ChangeLog.txt

commit 44783bb54ffc6b0a489a80d708767164971a8c6b
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 1 Jul 2026 15:55:00 +0000

    Set version to 1.43-rc

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

commit 0e5b4e0f531cc8d3749bdcb2f202b8d615a97697
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Jul 2026 12:18:15 +0200

    Fix link to PR

 News.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 7c776524bc22fe777e1857a0d7d6a1d2b61e0b67
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Jul 2026 12:15:32 +0200

    Update news

 News.md | 15 +++++++++++----
 1 file changed, 11 insertions(+), 4 deletions(-)

commit 0ee883bbe7716b34d1a913b6e5d2538fe7658a91
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 1 Jul 2026 08:55:23 +0000

    Automated fixes by clang-tidy

 ql/math/optimization/lbfgsb.cpp | 1 -
 1 file changed, 1 deletion(-)

commit d4aedd08b38784374f977d4f054ce4e791b3a0df
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Jul 2026 11:07:44 +0200

    Update list of contributors

 Contributors.txt | 10 ++++++++++
 1 file changed, 10 insertions(+)

commit 92e247a1443f8ecf56b65b53b63a88779370695f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Jul 2026 11:07:30 +0200

    Edit a few test messages

 test-suite/constnotionalcrosscurrencybasisswap.cpp           | 4 ++--
 test-suite/constnotionalcrosscurrencyfixedvsfloatingswap.cpp | 2 +-
 test-suite/constnotionalcrosscurrencyswap.cpp                | 6 +++---
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 37afeaa399bf29f9003259a2e2d4880fea989347
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Sun, 28 Jun 2026 02:25:34 +0000

    Automated fixes by clang-tidy

 ql/math/optimization/lbfgsb.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

commit d99d5dff9b96051b803ac365bfd7e8dcfdf15be2
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 24 Jun 2026 09:47:30 +0000

    Update copyright list in license

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

commit 3b921d4170834f6b96d8e93081fbc67a4db6a0f0
Merge: 9863b578a 777a46dd1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 24 Jun 2026 11:40:48 +0200

    Add L-BFGS-B Limited-Memory Bound-Constrained Optimizer (#2635)

commit 777a46dd1c1213e82bee6595c39df3f900e05b78
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Tue, 23 Jun 2026 15:32:19 -0500

    Adding context for algorithmic tradeoffs + fTol corrections.

 ql/math/optimization/lbfgsb.hpp | 16 +++++++++++-----
 1 file changed, 11 insertions(+), 5 deletions(-)

commit baf7fdb789dcd70dba77d5ac926133432461757d
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Tue, 23 Jun 2026 15:28:42 -0500

    Updating tests to use proper fTol instead of factr.

 test-suite/optimizers.cpp | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

commit 9cd5964f96a6acb9eac040d3a810b66de9e51de8
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Tue, 23 Jun 2026 15:28:08 -0500

    Update LBFGSB to use fTol instead of factr, similar to other optimization methods.

 ql/math/optimization/lbfgsb.cpp | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

commit 9863b578af0caa4cecabf697196533e84a8308b6
Merge: 7f697de95 42486f796
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jun 2026 11:03:29 +0200

    introduce CashFlow::isCoupon() to replace dynamic casts (#2638)

commit 7f697de95e4f32ffb46929ff2e9d4405ed94d5cd
Merge: 37ef07e19 de0f71df4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 23 Jun 2026 10:59:53 +0200

    Pricing Bonds with face values other than $100 (#2637)

commit a14bcdceb9cbe51e51acbe431a6c807ab74d26aa
Author: Colin Alberts <colin.albs@gmail.com>
Date:   Mon, 22 Jun 2026 12:46:29 -0500

    Adding l-bfgs-b files to other compilation files (cicd checks failed).

 QuantLib.vcxproj         | 2 ++
 QuantLib.vcxproj.filters | 6 ++++++
 2 files changed, 8 insertions(+)

commit 42486f796fff424093c781771901ee69424dbf80
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:47:36 +0200

    replace dnyamic casts to Coupon

 Examples/BermudanSwaption/BermudanSwaption.cpp     |  2 +-
 ql/cashflows/cashflows.cpp                         | 30 +++++++++++-----------
 ql/cashflows/conundrumpricer.cpp                   |  4 +--
 ql/cashflows/lineartsrpricer.cpp                   |  2 +-
 ql/experimental/basismodels/swaptioncfs.cpp        | 14 +++++-----
 ql/experimental/callablebonds/callablebond.cpp     |  2 +-
 ql/experimental/credit/integralcdoengine.cpp       |  6 ++---
 ql/experimental/credit/midpointcdoengine.cpp       |  6 ++---
 ql/instruments/assetswap.cpp                       |  2 +-
 ql/instruments/bond.cpp                            |  2 +-
 ql/instruments/creditdefaultswap.cpp               |  2 +-
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  2 +-
 ql/pricingengines/bond/riskybondengine.cpp         |  2 +-
 test-suite/bermudanswaption.cpp                    | 10 ++++----
 test-suite/cashflows.cpp                           | 18 ++++++-------
 test-suite/creditdefaultswap.cpp                   | 14 +++++-----
 16 files changed, 59 insertions(+), 59 deletions(-)

commit ed3b0ae805823064f085c5b5a8ebefb401b29091
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:47:29 +0200

    fix

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

commit 4fb260b134c88a6d54cc6c30ea6059e85b556cca
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:41:01 +0200

    Revert "introduce CashFlow::isCoupon() to replace dynamic casts"
    
    This reverts commit 057720f26b838e4b4bad7fd48d3adf83dce73185.

 ql/cashflows/cashflows.cpp                         | 75 +++++++++++++---------
 ql/cashflows/conundrumpricer.cpp                   |  8 +--
 ql/cashflows/lineartsrpricer.cpp                   |  3 +-
 ql/experimental/basismodels/swaptioncfs.cpp        | 28 ++++----
 ql/experimental/callablebonds/callablebond.cpp     |  3 +-
 ql/experimental/credit/integralcdoengine.cpp       | 17 ++---
 ql/experimental/credit/midpointcdoengine.cpp       | 12 ++--
 ql/instruments/assetswap.cpp                       |  7 +-
 ql/instruments/bond.cpp                            |  4 +-
 ql/instruments/creditdefaultswap.cpp               |  4 +-
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  3 +-
 ql/pricingengines/bond/riskybondengine.cpp         |  4 +-
 12 files changed, 83 insertions(+), 85 deletions(-)

commit 1f3c4c5f1a10615edfa88b891b89d9e68bdd0dad
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:40:33 +0200

    Revert "fix scope"
    
    This reverts commit cbbb119b5456b766b753d15abf24faa5043d8d06.

 ql/experimental/credit/midpointcdoengine.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit f6767709c528f549c24f48e53d30c990368f49ef
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:40:33 +0200

    Revert "typo"
    
    This reverts commit 8dab2eb701b691eec97fe6fce031801daadbddef.

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

commit 63caf8389c8709e428f55f5a8c6ac48365ba2bbd
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:40:32 +0200

    Revert "typos"
    
    This reverts commit d27af59b3addfe6e6c60317934f63f89eb3a3ee2.

 ql/instruments/creditdefaultswap.cpp       | 2 +-
 ql/pricingengines/bond/riskybondengine.cpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit ac020c660b1498434da2d02a5c726c82eaa1042b
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:40:29 +0200

    Revert "do not require a coupon"
    
    This reverts commit 0563fa85551b900dc6afd924fd2b41e33ffeb83e.

 ql/experimental/callablebonds/callablebond.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 3a7d6cf0747fbf83ee341074a1a745d2c5f53c86
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 18:39:56 +0200

    drop in replacement for dynamic cast to Coupon

 ql/cashflow.hpp         | 9 ++++++---
 ql/cashflows/coupon.cpp | 3 +++
 ql/cashflows/coupon.hpp | 4 +++-
 3 files changed, 12 insertions(+), 4 deletions(-)

commit 37ef07e19eb9df4d742aeb508eac586ab1c89e82
Author: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Date:   Mon, 22 Jun 2026 11:22:30 +0000

    Bump actions/checkout from 6 to 7
    
    Bumps [actions/checkout](https://github.com/actions/checkout) from 6 to 7.
    - [Release notes](https://github.com/actions/checkout/releases)
    - [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
    - [Commits](https://github.com/actions/checkout/compare/v6...v7)
    
    ---
    updated-dependencies:
    - dependency-name: actions/checkout
      dependency-version: '7'
      dependency-type: direct:production
      update-type: version-update:semver-major
    ...
    
    Signed-off-by: dependabot[bot] <support@github.com>

 .github/workflows/cmake-latest-runners.yml      |  2 +-
 .github/workflows/cmake.yml                     | 12 ++++++------
 .github/workflows/codeql-analysis.yml           |  2 +-
 .github/workflows/copyrights.yml                |  2 +-
 .github/workflows/coveralls.yml                 |  2 +-
 .github/workflows/devenv-images.yml             |  2 +-
 .github/workflows/doxygen.yml                   |  4 ++--
 .github/workflows/filelists.yml                 |  2 +-
 .github/workflows/generated-headers.yml         |  2 +-
 .github/workflows/headers.yml                   |  2 +-
 .github/workflows/includes.yml                  |  2 +-
 .github/workflows/increase-version-number.yml   |  2 +-
 .github/workflows/license-url.yml               |  2 +-
 .github/workflows/linux-full-tests.yml          |  2 +-
 .github/workflows/linux-nondefault.yml          |  2 +-
 .github/workflows/linux.yml                     |  2 +-
 .github/workflows/macos-nondefault.yml          |  2 +-
 .github/workflows/macos.yml                     |  2 +-
 .github/workflows/misspell.yml                  |  2 +-
 .github/workflows/msvc-all-configs.yml          |  2 +-
 .github/workflows/msvc-analysis.yml             |  2 +-
 .github/workflows/msvc-nondefault.yml           |  2 +-
 .github/workflows/msvc.yml                      |  2 +-
 .github/workflows/namespaces.yml                |  2 +-
 .github/workflows/prepare-patch-release.yml     |  2 +-
 .github/workflows/prepare-release-candidate.yml |  2 +-
 .github/workflows/prepare-release.yml           |  2 +-
 .github/workflows/publish-release-candidate.yml |  2 +-
 .github/workflows/publish-release.yml           |  6 +++---
 .github/workflows/sanitizer.yml                 |  4 ++--
 .github/workflows/sync-org-repo.yml             |  2 +-
 .github/workflows/sync-qldefines.yml            |  2 +-
 .github/workflows/test-macros.yml               |  2 +-
 .github/workflows/test-times.yml                |  2 +-
 .github/workflows/tidy.yml                      |  2 +-
 35 files changed, 44 insertions(+), 44 deletions(-)

commit de0f71df438d3d56d8509d4cd6bfe3d8a80ef91f
Author: Hetal Sharma <sharmaahetal@gmail.com>
Date:   Mon, 22 Jun 2026 15:10:21 +0530

