commit 98bae5a726ad87113aceb815d180bda65b71beed
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 22 Jul 2023 22:41:59 +0200

    Set version to 1.31.1

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

commit e00d91410e9b7de58cb3698250f44170c89c2b04
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 22 Jul 2023 22:24:51 +0200

    Update news

 Docs/pages/history.docs |   9 +-
 News.md                 | 231 ++----------------------------------------------
 2 files changed, 15 insertions(+), 225 deletions(-)

commit db507bff47da33842abea9646996f72eadabd9ce
Merge: 38551644c 4eda1bb8b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 22 Jul 2023 21:10:43 +0200

    Avoid possible segfault when bootstrapping over OIS rates (#1738)

commit 4eda1bb8b8dadcb7eba018844b31a59060b16b4b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 22 Jul 2023 17:13:20 +0200

    Fix possible circular notification

 ql/termstructures/yield/oisratehelper.cpp | 8 ++++++++
 1 file changed, 8 insertions(+)

commit bb355ea1cb78fd7a73ef08710192bc96b7a7980e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 22 Jul 2023 17:13:03 +0200

    Update test

 test-suite/overnightindexedswap.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 9fbffc09b1e416b0c863605dc6872788cda1f429
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 22 Jul 2023 12:46:32 +0200

    Add regression test case

 test-suite/overnightindexedswap.cpp | 24 ++++++++++++++++++++----
 test-suite/overnightindexedswap.hpp |  1 +
 2 files changed, 21 insertions(+), 4 deletions(-)

commit 38551644cb8b9b6b794f443225e522296ce08331
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 17 Jul 2023 10:30:14 +0200

    Update changelog

 ChangeLog.txt | 71 ++++++++++++++++++++++++++++++++++++++++++++++++++++++-----
 1 file changed, 66 insertions(+), 5 deletions(-)

commit 62661ecb9fa15ac98d9e9c37de87bba825d0247c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.31 final.

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

commit 2a020a2296b84d7070ee19222571b7ee9aca9ddc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Jul 2023 17:40:23 +0200

    Avoid overloading processors in AppVeyor builds
    
    Projects already compile C++ files in parallel.
    At times, building examples in parallel seems to overwhelm the
    agent when linking.

 .appveyor.yml | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a32a18f191c53f70a9f3add413e75250f27f8120
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Jul 2023 17:16:31 +0200

    Update news

 Docs/pages/history.docs | 5 +++--
 News.md                 | 6 +++---
 2 files changed, 6 insertions(+), 5 deletions(-)

commit 73bde3c8d379166debc2451f294843a4d4c4e4ee
Merge: 5f5e5e87e 5a82d825d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 13 Jul 2023 17:11:02 +0200

    Initialise a vector of bool in a way which does not make GCC 13.1 irrationally upset (#1733)

commit 5a82d825d5f29c15492095c716db9eac10989e37
Author: Tom Anderson <twic@urchin.earth.li>
Date:   Thu, 13 Jul 2023 14:12:35 +0100

    Initialise a vector of bool in a way which does not make GCC 13.1 irrationally upset

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

commit 5f5e5e87e62d60e402aacd598c183cd87c425961
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Jul 2023 15:56:02 +0200

    Set version to 1.31rc2

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

commit 80d351a118d4bb57fc34effc3ffd46a85729bebf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Jul 2023 11:24:27 +0200

    Update news and changelog

 ChangeLog.txt           | 144 ++++++++++++++++++++++++++++++++++++++++++++++++
 Docs/pages/history.docs |  40 +++++++++-----
 News.md                 |  41 +++++++++-----
 3 files changed, 199 insertions(+), 26 deletions(-)

commit d8fbe2889533c781effadc1876352af284671fe2
Merge: e964a67c4 cea11f68f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Jul 2023 15:32:30 +0200

    Register instruments with evaluation date (#1729)

commit cea11f68f706bdb142ea6be9c2c09348e2a1714e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Jul 2023 09:41:18 +0200

    Register instruments with evaluation date

 QuantLib.vcxproj         |  1 +
 QuantLib.vcxproj.filters |  1 +
 ql/CMakeLists.txt        |  1 +
 ql/Makefile.am           |  1 +
 ql/instrument.cpp        | 49 ++++++++++++++++++++++++++++++++++++++++++++++++
 ql/instrument.hpp        | 17 -----------------
 6 files changed, 53 insertions(+), 17 deletions(-)

commit e964a67c40079889df18d6ddf676f5b47a2e4331
Merge: 343ee92a3 7362bcca0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 12 Jul 2023 09:39:32 +0200

    Break ring of shared_ptr<Stock> dependencies (#1727)

commit 7362bcca0124d87bdeccb6bd42c5af46c27a2766
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Wed, 12 Jul 2023 01:36:46 +0200

    Removed fixed leak

 .lsan.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 32a48ae6f6dbeb5b68953c0594b9a20910fa1f00
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Tue, 11 Jul 2023 21:27:16 +0200

    Break ring of shared_ptr<Stock>

 test-suite/lazyobject.cpp | 5 +++++
 1 file changed, 5 insertions(+)

commit 343ee92a37f3ec405792c562949eed3200123e9e
Merge: fb7d713e2 42f30b5cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 11 Jul 2023 11:27:17 +0200

    Add compile-time and run-time switch for `LazyObject` notifications (#1724)

commit 42f30b5cb83125f512dcf821a2d0a08cb72f2a71
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jul 2023 19:01:49 +0200

    Move settings to inner class
    
    Renamed to Default to avoid ambiguity with the top-level Settings
    in the scope of derived classes.

 ql/patterns/lazyobject.hpp | 16 +++++++++-------
 test-suite/lazyobject.cpp  | 16 ++++++++--------
 2 files changed, 17 insertions(+), 15 deletions(-)

commit c06444e782124b6e9ea12fd9e98225a9ca78a6f9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jul 2023 12:31:59 +0200

    Add compile-time switch

 .github/workflows/linux-full-tests.yml |  2 +-
 .github/workflows/linux-nondefault.yml |  2 +-
 .github/workflows/linux.yml            |  2 +-
 .github/workflows/macos-nondefault.yml |  2 +-
 CMakeLists.txt                         |  1 +
 CMakePresets.json                      |  2 ++
 Docs/pages/config.docs                 | 12 ++++++++++++
 configure.ac                           | 24 ++++++++++++++++++++++++
 ql/config.hpp.cfg                      |  1 +
 ql/patterns/lazyobject.hpp             |  4 ++++
 ql/userconfig.hpp                      |  7 +++++++
 11 files changed, 55 insertions(+), 4 deletions(-)

commit cd6fd124ecba3cdd3d7a1375da3378fc97394d90
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jul 2023 12:10:39 +0200

    Restore previous default

 ql/instruments/compositeinstrument.cpp |  9 +++++++++
 ql/instruments/floatfloatswaption.cpp  |  9 +++++++++
 ql/instruments/nonstandardswaption.cpp | 10 ++++++++++
 ql/instruments/swaption.cpp            |  9 +++++++++
 ql/patterns/lazyobject.hpp             | 18 +++++++++++++-----
 test-suite/lazyobject.cpp              |  4 ++++
 6 files changed, 54 insertions(+), 5 deletions(-)

commit fe20798efa87014ea7584564208b0d3c094cf5cb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 10 Jul 2023 11:11:30 +0200

    Add back run-time settings for LazyObject

 ql/patterns/lazyobject.hpp | 48 +++++++++++++++++++++++----
 test-suite/lazyobject.cpp  | 81 +++++++++++++++++++++++++++++++++++++++++++---
 test-suite/lazyobject.hpp  |  2 ++
 3 files changed, 120 insertions(+), 11 deletions(-)

commit fb7d713e27d4ed6b28dd234f4d3ec0dee1b49d9a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Apr 2021 11:28:16 +0200

    Set version to 1.31 rc

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

commit 956ed6cdba813a8747e79433382be498b4bf95d0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Jul 2023 17:30:53 +0200

    Update news and changelog

 ChangeLog.txt           | 3869 +++++++++++++++++++++++++----------------------
 Contributors.txt        |    6 +
 Docs/pages/history.docs |  143 +-
 News.md                 |  267 ++--
 4 files changed, 2393 insertions(+), 1892 deletions(-)

commit 0476dae92bec1db800c735ceef405945ec22fddd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Jul 2023 12:26:52 +0200

    Cosmetic fixes to test messages

 test-suite/daycounters.cpp | 2 +-
 test-suite/schedule.cpp    | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit d379ffafe7bf4ec6482af9918210b7ad16ceccb7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Jul 2023 11:17:08 +0200

    Include main definitions

 ql/utilities/null_deleter.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit ca0c6d094df746e28d148655c3c2e941d2234700
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 2 Jul 2023 02:56:10 +0000

    Automated fixes by clang-tidy

 ql/termstructures/yield/oisratehelper.cpp |  5 ++---
 ql/termstructures/yield/oisratehelper.hpp | 31 +++++++++++++++----------------
 2 files changed, 17 insertions(+), 19 deletions(-)

commit 88395b10b0b69f11fbebf314b07314f84d3ac5d2
Merge: cda594b59 e1a4eea04
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Jun 2023 15:43:06 +0200

    Add separate calendar for SOFR fixing dates (#1721)

commit e1a4eea04cdb5f4215d08c59db6e3c09bda04ff8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Jun 2023 12:15:37 +0200

    Remove obsolete, commented-out declarations

 test-suite/calendars.cpp | 2 --
 test-suite/calendars.hpp | 2 --
 2 files changed, 4 deletions(-)

commit eeffcd7aad63eae6c89dab032e954e2678a25c7a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Jun 2023 12:13:12 +0200

    Add SOFR-specific calendar
    
    Some days (so far, we know about Good Friday 2023) are not holidays
    for SIFMA but SOFR doesn't fix anyway.

 ql/indexes/ibor/sofr.cpp           |  2 +-
 ql/time/calendars/unitedstates.cpp | 34 ++++++++++++++++++++--------------
 ql/time/calendars/unitedstates.hpp | 10 ++++++++--
 test-suite/calendars.cpp           | 18 ++++++++++++++++++
 test-suite/calendars.hpp           |  1 +
 5 files changed, 48 insertions(+), 17 deletions(-)

commit cda594b5935c04e7cb39169a9b5cd70502e5a566
Merge: 55b35f4d5 6dfc56b34
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 30 Jun 2023 11:26:18 +0200

    Don't normalize days to weeks in interest-rate index (#1720)

commit 6dfc56b34bec5eb51a059744fe72e3b3c6945589
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 29 Jun 2023 15:53:36 +0200

    Don't normalize days to weeks in interest-rate index

 ql/indexes/interestrateindex.cpp |  4 +++-
 test-suite/indexes.cpp           | 31 +++++++++++++++++++++++++++++++
 test-suite/indexes.hpp           |  1 +
 3 files changed, 35 insertions(+), 1 deletion(-)

commit 55b35f4d5ac77fbfc749ef67781314f257485146
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 29 Jun 2023 08:05:49 +0200

    Remove experimental workflow
    
    It doesn't seem to work for the time being.  Reassess later.

 .github/workflows/permissions-advisor.yml | 26 --------------------------
 1 file changed, 26 deletions(-)

commit 46a4f212f060a1499647a4c0739c56818750d8cc
Merge: ce04ea3c5 84022c5b2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 28 Jun 2023 09:28:12 +0200

    Expose more parameters for DatedOISRateHelper (#1719)

commit ce04ea3c517c933d60ebe2457ef8ca387ad2cc65
Merge: 006634578 f6c604699
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 27 Jun 2023 12:31:37 +0200

    Add additional results for VV barrier engine (#1718)

commit 006634578de0c4b521f990053c4c437a51313bf1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 27 Jun 2023 10:46:24 +0200

    Add permissions advisor workflow

 .github/workflows/permissions-advisor.yml | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

commit f6c604699fcc484d209b62ef1ffb8b48db24ff45
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 27 Jun 2023 08:34:23 +0200

    Add additional results for VV barrier engine

 .../barrieroption/vannavolgabarrierengine.cpp      | 23 ++++++++++++----------
 1 file changed, 13 insertions(+), 10 deletions(-)

commit 84022c5b2944947b96f68086dea0f8007e660950
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Mon, 26 Jun 2023 19:09:36 -0400

    Expose more parameters for DatedOISRateHelper

 ql/termstructures/yield/oisratehelper.cpp | 21 +++++++++++++++++++--
 ql/termstructures/yield/oisratehelper.hpp |  9 ++++++++-
 2 files changed, 27 insertions(+), 3 deletions(-)

commit e06d6087171ca8d988114b25a40a44d96607e12e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Jun 2023 09:50:46 +0200

    Avoid clang-tidy warnings

 ql/patterns/lazyobject.hpp        | 2 +-
 ql/utilities/steppingiterator.hpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit e4bc0c4ae12ff485fc63ae79e9a30a4aab365b54
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Jun 2023 09:30:30 +0200

    Avoid triggering bug in clang-tidy

 ql/time/calendar.cpp | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

commit c74e4d17ca567ee2737d07f5abbd96f79bf695f3
Merge: 075bd2f38 1876ee1bc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 23 Jun 2023 12:59:16 +0200

    Restore settings after every test (#1713)

commit 1876ee1bce7c07980e7b092bb7ed3af1081c75ba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 23 Jun 2023 11:35:40 +0200

    Restrict flag change to scope

 test-suite/defaultprobabilitycurves.cpp | 125 +++++++++++++++++---------------
 1 file changed, 65 insertions(+), 60 deletions(-)

commit c95e7e4248a0656799ea82a2a9a1e70d208c45ab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 23 Jun 2023 11:30:44 +0200

    Move comment to relevant test case

 test-suite/defaultprobabilitycurves.cpp | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

commit b3a753bd9471e4e923fb79d2bb8a6b335ae7f624
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Wed, 21 Jun 2023 18:59:38 -0400

    Restore settings after every test
    
    Instead of adding SavedSettings into every test that changes settings,
    use it in quantlib_test_case so it applies to every test. This is cheap
    and makes writing tests easier.

