From da877262768b6a25b65aa29db14cb4aaef71df29 Mon Sep 17 00:00:00 2001 From: Ferdinando Ametrano Date: Tue, 20 Apr 2010 18:07:37 +0000 Subject: [PATCH] merged branches/R01000x-branch into trunk, respecting ancestry --- ChangeLog.txt | 135 ++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 135 insertions(+) diff --git a/ChangeLog.txt b/ChangeLog.txt index c883eba126d..99ad4b3c7d6 100644 --- a/ChangeLog.txt +++ b/ChangeLog.txt @@ -1,3 +1,138 @@ +2010-04-16 13:27 Luigi Ballabio + + * [r17251] ql/Makefile.am, ql/quantlib.hpp: + + Amendment of revision 17249: fixed name of newly-added file in + Makefile. + +2010-04-16 12:24 Luigi Ballabio + + * [r17250] Contributors.txt, News.txt, QuantLib.dev, + QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, QuantLib_vc9.vcproj, + ql/Makefile.am, ql/config.sun.hpp, ql/instruments/makecapfloor.cpp, + ql/instruments/makeyoyinflationcapfloor.cpp, ql/qldefines.hpp, + ql/termstructures/inflation/seasonality.cpp: + + Bug fix: QuantLib now compiles with Sun Studio on Solaris. + + Unlike gcc and VC++, Sun Studio does not make math functions + available + in the global namespace when including the header. Now we + added + a few using directives for them, thus reproducing the other + compilers' + bad behavior. Not extremely clean, but it sure beats hunting the + sources + for all instances of unqualified math functions before each release. + + Other minor fixes include reordering a couple of expressions so that + they're more palatable to Sun Studio (for which v.end(), where v is + a std::vector, is not an lvalue) and adding the std:: qualification + to a function call. + + Thanks to Norbert Irmer for the report and for testing the changes. + +2010-04-16 12:24 Luigi Ballabio + + * [r17249] QuantLib.dev, QuantLib_vc7.vcproj, QuantLib_vc8.vcproj, + QuantLib_vc9.vcproj, acinclude.m4, configure.ac, ql/Makefile.am, + ql/config.ansi.hpp, ql/config.mingw.hpp, ql/config.msvc.hpp, + ql/mathconstants.hpp, ql/qldefines.hpp, ql/quantlib.hpp: + + Update: unified treatment of missing math constants. + + Previously, the presence of needed constants such as M_PI was + checked + in ./configure as well as in several compiler-specific configuration + files (sometimes without even including the header first.) + It is now checked in a single header file. + +2010-04-16 12:21 Luigi Ballabio + + * [r17248] ql/instruments/forwardvanillaoption.hpp, + ql/pricingengines/forward/forwardengine.hpp: + + Bug fix: moved method definition to correct header file. + + Although ForwardOptionArguments was declared in the header + forwardvanillaoption.hpp, its validate method was defined in + forwardengine.hpp. The definition is now in the correct file. + Thanks to Norbert Irmer for the bug report. + +2010-04-16 12:20 Luigi Ballabio + + * [r17247] ql/experimental/credit/defaultevent.cpp, + ql/experimental/finitedifferences/fdmhestonhullwhitesolver.cpp, + ql/experimental/finitedifferences/fdmhestonsolver.cpp: + + Bug fix: corrected wrong constructor signatures in cpp files. + + A few constructors were declared as taking doubles and defined as + taking const doubles. Strangely enough, neither gcc nor VC++ had + anything to say about that. + Thanks to Norbert Irmer for the bug report. + +2010-04-13 08:50 Luigi Ballabio + + * [r17244] Contributors.txt, News.txt, + ql/cashflows/conundrumpricer.cpp, ql/cashflows/couponpricer.cpp, + ql/cashflows/inflationcouponpricer.cpp, + ql/cashflows/rangeaccrual.cpp, + ql/experimental/coupons/subperiodcoupons.cpp, + test-suite/cashflows.cpp, test-suite/cashflows.hpp: + + Bug fix: checked dynamic_cast result to preven access violation. + + Regression test added. + Thanks to Francesco Perissin for the bug report. + +2010-04-09 16:07 Luigi Ballabio + + * [r17242] test-suite/creditdefaultswap.cpp: + + Test fix: ensure that today's date is a business day. + + Thanks to Gary Kennedy for reporting the issue. + +2010-04-09 13:19 Luigi Ballabio + + * [r17241] News.txt, + ql/termstructures/credit/defaultprobabilityhelpers.cpp, + test-suite/defaultprobabilitycurves.cpp: + + Bug fix: properly account for protection-start date. + + Previously, the protection-start date was taken into account when + calculating the CDS coupon schedule, but not when calculating its + value (a few days of protection could be lost.) + +2010-04-09 13:17 Luigi Ballabio + + * [r17240] ql/instruments/creditdefaultswap.cpp: + + Bug fix: comparison between protection start and accrual start was + incorrect. + +2010-04-09 13:15 Luigi Ballabio + + * [r17239] test-suite/defaultprobabilitycurves.cpp: + + Test fix: correct schedule calculation for the repriced CDS. + + Thanks to Kevin Kim for reporting the issue. + +2010-04-07 13:12 Luigi Ballabio + + * [r17238] Announce.txt, configure.ac, ql/version.hpp: + + Increased version number to 1.0.1. + +2010-04-07 08:02 Luigi Ballabio + + * [r17237] ChangeLog.txt, News.txt: + + Updated ChangeLog and News. + 2010-04-06 13:38 Luigi Ballabio * [r17236] ql/patterns/singleton.hpp: