commit 85e9489fd486c00fb624fb4c8f10ab227ac2e9e8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 12 Oct 2024 22:55:21 +0200

    Ignore lcov error

 .github/workflows/coveralls.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 4bae7919925f54076c6f7bcb44a15bd8c1d1fb2a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 12 Oct 2024 22:38:07 +0200

    Avoid occasional warning from std::enable_shared_from_this

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

commit 3074bd85d60aaf477b4c4f609e4da4f0c0d1f553
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 12 Oct 2024 20:45:08 +0200

    Update changelog

 ChangeLog.txt | 42 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 42 insertions(+)

commit 814c9cf074ce4dcb9b8777c03d205856769e6b86
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Jul 2021 09:46:54 +0200

    Set version to 1.36 final.

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

commit 10be1e1ab186950dcd05147b1676ee048893f99d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sat, 12 Oct 2024 20:29:39 +0200

    Updated release history

 Docs/pages/history.docs | 129 +++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 128 insertions(+), 1 deletion(-)

commit 4cf029617169cfc1985527a5187113ba105655a2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 4 Oct 2023 11:52:15 +0200

    Set version to 1.36-rc

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

commit fc6f3919ba1c85427332f38db5d69be85439d8fd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Oct 2024 12:30:47 +0200

    Update news and changelog

 ChangeLog.txt    | 2733 ++++++++++++++++++++++++++++--------------------------
 Contributors.txt |    4 +
 News.md          |  244 ++---
 3 files changed, 1551 insertions(+), 1430 deletions(-)

commit 3d27c6b27d232c42965b7afb1684f181219cbc81
Merge: a5d2197cc 64acfbbe2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Oct 2024 09:57:29 +0200

    added a recent temporary holiday (#2086)

commit 64acfbbe2f405b3599a488852f0c313cd1e5de55
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 7 Oct 2024 08:19:05 +0200

    Update expected test results

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

commit a5d2197ccc544ac5990d1d14102a4d19f85e0392
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 6 Oct 2024 15:16:49 +0200

    Increase test tolerance a bit

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

commit cbc5d93fcfebcc83726213c451899eb0e6f25b96
Author: jongbong.an <ajb8406@snu.ac.kr>
Date:   Sun, 6 Oct 2024 15:39:36 +0900

    added a recent temporary holiday

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

commit c27f32356af605b45da3a79a6e24a9ff07eed8ef
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Oct 2024 09:57:29 +0200

    Clean up configuration docs

 Docs/pages/config.docs |  56 +++++-----
 configure.ac           | 297 +++++++++++++++++++++----------------------------
 ql/userconfig.hpp      |  96 +++++++++++-----
 3 files changed, 223 insertions(+), 226 deletions(-)

commit 05b4b7ec86364a18e32bd9180d529457d74117e7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 4 Oct 2024 11:46:47 +0200

    Avoid another warning

 ql/math/optimization/levenbergmarquardt.cpp | 2 ++
 1 file changed, 2 insertions(+)

commit 89c26e16c0018bbf584a32f9df7d42d3899696c9
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 4 Oct 2024 08:45:11 +0000

    Automated fixes by clang-tidy

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

commit 8bd570317c55c7f502998b5c1f2879e9d396943a
Merge: e366a83fe ef12f991d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Oct 2024 14:39:43 +0200

    Simplify `Null<T>` implementation (#2082)

commit e366a83fe169c21b3aad267b3bf823e204ad32d9
Merge: 460a94883 0e4c3dfa9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Oct 2024 13:28:14 +0200

    Improve global bootstrap optimizer configuration (#2080)

commit 0e4c3dfa9b790704b2054368de7dc1f756c8e941
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Oct 2024 12:26:27 +0200

    Restore and deprecate getInfo for backwards compatibility

 ql/math/optimization/levenbergmarquardt.cpp | 2 ++
 ql/math/optimization/levenbergmarquardt.hpp | 7 +++++++
 2 files changed, 9 insertions(+)

commit ef12f991dc0e33f68f295a0e7571db98236fa4f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Oct 2024 11:29:15 +0200

    No need for Null<Array>, we can use {}

 ql/legacy/libormarketmodels/lfmcovarparam.hpp           |  6 +++---
 ql/legacy/libormarketmodels/lfmcovarproxy.hpp           |  7 +++----
 ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp       |  6 +++---
 ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp |  6 +++---
 ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp  |  7 +++----
 ql/legacy/libormarketmodels/lmcorrmodel.hpp             |  6 +++---
 ql/legacy/libormarketmodels/lmexpcorrmodel.hpp          |  4 ++--
 ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp     |  7 +++----
 ql/legacy/libormarketmodels/lmfixedvolmodel.hpp         |  2 +-
 ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp       |  4 ++--
 ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp        | 12 +++++-------
 ql/legacy/libormarketmodels/lmvolmodel.hpp              |  7 +++----
 test-suite/libormarketmodelprocess.cpp                  |  2 +-
 13 files changed, 35 insertions(+), 41 deletions(-)

commit 6cffc330749cf6c51351b8b8a5cd69dc9552ab7b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Oct 2024 10:10:27 +0200

    No need for Null<Date>(), we're already using Date() anywhere else

 ql/cashflows/cpicoupon.cpp                                   | 10 +++++-----
 ql/cashflows/cpicoupon.hpp                                   |  2 +-
 ql/cashflows/timebasket.cpp                                  |  4 ++--
 ql/experimental/credit/defaultevent.cpp                      |  4 ++--
 ql/experimental/credit/defaultevent.hpp                      |  4 ++--
 ql/experimental/exoticoptions/partialtimebarrieroption.cpp   |  5 ++---
 ql/instruments/bond.cpp                                      |  2 +-
 ql/instruments/creditdefaultswap.cpp                         | 12 +++++-------
 ql/instruments/creditdefaultswap.hpp                         |  2 +-
 ql/instruments/forwardvanillaoption.hpp                      |  5 ++---
 ql/instruments/makecds.cpp                                   |  2 +-
 ql/instruments/makeswaption.cpp                              |  6 +++---
 ql/instruments/simplechooseroption.hpp                       |  2 +-
 ql/models/shortrate/calibrationhelpers/swaptionhelper.cpp    | 10 +++++-----
 ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp      |  2 +-
 ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp      | 12 ++++++------
 ql/models/shortrate/onefactormodels/markovfunctional.cpp     | 12 ++++++------
 ql/models/shortrate/onefactormodels/markovfunctional.hpp     | 10 +++++-----
 ql/pricingengines/credit/isdacdsengine.cpp                   |  2 +-
 .../swaption/gaussian1dfloatfloatswaptionengine.cpp          |  2 +-
 .../swaption/gaussian1dnonstandardswaptionengine.cpp         |  4 ++--
 ql/pricingengines/swaption/gaussian1dswaptionengine.cpp      |  4 ++--
 ql/processes/gsrprocess.cpp                                  |  2 +-
 ql/processes/gsrprocess.hpp                                  |  2 +-
 ql/termstructures/volatility/gaussian1dsmilesection.cpp      |  6 +++---
 test-suite/overnightindexedswap.cpp                          |  8 ++++----
 test-suite/schedule.cpp                                      |  2 +-
 27 files changed, 67 insertions(+), 71 deletions(-)

commit f9ce37ad14a304fa9187fc8222ea73d5397bbdb6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 3 Oct 2024 09:38:50 +0200

    Simplify Null implementation

 ql/math/array.hpp     | 19 -------------------
 ql/prices.hpp         | 19 -------------------
 ql/time/date.hpp      | 18 ------------------
 ql/utilities/null.hpp | 45 ++++++++++++++++++---------------------------
 4 files changed, 18 insertions(+), 83 deletions(-)

commit 460a94883c0bd09cbdfd3f3fa4f218ae7cd25f2c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2024 14:20:49 +0200

    Re-enable deprecation warnings for recent Clang versions

 .github/workflows/linux-full-tests.yml |  2 --
 .github/workflows/linux-nondefault.yml |  2 --
 .github/workflows/linux.yml            |  2 --
 ql/currency.cpp                        | 14 ++++----------
 ql/currency.hpp                        |  2 +-
 5 files changed, 5 insertions(+), 17 deletions(-)

commit 57df9d4285500ced582e28082f0dc28e6780c8ae
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 2 Oct 2024 11:41:58 +0200

    Add Clang 19 to build matrix

 .github/workflows/linux-full-tests.yml | 6 ++++++
 .github/workflows/linux-nondefault.yml | 6 ++++++
 .github/workflows/linux.yml            | 7 +++++++
 3 files changed, 19 insertions(+)

commit 639e05c687c4cd2eb90a149856dc82c6342a7c2b
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 29 Sep 2024 01:29:11 +0000

    Automated fixes by clang-tidy

 ql/cashflows/yoyinflationcoupon.cpp                       | 2 +-
 ql/experimental/inflation/yoycapfloortermpricesurface.cpp | 2 +-
 ql/experimental/inflation/yoyoptionlethelpers.cpp         | 4 ++--
 ql/instruments/makeyoyinflationcapfloor.cpp               | 2 +-
 ql/instruments/yearonyearinflationswap.cpp                | 6 +++---
 ql/termstructures/inflation/inflationhelpers.cpp          | 4 ++--
 6 files changed, 10 insertions(+), 10 deletions(-)

commit 1af4f821508e1975f607fca24da5e00e59185a11
Merge: fb835109c 5b0053be3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 24 Sep 2024 22:58:54 +0200

    Change the order of `QL_DEPRECATED_...` macro definition (#2078)

commit 5b0053be3cbbdde510223236d4136779ffe6013f
Author: Ralf Konrad <42419984+ralfkonrad@users.noreply.github.com>
Date:   Tue, 24 Sep 2024 19:58:45 +0200

    clang also defines __GNUC__

 ql/qldefines.hpp     | 14 +++++++-------
 ql/qldefines.hpp.cfg | 14 +++++++-------
 2 files changed, 14 insertions(+), 14 deletions(-)

commit fb835109c8103776db52c4d4552fa69181de458e
Merge: bbecf531e 283a28fda
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2024 22:05:56 +0200

