ChangeLog.txt

commit 4bd55d80a5f7320175a1f3da9224237b3423fe12
Merge: 440c673 763bdd7
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 30 12:31:33 2017 +0100

    Merge pull request #180 from tournierjc/SviInterpolationCtorMissingParam
    
    Svi interpolation ctor missing param

commit 440c6737dc545b088568f21a3166d15bed500222
Merge: 4cb47c8 2247182
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 30 12:31:23 2017 +0100

    Merge pull request #179 from tournierjc/NewGettersBlackVarianceSurface
    
    New getters black variance surface

commit 763bdd7486d34151e098dc26f4106f13b0f47c6f
Author: tournierjc <tournier.jc@gmail.com>
Date:   Mon Oct 30 11:53:57 2017 +0100

    addParams was missing

 src/QLNet/Math/Interpolations/SviInterpolation.cs | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

commit 2247182e30c33ebb831852b60c90b082c9b59641
Author: tournierjc <tournier.jc@gmail.com>
Date:   Mon Oct 30 11:50:03 2017 +0100

    Add public getters for BlackVarianceSurface

 .../Volatility/equityfx/BlackVarianceSurface.cs       | 19 +++++++++++++++----
 1 file changed, 15 insertions(+), 4 deletions(-)

commit d78aae5b43fcfb5359b73014a22c4a46d00d8f66
Merge: 43dd1ff 4cb47c8
Author: tournierjc <tournier.jc@gmail.com>
Date:   Mon Oct 30 11:49:21 2017 +0100

    Merge pull request #4 from amaggiulli/develop
    
    last merge

commit 4cb47c82a4b7822a2bbe8858367f09ca37b405e7
Merge: 35fdae7 33c7ab3
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 30 09:45:26 2017 +0100

    Merge pull request #178 from tournierjc/FdmBermudanSwaptionHW
    
    Fdm bermudan swaption hw

commit 35fdae7745ca66ece0e7dcad0285dcc7586f08e3
Merge: 9f99b0e 077c4a4
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 30 09:45:15 2017 +0100

    Merge pull request #177 from tournierjc/ProjetFileFix
    
    Projet file fix

commit 9f99b0e3f0286497b169fae0c78bef4cc40f973b
Merge: fae51c7 529e46d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 30 09:45:02 2017 +0100

    Merge pull request #176 from tournierjc/DoubleBarrierBinaryOptionPort
    
    Double barrier binary option port

commit 529e46d7e8ec90c40d705e49a8a36119ffa5d859
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Oct 27 09:19:15 2017 +0200

    Fix some SonarQube issues

 .../barrier/AnalyticDoubleBarrierBinaryEngine.cs             | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit 33c7ab3ed0019e0c641718cddeb2d0e96643f8dd
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Oct 27 09:13:44 2017 +0200

    Add files via upload

 src/QLNet/Pricingengines/vanilla/FdHullWhiteSwaptionEngine.cs | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 406f84ea86f2a0d6703b4743636952607b78c5a4
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Oct 27 09:13:19 2017 +0200

    Fix SonarQube

 .../Methods/Finitedifferences/Meshers/FdmSimpleProcess1dMesher.cs | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 66c5b10998ba21a5d929bf607e915ae30ddc0ccb
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Oct 27 09:10:30 2017 +0200

    Fix SonarQube

 .../Methods/Finitedifferences/Operators/FdmHullWhiteOp.cs      | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 243e81d3aefff54c9495af5d641c8d1d5303df0e
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Oct 27 09:09:53 2017 +0200

    Fix AppVeyor

 .../Finitedifferences/StepConditions/FdmBermudanStepCondition.cs        | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a9ff37f70198f00b0b1a561a4014959979bb8670
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Oct 27 09:09:19 2017 +0200

    Fix SonarQube

 .../Finitedifferences/Utilities/FdmAffineModelSwapInnerValue.cs       | 4 ++--
 .../Finitedifferences/Utilities/FdmAffineModelTermStructure.cs        | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

commit 43dd1fff6d26167633b975ab7c08f7bb0c8433c8
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Oct 27 09:07:07 2017 +0200

    Fix SonarQube

 .../Utilities/FdmAffineModelSwapInnerValue.cs      | 132 +++++++++++++++++++++
 .../Utilities/FdmAffineModelTermStructure.cs       |  59 +++++++++
 2 files changed, 191 insertions(+)

commit 71f929423b24dd49f21d97f6a783888f2427d3d9
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:54:48 2017 +0200

    Update project file

 src/QLNet.Old/QLNet.Old.csproj | 20 +++++++++++++++++++-
 1 file changed, 19 insertions(+), 1 deletion(-)

commit 077c4a4d9f84955e375fc10622c4960bd520019a
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:38:05 2017 +0200

    I missed a line in #175

 src/QLNet.Old/QLNet.Old.csproj | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8a7dde3d2264964a904a0065c2221de7c151e77e
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:28:31 2017 +0200

    Update test case

 tests/QLNet.Tests/T_Bermudanswaption.cs | 56 ++++++++++++++++++++++-----------
 1 file changed, 38 insertions(+), 18 deletions(-)

commit 4a3ffec87f2c8b156da8bb73d51952c373f67768
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:27:44 2017 +0200

    Add HW swaption engine

 .../vanilla/FdHullWhiteSwaptionEngine.cs           | 117 +++++++++++++++++++++
 1 file changed, 117 insertions(+)

commit c92776e9186201d3d4858b6bcfd074c04b08c7d7
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:26:48 2017 +0200

    1 line was missing

 src/QLNet/Methods/Finitedifferences/finitedifferencemodel.cs | 1 +
 1 file changed, 1 insertion(+)

commit 48780ce12da77cf4595b2eb777f441b5961b4558
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:26:08 2017 +0200

    Affine model utilities add

 .../Utilities/FdmAffineModelSwapInnerValue.cs      | 132 +++++++++++++++++++++
 .../Utilities/FdmAffineModelTermStructure.cs       |  59 +++++++++
 2 files changed, 191 insertions(+)

commit ac9f04a20005b7024dfc9354adb5d2e81e7964a9
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:25:14 2017 +0200

    Bermudan condition bug fix

 .../Finitedifferences/StepConditions/FdmBermudanStepCondition.cs        | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 2ffa5dfd90f966610b8a7b1eb821cdf595e46d55
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:24:36 2017 +0200

    FDM Hull White Solver add

 .../Solvers/FdmHullWhiteSolver.cs                  | 65 ++++++++++++++++++++++
 1 file changed, 65 insertions(+)

commit 103091cdb1c34ffc0202793d67ab404f5bb208de
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:23:17 2017 +0200

    TripleBandLinear op bug fix

 .../Finitedifferences/Operators/TripleBandLinearOp.cs        | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit a0161badfeb67301683f48dfed1e8d84b45bc079
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:22:43 2017 +0200

    Hull White operator add

 .../Finitedifferences/Operators/FdmHullWhiteOp.cs  | 105 +++++++++++++++++++++
 1 file changed, 105 insertions(+)

commit ee20b5b90f25ee27dbaecea5163e0b37bd8a2798
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Oct 26 18:21:55 2017 +0200

    1D Simple mesher add

 .../Meshers/FdmSimpleProcess1dMesher.cs            | 74 ++++++++++++++++++++++
 1 file changed, 74 insertions(+)

commit 59f451c70f50e151dd653adb5fa80ad2a7ae6d26
Author: tournierjc <tournier.jc@gmail.com>
Date:   Wed Oct 25 17:39:06 2017 +0200

    Add pricing engines

 .../barrier/AnalyticDoubleBarrierBinaryEngine.cs   | 322 +++++++++++++++++++++
 .../barrier/BinomialDoubleBarrierEngine.cs         | 154 ++++++++++
 .../barrier/DiscretizedDoubleBarrierOption.cs      | 270 +++++++++++++++++
 3 files changed, 746 insertions(+)

commit a7eb97586af20cd17d96d4d12e4c272364a972f8
Author: tournierjc <tournier.jc@gmail.com>
Date:   Wed Oct 25 17:37:14 2017 +0200

    Add test

 tests/QLNet.Tests/T_DoubleBinaryOption.cs | 282 ++++++++++++++++++++++++++++++
 1 file changed, 282 insertions(+)

commit 8f01ba3dc1759a3a7df6c4ec7c802d9267528aea
Author: tournierjc <tournier.jc@gmail.com>
Date:   Wed Oct 25 17:36:39 2017 +0200

