 insertions(+), 935 deletions(-)

commit 3c59e270f7837636999708f18543f6ff97838e34
Merge: b958f16 8060a88
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 17 Sep 2020 09:15:01 +0200

    Merge pull request #315.
    
    Fix default value for amortizing-bond coupon spreads.

commit 8060a8884a02acf14dca33fd2e93274d2561c181
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Sep 2020 15:23:39 +0200

    Fix default value for amortizing-bond coupon spreads.

 SWIG/bonds.i | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit b958f16dcf4567e6a401b74c856525297c8b03e2
Merge: 31f94ce 90085f6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 16 Sep 2020 13:12:41 +0200

    Merge pull request #314.
    
    Inflation unit tests

commit 90085f678ef6e7c480bf1e978aac768ad90b133c
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 16 Sep 2020 09:09:55 +0200

    Fixed the failing unit tests.

 Python/test/inflation.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit f1cfd628b223bfb202af59a7af205664227f30ba
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 18:21:06 +0200

    Corrected a typo in the comment.

 Python/test/inflation.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit bddc391a7711ece5efd75cb2baf087cab6d16c68
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 11:21:39 +0200

    Removed start date from error messages.

 Python/test/inflation.py | 13 +------------
 1 file changed, 1 insertion(+), 12 deletions(-)

commit 022a5a0202a4df1ddea5c7620d232fb255808d2e
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 10:24:37 +0200

    Remove unnecessary spaces.

 Python/test/inflation.py | 4 ----
 1 file changed, 4 deletions(-)

commit 44169cf1a2a7944f54109c66f5ca3a7c4e92db69
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 10:18:59 +0200

    Remove unused import which would break Python2

 Python/test/inflation.py | 2 --
 1 file changed, 2 deletions(-)

commit 39bf53421d062393e3ed79593f95ca5b526010d0
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 10:15:11 +0200

    Remove unnecessary spaces.

 Python/test/inflation.py | 5 -----
 1 file changed, 5 deletions(-)

commit 2c8df89dcb138e9f4403ae78aabe19fef621c43c
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 10:11:24 +0200

    Some more renamings.

 Python/test/inflation.py | 44 ++++++++++++++++++++++----------------------
 1 file changed, 22 insertions(+), 22 deletions(-)

commit edc705aee12936482a5510f0d4bfde373d352d45
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 09:44:04 +0200

    Renamed a number of variables.

 Python/test/inflation.py | 13 +++++++------
 1 file changed, 7 insertions(+), 6 deletions(-)

commit 2be0044fa04f9835693d66053405ec4fff8b8ba5
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 09:41:31 +0200

    Remove unnecessary comment.

 Python/test/inflation.py | 2 --
 1 file changed, 2 deletions(-)

commit 19ffef87a39c534c3cf85cdb6af8376aeeb6609a
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 09:40:56 +0200

    Remove unnecessary comment.

 Python/test/inflation.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit 53212b8d3fe39f8b4cb37d8303df729da3511295
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 09:39:30 +0200

    Reordered tests..

 Python/test/inflation.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit c3a8109d63bbe974b14eb13459acfa63d21a1941
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 09:37:07 +0200

    Corrected some typos.

 Python/test/inflation.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 100fd9196df92bb08f5a3740dc81dabcf4aa4460
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 11 Sep 2020 09:35:03 +0200

    Minor corrections.

 Python/test/inflation.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

commit bdee97a95349a672617acbbf7eb7d8cce20090a4
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 21:40:04 +0200

    Minor renamings.

 Python/test/inflation.py | 36 +++++++++++++++++-------------------
 1 file changed, 17 insertions(+), 19 deletions(-)

commit c9ae440d5d79d8a0e7575425048bfb415ed72142
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 21:37:52 +0200

    Adjusted setting the valuation date.

 Python/test/inflation.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit bcff6b0cf24ee51614c4933e24ebc93bbfbae5b9
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 21:35:59 +0200

    Added data source.

 Python/test/inflation.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit d94a4c601a2aaa4171d3932f575d637727d5ee1d
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 20:50:32 +0200

    Adjusted convention to snake case.

 Python/test/volatilities.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit ac7d79ac229045e9dd249659c42348ceadda7c7f
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 20:49:21 +0200

    Reorganized unit tests.

 Python/test/inflation.py | 147 ++++++++++++++++++++++++++++-------------------
 1 file changed, 87 insertions(+), 60 deletions(-)

commit 6c9a8aef4a2b852e2ee283f85ec1e4fd84d0b4e7
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 20:01:43 +0200

    Added more descriptive fail messages.

 Python/test/inflation.py | 179 +++++++++++++++++++++++++++++++++++++++--------
 1 file changed, 148 insertions(+), 31 deletions(-)

commit 7ee37898f89bdd3ffb39635ea6b5af9c879ed41f
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 18:29:34 +0200

    Removed Python3 specific syntax.

 Python/test/inflation.py | 58 ++++++++++++++++++++++++------------------------
 1 file changed, 29 insertions(+), 29 deletions(-)

commit 0252b722cb3a8ac0b248f4fcfe0c39453dcf0f8b
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 10 Sep 2020 18:26:49 +0200

    Python unit tests for inflation.

 Python/test/inflation.py | 350 ++++++++++++++++++-----------------------------
 1 file changed, 132 insertions(+), 218 deletions(-)

commit 31f94ce3a5d94b493d0d10e6024ed7303d0807a4
Merge: 4f748ca 73b96e5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Sep 2020 16:05:49 +0200

    Merge pull request #312.
    
    Reset evaluation date after tests.

commit 4f748ca62b15c8773ea453bbe118d8b7390174ee
Merge: 823fd78 99c1224
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Sep 2020 16:04:25 +0200

    Merge pull request #311.
    
    Don't rename exported American-option engines.

commit 823fd785ad265080bc9dfd4b8566dfc56852e626
Merge: d3b9bd8 a9974d7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Sep 2020 11:55:30 +0200

    Merge pull request #310.
    
    Export new day counters.

commit 99c1224fd8fbdb4fc1243ad7336337d081923679
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Sep 2020 10:42:29 +0200

    Don't rename exported American-option engines.

 CSharp/csharp/NQuantLib.csproj     | 4 ++--
 CSharp/examples/EquityOption.cs    | 4 ++--
 Java/examples/EquityOptions.java   | 8 ++++----
 Python/examples/american-option.py | 4 ++--
 SWIG/options.i                     | 4 ++--
 Scala/examples/EquityOptions.scala | 4 ++--
 6 files changed, 14 insertions(+), 14 deletions(-)

commit 73b96e567c91b192dcd3792102f251e202e0b370
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Sep 2020 11:08:53 +0200

    Reset evaluation date after tests.

 Python/test/americanquantooption.py |  2 +-
 Python/test/assetswap.py            |  3 +++
 Python/test/blackformula.py         |  3 +++
 Python/test/bonds.py                |  4 ++--
 Python/test/capfloor.py             |  3 +++
 Python/test/cms.py                  |  3 +++
 Python/test/fdm.py                  |  2 +-
 Python/test/gjrgarch.py             |  6 ++++++
 Python/test/ratehelpers.py          | 12 ++++++------
 Python/test/slv.py                  |  2 +-
 Python/test/swaption.py             |  5 ++++-
 Python/test/volatilities.py         |  5 ++++-
 12 files changed, 37 insertions(+), 13 deletions(-)

commit d3b9bd892e429bde78fb0e161b3b06df65ea6fe6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 9 Sep 2020 11:31:07 +0200

    Pin requirement for Python 2.7 build

 .travis/python2.build | 1 +
 1 file changed, 1 insertion(+)

commit 4a3a82de5a4f420f526a710510842ffc247820f1
Merge: a50c83c 55134ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 22:25:54 +0200

    Merge pull request #307.
    
    Swaption volatility cube

commit a50c83cac00de0f686d75516c644c7f349b61708
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 8 Sep 2020 14:02:32 +0000

    Update copyright list in license

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

commit 5418848909518b348078db73df0d1dc1b9fe375a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 16:01:44 +0200

    Don't attribute to a human commits made by bots.

 .github/workflows/copyrights.yml | 1 -
 .github/workflows/misspell.yml   | 1 -
 2 files changed, 2 deletions(-)

commit a9974d77433fde980d39a4ba5541880a8ccfc120
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 15:34:25 +0200

    Export new day counters.

