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add swaption settlement methods

Status: Merged (completed).

lballabio/QuantLibnumber 529

#529 In lballabio/QuantLib;

· by pcaspers was closed on Sep 12, 2018

fix weights in convex monotone interpolation

Status: Merged (completed).

lballabio/QuantLibnumber 528

#528 In lballabio/QuantLib;

· by pcaspers was closed on Sep 3, 2018

Add base class above CalibrationHelper.

Status: Merged (completed).

lballabio/QuantLibnumber 530

#530 In lballabio/QuantLib;

· by lballabio was closed on Sep 12, 2018

Extract correct constant coefficients from BS process for use in FD engine.

Status: Merged (completed).

lballabio/QuantLibnumber 532

#532 In lballabio/QuantLib;

· by lballabio was closed on Sep 10, 2018

Account for different day-count conventions in AnalyticBarrierEngine

Status: Merged (completed).

lballabio/QuantLibnumber 524

#524 In lballabio/QuantLib;

· by ghost was closed on Aug 27, 2018

fixed test failure in Heston SLV on FreeBSD-11

Status: Merged (completed).

lballabio/QuantLibnumber 523

#523 In lballabio/QuantLib;

· by klausspanderen was closed on Aug 24, 2018

Documentation fixes

Status: Merged (completed).

lballabio/QuantLibnumber 502

#502 In lballabio/QuantLib;

· by lballabio was closed on Jul 24, 2018

Avoid GNU-specific syntax in Makefiles.

Status: Merged (completed).

lballabio/QuantLibnumber 503

#503 In lballabio/QuantLib;

· by lballabio was closed on Jul 16, 2018

Add gcc 8 to build matrix.

Status: Merged (completed).

lballabio/QuantLibnumber 519

#519 In lballabio/QuantLib;

· by lballabio was closed on Aug 13, 2018

Avoid division by zero.

Status: Merged (completed).

lballabio/QuantLibnumber 535

#535 In lballabio/QuantLib;

· by lballabio was closed on Sep 11, 2018

moved Swing ForwardPayoff from test into the library

Status: Merged (completed).

lballabio/QuantLibnumber 536

#536 In lballabio/QuantLib;

· by klausspanderen was closed on Sep 12, 2018

Remove deprecated std::unary_function and std::binary_function.

Status: Merged (completed).

lballabio/QuantLibnumber 540

#540 In lballabio/QuantLib;

· by lballabio was closed on Sep 17, 2018

Remove features deprecated in version 1.10.

Status: Merged (completed).

lballabio/QuantLibnumber 537

#537 In lballabio/QuantLib;

· by lballabio was closed on Sep 13, 2018

Prevent warnings in older versions of VC++

Status: Merged (completed).

lballabio/QuantLibnumber 538

#538 In lballabio/QuantLib;

· by lballabio was closed on Sep 15, 2018

Make QuantLib.spec file pass %check

Status: Merged (completed).

lballabio/QuantLibnumber 545

#545 In lballabio/QuantLib;

· by simonjohnrees was closed on Sep 21, 2018

Short-circuit calculation in degenerate case.

Status: Merged (completed).

lballabio/QuantLibnumber 544

#544 In lballabio/QuantLib;

· by lballabio was closed on Sep 19, 2018

Fix QuantLib.spec for latest version of QuantLib (1.13.0)

Status: Merged (completed).

lballabio/QuantLibnumber 542

#542 In lballabio/QuantLib;

· by simonjohnrees was closed on Sep 19, 2018

Import shared_ptr into namespace QuantLib.

Status: Merged (completed).

lballabio/QuantLibnumber 406

#406 In lballabio/QuantLib;

· by lballabio was closed on Jun 25, 2018

Errors in synthetic CDO implementation

Status: Merged (completed).

lballabio/QuantLibnumber 474

#474 In lballabio/QuantLib;

· by londinburgh was closed on Jun 28, 2018

Conditionally replace std::auto_ptr with std::unique_ptr

Status: Merged (completed).

lballabio/QuantLibnumber 482

#482 In lballabio/QuantLib;

· by lballabio was closed on Jun 25, 2018

Swap rate helper EoM

Status: Merged (completed).

lballabio/QuantLibnumber 477

#477 In lballabio/QuantLib;

· by mlungwitz was closed on Jun 29, 2018

Add Children's Day to Romanian Calendar.

Status: Merged (completed).

lballabio/QuantLibnumber 478

#478 In lballabio/QuantLib;

· by mlungwitz was closed on Jun 28, 2018

Higher order spatial operators for Finite Difference Methods

Status: Merged (completed).

lballabio/QuantLibnumber 483

#483 In lballabio/QuantLib;

· by klausspanderen was closed on Jul 4, 2018

Drop support for Visual C++ 2008

Status: Merged (completed).

lballabio/QuantLibnumber 475

#475 In lballabio/QuantLib;

· by lballabio was closed on Jun 15, 2018

Reduce compile time with clang 6.0 on Ubuntu 18

Status: Merged (completed).

lballabio/QuantLibnumber 484

#484 In lballabio/QuantLib;

· by klausspanderen was closed on Jun 29, 2018