    Pricing Bonds with face values other than

 ql/instruments/bond.hpp                  | 6 ++++++
 ql/pricingengines/bond/bondfunctions.hpp | 5 +++++
 2 files changed, 11 insertions(+)

commit 0563fa85551b900dc6afd924fd2b41e33ffeb83e
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Mon, 22 Jun 2026 08:47:12 +0200

    do not require a coupon

 ql/experimental/callablebonds/callablebond.cpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit d27af59b3addfe6e6c60317934f63f89eb3a3ee2
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jun 2026 22:04:01 +0200

    typos

 ql/instruments/creditdefaultswap.cpp       | 2 +-
 ql/pricingengines/bond/riskybondengine.cpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 8dab2eb701b691eec97fe6fce031801daadbddef
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jun 2026 21:55:18 +0200

    typo

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

commit cbbb119b5456b766b753d15abf24faa5043d8d06
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jun 2026 21:52:33 +0200

    fix scope

 ql/experimental/credit/midpointcdoengine.cpp | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

commit 057720f26b838e4b4bad7fd48d3adf83dce73185
Author: Peter Caspers <pcaspers1973@gmail.com>
Date:   Sun, 21 Jun 2026 19:38:21 +0200

    introduce CashFlow::isCoupon() to replace dynamic casts

 ql/cashflow.hpp                                    |  2 +
 ql/cashflows/cashflows.cpp                         | 75 +++++++++-------------
 ql/cashflows/conundrumpricer.cpp                   |  8 +--
 ql/cashflows/coupon.hpp                            |  1 +
 ql/cashflows/lineartsrpricer.cpp                   |  3 +-
 ql/experimental/basismodels/swaptioncfs.cpp        | 28 ++++----
 ql/experimental/callablebonds/callablebond.cpp     |  3 +-
 ql/experimental/credit/integralcdoengine.cpp       | 17 +++--
 ql/experimental/credit/midpointcdoengine.cpp       | 12 ++--
 ql/instruments/assetswap.cpp                       |  7 +-
 ql/instruments/bond.cpp                            |  4 +-
 ql/instruments/creditdefaultswap.cpp               |  4 +-
 .../utilities/fdmaffinemodelswapinnervalue.hpp     |  3 +-
 ql/pricingengines/bond/riskybondengine.cpp         |  4 +-
 14 files changed, 88 insertions(+), 83 deletions(-)

commit 1616e3ce16138686874b50724546aaf9bfddc5b8
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sun, 21 Jun 2026 10:07:50 -0500

    Shortening explanations.

 test-suite/optimizers.cpp | 65 +++++++++++++++++++++++------------------------
 1 file changed, 32 insertions(+), 33 deletions(-)

commit 5c9f2b130f5cd0b57fc962d9c77c011265bcff54
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sun, 21 Jun 2026 08:33:59 -0500

    Formatting cleanup.

 ql/math/optimization/lbfgsb.cpp | 88 ++++++++++++++++++++++++++++++++++-------
 1 file changed, 74 insertions(+), 14 deletions(-)

commit 6976545c85a2efccfbc80deabcbaba1d56a3b55e
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sun, 21 Jun 2026 08:29:39 -0500

    Fixing Problem type.

 ql/math/optimization/lbfgsb.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit 044461cd372bdd99d8405e6d00b36cc12d1e04cc
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 19:16:30 -0500

    Removing testing classes from header.

 ql/math/optimization/lbfgsb.hpp | 16 +---------------
 1 file changed, 1 insertion(+), 15 deletions(-)

commit f44cccdb30f58e585d2260fbacd89a932d664570
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 19:13:42 -0500

    Removing comparison test against desnse BFGS to reduce bloat.

 ql/math/optimization/lbfgsb.cpp | 22 ----------------------
 1 file changed, 22 deletions(-)

commit 1c51bb006571bda4b36f279d8a67a697d08ce2ca
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 19:11:48 -0500

    Adding compact hessian for unit testing.

 ql/math/optimization/lbfgsb.cpp | 22 ++++++++++++++++++++++
 ql/math/optimization/lbfgsb.hpp | 19 +++++++++++++++++--
 2 files changed, 39 insertions(+), 2 deletions(-)

commit 29383fbfcf0c279388593017a69a0499f3aaf077
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 16:10:53 -0500

    Active bound, limited memory tests.

 test-suite/optimizers.cpp | 204 +++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 203 insertions(+), 1 deletion(-)

commit 69e06b8e4003c88e7d46a4a6e782f9393b930138
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:36:51 -0500

    min, max template deduction concerns.

 ql/math/optimization/lbfgsb.cpp | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

commit 9bf8a9d2fbdece2f1ba6fc020a901216f4353a53
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:32:49 -0500

    Formatting.

 ql/math/optimization/lbfgsb.cpp |  54 ++++++-------
 ql/math/optimization/lbfgsb.hpp |   3 +-
 test-suite/optimizers.cpp       | 172 +++++++++++++++++++++++++++++++++++++++-
 3 files changed, 198 insertions(+), 31 deletions(-)

commit 8761ad715772cf0912c72b7f8ca70bfe0f61a269
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:29:36 -0500

    Reducing docustrings.

 ql/math/optimization/lbfgsb.hpp | 50 ++++++++++-------------------------------
 1 file changed, 12 insertions(+), 38 deletions(-)

commit 792352d40d505b9a55e1b2580eef738d6c6c2414
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:28:51 -0500

    Update hilo conditions.

 ql/math/optimization/lbfgsb.cpp | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

commit 3dcc50ff3c8a387e51193577d1e2a9c1cedd99ae
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:27:59 -0500

    Adding l-BFGS header.

 ql/math/optimization/all.hpp | 1 +
 1 file changed, 1 insertion(+)

commit a852a21bb27249ef4bc2aef41774d633848a3386
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:27:32 -0500

    Adding L-BFGSB files.

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

commit 85728054da0751b5ae1cdd58152f890005790ec8
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:26:48 -0500

    Adding LBFGSB header.

 ql/math/optimization/Makefile.am | 2 ++
 1 file changed, 2 insertions(+)

commit 4ed229914d9bfd6849ce569f0728221a105d3f5a
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:24:13 -0500

    Initial lbfgs implementation.

 ql/math/optimization/lbfgsb.cpp | 591 ++++++++++++++++++++++++++++++++++++++++
 1 file changed, 591 insertions(+)

commit 4542aebaa92c941ac0361ea7c1cb972de5b28c3e
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:20:39 -0500

    Initial L-BFGS header.

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

commit 859a3065c2659501b4ce79b35a376c7e947dbef9
Author: Colin <34983726+colalb1@users.noreply.github.com>
Date:   Sat, 20 Jun 2026 15:19:49 -0500

    Initial L-BFGS header.

 ql/math/optimization/lbfgsb.hpp | 102 ++++++++++++++++++++++++++++++++++++++++
 1 file changed, 102 insertions(+)

commit 3961a8a509522bd99ae1bdb0ecca5dde5576dbd1
Merge: 53c6db6c1 af6caa28a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Jun 2026 12:51:24 +0200

    Make a few inspectors public in `GeneralizedHullWhite` (#2634)

commit af6caa28a6b5dcf15142cf0412dc77578c2eef46
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 18 Jun 2026 09:58:43 +0200

    Make a few inspectors public in GeneralizedHullWhite

 ql/experimental/shortrate/generalizedhullwhite.cpp |  8 --------
 ql/experimental/shortrate/generalizedhullwhite.hpp | 11 ++++++-----
 2 files changed, 6 insertions(+), 13 deletions(-)

commit 53c6db6c1e51bd361fec3a8799b199ab3738ac1e
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 16 Jun 2026 12:59:12 +0000

    Update copyright list in license

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

commit bc4b3a651e1c0e05640fc4c8a5b18d23a6ea97d3
Merge: e842bbe36 5d7d29d33
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jun 2026 14:29:25 +0200

    Add Shir overnight index for ILS (#2628)

commit e842bbe369598596ffe015511f2b9f3b408675b7
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 16 Jun 2026 08:35:09 +0000

    Replace Boost macros that might not work with AAD types

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

commit 5d7d29d33afcd3c64e7ce38f0869a36152fed849
Author: Pratzz1202 <pratyushpatel1609@gmail.com>
Date:   Mon, 15 Jun 2026 23:42:08 +0530

    Add Shir overnight index for ILS

 QuantLib.vcxproj            |  2 ++
 QuantLib.vcxproj.filters    |  6 ++++++
 ql/CMakeLists.txt           |  2 ++
 ql/indexes/ibor/Makefile.am |  2 ++
 ql/indexes/ibor/all.hpp     |  1 +
 ql/indexes/ibor/shir.cpp    | 30 ++++++++++++++++++++++++++++++
 ql/indexes/ibor/shir.hpp    | 45 +++++++++++++++++++++++++++++++++++++++++++++
 test-suite/indexes.cpp      | 20 ++++++++++++++++++--
 8 files changed, 106 insertions(+), 2 deletions(-)

commit 3b1e28ec8a34db2772dacbdf8a724c387493ad49
Merge: 9eac92aff d61d3f9fe
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jun 2026 10:08:36 +0200

    Use make_shared in volatility-related code (#2619)

commit 9eac92aff5acde9fcee28293d3c9bc2f543004c5
Merge: c06232d06 e413dadb8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 16 Jun 2026 10:07:05 +0200

    Add optional rounding precision to OvernightIndexedCoupon and OvernightLeg (#2624)

commit e413dadb8e87a663df446e2a36876299f2497120
Author: Disha Dugad <dishadugad16@gmail.com>
Date:   Mon, 15 Jun 2026 23:38:11 +0530

    Fix initializer order for rounding precision

 ql/cashflows/overnightindexedcoupon.cpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit d61d3f9fee6c22d9fac0c6d0c98c6c1d0e52277e
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Mon, 15 Jun 2026 21:33:47 +0900

    add auto when rhs and lhs types are identical

 ql/experimental/variancegamma/fftengine.cpp                         | 3 +--
 ql/termstructures/volatility/optionlet/optionletstripper1.cpp       | 4 ++--
 ql/termstructures/volatility/optionlet/optionletstripper2.cpp       | 4 ++--
 ql/termstructures/volatility/optionlet/strippedoptionletadapter.cpp | 2 +-
 ql/termstructures/volatility/sabrinterpolatedsmilesection.cpp       | 2 +-
 ql/termstructures/volatility/zabr.cpp                               | 2 +-
 6 files changed, 8 insertions(+), 9 deletions(-)

commit c06232d06b6efa7dac581db27f93ab5f86c39eda
Merge: ccd42d4ad 664084b6e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jun 2026 12:30:15 +0200

    Reorder Israel calendar enumeration for backward compatibility (#2627)

commit ccd42d4ad84c126e7ae3640466f74d26ed2ffd4d
Merge: 433576448 97372b005
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jun 2026 12:29:23 +0200

    Added virtual inheritance and fixed consequent performance issue for DefaultLossModel class. (#2625)

commit 43357644881d4c22c28cbc72d38fa4e1420567d1
Merge: 694762953 abfe572ca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jun 2026 11:06:40 +0200