 test-suite/americanoption.cpp                     | 32 -----------
 test-suite/andreasenhugevolatilityinterpl.cpp     | 16 ------
 test-suite/asianoptions.cpp                       |  6 --
 test-suite/assetswap.cpp                          |  3 -
 test-suite/barrieroption.cpp                      | 16 ------
 test-suite/batesmodel.cpp                         |  8 ---
 test-suite/bermudanswaption.cpp                   |  4 --
 test-suite/blackdeltacalculator.cpp               |  6 --
 test-suite/blackformula.cpp                       |  2 -
 test-suite/bondforward.cpp                        |  3 -
 test-suite/bonds.cpp                              |  8 ---
 test-suite/callablebonds.cpp                      |  3 -
 test-suite/capfloor.cpp                           |  4 --
 test-suite/capflooredcoupon.cpp                   |  3 -
 test-suite/cashflows.cpp                          |  4 --
 test-suite/catbonds.cpp                           |  3 -
 test-suite/cdo.cpp                                |  2 -
 test-suite/cdsoption.cpp                          |  2 -
 test-suite/cliquetoption.cpp                      |  4 --
 test-suite/cms.cpp                                |  3 -
 test-suite/cms_normal.cpp                         |  3 -
 test-suite/cmsspread.cpp                          |  1 -
 test-suite/compoundoption.cpp                     |  4 --
 test-suite/convertiblebonds.cpp                   |  5 --
 test-suite/creditdefaultswap.cpp                  | 18 ------
 test-suite/crosscurrencyratehelpers.cpp           |  2 -
 test-suite/curvestates.cpp                        |  3 -
 test-suite/defaultprobabilitycurves.cpp           |  6 +-
 test-suite/digitalcoupon.cpp                      |  3 -
 test-suite/digitaloption.cpp                      |  4 --
 test-suite/dividendoption.cpp                     | 28 ----------
 test-suite/doublebarrieroption.cpp                |  4 --
 test-suite/doublebinaryoption.cpp                 |  2 -
 test-suite/equitycashflow.cpp                     |  2 -
 test-suite/equityindex.cpp                        |  2 -
 test-suite/equitytotalreturnswap.cpp              |  2 -
 test-suite/europeanoption.cpp                     | 48 ----------------
 test-suite/extendedtrees.cpp                      | 14 -----
 test-suite/fdcev.cpp                              |  2 -
 test-suite/fdheston.cpp                           | 25 ---------
 test-suite/fdmlinearop.cpp                        | 14 -----
 test-suite/fdsabr.cpp                             | 10 ----
 test-suite/fittedbonddiscountcurve.cpp            |  2 -
 test-suite/forwardoption.cpp                      |  8 ---
 test-suite/gjrgarchmodel.cpp                      |  2 -
 test-suite/hestonmodel.cpp                        | 68 -----------------------
 test-suite/hestonslvmodel.cpp                     | 33 -----------
 test-suite/hybridhestonhullwhiteprocess.cpp       | 26 ---------
 test-suite/inflation.cpp                          | 24 --------
 test-suite/inflationcapfloor.cpp                  |  4 --
 test-suite/inflationcapflooredcoupon.cpp          |  4 --
 test-suite/inflationcpibond.cpp                   |  4 --
 test-suite/inflationcpicapfloor.cpp               |  4 --
 test-suite/inflationcpiswap.cpp                   |  4 --
 test-suite/inflationvolatility.cpp                |  4 --
 test-suite/instruments.cpp                        |  2 -
 test-suite/jumpdiffusion.cpp                      |  4 --
 test-suite/libormarketmodel.cpp                   |  8 ---
 test-suite/libormarketmodelprocess.cpp            |  6 --
 test-suite/linearleastsquaresregression.cpp       |  6 --
 test-suite/margrabeoption.cpp                     |  2 -
 test-suite/mclongstaffschwartzengine.cpp          |  4 --
 test-suite/normalclvmodel.cpp                     | 10 ----
 test-suite/nthorderderivativeop.cpp               |  4 --
 test-suite/nthtodefault.cpp                       |  4 --
 test-suite/observable.cpp                         |  3 -
 test-suite/optionletstripper.cpp                  |  3 -
 test-suite/overnightindexedcoupon.cpp             |  3 -
 test-suite/overnightindexedswap.cpp               |  5 --
 test-suite/pathgenerator.cpp                      |  4 --
 test-suite/piecewiseyieldcurve.cpp                | 14 -----
 test-suite/piecewisezerospreadedtermstructure.cpp |  3 -
 test-suite/quantooption.cpp                       | 20 -------
 test-suite/rangeaccrual.cpp                       |  3 -
 test-suite/riskneutraldensitycalculator.cpp       |  8 ---
 test-suite/settings.cpp                           |  2 -
 test-suite/shortratemodels.cpp                    |  9 ---
 test-suite/sofrfutures.cpp                        |  2 -
 test-suite/squarerootclvmodel.cpp                 |  6 --
 test-suite/subperiodcoupons.cpp                   |  2 -
 test-suite/swap.cpp                               |  3 -
 test-suite/swaption.cpp                           |  3 -
 test-suite/swaptionvolatilitycube.cpp             |  3 -
 test-suite/swaptionvolatilitymatrix.cpp           |  3 -
 test-suite/swingoption.cpp                        | 12 ----
 test-suite/termstructures.cpp                     |  4 --
 test-suite/ultimateforwardtermstructure.cpp       |  2 -
 test-suite/utilities.hpp                          |  8 +--
 test-suite/variancegamma.cpp                      |  4 --
 test-suite/vpp.cpp                                | 12 ----
 test-suite/zerocouponswap.cpp                     |  2 -
 91 files changed, 4 insertions(+), 710 deletions(-)

commit 075bd2f381e6d1684d32de613c540c5419a7a765
Merge: b1f41c379 0413833f3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 22 Jun 2023 11:51:28 +0200

    Simplify Calendar::businessDaysBetween (#1714)

commit 0413833f3215adeab4da51477b32897999f039ca
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Wed, 21 Jun 2023 22:01:37 -0400

    Simplify Calendar::businessDaysBetween
    
    Use only one loop and make fewer isBusinessDay() calls.

 ql/time/calendar.cpp | 47 +++++++++++++++--------------------------------
 1 file changed, 15 insertions(+), 32 deletions(-)

commit b1f41c3795608941d9247f0ae8686029e45c346a
Merge: 56d6d7d5e f00e18319
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Jun 2023 17:19:35 +0200

    Fix compile error on GCC 12 (#1712)

commit f00e18319c4d0df71c28f4a662474c4cc73876aa
Author: Binrui Dong <brett.browning.dong@gmail.com>
Date:   Wed, 21 Jun 2023 21:19:20 +0800

    Fix compile error on GCC 12

 ql/currencies/exchangeratemanager.cpp              | 1 +
 ql/experimental/credit/basket.cpp                  | 1 +
 ql/termstructures/volatility/smilesectionutils.cpp | 1 +
 3 files changed, 3 insertions(+)

commit 56d6d7d5e72ae82b76bf5196b9f2dced42ee983a
Merge: c6a0ed3a5 ad8eb17e5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 21 Jun 2023 10:04:23 +0200

    Add test cases for South Korea calendar (#1711)

commit ad8eb17e5e17698038966c97801b617565946ccb
Author: jonghee.lee <jonghee.lee@miraeasset.com>
Date:   Wed, 21 Jun 2023 14:11:27 +0900

    insert empty line

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

commit 07903b09a57d66450ce1a36d0c74b23a889d924c
Author: jonghee.lee <jonghee.lee@miraeasset.com>
Date:   Wed, 21 Jun 2023 14:06:41 +0900

    edit holiday and substitute holiday

 ql/time/calendars/southkorea.cpp |   20 +-
 ql/time/calendars/southkorea.hpp |    2 +-
 test-suite/calendars.cpp         | 1326 +++++++++++++++++++++++++++++++++++++-
 3 files changed, 1328 insertions(+), 20 deletions(-)

commit c6a0ed3a525e2eec7f83e8616a567cd8fe8484c3
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 20 Jun 2023 20:46:50 +0000

    Update copyright list in license

 LICENSE.TXT | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 97f7a2b1287feaf940d65456bc4cf3bdd41a0fce
Merge: a0f48a8ad 7c1e0143d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Jun 2023 22:46:17 +0200

    Add rules for substitute holidays to South Korea calendar (#1707)

commit a0f48a8adfefca2a72ad93056d36fc7608e26642
Merge: da0d08671 b9aa0661e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Jun 2023 21:44:08 +0200

    Add DESTR, SWESTR OIS indices (#1709)

commit da0d086712fbd8c09cfa6912a8b5dc37c8777e90
Merge: f97f185c9 81a30b64a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Jun 2023 20:47:57 +0200

    Add Hong Kong Securities Market Holidays in 2024 (#1708)

commit f97f185c9105d336660605d86355796b4624d6b7
Merge: 0bc1e5e3b af6fe9745
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Jun 2023 19:19:52 +0200

    Update dates correctly in upfront CDS helper when evaluation date changes (#1704)

commit b9aa0661ed60d22a2277387133c9315f7303cf01
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 20 Jun 2023 17:44:36 +0200

    Add missing imports destr.hpp/swestr.hpp

 ql/indexes/ibor/destr.hpp  | 2 ++
 ql/indexes/ibor/swestr.hpp | 2 ++
 2 files changed, 4 insertions(+)

commit 7c1e0143d21b8af1af7f29beb6a5557c92582a32
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Jun 2023 17:37:34 +0200

    Associate substitute rules with original ones

 ql/time/calendars/southkorea.cpp | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

commit fe5043bd128cc63b31b463383f5fd09df0ac2ba9
Author: jonghee <nistick21@gmail.com>
Date:   Wed, 21 Jun 2023 00:12:52 +0900

    make space

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

commit a801eb05dbd1fb9eff15f0ff952ba8c4c142fc33
Author: jonghee <nistick21@gmail.com>
Date:   Wed, 21 Jun 2023 00:11:23 +0900

    set year limit to 2053

 ql/time/calendars/southkorea.cpp | 1 +
 ql/time/calendars/southkorea.hpp | 2 +-
 2 files changed, 2 insertions(+), 1 deletion(-)

commit cecfba0c659cdff40c0c6aedecd2e1fa9e361ff8
Author: jonghee <nistick21@gmail.com>
Date:   Wed, 21 Jun 2023 00:05:58 +0900

    remove some codes

 ql/time/calendars/southkorea.cpp | 9 ---------
 1 file changed, 9 deletions(-)

commit b22d7c9e85dc5c730ccc87954c3010f3c2822aa9
Author: jonghee <nistick21@gmail.com>
Date:   Tue, 20 Jun 2023 23:59:44 +0900

    apply comments

 ql/time/calendars/southkorea.cpp | 15 ++++++++-------
 ql/time/calendars/southkorea.hpp |  5 +++--
 2 files changed, 11 insertions(+), 9 deletions(-)

commit af6fe9745d9f8481c35f8872c47d3938f7e7cb15
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Jun 2023 16:58:55 +0200

    Reorder data member initialization, rename method

 ql/termstructures/credit/defaultprobabilityhelpers.cpp | 16 +++++++---------
 ql/termstructures/credit/defaultprobabilityhelpers.hpp |  2 +-
 2 files changed, 8 insertions(+), 10 deletions(-)

commit 81a30b64afeca340d41c0e25a3afefd19a4cb8ce
Author: Binrui Dong <brett.browning.dong@gmail.com>
Date:   Tue, 20 Jun 2023 22:30:43 +0800

    Add Hong Kong Securities Market Holidays in 2024

 ql/time/calendars/hongkong.cpp | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

commit df11f6d4bb73969dded5b097c19a3ed55988691e
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 20 Jun 2023 15:51:31 +0200

    Add DESTR, SWESTR OIS indices

 QuantLib.vcxproj            |  2 ++
 QuantLib.vcxproj.filters    |  6 ++++++
 ql/CMakeLists.txt           |  2 ++
 ql/indexes/ibor/Makefile.am |  2 ++
 ql/indexes/ibor/all.hpp     |  2 ++
 ql/indexes/ibor/destr.hpp   | 41 +++++++++++++++++++++++++++++++++++++++++
 ql/indexes/ibor/swestr.hpp  | 41 +++++++++++++++++++++++++++++++++++++++++
 7 files changed, 96 insertions(+)

commit c26490f58f0549cc3e08e0d423a6cd12fcbfb464
Author: jonghee.lee <jonghee.lee@miraeasset.com>
Date:   Tue, 20 Jun 2023 17:22:12 +0900

    add copyright

 ql/time/calendars/southkorea.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 6a39e19dde1d0b498d90ccd39ff1673659752e60
Author: jonghee.lee <jonghee.lee@miraeasset.com>
Date:   Tue, 20 Jun 2023 17:20:11 +0900

    apply substitute holiday to southkorea calendar

 ql/time/calendars/southkorea.cpp | 11 +++++++----
 1 file changed, 7 insertions(+), 4 deletions(-)

commit edba144d18939ee8fe493bda8b739ccf97ebaa16
Author: jonghee.lee <jonghee.lee@miraeasset.com>
Date:   Tue, 20 Jun 2023 17:10:28 +0900

    apply substitute holiday

 ql/time/calendars/southkorea.cpp | 118 ++++++++++++++++++++++++++++++++-------
 1 file changed, 99 insertions(+), 19 deletions(-)

commit 0bc1e5e3babd907c33bcb002775fc12ef46caa5a
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 19 Jun 2023 16:52:25 +0000

    Update copyright list in license

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

commit cb2080b6eb07655f67717a58db7494285eff016e
Merge: c22f15a3e d8e74fbeb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Jun 2023 18:51:56 +0200

    Add Canadian Overnight Repo Rate Average (CORRA) (#1705)

commit d8e74fbebdc53ff54ec55514c571bd13154969ea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Jun 2023 14:50:40 +0200