 SWIG/daycounters.i | 9 ++-------
 1 file changed, 2 insertions(+), 7 deletions(-)

commit 14a0d971e112ebf061e9a95ce70d84ffce2b8ee2
Merge: c2ba4d4 10377a4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 8 Sep 2020 15:30:24 +0200

    Merge pull request #306.
    
    Swaption delta and annuity

commit bcbf3040cfe6c1f6ae2e92c9ad58696387cb0e81
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 20:27:56 +0200

    Removed trailing whitespace.

 Python/test/volatilities.py | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

commit ede0c1aea4e4cb4119d2f6bb701ab032294883fd
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 15:25:47 +0200

    Swaption volatility unit tests in Python.

 Python/test/volatilities.py | 32 ++++++++++++++++++--------------
 1 file changed, 18 insertions(+), 14 deletions(-)

commit 13bf3c1aeaceee38eb9953f928d5d5c12dc6cdbd
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 15:13:21 +0200

    Swaption volatility unit tests in Python.

 Python/test/QuantLibTestSuite.py | 52 ++++++++++++++++++++--------------------
 1 file changed, 26 insertions(+), 26 deletions(-)

commit 82bedc4eade4e54acd3742ddc1a5b200ec485336
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 15:12:56 +0200

    Swaption volatility unit tests in Python.

 Python/test/QuantLibTestSuite.py |  52 +++++++--------
 Python/test/volatilities.py      | 132 ++++++++++++++++++++++++++++++++++-----
 2 files changed, 142 insertions(+), 42 deletions(-)

commit 731d59a72fdac15b2447b315d459ab82a9a566a2
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 14:27:19 +0200

    Swaption volatility unit tests in Python.

 Python/test/volatilities.py | 24 ++++++++++++------------
 1 file changed, 12 insertions(+), 12 deletions(-)

commit f46306a7488a7a4d0ea091eb2cf18937b93eaf79
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 14:19:46 +0200

    Swaption volatility unit tests in Python.

 Python/test/volatilities.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit b82410715920e7cd533a657c292f1b15a8c24af4
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 14:18:50 +0200

    Swaption volatility unit tests in Python.

 Python/test/QuantLibTestSuite.py | 52 +++++++++++++++++------------------
 Python/test/volatilities.py      | 59 ++++++++++++++++++++++------------------
 2 files changed, 58 insertions(+), 53 deletions(-)

commit fa0a8292f80a86a246973ff9bf6c6d7a98398be1
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 13:24:50 +0200

    Swaption volatility unit tests in Python.

 Python/test/volatilities.py | 102 +++++++++++++++++++++++++++++++++++++++++---
 1 file changed, 96 insertions(+), 6 deletions(-)

commit 4ed7244c0e2953084f9e2a558431525105cd90e2
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 13:08:05 +0200

    Swaption volatility unit tests in Python.

 Python/test/QuantLibTestSuite.py | 52 ++++++++++++++++++++--------------------
 Python/test/volatilities.py      | 52 ++++++++++++++++++++++++++++++++++++++++
 2 files changed, 78 insertions(+), 26 deletions(-)

commit bf6cab397e788acce34d0686f7d64aa685f0763b
Author: Marcin <mrybacki12@gmail.com>
Date:   Sun, 6 Sep 2020 12:15:40 +0200

    Swaption volatility unit tests in Python.

 Python/test/QuantLibTestSuite.py |   2 +
 Python/test/volatilities.py      | 160 ++++++++++++++++++++++++++++++++++++---
 2 files changed, 152 insertions(+), 10 deletions(-)

commit 20e6102d55f3b4cc966730aab8f73bd3940c0856
Author: Marcin <mrybacki12@gmail.com>
Date:   Sat, 5 Sep 2020 22:33:14 +0200

    Swaption vol unit tests in Python.

 Python/test/volatilities.py | 18 ++++++++++++++++++
 1 file changed, 18 insertions(+)

commit 1399e6b83371bb386400253630771c322176d2bf
Author: Marcin <mrybacki12@gmail.com>
Date:   Sat, 5 Sep 2020 16:50:31 +0200

    Updated as indexed cash flow cast call.

 Python/test/inflation.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 10377a46a705cd68103bda25c5ab3ba99b999110
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 4 Sep 2020 14:00:26 +0200

    Adjusted string literals to comply with Python2.