    QLNet Tests old project file

 tests/QLNet.Tests.Old/QLNet.Tests.Old.csproj | 1 +
 1 file changed, 1 insertion(+)

commit ce2a6c6d839c9cb5fe21bad84619042ad0da293a
Author: tournierjc <tournier.jc@gmail.com>
Date:   Wed Oct 25 17:36:04 2017 +0200

    QLNet Old project file

 src/QLNet.Old/QLNet.Old.csproj | 9 +++++++++
 1 file changed, 9 insertions(+)

commit ba2136e79db1a9185ab4318afb1c2385c27a86de
Merge: 5ae4482 fae51c7
Author: tournierjc <tournier.jc@gmail.com>
Date:   Wed Oct 25 16:37:29 2017 +0200

    Merge pull request #3 from amaggiulli/develop
    
    Merge from QLnet

commit fae51c7bf38743ee11b05454ab69ced327cf4244
Merge: 4071869 0f5594d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 25 15:03:34 2017 +0200

    Merge pull request #175 from tournierjc/Update_QLNet_Old
    
    Update QLNet Old Project files

commit 0f5594dd7ec7d104101610e7be8d2398e51b7881
Author: tournierjc <tournier.jc@gmail.com>
Date:   Wed Oct 25 14:21:11 2017 +0200

    Update QLNet.Test.Old projet file
    
    Were missing last PR : FdmLinearOp and CreditDefaultSwap

 tests/QLNet.Tests.Old/QLNet.Tests.Old.csproj | 1 +
 1 file changed, 1 insertion(+)

commit d952b86afadd9cef1845f8dcf34126890081f672
Author: tournierjc <tournier.jc@gmail.com>
Date:   Wed Oct 25 14:20:20 2017 +0200

    Update QLNet.Old projet file
    
    Were missing last PR : FDM + Local Volatility + CDS ISDA Engine

 src/QLNet.Old/QLNet.Old.csproj | 180 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 180 insertions(+)

commit 407186955c71e019c9899ed6af387279c16c8e9f
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Fri Oct 20 12:24:39 2017 +0200

    Traits cleanup & update.

 .../Termstructures/Credit/ProbabilityTraits.cs     | 178 ++++++++++++++++++---
 .../Termstructures/Inflation/InflationTraits.cs    |  61 +------
 .../Inflation/PiecewiseYoYInflationCurve.cs        |   8 -
 .../Inflation/PiecewiseZeroInflationCurve.cs       |   8 -
 src/QLNet/Termstructures/Yield/Bootstraptraits.cs  |  86 +---------
 .../Termstructures/Yield/PiecewiseYieldCurve.cs    |   5 -
 6 files changed, 163 insertions(+), 183 deletions(-)

commit 7bd298f045176abea39eb50eb04c08ce0bbe29b6
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 18 17:30:08 2017 +0200

    Added IsdaCdsEngine, InterpolatedSurvivalProbabilityCurve and SurvivalProbabilityStructure with test .

 src/QLNet/Pricingengines/credit/IsdaCdsEngine.cs   | 432 +++++++++++++++++++++
 .../Credit/InterpolatedSurvivalProbabilityCurve.cs | 166 ++++++++
 .../Credit/SurvivalProbabilityStructure.cs         |  74 ++++
 tests/QLNet.Tests/T_CreditDefaultSwap.cs           | 144 ++++++-
 4 files changed, 815 insertions(+), 1 deletion(-)

commit 41ed73f7b8c1ef7547c75bb0bd758360c5de583c
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 18 17:26:10 2017 +0200

    Updated Actual360 daycounter to include/exclude last day

 src/QLNet/Time/DayCounters/Actual360.cs | 67 ++++++++++++++++++++++-----------
 1 file changed, 46 insertions(+), 21 deletions(-)

commit 1bdedbdd76257963549e4068ee72dbf831809de2
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 18 17:25:12 2017 +0200

    Updated Schedule for CDS2015 with test.

 src/QLNet/Time/Schedule.cs      | 468 ++++++++++++++++++++++------------------
 tests/QLNet.Tests/T_Schedule.cs |  44 +++-
 2 files changed, 301 insertions(+), 211 deletions(-)

commit 30afffab64083a8360c8eed51db58e18d1b0f351
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 18 17:22:50 2017 +0200

    Added LastPeriodDayCounter to FixedRateCoupon

 src/QLNet/Cashflows/FixedRateCoupon.cs | 28 ++++++++++++++++++++--------
 1 file changed, 20 insertions(+), 8 deletions(-)

commit be3a170839ff5d98b5bbaf2a214305949ac1be73
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 18 17:21:53 2017 +0200

    Updated CreditDefaultSwap + helper

 src/QLNet/Instruments/CreditDefaultSwap.cs | 523 ++++++++++++++++++-----------
 src/QLNet/Instruments/MakeCDS.cs           | 122 +++++++
 src/QLNet/Types.cs                         |   5 +-
 3 files changed, 452 insertions(+), 198 deletions(-)

commit bb61b6794e3c01a9ed580715ba38afc70de0cd27
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 18 14:05:35 2017 +0200

    Fixed floating comparison

 tests/QLNet.Tests/Utilities.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a26aeddb912b4738b1e28c26a1c97edbdd181b35
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Oct 18 14:03:34 2017 +0200

    Refactored CallableBonds example

 src/CallableBonds/CallableBonds.cs | 99 ++++++++++++++++++--------------------
 1 file changed, 47 insertions(+), 52 deletions(-)

commit b9c4eba498e908395203f989df223d59b11fbad4
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 2 14:28:52 2017 +0200

    Fixed Bugs issues , code refactoring & cleanup.

 .../Meshers/Concentrating1dMesher.cs               | 445 +++++++++++----------
 .../Operators/FdmLinearOpIterator.cs               | 171 ++++----
 2 files changed, 319 insertions(+), 297 deletions(-)

commit ee3f19954cdb6c8b8f07606a939b1bfdfb11b57a
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 2 14:02:46 2017 +0200

    Fixed Vulnerability issues , code refactoring & cleanup.

 src/QLNet/Instruments/Makeswaption.cs              |   9 +-
 .../Math/Distributions/chisquaredistribution.cs    | 242 +++++------
 src/QLNet/Math/NumericalDifferentiation.cs         |  29 +-
 src/QLNet/Math/ODE/AdaptiveRungeKutta.cs           | 443 ++++++++++++---------
 src/QLNet/Math/integrals/DiscreteIntegrals.cs      |   1 -
 src/QLNet/Math/matrixutilities/BiCGStab.cs         | 195 +++++----
 src/QLNet/Math/matrixutilities/GMRES.cs            | 252 ++++++------
 .../Meshers/Concentrating1dMesher.cs               |   3 -
 .../Finitedifferences/Meshers/Fdm1dMesher.cs       |  68 ++--
 .../Meshers/FdmBlackScholesMesher.cs               |   1 -
 .../Methods/Finitedifferences/Meshers/FdmMesher.cs |   3 -
 .../Meshers/FdmMesherComposite.cs                  |   3 -
 .../Finitedifferences/Meshers/Uniform1dMesher.cs   |  47 +--
 .../Finitedifferences/Meshers/UniformGridMesher.cs | 101 ++---
 .../Operators/FdmBlackScholesOp.cs                 |   3 -
 .../Finitedifferences/Operators/FdmLinearOp.cs     |   3 -
 .../Operators/FdmLinearOpComposite.cs              |   3 -
 .../Operators/FdmLinearOpIterator.cs               |   3 -
 .../Operators/FdmLinearOpLayout.cs                 |   3 -
 .../Operators/FirstDerivativeOp.cs                 |   3 -
 .../Operators/NinePointLinearOp.cs                 |   3 -
 .../Operators/SecondDerivativeOp.cs                |   3 -
 .../Operators/SecondOrderMixedDerivativeOp.cs      |   3 -
 .../Operators/TripleBandLinearOp.cs                |   3 -
 .../Schemes/BoundaryConditionSchemeHelper.cs       |   1 -
 .../Finitedifferences/Schemes/CraigSneydScheme.cs  | 153 +++----
 .../Finitedifferences/Schemes/DouglasScheme.cs     | 134 ++++---
 .../Schemes/ExplicitEulerScheme.cs                 |   3 -
 .../Finitedifferences/Schemes/HundsdorferScheme.cs | 154 +++----
 .../Schemes/ImplicitEulerScheme.cs                 |  11 +-
 .../Schemes/ModifiedCraigSneydScheme.cs            |   1 -
 .../Finitedifferences/Solvers/Fdm1DimSolver.cs     |   1 -
 .../Finitedifferences/Solvers/FdmBackwardSolver.cs |   7 +-
 .../Solvers/FdmBlackScholesSolver.cs               |   5 -
 .../Finitedifferences/Solvers/FdmSolverDesc.cs     |  67 +++-
 .../StepConditions/FdmAmericanStepCondition.cs     |   3 -
 .../StepConditions/FdmBermudanStepCondition.cs     |  97 ++---
 .../StepConditions/FdmSnapshotCondition.cs         |   3 -
 .../StepConditions/FdmStepConditionComposite.cs    |   3 -
 .../Utilities/FdmBoundaryConditionSet.cs           |   1 -
 .../Utilities/FdmDirichletBoundary.cs              | 115 +++---
 .../Utilities/FdmDividendHandler.cs                | 195 ++++-----
 .../Utilities/FdmIndicesOnBoundary.cs              |  75 ++--
 .../Utilities/FdmInnerValueCalculator.cs           |   3 -
 .../Utilities/FdmMesherIntegral.cs                 |   1 -
 src/QLNet/Methods/montecarlo/montecarlomodel.cs    |   2 +-
 .../Shortrate/Onefactormodels/coxingersollross.cs  | 334 +++++++++-------
 .../Models/Shortrate/Onefactormodels/hullwhite.cs  | 422 ++++++++++----------
 .../Models/Shortrate/Onefactormodels/vasicek.cs    |  94 +++--
 src/QLNet/Pricingengines/Swap/treeswapengine.cs    | 129 +++---
 .../asian/mc_discr_arith_av_strike.cs              | 339 ++++++++--------
 .../Pricingengines/asian/mc_discr_geom_av_price.cs | 429 ++++++++++----------
 .../barrier/FdBlackScholesBarrierEngine.cs         | 355 ++++++++---------
 .../barrier/FdBlackScholesRebateEngine.cs          |   5 +-
 .../vanilla/FdBlackScholesVanillaEngine.cs         |   3 -
 .../Volatility/equityfx/FixedLocalVolSurface.cs    |   2 -
 .../Volatility/equityfx/NoExceptLocalVolSurface.cs |  81 ++--
 57 files changed, 2393 insertions(+), 2262 deletions(-)