    Reorder lists

 QuantLib.vcxproj            |  6 +++---
 QuantLib.vcxproj.filters    | 14 +++++++-------
 ql/CMakeLists.txt           |  4 ++--
 ql/indexes/ibor/Makefile.am |  8 ++++----
 ql/indexes/ibor/all.hpp     |  1 +
 5 files changed, 17 insertions(+), 16 deletions(-)

commit da0076c07e2066f0b8c9d36d7b3e885681cf9267
Author: AND2797 <aditya.das2797@gmail.com>
Date:   Mon, 19 Jun 2023 07:38:46 -0400

    #1685: Support Canadian Overnight Repo Rate Average (CORRA)
    - add corra.cpp/.hpp to build files

 QuantLib.vcxproj            | 2 ++
 QuantLib.vcxproj.filters    | 6 ++++++
 ql/CMakeLists.txt           | 1 +
 ql/indexes/ibor/Makefile.am | 6 ++++--
 4 files changed, 13 insertions(+), 2 deletions(-)

commit a1cdeefe80dc2a8f504233a6498cd2e9a7f16297
Author: AND2797 <aditya.das2797@gmail.com>
Date:   Sun, 18 Jun 2023 03:20:59 -0400

    #1685: Support Canadian Overnight Repo Rate Average (CORRA)
    - remove idle "//"

 ql/indexes/ibor/corra.cpp | 1 -
 1 file changed, 1 deletion(-)

commit 5326a10825251776b38c6832a6c8efbe8c044caa
Author: AND2797 <aditya.das2797@gmail.com>
Date:   Sat, 17 Jun 2023 22:07:12 -0400

    #1685: Support Canadian Overnight Repo Rate Average (CORRA)

 ql/CMakeLists.txt         |  1 +
 ql/indexes/ibor/corra.cpp | 28 ++++++++++++++++++++++++++++
 ql/indexes/ibor/corra.hpp | 33 +++++++++++++++++++++++++++++++++
 3 files changed, 62 insertions(+)

commit db90eb6758dcecb7a7a319b3e62174a0642e6a09
Author: Andrea Pellegatta <andrea85p@gmail.com>
Date:   Fri, 16 Jun 2023 16:27:58 +0200

    update copyright

 ql/termstructures/credit/defaultprobabilityhelpers.cpp | 1 +
 1 file changed, 1 insertion(+)

commit c2808a4b58c8e45687d109800d0a9cfd3a92c677
Author: Andrea Pellegatta <andrea.pellegatta@iasonltd.com>
Date:   Fri, 16 Jun 2023 14:56:43 +0200

    bug fix upfront-cds-helper initializeDates

 .../credit/defaultprobabilityhelpers.cpp              | 19 +++++++++++--------
 .../credit/defaultprobabilityhelpers.hpp              |  2 ++
 2 files changed, 13 insertions(+), 8 deletions(-)

commit c22f15a3e98d3b575bc5a4f98ae489e61e963d13
Merge: e89204adb c0db991a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Jun 2023 16:13:12 +0200

    Suppress LeakSanitizer in testNotificationLoop (#1702)

commit c0db991a2e181dfc074c74069aaf830f691792e8
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Wed, 14 Jun 2023 00:41:02 +0000

    Suppress LeakSanitizer in testNotificationLoop

 .github/workflows/sanitizer.yml | 2 +-
 .lsan.txt                       | 1 +
 2 files changed, 2 insertions(+), 1 deletion(-)

commit e89204adb38d2579d94194ab3a7361753595605f
Merge: a3d4b90a1 b04defa0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 14 Jun 2023 11:19:09 +0200

    Drop General Prayer Day from DK calendar from 2024 (#1701)

commit b04defa0aa34cda12096d654cc95acbbd2c60fb2
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 14 Jun 2023 09:19:31 +0200

    Drop General Prayer Day from DK calendar from 2024
    
    "Store Bededag"

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

commit a3d4b90a1beb944bef8e69ffddca2bf5a0339235
Merge: a3e0f6d97 fcd23eee8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 13 Jun 2023 12:34:04 +0200

    Mark Impl classes as final (#1700)

commit fcd23eee864bf725c18c0cee559198f075ebcc50
Author: Eugene Toder <eltoder@gmail.com>
Date:   Sun, 11 Jun 2023 19:27:39 -0400

    Mark Impl classes as final
    
    This expresses the intent and allows compiler to generate more efficient
    code.

 ql/experimental/shortrate/generalizedhullwhite.hpp           |  4 ++--
 ql/math/interpolations/abcdinterpolation.hpp                 |  4 ++--
 ql/math/interpolations/convexmonotoneinterpolation.hpp       |  2 +-
 ql/math/interpolations/cubicinterpolation.hpp                |  4 ++--
 ql/math/interpolations/xabrinterpolation.hpp                 |  4 ++--
 ql/math/optimization/constraint.hpp                          | 10 +++++-----
 ql/math/optimization/projectedconstraint.hpp                 |  2 +-
 ql/methods/finitedifferences/shoutcondition.hpp              |  2 +-
 ql/models/equity/gjrgarchmodel.cpp                           |  2 +-
 ql/models/equity/hestonmodel.hpp                             |  2 +-
 ql/models/model.hpp                                          |  2 +-
 ql/models/parameter.hpp                                      |  6 +++---
 ql/models/shortrate/onefactormodels/coxingersollross.cpp     |  2 +-
 .../shortrate/onefactormodels/extendedcoxingersollross.hpp   |  2 +-
 ql/models/shortrate/onefactormodels/hullwhite.hpp            |  2 +-
 ql/models/shortrate/twofactormodels/g2.hpp                   |  2 +-
 ql/models/volatility/garch.cpp                               |  4 ++--
 ql/time/calendars/argentina.hpp                              |  2 +-
 ql/time/calendars/australia.hpp                              |  4 ++--
 ql/time/calendars/austria.hpp                                |  4 ++--
 ql/time/calendars/bespokecalendar.hpp                        |  2 +-
 ql/time/calendars/botswana.hpp                               |  2 +-
 ql/time/calendars/brazil.hpp                                 |  4 ++--
 ql/time/calendars/canada.hpp                                 |  4 ++--
 ql/time/calendars/chile.hpp                                  |  2 +-
 ql/time/calendars/china.hpp                                  |  4 ++--
 ql/time/calendars/czechrepublic.hpp                          |  2 +-
 ql/time/calendars/denmark.hpp                                |  2 +-
 ql/time/calendars/finland.hpp                                |  2 +-
 ql/time/calendars/france.hpp                                 |  4 ++--
 ql/time/calendars/germany.hpp                                | 10 +++++-----
 ql/time/calendars/hongkong.hpp                               |  2 +-
 ql/time/calendars/hungary.hpp                                |  2 +-
 ql/time/calendars/iceland.hpp                                |  2 +-
 ql/time/calendars/india.hpp                                  |  2 +-
 ql/time/calendars/indonesia.hpp                              |  2 +-
 ql/time/calendars/israel.hpp                                 |  2 +-
 ql/time/calendars/italy.hpp                                  |  4 ++--
 ql/time/calendars/japan.hpp                                  |  2 +-
 ql/time/calendars/jointcalendar.hpp                          |  2 +-
 ql/time/calendars/mexico.hpp                                 |  2 +-
 ql/time/calendars/newzealand.hpp                             |  2 +-
 ql/time/calendars/norway.hpp                                 |  2 +-
 ql/time/calendars/nullcalendar.hpp                           |  2 +-
 ql/time/calendars/poland.hpp                                 |  2 +-
 ql/time/calendars/romania.hpp                                |  2 +-
 ql/time/calendars/russia.hpp                                 |  4 ++--
 ql/time/calendars/saudiarabia.hpp                            |  2 +-
 ql/time/calendars/singapore.hpp                              |  2 +-
 ql/time/calendars/slovakia.hpp                               |  2 +-
 ql/time/calendars/southafrica.hpp                            |  2 +-
 ql/time/calendars/southkorea.hpp                             |  2 +-
 ql/time/calendars/sweden.hpp                                 |  2 +-
 ql/time/calendars/switzerland.hpp                            |  2 +-
 ql/time/calendars/taiwan.hpp                                 |  2 +-
 ql/time/calendars/target.hpp                                 |  2 +-
 ql/time/calendars/thailand.hpp                               |  2 +-
 ql/time/calendars/turkey.hpp                                 |  2 +-
 ql/time/calendars/ukraine.hpp                                |  2 +-
 ql/time/calendars/unitedkingdom.hpp                          |  6 +++---
 ql/time/calendars/unitedstates.hpp                           | 10 +++++-----
 ql/time/calendars/weekendsonly.hpp                           |  2 +-
 ql/time/daycounters/actual360.hpp                            |  2 +-
 ql/time/daycounters/actual364.hpp                            |  2 +-
 ql/time/daycounters/actual36525.hpp                          |  2 +-
 ql/time/daycounters/actual365fixed.hpp                       |  6 +++---
 ql/time/daycounters/actual366.hpp                            |  2 +-
 ql/time/daycounters/actualactual.hpp                         |  8 ++++----
 ql/time/daycounters/business252.hpp                          |  2 +-
 ql/time/daycounters/one.hpp                                  |  2 +-
 ql/time/daycounters/simpledaycounter.hpp                     |  2 +-
 ql/time/daycounters/thirty360.hpp                            | 12 ++++++------
 ql/time/daycounters/thirty365.hpp                            |  2 +-
 73 files changed, 112 insertions(+), 112 deletions(-)

commit a3e0f6d979ce51edfa7c9854065b30e46f0c7d44
Merge: 9b4843605 9d85a9d5f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jun 2023 11:45:14 +0200

    Use bitmask in BespokeCalendar (#1699)

commit 9b4843605dc1202327a06b150ff2186a53239023
Merge: 47a94ff66 1483ead2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jun 2023 09:52:55 +0200

    Replace custom no_deletion with standard null_deleter (#1698)

commit 9d85a9d5fbfe29317ca27aaa7b89ca30a871e8ef
Author: Eugene Toder <eltoder@gmail.com>
Date:   Sun, 11 Jun 2023 18:19:43 -0400

    Use bitmask in BespokeCalendar
    
    Replace std::set with a bitmask, which is more efficient.

 ql/time/calendars/bespokecalendar.cpp | 4 ++--
 ql/time/calendars/bespokecalendar.hpp | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 1483ead2c1a6093b47e21e250d447b4970a7b5d0
Author: Eugene Toder <eltoder@gmail.com>
Date:   Sun, 11 Jun 2023 17:46:07 -0400

    Replace custom no_deletion with standard null_deleter

 ql/experimental/averageois/arithmeticoisratehelper.cpp | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

commit 47a94ff661f05c1bfa6bd4b1210da2f84b2b4148
Merge: 8641a05c9 cb041bc99
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 9 Jun 2023 09:02:17 +0200

    Break infinite recursion in notification loops (#1693)

commit cb041bc991fe1ab65e0789001f3cc8db2cc51461
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 8 Jun 2023 11:03:34 +0200

    Add configuration flag for managing notification cycles

 .github/workflows/linux-full-tests.yml |  6 ++++++
 .github/workflows/linux-nondefault.yml |  2 +-
 .github/workflows/linux.yml            |  7 +++++++
 .github/workflows/macos-nondefault.yml |  2 +-
 CMakeLists.txt                         |  1 +
 CMakePresets.json                      |  2 ++
 Docs/pages/config.docs                 | 11 ++++++++++-
 configure.ac                           | 19 +++++++++++++++++++
 ql/config.hpp.cfg                      |  1 +
 ql/patterns/lazyobject.hpp             |  7 ++++++-
 ql/userconfig.hpp                      |  9 ++++++++-
 test-suite/lazyobject.cpp              | 12 +++++++++++-
 12 files changed, 73 insertions(+), 6 deletions(-)

commit 8641a05c93dd2fc7965807435e4dd539189a9237
Merge: 73f662468 348be919b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 6 Jun 2023 21:02:24 +0200

    Add Taiwanese holidays for 2020-2023 (#1694)

commit 348be919b835ad21b273578e2c596f5b1e8f3ba3
Author: jnzhang <jnzhang@gmail.com>
Date:   Tue, 6 Jun 2023 22:21:08 +0800

    Add holidays for 2020-2023

 ql/time/calendars/taiwan.cpp | 99 +++++++++++++++++++++++++++++++++++++++++++-
 ql/time/calendars/taiwan.hpp |  4 +-
 2 files changed, 100 insertions(+), 3 deletions(-)

commit d0977f6e22e499fe2c792881c98806ee6146ec85
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 6 Jun 2023 14:13:14 +0200

    Make new boolean flag private

 ql/patterns/lazyobject.hpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 73f662468a6a39d4d1570fe145d5611acc925c05
Merge: 2daad8248 9755387ad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 6 Jun 2023 09:46:26 +0200

    Avoid spurious notifications in OIS helpers (#1692)

commit 2daad8248ece9224fde15e655592c38d45dc143e
Merge: ab24f51dc 0bed2fe3c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jun 2023 18:30:41 +0200

    Clear all fixings between tests (#1691)

commit ab24f51dcc1bb6bd8de51bf834f13ee47367e75f
Merge: 78b112b3a c0d938315
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jun 2023 18:07:34 +0200

    Support filtering tests in parallel unit test runner (#1690)

commit 7520ad8c1265598151dba7539c7306d84e92215f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jun 2023 17:33:21 +0200

    Reuse utility

 test-suite/defaultprobabilitycurves.cpp | 23 ++---------------------
 test-suite/equitycashflow.cpp           | 21 +--------------------
 test-suite/equityindex.cpp              | 27 ++++-----------------------
 test-suite/equitytotalreturnswap.cpp    | 25 +++----------------------
 test-suite/piecewiseyieldcurve.cpp      | 22 +---------------------
 5 files changed, 11 insertions(+), 107 deletions(-)

commit 8f6c28b090fcac0803adf2e8270f071a9d07d874
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jun 2023 17:21:05 +0200

    Break infinite notification loops when lazy objects are involved

 ql/patterns/lazyobject.hpp | 23 ++++++++++++++++++++++-
 test-suite/lazyobject.cpp  | 21 +++++++++++++++++++++
 test-suite/lazyobject.hpp  |  1 +
 test-suite/utilities.hpp   | 20 ++++++++++++++++++++
 4 files changed, 64 insertions(+), 1 deletion(-)

commit 9755387ad4098f6d8ea6d5955864191877152f41
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jun 2023 15:15:15 +0200

    Avoid spurious notifications in OIS helper
    
    We save and/or register with a clone of the passed index, so that
    the helper doesn't receive notifications from any curves that the
    index might contain but that are not used during bootstrapping.

 ql/termstructures/yield/oisratehelper.cpp | 29 +++++++++++------------------
 ql/termstructures/yield/oisratehelper.hpp |  4 ++--
 2 files changed, 13 insertions(+), 20 deletions(-)

commit 78b112b3ad3e76159e1d4a920a9e8421d550d5d6
Merge: d5ffd783d f78ec2716
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Jun 2023 10:55:13 +0200

    Fix typo in MulticurveBootstrapping.cpp (#1689)

commit 0bed2fe3cd15051c436c6a9fb713f1e8d9f00eb9
Author: Eugene Toder <eltoder@gmail.com>
Date:   Sun, 4 Jun 2023 06:53:54 -0400

    Clear all fixings between tests
    
    Centralize cleaning of fixings in quantlib_test_case instead of having
    each test do this manually.
    
