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ChangeLog.txt
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ChangeLog.txt
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commit 6e4f632f35ea14539c5aeea22491e6b79d4fcd67
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Apr 18 16:02:52 2023 +0200
Updated to .NET 7.0
src/QLNet/QLNet.csproj | 2 +-
tests/QLNet.Tests/QLNet.Tests.csproj | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
commit d3be509b333a0b6cc62b15912f922b5e3e25d3ca
Author: Andrea Maggiulli <amaggiulli@users.noreply.github.com>
Date: Tue Apr 18 15:42:13 2023 +0200
Updated calendars for 2023 (#275)
src/QLNet/Time/Calendars/Australia.cs | 68 +++++++++++++++++++++++++++++++++++++++++----
src/QLNet/Time/Calendars/China.cs | 18 ++++++++++--
src/QLNet/Time/Calendars/Denmark.cs | 8 +++---
src/QLNet/Time/Calendars/NewZealand.cs | 84 +++++++++++++++++++++++++++++++++++---------------------
src/QLNet/Time/Calendars/SouthAfrica.cs | 6 ++++
src/QLNet/Time/Calendars/Turkey.cs | 168 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++--
src/QLNet/Time/Calendars/UnitedStates.cs | 5 ++--
tests/QLNet.Tests/T_Calendars.cs | 124 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++---
8 files changed, 431 insertions(+), 50 deletions(-)
commit fc48993c25f2c9e0afd57a3846962e940a3843d3
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Fri Apr 7 20:46:26 2023 +0200
Fixing Schedule until method.
src/QLNet/Time/Schedule.cs | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
commit 7ba4747bf048ba837489c9881d22e6cd11c112ec
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Fri Apr 7 20:01:54 2023 +0200
Fixed Schedule DeepCopy
src/QLNet/Time/Schedule.cs | 4 +++-
1 file changed, 3 insertions(+), 1 deletion(-)
commit 18f51e7b13e5217369878f5ac5d24f6cd89908e5
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Fri Apr 7 00:55:41 2023 +0200
Added date comparison safety check
src/QLNet/Time/Date.cs | 8 ++++----
1 file changed, 4 insertions(+), 4 deletions(-)
commit cb30c0917f3e2e0685906cb131d2bc942be26229
Author: pamboscy <pamboscy@gmail.com>
Date: Tue Feb 21 16:57:15 2023 +0200
Added Cyprus and Greece calendars (#274)
src/QLNet/Time/Calendars/Cyprus.cs | 143 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
src/QLNet/Time/Calendars/Greece.cs | 136 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
2 files changed, 279 insertions(+)
commit e05578f554a625c579637746e45c424c415d887d
Author: Andrea Maggiulli <amaggiulli@users.noreply.github.com>
Date: Thu Dec 15 19:06:04 2022 +0100
[skip ci] Update ReadMe
README.md | 3 ++-
1 file changed, 2 insertions(+), 1 deletion(-)
commit 5a215582721379da2d9b6809f1328094033602b6
Author: Andrea Maggiulli <amaggiulli@users.noreply.github.com>
Date: Thu Dec 15 18:57:12 2022 +0100
[skip ci] Update ReadMe
README.md | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit 78511587c84e13dba99fc23a2bd98340efc35093
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Thu Dec 15 18:53:13 2022 +0100
Fixing WAL calculation.
src/QLNet/Pricingengines/Bond/BondFunctions.cs | 19 +++++++++++++------
1 file changed, 13 insertions(+), 6 deletions(-)
commit e1eee4f71022ff6fc9a285126d45322b1d15c3f0
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Nov 22 21:56:24 2022 +0100
Added new method to Schedule to directly add irregular dates.
src/QLNet/Time/Schedule.cs | 14 ++++++++++++++
1 file changed, 14 insertions(+)
commit e185ddc7a73286d143f197943f2104e8c569064f
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Sat Nov 19 20:13:39 2022 +0100
Updated a bunch of calendars up to 2022.