    Fix issue #1817: allow coupon pricers in SwapRateHelper (#2626)

commit 664084b6e851aa8d16846f930fcb43e69c84807d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 15 Jun 2026 09:11:20 +0200

    Reorder Israel calendar enumeration for backward compatibility

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

commit abfe572ca97980cfcb64da19b893309c82145ada
Author: prathmesh-sananse <sananse.prathmesh01@gmail.com>
Date:   Mon, 15 Jun 2026 04:02:50 +0530

    Allow passing coupon pricer to SwapRateHelper

 ql/termstructures/yield/ratehelpers.cpp | 21 ++++++---
 ql/termstructures/yield/ratehelpers.hpp | 11 +++--
 test-suite/piecewiseyieldcurve.cpp      | 78 ++++++++++++++++++++++++++++++++-
 3 files changed, 100 insertions(+), 10 deletions(-)

commit 1bde19dcf900f1ebf37dcd1762e3be8fff0f7732
Author: Disha Dugad <dishadugad16@gmail.com>
Date:   Sat, 13 Jun 2026 14:44:51 +0530

    Remove invalid OvernightLeg rounding test

 test-suite/overnightindexedcoupon.cpp | 12 ------------
 1 file changed, 12 deletions(-)

commit 4d2b64b30d7e510c5cfba69a5c21b6e9c94c152a
Author: Disha Dugad <dishadugad16@gmail.com>
Date:   Fri, 12 Jun 2026 22:59:03 +0530

    Add optional rounding precision to overnight indexed coupons

 ql/cashflows/overnightindexedcoupon.cpp | 21 ++++++++++--
 ql/cashflows/overnightindexedcoupon.hpp |  9 +++--
 test-suite/overnightindexedcoupon.cpp   | 60 +++++++++++++++++++++++++++++++++
 3 files changed, 86 insertions(+), 4 deletions(-)

commit 69476295385ba4e4791279db821247c89fe485a4
Merge: 954894429 16de99c1f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 11 Jun 2026 17:03:20 +0200

    Fix AAD build of GaussianCopulaSpreadEngine (#2623)

commit 97372b005a2fc48b46720059afafb5472e778d0f
Author: Marco <27030240+MrC-D3@users.noreply.github.com>
Date:   Thu, 11 Jun 2026 15:36:59 +0200

    Added virtual inheritance and fixed consequent performance issue when setting the same Basket on DefaultLossModel.

 ql/experimental/credit/defaultlossmodel.hpp | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

commit 16de99c1f9a4c9f46f9c1287306ae9404ed271c2
Author: auto-differentiation-dev <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Thu, 11 Jun 2026 09:23:27 +0100

    Use Real-compatible bounds in std::clamp for AAD in GaussianCopulaSpreadEngine

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

commit 95489442901a52425ed96463e33c2a626051fe21
Merge: 020372396 f115c2985
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 10 Jun 2026 11:21:48 +0200

    Add `GaussianCopulaSpreadEngine` for spread option pricing (#2621)

commit f115c29852e4b2b2718d953065b60f7b82c92518
Author: Yassine Idyiahia <yassine.id@gmail.com>
Date:   Tue, 26 May 2026 21:34:13 +0100

    Add `GaussianCopulaSpreadEngine` for spread option pricing

 QuantLib.vcxproj                                   |   2 +
 QuantLib.vcxproj.filters                           |   6 +
 ql/CMakeLists.txt                                  |   2 +
 ql/pricingengines/basket/Makefile.am               |   2 +
 ql/pricingengines/basket/all.hpp                   |   1 +
 .../basket/gaussiancopulaspreadengine.cpp          | 129 +++++++++++++
 .../basket/gaussiancopulaspreadengine.hpp          |  59 ++++++
 test-suite/basketoption.cpp                        | 201 ++++++++++++++++++++-
 8 files changed, 397 insertions(+), 5 deletions(-)

commit 0203723960ed822a878e52b029376d973ca1eec7
Merge: 9f650475a 571cd478f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Jun 2026 10:29:21 +0200

    Avoid constexpr Real in TrinomialTree so AAD builds compile (#2620)

commit 9f650475ae5c319cc1e9be2176e3058ae8b8a2a0
Merge: e4c146c3d 398bf2cf4
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 9 Jun 2026 10:24:03 +0200

    Israel Calendar update - New TASE and TELBOR (#2613)

commit e4c146c3d4c9d890b0ca2f4b752da3a93a0d349e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jun 2026 14:46:52 +0200

    Avoid unnecessary inclusions

 test-suite/constnotionalcrosscurrencybasisswap.cpp           | 2 +-
 test-suite/constnotionalcrosscurrencyfixedvsfloatingswap.cpp | 4 +++-
 test-suite/constnotionalcrosscurrencyswap.cpp                | 4 +++-
 3 files changed, 7 insertions(+), 3 deletions(-)

commit f9855e42b84e08ab91b4f323331cf395813219e6
Merge: 3e784717f 2affee9df
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jun 2026 17:37:33 +0200

    Remove redundant calls to interpolation.update() (#2618)

commit 398bf2cf43b82b37d1043153078248f109773252
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jun 2026 17:33:46 +0200

    Add test for Telbor calendar

 test-suite/calendars.cpp | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

commit 3e784717f7721e468fbeb0479ec9f35f6309dfeb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jun 2026 14:43:51 +0200

    Update documentation

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

commit 67726f4add55a37c626b3d4f597611a14f537506
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jun 2026 13:20:58 +0200

    Deprecate generic Israel::Settlement

 ql/time/calendars/israel.cpp |  2 ++
 ql/time/calendars/israel.hpp | 11 ++++++-----
 2 files changed, 8 insertions(+), 5 deletions(-)

commit c4e8f3e119800c4a401f9c383752c03379011ae3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jun 2026 13:15:17 +0200

    Let TASE isWeekend() return the current Sat/Sun

 ql/time/calendars/israel.cpp |  2 +-
 test-suite/calendars.cpp     | 21 ++++++++++++++++++---
 2 files changed, 19 insertions(+), 4 deletions(-)

commit d9298539f7e53134508a1da8ff84491af74e034a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 8 Jun 2026 12:36:00 +0200

    Update calendar docs

 ql/time/calendars/israel.cpp |  4 ++--
 ql/time/calendars/israel.hpp | 52 ++++++++++++++++++++++++++++++++++++++------
 2 files changed, 47 insertions(+), 9 deletions(-)

commit 571cd478fbadd34f5261706332d020b284e50078
Author: auto-differentiation-dev <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Mon, 8 Jun 2026 10:34:09 +0100

    Use double instead of constexpr Real in TrinomialTree for AAD builds

 ql/methods/lattices/trinomialtree.cpp | 2 +-
 test-suite/trinomialtree.cpp          | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

commit d8f820f5b273571cada079587ed66761b9873d17
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Sun, 7 Jun 2026 12:06:23 +0900

    Use make_shared in volatility-related code

 .../callablebonds/callablebondconstantvol.cpp      | 10 +---
 ql/experimental/variancegamma/fftengine.cpp        |  4 +-
 ql/experimental/variancegamma/fftvanillaengine.cpp |  2 +-
 .../variancegamma/fftvariancegammaengine.cpp       |  2 +-
 .../variancegamma/variancegammaprocess.cpp         |  2 +-
 ql/termstructures/volatility/abcdcalibration.cpp   |  7 +--
 .../equityfx/andreasenhugevolatilityinterpl.hpp    |  2 +-
 .../volatility/equityfx/blackconstantvol.hpp       |  4 +-
 .../volatility/equityfx/localconstantvol.hpp       |  4 +-
 .../volatility/equityfx/localvolsurface.cpp        |  3 +-
 .../volatility/interpolatedsmilesection.hpp        | 12 ++--
 .../volatility/optionlet/constantoptionletvol.cpp  | 11 ++--
 .../volatility/optionlet/optionletstripper1.cpp    |  9 ++-
 .../volatility/optionlet/optionletstripper2.cpp    | 22 +++----
 .../volatility/optionlet/spreadedoptionletvol.cpp  |  6 +-
 .../optionlet/strippedoptionletadapter.cpp         | 10 ++--
 .../volatility/sabrinterpolatedsmilesection.cpp    | 18 +++---
 .../interpolatedswaptionvolatilitycube.cpp         | 12 +---
 .../volatility/swaption/spreadedswaptionvol.cpp    |  6 +-
 .../volatility/swaption/swaptionconstantvol.cpp    | 15 +++--
 .../volatility/swaption/swaptionvolmatrix.cpp      | 20 +++----
 ql/termstructures/volatility/zabr.cpp              | 67 ++++++++++++----------
 .../volatility/zabrinterpolatedsmilesection.hpp    |  7 +--
 ql/termstructures/volatility/zabrsmilesection.hpp  |  8 +--
 24 files changed, 121 insertions(+), 142 deletions(-)

commit 2affee9df57f170e4af677bbc2255198a31f3a11
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Fri, 5 Jun 2026 14:01:02 -0400

    Remove redundant calls to interpolation.update()

 .../volatility/interpolatedsmilesection.hpp         | 21 ++++++++-------------
 1 file changed, 8 insertions(+), 13 deletions(-)

commit a924b400a138894c69a8df97c6b80dcdfdc9cd69
Author: Sébastien Bouvard <71438320+sebastienbou@users.noreply.github.com>
Date:   Fri, 5 Jun 2026 10:02:20 +0100

    Fix week end logic + comment

 ql/time/calendars/israel.cpp | 5 ++++-
 ql/time/calendars/israel.hpp | 4 ++--
 2 files changed, 6 insertions(+), 3 deletions(-)

commit 5111c3a1442a29b73ab8ec1fdce3e55d14cddf02
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Jun 2026 09:28:01 +0200

    Update copyright attributions

 Contributors.txt                                                        | 2 +-
 LICENSE.TXT                                                             | 2 +-
 ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.cpp | 2 +-
 ql/termstructures/volatility/equityfx/piecewiseblackvariancesurface.hpp | 2 +-
 test-suite/piecewiseblackvariancesurface.cpp                            | 2 +-
 5 files changed, 5 insertions(+), 5 deletions(-)

commit 3408d5ae32ed62d6e3d3f13e52a1df6d9aabe46a
Merge: 01e4d4df7 cd9a15124
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Jun 2026 09:17:58 +0200

    Use Real-compatible types so AAD builds compile (FX forward engine, variance surface test) (#2616)

commit 01e4d4df7c472f72eb6b1a72bc96206ff8aea3c6
Merge: 0b9aca861 80b0f1f3f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 5 Jun 2026 09:17:23 +0200

    Fix trinomial tree excessive branching with gated dx floor (#364) (#2615)

commit e61454700b03dae25440fe4d68826bcb411a2c5e
Author: Sébastien Bouvard <71438320+sebastienbou@users.noreply.github.com>
Date:   Fri, 5 Jun 2026 08:04:06 +0100