 Python/test/swaption.py | 46 +++++++++++++++++++++++++++++++---------------
 1 file changed, 31 insertions(+), 15 deletions(-)

commit 17508f6b9f4df40c9c92cf2142d395151e4414e8
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 4 Sep 2020 13:08:52 +0200

    Remove function annotations to fix Python2 build.

 Python/test/swaption.py | 18 ++++++++----------
 1 file changed, 8 insertions(+), 10 deletions(-)

commit b2590dc9b154c9b2ed76fe4ff227736cbe2a65b1
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 4 Sep 2020 12:45:09 +0200

    Swaption volatility cube unit test in Python.

 Python/test/volatilities.py | 121 ++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 121 insertions(+)

commit 1ebe5cfddda7800cbf5724bc30db98ab6c0ad109
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 4 Sep 2020 09:40:22 +0200

    Exposed swaption volatility cube.

 SWIG/volatilities.i | 15 ++++++++++++---
 1 file changed, 12 insertions(+), 3 deletions(-)

commit 50f53bddc36ee2a5b3b40112b2c46ff2b3c2996c
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 2 Sep 2020 19:05:30 +0200

    Updated swaption delta test condition.

 Python/test/swaption.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 931ef485efd0f9aabc7408e59e91f728df7448d8
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 27 Aug 2020 20:14:25 +0200

    Updated copyright information.

 Python/test/inflation.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8ddbed5f5ab1d8378a5230dfa5a8ae37db06d991
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 27 Aug 2020 20:12:27 +0200

    Updated copyright information.

 Python/test/swaption.py | 2 +-
 SWIG/swaption.i         | 1 +
 2 files changed, 2 insertions(+), 1 deletion(-)

commit 96f2e5f0a0931f3f9c73de6af9d122a8127b780c
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sat, 15 Aug 2020 23:14:48 +0200

    Pair of DoubleVectors.

 SWIG/vectors.i | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 9e2e2a87407f906efbd515b654f3ee5a85358e41
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sat, 15 Aug 2020 22:58:46 +0200

    InterpolatedYoYInflationOptionletVolatilityCurve

 SWIG/inflation.i | 24 ++++++++++++++++++++++++
 1 file changed, 24 insertions(+)

commit c2ba4d4d337897710ef9a10f7483a2c0fbf79089
Merge: de614a4 6521b94
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 15 Aug 2020 22:25:13 +0200

    Merge pull request #303.
    
    Export a few inflation-related classes.

commit bb7f2ebc6ceb728359b93f1df7111fa0b4b33f63
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sat, 15 Aug 2020 21:38:41 +0200

    YoYOptionletHelper

 SWIG/inflation.i | 132 +++++++++++++++++++++++++++++++++----------------------
 1 file changed, 80 insertions(+), 52 deletions(-)

commit 6521b9477b4ac5aa1dda6540be09c77ca4f17c5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 15 Aug 2020 21:01:10 +0200

    Export a few inflation-related classes.

 SWIG/inflation.i    | 97 +++++++++++++++++++++++++++++++++++++++++++++++++----
 SWIG/volatilities.i | 52 ++++++++++++++++++++++++++++
 2 files changed, 142 insertions(+), 7 deletions(-)

commit 7d700db7ce53b352427df280699193ad13bfb0e2
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sat, 15 Aug 2020 20:29:06 +0200

    YoY Surface, Engine, Stripper.

 SWIG/inflation.i | 150 ++++++++++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 148 insertions(+), 2 deletions(-)

commit de614a48217531c79a0b37a484f9245d51474b4f
Merge: ee140fe a60573b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 15 Aug 2020 17:36:41 +0200

    Merge pull request #302.
    
    Improvements to Date interface

commit a60573b22de470f1e112f91b12976bdb3b585ada
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 15 Aug 2020 13:35:01 +0200

    Make Date comparable and convertible to string in C#.

 SWIG/date.i | 16 +++++++++++++++-
 1 file changed, 15 insertions(+), 1 deletion(-)

commit cddf0cbc9d8789f2f2b50f924e36822ed0d1d5ea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 15 Aug 2020 13:33:59 +0200

    Add a few missing operators.

 SWIG/date.i | 34 ++++++++++++++++++++++++++++++----
 1 file changed, 30 insertions(+), 4 deletions(-)

commit ee419a4c1f167983e4997b9478f1c93edd789f64
Author: Matthias Lungwitz <lungwitz@gmail.com>
Date:   Sat, 15 Aug 2020 01:06:13 +0200

    Add InterpolatedYoYCapFloorTermPriceSurface.

