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ChangeLog.txt
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commit d70eec3f2f7fae42c5a8c20a8dbc58058288b819
Author: Luigi Ballabio <[email protected]>
Date: Mon, 12 Apr 2021 11:12:19 +0200
Set version to 1.23 final.
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 98b4ec7f5aac2605ebd0efebf49176e59301c5d2
Author: Luigi Ballabio <[email protected]>
Date: Thu, 1 Apr 2021 14:55:08 +0200
Set version to 1.23 rc
Python/setup.py | 2 +-
configure.ac | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit 9393b28ede8086ce66c52964fd363a7be44930ea
Author: Luigi Ballabio <[email protected]>
Date: Mon, 5 Jul 2021 14:59:30 +0200
Update changelog and news.
ChangeLog.txt | 787 +++++++++++++++++++++++++++++++++++++---------------------
News.md | 39 +--
2 files changed, 523 insertions(+), 303 deletions(-)
commit bc72cfa6ca077891320616caff2aff3c74a7cf8f
Merge: 8a7203a f52a3c7
Author: Luigi Ballabio <[email protected]>
Date: Mon, 5 Jul 2021 10:01:23 +0200
Merge pull request #393.
Export changes in the interface of a few inflation-related classes
commit 8a7203ab3252d98842c9ef030add039b9687c5dd
Merge: 7725302 b7f6e00
Author: Luigi Ballabio <[email protected]>
Date: Fri, 2 Jul 2021 17:13:50 +0200
Merge pull request #390.
Currency constructor.
commit f52a3c759eff69e54d83549e712b3153ebe68677
Author: Luigi Ballabio <[email protected]>
Date: Fri, 2 Jul 2021 13:18:03 +0200
Avoid deprecated features in example
Scala/examples/CPIBond.scala | 8 ++++----
1 file changed, 4 insertions(+), 4 deletions(-)
commit 34b145452ae319b87d0fde513e04e8d2db1242c2
Author: Luigi Ballabio <[email protected]>
Date: Fri, 2 Jul 2021 13:17:41 +0200
Export overloaded constructors for piecewise inflation curves
SWIG/inflation.i | 22 ++++++++++++++++++++++
1 file changed, 22 insertions(+)
commit 4870d8b08c94d15ba18320acb0c64e7afd0f1fe2
Author: Luigi Ballabio <[email protected]>
Date: Fri, 2 Jul 2021 12:18:19 +0200
Export interface changes for a few inflation classes
SWIG/inflation.i | 102 +++++++++++++++++++++++++++++++++++++++----------------
1 file changed, 73 insertions(+), 29 deletions(-)
commit b7f6e0032552cb2c72ada6f31cba3def8339a98d
Author: Marcin Rybacki <[email protected]>
Date: Fri, 2 Jul 2021 11:16:22 +0200
Added simple unit tests to check if constructors work correctly.
Python/test/QuantLibTestSuite.py | 3 ++-
Python/test/currencies.py | 48 ++++++++++++++++++++++++++++++++++++++++
2 files changed, 50 insertions(+), 1 deletion(-)
commit fc3b8ead997cf33ab7ca1969d40f56ed0e833486
Author: Marcin Rybacki <[email protected]>
Date: Fri, 2 Jul 2021 10:47:07 +0200
Added also the default constructor.
SWIG/currencies.i | 1 +
1 file changed, 1 insertion(+)
commit 0153d24089f0a570498cb621cd23d2edb81cbff8
Author: Marcin Rybacki <[email protected]>
Date: Fri, 2 Jul 2021 09:21:59 +0200
Ëxposed bespoke currency constructor.
SWIG/currencies.i | 10 ++++++++++
1 file changed, 10 insertions(+)
commit 7725302a36c5f608360027e068f410f00f91bc90
Merge: fd13a3b 6c5bed3
Author: Luigi Ballabio <[email protected]>
Date: Mon, 28 Jun 2021 09:08:54 +0200
Merge pull request #389.