    Switch date check within isBusinessDay

 ql/time/calendars/israel.cpp | 49 +++++---------------------------------------
 ql/time/calendars/israel.hpp |  2 +-
 2 files changed, 6 insertions(+), 45 deletions(-)

commit 0b9aca8619f59c772e39064e2870af2aa4bca8c1
Merge: e71bc3db8 4469508ca
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Jun 2026 18:56:36 +0200

    Add warning to `RelativeDateBootstrapHelper` documentation (#2614)

commit cd9a1512481b5ab0f0af24fa138e701683c9cd9b
Author: auto-differentiation-dev <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Thu, 4 Jun 2026 10:25:47 +0100

    Use Real-compatible types for AAD in FX forward engine and variance surface test

 ql/pricingengines/forward/discountingfxforwardengine.cpp | 4 ++--
 test-suite/piecewiseblackvariancesurface.cpp             | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

commit e71bc3db890dd8feefe3a3dffc81887023137ea9
Merge: ff1b15f6f b3468ef4b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 4 Jun 2026 10:07:55 +0200

    Derive MakeVanillaSwap spot date on the index fixing calendar (#2611)

commit 80b0f1f3fa02e19bffd06ee8767b4fc1f8abf6e9
Author: pandashark <richard.amaya@mac.com>
Date:   Thu, 4 Jun 2026 00:21:58 -0500

    Register trinomialtree.cpp in autotools and MSBuild file lists
    
    The CMakeLists.txt registration was sufficient for the local CMake
    build but the upstream filelists check requires the new test source
    in Makefile.am, testsuite.vcxproj, and testsuite.vcxproj.filters.

 test-suite/Makefile.am               | 1 +
 test-suite/testsuite.vcxproj         | 1 +
 test-suite/testsuite.vcxproj.filters | 3 +++
 3 files changed, 5 insertions(+)

commit ff1b15f6f8ef9ffaeab94a21687623bb8e4aa472
Merge: 55d2c60f5 a01bad90c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 3 Jun 2026 14:32:35 +0200

    Discount FX forward NPV to reference date (#2606)

commit 4469508ca517e97933b2f6dacc4cc5eb83f3a605
Author: MrC-D3 <27030240+MrC-D3@users.noreply.github.com>
Date:   Mon, 1 Jun 2026 11:31:24 +0000

    Warning in RelativeDateBootstrapHelper.

 ql/termstructures/bootstraphelper.hpp | 12 +++++++++++-
 1 file changed, 11 insertions(+), 1 deletion(-)

commit 67b09d01141bfc415741a167e4ad703bd7797fc7
Author: Sébastien Bouvard <71438320+sebastienbou@users.noreply.github.com>
Date:   Tue, 2 Jun 2026 21:17:32 +0100

    Add TelAvivNationalImpl and TelborImpl classes

 ql/time/calendars/israel.hpp | 2 ++
 1 file changed, 2 insertions(+)

commit a479b2c715fdcbe695f246733f2893ce66289106
Merge: 5f0be3016 7ca043cdd
Author: Sébastien Bouvard <71438320+sebastienbou@users.noreply.github.com>
Date:   Tue, 2 Jun 2026 17:40:37 +0100

    Merge pull request #1 from sebastienbou/sebastienboufix-ILS-Calendar
    
    Update israel.hpp

commit 5f0be30168d8acf06c009306aa53b22d1e2bddd0
Author: Sébastien Bouvard <71438320+sebastienbou@users.noreply.github.com>
Date:   Tue, 2 Jun 2026 17:40:05 +0100

    Update israel.cpp
    
    Add New TASE calendar and TELBOR

 ql/time/calendars/israel.cpp | 107 +++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 107 insertions(+)

commit 7ca043cdd69dd210084de8c71ddecd6e20a50d78
Author: Sébastien Bouvard <71438320+sebastienbou@users.noreply.github.com>
Date:   Tue, 2 Jun 2026 17:36:10 +0100

    Update israel.hpp
    
    https://www.tase.co.il/en/content/about/tradingdays_change
    
    The TASE calendar switched to Monday-Friday working day on the 5th January 2026.
    
    In addition, adding the telbor calendar that is different that TASE or SHIR

 ql/time/calendars/israel.hpp | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

commit b3468ef4be73e5e0601fcf50c6105cf4e411b76e
Author: Lawson Darrow <lawson.darrow@gmail.com>
Date:   Mon, 1 Jun 2026 22:14:19 -0400

    Derive MakeVanillaSwap spot date on the index fixing calendar

 Contributors.txt                   |  1 +
 ql/instruments/makevanillaswap.cpp | 16 +++++++---
 test-suite/swap.cpp                | 62 ++++++++++++++++++++++++++++++++++++++
 3 files changed, 74 insertions(+), 5 deletions(-)

commit 55d2c60f58748d60a45a0f869b5ee5f79ba1e31c
Merge: 6e2d54f66 4a3f2c52e
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 1 Jun 2026 09:48:38 +0200

    Use make_shared in cap/floor volatilities and null calendar (#2610)

commit 6e2d54f66e88d447c5dda10ef1b0d77a3b21ccaa
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Sun, 31 May 2026 02:10:53 +0000

    Automated fixes by clang-tidy

 .../constnotionalcrosscurrencybasisswap.cpp        | 17 ++++++++-------
 .../constnotionalcrosscurrencybasisswap.hpp        |  6 +++---
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.cpp | 25 +++++++++++-----------
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.hpp | 14 ++++++------
 ql/instruments/constnotionalcrosscurrencyswap.cpp  |  4 ++--
 ql/instruments/constnotionalcrosscurrencyswap.hpp  |  4 ++--
 ...ountingconstnotionalcrosscurrencyswapengine.cpp |  7 +++---
 ...ountingconstnotionalcrosscurrencyswapengine.hpp |  4 ++--
 test-suite/constnotionalcrosscurrencyswap.cpp      |  3 ++-
 test-suite/fastfouriertransform.cpp                |  4 ++--
 test-suite/piecewiseblackvariancesurface.cpp       | 16 +++++++-------
 11 files changed, 54 insertions(+), 50 deletions(-)

commit 4a3f2c52e31d750f8fa31d0dfe02ec15b046d431
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Sat, 30 May 2026 14:00:26 +0900

    Use make_shared in cap/floor volatilities and null calendar

 ql/termstructures/volatility/capfloor/capfloortermvolcurve.cpp    | 6 ++----
 ql/termstructures/volatility/capfloor/capfloortermvolsurface.cpp  | 8 ++++----
 ql/termstructures/volatility/capfloor/constantcapfloortermvol.cpp | 4 ++--
 ql/time/calendars/nullcalendar.hpp                                | 2 +-
 4 files changed, 9 insertions(+), 11 deletions(-)

commit ba2df29d81e2e719c27e249839694b14fbbb0a8d
Merge: 6c6e76e49 cc6fa4b16
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 May 2026 13:33:33 +0200

    Added asymmetric payment frequency support for cross-currency basis swap rate helpers (#2528)

commit 6c6e76e49f60355c740a350bfb4651c05664b7d4
Merge: 4a05ede07 a6e957050
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 29 May 2026 10:30:44 +0200

    Fix out-of-bounds read in mixed interpolation switch point (#2605)

commit cc6fa4b169f3c861500173bad3deb5104550dcb6
Author: Justin Li <justin53@bu.edu>
Date:   Thu, 28 May 2026 16:08:58 -0400

    Document payment-frequency parameters in cross-currency helpers
    
    Add \param documentation for the cross-currency basis-swap rate helpers
    describing the index-tenor default and the quote-to-base fallback, and
    rename the quoteCcyPaymentFrequency constructor parameter to
    quoteCurrencyPaymentFrequency to match the sibling baseCurrencyIndex and
    quoteCurrencyIndex parameters.  Add a test pinning the quote-to-base
    fallback behavior.

 .../termstructures/crosscurrencyratehelpers.cpp    | 15 ++++---
 .../termstructures/crosscurrencyratehelpers.hpp    | 32 ++++++++++++--
 test-suite/crosscurrencyratehelpers.cpp            | 51 ++++++++++++++++++++++
 3 files changed, 89 insertions(+), 9 deletions(-)

commit 1e83cb5731c8f1e7c9ed60a07c51a0a7bbdcf39d
Author: Justin Li <justin53@bu.edu>
Date:   Thu, 28 May 2026 15:44:13 -0400

    Treat NoFrequency as unset in cross-currency basis swap helpers
    
    A NoFrequency passed to the payment-frequency parameters now normalizes
    to nullopt, preserving the pre-optional behavior (derive the schedule
    from the index tenor) instead of building a zero-length Period(NoFrequency)
    schedule, which Schedule silently maps to the Zero date-generation rule.

 .../termstructures/crosscurrencyratehelpers.cpp    | 17 ++++++-
 test-suite/crosscurrencyratehelpers.cpp            | 54 ++++++++++++++++++++++
 2 files changed, 69 insertions(+), 2 deletions(-)

commit 4a05ede07c4841e00f5f403db2f79b90dc58c2e2
Merge: 4d6697188 8a2a845d5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 28 May 2026 10:41:18 +0200

    Replace Boost macros that might not work with AAD types (#2609)

commit 8a2a845d50231e74dfd6a872235ac9464d841d55
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 27 May 2026 12:59:14 +0000

    Replace Boost macros that might not work with AAD types

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

commit 4d669718878c1aedfad459b576df1af8044ff535
Merge: c6aacfc24 29874e780
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 May 2026 14:58:38 +0200

    Fix out-of-bounds read in Akima cubic interpolation with 3 points (#2603)

commit c6aacfc24430df94bd443175101e040e65b8b04a
Merge: 8a825ea16 5f13cd8b9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 27 May 2026 11:07:12 +0200

    Use make_shared in day counters (#2607)

commit a6e9570501d381a08772996b20ef9c9d34f1627d
Author: metsw24-max <metsw24@gmail.com>
Date:   Tue, 26 May 2026 21:04:52 +0530

    updated

 test-suite/interpolations.cpp | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

commit 29874e78057238d44a110d4a456142674dc15bbf
Author: metsw24-max <metsw24@gmail.com>
Date:   Tue, 26 May 2026 21:00:24 +0530

    updated

 test-suite/interpolations.cpp | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

commit 5f13cd8b97b8304a3a6ff4833d4fb922077ce272
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Tue, 26 May 2026 20:15:17 +0900

    Use make_shared in day counters

 ql/time/daycounters/actual360.hpp        |  3 +--
 ql/time/daycounters/actual364.hpp        |  2 +-
 ql/time/daycounters/actual36525.hpp      |  3 +--
 ql/time/daycounters/actual365fixed.cpp   |  6 +++---
 ql/time/daycounters/actual366.hpp        |  3 +--
 ql/time/daycounters/actualactual.cpp     |  8 ++++----
 ql/time/daycounters/business252.hpp      |  2 +-
 ql/time/daycounters/one.hpp              |  3 +--
 ql/time/daycounters/simpledaycounter.hpp |  3 +--
 ql/time/daycounters/thirty360.cpp        | 12 ++++++------
 ql/time/daycounters/thirty365.cpp        |  2 +-
 11 files changed, 21 insertions(+), 26 deletions(-)

commit a01bad90c907b5ba03f2de887904c9210dd484c8
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Tue, 26 May 2026 19:56:51 +0900