 SWIG/inflation.i     | 92 ++++++++++++++++++++++++++++++++++++++++++++++++++--
 SWIG/interpolation.i |  4 ++-
 2 files changed, 92 insertions(+), 4 deletions(-)

commit ee140fe11901bd0af36941ff213314f75ae9358c
Merge: 47e41ac a0fd8fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 21:50:13 +0200

    Merge pull request #301.
    
    Add some missing inspectors to a few exported classes.

commit bebf2e1be6ed074f081753e3166af544515fcfc5
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 14 Aug 2020 18:47:08 +0200

    Update after merging with upstream.

 SWIG/cashflows.i | 20 --------------------
 1 file changed, 20 deletions(-)

commit a0fd8fcd5fbb40d49592826e089c142baa536dbe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 18:32:50 +0200

    Add some missing inspectors to a few exported classes.

 SWIG/cashflows.i      | 1 +
 SWIG/common.i         | 1 +
 SWIG/inflation.i      | 5 +++++
 SWIG/old_volatility.i | 7 +++++++
 SWIG/optimizers.i     | 4 ++++
 5 files changed, 18 insertions(+)

commit 47e41acaf2ec8d0819dd85e2e329577bd2bb8792
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 18:01:41 +0200

    Fix minor problems in Python tests.

 Python/test/ratehelpers.py |  6 ++++++
 Python/test/sabr.py        | 12 ++++++------
 2 files changed, 12 insertions(+), 6 deletions(-)

commit 428e1307a4a34f9ec05a3dcab9a88e979117b0c9
Merge: 3a76e3c 2747cf0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 18:00:48 +0200

    Merge pull request #300.
    
    Export Cox-Ingersoll-Ross short-rate model.

commit 3a76e3c427eaf003414f4562272aa94755fb34a1
Merge: 1a7cbaa 221a7bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 17:05:51 +0200

    Merge pull request #299.
    
    Export IndexedCashFlow class.

commit 2747cf0e6bfa5d17fbe0f76784c217327704f5ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 16:46:04 +0200

    Export Cox-Ingersoll-Ross short-rate model.

 SWIG/shortratemodels.i | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

commit 221a7bc25f8cfe0364084f651a0a83b2068fb4a6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 16:24:45 +0200

    Export IndexedCashFLow class.

 SWIG/cashflows.i | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)

commit 1a7cbaa9433433f71e999405d78f59590eda6b36
Merge: 416220d c80fe94
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 16:04:26 +0200

    Merge pull request #298.
    
    Export callable zero-coupon bond.

commit c80fe94b45e6d832e0359c365045b1fc58653d95
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 15:30:50 +0200

    Export callable zero-coupon bond.

 SWIG/bonds.i | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

commit 416220d25d105a93011e847f8508aec76fcb8df1
Merge: 336f7fa 1b9b8cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 15:21:26 +0200

    Merge pull request #297.
    
    Export SABR interpolation; return SABR smile from swaption cube.

commit 1b9b8cb440a7c3fe5e44fa7dcd470a666991525d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 12:49:54 +0200

    Export SABR interpolation; return SABR smile from swaption cube.

 SWIG/interpolation.i |  83 +++++++++++++++++++++++++++++++++
 SWIG/volatilities.i  | 127 ++++++++++++++++++++++++++++++---------------------
 2 files changed, 158 insertions(+), 52 deletions(-)

commit 336f7fad19616fe8a169a64f3e568d514d84aec6
Merge: cf3e8c0 618b93a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 12:42:35 +0200

    Merge pull request #296.
    
    Minor wrapper fixes

commit 618b93acd0a5cf12704323df6aabc0666d6f42e2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 12:10:21 +0200

    Use templates explicitly instead of typedefs.

 SWIG/marketelements.i | 18 ++++++++++++------
 SWIG/options.i        | 39 +++++++++++++++++++++++++--------------
 2 files changed, 37 insertions(+), 20 deletions(-)

commit dfeb383c01ff9b686a24a531875814195bb159a7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 12:09:56 +0200

    Fix include guard.

 SWIG/interpolation.i | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 7cc2690d7e8e64b8a91635a57e8f49328668f276
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 12:09:31 +0200

    Remove unused typedef.