src/QLNet/Time/Calendars/Australia.cs | 10 ++++++----
src/QLNet/Time/Calendars/China.cs | 17 ++++++++++++++++-
src/QLNet/Time/Calendars/CzechRepublic.cs | 2 ++
src/QLNet/Time/Calendars/Iceland.cs | 5 ++---
src/QLNet/Time/Calendars/NewZealand.cs | 3 ++-
src/QLNet/Time/Calendars/UnitedKingdom.cs | 6 +++++-
6 files changed, 33 insertions(+), 10 deletions(-)
commit 3c45dc68fb959955348933941d06414f4c3ece5e
Merge: 49ffacd b2fe6f6
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Sat Nov 19 19:19:33 2022 +0100
Merge branch 'develop' of github.com:amaggiulli/QLNet into develop
commit 49ffacd9515affd037b06815633fc42707f9a0ac
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Sat Nov 19 19:19:19 2022 +0100
Refactoring Calendars
- Refactored and cleanup Calendar Bridge pattern
- Updated all calendars.
src/QLNet/Time/Calendar.cs | 300 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++-------------------------------------------
src/QLNet/Time/Calendars/Argentina.cs | 13 ++---
src/QLNet/Time/Calendars/Australia.cs | 17 +++----
src/QLNet/Time/Calendars/Austria.cs | 16 +++---
src/QLNet/Time/Calendars/BespokeCalendar.cs | 41 ++++++++-------
src/QLNet/Time/Calendars/Botswana.cs | 15 +++---
src/QLNet/Time/Calendars/Brazil.cs | 125 ++++++++++++++++++++++-----------------------
src/QLNet/Time/Calendars/Canada.cs | 109 ++++++++++++++++++---------------------
src/QLNet/Time/Calendars/Chile.cs | 4 +-
src/QLNet/Time/Calendars/China.cs | 33 +++++-------
src/QLNet/Time/Calendars/CzechRepublic.cs | 13 ++---
src/QLNet/Time/Calendars/Denmark.cs | 14 ++---
src/QLNet/Time/Calendars/Finland.cs | 14 ++---
src/QLNet/Time/Calendars/France.cs | 12 ++---
src/QLNet/Time/Calendars/Germany.cs | 75 ++++++++++++++-------------
src/QLNet/Time/Calendars/HongKong.cs | 14 ++---
src/QLNet/Time/Calendars/Hungary.cs | 14 ++---
src/QLNet/Time/Calendars/Iceland.cs | 13 ++---
src/QLNet/Time/Calendars/India.cs | 14 ++---
src/QLNet/Time/Calendars/Indonesia.cs | 29 +++++------
src/QLNet/Time/Calendars/Israel.cs | 49 +++++++++---------
src/QLNet/Time/Calendars/Italy.cs | 40 +++++++--------
src/QLNet/Time/Calendars/Japan.cs | 26 +++++-----
src/QLNet/Time/Calendars/JointCalendar.cs | 3 +-
src/QLNet/Time/Calendars/Mexico.cs | 14 ++---
src/QLNet/Time/Calendars/NewZealand.cs | 14 ++---
src/QLNet/Time/Calendars/Norway.cs | 14 ++---
src/QLNet/Time/Calendars/NullCalendar.cs | 7 +--
src/QLNet/Time/Calendars/Poland.cs | 14 ++---
src/QLNet/Time/Calendars/Romania.cs | 41 ++++++++-------
src/QLNet/Time/Calendars/Russia.cs | 30 +++++------
src/QLNet/Time/Calendars/SaudiArabia.cs | 14 ++---
src/QLNet/Time/Calendars/Singapore.cs | 14 ++---
src/QLNet/Time/Calendars/Slovakia.cs | 13 ++---
src/QLNet/Time/Calendars/SouthAfrica.cs | 14 ++---
src/QLNet/Time/Calendars/SouthKorea.cs | 40 ++++++++-------
src/QLNet/Time/Calendars/Sweden.cs | 12 ++---
src/QLNet/Time/Calendars/Switzerland.cs | 14 ++---
src/QLNet/Time/Calendars/TARGET.cs | 15 +++---
src/QLNet/Time/Calendars/Taiwan.cs | 12 ++---
src/QLNet/Time/Calendars/Thailand.cs | 45 ++++++++--------
src/QLNet/Time/Calendars/Turkey.cs | 14 ++---
src/QLNet/Time/Calendars/Ukraine.cs | 22 ++++----
src/QLNet/Time/Calendars/UnitedKingdom.cs | 40 ++++++++-------
src/QLNet/Time/Calendars/UnitedStates.cs | 90 ++++++++++++++++----------------
src/QLNet/Time/Calendars/WeekendsOnly.cs | 6 +--
tests/QLNet.Tests/T_BusinessDayConvention.cs | 2 +-
tests/QLNet.Tests/T_Calendars.cs | 36 ++++++-------
48 files changed, 800 insertions(+), 740 deletions(-)
commit b2fe6f6e909d9b9bfaf7f32fcce74c30ad093b51
Author: Andrea Maggiulli <amaggiulli@users.noreply.github.com>
Date: Fri Nov 18 20:02:30 2022 +0100
[skip ci] Update ReadMe
README.md | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit b598cd0b9551ca5b1e9402920e3054944ee8f15a
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Fri Nov 18 19:23:00 2022 +0100
Added Actual364, Actual36525 and Thirty365 daycounters.