    Add const qualifiers to FX forward calculations

 .../forward/discountingfxforwardengine.cpp         | 42 +++++++++++-----------
 1 file changed, 21 insertions(+), 21 deletions(-)

commit d9f8b08edcdcace1d6fb70ac713c3f2765664617
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Tue, 26 May 2026 19:53:47 +0900

    Discount FX forward NPV to reference date

 .../forward/discountingfxforwardengine.cpp         | 25 ++++++++++++++++------
 .../forward/discountingfxforwardengine.hpp         | 18 +++++++++++-----
 2 files changed, 32 insertions(+), 11 deletions(-)

commit 8a825ea16c6fc6ebe0add954f17139865b6624de
Merge: a40d0c9c9 4af06f196
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 May 2026 12:35:15 +0200

    Fix FX forward fair rate calculation (#2601)

commit a40d0c9c97ae708235a02df4207f0b290f22ccf7
Merge: c085121cf 5b0bf4250
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 26 May 2026 11:44:49 +0200

    Fix out-of-bounds read in discrete integrals on degenerate grids (#2604)

commit f95ac1746442fc1c470a80a60a318d0e0918c558
Author: metsw24-max <metsw24@gmail.com>
Date:   Mon, 25 May 2026 23:33:35 +0530

    fix out-of-bounds read in mixed interpolation switch point

 ql/math/interpolations/mixedinterpolation.hpp |  9 ++++-----
 test-suite/interpolations.cpp                 | 25 +++++++++++++++++++++++++
 2 files changed, 29 insertions(+), 5 deletions(-)

commit 5b0bf4250bafe4708e6962b54c1ac7d942053ec8
Author: metsw24-max <metsw24@gmail.com>
Date:   Mon, 25 May 2026 21:59:55 +0530

    Fix out-of-bounds read in discrete integrals on degenerate grids

 ql/math/integrals/discreteintegrals.cpp |  6 ++++++
 test-suite/integrals.cpp                | 17 +++++++++++++++++
 2 files changed, 23 insertions(+)

commit 70b509fecd15d54794ff92c2ac6052e80ec378ec
Author: metsw24-max <metsw24@gmail.com>
Date:   Mon, 25 May 2026 20:14:33 +0530

    Fix out-of-bounds read in Akima cubic interpolation with 3 points

 ql/math/interpolations/cubicinterpolation.hpp |  7 ++++++-
 test-suite/interpolations.cpp                 | 22 ++++++++++++++++++++++
 2 files changed, 28 insertions(+), 1 deletion(-)

commit c085121cf454be438f2838a992e816c38c51ddc4
Merge: ffc72c07f d6dd745c6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 May 2026 10:12:28 +0200

    Fix IrrFinder::derivative() returning modified duration instead of dP/dy (#2589)

commit ffc72c07f81f90dc2795a3c3a97d811395dcb089
Merge: e9600cd74 ee16ca97a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 May 2026 10:10:18 +0200

    Add india nse 2026 holidays (#2586)

commit e9600cd742e6a830c114e4a80ae0b2337e36b4c0
Merge: b90289bd5 4d1c18672
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 May 2026 09:55:11 +0200

    Fix out-of-bounds write in FastFourierTransform ctor for order=0 (#2597)

commit b90289bd5e26ebaa4d5f1c1fdf92254fdc41f655
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 25 May 2026 08:58:44 +0200

    Disable clang-tidy warning

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

commit 4af06f19636491fc436a14ac4527dfec0e315985
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Sat, 23 May 2026 16:25:23 +0900

    Update FX forward fair rate documentation

 ql/pricingengines/forward/discountingfxforwardengine.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 8063355da60e56af6a7890d850e55ca45f7eee8a
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Sat, 23 May 2026 16:17:20 +0900

    Fix FX forward fair rate calculation

 ql/pricingengines/forward/discountingfxforwardengine.cpp |  4 ++--
 test-suite/fxforward.cpp                                 | 12 +++++++++---
 2 files changed, 11 insertions(+), 5 deletions(-)

commit 60f02879261fe9a34d0023299da1ed46bf32646e
Author: Justin Li <justin53@bu.edu>
Date:   Fri, 22 May 2026 17:26:12 -0400

    Use ext::optional<Frequency> for payment frequency in cross-currency helpers
    
    Standardizes the cross-currency basis swap rate helpers on the
    ext::optional<Frequency> pattern (with ext::nullopt default) that
    other rate helpers in the codebase use, instead of the NoFrequency
    sentinel value. Covers both paymentFrequency and quoteCcyPaymentFrequency
    to keep the file internally consistent.

 .../termstructures/crosscurrencyratehelpers.cpp    | 22 +++++++++++-----------
 .../termstructures/crosscurrencyratehelpers.hpp    | 17 +++++++++--------
 test-suite/crosscurrencyratehelpers.cpp            | 17 +++++++++--------
 3 files changed, 29 insertions(+), 27 deletions(-)

commit d6dd745c68acaacace80de02c5e97080db9be63c
Author: Benjamin Croud <98527451+Croudxd@users.noreply.github.com>
Date:   Fri, 22 May 2026 20:50:30 +0000

    Fix sign of derivative calculation in IrrFinder

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

commit ee16ca97a80023faccc291f87b89acda8767cac4
Author: Pratzz1202 <pratyushpatel1609@gmail.com>
Date:   Fri, 22 May 2026 14:17:34 -0400

    Use initializer list for expectedHol in testIndia

 test-suite/calendars.cpp | 88 ++++++++++++++++++++++++------------------------
 1 file changed, 44 insertions(+), 44 deletions(-)

commit 2eb86846efc496bf6ea0312fad2d31fec8c4ea13
Merge: b0d5fc181 be5067e01
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 May 2026 17:35:16 +0200

    Fix Vasicek zero-reversion limit (#2599)

commit b0d5fc181300fc00c2247eeb3c78743efe4a6132
Merge: 7e7fccd78 266454b24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 May 2026 17:34:26 +0200

    Add 2025 South Korea temporary holiday (#2598)

commit 4d1c1867254d4c5bfede9194932d5a70d5cc8841
Author: metsw24-max <metsw24@gmail.com>
Date:   Fri, 22 May 2026 19:45:27 +0530

    updated

 test-suite/fastfouriertransform.cpp | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

commit be5067e01fb17d9d07bef46d8b1f019e7bb9018f
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Fri, 22 May 2026 20:46:16 +0900

    Fix Vasicek zero-reversion limit

 ql/models/shortrate/onefactormodels/vasicek.cpp |  6 +++--
 test-suite/shortratemodels.cpp                  | 29 +++++++++++++++++++++++++
 2 files changed, 33 insertions(+), 2 deletions(-)

commit 266454b246bbad1c0d2c300bab094a85fa9b8363
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Fri, 22 May 2026 20:09:35 +0900

    Add 2025 South Korea temporary holiday

 ql/time/calendars/southkorea.cpp | 1 +
 test-suite/calendars.cpp         | 2 ++
 2 files changed, 3 insertions(+)

commit 7e7fccd784bc0bbdec6538156e02d9397870d190
Merge: af13604dc cf5657758
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 May 2026 13:14:07 +0200

    Use Real instead of auto and constexpr for AD type compatibility (#2596)

commit af13604dc7a054bd1e19da805e515f6e8e40d890
Merge: bed4bbfa9 99a43a7cc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 May 2026 13:12:53 +0200

    Update HullWhite r0 when termstructure relinks (#2592)

commit b604cd28347d706c01beac2dce81996baaa6c752
Author: metsw24-max <metsw24@gmail.com>
Date:   Fri, 22 May 2026 15:24:03 +0530

    Fix out-of-bounds write in FastFourierTransform ctor for order=0
    
    The constructor allocated cs_ and sn_ with size 'order' and then
    unconditionally wrote to cs_[order-1] and sn_[order-1]. When 'order'
    is 0 (e.g. when callers chain FastFourierTransform::min_order(1),
    which returns 0), both vectors are empty and the indexing wraps to
    size_t(-1), producing an out-of-bounds write that segfaults under
    debug-iterator-checked standard libraries.
    
    A transform of size 1 == 1<<0 reduces to a copy and needs no twiddle
    factors, so skip the setup when order is 0. The transform loop body
    'for (s = 1; s <= order; ++s)' already handles the order==0 case
    correctly.

 ql/math/fastfouriertransform.hpp | 6 ++++++
 1 file changed, 6 insertions(+)

commit bed4bbfa90972a67d58795a1a94f915e5620b715
Merge: 3e676cd71 a81da9201
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 22 May 2026 10:25:09 +0200

    Fix yield term structure time error message (#2593)

commit cf56577582edd3d078198727ef1db9f78f92f39f
Author: auto-differentiation-dev <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Thu, 21 May 2026 17:18:22 +0100

    Use Real-compatible types in SmileSectionRNDCalculator

 .../finitedifferences/utilities/smilesectionrndcalculator.cpp       | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit 78acb70908db3c19581e3e20abc741c357cf6e94
Author: auto-differentiation-dev <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Thu, 21 May 2026 17:18:18 +0100

    Use Real instead of auto in IntegralHestonVarianceOptionEngine

 .../integralhestonvarianceoptionengine.cpp         | 40 +++++++++++-----------
 1 file changed, 20 insertions(+), 20 deletions(-)

commit 3e676cd71398f95cc933cee60917298b22c1b706
Merge: d6abf67ea 19015b501
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 May 2026 16:50:04 +0200

    Rename a couple of inspectors in the cross-currency swap engine (#2595)

commit 99a43a7cc1301b7172d683340c59d6c5a83524b6
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Thu, 21 May 2026 22:18:07 +0900

    comment applied

 ql/models/shortrate/onefactormodels/hullwhite.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 19015b501c1268d9825d77bd6666bb81af332a03
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 May 2026 12:59:07 +0200

    Rename inspectors

 .../swap/discountingconstnotionalcrosscurrencyswapengine.hpp | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

commit d6abf67ea595886fff8ba75ef64754155d401966
Merge: c788f8e6d 71121aea8
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 21 May 2026 11:55:40 +0200

    Use make_shared in indexes (#2590)

commit e1d7603a859f431156d00a6bee1d44b7c0c83d24
Author: Benjamin Croud <98527451+Croudxd@users.noreply.github.com>
Date:   Wed, 20 May 2026 16:36:48 +0000

    Fix NPV calculation order in cashflows.cpp

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

commit c788f8e6dcccb3b5afd91867d6b2d19399a4298b
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Wed, 20 May 2026 10:07:16 +0000

    Fix inclusions of ql headers in double quotes

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

commit a81da92010e6af8090ab1c09aa5aa6e05c090c1a
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Wed, 20 May 2026 19:57:40 +0900

    Restore existing formatting

 ql/termstructures/yieldtermstructure.cpp | 100 ++++++++++++++++++-------------
 1 file changed, 60 insertions(+), 40 deletions(-)

commit 64ef5a54407a7c98fad3cfc4f7f43930caf79a68
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Wed, 20 May 2026 19:55:11 +0900