    Fixes #1687

 test-suite/assetswap.cpp              |  1 -
 test-suite/cashflows.cpp              |  2 --
 test-suite/cmsspread.cpp              |  1 -
 test-suite/equitycashflow.cpp         |  1 -
 test-suite/equityindex.cpp            |  1 -
 test-suite/equitytotalreturnswap.cpp  |  5 +----
 test-suite/indexes.cpp                |  2 --
 test-suite/inflation.cpp              | 11 -----------
 test-suite/inflationcpibond.cpp       |  5 -----
 test-suite/inflationcpiswap.cpp       |  1 -
 test-suite/overnightindexedcoupon.cpp |  1 -
 test-suite/piecewiseyieldcurve.cpp    |  2 --
 test-suite/shortratemodels.cpp        |  4 ----
 test-suite/utilities.cpp              |  7 -------
 test-suite/utilities.hpp              | 11 +++--------
 15 files changed, 4 insertions(+), 51 deletions(-)

commit f78ec2716dbcd6c23649cb3c305b539eee4d37f5
Author: Jose Garcia <jos3112624@gmail.com>
Date:   Sat, 3 Jun 2023 15:12:08 -0400

    Fix typo in MulticurveBootstrapping.cpp , comment should read 0.9% not 0.009%, code is OK
    
    Change-Id: I99a7e90bdd29211daf17f4de2dc6aa62a4e753dd

 Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit c0d938315939201aebc67f18106f975f75055234
Author: Eugene Toder <eltoder@gmail.com>
Date:   Sun, 4 Jun 2023 08:42:32 -0400

    Support filtering tests in parallel unit test runner
    
    Allow filtering tests using Boost.Test's standard --run_test=<filter>
    option. This works out-of-the-box, except we should not pass this option
    to the subprocesses.
    
    Also, use Boost.Process's system() with a vector of strings instead of
    std::system() with a string to avoid shell escaping issues: arguments
    with spaces becoming multiple arguments and globs (e.g. *) being
    expanded by the shell.

 test-suite/paralleltestrunner.hpp | 26 +++++++++++++-------------
 1 file changed, 13 insertions(+), 13 deletions(-)

commit d5ffd783d5d21def4fa3dfd68a7351780df2ee44
Merge: 8d5569857 98519fe39
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 31 May 2023 15:33:42 +0200

    Implement iterator_adaptor with standard library (#1682)

commit 8d5569857f350810e2b278525525d8389708d17a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 31 May 2023 12:29:39 +0200

    Make it possible to skip building the examples

 Examples/Makefile.am | 15 +++++++++++++++
 configure.ac         | 10 ++++++++++
 2 files changed, 25 insertions(+)

commit 98519fe39bf8d9cf124f58a59d5f37fbea0fea15
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 20 May 2023 06:47:36 +0000

    Implement iterator_adaptor with standard library

 ql/utilities/steppingiterator.hpp | 174 ++++++++++++++++++++++++++++++++++----
 test-suite/matrices.cpp           |   8 ++
 2 files changed, 165 insertions(+), 17 deletions(-)

commit 048f4b9355998ecf68ffd8d701e0f9effd9e0dfe
Merge: 6aea4d429 388f33ab9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 30 May 2023 09:12:34 +0200

    additional test case for schedule (#1683)

commit 388f33ab9cd0c06933f40c6b84eee4b7589645da
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Mon, 29 May 2023 23:50:24 +0200

    code clean up removed unnecessary spaces

 test-suite/schedule.cpp | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit bf09060b6cef928dd2ba5d03fb057581e880fc1f
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Mon, 29 May 2023 22:25:06 +0200

    additional test case for schedule

 test-suite/schedule.cpp | 27 +++++++++++++++++++++++++++
 test-suite/schedule.hpp |  1 +
 2 files changed, 28 insertions(+)

commit 6aea4d4293404d6c2ce94235136b9835d3a7afe3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 May 2023 11:43:03 +0200

    Fix evaluation date for failing test

 test-suite/optionletstripper.cpp | 29 +++++++++++------------------
 1 file changed, 11 insertions(+), 18 deletions(-)

commit be7bdfb9ae4a4d38a3b6cc0bbf7ec75b5b203731
Merge: ef0d3c92e 40231fbb2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 May 2023 15:11:03 +0200

    Don't adjust explicit effective and termination dates to end of month (#1509)

commit ef0d3c92ef1be397debea1bad323531f5d1692af
Merge: df5339ea4 bfdb5e374
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 May 2023 14:44:59 +0200

    Deprecate transform iterators (#1678)

commit bfdb5e374a48d9103279905a6f1a82b11436ef14
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 May 2023 13:16:32 +0200

    Add compilation messages for deprecated features

 ql/models/volatility/garch.hpp |  9 +++---
 ql/timeseries.hpp              | 62 +++++++++++++++++++-----------------------
 2 files changed, 33 insertions(+), 38 deletions(-)

commit 55c1f66069ac15441427ac7e2bd4b124a8a2384c
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 20 May 2023 21:20:03 +0900

    Deprecate transform iterators

 ql/models/volatility/garch.hpp | 23 +++++++++++++---
 ql/timeseries.hpp              | 61 ++++++++++++++++++++++++++++++++++++++++++
 test-suite/timeseries.cpp      |  4 +++
 3 files changed, 85 insertions(+), 3 deletions(-)

commit df5339ea4ec885a67f8554eb07ccc94831b6403d
Merge: 1858a7504 085dcae21
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 May 2023 11:22:41 +0200

    Fix Finland, Singapore calendars and broken link (#1680)

commit 085dcae21b761cc03247ee02eff557d8d783432d
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 23 May 2023 22:05:31 +0200

    Fix broken link for US Federal Reserve holidays

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

commit aeaf0e9a640b64cd95aa6a8fcf2e72b900c45f75
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 23 May 2023 22:01:31 +0200

    Fix 2019 Chinese New Year in Singapore calendar

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

commit fdc09f4af8d453d5d9a02380b71f2a8cc3a64c18
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 23 May 2023 21:58:58 +0200

    Correct Midsummer's Eve in Finland calendar

 ql/time/calendars/finland.cpp | 4 ++--
 ql/time/calendars/finland.hpp | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 1858a75048bdffdd1755b29d403408093a88c3df
Merge: d6896cbe9 d17122e65
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 May 2023 16:19:19 +0200

    Configure quantlib-config from CMake (#1679)

commit d17122e656cfbf0f257d20d36fe6cd5f12eb9b93
Author: Christian Köhnenkamp <cvk5@me.com>
Date:   Mon, 22 May 2023 22:29:45 +0200

    Cleanup

 CMakeLists.txt | 6 ------
 1 file changed, 6 deletions(-)

commit 85372bc6e523335eda9cb7de81f1c832ad3ccb59
Author: Christian Köhnenkamp <cvk5@me.com>
Date:   Mon, 22 May 2023 21:49:20 +0200

    Remove file variables

 CMakeLists.txt | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 3f319559ddb54af50d66cfa0c93893fd88a1db42
Author: Christian Köhnenkamp <cvk5@me.com>
Date:   Mon, 22 May 2023 20:51:46 +0200

    Configure quantlib-config from CMake

 CMakeLists.txt | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

commit d6896cbe9d4f6c2576d092eafc947283e5402eba
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 May 2023 16:53:53 +0200

    Upgrade Doxyfile

 Docs/quantlib.doxy | 15 +++++++++------
 1 file changed, 9 insertions(+), 6 deletions(-)

commit 08f4ac5e71c31e7e921a05eeb0bd51305783d477
Merge: 7cc543e95 b77fb5657
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 May 2023 12:56:08 +0200

    Add correct accrual calculation for CPI coupons (#1674)

commit 7cc543e9548d90ab6e7a8775264c69a2cde65cc3
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 21 May 2023 02:56:58 +0000

    Automated fixes by clang-tidy

 test-suite/cms_normal.cpp | 16 +++++++---------
 1 file changed, 7 insertions(+), 9 deletions(-)

commit ebbb3756fee28bd314bc5ef9f6d2b72f17586934
Merge: 518233127 b2fa56abb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 22 May 2023 10:12:26 +0200

    Replace boost::reverse_iterator with std::reverse_iterator (#1676)

commit b2fa56abbc03601d16034dc529ab718b5eb3c201
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Wed, 5 Apr 2023 21:48:55 +0900

    Replace boost::reverse_iterator with std::reverse_iterator

 ql/math/array.hpp  |  6 +++---
 ql/math/matrix.hpp | 13 +++++++------
 ql/timeseries.hpp  |  4 ++--
 3 files changed, 12 insertions(+), 11 deletions(-)

commit b77fb5657c201b020b946ad72b62bd189c101892
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 May 2023 11:57:41 +0200

    Deprecate use of spread in CPI coupons

 ql/cashflows/cpicoupon.cpp       | 113 ++++++++++++++++++++++++---------------
 ql/cashflows/cpicoupon.hpp       | 102 +++++++++++++++++++++++++++++++----
 ql/cashflows/cpicouponpricer.cpp |  11 ++++
 ql/cashflows/cpicouponpricer.hpp |  13 +++++
 4 files changed, 184 insertions(+), 55 deletions(-)

commit 41803387fb388873f84e28d27d20e7f13b8eccff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 May 2023 17:48:04 +0200

    Add correct accrual calculation for CPI coupons

 ql/cashflows/cpicoupon.cpp       | 11 +++++++++++
 ql/cashflows/cpicoupon.hpp       | 21 +++++++++++++--------
 ql/cashflows/cpicouponpricer.cpp | 11 +++++++----
 ql/cashflows/cpicouponpricer.hpp |  1 +
 test-suite/inflationcpibond.cpp  | 22 +++++++++++++++++-----
 5 files changed, 49 insertions(+), 17 deletions(-)

commit 57b1f0f4e4a5bf9dc3af9bbf68ce2e8a20098aea
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 May 2023 13:05:17 +0200

    Add indexRatio to CPI coupon interface

 ql/cashflows/cpicoupon.cpp       | 18 ++++++++++++++++++
 ql/cashflows/cpicoupon.hpp       |  4 ++++
 ql/cashflows/cpicouponpricer.cpp | 12 +-----------
 3 files changed, 23 insertions(+), 11 deletions(-)

commit 9aaf62e5d5de42d112ea8b0fc3ef64be2d3d21b1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 May 2023 12:21:43 +0200

    Return early when fixing is provided

 ql/cashflows/cpicouponpricer.cpp | 8 ++++----
 ql/cashflows/cpicouponpricer.hpp | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

commit 518233127eae8cb25ac826e94baf1f5d4e4e62e6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 May 2023 17:38:11 +0200

    Reclassify or speed up a few tests

 test-suite/distributions.cpp     | 31 ++++++++++++++-----------------
 test-suite/dividendoption.cpp    | 11 ++++++-----
 test-suite/dividendoption.hpp    |  3 ++-
 test-suite/hestonmodel.cpp       |  2 +-
 test-suite/quantlibtestsuite.cpp |  2 +-
 5 files changed, 24 insertions(+), 25 deletions(-)

commit b84034c18d12c5079a5f34463aa39479f8ee2077
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 15 May 2023 15:00:33 +0000

    Update copyright list in license

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

commit 7897a76f1d5d85ef5422c65e957e05519698f891
Merge: b73fa230a 8effd5982
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 May 2023 16:59:58 +0200

    Enable normal volatilities in Hagan pricer for CMS coupons (#1660)

commit 8effd5982d5c98f9a3cfa6d1e34051f81411c45a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 May 2023 15:27:53 +0200

    Keep old name around for backward compatibility

 ql/cashflows/conundrumpricer.hpp | 6 ++++++
 1 file changed, 6 insertions(+)

commit 59506084e896bf5ad9e51c095803b5298a7cc7fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 May 2023 10:48:57 +0200

    Add new tests to build and test suite

 test-suite/CMakeLists.txt            | 2 ++
 test-suite/Makefile.am               | 2 ++
 test-suite/cms.cpp                   | 6 +++---
 test-suite/cms_normal.cpp            | 6 +++---
 test-suite/cms_normal.hpp            | 3 +--
 test-suite/quantlibtestsuite.cpp     | 2 ++
 test-suite/testsuite.vcxproj         | 4 +++-
 test-suite/testsuite.vcxproj.filters | 8 +++++++-
 8 files changed, 23 insertions(+), 10 deletions(-)

commit af6e858e336ed3d710c55a28381fb386ea9ea663
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 May 2023 10:46:29 +0200

    Fix initialization order of data members

 ql/cashflows/conundrumpricer.cpp | 226 +++++++++++++++++++--------------------
 1 file changed, 109 insertions(+), 117 deletions(-)

commit b73fa230a1e92b7db98dd473ec9639680c82c727
Merge: fd9877013 13b7bac2d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 May 2023 10:05:53 +0200

    Add underlying index to YoY inflation index if calculated as ratio, use it for fixing (#1668)

commit fd9877013a32847b51edcdc17a4244ca207b87e9
Merge: 6c73e177b 86eaca8b2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 May 2023 10:02:24 +0200

    Use type traits from standard library (#1671)

commit 6c73e177ba14b3b693828de41ab3b48703e2b974
Merge: 6d95ba7ab 7033f9bc9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 May 2023 10:01:42 +0200

    Remove boost null_deleter (#1672)

commit 91608c7b524cf8bd488617181c7868b85f8c14f6
Author: amiemiec <133022689+amiemiec@users.noreply.github.com>
Date:   Sun, 14 May 2023 13:29:38 +0200

    New test cases for cms with normal model
    
    Based on cms. LinearTsr currently not included due to effort. Do not expect any additional problem, when this is included into the new test file.

 test-suite/cms_normal.cpp | 515 ++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/cms_normal.hpp |  37 ++++
 2 files changed, 552 insertions(+)

commit 3f2dec5783b6ee7aecd2a81d541d0400858bae6d
Author: amiemiec <133022689+amiemiec@users.noreply.github.com>
Date:   Sun, 14 May 2023 13:21:10 +0200

    Added further functionality for the normal model
    
    Amended :
    - Analytical Pricer
    - capletPrice, floorletPrice
    - GaussKronrod integration
    - method to set the lower integration limit

 ql/cashflows/conundrumpricer.cpp | 189 +++++++++++++++++++++++++++------------
 1 file changed, 130 insertions(+), 59 deletions(-)

commit 8881d64891a8537a77555b4d3f1f270738b4cd5f
Author: amiemiec <133022689+amiemiec@users.noreply.github.com>
Date:   Sun, 14 May 2023 12:52:24 +0200

    Added member variables and methods for lower limits.

