{"payload":{"feedbackUrl":"https://github.com/orgs/community/discussions/53140","repo":{"id":539528530,"defaultBranch":"master","name":"QuantLib-SWIG","ownerLogin":"OpenSourceRisk","currentUserCanPush":false,"isFork":false,"isEmpty":false,"createdAt":"2022-09-21T14:23:42.000Z","ownerAvatar":"https://avatars.githubusercontent.com/u/22543712?v=4","public":true,"private":false,"isOrgOwned":true},"refInfo":{"name":"","listCacheKey":"v0:1697808174.0","currentOid":""},"activityList":{"items":[{"before":"55221b025e19de12e79181075853d245f4b39e7e","after":"8873c1bbf60cfdda5d2ba5020b4cf435295f9847","ref":"refs/heads/master","pushedAt":"2023-10-20T13:22:06.000Z","pushType":"push","commitsCount":76,"pusher":{"login":"pcaspers","name":"Peter Caspers","path":"/pcaspers","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/2605997?s=80&v=4"},"commit":{"message":"Merge tag 'v1.31.1' into QPR-11909\n\nChanges for QuantLib-SWIG 1.31.1\n================================\n\nQuantLib-SWIG 1.31.1 is a bug-fix release for version 1.31.\n\nIt includes a change in the underlying C++ library that fixes a\nregression that could cause a segmentation fault when bootstrapping an\ninterest-rate curve using OIS rates.","shortMessageHtmlLink":"Merge tag 'v1.31.1' into QPR-11909"}},{"before":null,"after":"8873c1bbf60cfdda5d2ba5020b4cf435295f9847","ref":"refs/heads/QPR-11909","pushedAt":"2023-09-15T16:11:23.000Z","pushType":"branch_creation","commitsCount":0,"pusher":{"login":"QuaternionRisk","name":"Quaternion","path":"/QuaternionRisk","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/23053009?s=80&v=4"},"commit":{"message":"Merge tag 'v1.31.1' into QPR-11909\n\nChanges for QuantLib-SWIG 1.31.1\n================================\n\nQuantLib-SWIG 1.31.1 is a bug-fix release for version 1.31.\n\nIt includes a change in the underlying C++ library that fixes a\nregression that could cause a segmentation fault when bootstrapping an\ninterest-rate curve using OIS rates.","shortMessageHtmlLink":"Merge tag 'v1.31.1' into QPR-11909"}},{"before":"76fe0a226702f92fcceddab09a7353c4a09dc6e9","after":"55221b025e19de12e79181075853d245f4b39e7e","ref":"refs/heads/master","pushedAt":"2023-09-14T12:49:56.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"QuaternionRisk","name":"Quaternion","path":"/QuaternionRisk","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/23053009?s=80&v=4"},"commit":{"message":"Revert \"extend local vol surface interface\"\n\nThis reverts commit 76fe0a226702f92fcceddab09a7353c4a09dc6e9.","shortMessageHtmlLink":"Revert \"extend local vol surface interface\""}},{"before":"6b4b075acfbdced0b3f873164e36fd531a3b46c4","after":"76fe0a226702f92fcceddab09a7353c4a09dc6e9","ref":"refs/heads/master","pushedAt":"2023-09-14T11:18:49.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"QuaternionRisk","name":"Quaternion","path":"/QuaternionRisk","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/23053009?s=80&v=4"},"commit":{"message":"extend local vol surface interface","shortMessageHtmlLink":"extend local vol surface interface"}},{"before":"018a2a812f8b8ba1ae3e853774db85b7de4c0b23","after":"6b4b075acfbdced0b3f873164e36fd531a3b46c4","ref":"refs/heads/master","pushedAt":"2023-08-17T07:58:09.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"QuaternionRisk","name":"Quaternion","path":"/QuaternionRisk","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/23053009?s=80&v=4"},"commit":{"message":"expose the Heston pdf","shortMessageHtmlLink":"expose the Heston pdf"}},{"before":"76f1eff2023fe1a5f1c902ca7b6495db234b4339","after":"018a2a812f8b8ba1ae3e853774db85b7de4c0b23","ref":"refs/heads/master","pushedAt":"2023-08-02T12:52:16.