    Comment applied

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

commit 50dc966b1f3abfecf3bc36af752ece7ca2017458
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Wed, 20 May 2026 19:46:35 +0900

    comment applied

 ql/termstructures/yieldtermstructure.cpp | 100 +++++++++++++------------------
 1 file changed, 40 insertions(+), 60 deletions(-)

commit 219e2ae6561f7c782ff4522f7091e1575e76bf44
Author: Benjamin Croud <98527451+Croudxd@users.noreply.github.com>
Date:   Wed, 20 May 2026 09:40:10 +0000

    Fix sign of modified duration calculation

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

commit 8d60143038870a002b8f5498d227d3951d20c757
Merge: f5ba35d91 dbfd60ffd
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 May 2026 11:37:45 +0200

    Fix incorrect 10-year label in BasketLosses example (#2584)

commit f5ba35d91c657054f6aef5a4dcf4f4f48fd2d93d
Merge: e7ba4f701 ce39ee391
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 20 May 2026 11:36:39 +0200

    Allow `MakeCapFloor` to calculate ATM level when using the Bachelier engine (#2582)

commit b32e9bab9bdbb12f9be268c8f630dea83284c26f
Author: Justin Li <justin53@bu.edu>
Date:   Wed, 1 Apr 2026 10:34:22 -0400

    Added separate payment frequency for quote currency leg in cross-currency helpers

 .../termstructures/crosscurrencyratehelpers.cpp    | 22 +++++++++++-----
 .../termstructures/crosscurrencyratehelpers.hpp    | 10 +++++---
 test-suite/crosscurrencyratehelpers.cpp            | 30 +++++++++++++++++-----
 3 files changed, 46 insertions(+), 16 deletions(-)

commit 9cfb1b38ae4e6c61ae7178b706e6dcf75ee56fd2
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Tue, 19 May 2026 22:52:32 +0900

    Fix yield term structure time error message

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

commit b720ffe85cf7b93bb6bc33fc7e7d9ab898696d59
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Tue, 19 May 2026 22:42:53 +0900

    Update HullWhite r0 when term structure relinks

 ql/models/shortrate/onefactormodels/hullwhite.cpp |  2 +-
 ql/models/shortrate/onefactormodels/hullwhite.hpp |  4 ----
 test-suite/shortratemodels.cpp                    | 24 +++++++++++++++++++++++
 3 files changed, 25 insertions(+), 5 deletions(-)

commit 71121aea8ec3ca9417266955df113f2233236858
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Tue, 19 May 2026 21:19:33 +0900

    Use make_shared in indexes

 ql/indexes/ibor/shibor.cpp       |  2 +-
 ql/indexes/iborindex.cpp         | 13 ++++++-------
 ql/indexes/region.cpp            | 13 ++++++-------
 ql/indexes/swap/chfliborswap.cpp |  8 ++++----
 ql/indexes/swap/euriborswap.cpp  | 24 ++++++++++++------------
 ql/indexes/swap/eurliborswap.cpp | 24 ++++++++++++------------
 ql/indexes/swap/gbpliborswap.cpp |  8 ++++----
 ql/indexes/swap/jpyliborswap.cpp |  8 ++++----
 ql/indexes/swap/usdliborswap.cpp |  8 ++++----
 9 files changed, 53 insertions(+), 55 deletions(-)

commit e7ba4f701aa42c6f8374d17227e04f9eb9ee115c
Merge: d4b2732e1 5bf39d92b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 May 2026 10:08:26 +0200

    Use make_unique for unique_ptr construction (#2579)

commit d4b2732e1c5d1927cac3cea11f008682cdc05d81
Merge: f1fee5511 6406602fb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 May 2026 10:05:44 +0200

    Override `atmLevel(Time)` on Heston and Andreasen-Huge vol surfaces (#2581)

commit f1fee55110e799dea80ea4d2fd97864cdac25d0a
Merge: 42125df9c 73e75f0e3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 19 May 2026 10:04:28 +0200

    Add `SmileSectionRNDCalculator` for smile-implied marginals (#2580)

commit cc6c18a7e2119cd812196d33065d00d8c7981cf6
Author: croudxd <benjamincroud@gmail.com>
Date:   Mon, 18 May 2026 22:12:24 +0000

    Fix IrrFinder::derivative() returning modified duration instead of dP/dy

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

commit ce39ee3916c8e02d309467964be73fdd0743eb6e
Author: croudxd <benjamincroud@gmail.com>
Date:   Mon, 18 May 2026 21:47:58 +0000

    Fix shadowed Handle declarations inside if-statement scopes

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

commit 42125df9c3ea445c718eb3d533337f7081bd8a6f
Merge: ae25d2846 1472b39ab
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 May 2026 18:18:19 +0200

    Review default arguments in cross-currency swap constructors (#2588)

commit 1472b39ab2f2b804756da8e8ae45455f9d3dcd2f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 18 May 2026 11:13:20 +0200

    Uniform type and number of arguments in cross-currency swap constructors

 .../constnotionalcrosscurrencybasisswap.cpp        | 42 +++++++++-------
 .../constnotionalcrosscurrencybasisswap.hpp        | 58 ++++++++++++----------
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.cpp | 18 ++++---
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.hpp | 41 ++++++++-------
 test-suite/constnotionalcrosscurrencybasisswap.cpp | 16 +++---
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.cpp |  2 +-
 6 files changed, 98 insertions(+), 79 deletions(-)

commit d6b90051a85d7c73c1328bddd159fc8794b3727c
Author: Pratzz1202 <pratyushpatel1609@gmail.com>
Date:   Sun, 17 May 2026 18:19:31 -0400

    Added India (NSE) clearing holidays for 2026

 test-suite/calendars.cpp | 118 +++++++++++++++++++++++------------------------
 1 file changed, 59 insertions(+), 59 deletions(-)

commit 5e0b803f47779ee8327ec746d2671e9e2242afaa
Author: Pratzz1202 <pratyushpatel1609@gmail.com>
Date:   Sun, 17 May 2026 18:04:15 -0400

    Added India (NSE) clearing holidays for 2026

 ql/time/calendars/india.cpp | 217 +++++++++++++++++--------------
 ql/time/calendars/india.hpp |   2 +-
 test-suite/calendars.cpp    | 307 ++++++++++++++++++--------------------------
 3 files changed, 245 insertions(+), 281 deletions(-)

commit dbfd60ffdf9513718a72d235f22330469dca2a15
Author: croudxd <benjamincroud@gmail.com>
Date:   Sat, 16 May 2026 19:53:46 +0000

    Fix incorrect 10-year label in BasketLosses example (60 months = 5 years)

 Examples/BasketLosses/BasketLosses.cpp | 18 +++++++++---------
 1 file changed, 9 insertions(+), 9 deletions(-)

commit 98fda2fce017b404ed63c7d04f62b7e71402b3b5
Author: croudxd <benjamincroud@gmail.com>
Date:   Fri, 15 May 2026 21:15:03 +0000

    Added check to check if engine_ is either bacheliercapfloorengine or blackcapfloorengine, then uses correct discountCurve in atmrate call.

 ql/instruments/makecapfloor.cpp | 24 ++++++++++++++++++++----
 1 file changed, 20 insertions(+), 4 deletions(-)

commit 5bf39d92b6bcebee633fc36a2133d7c000e25454
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Fri, 15 May 2026 23:36:06 +0900

     use auto for declaration

 .../integralhestonvarianceoptionengine.cpp         | 81 +++++++++++-----------
 ql/math/matrixutilities/qrdecomposition.cpp        | 12 ++--
 ql/math/optimization/levenbergmarquardt.cpp        | 18 ++---
 .../vanilla/analyticgjrgarchengine.cpp             |  6 +-
 4 files changed, 57 insertions(+), 60 deletions(-)

commit ae25d2846d61c0db38bc701a3475ca5678812554
Merge: 0c204a72e 0934f9100
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 15 May 2026 13:29:58 +0200

    Const Notional Cross Currency Swaps (#2248)

commit 0934f910072f32912cdffaffe2c5cceb2cca7b89
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 15 May 2026 12:04:13 +0200

    Uniform EOL

 .../constnotionalcrosscurrencybasisswap.cpp        | 368 ++++-----
 .../constnotionalcrosscurrencybasisswap.hpp        | 362 ++++-----
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.cpp | 346 ++++-----
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.hpp | 382 +++++-----
 test-suite/constnotionalcrosscurrencybasisswap.cpp | 842 ++++++++++-----------
 ...nstnotionalcrosscurrencyfixedvsfloatingswap.cpp | 600 +++++++--------
 6 files changed, 1450 insertions(+), 1450 deletions(-)

commit f61263103a58e55e7527587927ac0faa0f99b829
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 15 May 2026 12:01:08 +0200

    More pedantic names

 QuantLib.vcxproj                                   | 16 ++++----
 QuantLib.vcxproj.filters                           | 16 ++++----
 ql/CMakeLists.txt                                  | 16 ++++----
 .../termstructures/crosscurrencyratehelpers.cpp    |  8 ++--
 .../termstructures/crosscurrencyratehelpers.hpp    |  4 +-
 ql/instruments/Makefile.am                         | 12 +++---
 ql/instruments/all.hpp                             |  6 +--
 ...cpp => constnotionalcrosscurrencybasisswap.cpp} | 46 ++++++++++-----------
 ...hpp => constnotionalcrosscurrencybasisswap.hpp} | 43 ++++++++++---------
 ...stnotionalcrosscurrencyfixedvsfloatingswap.cpp} | 39 +++++++++---------
 ...stnotionalcrosscurrencyfixedvsfloatingswap.hpp} | 38 ++++++++---------
 ...swap.cpp => constnotionalcrosscurrencyswap.cpp} | 32 +++++++--------
 ...swap.hpp => constnotionalcrosscurrencyswap.hpp} | 48 +++++++++++-----------
 ql/pricingengines/swap/Makefile.am                 |  4 +-
 ql/pricingengines/swap/all.hpp                     |  2 +-
 ...untingconstnotionalcrosscurrencyswapengine.cpp} | 10 ++---
 ...untingconstnotionalcrosscurrencyswapengine.hpp} | 25 +++++------
 test-suite/CMakeLists.txt                          |  6 +--
 test-suite/Makefile.am                             |  6 +--
 ...cpp => constnotionalcrosscurrencybasisswap.cpp} | 23 +++++------
 ...stnotionalcrosscurrencyfixedvsfloatingswap.cpp} | 17 ++++----
 ...swap.cpp => constnotionalcrosscurrencyswap.cpp} | 32 +++++++--------
 test-suite/testsuite.vcxproj                       |  6 +--
 test-suite/testsuite.vcxproj.filters               |  6 +--
 24 files changed, 224 insertions(+), 237 deletions(-)

commit 73e75f0e3aaa60bc7f0148c2820b7179a55e527a
Author: Yassine Idyiahia <yassine.id@gmail.com>
Date:   Wed, 13 May 2026 10:16:02 +0100