commit 000c4a45591b42a671230f59af56abbc8fcfdadb
Merge: 44e7459 7c1a140
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 2 11:19:57 2017 +0200

    Merge pull request #173 from tournierjc/LocalVolPort
    
    Fixed Local Vol and No Except Local Vol

commit 44e7459203ba148c6099d416be83e5ca97e45c80
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 2 11:06:27 2017 +0200

    Fix pull request #172

 src/QLNet/Methods/Finitedifferences/Operators/NinePointLinearOp.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit f072de7672eeb9b44816141269e08a86700a3fad
Merge: 1a0822c 0571bf8
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Oct 2 10:58:25 2017 +0200

    Merge pull request #172 from tournierjc/FiniteDifferencesMethod_Port
    
    Finite differences method port

commit 7c1a140ac06d727f75d6da39aa4517a8192a78f3
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Sep 29 00:32:37 2017 +0200

    SonarQube fix

 .../Volatility/equityfx/FixedLocalVolSurface.cs    | 32 ++++++++++------------
 1 file changed, 15 insertions(+), 17 deletions(-)

commit 0571bf85a164f1d73592b0961e78c46f84db6fae
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Sep 29 00:25:14 2017 +0200

    SonarQube fixes 3

 src/QLNet/Math/NumericalDifferentiation.cs    |  1 -
 src/QLNet/Methods/Finitedifferences/TRBDF2.cs | 31 +++++++++++----------------
 2 files changed, 13 insertions(+), 19 deletions(-)

commit fcc1e90f9f829991b84bd2b8ff77c390246b27f1
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Sep 29 00:07:40 2017 +0200

    SonarQube fixes 2

 .../Finitedifferences/Utilities/FdmDirichletBoundary.cs      | 12 +++---------
 1 file changed, 3 insertions(+), 9 deletions(-)

commit 4cbf6172fce0eeaa6fa00508d168be5ac8eafe08
Author: tournierjc <tournier.jc@gmail.com>
Date:   Fri Sep 29 00:04:19 2017 +0200

    SonarQube fixes

 .../Volatility/equityfx/FixedLocalVolSurface.cs            | 14 +++++++-------
 .../Volatility/equityfx/NoExceptLocalVolSurface.cs         |  4 ++--
 src/QLNet/processes/BlackScholesProcess.cs                 |  2 +-
 3 files changed, 10 insertions(+), 10 deletions(-)

commit 06e40f4056750962bc9d9dcf1100cb541015b109
Author: tournierjc <tournier.jc@gmail.com>
Date:   Thu Sep 28 23:59:20 2017 +0200

    SonarQube fixes

 .../Methods/Finitedifferences/ExplicitEuler.cs     |  3 --
 .../Methods/Finitedifferences/ImplicitEuler.cs     |  3 --
 .../Operators/NinePointLinearOp.cs                 | 35 +++++++--------
 .../Operators/SecondOrderMixedDerivativeOp.cs      | 52 +++++++++++++---------
 .../Finitedifferences/Schemes/CraigSneydScheme.cs  | 13 +++---
 .../Finitedifferences/Schemes/DouglasScheme.cs     |  8 ++--
 .../Schemes/ExplicitEulerScheme.cs                 |  8 ++--
 .../Finitedifferences/Schemes/HundsdorferScheme.cs | 11 +++--
 .../Schemes/ImplicitEulerScheme.cs                 | 12 +++--
 .../Schemes/ModifiedCraigSneydScheme.cs            | 15 +++----
 src/QLNet/Methods/Finitedifferences/TRBDF2.cs      |  6 +--
 .../Finitedifferences/Utilities/ListUtils.cs       | 10 ++---
 12 files changed, 87 insertions(+), 89 deletions(-)

commit fe07c481179730ca23946caa6403556f3bd4b741
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Sep 28 21:33:51 2017 +0200

    Port Fixed Local Vol and No Except Local Vol

 .../Volatility/equityfx/FixedLocalVolSurface.cs    | 233 +++++++++++++++++++++
 .../Volatility/equityfx/NoExceptLocalVolSurface.cs |  68 ++++++
 src/QLNet/processes/BlackScholesProcess.cs         |  29 +++
 3 files changed, 330 insertions(+)

commit 0cb99dcc6e7df1b5a152a34431ca875816d12495
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue Sep 26 20:10:15 2017 +0200