    Replace now obsolete `LENGTH` macro with `std::size` function (#2077)

commit 283a28fda99afcc5f6ad0c702217f74f5d726351
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2024 19:10:51 +0200

    Replace LENGTH macro with std::size

 Examples/ConvertibleBonds/ConvertibleBonds.cpp |  6 ++---
 Examples/FRA/FRA.cpp                           |  6 ++---
 Examples/FittedBondCurve/FittedBondCurve.cpp   |  6 ++---
 test-suite/americanoption.cpp                  |  6 ++---
 test-suite/amortizingbond.cpp                  |  2 +-
 test-suite/andreasenhugevolatilityinterpl.cpp  | 10 ++++----
 test-suite/asianoptions.cpp                    | 14 +++++------
 test-suite/barrieroption.cpp                   | 10 ++++----
 test-suite/blackdeltacalculator.cpp            |  4 ++--
 test-suite/cdo.cpp                             |  6 ++---
 test-suite/digitalcoupon.cpp                   |  2 +-
 test-suite/digitaloption.cpp                   |  2 +-
 test-suite/distributions.cpp                   | 12 +++++-----
 test-suite/fdheston.cpp                        |  2 +-
 test-suite/fdsabr.cpp                          |  8 +++----
 test-suite/forwardoption.cpp                   | 12 +++++-----
 test-suite/hestonmodel.cpp                     | 30 ++++++++++++------------
 test-suite/hestonslvmodel.cpp                  | 12 +++++-----
 test-suite/hybridhestonhullwhiteprocess.cpp    | 12 +++++-----
 test-suite/inflation.cpp                       | 14 +++++------
 test-suite/inflationcpibond.cpp                |  2 +-
 test-suite/inflationvolatility.cpp             |  6 ++---
 test-suite/integrals.cpp                       |  2 +-
 test-suite/interpolations.cpp                  | 14 +++++------
 test-suite/margrabeoption.cpp                  |  6 ++---
 test-suite/marketmodel.cpp                     | 32 +++++++++++++-------------
 test-suite/marketmodel_cms.cpp                 |  2 +-
 test-suite/marketmodel_smm.cpp                 |  2 +-
 test-suite/matrices.cpp                        |  2 +-
 test-suite/mclongstaffschwartzengine.cpp       |  2 +-
 test-suite/nthtodefault.cpp                    | 20 ++++++++--------
 test-suite/overnightindexedswap.cpp            |  2 +-
 test-suite/piecewiseyieldcurve.cpp             | 18 +++++++--------
 test-suite/riskneutraldensitycalculator.cpp    |  2 +-
 test-suite/riskstats.cpp                       |  4 ++--
 test-suite/shortratemodels.cpp                 |  4 ++--
 test-suite/squarerootclvmodel.cpp              | 12 +++++-----
 test-suite/stats.cpp                           | 24 +++++++++----------
 test-suite/swaption.cpp                        |  8 +++----
 test-suite/swingoption.cpp                     |  4 ++--
 test-suite/termstructures.cpp                  | 14 +++++------
 test-suite/ultimateforwardtermstructure.cpp    |  8 +++----
 test-suite/utilities.hpp                       |  4 ----
 test-suite/variancegamma.cpp                   |  8 +++----
 test-suite/varianceswaps.cpp                   |  2 +-
 test-suite/vpp.cpp                             |  2 +-
 46 files changed, 186 insertions(+), 196 deletions(-)

commit bbecf531eb4d5faae291b412fd39c97a871eee60
Merge: cf9406d71 145d23509
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2024 18:49:40 +0200

    Add method to YoY inflation index returning the last fixing date (#2076)

commit 145d2350910eb5decf9285a6eed088848bdae788
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2024 15:19:20 +0200

    Add method for last fixing date to YoY inflation index

 ql/indexes/inflationindex.cpp | 11 +++++++++++
 ql/indexes/inflationindex.hpp |  1 +
 test-suite/inflation.cpp      | 14 ++++++++++++++
 3 files changed, 26 insertions(+)

commit cf9406d710eb4ccd25edc50329b182ffcef8328a
Merge: b2ef988fc 946d29cb8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2024 11:19:11 +0200

    Allow creating a swap helper with frequency "Once" (#2075)

commit 946d29cb8749e99945f0fe57df7c276311718ec9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 23 Sep 2024 09:43:47 +0200

    Allow creating a swap helper with frequency "Once"

 ql/termstructures/yield/ratehelpers.cpp |  2 +-
 test-suite/piecewiseyieldcurve.cpp      | 19 +++++++++++++++++++
 test-suite/schedule.cpp                 | 15 +++++++++++++++
 3 files changed, 35 insertions(+), 1 deletion(-)

commit b2ef988fc799501ef97f675014aed34ee8ffad89
Merge: 4491778cb 8cf851830
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Sun, 22 Sep 2024 17:17:22 +0200

    Manage interpolation of year-on-year inflation index inside coupons (#2073)

commit 8cf851830f2a724c6d14583e86f0bff338f51f80
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Sep 2024 10:06:32 +0200

    More interpolation passed around

 .../inflation/yoycapfloortermpricesurface.cpp      | 21 +++++-
 .../inflation/yoycapfloortermpricesurface.hpp      | 76 ++++++++++++++++++++--
 ql/indexes/inflationindex.cpp                      | 19 ++++++
 ql/indexes/inflationindex.hpp                      | 28 ++++----
 ql/termstructures/inflation/inflationhelpers.cpp   | 68 ++++++++++---------
 ql/termstructures/inflation/inflationhelpers.hpp   | 15 +++++
 test-suite/inflation.cpp                           |  4 +-
 test-suite/inflationcapfloor.cpp                   | 23 +++----
 test-suite/inflationcapflooredcoupon.cpp           | 35 +++++-----
 test-suite/inflationvolatility.cpp                 |  3 +-
 10 files changed, 210 insertions(+), 82 deletions(-)

commit 322aa3ad28b637b97ebcd8a07a2d861bd9de403c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Sep 2024 18:19:38 +0200

    Pass interpolation to year-on-year coupons

 ql/cashflows/capflooredinflationcoupon.cpp         |  1 +
 ql/cashflows/capflooredinflationcoupon.hpp         | 29 +++++++++-
 ql/cashflows/yoyinflationcoupon.cpp                | 61 ++++++++++++++------
 ql/cashflows/yoyinflationcoupon.hpp                | 65 ++++++++++++++++------
 .../inflation/interpolatedyoyoptionletstripper.hpp |  8 +--
 ql/experimental/inflation/yoyoptionlethelpers.cpp  | 17 +++++-
 ql/experimental/inflation/yoyoptionlethelpers.hpp  | 22 ++++++--
 ql/instruments/makeyoyinflationcapfloor.cpp        | 15 ++++-
 ql/instruments/makeyoyinflationcapfloor.hpp        | 11 ++++
 ql/instruments/yearonyearinflationswap.cpp         | 19 ++++++-
 ql/instruments/yearonyearinflationswap.hpp         | 22 +++++++-
 test-suite/inflation.cpp                           |  4 ++
 test-suite/inflationcapfloor.cpp                   |  4 +-
 test-suite/inflationcapflooredcoupon.cpp           |  5 +-
 14 files changed, 228 insertions(+), 55 deletions(-)

commit 6061700cdfe6880ce36e72363142a6e88a48c277
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Sep 2024 15:52:56 +0200

    More uses of CPI::laggedFixing and laggedYoYRate

 ql/cashflows/cpicoupon.cpp             | 29 +++++------------------------
 ql/cashflows/cpicoupon.hpp             |  2 --
 ql/cashflows/indexedcashflow.cpp       |  5 +++--
 ql/cashflows/yoyinflationcoupon.cpp    |  5 ++++-
 ql/cashflows/yoyinflationcoupon.hpp    |  4 +++-
 ql/cashflows/zeroinflationcashflow.cpp | 22 ++++++----------------
 ql/cashflows/zeroinflationcashflow.hpp | 10 ++++++----
 test-suite/inflationcpicapfloor.cpp    |  2 +-
 test-suite/inflationcpiswap.cpp        |  3 +--
 9 files changed, 29 insertions(+), 53 deletions(-)

commit 9686bae6ee66c4599bf7e2a94280830ef30a6eee
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Sep 2024 12:27:25 +0200

    No need for an explicit case

 ql/indexes/inflationindex.cpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 186fc7e844f1e4f7f301fdaf0640efb94fbf21a0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 19 Sep 2024 12:13:30 +0200

    Add utility to return lagged year-on-year inflation

 ql/indexes/inflationindex.cpp |  59 +++++++++-
 ql/indexes/inflationindex.hpp |  19 ++++
 test-suite/inflation.cpp      | 242 +++++++++++++++++++++++++++++++++++-------
 3 files changed, 279 insertions(+), 41 deletions(-)

commit 4491778cb0ef27df724a551fdf99695da9609fd7
Merge: 2ccdba7d2 ecd3f9a44
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Sep 2024 12:49:17 +0200

    Inflation indexes are now better at deciding when to forecast (#2070)

commit ecd3f9a44942f4e328a15bbe8f1a5a869e38c93d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 17 Sep 2024 11:18:09 +0200

    Remove more obsolete comments

 ql/indexes/inflationindex.cpp | 17 ++++++-----------
 1 file changed, 6 insertions(+), 11 deletions(-)

commit 6e91afae99d5f6c75c309106f4994fb95fb9693f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 16 Sep 2024 15:56:10 +0200

    Fix implementation of needsForecast for inflation indexes

 ql/indexes/inflationindex.cpp |  57 ++++++++++------
 ql/indexes/inflationindex.hpp |  13 +---
 test-suite/inflation.cpp      | 148 +++++++++++++++++++++++++++++++++++-------
 3 files changed, 164 insertions(+), 54 deletions(-)

commit 6de585ea01d51c82807588b9cab17710bc326513
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 16 Sep 2024 10:23:06 +0200

    Avoid interpolation if not needed

 ql/indexes/inflationindex.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 3e2f9e06a2852dce32e4f93c21c0ec4ef0fad31a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 13 Sep 2024 17:05:56 +0200

    Refactor YoYInflationIndex::fixing

 ql/indexes/inflationindex.cpp | 83 ++++++++++++++++++-------------------------
 ql/indexes/inflationindex.hpp |  1 +
 2 files changed, 36 insertions(+), 48 deletions(-)

commit 79f8c39ca1370faf29b087a11e18a471a1cad97e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 11 Sep 2024 18:32:07 +0200

    Update some comments, removed some obsolete ones

 ql/indexes/inflationindex.hpp | 53 ++++++++++++++++---------------------------
 1 file changed, 19 insertions(+), 34 deletions(-)

commit 2ccdba7d273ae10c22f80f98ed629280fcae5175
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date:   Mon, 9 Sep 2024 11:17:04 +0000

    Bump peter-evans/create-pull-request from 6 to 7
    
    Bumps [peter-evans/create-pull-request](https://github.com/peter-evans/create-pull-request) from 6 to 7.
    - [Release notes](https://github.com/peter-evans/create-pull-request/releases)
    - [Commits](https://github.com/peter-evans/create-pull-request/compare/v6...v7)
    
    ---
    updated-dependencies:
    - dependency-name: peter-evans/create-pull-request
      dependency-type: direct:production
      update-type: version-update:semver-major
    ...
    
    Signed-off-by: dependabot[bot] <support@github.com>

 .github/workflows/copyrights.yml        | 2 +-
 .github/workflows/generated-headers.yml | 2 +-
 .github/workflows/misspell.yml          | 2 +-
 .github/workflows/namespaces.yml        | 2 +-
 .github/workflows/tidy.yml              | 2 +-
 5 files changed, 5 insertions(+), 5 deletions(-)

commit 8c64bf06cfca0c2e6d48a37a2ee6722e24f19b1b
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Sat, 17 Aug 2024 09:20:59 -0400

    Improve global bootstrap optimizer configuration
    
    Currently global bootstrap uses "accuracy" in several different ways:
    * For all parameters passed to LevenbergMarquardt.
    * For all epsilon parameters passed to EndCriteria.
    * As the upper bound on the final value of the cost function.
    
    This overloading makes it quite inflexible. Instead:
    * Allow passing optimizer and EndCriteria to the constructor, which
      allows full control over all parameters.
    * Instead of checking the final value of the cost function, check the
      result type from the optimizer.
    
    Also, cleanup LevenbergMarquardt optimizer: remove commented out code,
    fix parameters passed to MINPACK.

 ql/math/optimization/endcriteria.cpp        | 24 +++++++++-----
 ql/math/optimization/endcriteria.hpp        |  2 ++
 ql/math/optimization/levenbergmarquardt.cpp | 44 +++++++++++++++----------
 ql/math/optimization/levenbergmarquardt.hpp | 10 ++----
 ql/termstructures/globalbootstrap.hpp       | 51 ++++++++++++++++++-----------
 ql/termstructures/localbootstrap.hpp        |  5 ++-
 6 files changed, 81 insertions(+), 55 deletions(-)

commit 436bd900dca83828f690525dd9821765c7346504
Merge: d8e0f1c9e 9f0c9b90c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Aug 2024 12:24:32 +0200

    Deprecate some experimental code (#2064)

commit 9f0c9b90c2202893239d8f56b1c6996884393632
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 26 Aug 2024 09:49:24 +0200

    Deprecate some experimental code

 ql/experimental/risk/creditriskplus.cpp      |  4 +++
 ql/experimental/risk/creditriskplus.hpp      |  5 +--
 ql/experimental/risk/sensitivityanalysis.cpp |  3 ++
 ql/experimental/risk/sensitivityanalysis.hpp | 50 +++++++++++++++++++++++++---
 test-suite/creditriskplus.cpp                |  4 +++
 5 files changed, 60 insertions(+), 6 deletions(-)

commit d8e0f1c9eebca252148ba1e480ea11a8c41d045f
Merge: fc4210fb0 ed3c9c9cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Aug 2024 23:01:30 +0200

    Added Warsaw Stock Exchange Calendar (Poland) (#2063)

commit ed3c9c9cd7c0466b55bf2395069ee573f3a55151
Author: marcinfair <marcin.bogusz@fairvalue.pl>
Date:   Tue, 20 Aug 2024 19:44:11 +0200

    removal of accidental comment left

 ql/time/calendars/poland.cpp | 1 -
 1 file changed, 1 deletion(-)

commit 4620e307006fb7d1fba3d65a47b72677f4880a38
Author: marcinfair <marcin.bogusz@fairvalue.pl>
Date:   Tue, 20 Aug 2024 15:07:52 +0200

    Added Warsaw Stock Exchange Calendar

 ql/indexes/ibor/wibor.hpp    |  2 +-
 ql/time/calendars/poland.cpp | 35 +++++++++++++++++++++++++++++++----
 ql/time/calendars/poland.hpp | 16 +++++++++++++---
 3 files changed, 45 insertions(+), 8 deletions(-)

commit fc4210fb0717121d12bd371569358d236c0e5b47
Merge: 302973df6 ce726f431
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Aug 2024 14:07:07 +0200

    Allow constraints in FittedBondDiscountCurve::FittingMethod (#1954) (#2059)

commit ce726f431c766cf4514f498c147cbaf2e39c4bca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Aug 2024 12:31:47 +0200

    Modernize clone methods

 ql/termstructures/yield/nonlinearfittingmethods.cpp | 18 ++++++------------
 test-suite/fittedbonddiscountcurve.cpp              |  2 +-
 2 files changed, 7 insertions(+), 13 deletions(-)

commit 68251e7e0fcf462ca66f1302394ca942277d7c3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Aug 2024 11:54:57 +0200

    Add additional constraint to existing fitting methods

 .../yield/nonlinearfittingmethods.cpp              | 141 ++++++++++-----------
 .../yield/nonlinearfittingmethods.hpp              |  48 ++++---
 2 files changed, 95 insertions(+), 94 deletions(-)

commit 3773b64950529de0e2c7a3d05b804797d93351a7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Aug 2024 11:37:36 +0200

    Clean up example

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

commit 66b74d88f721a92920dc98003519468c014643ce
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 20 Aug 2024 11:31:13 +0200

    No need of shared_ptr for Constraint class

 ql/termstructures/yield/fittedbonddiscountcurve.cpp | 13 ++++++-------
 ql/termstructures/yield/fittedbonddiscountcurve.hpp |  9 ++++-----
 test-suite/fittedbonddiscountcurve.cpp              |  4 +---
 3 files changed, 11 insertions(+), 15 deletions(-)

commit 302973df6278b83f66227183c3ef04bbe1f32d38
Merge: 174d36e46 8113ea8d7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 21:21:30 +0200

    Upgrade clang-tidy in CI build (#2062)

commit ff8fa3609f722729923a11fe49588652c900e926
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 16:31:08 +0200

    Silence a few more warnings

 .clang-tidy                                              | 1 +
 ql/cashflow.cpp                                          | 4 ++--
 ql/experimental/callablebonds/treecallablebondengine.cpp | 2 +-
 ql/math/matrixutilities/tqreigendecomposition.cpp        | 2 +-
 ql/version.hpp                                           | 1 -
 5 files changed, 5 insertions(+), 5 deletions(-)

commit 174d36e46611a7370b4441ebebca43a4a7ec1672
Merge: 445672228 4e3d3399c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 15:55:22 +0200

    Fix defaulting of localOptimizer in HybridSimulatedAnnealing (#2058)

commit 5072f0e95c60000a0d2e8c9c7f33df3f4ec02669
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 15:15:29 +0200

    Agree to disagree with clang-tidy

 .clang-tidy | 1 +
 1 file changed, 1 insertion(+)

commit 4e3d3399c1d026474e1c7510aa6b63cb26ab283f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 15:07:25 +0200

    Modernize initialization

 ql/experimental/math/hybridsimulatedannealing.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit af365f0a188e924d18ee62021bc1978d7ad22015
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 19 Aug 2024 11:07:28 +0000

    Automated fixes by clang-tidy

 ql/experimental/basismodels/swaptioncfs.hpp        | 18 +++++------
 ql/experimental/math/fireflyalgorithm.hpp          |  2 +-
 ql/experimental/math/hybridsimulatedannealing.hpp  |  3 +-
 .../math/hybridsimulatedannealingfunctors.hpp      | 36 +++++++++++-----------
 ql/experimental/math/isotropicrandomwalk.hpp       |  8 ++---
 ql/experimental/math/particleswarmoptimization.hpp | 24 +++++++--------
 .../variancegamma/variancegammamodel.cpp           |  5 +--
 ql/instruments/bond.cpp                            |  7 +++--
 ql/math/integrals/trapezoidintegral.hpp            |  8 ++---
 ql/math/interpolations/cubicinterpolation.hpp      |  2 +-
 ql/math/interpolations/lagrangeinterpolation.hpp   |  2 +-
 ql/math/linearleastsquaresregression.hpp           |  2 +-
 ql/math/sampledcurve.hpp                           |  4 +--
 ql/methods/montecarlo/lsmbasissystem.cpp           |  4 +--
 ql/models/equity/batesmodel.cpp                    |  5 +--
 ql/models/equity/gjrgarchmodel.cpp                 |  5 +--
 ql/models/equity/hestonmodel.cpp                   |  5 +--
 ql/pricingengines/forward/mcvarianceswapengine.hpp |  2 +-
 ql/pricingengines/vanilla/mceuropeanengine.hpp     |  2 +-
 ql/termstructures/inflation/inflationhelpers.cpp   |  9 +++---
 ql/timeseries.hpp                                  |  4 +--
 ql/utilities/steppingiterator.hpp                  |  4 +--
 test-suite/digitaloption.cpp                       |  9 +++---
 test-suite/doublebinaryoption.cpp                  |  5 +--
 24 files changed, 92 insertions(+), 83 deletions(-)

commit c627b3c8a6d0917aeed87cab2bc78327424cac27
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 12:21:55 +0200