    Add SmileSectionRNDCalculator for smile-implied marginals

 QuantLib.vcxproj                                   |   2 +
 QuantLib.vcxproj.filters                           |   6 +
 ql/CMakeLists.txt                                  |   2 +
 ql/methods/finitedifferences/utilities/Makefile.am |   2 +
 ql/methods/finitedifferences/utilities/all.hpp     |   1 +
 .../utilities/smilesectionrndcalculator.cpp        | 132 +++++++++++++++++
 .../utilities/smilesectionrndcalculator.hpp        |  69 +++++++++
 test-suite/riskneutraldensitycalculator.cpp        | 158 +++++++++++++++++++++
 8 files changed, 372 insertions(+)

commit a255d1c49f2e467a09d688d2d928e02cdbba9661
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Thu, 14 May 2026 21:53:26 +0900

    Use make_unique for unique_ptr construction

 .../integralhestonvarianceoptionengine.cpp             | 10 +++++-----
 ql/math/matrixutilities/qrdecomposition.cpp            | 12 ++++++------
 ql/math/optimization/levenbergmarquardt.cpp            | 18 +++++++++---------
 .../callability/bermudanswaptionexercisevalue.cpp      |  2 +-
 ql/models/marketmodels/callability/lsstrategy.cpp      |  2 +-
 .../marketmodels/callability/nothingexercisevalue.cpp  |  2 +-
 .../callability/parametricexerciseadapter.cpp          |  2 +-
 ql/models/marketmodels/callability/swapbasissystem.cpp |  2 +-
 .../callability/swapforwardbasissystem.cpp             |  2 +-
 ql/models/marketmodels/callability/swapratetrigger.cpp |  2 +-
 .../marketmodels/callability/triggeredswapexercise.cpp |  2 +-
 .../marketmodels/callability/upperboundengine.cpp      |  2 +-
 .../marketmodels/curvestates/cmswapcurvestate.cpp      |  2 +-
 .../curvestates/coterminalswapcurvestate.cpp           |  2 +-
 ql/models/marketmodels/curvestates/lmmcurvestate.cpp   |  2 +-
 .../marketmodels/products/multiproductcomposite.cpp    |  2 +-
 .../products/multistep/callspecifiedmultiproduct.cpp   |  2 +-
 .../marketmodels/products/multistep/cashrebate.cpp     |  2 +-
 .../products/multistep/exerciseadapter.cpp             |  2 +-
 .../products/multistep/multistepcoinitialswaps.cpp     |  2 +-
 .../products/multistep/multistepcoterminalswaps.cpp    |  2 +-
 .../multistep/multistepcoterminalswaptions.cpp         |  2 +-
 .../products/multistep/multistepforwards.cpp           |  2 +-
 .../products/multistep/multistepinversefloater.cpp     |  2 +-
 .../products/multistep/multistepnothing.cpp            |  2 +-
 .../products/multistep/multistepoptionlets.cpp         |  2 +-
 .../products/multistep/multisteppathwisewrapper.cpp    |  2 +-
 .../multistep/multistepperiodcapletswaptions.cpp       |  2 +-
 .../products/multistep/multistepratchet.cpp            |  2 +-
 .../marketmodels/products/multistep/multistepswap.cpp  |  2 +-
 .../products/multistep/multistepswaption.cpp           |  2 +-
 .../marketmodels/products/multistep/multisteptarn.cpp  |  2 +-
 .../products/onestep/onestepcoinitialswaps.cpp         |  2 +-
 .../products/onestep/onestepcoterminalswaps.cpp        |  2 +-
 .../marketmodels/products/onestep/onestepforwards.cpp  |  2 +-
 .../products/onestep/onestepoptionlets.cpp             |  2 +-
 .../products/pathwise/pathwiseproductcallspecified.cpp |  2 +-
 .../products/pathwise/pathwiseproductcaplet.cpp        |  6 +++---
 .../products/pathwise/pathwiseproductcashrebate.cpp    |  2 +-
 .../pathwise/pathwiseproductinversefloater.cpp         |  2 +-
 .../products/pathwise/pathwiseproductswap.cpp          |  2 +-
 .../products/pathwise/pathwiseproductswaption.cpp      |  5 ++---
 .../marketmodels/products/singleproductcomposite.cpp   |  2 +-
 ql/patterns/observable.hpp                             |  6 +++---
 ql/pricingengines/vanilla/analyticgjrgarchengine.cpp   |  6 +++---
 45 files changed, 69 insertions(+), 70 deletions(-)

commit 6406602fbc886730e178622fe03199d93f817fa2
Author: Yassine Idyiahia <yassine.id@gmail.com>
Date:   Wed, 13 May 2026 23:20:19 +0100

    Override atmLevel(Time) on Heston and Andreasen-Huge vol surfaces

 .../equityfx/andreasenhugevolatilityadapter.cpp    |  3 ++
 .../equityfx/andreasenhugevolatilityadapter.hpp    |  1 +
 .../volatility/equityfx/hestonblackvolsurface.cpp  |  7 ++++
 .../volatility/equityfx/hestonblackvolsurface.hpp  |  1 +
 test-suite/andreasenhugevolatilityinterpl.cpp      | 43 ++++++++++++++++++++++
 test-suite/hestonmodel.cpp                         | 34 +++++++++++++++++
 6 files changed, 89 insertions(+)

commit 0c204a72ecd680f4b23afb1192dcce8af4d8da09
Merge: 8e61faee4 ced8b90fc
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 May 2026 15:02:20 +0200

    Use Real instead of double in CompoundingOvernightIndexedCouponPricer lambda (#2577)

commit 8e61faee43ff620f7ee8a83d879e1414f0e328da
Merge: 464cca7bf 80a5b2d05
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 May 2026 10:35:30 +0200

    Add `smileSection(...)` methods to `BlackVolTermStructure` (#2487)

commit ced8b90fc32483853ed7df2ad6939acd76885ac8
Author: auto-differentiation-dev <107129969+auto-differentiation-dev@users.noreply.github.com>
Date:   Wed, 13 May 2026 09:31:10 +0100

    Use Real instead of double in CompoundingOvernightIndexedCouponPricer lambda

 ql/cashflows/overnightindexedcouponpricer.cpp | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

commit 464cca7bfcefde77dce50b62f1abf8d0f9da5257
Merge: 572571b54 f45d0dcd7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 13 May 2026 10:29:17 +0200

    Add `PearsonSpreadEngine` for spread option pricing (#2569)

commit 80a5b2d05859756012fcbc3218f5d4fa364cc6ae
Author: Yassine Idyiahia <yassine.id@gmail.com>
Date:   Sun, 15 Mar 2026 11:55:30 +0000

    Add smileSection() to BlackVolTermStructure with default adapter

 ql/shared_ptr.hpp                                  |   2 +
 .../volatility/equityfx/blackvolsurfacedelta.cpp   |   5 +-
 .../volatility/equityfx/blackvolsurfacedelta.hpp   |   9 +-
 .../volatility/equityfx/blackvoltermstructure.cpp  |  42 ++++++++
 .../volatility/equityfx/blackvoltermstructure.hpp  |  46 +++++++-
 .../equityfx/piecewiseblackvariancesurface.cpp     |  10 ++
 .../equityfx/piecewiseblackvariancesurface.hpp     |   2 +
 test-suite/blackvolsurfacedelta.cpp                |  62 ++++++++++-
 test-suite/piecewiseblackvariancesurface.cpp       | 119 +++++++++++++++++++++
 9 files changed, 290 insertions(+), 7 deletions(-)

commit 572571b5452a7c8d6c49a3f0c716f25c08f744e1
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 12 May 2026 08:18:44 +0000

    Update old license links

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

commit 3eb4dd0fe2350023614966c7bab3d434760ede75
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 12 May 2026 08:18:53 +0000

    Update copyright list in license

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

commit 28c2d66e1f6010501b8f804920e893d52394cff4
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 12 May 2026 08:20:45 +0000

    Update generated headers

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

commit 8e3e07040f218ffe02434b5331a9c7ce68eecf10
Merge: bb831ef1a 074d38fe1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 May 2026 10:18:30 +0200

    Add some calendars, currencies, and the NOK NIBOR index (#2564)

commit 074d38fe19ba4aa26179b0e2daad418760f81a51
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 12 May 2026 09:05:29 +0200

    Follow Codacy suggestions about explicit constructors

 ql/indexes/ibor/nibor.hpp            | 8 ++++----
 ql/time/calendars/croatia.hpp        | 4 ++--
 ql/time/calendars/malta.hpp          | 4 ++--
 ql/time/calendars/montenegro.hpp     | 4 ++--
 ql/time/calendars/northmacedonia.hpp | 4 ++--
 ql/time/calendars/serbia.hpp         | 4 ++--
 ql/time/calendars/slovenia.hpp       | 2 +-
 ql/time/calendars/uzbekistan.hpp     | 4 ++--
 8 files changed, 17 insertions(+), 17 deletions(-)

commit 0aedf93745c038b62285fa1ca65cc189d1186c07
Author: ArsenP0doba <arsen.podoba@softsolutions.it>
Date:   Mon, 11 May 2026 15:33:59 +0200

    Fix type in nibor.hpp

 ql/indexes/ibor/nibor.hpp | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

commit a5f6c57b1e5370e15cfeb65a50077ac94d7567aa
Author: ArsenP0doba <arsen.podoba@softsolutions.it>
Date:   Mon, 11 May 2026 15:23:16 +0200

    Fix typo

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

commit 7f49b94d64d9f43f8bab22b7c099d56dec0ef803
Author: ArsenP0doba <arsen.podoba@softsolutions.it>
Date:   Mon, 11 May 2026 14:52:36 +0200

    Update visual studio project files

 QuantLib.vcxproj         |  5828 +++++++++---------
 QuantLib.vcxproj.filters | 14818 ++++++++++++++++++++++-----------------------
 2 files changed, 10323 insertions(+), 10323 deletions(-)

commit 6f35f6a87bd29a4061d893c661703b21d7b6d691
Author: ArsenP0doba <arsen.podoba@softsolutions.it>
Date:   Mon, 11 May 2026 14:49:00 +0200

    add nibor.hpp to all.hpp

 ql/indexes/ibor/all.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 862086f709e52dff8eac5315144264f3761e02b0
Author: ArsenP0doba <arsen.podoba@softsolutions.it>
Date:   Mon, 11 May 2026 14:43:44 +0200

    Fix typo in asia.hpp, rename NOKNibor to Nibor, change file attribution in calendar files

 ql/CMakeLists.txt                           |  2 +-
 ql/currencies/asia.hpp                      |  2 +-
 ql/indexes/ibor/Makefile.am                 |  2 +-
 ql/indexes/ibor/{noknibor.hpp => nibor.hpp} | 15 ++++++---------
 ql/time/calendars/croatia.cpp               |  2 +-
 ql/time/calendars/croatia.hpp               |  2 +-
 ql/time/calendars/islamicholidays.cpp       |  2 +-
 ql/time/calendars/islamicholidays.hpp       |  2 +-
 ql/time/calendars/malta.cpp                 |  2 +-
 ql/time/calendars/malta.hpp                 |  2 +-
 ql/time/calendars/montenegro.cpp            |  2 +-
 ql/time/calendars/montenegro.hpp            |  2 +-
 ql/time/calendars/northmacedonia.cpp        |  2 +-
 ql/time/calendars/northmacedonia.hpp        |  2 +-
 ql/time/calendars/serbia.cpp                |  2 +-
 ql/time/calendars/serbia.hpp                |  2 +-
 ql/time/calendars/slovenia.cpp              |  2 +-
 ql/time/calendars/slovenia.hpp              |  2 +-
 ql/time/calendars/uzbekistan.cpp            |  3 +--
 ql/time/calendars/uzbekistan.hpp            |  2 +-
 20 files changed, 25 insertions(+), 29 deletions(-)

commit bb831ef1a2d267864e30f9b1aa2257b4f02e85a3
Merge: 2d8ef3c72 244deda40
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 11 May 2026 12:58:33 +0200

    Avoid dangling references in `FdmCEVOp` and `TrBDF2Scheme` classes (#2568)

commit 2d8ef3c7241049c6e5edbbe1fdf9bcdff9eb63b4
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Sun, 10 May 2026 02:08:18 +0000

    Automated fixes by clang-tidy

 test-suite/overnightindexedcoupon.cpp | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

commit 4ef70a2d67e10bf37de7486d4f55daf39f1567a0
Author: pandashark <richard.amaya@mac.com>
Date:   Sun, 10 May 2026 16:41:05 -0500

    Fix trinomial tree excessive branching with gated dx floor
    
    Closes #364.
    