    First port of Finite differences method from Quantlit

 src/QLNet/Cashflows/Dividend.cs                    |   4 +-
 src/QLNet/Instruments/DividendBarrierOption.cs     |   6 +-
 src/QLNet/Instruments/DividendSchedule.cs          |   1 +
 src/QLNet/Instruments/DividendVanillaOption.cs     |   5 +-
 src/QLNet/Instruments/payoffs.cs                   |   6 +
 .../Math/Interpolations/CubicInterpolation.cs      | 245 +++++-
 src/QLNet/Math/Matrix.cs                           |   5 +-
 src/QLNet/Math/NumericalDifferentiation.cs         | 150 ++++
 src/QLNet/Math/ODE/AdaptiveRungeKutta.cs           | 229 ++++++
 src/QLNet/Math/Vector.cs                           |  22 +
 src/QLNet/Math/integrals/DiscreteIntegrals.cs      | 109 +++
 src/QLNet/Math/integrals/Integral.cs               |   8 +-
 src/QLNet/Math/matrixutilities/BiCGStab.cs         | 128 ++++
 src/QLNet/Math/matrixutilities/GMRES.cs            | 188 +++++
 src/QLNet/Math/matrixutilities/SparseMatrix.cs     | 292 ++++++++
 src/QLNet/Methods/Finitedifferences/DMinus.cs      |  42 ++
 src/QLNet/Methods/Finitedifferences/DPlus.cs       |  42 ++
 .../Methods/Finitedifferences/ExplicitEuler.cs     |  66 ++
 .../Methods/Finitedifferences/ImplicitEuler.cs     |  62 ++
 .../Meshers/Concentrating1dMesher.cs               | 257 +++++++
 .../Finitedifferences/Meshers/Fdm1dMesher.cs       |  50 ++
 .../Meshers/FdmBlackScholesMesher.cs               | 143 ++++
 .../Methods/Finitedifferences/Meshers/FdmMesher.cs |  46 ++
 .../Meshers/FdmMesherComposite.cs                  | 120 +++
 .../Finitedifferences/Meshers/Uniform1dMesher.cs   |  52 ++
 .../Finitedifferences/Meshers/UniformGridMesher.cs |  84 +++
 .../Operators/FdmBlackScholesOp.cs                 | 155 ++++
 .../Finitedifferences/Operators/FdmLinearOp.cs     |  46 ++
 .../Operators/FdmLinearOpComposite.cs              |  50 ++
 .../Operators/FdmLinearOpIterator.cs               | 108 +++
 .../Operators/FdmLinearOpLayout.cs                 | 134 ++++
 .../Operators/FirstDerivativeOp.cs                 |  75 ++
 .../Operators/NinePointLinearOp.cs                 | 218 ++++++
 .../Operators/SecondDerivativeOp.cs                |  67 ++
 .../Operators/SecondOrderMixedDerivativeOp.cs      | 126 ++++
 .../Operators/TripleBandLinearOp.cs                | 312 ++++++++
 .../Methods/Finitedifferences/ParallelEvolver.cs   |   2 +-
 .../Schemes/BoundaryConditionSchemeHelper.cs       |  58 ++
 .../Finitedifferences/Schemes/CraigSneydScheme.cs  | 101 +++
 .../Finitedifferences/Schemes/DouglasScheme.cs     |  91 +++
 .../Schemes/ExplicitEulerScheme.cs                 |  72 ++
 .../Finitedifferences/Schemes/HundsdorferScheme.cs | 102 +++
 .../Schemes/ImplicitEulerScheme.cs                 | 108 +++
 .../Schemes/ModifiedCraigSneydScheme.cs            | 103 +++
 .../Finitedifferences/Solvers/Fdm1DimSolver.cs     | 115 +++
 .../Finitedifferences/Solvers/FdmBackwardSolver.cs | 178 +++++
 .../Solvers/FdmBlackScholesSolver.cs               |  83 +++
 .../Finitedifferences/Solvers/FdmSolverDesc.cs     |  37 +
 .../StepConditions/FdmAmericanStepCondition.cs     |  57 ++
 .../StepConditions/FdmBermudanStepCondition.cs     |  79 ++
 .../StepConditions/FdmSnapshotCondition.cs         |  48 ++
 .../StepConditions/FdmStepConditionComposite.cs    | 111 +++
 src/QLNet/Methods/Finitedifferences/TRBDF2.cs      | 155 ++++
 .../Utilities/FdmBoundaryConditionSet.cs           |  30 +
 .../Utilities/FdmDirichletBoundary.cs              |  83 +++
 .../Utilities/FdmDividendHandler.cs                | 116 +++
 .../Utilities/FdmIndicesOnBoundary.cs              |  66 ++
 .../Utilities/FdmInnerValueCalculator.cs           | 148 ++++
 .../Utilities/FdmMesherIntegral.cs                 |  67 ++
 .../Finitedifferences/Utilities/ListUtils.cs       |  79 ++
 .../Methods/Finitedifferences/ZeroCondition.cs     |  37 +
 .../Methods/Finitedifferences/cranknicolson.cs     |   3 +-
 .../Finitedifferences/finitedifferencemodel.cs     |   5 +
 src/QLNet/Methods/Finitedifferences/mixedscheme.cs |   2 +-
 .../barrier/FdBlackScholesBarrierEngine.cs         | 210 ++++++
 .../barrier/FdBlackScholesRebateEngine.cs          | 139 ++++
 .../vanilla/FdBlackScholesVanillaEngine.cs         | 105 +++
 .../Volatility/equityfx/LocalVolSurface.cs         |  26 +-
 .../Volatility/swaption/swaptionvolmatrix.cs       | 421 ++++++-----
 tests/QLNet.Tests/T_BarrierOption.cs               |  48 +-
 tests/QLNet.Tests/T_FdmLinearOp.cs                 | 827 +++++++++++++++++++++
 tests/QLNet.Tests/T_Interpolations.cs              |   2 +-
 72 files changed, 7314 insertions(+), 253 deletions(-)

commit 5ae4482e80ff32d407311840a7949692a130cdfb
Merge: 3299974 1a0822c
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue Sep 26 19:48:08 2017 +0200

    Merge pull request #2 from amaggiulli/develop
    
    merge

commit 1a0822c1de59823b45ddee5d5bfec85c7e185ba5
Merge: 6d5c724 362a815
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Mon Sep 25 18:23:19 2017 +0200

    Merge pull request #171 from jiskin/UpdateSwaptionTestCase
    
    Update swaption test case

commit 362a8158347b0351c1df7ebb5b0a7ddf362bed0c
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Sep 25 18:07:57 2017 +0200

    Add Cash Settled Swaption test

 tests/QLNet.Tests/T_Swaption.cs | 372 +++++++++++++++++++++++++++++++++++++---
 1 file changed, 352 insertions(+), 20 deletions(-)

commit 6d5c7241296ecac5624d3996c816dc983867ac3c
Merge: 6b15b1b 30f4e5d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Sep 13 14:39:43 2017 +0200

    Merge branch 'develop' of https://github.com/amaggiulli/qlnet into develop

commit 6b15b1be205012b477cb6988db54fa47871dfd72
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Sep 13 14:39:19 2017 +0200

    Fixed a bug in DiscretizedCallableFixedRateBond.

 src/QLNet/Instruments/Bonds/DiscretizedCallableFixedRateBond.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 32999749387a283d0efb691e75c7a7a89883b629
Merge: 4f1ddba 30f4e5d
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Sep 7 20:31:23 2017 +0200

    Merge pull request #1 from amaggiulli/develop
    
    Merge all PR

commit 30f4e5d33e75bea8f9a8c07b520652a36befd63f
Merge: 575c5b7 fa74976
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Fri Sep 1 10:33:34 2017 +0200

    Merge pull request #170 from jiskin/Allow_ZeroCurve_initialize_children
    
    change private to protected for initialize method

commit fa74976741167f4be258fa87817328c11d252edf
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Aug 31 12:37:55 2017 +0200

    set members as protected

 ...terpolatedPiecewiseZeroSpreadedTermStructure.cs | 32 +++++++++++-----------
 1 file changed, 16 insertions(+), 16 deletions(-)

commit 4f1ddbad2550305cc86e442581222049498dc641
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Aug 31 12:37:19 2017 +0200

    set members as protected

 ...terpolatedPiecewiseZeroSpreadedTermStructure.cs | 32 +++++++++++-----------
 1 file changed, 16 insertions(+), 16 deletions(-)

commit 1063ecfc09319c59f2b69eea02680eecd4f51f7a
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Aug 31 12:33:40 2017 +0200

    set members as protected

 .../Termstructures/Yield/ZeroSpreadedTermStructure.cs      | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 692b803c39b93e4c0dc80d826cd2f3f641f78a92
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Aug 31 12:25:20 2017 +0200

    change private to protected for initialize method

 src/QLNet/Termstructures/Yield/ZeroCurve.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 575c5b7e4256fc3aaf128971a33ab67061c2a4ce
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 11:52:09 2017 +0200

    Updated double extensions.

 src/QLNet/Extensions/DoubleExtension.cs | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

commit 101cbeb323f18d4e843954355eae12a95c36d2f2
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 11:51:26 2017 +0200

    Updated documentation to standard format ( can be used as sample for other classes ).

 src/QLNet/Cashflows/averagebmacoupon.cs | 75 +++++++++++++++++++++++++--------
 1 file changed, 57 insertions(+), 18 deletions(-)

commit 7f0d12259585144fb1208bd4780aff872ffd6c66
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 11:50:04 2017 +0200

    Fixed sonar code smells

 .../Pricingengines/swaption/blackswaptionengine.cs | 534 +++++++++++----------
 src/QLNet/Termstructures/Volatility/Sabr.cs        |  23 +-
 2 files changed, 290 insertions(+), 267 deletions(-)

commit eaafa76d66293e738ed77fe7199fc0b25db953da
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 11:14:32 2017 +0200

    Fixed Sonar security issue.

 src/QLNet/Indexes/Region.cs | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 36edd5a72b24f79b5ced40c492b7fb1851c4eb39
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 10:46:37 2017 +0200

    Fix compilation ( something wrong on latest merging ).