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

commit 7033f9bc95f30bb6b9d23de7ae279dcddcec4558
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 13 May 2023 01:01:21 +0000

    Remove boost null_deleter

 ql/utilities/null_deleter.hpp | 15 +--------------
 1 file changed, 1 insertion(+), 14 deletions(-)

commit 86eaca8b28848e99d1a204aecaa66fb51a314f0c
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Fri, 12 May 2023 21:33:36 +0900

    Use type traits from standard library

 ql/experimental/asian/analytic_cont_geom_av_price_heston.hpp   |  1 +
 ql/experimental/asian/analytic_discr_geom_av_price_heston.hpp  |  1 +
 .../forward/analytichestonforwardeuropeanengine.cpp            |  1 +
 ql/experimental/variancegamma/fftvanillaengine.hpp             |  1 +
 ql/experimental/variancegamma/fftvariancegammaengine.cpp       |  1 -
 ql/experimental/variancegamma/fftvariancegammaengine.hpp       |  1 +
 ql/math/array.hpp                                              | 10 +++++-----
 ql/math/generallinearleastsquares.hpp                          |  1 -
 ql/math/linearleastsquaresregression.hpp                       |  3 ++-
 ql/math/ode/adaptiverungekutta.hpp                             |  1 +
 ql/pricingengines/barrier/binomialbarrierengine.hpp            |  3 ++-
 11 files changed, 15 insertions(+), 9 deletions(-)

commit be0882d641be0b42674502c97b75450be9db03f9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 May 2023 18:39:11 +0200

    Avoid dereferencing error

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

commit e41a3bfd0c01c087d4194109edde3e31b0b6a15e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 May 2023 18:36:24 +0200

    Restore line endings

 .../swaptions/haganirregularswaptionengine.cpp     | 745 ++++++++++-----------
 1 file changed, 362 insertions(+), 383 deletions(-)

commit 6d95ba7ab69ccf093532a8d7cf6f3c4c56263f65
Merge: d87947e78 9d1f3e85e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 12 May 2023 11:25:35 +0200

    Add ThreadSanitizer to CI (#1667)

commit 13b7bac2d71366a1292131222557baf26d3a1fa8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 May 2023 19:19:34 +0200

    Deprecate old generic YoY index constructor

 ql/experimental/inflation/genericindexes.hpp | 13 +++++++++----
 ql/indexes/inflation/aucpi.hpp               | 14 ++++++++++----
 ql/indexes/inflation/euhicp.hpp              | 16 ++++++++++------
 ql/indexes/inflation/frhicp.hpp              | 13 +++++++++----
 ql/indexes/inflation/ukrpi.hpp               | 13 +++++++++----
 ql/indexes/inflation/uscpi.hpp               | 13 +++++++++----
 ql/indexes/inflation/zacpi.hpp               | 13 +++++++++----
 ql/indexes/inflationindex.cpp                |  4 ++++
 ql/indexes/inflationindex.hpp                |  4 ++++
 test-suite/inflation.cpp                     | 21 +++++++++++++++++++--
 test-suite/inflationcapfloor.cpp             | 11 ++++++-----
 test-suite/inflationcapflooredcoupon.cpp     | 11 ++++++-----
 test-suite/inflationvolatility.cpp           |  4 ++--
 13 files changed, 106 insertions(+), 44 deletions(-)

commit b13708bf34d4b76005765a530c38413565656100
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 May 2023 15:42:51 +0200

    Add specific constructors for ratio and non-ratio YoY indices

 ql/indexes/inflationindex.cpp |  34 ++++++++-
 ql/indexes/inflationindex.hpp |  55 +++++++++++---
 test-suite/inflation.cpp      | 169 +++++++++++++++++++++++++++++++++++++-----
 test-suite/inflation.hpp      |   4 +-
 4 files changed, 228 insertions(+), 34 deletions(-)

commit d87947e782d52bb02e37f206c95b2a7d7b98b273
Merge: 1a34fc840 c36935a0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 May 2023 14:16:02 +0200

    Corrections to HKEx, NSE, KRX, and South Africa calendars (#1665)

commit 9d1f3e85e6739c8b944a14974ad95f4c265596bb
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 7 Aug 2022 13:15:42 +0900

    Add ThreadSanitizer to CI

 .github/workflows/sanitizer.yml | 21 ++++++++++++++++++++-
 1 file changed, 20 insertions(+), 1 deletion(-)

commit 39d1be9e76cc131d189e3c910e5f88a754fa292a
Author: amiemiec <133022689+amiemiec@users.noreply.github.com>
Date:   Thu, 11 May 2023 11:55:38 +0200

    Enable normal volatilities in Hagan pricer for CMS coupons
    
    Added the fallback to the forwardingTS if the discountingTS is a null pointer

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

commit a3ecca1061c2f3d039b49bf802be00b0120bfeed
Author: amiemiec <133022689+amiemiec@users.noreply.github.com>
Date:   Wed, 10 May 2023 15:51:24 +0200

    Add files via upload

 .../swaptions/haganirregularswaptionengine.cpp     | 764 +++++++++++----------
 1 file changed, 383 insertions(+), 381 deletions(-)

commit c4e64f53346d92ac5f86a2a3f54b1b7a0a5c0bb0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 May 2023 12:59:59 +0200

    Add underlying index to YoY inflation index, use for fixing if ratio

 ql/indexes/inflationindex.cpp | 52 ++++++-------------------------------------
 ql/indexes/inflationindex.hpp |  6 +++++
 2 files changed, 13 insertions(+), 45 deletions(-)

commit 1a34fc840fc663a26a33092096302dcb21a6e27b
Merge: 9e04d57b9 06c77e1c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 May 2023 11:59:50 +0200

    Replace boost::math::erf with std::erf (#1663)

commit 9e04d57b9f11d695ef7132b4ee6e36cd13dca2fd
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Tue, 9 May 2023 20:50:57 +0900

    Add compile options for AppleClang too

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

commit c36935a0a6f8a3b1ce4b39b67d2865da57d42370
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 10 May 2023 09:51:19 +0200

    Add Indian holidays for 2021-2025

 ql/time/calendars/india.cpp | 130 +++++++++++++++++++++++++++++++++++++++++++-
 ql/time/calendars/india.hpp |   4 +-
 2 files changed, 132 insertions(+), 2 deletions(-)

commit fd6a4afbcca48ca49073e33890eaf6dddfe5bc8f
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Wed, 10 May 2023 09:50:25 +0200

    Fix incorrect 2023 holidays for HKEx calendar
    
    These are copy-paste errors of the 2022 holidays, verified against the linked pdfs.

 ql/time/calendars/hongkong.cpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 3b774ca155f2080c074e219b311e20c005464833
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 9 May 2023 18:11:06 +0200

    Add missing election to South Africa calendar

 ql/time/calendars/southafrica.cpp | 3 +++
 1 file changed, 3 insertions(+)

commit 0d37497735896b95604ed1abb1774342d763660d
Merge: 346d720c8 c8c719114
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 May 2023 22:46:28 +0200

    Rework check on test times (#1661)

commit 4a5a61c5f724f6c49e8c61ea6dc113fe5cd3e33d
Author: amiemiec <133022689+amiemiec@users.noreply.github.com>
Date:   Tue, 9 May 2023 18:38:50 +0200

    Add files via upload
    
    Extended functionality, such that cms pricing can cope with the normal model as well. Renamed the class BlackVanillaOptionPricer into MarketQuotedOptionPricer and changed the method  NumericHaganPricer::resetUpperLimit accordingly.
    In line 97 the YTM struchture used for discounting was changed from the forwardingTermStructure to the discountingTermStructure.

 ql/cashflows/conundrumpricer.cpp | 45 +++++++++++++++++++++++++---------------
 ql/cashflows/conundrumpricer.hpp |  6 ++++--
 2 files changed, 32 insertions(+), 19 deletions(-)

commit 3373b53fbeaf91d4d7940712ad3ae69a0005d300
Author: Fredrik Gerdin Börjesson <fredrik.gerdin.borjesson@hotmail.com>
Date:   Tue, 9 May 2023 18:10:52 +0200

    Add 3 missing elections to South Korea calendar

 ql/time/calendars/southkorea.cpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit c8c719114c40aaa56f16da0d504958a55d688b68
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 May 2023 14:43:43 +0200

    Update recorded speed of some tests

 test-suite/andreasenhugevolatilityinterpl.cpp | 43 +++++++++++----------------
 test-suite/bermudanswaption.cpp               |  2 +-
 test-suite/distributions.cpp                  |  2 +-
 test-suite/doublebarrieroption.cpp            |  7 ++---
 test-suite/fdheston.cpp                       |  5 +---
 test-suite/hestonslvmodel.cpp                 |  2 +-
 test-suite/shortratemodels.cpp                | 10 ++-----
 7 files changed, 26 insertions(+), 45 deletions(-)

commit f4e22fccf3a5b13f4397423325d6229134489a19
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 May 2023 13:13:21 +0200

    Refactor, add new conditions

 tools/check_test_times.py | 55 +++++++++++++++++++++++++++++++++++++++++------
 1 file changed, 48 insertions(+), 7 deletions(-)

commit 7a724c7595e2cb0d93cdc3ad11c4d6dd71e8c34b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 May 2023 11:29:43 +0200

    Export all results as artifacts

 .github/workflows/test-times.yml | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

commit 346d720c84444aa953ac395fe9de1f2d5a278653
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 19 Nov 2022 14:10:43 +0900

    Replace boost::mpl with standard library

 ql/timeseries.hpp | 11 ++++-------
 1 file changed, 4 insertions(+), 7 deletions(-)

commit 777d13cc08b0fa6ff1b36d40c0dd16e57bc4ac4d
Merge: ca413d25a e80b20375
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 May 2023 09:14:31 +0200

    Make floating-rate coupons lazy (#1566)

commit ca413d25a1ac9a8ca9979992885da0b4b625853e
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Mon, 8 May 2023 19:24:29 +0900

    Add compile options for GNU and Clang only

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

commit e80b20375fdabe4a4cd94555e8ab8a98bb512471
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 May 2023 23:25:16 +0200

    Remove run-tine settings

 ql/patterns/lazyobject.hpp | 46 +++---------------------------
 test-suite/lazyobject.cpp  | 71 +++-------------------------------------------
 test-suite/lazyobject.hpp  |  2 --
 3 files changed, 8 insertions(+), 111 deletions(-)

commit f8fb06beba673ca9bdbfd9e863f07dbe21625280
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 May 2023 17:07:20 +0200

    Initialize all data members
    
    This avoids a warning with gcc and some combination of flags.

 ql/termstructures/iterativebootstrap.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 7c8f7092b56c9ae76e8609e30921b431b05e0774
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Thu, 4 May 2023 19:02:07 +0200

    Fixes issues #1651

 cmake/GenerateHeaders.cmake | 13 ++++++++-----
 1 file changed, 8 insertions(+), 5 deletions(-)

commit 06c77e1c99c1123c6d9627ef672b5cc9e36b311d
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Fri, 5 May 2023 15:38:42 +0900

    Replace boost::math::erf with std::erf

 .../shortrate/onefactormodels/gaussian1dmodel.cpp     | 19 +++++++++----------
 .../shortrate/onefactormodels/gaussian1dmodel.hpp     |  2 --
 2 files changed, 9 insertions(+), 12 deletions(-)

commit 8fc33686ac6b0e1c344415d7a95b514cbcfbfeb5
Merge: 6a0beaa4b 820bb3d02
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 May 2023 15:15:05 +0200

    Use range-bound for loop with FdmLinearOpIterator (#1652)

commit 6a0beaa4b22d652c3a03d6a8ef4e87d2e729c825
Author: Xcelerit Dev Team <github@xcelerit.com>
Date:   Thu, 4 May 2023 07:52:17 +0000

    Fixing test macros for compatibility

 test-suite/daycounters.cpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit 838425de6e432752764899bb2286673e4ccf3204
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Thu, 4 May 2023 10:31:45 +0200

    Workaround for #1651

 cmake/GenerateHeaders.cmake | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

commit c99de6f9b3716753920d2f27a73f91daf91a7b0c
Merge: d748893e1 21435ca0f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 May 2023 14:17:51 +0200

    Add install step to CMake CI jobs (#1647)

commit 21435ca0fd9d2f10495c02b1450c01ecfcef4731
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 27 Apr 2023 13:08:03 +0900