Exposing MC Digital pricer to SWIG
commit 6c5bed3dbe680ad4b1fedcdd1c7729443f2b578f
Author: jackgillett101 <[email protected]>
Date: Sun, 27 Jun 2021 09:56:37 +0800
Exposing MC Digital pricer to SWIG
SWIG/options.i | 72 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 72 insertions(+)
commit fd13a3ba81404c45f545094c7172fe6011307aba
Author: Luigi Ballabio <[email protected]>
Date: Fri, 4 Jun 2021 12:25:42 +0200
Prevent setuptools warning, remove some cruft from setup.py
Python/setup.py.in | 41 +++++++++--------------------------------
1 file changed, 9 insertions(+), 32 deletions(-)
commit 539da4b77fa4377be6b774170dd7d44761e3733b
Merge: adad93a 2113e08
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Jun 2021 16:26:34 +0200
Merge pull request #386.
Move Type enumeration to base Swap class
commit adad93a3edff5e5bb3a145e9ea9aad5fb132c192
Merge: 5bb5acc e5731d8
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Jun 2021 15:58:35 +0200
Merge pull request #384.
Update Python ISDA CDS example
commit e5731d822177794949231023919c19134e6bc279
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Jun 2021 15:21:08 +0200
Add more info to output
Python/examples/isda-engine.py | 11 ++++++++---
1 file changed, 8 insertions(+), 3 deletions(-)
commit a057790c9db04938754957f7fa2d51c2293b3ab1
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Jun 2021 15:16:44 +0200
Don't copy discount curve
Python/examples/isda-engine.py | 40 ++++++++++++++++++----------------------
1 file changed, 18 insertions(+), 22 deletions(-)
commit 748f73da68353f068ca2ce2f166d6ff5a573c239
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Jun 2021 14:34:30 +0200
Format output, add target value
Python/examples/isda-engine.py | 5 +++--
1 file changed, 3 insertions(+), 2 deletions(-)
commit 2113e08abe7d6a80a61c1b2e6a8bfc51ce7064e7
Author: Luigi Ballabio <[email protected]>
Date: Thu, 3 Jun 2021 12:33:23 +0200
Move Type enumeration to base Swap class
CSharp/examples/BermudanSwaption.cs | 8 ++---
Python/examples/bermudan-swaption.py | 2 +-
Python/examples/gaussian1d-models.py | 8 ++---
Python/examples/swap.py | 4 +--
Python/test/inflation.py | 2 +-
Python/test/swap.py | 6 ++--
Python/test/swaption.py | 6 ++--
Python/test/volatilities.py | 2 +-
SWIG/inflation.i | 11 +++---
SWIG/swap.i | 70 +++++++++++++++++-------------------
10 files changed, 56 insertions(+), 63 deletions(-)
commit 879f18f1ee4f5d45d28a952c00fa65266976ed6b
Author: francis <[email protected]>
Date: Tue, 1 Jun 2021 22:11:37 +0100
Push with correct email address for CLA.
Python/examples/isda-engine.py | 1 -
1 file changed, 1 deletion(-)
commit 0ec12c546a3cb7e5f8dabdfb5da315da7a6e640c
Author: francis <[email protected]>
Date: Tue, 1 Jun 2021 22:02:10 +0100
Markit values given to between 2 and 5 decimal places - change tol to 0.01.
Python/examples/isda-engine.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 33987223a0a54a0ed97cae60c513d7a6e3ea96ce
Author: francis <[email protected]>
Date: Tue, 1 Jun 2021 21:53:58 +0100
Use piecewise flat forward
- Improves the match between calculated and Markit upfront
- Gives the extrapolation behaviour specified in ISDA CDS model IBOR
Interest Rate Curve documentation between evaluation date and spot.
Python/examples/isda-engine.py | 15 ++++++++-------
1 file changed, 8 insertions(+), 7 deletions(-)
commit b9156431d6a638f7d673d0717fb62d5ac5b7ea44
Author: francis <[email protected]>
Date: Tue, 1 Jun 2021 21:05:25 +0100
Update ISDA CDS example to get closer to Markit values.