    Keep macro to allow #if checks

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

commit e3fb82afe5f64590dae1d3ed5af848493eaf7dfd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 10:59:07 +0200

    Prevent botched fix from clang-tidy

 ql/patterns/observable.hpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 3a2c86d08e5348c6377e2f7f0f42b108b0976222
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 10:56:30 +0200

    Don't remove casts needed for AAD support

 .clang-tidy | 1 +
 1 file changed, 1 insertion(+)

commit 445672228e2c7631e107853ddcf0317b5d6ff091
Merge: c0fac2421 903dda433
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 10:54:08 +0200

    Correct documentation error in Svensson zero rate formula (#2057)

commit 07cc23fd471fe120ca80da7c7a9f04ea211ab550
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 10:07:29 +0200

    Upgrade clang-tidy in CI build

 .github/workflows/tidy.yml | 4 ++--
 CMakePresets.json          | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 903dda43386fe860b1b5788fb4aab84a35ad706a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 19 Aug 2024 09:43:41 +0200

    Fix LaTeX syntax in formulas

 .../yield/nonlinearfittingmethods.hpp              | 25 +++++++++++-----------
 1 file changed, 13 insertions(+), 12 deletions(-)

commit 7d4de7722b4d007be8e26bd292eba9fd8a69f3e2
Author: Kai Lin <kai.lin@coolabahcapital.com>
Date:   Mon, 19 Aug 2024 12:51:43 +1000

    Allow constraints in FittedBondDiscountCurve::FittingMethod (#1954)

 .../yield/fittedbonddiscountcurve.cpp              | 11 +++--
 .../yield/fittedbonddiscountcurve.hpp              | 13 ++++-
 test-suite/fittedbonddiscountcurve.cpp             | 57 ++++++++++++++++++++++
 3 files changed, 77 insertions(+), 4 deletions(-)

commit 59c6359bf36efdcfd5ea197eea74f2eace729700
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Sat, 17 Aug 2024 09:11:42 -0400

    Fix defaulting of localOptimizer in HybridSimulatedAnnealing
    
    The current code changes the local variable `localOptimizer` which was
    already used to initialize the member variable `localOptimizer_` and is
    no longer used. Also, `localOptimizer` was already used to initialize
    `optimizeScheme_`.

 ql/experimental/math/hybridsimulatedannealing.hpp | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

commit 93306509813783dcb17716f68813d6f1c2811ac0
Author: twan3617 <tonywang205@yahoo.com.au>
Date:   Fri, 16 Aug 2024 10:45:25 +1000

    Correct documentation error in Svensson zero rate formula

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

commit c0fac242125283ac78984a21dd577e23823d23d6
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 11 Aug 2024 02:23:37 +0000

    Automated fixes by clang-tidy

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

commit 6ba32c7fa7f0c4f39ae8e221ea71adce4491a368
Merge: 897ddbe4a f05e6dc3d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 12 Aug 2024 20:04:44 +0200

    Small fixes for AAD (#2056)

commit f05e6dc3d606492af35b80e4f14bffc0b2da63e2
Author: imraneamri <mohammad.amri@ucdconnect.ie>
Date:   Sun, 11 Aug 2024 22:55:58 +0100

    ::normal_distribution instantiated with Real rather than double & std::inner_product is called with Real constructed as Real(0.) rather than '0.'

 ql/experimental/credit/spotlosslatentmodel.hpp | 10 +++++-----
 ql/pricingengines/blackformula.cpp             |  2 +-
 2 files changed, 6 insertions(+), 6 deletions(-)

commit 897ddbe4acdcb11b48b79feeed3806fc1499da7b
Merge: 4e5dd7269 94e5c2235
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Aug 2024 16:50:09 +0200

    Allow passing a pricer to OISRateHelper, deprecate superseded experimental classes (#2052)

commit 94e5c22353ecc38bfc7cc78d53e6d038988efa03
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Aug 2024 15:08:33 +0200

    Exclude empty header

 cmake/GenerateHeaders.cmake            | 1 +
 ql/experimental/averageois/Makefile.am | 2 +-
 ql/experimental/averageois/all.hpp     | 1 -
 3 files changed, 2 insertions(+), 2 deletions(-)

commit 0c82ed0ff8b25248a85c460c064470d3b001a3b3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Aug 2024 15:04:28 +0200

    Report all test-case errors, not just the first

 test-suite/overnightindexedswap.cpp | 24 ++++++++++++------------
 1 file changed, 12 insertions(+), 12 deletions(-)

commit 1a81cb1e9d7209e3be768134a030a672a297b245
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Aug 2024 12:12:04 +0200

    Deprecated superseded experimental classes

 ql/experimental/averageois/arithmeticaverageois.cpp   |  4 ++++
 ql/experimental/averageois/arithmeticaverageois.hpp   | 19 ++++++++-----------
 .../averageois/arithmeticoisratehelper.cpp            |  4 ++++
 .../averageois/arithmeticoisratehelper.hpp            |  8 ++++++--
 .../averageois/makearithmeticaverageois.cpp           |  4 ++++
 .../averageois/makearithmeticaverageois.hpp           | 11 +++++++----
 6 files changed, 33 insertions(+), 17 deletions(-)

commit 506ff1fc31cff1c3fc78bc2ee64639b6fc801812
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Aug 2024 12:00:37 +0200

    Modernize allocations and index

 test-suite/overnightindexedswap.cpp | 228 ++++++++++++++++++------------------
 1 file changed, 112 insertions(+), 116 deletions(-)

commit 04cf542684b92ce166ed1479ed69ffaa84394af5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 7 Aug 2024 11:51:19 +0200

    Allow custom coupon pricer in OIS rate helpers

 ql/termstructures/yield/oisratehelper.cpp | 18 +++++--
 ql/termstructures/yield/oisratehelper.hpp | 11 +++--
 test-suite/overnightindexedswap.cpp       | 78 ++++++++++++++++++++++++++++++-
 3 files changed, 98 insertions(+), 9 deletions(-)

commit 4e5dd7269c4a31b33089eb40e0971f980ff8795d
Merge: 2243398e3 1c9494a1b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Aug 2024 16:19:50 +0200

    Expose `OvernightIndexedCouponPricer` (#2024)

commit 1c9494a1b5dd92fca4bde07ba0bf8b23a94eec70
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Aug 2024 15:35:03 +0200

    Include instructions in deprecation warning

 ql/experimental/averageois/averageoiscouponpricer.hpp | 11 +++--------
 1 file changed, 3 insertions(+), 8 deletions(-)

commit 7b2e01913f49021cb9ec7c77838c6d0c43af8fac
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Aug 2024 15:34:25 +0200

    Modernize a couple of initializations

 ql/cashflows/overnightindexedcoupon.cpp | 26 +++++++++++---------------
 1 file changed, 11 insertions(+), 15 deletions(-)

commit e5b882a855aa4bfb75c7e4278b2e385131b3069e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Aug 2024 15:33:45 +0200

    Fix typo and a few warnings

 ql/cashflows/overnightindexedcoupon.cpp |  4 ++--
 ql/cashflows/overnightindexedcoupon.hpp | 16 +++++++---------
 2 files changed, 9 insertions(+), 11 deletions(-)

commit 2243398e3113b8c3d2b4b7a6958099e7dcea09b4
Merge: 855e7f44a 638cbf2a0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Aug 2024 12:08:58 +0200

    Add more warnings to W3 (#2048)

commit 638cbf2a0e1679ff954bc4ff4648e1394c564a25
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sat, 3 Aug 2024 09:20:38 +0900

    Add more warnings to W3

 cmake/Platform.cmake                               | 8 +++++++-
 ql/math/integrals/exponentialintegrals.cpp         | 2 --
 ql/pricingengines/vanilla/analytichestonengine.cpp | 4 +++-
 ql/time/ecb.cpp                                    | 1 -
 4 files changed, 10 insertions(+), 5 deletions(-)

commit 855e7f44aea6b5fe262108caa8461919576c0f6f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 5 Aug 2024 10:14:05 +0200

    Fix or silence a few more tidy warnings

 ql/experimental/math/laplaceinterpolation.cpp | 2 +-
 ql/instruments/makecds.cpp                    | 3 ++-
 ql/pricingengines/swap/discretizedswap.cpp    | 2 +-
 test-suite/quantlibbenchmark.cpp              | 6 +++---
 test-suite/quantlibglobalfixture.cpp          | 4 ++--
 5 files changed, 9 insertions(+), 8 deletions(-)

commit c361cdf8f26780ca3b20edeea7c0b8648e44ae32
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 4 Aug 2024 03:58:48 +0000

    Automated fixes by clang-tidy

 ql/pricingengines/blackformula.cpp      | 2 +-
 test-suite/defaultprobabilitycurves.cpp | 1 +
 2 files changed, 2 insertions(+), 1 deletion(-)

commit 0e83ab7d6b83fd3d6f286f0b4bb72a6411267276
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Aug 2024 10:39:16 +0200

    Check a couple of vector accesses

 ql/timegrid.hpp | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

commit 01ba5068b78e7cae7f6430598ad0daf007b16e95
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 1 Aug 2024 09:34:22 +0200

    Add CI build for gcc 14

 .github/workflows/devenv-images.yml    | 2 +-
 .github/workflows/linux-full-tests.yml | 5 +++++
 .github/workflows/linux-nondefault.yml | 5 +++++
 .github/workflows/linux.yml            | 6 ++++++
 4 files changed, 17 insertions(+), 1 deletion(-)

commit 3ac875295491b84e13aa044174e565ec81cc6b92
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Tue, 30 Jul 2024 18:34:46 +0200

    Move ArithmeticAveragedOvernightIndexedCouponPricer into overnightindexedcouponpricer files

 QuantLib.vcxproj                                   |   1 -
 QuantLib.vcxproj.filters                           |   3 -
 ql/CMakeLists.txt                                  |   1 -
 ql/cashflows/overnightindexedcoupon.cpp            |   1 -
 ql/cashflows/overnightindexedcouponpricer.cpp      | 114 +++++++++++++++-
 ql/cashflows/overnightindexedcouponpricer.hpp      |  34 +++++
 ql/experimental/averageois/Makefile.am             |   1 -
 .../averageois/arithmeticaverageois.cpp            |   2 +-
 .../averageois/averageoiscouponpricer.cpp          | 146 ---------------------
 .../averageois/averageoiscouponpricer.hpp          |  44 +------
 10 files changed, 146 insertions(+), 201 deletions(-)

commit 8425c5040e6575e6272479f93fffb5d885a06304
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Tue, 30 Jul 2024 18:12:40 +0200

    Move CompoundingOvernightIndexedCouponPricer into overnightindexedcouponpricer files

 QuantLib.vcxproj                              |   2 +
 QuantLib.vcxproj.filters                      |   6 +
 ql/CMakeLists.txt                             |   2 +
 ql/cashflows/Makefile.am                      |   2 +
 ql/cashflows/all.hpp                          |   1 +
 ql/cashflows/overnightindexedcoupon.cpp       | 149 +--------------------
 ql/cashflows/overnightindexedcoupon.hpp       |  19 ---
 ql/cashflows/overnightindexedcouponpricer.cpp | 179 ++++++++++++++++++++++++++
 ql/cashflows/overnightindexedcouponpricer.hpp |  57 ++++++++
 9 files changed, 250 insertions(+), 167 deletions(-)

commit dce7eebc32abeef1783faeadf0be648ac8960ee3
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Tue, 30 Jul 2024 09:13:29 +0200

    Fix typo

 ql/cashflows/overnightindexedcoupon.cpp | 10 +++++-----
 ql/cashflows/overnightindexedcoupon.hpp |  2 +-
 2 files changed, 6 insertions(+), 6 deletions(-)

commit a05c5120de240325ef04a6731a3bef6742b1784f
Merge: 826075f6b 193e32ff3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 20:19:38 +0200

    Remove leftover test class (#2046)

commit 826075f6ba307c6fc4cba90cd2c24791db3958cd
Merge: 2230bcce3 0d13eb29b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 17:31:13 +0200

    Start of month functions (#2034)

commit 2230bcce319a31d3d160dc530732b4f038f83fa6
Merge: 577284865 df04c16f0
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 16:51:01 +0200

    Enable C4127 at W3 warning level (#2045)

commit 577284865b58439c83f818508ac1d43444ac24ce
Merge: 66ac60d6e c854196ad
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 16:12:51 +0200

    Use std headers in examples and tests (#2043)

commit 66ac60d6ea59c564c205a625665afc5b2aa23e18
Merge: 3d45b9acb 403b2e489
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 15:32:52 +0200

    Update ext::optional for C++17 (#2042)

commit 0d13eb29bf0957273f6abde94b2b9c76c4ea50c9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 14:56:24 +0200

    Reuse method for high-resolution dates

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

commit 09dc04214b10fc66bd58fe734d82426a77901d58
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Mon, 29 Jul 2024 14:43:30 +0200

    Renamed pricer to CompoudingOvernightIndexedCouponPricer

 ql/cashflows/overnightindexedcoupon.cpp | 18 +++++++++---------
 ql/cashflows/overnightindexedcoupon.hpp |  4 ++--
 2 files changed, 11 insertions(+), 11 deletions(-)

commit e79fec8d4e6e71f02d5d0c9c6012aa2fd03324a0
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Mon, 29 Jul 2024 14:30:40 +0200

    Remove withOvernightIndexedCouponPricer(...) as a similar method is not provided e.g. for IborLeg

 ql/cashflows/overnightindexedcoupon.cpp | 6 ------
 ql/cashflows/overnightindexedcoupon.hpp | 4 ----
 2 files changed, 10 deletions(-)

commit 5de635f0572f1326a713761417b6c68f9282f14e
Author: Francois Botha <igitur@gmail.com>
Date:   Mon, 29 Jul 2024 09:13:35 +0200

    Simplify isStartOfMonth and isEndOfMonth functions

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

commit 193e32ff394cb7f21d1ac2ed334334e86400945a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 12:00:36 +0200

    Remove leftover utility class

 test-suite/utilities.hpp | 31 -------------------------------
 1 file changed, 31 deletions(-)

commit df04c16f08bed8a42fcc4e4dd4d74be94fc8f420
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 28 Jul 2024 07:41:10 +0900

    Enable C4127 at W3 warning level

 cmake/Platform.cmake                               | 13 +++---
 .../barrieroption/mcdoublebarrierengine.hpp        |  6 +--
 ql/experimental/exoticoptions/mceverestengine.hpp  |  2 +-
 ql/experimental/exoticoptions/mchimalayaengine.hpp |  6 +--
 ql/experimental/exoticoptions/mcpagodaengine.hpp   |  2 +-
 .../mcbasket/mclongstaffschwartzpathengine.hpp     | 12 +++---
 ql/experimental/mcbasket/mcpathbasketengine.hpp    |  2 +-
 .../asian/mcdiscreteasianenginebase.hpp            |  6 +--
 ql/pricingengines/barrier/mcbarrierengine.hpp      |  6 +--
 .../basket/mceuropeanbasketengine.hpp              |  6 +--
 ql/pricingengines/capfloor/mchullwhiteengine.hpp   |  3 +-
 ql/pricingengines/cliquet/mcperformanceengine.hpp  |  6 +--
 .../forward/mcforwardvanillaengine.hpp             |  8 ++--
 ql/pricingengines/forward/mcvarianceswapengine.hpp |  2 +-
 ql/pricingengines/lookback/mclookbackengine.hpp    |  2 +-
 ql/pricingengines/mclongstaffschwartzengine.hpp    |  2 +-
 ql/pricingengines/vanilla/mcvanillaengine.hpp      |  6 +--
 test-suite/andreasenhugevolatilityinterpl.cpp      |  2 +-
 test-suite/nthtodefault.cpp                        | 46 +++++++++++-----------
 19 files changed, 68 insertions(+), 70 deletions(-)

commit 403b2e4891626f4473804666535f5a46f261fe41
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 28 Jul 2024 07:56:11 +0900

    Update ext::optional for C++17

 QuantLib.vcxproj         |  1 -
 QuantLib.vcxproj.filters |  1 -
 ql/CMakeLists.txt        |  5 ++---
 ql/Makefile.am           |  4 +---
 ql/optional.cpp          | 29 -----------------------------
 ql/optional.hpp          |  4 +---
 6 files changed, 4 insertions(+), 40 deletions(-)

commit c854196ad8a33fa94d0af55c2fec4d3a5ac84fec
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 11:55:09 +0200

    Use std headers in examples and tests
    
    That is, <tuple> and <functional> instead of <ql/tuple.hpp> and
    <ql/functional.hpp>.  The latter are obsolete, so we avoid them
    in examples and tests, which are the source files people would
    use as models for their own coding.

 Examples/GlobalOptimizer/GlobalOptimizer.cpp   |  3 +--
 Examples/MultidimIntegral/MultidimIntegral.cpp |  4 +---
 test-suite/fdheston.cpp                        | 27 ++++++++++++------------
 test-suite/fdmlinearop.cpp                     |  2 +-
 test-suite/fdsabr.cpp                          |  2 +-
 test-suite/interpolations.cpp                  | 29 ++++++++++++--------------
 test-suite/linearleastsquaresregression.cpp    |  2 +-
 test-suite/normalclvmodel.cpp                  |  2 +-
 test-suite/utilities.hpp                       |  2 +-
 9 files changed, 33 insertions(+), 40 deletions(-)

commit 3d45b9acb5fb4f7fcfaff1552f2e6063d51ca490
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Sun, 28 Jul 2024 01:46:43 +0000

    Automated fixes by clang-tidy

 ql/experimental/commodities/commoditycurve.cpp    |  6 +++---
 ql/experimental/commodities/energybasisswap.cpp   |  6 ++----
 ql/experimental/commodities/energycommodity.cpp   | 15 +++++++--------
 ql/experimental/commodities/energyfuture.cpp      |  4 ++--
 ql/experimental/commodities/energyvanillaswap.cpp |  6 ++----
 ql/experimental/variancegamma/fftengine.cpp       |  8 ++++----
 ql/instruments/compositeinstrument.cpp            |  4 ++--
 test-suite/defaultprobabilitycurves.cpp           |  4 ++--
 test-suite/piecewiseyieldcurve.cpp                |  6 +++---
 9 files changed, 27 insertions(+), 32 deletions(-)

commit 9d01e0387b156db77808e657dcd181cf2e191c5d
Merge: 3a3ea734b 11c855944
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 08:25:01 +0200

    add exact Bachelier implied vol from Jaeckel paper (#2028)

commit 3a3ea734b2b7fd3729eb260a0f9f4c9147540857
Merge: 35ac323fc e41bbded4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 07:41:26 +0200

    Set C++ standard also for client code using CMake (#2037)

commit 35ac323fc13cf3e2592ff3c531a93a381674b82e
Merge: 39439a65e 25924fa89
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 07:37:55 +0200

    Update .clang-format and check_header.py to C++17 (#2038)

commit 39439a65ef6b781cbbf1261a4e506e2d1212457f
Merge: 7432f806e f00816baf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 29 Jul 2024 07:37:08 +0200

    Remove workaround for GCC 3.4 and below (#2040)

commit f00816bafff45692648283f30bd3daf4ab45f0c3
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 28 Jul 2024 08:25:35 +0900

    Remove workaround for GCC 3.4 and below

 ql/math/optimization/simplex.cpp | 20 --------------------
 1 file changed, 20 deletions(-)

commit 25924fa89ee0cfe09a4616f0375a5549bcdfe8f3
Author: Jonathan Sweemer <sweemer@gmail.com>
Date:   Sun, 28 Jul 2024 07:59:03 +0900

    Update .clang-format and check_header.py to C++17

 .clang-format         | 4 ++--
 tools/check_header.py | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit 11c855944a5e143b4beb88f5e35f86dbbae29a29
Author: Peter Caspers <peter.caspers@acadia.inc>
Date:   Fri, 26 Jul 2024 19:28:11 +0200

    make jaeckel the default name

 ql/pricingengines/blackformula.cpp | 24 ++++++++++++------------
 ql/pricingengines/blackformula.hpp | 24 ++++++++++++------------
 test-suite/blackformula.cpp        |  8 ++++----
 3 files changed, 28 insertions(+), 28 deletions(-)

commit e41bbded4d4aafc8233af564aeeb181ccbee70ce
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Fri, 26 Jul 2024 13:05:01 +0100

    Adds comment for C++ standard compile feature

 ql/CMakeLists.txt | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit 4915b934501247bdf0eee207bcc42fe1a61250f8
Author: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Fri, 26 Jul 2024 13:01:35 +0100

    propagate required C++ standard to client code

 ql/CMakeLists.txt | 3 +++
 1 file changed, 3 insertions(+)

commit 7432f806eba7d33a31de6bd98abae84b7c9f8444
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 26 Jul 2024 09:45:36 +0200

    Add CI build in C++23 mode

 .github/workflows/linux-full-tests.yml | 6 ++++++
 .github/workflows/linux-nondefault.yml | 6 ++++++
 .github/workflows/linux.yml            | 6 ++++++
 3 files changed, 18 insertions(+)

commit 4c7dce9f078357d7c3fabf5b98bb8e59d3ed99dd
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Wed, 24 Jul 2024 16:07:40 +0000

    Automated fixes by clang-tidy

 ql/any.hpp                                         |  6 +---
 ql/cashflows/cashflowvectors.cpp                   |  6 +---
 ql/cashflows/timebasket.cpp                        |  2 +-
 .../asian/analytic_cont_geom_av_price_heston.cpp   |  2 +-
 .../asian/analytic_discr_geom_av_price_heston.cpp  |  2 +-
 ql/experimental/commodities/commoditycurve.cpp     |  2 +-
 ql/experimental/commodities/commoditycurve.hpp     |  2 +-
 ql/experimental/commodities/commoditytype.cpp      |  2 +-
 ql/experimental/commodities/energybasisswap.cpp    |  2 +-
 ql/experimental/commodities/energycommodity.cpp    |  2 +-
 ql/experimental/commodities/energyfuture.cpp       |  2 +-
 ql/experimental/commodities/energyvanillaswap.cpp  |  2 +-
 ql/experimental/commodities/paymentterm.cpp        |  2 +-
 ql/experimental/commodities/unitofmeasure.cpp      |  3 +-
 ql/experimental/credit/binomiallossmodel.hpp       |  2 +-
 .../credit/randomdefaultlatentmodel.hpp            |  2 +-
 ql/experimental/math/piecewiseintegral.cpp         |  2 +-
 ql/experimental/models/squarerootclvmodel.cpp      |  2 +-
 ql/experimental/swaptions/irregularswap.cpp        |  4 +--
 ql/experimental/variancegamma/fftengine.cpp        |  2 +-
 ql/experimental/volatility/noarbsabr.hpp           |  4 +--
 ql/experimental/volatility/noarbsabrabsprobs.cpp   |  4 +--
 ql/functional.hpp                                  |  8 ++---
 ql/indexes/inflationindex.hpp                      |  4 +--
 ql/instrument.hpp                                  |  2 +-
 ql/instruments/assetswap.cpp                       |  4 +--
 ql/instruments/compositeinstrument.cpp             |  2 +-
 ql/instruments/equitytotalreturnswap.cpp           |  6 ++--
 ql/instruments/floatfloatswap.cpp                  |  8 ++---
 ql/instruments/impliedvolatility.hpp               |  6 +---
 ql/instruments/nonstandardswap.cpp                 |  6 ++--
 ql/instruments/zerocouponswap.cpp                  |  2 +-
 ql/math/integrals/exponentialintegrals.hpp         | 34 ++++++++++------------
 ql/math/interpolations/xabrinterpolation.hpp       |  5 +---
 ql/math/optimization/lmdif.cpp                     |  4 +--
 ql/math/optimization/lmdif.hpp                     |  5 +---
 .../fdmarithmeticaveragecondition.cpp              |  2 +-
 .../stepconditions/fdmsimplestoragecondition.cpp   |  2 +-
 .../stepconditions/fdmsimpleswingcondition.cpp     |  2 +-
 .../utilities/localvolrndcalculator.cpp            |  4 +--
 ql/optional.cpp                                    |  6 +---
 ql/optional.hpp                                    |  6 +---
 ql/pricingengines/basket/stulzengine.cpp           |  6 ++--
 ql/pricingengines/capfloor/mchullwhiteengine.cpp   |  6 +---
 ql/pricingengines/credit/isdacdsengine.cpp         |  8 ++---
 .../forward/replicatingvarianceswapengine.hpp      |  2 +-
 ql/pricingengines/swap/cvaswapengine.cpp           |  2 +-
 ql/processes/gsrprocesscore.cpp                    | 18 +++++-------
 ql/processes/gsrprocesscore.hpp                    |  6 +---
 ql/shared_ptr.hpp                                  |  6 +---
 .../equityfx/andreasenhugevolatilityinterpl.cpp    |  4 +--
 .../volatility/optionlet/optionletstripper2.cpp    |  2 +-
 ql/time/schedule.hpp                               |  8 ++---
 ql/timegrid.hpp                                    |  2 +-
 ql/timeseries.hpp                                  |  4 +--
 ql/tuple.hpp                                       |  6 +---
 ql/utilities/dataformatters.cpp                    |  6 +---
 ql/utilities/tracing.cpp                           |  8 +----
 ql/utilities/tracing.hpp                           |  6 +---
 ql/utilities/vectors.hpp                           |  6 +---
 test-suite/americanoption.cpp                      |  4 +--
 test-suite/bonds.cpp                               |  2 +-
 test-suite/cliquetoption.cpp                       |  2 +-
 test-suite/defaultprobabilitycurves.cpp            |  2 +-
 test-suite/hestonmodel.cpp                         |  2 +-
 test-suite/piecewiseyieldcurve.cpp                 |  2 +-
 test-suite/quantooption.cpp                        |  2 +-
 67 files changed, 109 insertions(+), 190 deletions(-)

commit 51b63ddc1b4753f1d32b85458f802b81fa5687e8
Merge: 1df5b6a9a 72a7e1a81
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Jul 2024 17:39:23 +0200

    Use C++17 as minimum standard version (#2036)

commit 1df5b6a9a15352f7981bf34122d20aefad3b2756
Merge: c75f65f05 1b5e85f2e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Jul 2024 16:00:27 +0200

    Extend `Index` interface (#2022)

commit c75f65f05e4818410bea3e636e41a8cbaae5c145
Merge: 1b9bef129 90e04ccb9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Jul 2024 14:36:45 +0200

    Add `Currency` information to `EquityIndex` (#2020)

commit 90e04ccb93de9acffe1da0d8330d7ab95a58b7cd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 25 Jul 2024 13:30:46 +0200

    Deprecate the old constructor

 ql/indexes/equityindex.hpp           | 8 ++++++--
 test-suite/equitycashflow.cpp        | 4 ++--
 test-suite/equityindex.cpp           | 7 ++++---
 test-suite/equitytotalreturnswap.cpp | 8 ++++----
 4 files changed, 16 insertions(+), 11 deletions(-)

commit 6331e50779f2c50d0294492e084cedae47e5c986
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 24 Jul 2024 17:47:09 +0200

    Add more start-of-month and end-of-month calendar tests

 test-suite/calendars.cpp | 10 ++++++++++
 1 file changed, 10 insertions(+)

commit 71b79d7bdaa2e3a71b74069c279f24f28ea62a54
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 24 Jul 2024 17:37:00 +0200

    Add start of month functions

 ql/time/calendar.hpp     | 14 ++++++++++++++
 ql/time/date.hpp         | 14 ++++++++++++++
 test-suite/calendars.cpp | 20 ++++++++++++++++++++
 3 files changed, 48 insertions(+)

commit 72a7e1a81738594eb1412e8464a01e258da3f8fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2024 17:18:00 +0200

    Thanks, clang-tidy, but that's a bit too much

 .clang-tidy | 1 +
 1 file changed, 1 insertion(+)

commit 346cca50e7f03b1f8e8af50196ec372948d31b30
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2024 17:11:44 +0200

    Update all VC++ projects

 Examples/BasketLosses/BasketLosses.vcxproj         | 26 ++++++++++++++--------
 Examples/BermudanSwaption/BermudanSwaption.vcxproj | 26 ++++++++++++++--------
 Examples/Bonds/Bonds.vcxproj                       | 26 ++++++++++++++--------
 Examples/CDS/CDS.vcxproj                           | 26 ++++++++++++++--------
 Examples/CVAIRS/CVAIRS.vcxproj                     | 26 ++++++++++++++--------
 Examples/CallableBonds/CallableBonds.vcxproj       | 26 ++++++++++++++--------
 Examples/ConvertibleBonds/ConvertibleBonds.vcxproj | 26 ++++++++++++++--------
 Examples/DiscreteHedging/DiscreteHedging.vcxproj   | 26 ++++++++++++++--------
 Examples/EquityOption/EquityOption.vcxproj         | 26 ++++++++++++++--------
 Examples/FRA/FRA.vcxproj                           | 26 ++++++++++++++--------
 Examples/FittedBondCurve/FittedBondCurve.vcxproj   | 26 ++++++++++++++--------
 Examples/Gaussian1dModels/Gaussian1dModels.vcxproj | 26 ++++++++++++++--------
 Examples/GlobalOptimizer/GlobalOptimizer.vcxproj   | 26 ++++++++++++++--------
 Examples/LatentModel/LatentModel.vcxproj           | 26 ++++++++++++++--------
 Examples/MarketModels/MarketModels.vcxproj         | 26 ++++++++++++++--------
 .../MulticurveBootstrapping.vcxproj                | 26 ++++++++++++++--------
 Examples/MultidimIntegral/MultidimIntegral.vcxproj | 26 ++++++++++++++--------
 Examples/Replication/Replication.vcxproj           | 26 ++++++++++++++--------
 Examples/Repo/Repo.vcxproj                         | 26 ++++++++++++++--------
 test-suite/testsuite.vcxproj                       | 26 ++++++++++++++--------
 20 files changed, 340 insertions(+), 180 deletions(-)

commit df8e4169c9cdd477cd8634b2a6110f4bde590c27
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2024 10:40:40 +0200