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"QuaternionRisk","name":"Quaternion","path":"/QuaternionRisk","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/23053009?s=80&v=4"},"commit":{"message":"avoid unused variable warning from fdm.i","shortMessageHtmlLink":"avoid unused variable warning from fdm.i"}},{"before":"2e38634f3497ca8b02eebe1776951894f94d3b9e","after":"76f1eff2023fe1a5f1c902ca7b6495db234b4339","ref":"refs/heads/master","pushedAt":"2023-06-09T09:53:51.638Z","pushType":"push","commitsCount":55,"pusher":{"login":"QuaternionRisk","name":"Quaternion","path":"/QuaternionRisk","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/23053009?s=80&v=4"},"commit":{"message":"Merge tag 'QuantLib-SWIG-v1.30' into QPR-11763\n\nMain changes for QuantLib-SWIG 1.30\n===================================\n\nMore details on the changes are available in ChangeLog.txt and at\n.\n\n- **Removed** deprecated features no longer available in the\n underlying C++ library:\n - the `WulinYongDoubleBarrierEngine` alias for `SuoWangDoubleBarrierEngine`;\n - the `spotIncome` and `spotValue` methods of `ForwardRateAgreement`;\n - constructors for `InterpolatedZeroInflationCurve` and\n `PiecewiseZeroInflationCurve` taking an `indexIsInterpolated`\n parameter;\n - the `indexIsInterpolated` method of `InflationTermStructure`;\n - some overloaded constructors of `SofrFutureRateHelper`.\n\n- **Renamed** `SwaptionVolCube1` to `SabrSwaptionVolatilityCube` and\n `SwaptionVolCube2` to `InterpolatedSwaptionVolatilityCube`, as in\n the underlying C++ library; the old names remain available in Python\n but not in other languages.\n\n- Exported new `EquityCashFlow`, `EquityIndex` and\n `EquityTotalReturnSwap` classes with a few tests; thanks to Marcin\n Rybacki (@marcin-rybacki).\n\n- Exported constructors for vanilla and barrier pricing engines taking\n discrete dividends; this makes `DividendVanillaOption` and\n `DividendBarrierOption` obsolete (@lballabio).\n\n- Exported new calendars for Austria, Botswana and Romania; thanks to\n Fredrik Gerdin Börjesson (@gbfredrik).\n\n- Exported new ASX calendar for Australia (@lballabio).\n\n- Exported `FixedLocalVolSurface` and `GridModelLocalVolSurface`\n classes with a test; thanks to Klaus Spanderen (@klausspanderen).\n\n- Exported new CPICoupon constructors (@lballabio).\n\n- Exported UKHICP index (@lballabio).\n\n- Exported a few African currencies (@lballabio).","shortMessageHtmlLink":"Merge tag 'QuantLib-SWIG-v1.30' into QPR-11763"}},{"before":"134de493dc9daa3989782bd5d9f96ae79465efa4","after":null,"ref":"refs/heads/dependabot/github_actions/actions/stale-7","pushedAt":"2023-03-21T19:05:49.000Z","pushType":"branch_deletion","commitsCount":0,"pusher":{"login":"dependabot[bot]","name":null,"path":"/apps/dependabot","primaryAvatarUrl":"https://avatars.githubusercontent.com/in/29110?s=80&v=4"}},{"before":"3327452ddcf88604e2c82e9561314605f07d81c5","after":"2e38634f3497ca8b02eebe1776951894f94d3b9e","ref":"refs/heads/master","pushedAt":"2023-03-21T19:05:07.000Z","pushType":"push","commitsCount":79,"pusher":{"login":"QuaternionRisk","name":"Quaternion","path":"/QuaternionRisk","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/23053009?s=80&v=4"},"commit":{"message":"fix an issue in Matrix wrapper, align CDS wrapper with our fork","shortMessageHtmlLink":"fix an issue in Matrix wrapper, align CDS wrapper with our fork"}}],"hasNextPage":false,"hasPreviousPage":false,"activityType":"all","actor":null,"timePeriod":"all","sort":"DESC","perPage":30,"cursor":"djE6ks8AAAADm-sm9AA","startCursor":null,"endCursor":null}},"title":"Activity · OpenSourceRisk/QuantLib-SWIG"}