Updated daycounters tests suite.
src/QLNet/Time/DayCounters/Actual364.cs | 39 ++++++++++++++++
src/QLNet/Time/DayCounters/Actual36525.cs | 61 +++++++++++++++++++++++++
src/QLNet/Time/DayCounters/Thirty365.cs | 49 ++++++++++++++++++++
tests/QLNet.Tests/T_DayCounters.cs | 272 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++--
4 files changed, 418 insertions(+), 3 deletions(-)
commit b7baaedcb099e82d823a04b7a259ca17f230677d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Wed Nov 16 23:38:34 2022 +0100
Added Actual/366 daycounter.
src/QLNet/Time/DayCounters/Actual366.cs | 53 +++++++++++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 53 insertions(+)
commit c523a9d2026604cc219661ca0d7797eddc0c3524
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Wed Nov 16 23:28:16 2022 +0100
Refactoring DayCounters :
- Refactored and cleanup DayCounter Bridge pattern
- Updated all daycounters.
src/QLNet/Cashflows/CPICoupon.cs | 4 +-
src/QLNet/Instruments/Bonds/PSACurve.cs | 4 +-
src/QLNet/Time/DayCounter.cs | 91 +++++++++++++++++++++++++---------------------
src/QLNet/Time/DayCounters/Actual360.cs | 44 ++++++----------------
src/QLNet/Time/DayCounters/Actual365Fixed.cs | 85 +++++++++++++++++++++++++++++++++++++++----
src/QLNet/Time/DayCounters/Actual365NoLeap.cs | 67 ----------------------------------
src/QLNet/Time/DayCounters/ActualActual.cs | 89 +++++++++++++++++----------------------------
src/QLNet/Time/DayCounters/Business252.cs | 147 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++-----
src/QLNet/Time/DayCounters/OneDayCounter.cs | 10 ++---
src/QLNet/Time/DayCounters/SimpleDayCounter.cs | 34 ++++++++++-------
src/QLNet/Time/DayCounters/Thirty360.cs | 197 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++-------------------------
tests/QLNet.Tests/T_AssetSwap.cs | 42 ++++++++++-----------
tests/QLNet.Tests/T_Bermudanswaption.cs | 3 +-
tests/QLNet.Tests/T_Bonds.cs | 14 +++----
tests/QLNet.Tests/T_CapFlooredCoupon.cs | 4 +-
tests/QLNet.Tests/T_CreditDefaultSwap.cs | 8 ++--
tests/QLNet.Tests/T_DayCounters.cs | 55 +++++++++++++++++++++++++++-
tests/QLNet.Tests/T_Inflation.cs | 6 +--
tests/QLNet.Tests/T_InflationCapFloorTest.cs | 2 +-
tests/QLNet.Tests/T_InflationCapFlooredCouponTest.cs | 4 +-
tests/QLNet.Tests/T_OvernightIndexedSwap.cs | 6 +--
tests/QLNet.Tests/T_ShortRateModels.cs | 6 +--
tests/QLNet.Tests/T_Swaps.cs | 3 +-
tests/QLNet.Tests/T_Swaption.cs | 11 +++---
tests/QLNet.Tests/T_TermStructures.cs | 4 +-
25 files changed, 598 insertions(+), 342 deletions(-)
commit e2ec6a666b0e54bcf2ab6b0caaf5309aecc48d7f
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Thu Sep 22 20:11:25 2022 +0200
Added back multi-target with netstandard 2.0 for .NET framework users. Should close #273.
src/QLNet/QLNet.csproj | 5 ++++-
1 file changed, 4 insertions(+), 1 deletion(-)
commit cfc7964ef5e90dcb6b6d6a53310ed8362861858d
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Mon Sep 12 16:04:50 2022 +0200
Added batch Bond Functions calculation with benchmark test.