Python/examples/isda-engine.py | 29 +++++++++++++++++------------
1 file changed, 17 insertions(+), 12 deletions(-)
commit 5bb5acc987ea75fc2329fcef74bd9188a593dd04
Merge: 58fb65a fe7a76d
Author: Luigi Ballabio <[email protected]>
Date: Tue, 1 Jun 2021 17:29:41 +0200
Merge pull request #381.
Zero coupon swap
commit 58fb65a55a1df3cf62a237ec8841d17db904f44c
Merge: 3fddbb0 03630b1
Author: Luigi Ballabio <[email protected]>
Date: Tue, 1 Jun 2021 17:29:29 +0200
Merge pull request #383.
Export updated 30/360 enumeration and constructors
commit fe7a76df6699e9351b40202ea602ead431e01b4e
Author: Luigi Ballabio <[email protected]>
Date: Tue, 1 Jun 2021 16:57:42 +0200
Unset evaluation date in teardown
Python/test/ratehelpers.py | 3 +--
1 file changed, 1 insertion(+), 2 deletions(-)
commit 03630b1e0921049e6f3518dacb1a42eab935ce6e
Author: Luigi Ballabio <[email protected]>
Date: Mon, 31 May 2021 15:37:53 +0200
Update version requirement
SWIG/ql.i | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit ff41f4dcdd9351c789b6c4746f1d90f01c3ead24
Author: Luigi Ballabio <[email protected]>
Date: Sun, 30 May 2021 13:39:54 +0200
Export updated 30/360 enumeration and constructors
SWIG/daycounters.i | 7 +++++--
1 file changed, 5 insertions(+), 2 deletions(-)
commit fff7b2cd5a82dcb19007dc523fe8c1971d57cb0b
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 15:09:45 +0200
Reverted earlier change in ratehelpers.py
Python/test/ratehelpers.py | 4 ++++
1 file changed, 4 insertions(+)
commit dd28f924697c4ea197ab9c621a5cbd61af06b86f
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:31:23 +0200
Removed trailing whitespace to fix Codacy error.
Python/test/swap.py | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 3fddbb022af17fe6b0dd26253c100c9faf60b39e
Merge: ad9eddf 8621ed5
Author: Luigi Ballabio <[email protected]>
Date: Mon, 31 May 2021 11:29:00 +0200
Merge pull request #380.
added AnalyticHestonHullWhiteEngine and AnalyticH1HWEngine
commit 8da55e85bdacf6a7a6e5caf8327162703e112312
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:22:22 +0200
No need to set discounting engine when inspecting legs.
Python/test/swap.py | 1 -
1 file changed, 1 deletion(-)
commit 2c77ae48454147438e3624408dc00cace228acc2
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:18:14 +0200
Renamed test methods.
Python/test/swap.py | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit eb76563455ab14cff7004062cab548c0f2653aba
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:14:19 +0200
Corrected indentation.
Python/test/ratehelpers.py | 11 +++++------
1 file changed, 5 insertions(+), 6 deletions(-)
commit 976ea5c70b2231d11583da8387a351cbd52d354e
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:13:18 +0200
Corrected indentation.
Python/test/ratehelpers.py | 13 +++++++------
1 file changed, 7 insertions(+), 6 deletions(-)
commit 2be0ac7eedb681ab3ff44777477cbebddf1e1fca
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:12:45 +0200
Corrected indentation.
Python/test/ratehelpers.py | 1 +
1 file changed, 1 insertion(+)
commit 0407ff2681d805fde92954164e696cad9b1caf1a
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:11:19 +0200
Removed unneccessary tear down function.
Python/test/ratehelpers.py | 8 +-------
1 file changed, 1 insertion(+), 7 deletions(-)
commit 3bcae5926468c6b4787f5fcbdf5236b3b9c963dc
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 11:09:17 +0200
Added unit tests for zero coupon swaps in Python.
Python/test/QuantLibTestSuite.py | 2 +
Python/test/swap.py | 143 +++++++++++++++++++++++++++++++++++++++
2 files changed, 145 insertions(+)
commit 9dbedbca1dd987e4d77eda53fa303f238e78c565
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 10:39:11 +0200
Fixed failing xccy swap rate helper tests.