 src/Bonds/Bonds.cs                          |  4 ++--
 src/QLNet/Termstructures/Volatility/Sabr.cs | 11 +++++++++--
 2 files changed, 11 insertions(+), 4 deletions(-)

commit 55914c861f07b6beac4ce52799c76afa60b689c2
Merge: d550cbc 660f118
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:46:04 2017 +0200

    Merge pull request #168 from jiskin/Improve_MakeCms_with_capfloors
    
    Add cap/floors setters for CMS and Ibor legs

commit d550cbc70f1b348aeb97ce218a6aa365e04e749d
Merge: ec0a8ff e675bc5
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:45:15 2017 +0200

    Merge pull request #167 from jiskin/bugfix_cap_floor_to_zero
    
    Bugfix when cap/floor equals zero

commit ec0a8fff5fd69e789687c392477949f228736f82
Merge: c5bbcd8 076dbf8
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:44:11 2017 +0200

    Merge pull request #166 from jiskin/bad_inheritance_optionletstripper
    
    Issue with inheritance fixed

commit c5bbcd8e1222154300df1ee51e7e5770af0dae5e
Merge: d22cca0 17bc2c9
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:42:44 2017 +0200

    Merge pull request #165 from jiskin/Normal_Sabr_Interpolation
    
    New feature : Normal sabr interpolation

commit 17bc2c9ea308ccd411fd46c0ce8bf64eaf2559a7
Merge: 00dbef0 d22cca0
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:42:31 2017 +0200

    Merge branch 'develop' into Normal_Sabr_Interpolation

commit d22cca0fce4ec894a56b3fa2c097821e50a6b21d
Merge: b62b919 c0b727a
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:34:26 2017 +0200

    Merge pull request #164 from jiskin/swaption_vol_matrix_normal_vol
    
    Swaption vol matrix normal vol

commit b62b91932e8edca77426ac60a757bad7d97e044e
Merge: 7e10083 1d80418
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:33:25 2017 +0200

    Merge pull request #163 from jiskin/calibration_helper_normal_vol
    
    Calibration helper normal vol

commit 7e10083ba18c8140fe4641e5a1853437e031821a
Merge: c541db9 3ac192d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:32:09 2017 +0200

    Merge pull request #162 from jiskin/NewtonSafeAccessibility
    
    Newtonsafe class wasn't public

commit c541db9313baecd6ee237c8bb5bdedaffdb4d8be
Merge: cd060c5 09f5507
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:30:57 2017 +0200

    Merge pull request #161 from jiskin/add_normal_vol_to_swaption
    
    Add normal vol to swaption

commit cd060c58a6afff1e01aee9c6aefeb68c74c9f9bd
Merge: e04617e 75fcdb6
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:29:57 2017 +0200

    Merge pull request #160 from jiskin/allow_override_forwardValue
    
    Put forwardValue method as virtual

commit e04617e4a0b7f39699b262aee89402a297ebc837
Merge: 9434739 047346e
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:23:15 2017 +0200

    Merge pull request #157 from igitur/implement-discountingloanengine
    
    Implement DiscountingLoanEngine

commit 9434739f0612f2b813019b91414c2b79834b4468
Merge: 5c50127 d14bcd1
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Aug 30 09:16:24 2017 +0200

    Merge pull request #156 from jiskin/update_sabr_interpolation
    
    Update SABR & SVI with shift + SABR Interpolated Smile

commit 00dbef09021ec4a2af834ba6f0800ccaed0f14f9
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Aug 21 10:10:25 2017 +0200

    Allow shift for normal vol

 src/QLNet/Termstructures/Volatility/Sabr.cs         | 10 +++++++---
 src/QLNet/Termstructures/Volatility/SmileSection.cs | 12 ++++++------
 2 files changed, 13 insertions(+), 9 deletions(-)

commit 51417cdd45d8d92eab4050e9f3c54e636cfa15be
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Aug 21 10:09:41 2017 +0200

    Allow shift for normal vol

 src/QLNet/Math/Interpolations/sabrinterpolation.cs | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit 660f118176e8a928e4d8258aa9e3b75a0d7b0afb
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue Aug 8 09:51:20 2017 +0200

    Add cms spread

 src/QLNet/Instruments/MakeCms.cs | 13 +++++--------
 1 file changed, 5 insertions(+), 8 deletions(-)

commit 07dc7df9b045f4515a592e5d813748e4470710e7
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Aug 7 18:13:18 2017 +0200

    Add maturity

 src/QLNet/Instruments/MakeCms.cs | 22 ++++++++++++++--------
 1 file changed, 14 insertions(+), 8 deletions(-)

commit 7c49350e37f4b237c24b177f6f65b3b9c4d01f5e
Author: jiskin <tournier.jc@gmail.com>
Date:   Fri Aug 4 17:31:28 2017 +0200

    Add setter floating coupon pricer

 src/QLNet/Instruments/MakeCms.cs | 26 ++++++++++++++++++++------
 1 file changed, 20 insertions(+), 6 deletions(-)

commit 39a43d48ba3d10ea7326a4692bc1ec239d8599a9
Author: jiskin <tournier.jc@gmail.com>
Date:   Fri Aug 4 17:25:47 2017 +0200

    double as double?

 src/QLNet/Instruments/MakeCms.cs | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

commit fa40fc7e180fd59c1fa3cf9520f9ca2fe48ab270
Author: jiskin <tournier.jc@gmail.com>
Date:   Fri Aug 4 17:19:00 2017 +0200

    Add cap/floors setters for CMS and Ibor legs

 src/QLNet/Instruments/MakeCms.cs | 47 +++++++++++++++++++++++++++++++++-------
 1 file changed, 39 insertions(+), 8 deletions(-)

commit c0b727a4b3183ebb3e1f7a0f41e3cb2fab6b8e5e
Author: jiskin <tournier.jc@gmail.com>
Date:   Fri Aug 4 12:18:37 2017 +0200

    Missing volatiltyType set in constructors

 src/QLNet/Termstructures/Volatility/swaption/swaptionvolmatrix.cs | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 01b215ccd0afb3c9a12207a59272f9a370164c7c
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Aug 3 15:06:48 2017 +0200

    Update volatility cube to allow normal vol

 .../Volatility/swaption/SwaptionVolCube1.cs        | 37 ++++++++++------------
 .../Volatility/swaption/SwaptionVolatilityCube.cs  |  2 +-
 .../swaption/SwaptionVolatilityStructure.cs        |  2 +-
 3 files changed, 19 insertions(+), 22 deletions(-)

commit 9dd72972a7c738e7237d8eb74e7e9c3b316d3f7e
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Aug 3 15:05:53 2017 +0200

    Bug fix

 src/QLNet/Termstructures/Volatility/swaption/swaptionvolmatrix.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 5e29481cc91bbfa6dd8c97431e56bda05a39194d
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu Aug 3 12:22:56 2017 +0200

    Update smile section

 .../Termstructures/Volatility/SmileSection.cs      | 51 ++++++++++++++--------
 1 file changed, 34 insertions(+), 17 deletions(-)

commit e675bc5ece550ad98cd67c2a1e2b3ef90695b3da
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Aug 2 16:30:52 2017 +0200

    Overload Get function with nullable type

 src/QLNet/Utils.cs | 36 ++++++++++++++++++++++++++----------
 1 file changed, 26 insertions(+), 10 deletions(-)

commit b81b00d5c6deb9b529dd0c048ed2652acaa42dd3
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Aug 2 16:27:41 2017 +0200

    Update cashflows
    
    Allow nullable types for cap and floor

 src/QLNet/Cashflows/Cashflowvectors.cs | 12 ++++++------
 src/QLNet/Cashflows/RateLegBase.cs     | 36 +++++++++++++++++-----------------
 2 files changed, 24 insertions(+), 24 deletions(-)

commit 1e21f2d1093f6a2ed279c740494244cdd77e8d40
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Aug 2 16:26:26 2017 +0200

    Update bonds constructors
    
    Allow nullable type for cap and floors

 src/QLNet/Instruments/Bonds/AmortizingCmsRateBond.cs      |  8 ++++----
 src/QLNet/Instruments/Bonds/AmortizingFloatingRateBond.cs |  8 ++++----
 src/QLNet/Instruments/Bonds/BTP.cs                        |  4 ++--
 src/QLNet/Instruments/Bonds/CmsRateBond.cs                |  8 ++++----
 src/QLNet/Instruments/Bonds/FloatingRateBond.cs           | 10 +++++-----
 5 files changed, 19 insertions(+), 19 deletions(-)

commit fce7ca07f2596708adbecbaa001bbdaf91caeceb
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Aug 2 16:25:37 2017 +0200