 SWIG/fittedbondcurve.i | 1 -
 1 file changed, 1 deletion(-)

commit 3ee26a531015f9c3b168a0e84ff50da6864521f6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 14 Aug 2020 12:08:45 +0200

    Avoid name clashes.

 SWIG/defaultprobability.i  |  8 ++++----
 SWIG/piecewiseyieldcurve.i | 50 ++++++++++++++++++++++++----------------------
 2 files changed, 30 insertions(+), 28 deletions(-)

commit cf3e8c0593607017457cb8d4fd2d8d53f292d7c8
Merge: c835ff2 737cacc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Aug 2020 15:19:04 +0200

    Merge pull request #295.
    
    Export ex-coupon feature for more classes.

commit f59a2445952fc74d05ae24b7d42ff9fa881c5fe7
Author: Marcin <mrybacki12@gmail.com>
Date:   Mon, 10 Aug 2020 15:04:39 +0200

    Fixed the failing unit tests for swaption delta.

 Python/test/swaption.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 6325e47f2b112f91de1d3b70aa43329bffc08944
Author: Marcin <mrybacki12@gmail.com>
Date:   Mon, 10 Aug 2020 14:59:14 +0200

    Swaption unit tests for Python - clean up.

 Python/test/swaption.py | 294 +++++++++++++++++++++++++-----------------------
 1 file changed, 156 insertions(+), 138 deletions(-)

commit 737caccfc300b8e7c107510a8aec1fd369394da1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 8 Aug 2020 00:13:54 +0200

    Export ex-coupon feature for more classes.

 SWIG/bonds.i            | 18 +++++++++++++++---
 SWIG/cashflows.i        | 28 ++++++++++++++++++++++++----
 SWIG/convertiblebonds.i | 12 ++++++++++--
 SWIG/ql.i               |  2 +-
 4 files changed, 50 insertions(+), 10 deletions(-)

commit 49d3812ebbb65958fad606519066e7b2b996031b
Author: Marcin <mrybacki12@gmail.com>
Date:   Thu, 6 Aug 2020 18:40:04 +0200

    Added annuity to swaption results.

 Python/test/swaption.py | 202 ++++++++++++++++++++++++++++++++++++++----------
 SWIG/swaption.i         |   4 +
 2 files changed, 164 insertions(+), 42 deletions(-)

commit 6fe011dfb96812d8341e175cf2c1807236cc2482
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 5 Aug 2020 11:49:58 +0200

    Updated docstring in swaption unit tests.

 Python/test/swaption.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit e3fd42919ea2f68d0f47abec378d1b67f79b3221
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 5 Aug 2020 11:47:28 +0200

    Added Python unit tests for inflation.

 Python/test/QuantLibTestSuite.py |   2 +
 Python/test/inflation.py         | 464 +++++++++++++++++++++++++++++++++++++++
 2 files changed, 466 insertions(+)

commit fa14e2dc899d497b51e1d97177bfbe7196a706e1
Author: Marcin <mrybacki12@gmail.com>
Date:   Wed, 5 Aug 2020 10:33:58 +0200

    Added unit test in Python for swaption delta.

 Python/test/QuantLibTestSuite.py |   2 +
 Python/test/swaption.py          | 147 +++++++++++++++++++++++++++++++++++++++
 2 files changed, 149 insertions(+)

commit d34d9f8d6782a5a50eeca8b846eea9f3438d1599
Author: Marcin <mrybacki12@gmail.com>
Date:   Tue, 4 Aug 2020 11:00:29 +0200

    Added swaption delta to output.

 SWIG/swaption.i | 4 ++++
 1 file changed, 4 insertions(+)

commit c835ff20c0db5a74cfc63496036b37e616f3b4c8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Jul 2020 13:16:43 +0200

    Update version to 1.20-dev

 Python/setup.py | 2 +-
 R/DESCRIPTION   | 2 +-
 configure.ac    | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

commit 0de66e2ea4140e10f256548baeb62c288563dec0
Author: Marcin <mrybacki12@gmail.com>
Date:   Fri, 22 May 2020 18:39:37 +0200

    Exposed a function casting an indexed cash flow.

 SWIG/cashflows.i | 20 ++++++++++++++++++++
 1 file changed, 20 insertions(+)