src/QLNet/Pricingengines/Bond/BondFunctions.cs | 44 ++++++++++++++++++++++++++++++++++++++++++++
src/QLNet/Requests/BondFunctionsRequest.cs | 38 ++++++++++++++++++++++++++++++++++++++
src/QLNet/Responses/BondFunctionsResponse.cs | 32 ++++++++++++++++++++++++++++++++
tests/QLNet.Tests/Fakers/BondFunctionRequestFaker.cs | 33 +++++++++++++++++++++++++++++++++
tests/QLNet.Tests/T_Batch.cs | 14 ++++++++++++++
5 files changed, 161 insertions(+)
commit 66d3bac82dcc5be296e61cb551a55ec879b7e1b1
Author: Andrea Maggiulli <amaggiulli@users.noreply.github.com>
Date: Fri Aug 26 20:27:30 2022 +0200
[skip ci] Updated status badge
README.md | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit cd4d7fbbc06134ce6265ae0d09917079013c6fff
Author: Andrea Maggiulli <amaggiulli@users.noreply.github.com>
Date: Fri Aug 26 20:02:00 2022 +0200
Added batch calculations (#272)
* Added batch yield calculation with benchmark tests.
* Added batch Weighted Average Life calculation with benchmark test.
* Added batch Duration and Accrued calculation with benchmark test.
src/QLNet/Pricingengines/Bond/BondFunctions.cs | 64 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++--
src/QLNet/Requests/AccruedRequest.cs | 27 +++++++++++++++++++++++++++
src/QLNet/Requests/DurationRequest.cs | 32 ++++++++++++++++++++++++++++++++
src/QLNet/Requests/WalRequest.cs | 31 +++++++++++++++++++++++++++++++
src/QLNet/Requests/YieldRequest.cs | 34 ++++++++++++++++++++++++++++++++++
src/QLNet/Responses/AccruedResponse.cs | 27 +++++++++++++++++++++++++++
src/QLNet/Responses/DurationResponse.cs | 26 ++++++++++++++++++++++++++
src/QLNet/Responses/WalResponse.cs | 28 ++++++++++++++++++++++++++++
src/QLNet/Responses/YieldResponse.cs | 26 ++++++++++++++++++++++++++
tests/QLNet.Tests/Fakers/AccruedRequestFaker.cs | 42 ++++++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/Fakers/DurationRequestFaker.cs | 47 +++++++++++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/Fakers/FixedRateBondFaker.cs | 34 ++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/Fakers/ScheduleFaker.cs | 38 ++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/Fakers/WalRequestFaker.cs | 44 ++++++++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/Fakers/YieldRequestFaker.cs | 48 ++++++++++++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/QLNet.Tests.csproj | 1 +
tests/QLNet.Tests/T_Batch.cs | 99 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
17 files changed, 646 insertions(+), 2 deletions(-)
commit dbe969b82ba11d13bdf325e3d7259786bf4bb252
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Jul 12 18:45:39 2022 +0200
Fixing AppVeyor Java Home
appveyor.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit dcb271097e5cc3ad5674791a1772f45aef22d103
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Jul 12 18:19:09 2022 +0200
Fixing AppVeyor Java Home
appveyor.yml | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
commit cc974824a0e73df122c04403e6c9d2945e975df1
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Jul 12 17:51:49 2022 +0200
Updated appveyor.yml
appveyor.yml | 10 +++++-----
1 file changed, 5 insertions(+), 5 deletions(-)
commit 29c5ef1225a157859091262963c065da232989c6
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Jul 12 17:46:53 2022 +0200
Updated to .NET 6.0
src/QLNet/Cashflows/OvernightIndexedCoupon.cs | 2 +-
src/QLNet/QLNet.csproj | 6 ++----
tests/QLNet.Tests/QLNet.Tests.csproj | 2 +-
3 files changed, 4 insertions(+), 6 deletions(-)
commit bcb57944fe3aeb77ae24336eed5f3e8cd8c5aed0
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Jul 12 17:10:20 2022 +0200
Fixing tests.
tests/QLNet.Tests/T_OvernightIndexedCoupon.cs | 22 +++++++++++++++++-----
tests/QLNet.Tests/T_SofrFutures.cs | 4 ++--
2 files changed, 19 insertions(+), 7 deletions(-)
commit 1cf3e8eed251f4910cef1e0a48d5e2760ada41a8
Merge: b057161 5ad17b8
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Jul 12 16:38:54 2022 +0200
Merge branch 'develop' of github.com:amaggiulli/QLNet into develop
commit b057161a5dab98360602fd54a3c61012824024ff
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Sun Jul 10 13:35:46 2022 +0200
Added SOFR Index and OvernightIndexFuture instrument with helpers and tests.