Python/test/ratehelpers.py | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
commit ad9eddfbfb63462df7959b452d2c559ce67595c7
Author: Luigi Ballabio <[email protected]>
Date: Mon, 31 May 2021 10:15:01 +0200
Fix evaluation date in test
Python/test/ratehelpers.py | 2 ++
1 file changed, 2 insertions(+)
commit 7a05ce48e0331057d191d56b5a85b3a04b8f6791
Author: Marcin Rybacki <[email protected]>
Date: Mon, 31 May 2021 09:42:16 +0200
Updated ZCS interface.
SWIG/swap.i | 23 ++++++++++++-----------
1 file changed, 12 insertions(+), 11 deletions(-)
commit 8621ed5e3e3d127d614f08860a9ac2459a13d325
Author: klausspanderen <[email protected]>
Date: Sun, 30 May 2021 13:14:00 +0200
added AnalyticHestonHullWhiteEngine and AnalyticH1HWEngine
Python/test/options.py | 43 +++++++++++++++++++++++++++++++++++++++++++
SWIG/options.i | 37 +++++++++++++++++++++++++++++++++++++
2 files changed, 80 insertions(+)
commit ba170162cda4967b9ae95c3671ff980173490699
Author: Luigi Ballabio <[email protected]>
Date: Wed, 26 May 2021 14:46:48 +0200
Removed empty file
SWIG/callability.i | 0
1 file changed, 0 insertions(+), 0 deletions(-)
commit 22dbb05e949b6931874ba3b8e51ac7cec148ef18
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date: Wed, 19 May 2021 20:18:11 +0000
Update copyright list in license
LICENSE.TXT | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 61ae9973d662d0bdae4d7df3cc689f3f3bc95a8a
Merge: 1531adb 6d984be
Author: Luigi Ballabio <[email protected]>
Date: Wed, 19 May 2021 22:17:51 +0200
Merge pull request #378.
added SWIG interface definition for FdHestonHullWhiteVanillaEngine
commit 6d984be5e56246943b54e0a98e843e4dd0eef96c
Author: Klaus Spanderen <[email protected]>
Date: Wed, 19 May 2021 21:13:44 +0200
Update options.py
Python/test/options.py | 9 ++++-----
1 file changed, 4 insertions(+), 5 deletions(-)
commit ba02bba2fed152743abc11cb9bb01fec083ea692
Author: Klaus Spanderen <[email protected]>
Date: Wed, 19 May 2021 21:08:30 +0200
.
Python/test/options.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit b3be123e102c71117212fcd907e8dafc43e18683
Author: Klaus Spanderen <[email protected]>
Date: Wed, 19 May 2021 21:03:43 +0200
.
Python/test/options.py | 12 ++++++------
1 file changed, 6 insertions(+), 6 deletions(-)
commit 3eeab8c3de20fc3333647c583f8b78d23b8ba747
Author: klausspanderen <[email protected]>
Date: Wed, 19 May 2021 19:02:00 +0200
.
Python/test/options.py | 14 +++++++-------
1 file changed, 7 insertions(+), 7 deletions(-)
commit df8aefed251decaf0d4a8efed4ba869f2de75d82
Author: klausspanderen <[email protected]>
Date: Wed, 19 May 2021 17:23:37 +0200
.
Python/test/options.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit fdba4a73da98bc4eb93c2875eea1c5cf998ce9a1
Author: klausspanderen <[email protected]>
Date: Wed, 19 May 2021 17:17:10 +0200
removed trailing whitespaces
Python/test/options.py | 10 +++++-----
1 file changed, 5 insertions(+), 5 deletions(-)
commit 350c16e5eb26af3a875afb7bf037d60491374c95
Author: klausspanderen <[email protected]>
Date: Wed, 19 May 2021 17:04:41 +0200
added FdHestonHullWhiteVanillaEngine
Python/test/QuantLibTestSuite.py | 3 ++
Python/test/options.py | 70 ++++++++++++++++++++++++++++++++++++++++
SWIG/options.i | 25 +++++++++++++-
3 files changed, 97 insertions(+), 1 deletion(-)
commit 548640882c21cfc0ff8195d116dab89fbc2373b7
Author: Marcin Rybacki <[email protected]>
Date: Sat, 1 May 2021 12:02:04 +0200
Exposed zero coupon swap.