    Build CMake install target

 .github/workflows/cmake.yml | 25 +++++++++++++------------
 CMakePresets.json           |  1 +
 2 files changed, 14 insertions(+), 12 deletions(-)

commit 820bb3d02654f37ea51a2fafc11527f167f2fcad
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Tue, 2 May 2023 22:17:34 +0900

    Use range-bound for loop with FdmLinearOpIterator

 .../fdmextendedornsteinuhlenbeckop.cpp             |  8 +--
 .../finitedifferences/fdmextoujumpop.cpp           | 14 ++---
 .../finitedifferences/fdmvppstepcondition.cpp      | 13 ++--
 ql/experimental/volatility/zabr.cpp                |  6 +-
 .../meshers/fdmmeshercomposite.cpp                 |  4 +-
 .../meshers/uniformgridmesher.cpp                  |  4 +-
 .../operators/fdm2dblackscholesop.cpp              |  8 +--
 .../finitedifferences/operators/fdmbatesop.cpp     | 14 ++---
 .../operators/fdmblackscholesfwdop.cpp             |  8 +--
 .../operators/fdmblackscholesop.cpp                |  8 +--
 .../finitedifferences/operators/fdmhestonfwdop.cpp | 13 ++--
 .../operators/fdmhestonhullwhiteop.cpp             |  7 +--
 .../finitedifferences/operators/fdmhestonop.cpp    | 14 ++---
 .../operators/fdmlocalvolfwdop.cpp                 |  8 +--
 .../operators/fdmornsteinuhlenbeckop.cpp           |  7 +--
 .../operators/fdmsquarerootfwdop.cpp               | 12 +---
 .../operators/firstderivativeop.cpp                |  7 +--
 .../operators/ninepointlinearop.cpp                | 31 ++++------
 .../operators/nthorderderivativeop.cpp             |  9 +--
 .../operators/secondderivativeop.cpp               |  7 +--
 .../operators/secondordermixedderivativeop.cpp     | 15 ++---
 .../operators/triplebandlinearop.cpp               | 35 ++++-------
 .../finitedifferences/solvers/fdm1dimsolver.cpp    |  9 +--
 .../finitedifferences/solvers/fdm2dimsolver.cpp    | 15 ++---
 .../finitedifferences/solvers/fdm3dimsolver.cpp    | 19 +++---
 .../finitedifferences/solvers/fdmndimsolver.hpp    | 29 +++------
 .../stepconditions/fdmamericanstepcondition.cpp    |  9 +--
 .../stepconditions/fdmbermudanstepcondition.cpp    | 11 +---
 .../stepconditions/fdmsimplestoragecondition.cpp   | 20 ++----
 .../stepconditions/fdmsimpleswingcondition.cpp     | 11 +---
 .../utilities/fdmhestongreensfct.cpp               |  6 +-
 .../utilities/fdmindicesonboundary.cpp             |  4 +-
 .../utilities/fdminnervaluecalculator.cpp          |  5 +-
 ql/models/equity/hestonslvfdmmodel.cpp             | 19 ++----
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  9 +--
 test-suite/fdmlinearop.cpp                         | 72 +++++++---------------
 test-suite/hestonslvmodel.cpp                      | 20 ++----
 test-suite/nthorderderivativeop.cpp                | 27 +++-----
 38 files changed, 163 insertions(+), 374 deletions(-)

commit d748893e12a11855777df01a68e118d54b0b1970
Merge: 5caa0b890 4b62cd61b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 May 2023 15:16:43 +0200

    Allow schedules without tenor in CallableFixedRateBond (#1638)

commit 5caa0b89069bf1facae767199fdd15c316ef2d0a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 May 2023 12:49:37 +0200

    Replace kinetic with lunar images in CI build

 .github/workflows/linux-full-tests.yml | 4 ++--
 .github/workflows/linux-nondefault.yml | 4 ++--
 .github/workflows/linux.yml            | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 588255646d8585651e68a232c8b56d14913bab8b
Merge: 00db6da3d 78b94ce4e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 2 May 2023 09:41:23 +0200

    Replace boost::hash with std::hash (#1648)

commit 00db6da3dbd38ce8fb528120688b40eff558519e
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 30 Apr 2023 03:05:54 +0000

    Automated fixes by clang-tidy

 ql/termstructures/volatility/optionlet/strippedoptionlet.cpp | 10 +++++-----
 ql/time/daycounters/yearfractiontodate.cpp                   |  3 +--
 test-suite/daycounters.cpp                                   |  4 ++--
 3 files changed, 8 insertions(+), 9 deletions(-)

commit 1492e87c2104e4cf8e201374881b78053e7ff3c9
Author: RalfKonrad <github@eckel-consulting.de>
Date:   Sun, 30 Apr 2023 13:35:44 +0200

    Added mssing #include <algorithm>

 ql/instruments/asianoption.cpp | 1 +
 1 file changed, 1 insertion(+)

commit 78b94ce4e67c147b26f25713579c2305e99511e7
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 29 Apr 2023 21:36:48 +0900

    Replace boost::hash with std::hash

 ql/time/date.cpp | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit 4b62cd61b64258dbf513b229332853bf65aa6d95
Author: HristoRaykov <hristocr@gmail.com>
Date:   Fri, 28 Apr 2023 19:33:20 +0300

    Unused import removed

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

commit 342542d30c7fa2ddbd920e13a803a7b0e74c3dd8
Author: HristoRaykov <hristocr@gmail.com>
Date:   Fri, 28 Apr 2023 19:13:52 +0300

    Added test case for callable bond with arbitrary schedule

 test-suite/callablebonds.cpp | 43 +++++++++++++++++++++++++++++++++++++++++++
 test-suite/callablebonds.hpp |  1 +
 2 files changed, 44 insertions(+)

commit ec7a060e1f9ace6c9ebb6570172fec1c12adfddf
Merge: a6c7874f1 6b90c868a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Apr 2023 12:45:35 +0200

    forwardrateagreement constructor enhancements fixes #154 (#1600)

commit 6b90c868a91407ba31861b69d7807d11b998125f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Apr 2023 10:22:20 +0200

    Reuse constructors, clean up

 ql/instruments/forwardrateagreement.cpp | 65 +++++----------------------------
 ql/instruments/forwardrateagreement.hpp | 23 ++++++++----
 ql/termstructures/yield/ratehelpers.cpp |  2 +-
 test-suite/forwardrateagreement.cpp     |  2 +-
 4 files changed, 27 insertions(+), 65 deletions(-)

commit a6c7874f1bf100d4419067b9cc2f0404dc7026f2
Merge: 7e328f8c0 d55819dcb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Apr 2023 09:39:53 +0200

    Extend available maturities for SOFR quarterly contract (#1643)

commit 7e328f8c0267a77d6d88658ed68cdfa874ce6453
Merge: 22c0760ee 7c18aa724
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 28 Apr 2023 08:52:06 +0200

    Singapore calendar update (#1642)

commit 22c0760ee875479a7990e0022810be91658e78e3
Merge: 262bbf038 dcd96b665
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Apr 2023 17:52:35 +0200

    add ctor for date-dependent strikes to StrippedOptionlet (#1645)

commit 262bbf03808317a10aea1b2db4fb87c661bdaad5
Merge: e6a4bfc3d 323eb935a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 27 Apr 2023 17:09:02 +0200

    Add all.hpp even when no headers exist in directory (#1644)

commit dcd96b665ad8af5e9958e7a7f1b07e72d9c1cf1b
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Thu, 27 Apr 2023 16:25:44 +0200

    add ctor for date-dependent strikes

 .../volatility/optionlet/strippedoptionlet.cpp     | 79 +++++++++++++++-------
 .../volatility/optionlet/strippedoptionlet.hpp     | 11 ++-
 2 files changed, 64 insertions(+), 26 deletions(-)

commit 323eb935af930b8a7594487d58b14f1bafebdb2f
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Thu, 27 Apr 2023 12:37:08 +0900

    Add all.hpp even when no headers exist in directory

 cmake/GenerateHeaders.cmake | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

commit d55819dcb76b6073f1034d8bc7077dd377b3b757
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Wed, 26 Apr 2023 23:32:19 +0200

    Should fix SOFR quarterly contract constraint #1636

 ql/termstructures/yield/overnightindexfutureratehelper.cpp | 10 ----------
 1 file changed, 10 deletions(-)

commit e6a4bfc3d02c136d90ab8629c94e23e8c9c9cd28
Merge: 647528eb0 1735e07b5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 26 Apr 2023 17:33:57 +0200

    update hk calendar (#1640)

commit 7c18aa72498862cc1f74c5b37f9734d918a1bb52
Author: Rémy Frèrebeau <remy.frerebeau@systemathics.com>
Date:   Wed, 26 Apr 2023 14:43:44 +0200

    singapour calendar update
    
    No info before 2019 on https://www.sgx.com/derivatives/trading

 ql/time/calendars/singapore.cpp | 88 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 88 insertions(+)

commit 1735e07b5b515c63061e10e5c2e55588f00aeb9e
Author: Rémy Frèrebeau <remy.frerebeau@systemathics.com>
Date:   Wed, 26 Apr 2023 11:22:51 +0200

    HKEx calendar update

 ql/time/calendars/hongkong.cpp | 20 ++++++++++++++++++++
 1 file changed, 20 insertions(+)

commit 88084ebf4abe6b9e25daf194248e4400469ba432
Author: Rémy Frèrebeau <remy.frerebeau@systemathics.com>
Date:   Tue, 25 Apr 2023 18:17:51 +0200

    update hk calendar

 ql/time/calendars/hongkong.cpp | 34 ++++++++++++++++++++++++++++++++++
 1 file changed, 34 insertions(+)

commit 225ab3670ea2ebfdb796ccddfaeb304e0bd013cc
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Tue, 25 Apr 2023 13:03:29 +0200

    New constructors

 Examples/FRA/FRA.cpp                    |  8 ++---
 ql/instruments/forwardrateagreement.cpp | 60 ++++++++++++++++++++++++++++++---
 ql/instruments/forwardrateagreement.hpp | 26 ++++++++++++--
 ql/termstructures/yield/ratehelpers.cpp |  5 ++-
 test-suite/forwardrateagreement.cpp     | 26 +++++++++++---
 test-suite/piecewiseyieldcurve.cpp      | 34 +++++++++----------
 6 files changed, 121 insertions(+), 38 deletions(-)

commit 647528eb08890fac030c2ae07e061fec0891dab2
Merge: fc2734893 a998e6764
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Apr 2023 22:54:02 +0200

    Change boost::unordered_set to std::unordered_set (#1634)

commit fc2734893caad113b6f577e1dd8d9c484a261061
Merge: a342b44ff 681959c25
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 24 Apr 2023 22:50:02 +0200

    enable more daycounters for QL_HIGH_RESOLUTION_DATE (#1637)

commit 681959c255d70dad65518a35dc9a5b8d71d3995c
Author: klaus spanderen <klaus@spanderen.de>
Date:   Mon, 24 Apr 2023 19:44:09 +0200

    replace class with single function

 .../volatility/equityfx/fixedlocalvolsurface.cpp   |  4 ++--
 ql/time/daycounters/yearfractiontodate.cpp         | 26 +++++++++-------------
 ql/time/daycounters/yearfractiontodate.hpp         | 12 ++--------
 test-suite/daycounters.cpp                         |  7 +++---
 4 files changed, 17 insertions(+), 32 deletions(-)

commit 5b26dcff61b2e151acdc0d928cfc2fad58c8d919
Author: HristoRaykov <hristocr@gmail.com>
Date:   Mon, 24 Apr 2023 15:36:07 +0300

    adjustment checks for first and last date moved out of EOM if/else

 ql/time/schedule.cpp | 35 +++++++++++++++--------------------
 1 file changed, 15 insertions(+), 20 deletions(-)

commit 00ecb3a1193d32c8e8078e5eae15a38f9b00f3b3
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 23 Apr 2023 14:36:35 +0200

    fixed tabs

 test-suite/daycounters.cpp | 45 ++++++++++++++++++++++-----------------------
 1 file changed, 22 insertions(+), 23 deletions(-)

commit 465364a373314cd8a9ad5a6f0314d04761664d91
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 23 Apr 2023 14:27:01 +0200

    avoid cast warnings

 ql/time/daycounters/yearfractiontodate.cpp | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

commit 970d196bf8757a25cbb6113895369c557c094370
Author: klaus spanderen <klaus@spanderen.de>
Date:   Sun, 23 Apr 2023 13:51:52 +0200

    enable more daycounters for QL_HIGH_RESOLUTION_DATE
    
    added YearFractionToDate class

 QuantLib.vcxproj                                   |   6 +-
 QuantLib.vcxproj.filters                           |   8 +-
 ql/CMakeLists.txt                                  |   2 +
 .../volatility/equityfx/fixedlocalvolsurface.cpp   |  18 +--
 ql/time/date.cpp                                   |  15 +++
 ql/time/daycounters/Makefile.am                    |   6 +-
 ql/time/daycounters/actual364.hpp                  |   2 +-
 ql/time/daycounters/actual36525.hpp                |   3 +-
 ql/time/daycounters/actual366.hpp                  |   3 +-
 ql/time/daycounters/all.hpp                        |   1 +
 ql/time/daycounters/yearfractiontodate.cpp         |  66 +++++++++++
 ql/time/daycounters/yearfractiontodate.hpp         |  44 +++++++
 test-suite/dates.cpp                               |  18 +++
 test-suite/daycounters.cpp                         | 132 ++++++++++++++++++++-
 test-suite/daycounters.hpp                         |   3 +
 15 files changed, 303 insertions(+), 24 deletions(-)

commit a998e6764fd43e186740de094cee266b343b9a7e
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Fri, 21 Apr 2023 00:29:11 +0000

    Change boost::unordered_set to std::unordered_set

 .../shortrate/onefactormodels/gaussian1dmodel.hpp  |  6 ++++++
 ql/patterns/observable.hpp                         | 22 ++++++++++++++++++----
 ql/time/date.cpp                                   |  6 ++++++
 3 files changed, 30 insertions(+), 4 deletions(-)

commit a342b44ff76a160240334566f6bd66d442666601
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 21 Apr 2023 10:42:21 +0200