    No need to specify C++17 standard now

 CMakePresets.json | 2 --
 1 file changed, 2 deletions(-)

commit 1b9bef129015993f15d3a06cd2f7a734903be26c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2024 10:18:20 +0200

    Move test to faster section

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

commit 9896e7565db44f1b3caba7154d75bf7c515fb2ab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2024 09:06:41 +0200

    --enable-std-classes now includes any and optional

 .github/workflows/cmake.yml            |  6 ++++++
 .github/workflows/linux-full-tests.yml |  5 +++--
 .github/workflows/linux-nondefault.yml |  5 +++--
 .github/workflows/linux.yml            |  5 +++--
 .github/workflows/macos-nondefault.yml |  3 ++-
 CMakeLists.txt                         | 15 ++-------------
 CMakePresets.json                      |  8 ++------
 configure.ac                           | 13 ++++++++-----
 8 files changed, 29 insertions(+), 31 deletions(-)

commit 5551e965344177cc1cbb56ecef9ce2e30db17846
Merge: 250bd388b c3d7f45ff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jul 2024 08:47:12 +0200

    Remove switches to enable boost::function, boost::bind, boost::tuple and related functions (#2032)

commit c3d7f45ff8e5a735abe8abb8f8f30c70e4c9f5d6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 20:49:00 +0200

    Avoid gcc warning in older versions

 ql/functional.hpp | 9 +++++++++
 1 file changed, 9 insertions(+)

commit 5c1d4ca6f98368e1ec016d735aa5352c8582db3b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 19:07:17 +0200

    Require C++17 standard in VC++ project

 QuantLib.vcxproj | 24 ++++++++++++++++--------
 1 file changed, 16 insertions(+), 8 deletions(-)

commit c9e16311d6c5b9d18d0fb20a198716811b84bf9a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 18:12:53 +0200

    Add a few structured bindings to check C++17 compilation

 ql/experimental/termstructures/crosscurrencyratehelpers.cpp | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

commit 3f98c711023f7b7e53cda83a9b166018516a7f3e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 18:09:03 +0200

    Require C++17 in autotools and cmake

 .github/workflows/linux-full-tests.yml |  6 ------
 .github/workflows/linux-nondefault.yml |  7 -------
 .github/workflows/linux.yml            |  6 ------
 .github/workflows/macos-nondefault.yml |  3 +--
 CMakeLists.txt                         | 10 +++++-----
 acinclude.m4                           | 26 ++++++++++++--------------
 configure.ac                           |  4 ++--
 quantlib-config.in                     |  2 +-
 quantlib.pc.in                         |  2 +-
 9 files changed, 22 insertions(+), 44 deletions(-)

commit 250bd388b69adb7069759fb4bbd8d3050211aba6
Merge: 03e0c62d6 99aa50aff
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 17:37:20 +0200

    Remove support for Visual C++ 2015. (#2030)

commit d45d6c25f53a948a8a5e55464464aba6139a5081
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 23 Jul 2024 15:18:23 +0000

    Fix deprecated uses of ext namespace

 Examples/GlobalOptimizer/GlobalOptimizer.cpp       |  4 +-
 Examples/MultidimIntegral/MultidimIntegral.cpp     |  2 +-
 ql/cashflows/conundrumpricer.cpp                   | 14 +++----
 .../perturbativebarrieroptionengine.cpp            | 10 ++---
 ql/experimental/callablebonds/callablebond.cpp     |  8 ++--
 .../credit/randomdefaultlatentmodel.hpp            |  8 ++--
 ql/experimental/credit/saddlepointlossmodel.hpp    | 40 +++++++++----------
 .../finitedifferences/fdmvppstepcondition.hpp      |  2 +-
 .../gaussiannoncentralchisquaredpolynomial.cpp     |  8 ++--
 .../gaussiannoncentralchisquaredpolynomial.hpp     |  2 +-
 ql/experimental/math/latentmodel.hpp               | 18 ++++-----
 ql/experimental/math/multidimintegrator.hpp        | 18 ++++-----
 ql/experimental/math/multidimquadrature.hpp        | 36 ++++++++---------
 ql/experimental/math/piecewiseintegral.hpp         |  8 ++--
 .../mcbasket/longstaffschwartzmultipathpricer.hpp  |  2 +-
 ql/experimental/models/normalclvmodel.cpp          |  4 +-
 ql/experimental/models/normalclvmodel.hpp          |  4 +-
 ql/experimental/models/squarerootclvmodel.cpp      |  4 +-
 ql/experimental/models/squarerootclvmodel.hpp      |  4 +-
 .../processes/extendedornsteinuhlenbeckprocess.cpp |  6 +--
 .../processes/extendedornsteinuhlenbeckprocess.hpp |  4 +-
 ql/experimental/shortrate/generalizedhullwhite.cpp | 12 +++---
 ql/experimental/shortrate/generalizedhullwhite.hpp | 32 +++++++--------
 .../generalizedornsteinuhlenbeckprocess.cpp        |  2 +-
 .../generalizedornsteinuhlenbeckprocess.hpp        |  8 ++--
 .../integralhestonvarianceoptionengine.cpp         |  2 +-
 ql/math/integrals/discreteintegrals.cpp            |  4 +-
 ql/math/integrals/discreteintegrals.hpp            |  4 +-
 ql/math/integrals/expsinhintegral.hpp              |  8 ++--
 ql/math/integrals/filonintegral.cpp                |  4 +-
 ql/math/integrals/filonintegral.hpp                |  2 +-
 ql/math/integrals/gaussianquadratures.cpp          |  2 +-
 ql/math/integrals/gaussianquadratures.hpp          |  2 +-
 ql/math/integrals/gausslobattointegral.cpp         |  6 +--
 ql/math/integrals/gausslobattointegral.hpp         |  6 +--
 ql/math/integrals/integral.cpp                     |  2 +-
 ql/math/integrals/integral.hpp                     |  4 +-
 ql/math/integrals/kronrodintegral.cpp              |  6 +--
 ql/math/integrals/kronrodintegral.hpp              |  6 +--
 ql/math/integrals/segmentintegral.hpp              |  4 +-
 ql/math/integrals/simpsonintegral.hpp              |  2 +-
 ql/math/integrals/tanhsinhintegral.hpp             |  4 +-
 ql/math/integrals/trapezoidintegral.hpp            |  6 +--
 ql/math/integrals/twodimensionalintegral.hpp       |  4 +-
 ql/math/interpolations/chebyshevinterpolation.cpp  |  4 +-
 ql/math/interpolations/chebyshevinterpolation.hpp  |  2 +-
 ql/math/linearleastsquaresregression.hpp           | 10 ++---
 ql/math/matrixutilities/bicgstab.hpp               |  2 +-
 ql/math/matrixutilities/gmres.hpp                  |  2 +-
 ql/math/matrixutilities/tapcorrelations.hpp        |  4 +-
 ql/math/ode/adaptiverungekutta.hpp                 |  4 +-
 ql/math/optimization/lmdif.hpp                     |  2 +-
 .../randomnumbers/stochasticcollocationinvcdf.cpp  |  4 +-
 .../randomnumbers/stochasticcollocationinvcdf.hpp  |  2 +-
 ql/math/richardsonextrapolation.cpp                |  2 +-
 ql/math/richardsonextrapolation.hpp                |  4 +-
 .../meshers/concentrating1dmesher.cpp              |  8 ++--
 .../meshers/concentrating1dmesher.hpp              |  2 +-
 .../operators/nthorderderivativeop.cpp             |  2 +-
 .../operators/numericaldifferentiation.cpp         |  4 +-
 .../operators/numericaldifferentiation.hpp         |  6 +--
 .../utilities/escroweddividendadjustment.cpp       |  2 +-
 .../utilities/escroweddividendadjustment.hpp       |  4 +-
 .../utilities/fdmdiscountdirichletboundary.cpp     |  2 +-
 .../utilities/fdminnervaluecalculator.cpp          |  6 +--
 .../utilities/fdminnervaluecalculator.hpp          |  4 +-
 .../utilities/fdmmesherintegral.cpp                |  2 +-
 .../utilities/fdmmesherintegral.hpp                |  4 +-
 .../utilities/fdmtimedepdirichletboundary.cpp      |  4 +-
 .../utilities/fdmtimedepdirichletboundary.hpp      |  8 ++--
 ql/methods/montecarlo/earlyexercisepathpricer.hpp  |  2 +-
 .../montecarlo/longstaffschwartzpathpricer.hpp     |  2 +-
 ql/methods/montecarlo/lsmbasissystem.cpp           |  4 +-
 ql/methods/montecarlo/lsmbasissystem.hpp           |  4 +-
 ql/models/equity/hestonslvfdmmodel.cpp             | 20 +++++-----
 .../basket/mcamericanbasketengine.cpp              |  2 +-
 .../basket/mcamericanbasketengine.hpp              |  4 +-
 ql/pricingengines/vanilla/analytichestonengine.cpp | 20 +++++-----
 ql/pricingengines/vanilla/analytichestonengine.hpp |  6 +--
 .../vanilla/analyticptdhestonengine.cpp            |  2 +-
 ql/pricingengines/vanilla/fdcevvanillaengine.cpp   |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.cpp     |  2 +-
 ql/pricingengines/vanilla/mcamericanengine.hpp     |  4 +-
 ql/termstructures/globalbootstrap.hpp              | 16 ++++----
 .../equityfx/andreasenhugevolatilityinterpl.cpp    | 14 +++----
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |  4 +-
 ql/timeseries.hpp                                  |  4 +-
 test-suite/andreasenhugevolatilityinterpl.cpp      |  8 ++--
 test-suite/fdheston.cpp                            | 24 +++++------
 test-suite/fdmlinearop.cpp                         |  8 ++--
 test-suite/fdsabr.cpp                              |  4 +-
 test-suite/hestonmodel.cpp                         |  8 ++--
 test-suite/hestonslvmodel.cpp                      | 46 +++++++++++-----------
 test-suite/integrals.cpp                           |  2 +-
 test-suite/interpolations.cpp                      | 28 ++++++-------
 test-suite/linearleastsquaresregression.cpp        |  8 ++--
 test-suite/mclongstaffschwartzengine.cpp           |  2 +-
 test-suite/normalclvmodel.cpp                      | 10 ++---
 test-suite/numericaldifferentiation.cpp            | 26 ++++++------
 test-suite/squarerootclvmodel.cpp                  | 14 +++----
 test-suite/swingoption.cpp                         |  4 +-
 test-suite/utilities.hpp                           |  2 +-
 test-suite/vpp.cpp                                 |  8 ++--
 103 files changed, 376 insertions(+), 376 deletions(-)