SWIG/swap.i | 42 ++++++++++++++++++++++++++++++++++++++++++
1 file changed, 42 insertions(+)
commit 1531adb2e6099a25bfa21d595a9c99614481dc26
Author: Luigi Ballabio <[email protected]>
Date: Wed, 28 Apr 2021 23:06:51 +0200
Replace stale application with action.
.github/stale.yml | 28 ----------------------------
.github/workflows/stale.yml | 22 ++++++++++++++++++++++
2 files changed, 22 insertions(+), 28 deletions(-)
commit 7abac62412be6ac84efc430b2a16aa90b4aafbea
Merge: e6d82fe e803ec1
Author: Luigi Ballabio <[email protected]>
Date: Fri, 23 Apr 2021 08:31:28 +0200
Merge pull request #372.
A few minor updates to coupons
commit e803ec13c21ad4588e530ec2fe41bdf6f4e1f0ea
Author: Marcin Rybacki <[email protected]>
Date: Thu, 22 Apr 2021 23:27:37 +0200
Implemented feedback.
Python/test/coupons.py | 60 +++++++++++---------------------------------------
SWIG/cashflows.i | 2 +-
2 files changed, 14 insertions(+), 48 deletions(-)
commit d848dc3a6bdb5b63b173004088a72b1329ffb9bc
Author: Marcin Rybacki <[email protected]>
Date: Thu, 22 Apr 2021 14:30:42 +0200
Removed whitespaces to fix codacy error.
Python/test/coupons.py | 14 +++++++-------
1 file changed, 7 insertions(+), 7 deletions(-)
commit 0c840e34074a3cf9bd70aaa702b747b4d6fd71a1
Author: Marcin Rybacki <[email protected]>
Date: Thu, 22 Apr 2021 14:21:46 +0200
Incorporated feedback.
Python/test/assetswap.py | 100 +++++------------------------------------------
Python/test/coupons.py | 49 +++++++++++++++++++----
SWIG/cashflows.i | 42 ++++++++++----------
3 files changed, 72 insertions(+), 119 deletions(-)
commit e6d82febf97410d07b328d6b9cd71ed2b8ee8315
Author: Luigi Ballabio <[email protected]>
Date: Sat, 17 Apr 2021 10:11:10 +0200
Avoid warnings from latest autotools
acinclude.m4 | 7 ++++---
configure.ac | 20 ++++++++++----------
2 files changed, 14 insertions(+), 13 deletions(-)
commit 63a27cc519a57132ab456d15a3f9acaad0f0161b
Author: Luigi Ballabio <[email protected]>
Date: Fri, 16 Apr 2021 18:09:59 +0200
Remove slower tests already covered in C++
Python/test/QuantLibTestSuite.py | 3 -
Python/test/date.py | 6 +-
Python/test/gjrgarch.py | 294 ---------------------------------------
Python/test/slv.py | 95 -------------
Python/test/swaption.py | 102 --------------
SWIG/options.i | 1 +
SWIG/stochasticprocess.i | 1 +
7 files changed, 6 insertions(+), 496 deletions(-)
commit f91a2805ec3e18f4845fb8c85e0af4c6ba6c3931
Author: Luigi Ballabio <[email protected]>
Date: Fri, 16 Apr 2021 17:14:51 +0200
Prevent setuptools warning, remove some cruft from setup.py
Python/Makefile.am | 2 +-
Python/setup.py | 41 +++++++++--------------------------------
2 files changed, 10 insertions(+), 33 deletions(-)
commit 6bfc6d86917d71fdcf5ddd419ae020624eae58ca
Merge: 7eafccd f3085f8
Author: Luigi Ballabio <[email protected]>
Date: Fri, 16 Apr 2021 00:01:59 +0200
Merge pull request #373.