    Update MakeCms
    
    Default cap/floors were set to 0.0 => now set to null

 src/QLNet/Instruments/MakeCms.cs | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 363c0ef647fb5afc7c0054d61cb3ba7261dd2222
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Aug 2 16:23:15 2017 +0200

    Update test files

 tests/QLNet.Tests/T_AssetSwap.cs                   | 46 +++++++++++-----------
 tests/QLNet.Tests/T_Bonds.cs                       |  6 +--
 tests/QLNet.Tests/T_CapFlooredCoupon.cs            | 14 +++----
 .../QLNet.Tests/T_InflationCapFlooredCouponTest.cs | 20 +++++-----
 4 files changed, 43 insertions(+), 43 deletions(-)

commit 076dbf80b569a6963263388e7e439ee842fa2dac
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue Aug 1 15:19:08 2017 +0200

    Issue with inheritance fixed

 .../Termstructures/Volatility/Optionlet/OptionletStripper.cs  |  4 ++--
 .../Volatility/Optionlet/StrippedOptionletAdapter.cs          | 11 ++++++++++-
 .../Volatility/Optionlet/StrippedOptionletBase.cs             |  4 +++-
 3 files changed, 15 insertions(+), 4 deletions(-)

commit 18989c8118d09851c800edf5ecbdd3dcf8b4dca7
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Jul 26 16:48:35 2017 +0200

    Add normal SABR interpolation test

 tests/QLNet.Tests/T_Interpolations.cs | 176 ++++++++++++++++++++++++++++++++++
 1 file changed, 176 insertions(+)

commit ff47598cff280cb330ebe8afccf9e54c263d42e2
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Jul 26 16:47:56 2017 +0200

    Manage forward < 0 case

 src/QLNet/Termstructures/Volatility/Sabr.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 43ecafe581cdce6716e38a52c9459adf8f5874fd
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Jul 26 16:47:12 2017 +0200

    Manage forward < 0 case in normal SABR

 src/QLNet/Math/Interpolations/sabrinterpolation.cs | 53 +++++++++++++---------
 1 file changed, 31 insertions(+), 22 deletions(-)

commit 9cb5f3c9f838117535d39dbfb188a18e66776f87
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Jul 26 16:46:30 2017 +0200

    Remove unnecessary .Create() call

 src/QLNet/Math/Interpolations/XABRInterpolation.cs | 72 +++++++++++-----------
 1 file changed, 36 insertions(+), 36 deletions(-)

commit 59331a1ee83dea6222836dfe75f52964c591ab06
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue Jul 25 11:33:29 2017 +0200

    SABR Interpolation allows normal volatility

 src/QLNet/Math/Interpolations/sabrinterpolation.cs | 103 +++++++++++++++------
 1 file changed, 76 insertions(+), 27 deletions(-)

commit 82dd2072ff066c1d70b6ecf07a65d0002a5bb6ea
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue Jul 25 11:32:44 2017 +0200

    New feature : add normal volatility interpolation  to SABR

 src/QLNet/Termstructures/Volatility/Sabr.cs | 179 ++++++++++++++++++++++------
 1 file changed, 143 insertions(+), 36 deletions(-)

commit d20cb4cd130d3dc2a204ccf3d1da7495895722a4
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 24 18:44:53 2017 +0200

    optionDateFromTenor as virtual

 src/QLNet/Termstructures/voltermstructure.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit dad42146cc4bb9891df1d6be2e38304f4fef8e15
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 24 18:43:40 2017 +0200

    Allow normal vol

 .../Volatility/swaption/swaptionconstantvol.cs     | 60 ++++++++++++++++------
 1 file changed, 45 insertions(+), 15 deletions(-)

commit 9305341c1d75b4624dd263cd28b74cac429ecb7c
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 24 18:42:55 2017 +0200

    Allow normal vol

 src/QLNet/Termstructures/Volatility/FlatSmileSection.cs | 17 ++++++++++-------
 1 file changed, 10 insertions(+), 7 deletions(-)

commit d311f6403767cc4676b69ee4e390e92b9eee4c81
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 24 18:42:14 2017 +0200

    Allow normal vol

 .../Volatility/swaption/swaptionvolmatrix.cs       | 330 ++++++++++++++++-----
 1 file changed, 263 insertions(+), 67 deletions(-)

commit 1d804182412c28ac8791af6181eb8b694c1ee17a
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 24 18:38:41 2017 +0200

    Add volatility type and shift

 .../Shortrate/calibrationhelpers/swaptionhelper.cs | 44 ++++++++++++++++------
 1 file changed, 33 insertions(+), 11 deletions(-)

commit 2a4c2c2cfd02c7efb7149d747c9a487860bb2be0
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 24 18:37:25 2017 +0200

    Add volatility type and shift

 src/QLNet/Models/CalibrationHelper.cs | 29 ++++++++++++++++++++---------
 1 file changed, 20 insertions(+), 9 deletions(-)

commit 3ac192d457539a0999c7907f328212bcaadb0acd
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed Jul 19 16:56:44 2017 +0200

    Newtonsafe class wasn't public

 src/QLNet/Math/Solvers1d/Newtonsafe.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 09f550742cc69174fae33b4cde2cf078a573f918
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 17 14:18:14 2017 +0200

    Set optionDateFromTenor as overridable

 src/QLNet/Termstructures/voltermstructure.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 6b1aaa8b36fa1e8cae9cb7929a729a6cd5485e5f
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 17 14:17:39 2017 +0200

    Update constant vol
    
    Take into account the shift value

 .../Volatility/swaption/swaptionconstantvol.cs     | 60 ++++++++++++++++------
 1 file changed, 45 insertions(+), 15 deletions(-)

commit d56f4cf416adfc94f0c5896bc49e7f6634ab74ec
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 17 14:15:54 2017 +0200

    Update Swaption Engine
    
    - Generic interface
    - Black76 engine and Bachelier engine

 .../Pricingengines/swaption/blackswaptionengine.cs | 355 ++++++++++++++-------
 1 file changed, 241 insertions(+), 114 deletions(-)

commit 24f0b0f13dba7caf2e41ebfa091fd7de1819647b
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 17 14:14:49 2017 +0200

    Swaption instrument update

 src/QLNet/Instruments/Swaption.cs | 22 ++++++++++++++++++----
 1 file changed, 18 insertions(+), 4 deletions(-)

commit 75fcdb63f7f1b3f0f745b26a58ee63f2d8afdcd5
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon Jul 17 14:13:18 2017 +0200

    Put forwardValue method as virtual
    
    Allow to override in child class

 src/QLNet/Instruments/forward.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 047346e1d8bb832e3db911f090e6f81e0d618847
Author: Francois Botha <igitur@gmail.com>
Date:   Thu Jun 15 17:32:54 2017 +0200

    Implement DiscountingLoanEngine

 .../Pricingengines/Loan/DiscountingLoanEngine.cs   | 44 ++++++++++++++++++++++
 1 file changed, 44 insertions(+)

commit d14bcd1d6bcfe7b483819a1cbf97d65114f620c8
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed May 17 14:31:13 2017 +0200

    Update SVI Interpolation with addParam input

 src/QLNet/Math/Interpolations/SviInterpolation.cs | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 2cce4390c9a477c00567eefb5e5d604f86b6587b
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed May 17 14:25:59 2017 +0200

    Add sabr interpolated to project file

 src/QLNet.Old/QLNet.Old.csproj | 3 +++
 1 file changed, 3 insertions(+)

commit 42d4102f849a60380dfdb4389e1f2e31ba29fec1
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed May 17 14:25:17 2017 +0200

    Add Sabr Interpolated + update sabr & svi

 src/QLNet/Termstructures/Volatility/Sabr.cs        |  34 ++++
 .../Volatility/SabrInterpolatedSmileSection.cs     | 198 +++++++++++++++++++++
 2 files changed, 232 insertions(+)

commit a4d381d7543a4543faee5138214436106ddcd46c
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed May 17 14:23:59 2017 +0200

    Add shift to SABR & XABR

 src/QLNet/Math/Interpolations/XABRInterpolation.cs | 39 ++++++++-------
 src/QLNet/Math/Interpolations/sabrinterpolation.cs | 56 ++++++++++++++--------
 2 files changed, 57 insertions(+), 38 deletions(-)

commit 8ca8570bfc78b8b0b71f4b44f29faf91e0ede085
Merge: 6d085c4 5c50127
Author: jiskin <tournier.jc@gmail.com>
Date:   Wed May 17 12:09:09 2017 +0200