commit 860cb5019dc58f3c6437ff5e5d51779431fd5ecf
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 16:46:14 +0200

    Add workflow to replace deprecated ext:: classes and functions

 .github/workflows/namespaces.yml | 30 ++++++++++++++++++++++++++++++
 1 file changed, 30 insertions(+)

commit e7c9149063f3c5b18970d0f14b5ccfec1f99756d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 15:25:40 +0200

    Deprecate ext::function, ext::bind, ext::tuple and family.

 ql/functional.hpp | 25 +++++++++++++++++++++++--
 ql/tuple.hpp      | 18 +++++++++++++++++-
 2 files changed, 40 insertions(+), 3 deletions(-)

commit 5db36b3563d616f180043ddab84f0084ca3d6907
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 14:46:41 +0200

    Remove switches to enable boost::function, boost::bind and boost::tuple

 .ci/userconfig2019.alt.hpp             | 11 -----------
 .ci/userconfig2022.alt.hpp             | 11 -----------
 .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                         |  4 ----
 CMakePresets.json                      |  4 ----
 Docs/pages/config.docs                 | 14 --------------
 configure.ac                           | 34 ----------------------------------
 ql/config.hpp.cfg                      |  2 --
 ql/functional.hpp                      | 34 ----------------------------------
 ql/tuple.hpp                           | 12 ------------
 ql/userconfig.hpp                      | 11 -----------
 14 files changed, 4 insertions(+), 141 deletions(-)

commit 03e0c62d6acd618482d51aa04a7f4761d319caf6
Merge: 40bd33835 53722a457
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 14:09:58 +0200

    Remove features deprecated in version 1.31 (#2029)

commit 99aa50aff83c1f03a532fb0053fa5dd7c7d5c20e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jul 2024 12:45:11 +0200

    Remove support for Visual C++ 2015.
    
    This makes it possible to start using features from the C++17 standard.

 .appveyor.yml      | 21 ++++-----------------
 .ci/VS2015.props   | 18 ------------------
 ql/config.msvc.hpp |  4 ++--
 ql/errors.cpp      |  2 +-
 ql/handle.hpp      |  4 ----
 5 files changed, 7 insertions(+), 42 deletions(-)

commit 40bd33835c0cc11a448c90d49d873d7a06ae67a1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 15 Apr 2021 16:25:45 +0200

    Set version to 1.36-dev.

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

commit da79d43b088f4631483a75a6f2a84689c63fe3eb
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Sat, 20 Jul 2024 11:49:16 +0200

    code formatting

 ql/pricingengines/blackformula.cpp |  4 ++++
 test-suite/blackformula.cpp        | 15 ++++++++-------
 2 files changed, 12 insertions(+), 7 deletions(-)

commit b9318553d1700d1d4ef9aab2e8aef9245356fa3e
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Sat, 20 Jul 2024 11:46:41 +0200

    better criteria for numerical equality

 ql/pricingengines/blackformula.cpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 41f235ebeea4dfce5d57eeb99dd5283390fc1fd1
Author: Peter Caspers <peter.caspers@lseg.com>
Date:   Fri, 19 Jul 2024 17:56:58 +0200

    add exact Bachelier implied vol from Jaeckel paper

 ql/pricingengines/blackformula.cpp | 86 +++++++++++++++++++++++++++++++++++++-
 ql/pricingengines/blackformula.hpp | 14 ++++++-
 test-suite/blackformula.cpp        | 12 ++++--
 3 files changed, 106 insertions(+), 6 deletions(-)

commit 53722a4574af0820ced0b91ad3e938cf29dfb1ca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 19 Jul 2024 17:42:09 +0200

    Remove features deprecated in version 1.31

 QuantLib.vcxproj                               |   4 -
 QuantLib.vcxproj.filters                       |  12 ---
 cmake/GenerateHeaders.cmake                    |   4 -
 ql/CMakeLists.txt                              |   4 -
 ql/cashflows/conundrumpricer.hpp               |   6 --
 ql/cashflows/cpicoupon.cpp                     | 100 +++----------------
 ql/cashflows/cpicoupon.hpp                     | 101 ++-----------------
 ql/cashflows/cpicouponpricer.cpp               |  29 +-----
 ql/cashflows/cpicouponpricer.hpp               |  15 ---
 ql/experimental/inflation/genericindexes.hpp   |  26 -----
 ql/indexes/inflation/aucpi.hpp                 |  25 -----
 ql/indexes/inflation/euhicp.hpp                |  24 -----
 ql/indexes/inflation/frhicp.hpp                |  24 -----
 ql/indexes/inflation/ukrpi.hpp                 |  24 -----
 ql/indexes/inflation/uscpi.hpp                 |  24 -----
 ql/indexes/inflation/zacpi.hpp                 |  24 -----
 ql/indexes/inflationindex.cpp                  |  21 +---
 ql/indexes/inflationindex.hpp                  |  22 -----
 ql/instruments/forwardrateagreement.cpp        |  22 -----
 ql/instruments/forwardrateagreement.hpp        |  26 -----
 ql/math/Makefile.am                            |   4 +-
 ql/math/curve.hpp                              |  21 ----
 ql/math/lexicographicalview.hpp                |  21 ----
 ql/models/volatility/garch.hpp                 |  17 ----
 ql/patterns/Makefile.am                        |   3 +-
 ql/patterns/composite.hpp                      |  21 ----
 ql/termstructures/yield/Makefile.am            |   3 +-
 ql/termstructures/yield/drifttermstructure.hpp |  22 -----
 ql/timeseries.hpp                              |  95 ------------------
 ql/utilities/steppingiterator.hpp              |  40 --------
 test-suite/inflation.cpp                       | 132 -------------------------
 test-suite/timeseries.cpp                      |  21 ----
 32 files changed, 28 insertions(+), 909 deletions(-)

commit 0991b3ee6ef9d3e1a5bbb33536b60781b5c2ca2d
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Tue, 16 Jul 2024 16:07:17 +0200

    Add set pricer functionality to OvernightLeg

 ql/cashflows/overnightindexedcoupon.cpp | 28 +++++++++++++---------------
 ql/cashflows/overnightindexedcoupon.hpp |  4 ++++
 2 files changed, 17 insertions(+), 15 deletions(-)

commit 1f7ba67bb7225d43b16c3d851b0acb9fdec63f46
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Tue, 16 Jul 2024 15:50:00 +0200

    Expose the OvernightIndexedCouponPricer

 ql/cashflows/overnightindexedcoupon.cpp | 291 +++++++++++++++-----------------
 ql/cashflows/overnightindexedcoupon.hpp |  27 ++-
 2 files changed, 161 insertions(+), 157 deletions(-)

commit 1b5e85f2e859192276ea2bca4f596df52f58d6af
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Tue, 16 Jul 2024 10:46:20 +0200

    Implement inflation specific pastFixing(...)

 ql/indexes/inflationindex.cpp | 32 ++++++++++++++++++++++----------
 ql/indexes/inflationindex.hpp | 11 +++++++++++
 2 files changed, 33 insertions(+), 10 deletions(-)

commit a553e0677e1e6c91e46d8b8ac7a7859b0a56d51d
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Mon, 15 Jul 2024 17:25:09 +0200

    Let Index being derived from Observer

 ql/index.hpp                     |  9 ++++++++-
 ql/indexes/equityindex.hpp       |  8 +-------
 ql/indexes/inflationindex.hpp    | 11 +----------
 ql/indexes/interestrateindex.hpp | 11 +----------
 4 files changed, 11 insertions(+), 28 deletions(-)

commit 037770bd388e214b9531c6233e5cb442d0aff528
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Mon, 15 Jul 2024 17:13:34 +0200

    Add virtual Real Index::pastFixing(const Date& fixingDate)

 ql/index.hpp                     | 12 ++++++++++++
 ql/indexes/equityindex.cpp       |  5 -----
 ql/indexes/equityindex.hpp       |  1 -
 ql/indexes/interestrateindex.hpp |  8 --------
 4 files changed, 12 insertions(+), 14 deletions(-)

commit 3900dc9220875afb10b1c681203234b5b0a7b4a8
Author: ralfkonrad <github@eckel-consulting.de>
Date:   Mon, 15 Jul 2024 13:45:47 +0200

    Add currency information to EquityIndex

 ql/indexes/equityindex.cpp | 19 +++++++++++++++++--
 ql/indexes/equityindex.hpp | 10 ++++++++++
 2 files changed, 27 insertions(+), 2 deletions(-)