Avoid deprecated features removed from the C++ library
commit f3085f8a3cd64cda427ffbd92e40c4e42ea4d175
Author: Luigi Ballabio <[email protected]>
Date: Thu, 15 Apr 2021 18:39:24 +0200
Avoid deprecated features removed from the C++ library
SWIG/defaultprobability.i | 12 +++++-------
SWIG/piecewiseyieldcurve.i | 6 ++----
SWIG/ratehelpers.i | 6 +++---
3 files changed, 10 insertions(+), 14 deletions(-)
commit 7eafccd5fd716d1be538f6736d2c1cf3aedfef57
Author: Luigi Ballabio <[email protected]>
Date: Thu, 15 Apr 2021 16:39:50 +0200
Don't run failing workflows on tags
.github/workflows/copyrights.yml | 4 +++-
.github/workflows/misspell.yml | 4 +++-
.github/workflows/namespaces.yml | 4 +++-
3 files changed, 9 insertions(+), 3 deletions(-)
commit abb2edf113e031e1a398c3ffd58c84a7a9f3887f
Author: Luigi Ballabio <[email protected]>
Date: Thu, 15 Apr 2021 16:27:56 +0200
Set version to 1.23-dev
Python/setup.py | 2 +-
R/DESCRIPTION | 2 +-
configure.ac | 2 +-
3 files changed, 3 insertions(+), 3 deletions(-)
commit c8d6f4691d579ffa7841da2949c75a920a0a5ee2
Author: Marcin Rybacki <[email protected]>
Date: Tue, 13 Apr 2021 12:26:25 +0200
Fixed codacy issues.
Python/test/QuantLibTestSuite.py | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
commit 18c4e4a18419da24168ef1b534fd580a22729660
Author: Marcin Rybacki <[email protected]>
Date: Tue, 13 Apr 2021 12:05:31 +0200
Added unit tests for exposed properties of sub-periods coupon
Python/test/coupons.py | 68 ++++++++++++++++++++++++++++++++++++++++++++------
1 file changed, 61 insertions(+), 7 deletions(-)
commit c84c6e629e6febea9cb66f8eff4f0965db7745f8
Author: Marcin Rybacki <[email protected]>
Date: Tue, 13 Apr 2021 11:43:52 +0200
Added payment lag unit tests.
Python/test/coupons.py | 64 ++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 64 insertions(+)
commit 88c02c27cac0061c795d602ae91edef45a052903
Author: Marcin Rybacki <[email protected]>
Date: Mon, 12 Apr 2021 19:09:27 +0200
Added unit test classes for coupon legs.
Python/test/QuantLibTestSuite.py | 9 +++-
Python/test/{subperiodscoupon.py => coupons.py} | 61 +++++++++++++++++++++++--
2 files changed, 64 insertions(+), 6 deletions(-)
commit a7e2a3835565de119a259450bd380a20ff130580
Author: Marcin Rybacki <[email protected]>
Date: Mon, 12 Apr 2021 17:39:57 +0200
Fixed unit tests.
Python/test/assetswap.py | 100 ++++++++++++++++++++++++++++++++++++++++++-----
1 file changed, 90 insertions(+), 10 deletions(-)
commit bb2fed09b99256fe73bcb89aeb0bdb3b82154dbc
Author: Marcin Rybacki <[email protected]>
Date: Mon, 12 Apr 2021 17:10:31 +0200
Added payment lag and calendar to legs constructors.
SWIG/cashflows.i | 18 ++++++++++++++++++
1 file changed, 18 insertions(+)
commit 888dd56baf801b3dea3e1d6549ea3318efc8d79f
Author: Marcin Rybacki <[email protected]>
Date: Mon, 12 Apr 2021 16:48:58 +0200
Exposed properties of SubPeriodsCoupon.
SWIG/cashflows.i | 4 ++++
1 file changed, 4 insertions(+)