    Avoid including deprecated files in cmake build

 ql/experimental/Makefile.am                 | 2 +-
 ql/experimental/all.hpp                     | 1 +
 ql/experimental/amortizingbonds/Makefile.am | 2 +-
 ql/experimental/amortizingbonds/all.hpp     | 3 ---
 4 files changed, 3 insertions(+), 5 deletions(-)

commit 523d9a535a38e8c185d3850c589f8ebf86865c1b
Merge: 8f3b3f22d d2cf852ce
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 21 Apr 2023 09:17:08 +0200

    Unsuppress cppcoreguidelines-special-member-functions (#1629)

commit d2cf852ce68c69da2730dabd3af915348e9e1638
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Wed, 12 Apr 2023 07:54:44 +0000

    Unsuppress cppcoreguidelines-special-member-functions

 .clang-tidy                                        |  3 ++-
 ql/cashflows/cashflows.hpp                         |  4 ++++
 ql/experimental/callablebonds/callablebond.cpp     |  2 +-
 ql/math/array.hpp                                  |  9 +++++----
 ql/math/matrix.hpp                                 |  4 ++--
 .../operators/ninepointlinearop.hpp                |  1 +
 .../operators/triplebandlinearop.hpp               |  1 +
 .../finitedifferences/tridiagonaloperator.hpp      |  1 +
 ql/patterns/observable.hpp                         |  4 ++--
 ql/patterns/singleton.hpp                          |  1 +
 ql/settings.hpp                                    |  2 +-
 ql/termstructures/interpolatedcurve.hpp            | 23 ++++++++++++++++++++--
 .../swaption/sabrswaptionvolatilitycube.hpp        |  2 +-
 ql/time/date.cpp                                   |  2 +-
 ql/utilities/clone.hpp                             |  1 +
 ql/utilities/observablevalue.hpp                   |  2 +-
 test-suite/inflationcpibond.cpp                    |  2 +-
 test-suite/observable.cpp                          |  2 +-
 test-suite/tracing.cpp                             |  2 +-
 test-suite/utilities.hpp                           |  2 +-
 20 files changed, 50 insertions(+), 20 deletions(-)

commit 8f3b3f22d5dbc9b76a79143f261e447f2860aa4b
Merge: 48ddfebf8 334fa9702
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Apr 2023 22:20:08 +0200

    Remove features deprecated in version 1.26 (#1633)

commit 48ddfebf80c12bd8ee090a5087a81b5909000f3f
Merge: 22c28fc48 f4b14465e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Apr 2023 15:31:57 +0200

    Pass dim by value to FdmLinearOpLayout and move (#1628)

commit 22c28fc483b342d3b3fcb0c879cacaa0c53a1a56
Merge: d2d89f05e 6d63eaf17
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Apr 2023 15:31:05 +0200

    Make swap functions noexcept (#1631)

commit 334fa970275313e19ada47ae9077206705747abf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Apr 2023 13:19:52 +0200

    Fix access to private type

 ql/patterns/observable.hpp | 1 +
 1 file changed, 1 insertion(+)

commit a60789d72ec9fd3f0ddbcc6c8df74180f2d2e9bb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Apr 2023 13:03:48 +0200

    Remove features deprecated in version 1.26

 cmake/GenerateHeaders.cmake                    |   4 +
 ql/cashflows/cpicoupon.cpp                     |  84 --------------
 ql/cashflows/cpicoupon.hpp                     |  72 ------------
 ql/cashflows/zeroinflationcashflow.cpp         |  17 ---
 ql/cashflows/zeroinflationcashflow.hpp         |  15 ---
 ql/math/Makefile.am                            |   2 +-
 ql/math/all.hpp                                |   2 -
 ql/math/curve.hpp                              |  30 +----
 ql/math/lexicographicalview.hpp                | 154 +------------------------
 ql/methods/montecarlo/lsmbasissystem.hpp       |   6 -
 ql/patterns/Makefile.am                        |   2 +-
 ql/patterns/all.hpp                            |   1 -
 ql/patterns/composite.hpp                      |  33 +-----
 ql/patterns/observable.hpp                     |  45 +-------
 ql/pricingengines/vanilla/mcamericanengine.hpp |  12 --
 ql/termstructures/yield/Makefile.am            |   2 +-
 ql/termstructures/yield/all.hpp                |   1 -
 ql/termstructures/yield/drifttermstructure.hpp |  98 +---------------
 18 files changed, 21 insertions(+), 559 deletions(-)

commit d2d89f05ec5770bf68289e3a7af421e911ed6536
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 19 Apr 2023 10:51:02 +0200

    Avoid warning on latest Apple clang

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

commit ec2ad9e77cfb6e77d406707048196859f7f25b53
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.31-dev.

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

commit 4887a7a5f645a6e95cb302ca2908a7fb96fc99fc
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Wed, 19 Apr 2023 10:19:13 +0200

    deprecated constructor in version 1.31

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

commit 08aa5476e4193792cb9aa05158baf37b97c5052c
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Tue, 18 Apr 2023 22:53:20 +0200

    -removed the ctor without the index
    -cleaned up comments/unnecessary spaces

 ql/instruments/forwardrateagreement.cpp | 73 +++------------------------------
 ql/instruments/forwardrateagreement.hpp | 23 -----------
 ql/termstructures/yield/ratehelpers.cpp |  6 +--
 3 files changed, 7 insertions(+), 95 deletions(-)

commit 6d63eaf1729b33976eed5ae6d806916111ea7b84
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Fri, 14 Apr 2023 21:19:08 +0900

    Make swap functions noexcept

 ql/math/array.hpp                                           | 11 +++++------
 ql/math/interpolations/multicubicspline.hpp                 |  4 ++--
 ql/math/matrix.hpp                                          | 13 ++++++-------
 ql/math/sampledcurve.hpp                                    |  9 ++++-----
 .../finitedifferences/operators/fdmlinearopiterator.hpp     |  2 +-
 .../finitedifferences/operators/ninepointlinearop.cpp       |  4 ++--
 .../finitedifferences/operators/ninepointlinearop.hpp       |  2 +-
 .../finitedifferences/operators/triplebandlinearop.cpp      |  4 ++--
 .../finitedifferences/operators/triplebandlinearop.hpp      |  2 +-
 ql/methods/finitedifferences/tridiagonaloperator.hpp        | 13 ++++++-------
 ql/utilities/clone.hpp                                      |  8 ++++----
 11 files changed, 34 insertions(+), 38 deletions(-)

commit e5a2a96cdaf6dd0067d19a5ea8102ae20192cd21
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Thu, 13 Apr 2023 17:43:49 +0200

    New ctor with forecast-discount curve and new helper class

 ql/instruments/forwardrateagreement.cpp | 38 +++++++++++++++++++++++----------
 ql/instruments/forwardrateagreement.hpp |  8 +++++--
 ql/termstructures/yield/ratehelpers.cpp | 10 +++++++--
 3 files changed, 41 insertions(+), 15 deletions(-)

commit f4b14465e0dd542536a8858a4952c522690a8bc4
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Mon, 20 Feb 2023 21:56:12 +0900

    Pass dim by value to FdmLinearOpLayout and move

 ql/experimental/volatility/zabr.cpp                          | 9 +++++++++
 ql/methods/finitedifferences/meshers/fdmmeshercomposite.cpp  | 2 +-
 ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp | 8 ++++----
 3 files changed, 14 insertions(+), 5 deletions(-)

commit e99427b572344cf5df763bcddb6bf77538c1f54c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Apr 2023 12:51:49 +0200

    Some changes in docs

 ql/instruments/forwardrateagreement.hpp | 22 +++++++++++-----------
 1 file changed, 11 insertions(+), 11 deletions(-)

commit 72b97c46e8f426d8e75068281ef7915adced8016
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Apr 2023 12:36:15 +0200

    Reorganize docs

 ql/patterns/lazyobject.hpp | 39 ++++++++++++++++++++++++---------------
 ql/patterns/observable.hpp | 36 ++++++++++++++++++++----------------
 2 files changed, 44 insertions(+), 31 deletions(-)

commit 3840448446991af44b729069f4d4e9fd16cb0013
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 5 Apr 2023 10:45:28 +0200

    Add LazyObject configuration

 ql/patterns/lazyobject.hpp | 42 ++++++++++++++++++--
 test-suite/lazyobject.cpp  | 96 ++++++++++++++++++++++++++++++++++++++++------
 test-suite/lazyobject.hpp  |  2 +
 3 files changed, 125 insertions(+), 15 deletions(-)

commit c2ac9965c4f7abb2fb5a58f000d1bad7e5102b63
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 3 Apr 2023 10:17:40 +0200

    Deprecated both implementations of registerWithObservables

 ql/patterns/observable.hpp | 21 +++++++++++++++------
 1 file changed, 15 insertions(+), 6 deletions(-)

commit e3a177d48b2da4c82da02afa4a2c9599061fecdd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Mar 2023 14:18:55 +0200

    Test regression for at-par FRA

 test-suite/piecewiseyieldcurve.cpp | 192 ++++++++++++++++++++++++-------------
 test-suite/piecewiseyieldcurve.hpp |   2 +
 2 files changed, 126 insertions(+), 68 deletions(-)

commit 1ca515fd766afec155e4c97a4c24e2574d2c9f50
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sat, 18 Mar 2023 18:02:05 +0100

    Update test-suite/piecewiseyieldcurve.cpp
    
    Co-authored-by: Luigi Ballabio <luigi.ballabio@gmail.com>

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

commit 3c7e6eba0c199a0a33d13972428d8e7e3eda1ab2
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sat, 18 Mar 2023 13:04:55 +0100

    fix

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

commit b441c82831d4ee3a72513199a432bcb18124bf71
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sat, 18 Mar 2023 12:53:29 +0100

    remove utility to enable first notification on subgraph, remove observables inspector, update test case

 ql/patterns/lazyobject.hpp         | 12 ------------
 ql/patterns/observable.hpp         | 10 ----------
 test-suite/piecewiseyieldcurve.cpp |  2 +-
 3 files changed, 1 insertion(+), 23 deletions(-)

commit f1abb78a22b6a850f7105a59c1a8b71aacc5c8e7
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Thu, 9 Mar 2023 08:22:02 +0100

    expose observables for enabled thread safe observer pattern

 ql/patterns/observable.hpp | 5 +++++
 1 file changed, 5 insertions(+)

commit be329691d02738a90c0cd2af3689a934590c3d51
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Thu, 9 Mar 2023 07:54:36 +0100

    fixes

 ql/patterns/lazyobject.hpp         | 6 +++---
 test-suite/piecewiseyieldcurve.cpp | 3 +--
 2 files changed, 4 insertions(+), 5 deletions(-)

commit 4d6a70a6f5368724e1b93df08e55c787919a847b
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 8 Mar 2023 19:59:28 +0100

    fix unit test case

 test-suite/piecewiseyieldcurve.cpp | 4 ++++
 1 file changed, 4 insertions(+)

commit 00ffe231e23b15d4d0d084f858c9f25046ab127f
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 8 Mar 2023 19:58:51 +0100

    add function to enable single notification recursively

 ql/patterns/lazyobject.hpp | 12 ++++++++++++
 ql/patterns/observable.hpp |  5 +++++
 2 files changed, 17 insertions(+)

commit 2fab9eda4494441f5c4c9e9058e5b66b1874cd17
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 16:25:53 +0100

    address Luigi's comments

 ql/patterns/lazyobject.hpp | 11 ++++++++++-
 ql/patterns/observable.hpp | 11 +++++++----
 test-suite/lazyobject.cpp  |  8 +++++---
 3 files changed, 22 insertions(+), 8 deletions(-)

commit d2cadf74c0b58e3b47061189fb3a7dfbab06f83f
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:34:47 +0100

    fix

 ql/termstructures/volatility/interpolatedsmilesection.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 8f6b5f1333ea2b8873c0305eb70e567e4d5ef547
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:29:31 +0100

    fix unit test

 test-suite/lazyobject.cpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 4dd582e6ca2e29d99c28ba4556a2dd4c16222c17
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:22:24 +0100

    remove registerWith overwrite

 ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp | 5 -----
 1 file changed, 5 deletions(-)

commit f6e4715bca5b7ace570c0f3778fb95c68e4e0c6d
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:20:24 +0100

    Revert "second attempt to avoid msvc warning c4250"
    
    This reverts commit b4250ad5815f0f61de06cf6dbe0d782879e60166.

 ql/patterns/lazyobject.hpp | 46 +++++++++++++---------------------------------
 1 file changed, 13 insertions(+), 33 deletions(-)

commit 3ec0dd43dc1a795524f3ac6736e11b20940c48ea
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:10:05 +0100

    Revert "fix msvc warning c4250"
    
    This reverts commit 6f91089cb53d389c33d8cdeb5c97408ac11c6bd0.

 ql/experimental/volatility/abcdatmvolcurve.hpp                 | 10 ----------
 .../volatility/noarbsabrinterpolatedsmilesection.hpp           |  9 ---------
 ql/experimental/volatility/sviinterpolatedsmilesection.hpp     | 10 ----------
 ql/models/shortrate/onefactormodels/gsr.hpp                    |  5 -----
 ql/models/shortrate/onefactormodels/markovfunctional.hpp       |  5 -----
 ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp |  9 ---------
 ql/termstructures/volatility/interpolatedsmilesection.hpp      |  8 --------
 .../volatility/optionlet/strippedoptionletadapter.hpp          | 10 ----------
 ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp  |  9 ---------
 ql/termstructures/volatility/swaption/swaptionvolcube.hpp      | 10 ----------
 ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp  |  7 -------
 ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp    | 10 ----------
 ql/termstructures/yield/flatforward.hpp                        |  6 ------
 13 files changed, 108 deletions(-)

commit 70ec6d5ee84926f3a65c4ed31f8b421d47c85cc1
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:08:58 +0100

    Revert "fix warning c4250"
    
    This reverts commit 31bd92d6be307462701ef81288cb30b011058a2a.

 ql/termstructures/yield/fittedbonddiscountcurve.hpp | 7 -------
 1 file changed, 7 deletions(-)

commit 19386b9ea5bd802a3a5d5383878505a51430a404
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:08:56 +0100

    Revert "avoid warning c4250"
    
    This reverts commit 8ff6d49d345e8e67ad9989460a543c52719195c7.

 ql/termstructures/defaulttermstructure.hpp                  | 6 ------
 ql/termstructures/inflation/piecewisezeroinflationcurve.hpp | 6 ------
 ql/termstructures/yield/piecewiseyieldcurve.hpp             | 6 ------
 3 files changed, 18 deletions(-)

commit e9da2d5e8fd49895d6eca7b573e771fa6e561c18
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:08:54 +0100

    Revert "more fixes"
    
    This reverts commit 686062ecf411274a8b488060f02a5d1f81ce5cf9.

 ql/termstructures/credit/piecewisedefaultcurve.hpp          | 9 +--------
 ql/termstructures/defaulttermstructure.hpp                  | 4 ++--
 ql/termstructures/inflation/piecewisezeroinflationcurve.hpp | 3 +--
 ql/termstructures/yield/piecewiseyieldcurve.hpp             | 3 +--
 4 files changed, 5 insertions(+), 14 deletions(-)

commit 464800bf0d26b7e4cac27eb876310cec3094f643
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:08:45 +0100

    Revert "avoid c4250"
    
    This reverts commit 64a72ead06acc925e3f448881f63a78a2a9fb808.

 ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp | 7 -------
 ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp    | 7 -------
 2 files changed, 14 deletions(-)

commit 537ea232ec383bcba469ad9898fb05ce3cb44bde
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Tue, 7 Mar 2023 15:08:33 +0100

    Revert "avoid warning C4250 "inherits via dominance""
    
    This reverts commit 623a9ae9df697ec85eadd46109b17a512427de92.

 ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp | 5 -----
 1 file changed, 5 deletions(-)

commit 812d8ca9d593a220022bd0eaa728f5bf3f84cb73
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Thu, 23 Feb 2023 00:26:57 +0100

    Fixes the AppVeyor build failed

 ql/instruments/forwardrateagreement.cpp | 4 ++--
 ql/instruments/forwardrateagreement.hpp | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

commit afef8765edabc095b07854c880c3e4e9660c64b6
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Wed, 22 Feb 2023 21:37:14 +0100

    ForwardRateAgreement constructor fix
    Fixed the deprecated constructor
    Removed the deprecated constructor from the test suite

 ql/instruments/forwardrateagreement.cpp | 21 +++++++++++++++++++--
 ql/instruments/forwardrateagreement.hpp |  5 +++--
 test-suite/forwardrateagreement.cpp     |  1 -
 test-suite/piecewiseyieldcurve.cpp      | 17 ++++-------------
 4 files changed, 26 insertions(+), 18 deletions(-)

commit 87ee176a4d58ee89ba65ddd072d459f5a57d79a2
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Sun, 19 Feb 2023 14:13:10 +0100

    1) Fixed intializer list
    2) New ctor with Handle<YieldTermStructure>

 ql/instruments/forwardrateagreement.cpp | 84 ++++++++++-----------------------
 ql/instruments/forwardrateagreement.hpp | 44 +++++------------
 2 files changed, 37 insertions(+), 91 deletions(-)

commit 64a72ead06acc925e3f448881f63a78a2a9fb808
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 12 Feb 2023 15:12:17 +0100

    avoid c4250

 ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp | 7 +++++++
 ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp    | 7 +++++++
 2 files changed, 14 insertions(+)

commit ecf19c87302e6207a85c81debfa6ef7f2ba25566
Author: jakeheke75 <jakeheke75@gmail.com>
Date:   Sun, 12 Feb 2023 01:03:23 +0100

    forwardrateagreement ctor enhancements fixes #154

 ql/instruments/forwardrateagreement.cpp | 88 ++++++++++++++++++++++++++++++---
 ql/instruments/forwardrateagreement.hpp | 46 +++++++++++++++++
 2 files changed, 128 insertions(+), 6 deletions(-)

commit 686062ecf411274a8b488060f02a5d1f81ce5cf9
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sat, 11 Feb 2023 18:19:18 +0100

    more fixes

 ql/termstructures/credit/piecewisedefaultcurve.hpp          | 9 ++++++++-
 ql/termstructures/defaulttermstructure.hpp                  | 4 ++--
 ql/termstructures/inflation/piecewisezeroinflationcurve.hpp | 3 ++-
 ql/termstructures/yield/piecewiseyieldcurve.hpp             | 3 ++-
 4 files changed, 14 insertions(+), 5 deletions(-)

commit 8ff6d49d345e8e67ad9989460a543c52719195c7
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sat, 11 Feb 2023 12:03:15 +0100

    avoid warning c4250

 ql/termstructures/defaulttermstructure.hpp                  | 6 ++++++
 ql/termstructures/inflation/piecewisezeroinflationcurve.hpp | 6 ++++++
 ql/termstructures/yield/piecewiseyieldcurve.hpp             | 6 ++++++
 3 files changed, 18 insertions(+)

commit 31bd92d6be307462701ef81288cb30b011058a2a
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sat, 11 Feb 2023 10:23:43 +0100

    fix warning c4250

 ql/termstructures/yield/fittedbonddiscountcurve.hpp | 7 +++++++
 1 file changed, 7 insertions(+)

commit 0ce10bce7f32ebe5122c30a0e117df5afb7dc67e
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Fri, 10 Feb 2023 18:43:31 +0100

    fixes

 ql/termstructures/volatility/interpolatedsmilesection.hpp     | 7 ++++---
 ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp | 2 +-
 2 files changed, 5 insertions(+), 4 deletions(-)

commit 6f91089cb53d389c33d8cdeb5c97408ac11c6bd0
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Fri, 10 Feb 2023 18:41:04 +0100

    fix msvc warning c4250

 ql/experimental/volatility/abcdatmvolcurve.hpp                 | 10 ++++++++++
 .../volatility/noarbsabrinterpolatedsmilesection.hpp           |  9 +++++++++
 ql/experimental/volatility/sviinterpolatedsmilesection.hpp     | 10 ++++++++++
 ql/models/shortrate/onefactormodels/gsr.hpp                    |  5 +++++
 ql/models/shortrate/onefactormodels/markovfunctional.hpp       |  5 +++++
 ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp |  9 +++++++++
 .../volatility/capfloor/capfloortermvolsurface.hpp             |  3 +++
 ql/termstructures/volatility/interpolatedsmilesection.hpp      |  6 ++++++
 .../volatility/optionlet/strippedoptionletadapter.hpp          | 10 ++++++++++
 ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp  |  9 +++++++++
 ql/termstructures/volatility/swaption/swaptionvolcube.hpp      | 10 ++++++++++
 ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp  |  7 +++++++
 ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp    | 10 ++++++++++
 ql/termstructures/yield/flatforward.hpp                        |  6 ++++++
 14 files changed, 109 insertions(+)

commit b4250ad5815f0f61de06cf6dbe0d782879e60166
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Fri, 10 Feb 2023 14:00:22 +0100

    second attempt to avoid msvc warning c4250

 ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

commit 623a9ae9df697ec85eadd46109b17a512427de92
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Fri, 10 Feb 2023 10:20:03 +0100

    avoid warning C4250 "inherits via dominance"

 ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 94a1a78886d95b99f61730e962872afde32b92ea
Author: klausspanderen <klaus@spanderen.de>
Date:   Tue, 31 Jan 2023 21:36:02 +0100

    Revert "moved expm from experimental to main"
    
    This reverts commit f88537b3d3021692c5cf6afbb6ae095560aeef6d.

 QuantLib.vcxproj                                        |  4 ++--
 QuantLib.vcxproj.filters                                | 12 ++++++------
 ql/CMakeLists.txt                                       |  4 ++--
 ql/experimental/math/Makefile.am                        |  2 ++
 ql/{math/matrixutilities => experimental/math}/expm.cpp |  2 +-
 ql/{math/matrixutilities => experimental/math}/expm.hpp |  0
 ql/math/matrixutilities/Makefile.am                     |  2 --
 test-suite/ode.cpp                                      |  2 +-
 8 files changed, 14 insertions(+), 14 deletions(-)

commit f88537b3d3021692c5cf6afbb6ae095560aeef6d
Author: klausspanderen <klaus@spanderen.de>
Date:   Mon, 30 Jan 2023 22:09:07 +0100

    moved expm from experimental to main

 QuantLib.vcxproj                                        |  4 ++--
 QuantLib.vcxproj.filters                                | 12 ++++++------
 ql/CMakeLists.txt                                       |  4 ++--
 ql/experimental/math/Makefile.am                        |  2 --
 ql/math/matrixutilities/Makefile.am                     |  2 ++
 ql/{experimental/math => math/matrixutilities}/expm.cpp |  2 +-
 ql/{experimental/math => math/matrixutilities}/expm.hpp |  0
 test-suite/ode.cpp                                      |  2 +-
 8 files changed, 14 insertions(+), 14 deletions(-)

commit 01d87f5d27f56e41ad7687dc9a8f2b52460ed751
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 25 Jan 2023 19:38:17 +0100

    use ext instead of boost, missing include

 ql/patterns/lazyobject.hpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 8bdbaf3e37a7b1caee62675f3fddbd78b067e4c4
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 25 Jan 2023 16:16:32 +0100

    always forward notifications from a lazy object when another lazy object registers with it

 ql/cashflows/capflooredcoupon.cpp                    |  5 -----
 ql/cashflows/capflooredcoupon.hpp                    |  1 -
 ql/cashflows/digitalcoupon.cpp                       |  7 -------
 ql/cashflows/digitalcoupon.hpp                       |  1 -
 ql/experimental/coupons/strippedcapflooredcoupon.cpp |  1 -
 ql/instruments/bond.cpp                              |  9 ---------
 ql/instruments/bond.hpp                              |  4 ----
 ql/instruments/compositeinstrument.cpp               |  9 ---------
 ql/instruments/floatfloatswaption.cpp                |  1 -
 ql/instruments/nonstandardswaption.cpp               |  1 -
 ql/instruments/swap.cpp                              | 10 ----------
 ql/instruments/swap.hpp                              |  4 ----
 ql/instruments/swaption.cpp                          |  2 --
 ql/patterns/lazyobject.hpp                           |  8 ++++++++
 ql/patterns/observable.hpp                           |  4 ++--
 15 files changed, 10 insertions(+), 57 deletions(-)

commit 99ba9dbb45d31c5158f7f2ac05b5b3b4140a39d6
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 22 Jan 2023 18:00:40 +0100

    forgot to update this one

 ql/termstructures/yield/oisratehelper.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 17914a4260a9ba03e0987eb91b4b191bf4f312ca
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Sun, 22 Jan 2023 16:34:44 +0100

    update new basis swap rate helper to use deepUpdate() instead of recalculate

 ql/experimental/termstructures/basisswapratehelpers.cpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit 92807d1f3401b895b03ec5718be596c17310063d
Author: HristoRaykov <hristocr@gmail.com>
Date:   Wed, 2 Nov 2022 12:26:00 +0200

    callable bond frequency issue lballabio/QuantLib#928 fixed proposed by @OleBueker

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

commit 1919fd841ac9e7bfd4eef77db099d083b5ec6777
Author: HristoRaykov <hristocr@gmail.com>
Date:   Tue, 1 Nov 2022 17:15:24 +0200

    schedule tests corrected

 ql/time/schedule.cpp    | 18 ------------------
 test-suite/schedule.cpp | 33 +++++++++------------------------
 2 files changed, 9 insertions(+), 42 deletions(-)

commit 7e6b39da6939e8f3849d34884ccc7e6dea276f44
Author: HristoRaykov <hristocr@gmail.com>
Date:   Tue, 1 Nov 2022 16:16:19 +0200

    EOM adjustment removed for effective and termination date

 ql/time/schedule.cpp    | 38 ++++++++++++++++++++++----------------
 test-suite/schedule.cpp | 11 ++++++-----
 2 files changed, 28 insertions(+), 21 deletions(-)

commit 0d82b813a8e2e96944f8b06187721f04795d8e6c
Author: HristoRaykov <hristocr@gmail.com>
Date:   Tue, 1 Nov 2022 15:57:38 +0200

    schedule tests added

 test-suite/schedule.cpp | 50 +++++++++++++++++++++++++++++++++++++++++++++++++
 test-suite/schedule.hpp |  2 ++
 2 files changed, 52 insertions(+)

commit 00a0ad93ed4c6797a73d8a9a9a18e21578a5f6f4
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Wed, 3 Nov 2021 17:53:24 +0100

    make floating rate coupons lazy

 ql/cashflows/capflooredcoupon.cpp                  | 25 ++++++++++----
 ql/cashflows/capflooredcoupon.hpp                  | 13 +++++---
 ql/cashflows/digitalcoupon.cpp                     | 38 +++++++++++++++-------
 ql/cashflows/digitalcoupon.hpp                     | 13 +++++---
 ql/cashflows/floatingratecoupon.cpp                |  7 +++-
 ql/cashflows/floatingratecoupon.hpp                | 14 ++++----
 ql/event.hpp                                       |  2 +-
 .../coupons/strippedcapflooredcoupon.cpp           | 21 ++++++++----
 .../coupons/strippedcapflooredcoupon.hpp           | 12 +++++--
 ql/instruments/bond.cpp                            | 15 +++++++--
 ql/instruments/bond.hpp                            |  4 +++
 ql/instruments/capfloor.cpp                        |  5 ++-
 ql/instruments/floatfloatswaption.cpp              |  2 +-
 ql/instruments/nonstandardswaption.cpp             |  2 +-
 ql/instruments/swap.cpp                            | 16 ++++++---
 ql/instruments/swap.hpp                            |  4 +++
 ql/instruments/swaption.cpp                        |  8 ++++-
 ql/instruments/swaption.hpp                        |  4 +++
 ql/patterns/lazyobject.hpp                         |  8 ++++-
 ql/patterns/observable.hpp                         |  8 +++--
 ql/termstructures/yield/oisratehelper.cpp          |  2 +-
 ql/termstructures/yield/ratehelpers.cpp            |  4 +--
 22 files changed, 162 insertions(+), 65 deletions(-)