    Merge pull request #4 from amaggiulli/develop
    
    merge svi bug fix

commit 5c50127000c7c0eb7ed73605ab84e4d600b863a9
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Tue May 16 18:27:59 2017 +0200

    Sonar fix : removed useless assignment to local variable 'j'

 src/QLNet/Math/Interpolations/SviInterpolation.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 39ffb948f39711fabed076eba1bf9c032af0a5aa
Merge: ed1181a 0f55bae
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Tue May 16 14:36:56 2017 +0200

    Merge pull request #155 from jiskin/SonarQube_SVI_Fix
    
    SonarQube Issue fix on SVI PR

commit 0f55bae9b0e522e33a1389bfac81bb0fa492951e
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 14:25:52 2017 +0200

    Fix SonarQube issue on SVI Volatility

 .../Termstructures/Volatility/SviInterpolatedSmileSection.cs | 12 ++++++------
 src/QLNet/Termstructures/Volatility/SviSmileSection.cs       |  4 ++--
 2 files changed, 8 insertions(+), 8 deletions(-)

commit 4b579a92a2987c0bf98480550104276f9fa65517
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 14:25:19 2017 +0200

    Fix SonarQube issue on SVI Interpolation

 src/QLNet/Math/Interpolations/SviInterpolation.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit ba47fcdbe1264277115b3a1ed4c456cabbca6a5b
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 14:24:42 2017 +0200

    Fix Count()

 tests/QLNet.Tests/T_SVI.cs | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 6d085c4e1e7a6ccb519aba82f0e0da8f33c81b80
Merge: 17bf67d ed1181a
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 14:24:06 2017 +0200

    Merge pull request #3 from amaggiulli/develop
    
    Add SVI Interpolation + Smile section

commit ed1181a5f06d287ba73998a86b5033ee866017d6
Merge: 6b0a879 7b16c24
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Tue May 16 13:53:22 2017 +0200

    Merge pull request #153 from jiskin/add_svi
    
    Port SVI Interpolation + SmileSection from QuantLib

commit 7b16c248c324594d3fdf3626e902411ac642a811
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 13:21:45 2017 +0200

    Update QLNet Test old project file

 tests/QLNet.Tests.Old/QLNet.Tests.Old.csproj | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 3a98951ae71d31a7407348fff4f55387f078d932
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 13:21:19 2017 +0200

    Update QLNet old project file

 src/QLNet.Old/QLNet.Old.csproj | 12 ++++++++++++
 1 file changed, 12 insertions(+)

commit ce701aefab03b8456fe848adf90dc9a5c02b0082
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 12:27:36 2017 +0200

    Add SVI Interpolated or not smile section

 src/QLNet/Termstructures/Volatility/Svi.cs         |  58 ++++++
 .../Volatility/SviInterpolatedSmileSection.cs      | 201 +++++++++++++++++++++
 .../Termstructures/Volatility/SviSmileSection.cs   |  70 +++++++
 3 files changed, 329 insertions(+)

commit 9c6b08f295ad95140515bcb5b39bd1a88d304002
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 12:26:57 2017 +0200

    Add SVI Interpolation class

 src/QLNet/Math/Interpolations/SviInterpolation.cs | 223 ++++++++++++++++++++++
 1 file changed, 223 insertions(+)

commit 6407ce9294ccf286ae1f70acf1de019f96d92b0d
Author: jiskin <tournier.jc@gmail.com>
Date:   Tue May 16 12:13:28 2017 +0200

    Add test for SVI Calibration

 tests/QLNet.Tests/T_SVI.cs | 125 +++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 125 insertions(+)

commit 17bf67d5cec940c20fc2250ae4241ad30c0cf0bc
Merge: 22860fe 6b0a879
Author: jiskin <tournier.jc@gmail.com>
Date:   Mon May 15 10:27:59 2017 +0200

    Merge pull request #2 from amaggiulli/develop
    
    merge

commit 6b0a87925a708ebe9d895ea5c339e6346ffd95dc
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu May 11 18:11:14 2017 +0200

    Cpi bug fix, thx @jiskin. Close #135

 src/QLNet/Instruments/CPISwap.cs | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit edbef7cb4e420952d9a0f3c128f02b750294263e
Merge: 78f929b 88652ad
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu May 11 15:39:22 2017 +0200

    Merge pull request #150 from jiskin/MakeCms_AddIborGearing
    
    Add gearing interface for CMS and Floating legs

commit 78f929be0da0cd00701abeef77b9ef65cabf5e4d
Merge: 4b555ed 6f1e9f9
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu May 11 15:25:29 2017 +0200

    Merge pull request #149 from jiskin/Swap_AddNewPropertyRetriever
    
    Retrieve payer information for each leg

commit 22860fecf3834ff5ae98d4fd8b85fc29834d0725
Merge: 835befc 4b555ed
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu May 4 23:30:19 2017 +0200

    Merge pull request #1 from amaggiulli/develop
    
    Fix inflation

commit 88652ad57677710939f8450ef824da7d904cf2c7
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu May 4 17:03:59 2017 +0200

    Add gearing interface for CMS and Floating legs

 src/QLNet/Instruments/MakeCms.cs | 16 ++++++++++++++--
 1 file changed, 14 insertions(+), 2 deletions(-)

commit 6f1e9f935b857ea84963cf9eafdb44bc17bac1c1
Author: jiskin <tournier.jc@gmail.com>
Date:   Thu May 4 16:59:49 2017 +0200

    Retrieve payer information for each leg

 src/QLNet/Instruments/Swap.cs | 6 ++++++
 1 file changed, 6 insertions(+)

commit 4b555ed608d160f334f459651a8627e9c9b083ea
Merge: e4b1028 53a9f3f
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu May 4 15:18:13 2017 +0200

    Merge pull request #147 from igitur/ICloneable-reference-fix
    
    ICloneable references

commit 53a9f3f7acfa6c93ffa3b4c2e353a87d3fe8a644
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu May 4 15:17:30 2017 +0200

    Update T_Vector.cs

 tests/QLNet.Tests/T_Vector.cs | 1 +
 1 file changed, 1 insertion(+)

commit e4b1028ffcaefda638537ee0fa6673b70aed1b55
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu May 4 14:37:29 2017 +0200

    Fixed InflationIndex.needsForecast, testZeroTermStructure test and PiecewiseZeroInflationCurve.maxDate.
    Thanks @igitur and @jiskin for finding and fixing. Close #146

 src/QLNet/Indexes/InflationIndex.cs                      |  2 +-
 .../Inflation/InterpolatedZeroInflationCurve.cs          | 14 ++++++++++----
 .../Inflation/PiecewiseZeroInflationCurve.cs             | 16 +++++++++++-----
 tests/QLNet.Tests/T_Inflation.cs                         |  4 ++--
 4 files changed, 24 insertions(+), 12 deletions(-)

commit c3cc66d875f38b0b711b1dd0418110db0ad2fba2
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu May 4 14:32:56 2017 +0200

    Update T_Vector.cs
    
    removed unused reference

 tests/QLNet.Tests/T_Vector.cs | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit c628d8c904cd78c1de24a14c20888099bb706b17
Author: Francois Botha <igitur@gmail.com>
Date:   Thu May 4 12:56:30 2017 +0200

    Boolean logic fix for when to implement ICloneable interface. The interface is already available in .NET40 and .NET45

 src/QLNet/Utils.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit fbb760578f3f224cead0ed0c50379f6944a8b9ea
Author: Francois Botha <igitur@gmail.com>
Date:   Thu May 4 12:34:37 2017 +0200

    Don't reference ICloneable using namespace, or it will fail for NET40 build.

 tests/QLNet.Tests/T_Vector.cs | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 8141b66969826140f647fe136f5105304fb4a413
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Fri Apr 28 16:26:40 2017 +0200

    Removed unnecessary cast.

 src/QLNet/Math/Optimization/ArmijoLineSearch.cs            |  2 +-
 src/QLNet/Math/Optimization/problem.cs                     |  4 ++--
 src/QLNet/Math/SampledCurve.cs                             | 12 ++++++------
 src/QLNet/Math/transformedgrid.cs                          |  6 +++---
 src/QLNet/Methods/Finitedifferences/TridiagonalOperator.cs |  8 ++++----
 src/QLNet/Methods/montecarlo/path.cs                       |  2 +-
 6 files changed, 17 insertions(+), 17 deletions(-)

commit 835befc29c2d1c52b81b1a2e0ac10ef0b0574544
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Fri Apr 28 15:55:33 2017 +0200