src/QLNet/Cashflows/IborCoupon.cs | 6 ++-
src/QLNet/Cashflows/OvernightIndexedCoupon.cs | 112 ++++++++++++++++++++++++++++++++++++++-
src/QLNet/Cashflows/RateAveragingType.cs | 31 +++++++++++
src/QLNet/Indexes/Ibor/Sofr.cs | 26 +++++++++
src/QLNet/Instruments/OvernightIndexFuture.cs | 145 ++++++++++++++++++++++++++++++++++++++++++++++++++
src/QLNet/Termstructures/Yield/BasisSwapRateHelpers.cs | 213 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
src/QLNet/Termstructures/Yield/OvernightIndexFutureRateHelper.cs | 137 ++++++++++++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/T_BasisSwapRateHelpers.cs | 241 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/T_OvernightIndexedCoupon.cs | 250 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
tests/QLNet.Tests/T_SofrFutures.cs | 104 ++++++++++++++++++++++++++++++++++++
10 files changed, 1263 insertions(+), 2 deletions(-)
commit 5ad17b80d26c6da44a8878fb52e5c3b53d9fd9fb
Author: ninetiger <ninetiger@gmail.com>
Date: Sun Jul 10 22:38:43 2022 +1200
Support New Zealand's new publish holiday: Matariki holiday. (#271)
* features/supportNzMatarikiHolidays
* Update unit test only
Co-authored-by: Xiao Gong <xiao.gong@nzfunds.co.nz>
src/QLNet/Time/Calendars/NewZealand.cs | 41 ++++++++++++++++++++++++++++++++++++++++-
tests/QLNet.Tests/T_Calendars.cs | 20 ++++++++++++++++++++
2 files changed, 60 insertions(+), 1 deletion(-)
commit 762fa9e556689a05f585bda12d2bc76483262a8c
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Mon May 23 19:15:09 2022 +0200
Removed local test example.
appveyor.yml | 4 ++--
tests/QLNet.Tests/T_Bonds.cs | 14 --------------
2 files changed, 2 insertions(+), 16 deletions(-)
commit 3ab894402b6e076c21676ed1b7a7042923201b33
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Mon May 23 18:47:21 2022 +0200
Added new CashFlows method to return both accrued days and accrued amount.
src/QLNet/Cashflows/CashFlows.cs | 20 ++++++++++++++++++++
tests/QLNet.Tests/T_Bonds.cs | 48 +++++++++++++++++++++++++++++++++++++-----------
2 files changed, 57 insertions(+), 11 deletions(-)
commit 8bfee0f3ec000e17ab0fdbdcfdf67087e2edcf25
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Dec 7 19:04:21 2021 +0100
Removed AStyle formatting [skip ci]
format_code.bat | 2 --
qlnet.astyle | 28 ----------------------------
tools/AStyle.exe | Bin 595456 -> 0 bytes
3 files changed, 30 deletions(-)
commit 6b1872e8b41c7e720ba833594bcfffc1eaf89a2b
Merge: 413ab5d 6ee6eb2
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Dec 7 18:53:54 2021 +0100
Merge branch 'develop' of github.com:amaggiulli/QLNet into develop
commit 413ab5dd285942876eb10c06395ac691b24ac14f
Author: Andrea Maggiulli <a.maggiulli@gmail.com>
Date: Tue Dec 7 18:53:41 2021 +0100
Updated editorconfig settings. Close #262 [skip ci]
.editorconfig | 249 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++-----
1 file changed, 241 insertions(+), 8 deletions(-)
commit 6ee6eb248b98edde0ab06f18233ef018a7f95444
Author: Mogens Heller Grabe <mookid8000@gmail.com>
Date: Mon Dec 6 13:39:47 2021 +0100
Fixed MCDiscreteAveragingAsianEngine timeGrid and ArithmeticAPOPathPricer path value retrieval (#269)
* don't add to InitializedList, put :)
* actually use the 'value' function
src/QLNet/Pricingengines/asian/McDiscreteAsianEngine.cs | 16 ++++++++--------
src/QLNet/Pricingengines/asian/Mc_Discr_Arith_Av_Price.cs | 3 +--
2 files changed, 9 insertions(+), 10 deletions(-)