    Removed Vector operator == overload , XML doc and a new test.

 src/QLNet/Math/Vector.cs      | 74 +++++++++++++++++++++++++++++--------------
 tests/QLNet.Tests/T_Vector.cs | 20 ++++++++++--
 2 files changed, 69 insertions(+), 25 deletions(-)

commit 0d319c22ed4a1f9dc8773836a25b7dc768efbcf9
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Fri Apr 28 14:22:45 2017 +0200

    Fixed Vector Clone and Equals with tests.

 src/QLNet/Math/Vector.cs                     | 34 +++++++---
 tests/QLNet.Tests.Old/QLNet.Tests.Old.csproj |  1 +
 tests/QLNet.Tests/T_Vector.cs                | 98 ++++++++++++++++++++++++++++
 tests/QLNet.Tests/Utilities.cs               | 45 +++++++++++++
 4 files changed, 169 insertions(+), 9 deletions(-)

commit 7ff1dec239b6667093ce430b93b4b208eda6f7cc
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu Apr 27 17:36:49 2017 +0200

    Removed useless optional parameter.

 src/QLNet/Termstructures/Inflation/InterpolatedYoYInflationCurve.cs | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a2abf0f4d7d1d7754c94445255165d86b33e4502
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu Apr 27 17:36:03 2017 +0200

    Code formatted.

 src/QLNet/Math/Matrix.cs | 672 ++++++++++++++++++++++++++---------------------
 src/QLNet/Math/Vector.cs | 332 +++++++++++++----------
 2 files changed, 574 insertions(+), 430 deletions(-)

commit c7e8c19ac242085ff584ce6f1fc6fd477e6100c4
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Thu Apr 27 12:05:05 2017 +0200

    Fixed QLNet.Old file name. [skip ci]

 src/QLNet.Old/QLNet.Old.csproj | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit f6fad63c9e9761ec504bb1da4a7bb470a35f1475
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Apr 26 18:34:03 2017 +0200

    TEST : sonar complain about cashflow.cs., it's just a test to see if the problem is the file name .

 src/QLNet/{Cashflow.cs => CashflowBase.cs} | 0
 1 file changed, 0 insertions(+), 0 deletions(-)

commit ba428b56f850a5ce6ffd83088d0e9abd9a5c5180
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Apr 26 15:06:28 2017 +0200

    Fixed Sonar vulnerabilities.

 src/QLNet/Instruments/BasisSwap.cs | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit aa8e685477d85da7b773e24611ea233d2101fb53
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Apr 26 14:24:31 2017 +0200

    Restored old solution folders, added empty folders [skip ci]

 src/QLNet.Old/Cashflows/.gitkeep                              | 0
 src/QLNet.Old/Currencies/.gitkeep                             | 0
 src/QLNet.Old/Extensions/.gitkeep                             | 0
 src/QLNet.Old/Indexes/Ibor/.gitkeep                           | 0
 src/QLNet.Old/Indexes/Inflation/.gitkeep                      | 0
 src/QLNet.Old/Indexes/Swap/.gitkeep                           | 0
 src/QLNet.Old/Instruments/Bonds/.gitkeep                      | 0
 src/QLNet.Old/Math/Distributions/.gitkeep                     | 0
 src/QLNet.Old/Math/Interpolations/.gitkeep                    | 0
 src/QLNet.Old/Math/Optimization/.gitkeep                      | 0
 src/QLNet.Old/Math/Solvers1d/.gitkeep                         | 0
 src/QLNet.Old/Math/integrals/.gitkeep                         | 0
 src/QLNet.Old/Math/matrixutilities/.gitkeep                   | 0
 src/QLNet.Old/Math/randomnumbers/.gitkeep                     | 0
 src/QLNet.Old/Math/statistics/.gitkeep                        | 0
 src/QLNet.Old/Methods/Finitedifferences/.gitkeep              | 0
 src/QLNet.Old/Methods/lattices/.gitkeep                       | 0
 src/QLNet.Old/Methods/montecarlo/.gitkeep                     | 0
 src/QLNet.Old/Models/Equity/.gitkeep                          | 0
 src/QLNet.Old/Models/MarketModels/BrownianGenerators/.gitkeep | 0
 src/QLNet.Old/Models/Shortrate/Onefactormodels/.gitkeep       | 0
 src/QLNet.Old/Models/Shortrate/Twofactorsmodels/.gitkeep      | 0
 src/QLNet.Old/Models/Shortrate/calibrationhelpers/.gitkeep    | 0
 src/QLNet.Old/Patterns/.gitkeep                               | 0
 src/QLNet.Old/Pricingengines/Basket/.gitkeep                  | 0
 src/QLNet.Old/Pricingengines/Bond/.gitkeep                    | 0
 src/QLNet.Old/Pricingengines/CapFloor/.gitkeep                | 0
 src/QLNet.Old/Pricingengines/Cliquet/.gitkeep                 | 0
 src/QLNet.Old/Pricingengines/Forward/.gitkeep                 | 0
 src/QLNet.Old/Pricingengines/Loan/.gitkeep                    | 0
 src/QLNet.Old/Pricingengines/Lookback/.gitkeep                | 0
 src/QLNet.Old/Pricingengines/Swap/.gitkeep                    | 0
 src/QLNet.Old/Pricingengines/asian/.gitkeep                   | 0
 src/QLNet.Old/Pricingengines/barrier/.gitkeep                 | 0
 src/QLNet.Old/Pricingengines/credit/.gitkeep                  | 0
 src/QLNet.Old/Pricingengines/inflation/.gitkeep               | 0
 src/QLNet.Old/Pricingengines/swaption/.gitkeep                | 0
 src/QLNet.Old/Pricingengines/vanilla/.gitkeep                 | 0
 src/QLNet.Old/Quotes/.gitkeep                                 | 0
 src/QLNet.Old/Termstructures/Credit/.gitkeep                  | 0
 src/QLNet.Old/Termstructures/Inflation/.gitkeep               | 0
 src/QLNet.Old/Termstructures/Volatility/Bond/.gitkeep         | 0
 src/QLNet.Old/Termstructures/Volatility/CapFloor/.gitkeep     | 0
 src/QLNet.Old/Termstructures/Volatility/Inflation/.gitkeep    | 0
 src/QLNet.Old/Termstructures/Volatility/Optionlet/.gitkeep    | 0
 src/QLNet.Old/Termstructures/Volatility/equityfx/.gitkeep     | 0
 src/QLNet.Old/Termstructures/Volatility/swaption/.gitkeep     | 0
 src/QLNet.Old/Termstructures/Yield/.gitkeep                   | 0
 src/QLNet.Old/Time/Calendars/.gitkeep                         | 0
 src/QLNet.Old/Time/DayCounters/.gitkeep                       | 0
 src/QLNet.Old/legacy/libormarketmodels/.gitkeep               | 0
 src/QLNet.Old/processes/.gitkeep                              | 0
 52 files changed, 0 insertions(+), 0 deletions(-)

commit 51f9c6b64880db323c45c187d5c4b49f62f508a8
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Apr 26 14:13:04 2017 +0200

    Added Interpolated YoY Inflation Curve. Close #136

 src/QLNet.Old/QLNet.Old.csproj                     |   3 +
 .../Inflation/InterpolatedYoYInflationCurve.cs     | 161 +++++++++++++++++++++
 2 files changed, 164 insertions(+)

commit 98b0fadd6721891c8ba70ac91735f3affed47741
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Apr 26 14:04:04 2017 +0200

    Added Basis swap helper for yield curve bootstrapping. Close #142

 src/QLNet.Old/QLNet.Old.csproj                    |   3 +
 src/QLNet/Instruments/BasisSwap.cs                |  56 ++++++-
 src/QLNet/Termstructures/Yield/BasisSwapHelper.cs | 182 ++++++++++++++++++++++
 3 files changed, 240 insertions(+), 1 deletion(-)

commit 1c689854edbb90cb297cd0d5331c3f4668c6634d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date:   Wed Apr 26 13:59:21 2017 +0200

    Restored old solution folders [skip ci]

 src/QLNet.Old/QLNet.Old.csproj | 2291 ++++++++++++++++++++++++++++++----------
 1 file changed, 1720 insertions(+), 571 deletions(-)