    When a TimeGrid contains mandatory time points separated by very
    short intervals (e.g. millisecond gaps inside an annual schedule),
    the trinomial tree's per-step dx = v*sqrt(3) shrinks to a tiny
    value at the short step.  Because subsequent steps still need to
    cover the full state range, the integer-rounded `temp` index for
    each parent node lands far from j=0, causing the j-range to
    explode (Mandal observed several hundred nodes on a 50-step
    grid).
    
    Apply a Clewlow-Strickland (1998) global dx floor based on the
    largest natural dx in the grid, but only on grid steps that are
    at least two orders of magnitude shorter than dtMax
    (kFloorThreshold = 0.01).  This preserves classical
    per-step dx = v*sqrt(3) on uniform and typical non-uniform grids
    (weekend rolls, 1-day mismatches) while bounding node count on
    the pathological small-mandatory-gap case.
    
    Probability formulas (dual branch on dxIsFloored):
    
      Unfloored regime (dxIsFloored == false): keep upstream's
      classical Hull-White / Clewlow form character-identical:
    
          e3 = e*sqrt(3)
          p1 = (1 + e^2/v^2 - e3/v) / 6
          p2 = (2 - e^2/v^2) / 3
          p3 = (1 + e^2/v^2 + e3/v) / 6
    
      This is the hot path covering every current cached-value
      pricing test (bermudanswaption.cpp testCachedG2Values,
      callablebonds.cpp), so cached values are bit-for-bit identical
      to upstream master by code structure -- not by IEEE-754
      coincidence as in the prior single-formula approach.
    
      Floored regime (dxIsFloored == true): use the general dx-based
      moment-matching form, which redistributes mass toward the
      middle node when dx is floored:
    
          p1 = (v^2 + e^2 - e*dx) / (2*dx^2)
          p2 = 1 - (v^2 + e^2) / dx^2
          p3 = (v^2 + e^2 + e*dx) / (2*dx^2)
    
      These reduce to (1/6, 2/3, 1/6) when dx = v*sqrt(3).
      Non-negativity requires v^2 >= |e|*(dx - |e|), which always
      holds in the unfloored regime with naturally-rounded temp;
      in the floored regime when v << v_max the weights can go
      slightly negative.  Documented in code as the accepted cost
      of the pathology fix; first two moments are matched exactly,
      so signed weights remain arithmetically consistent for linear
      payoff propagation.  Hull-White-style alternative branching
      does not solve this regime (it solves the orthogonal
      boundary-drift problem).
    
    Branch flag semantics:
    
      dxIsFloored = (dxNext > dxNatural), defined post-computation,
      tracks whether the floor was *effective* at this step rather
      than whether the gate fired.  For Hull-White with constant
      sigma the two definitions agree, but for time-dependent
      diffusions a short step can have its natural dx already exceed
      dxFloor -- the gate fires but dx is unchanged, and we should
      use the classical formulas plus the safety assertion.
    
    Floor diagnostics:
    - Floor activation threshold lifted to a file-scope constexpr
      kFloorThreshold inside namespace QuantLib for clarity.
    - Defensive QL_ENSURE on probability non-negativity in the
      unfloored regime, gated on !dxIsFloored && !tempBumped.  The
      tempBumped flag tracks the isPositive while-loop that bumps
      `temp` upward to keep the underlying positive (CIR family);
      in that bumped state |e| can exceed dx/2 and probabilities
      can legitimately go negative, exactly as upstream allowed
      before this change.  The guard still protects the most common
      path (no floor, no bump) against future drift.
    - dxFloor is computed via direct iteration over actual step
      variances (dxFloor = sqrt(3 * max_i variance(t_i, 0, dt(i)))),
      keeping the integration strictly within the declared grid
      horizon by construction.  For Hull-White with constant sigma
      this is identical to a dtMax-windowed form, so cached test
      values are unchanged; for time-dependent diffusions it avoids
      floating-point fragility from any `terminal - t_i` subtraction
      and yields a slightly tighter bound.
    - The preflight pass that derives dtMax and dxFloor also caches
      per-step variances into std::vector<Real>; the main loop reads
      v2 from the cache rather than re-invoking process->variance().
      Halves the variance() call count, measurable for processes
      with non-trivial variance evaluation cost.
    
    Test coverage (test-suite/trinomialtree.cpp):
    - testSmallMandatoryGapDoesNotExplode exercises the small-
      mandatory-gap pathology (1ms gap inside an annual grid) and
      asserts bounded node count via the derived 2*nSteps+1 bound.
    - testFloorThresholdBoundary probes immediately on either side
      of kFloorThreshold (gapRatio = 0.0099 floored, 0.0101
      unfloored).  The probe scans the constructed TimeGrid for the
      minimum-dt step (rather than hard-coding an index that depends
      on TimeGrid's prepend-t=0 behaviour) and reports both
      tree.dx(shortIdx+1) and the natural reference computed in the
      same operation order as production (sqrt(v2)*sqrt(3.0), not
      sqrt(3.0*v2)) so BOOST_CHECK_EQUAL is bit-stable across
      compilers.  The below-side asserts shortStepDx >
      shortStepNaturalDx (floor positively active); the above-side
      asserts strict equality (floor positively inactive).  This
      catches drift of kFloorThreshold in either direction -- a
      one-sided check would only detect upward drift.
    
    A pricing-level regression test for the floored regime
    (Bermudan swaption / callable bond on a small-mandatory-gap
    grid) is deliberately deferred: it would require modifying the
    engine's internal TimeGrid construction to inject a mandatory
    time outside any exercise date, which is outside the scope of
    this trinomial-tree fix.  The unfloored hot path covering every
    current cached-value pricing test is bit-for-bit identical to
    upstream by construction; the floored regime's negative-
    probability invariants are covered by static analysis in code
    comments and the existing trinomial-tree unit tests.
    
    1293/1293 tests pass.

 ql/methods/lattices/trinomialtree.cpp | 111 ++++++++++++++++++--
 test-suite/CMakeLists.txt             |   1 +
 test-suite/trinomialtree.cpp          | 185 ++++++++++++++++++++++++++++++++++
 3 files changed, 291 insertions(+), 6 deletions(-)

commit f45d0dcd788a765016aa6222306aea5069738ea7
Author: Yassine Idyiahia <yassine.id@gmail.com>
Date:   Wed, 11 Mar 2026 15:51:42 +0000

    Add PearsonSpreadEngine for spread option pricing

 QuantLib.vcxproj                                 |   2 +
 QuantLib.vcxproj.filters                         |   6 ++
 ql/CMakeLists.txt                                |   2 +
 ql/pricingengines/basket/Makefile.am             |   2 +
 ql/pricingengines/basket/all.hpp                 |   1 +
 ql/pricingengines/basket/pearsonspreadengine.cpp |  93 +++++++++++++++++++
 ql/pricingengines/basket/pearsonspreadengine.hpp |  60 +++++++++++++
 test-suite/basketoption.cpp                      | 108 ++++++++++++++++++++++-
 8 files changed, 273 insertions(+), 1 deletion(-)

commit 751b0fde1a8185ce1db014314a9f0dad5258b275
Merge: af42ac4d5 00ea330f9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 May 2026 18:42:57 +0200

    Add term structure to G2 processes (#2555)

commit af42ac4d5f96fd83429d3c61188acff5bc72af50
Merge: 024be57a2 f662e6b2a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 May 2026 11:55:29 +0200

    Modernize small C++ constructs in selected files (#2561)

commit 00ea330f915ed43b07ad7014111746b1597df600
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 May 2026 11:31:01 +0200

    Syntax fix

 ql/processes/g2process.hpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit 778c18badd5b51b073c9d3aa4454c509a34e3dd2
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 May 2026 11:30:00 +0200

    Shorter syntax for empty handle

 ql/processes/g2process.hpp | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

commit 024be57a20c70fe2218347108da8ee8bed5afd2f
Merge: 714fed1e2 396cd15e5
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 May 2026 11:26:00 +0200

    fuzz: add additional harnesses to be consumed by OSS-Fuzz (#2562)

commit f662e6b2a3b1df710a66c78af5bf3653c2388774
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 8 May 2026 10:48:32 +0200

    Use `push_back` instead of `emplace_back` when both have the same effect.

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

commit 73286132914665bc0256fc2ec556e41d71f6b97a
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Thu, 7 May 2026 14:36:11 -0400

    Make term-structure handle a trailing default arg in G2 processes
    
    Moves the Handle<YieldTermStructure> parameter introduced in a6d68458c
    to the end of the G2Process and G2ForwardProcess constructor signatures
    and defaults it to an empty handle, so existing code using the original
    G2Process(a, sigma, b, eta, rho) / G2ForwardProcess(a, sigma, b, eta, rho)
    calls keeps compiling. Test-suite call sites updated to match.
    
    No behavioural change: an empty handle still means "no curve", which the
    existing implementation already handles in drift, expectation,
    initialValues, and phi.
    
    Made-with: Cursor

 ql/processes/g2process.cpp |  8 ++++----
 ql/processes/g2process.hpp | 10 ++++++----
 test-suite/g2process.cpp   | 20 ++++++++++----------
 3 files changed, 20 insertions(+), 18 deletions(-)

commit 1a91f551b7fd5469043c54dce853a342d75e7f94
Author: ArsenP0doba <arsen.podoba@softsolutions.it>
Date:   Thu, 7 May 2026 16:06:35 +0200

    Typo in montenegro.hpp/cpp

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

commit c1db9d9422e91b4bc5d0acda3ab3020f6315838d
Author: ArsenP0doba <arsen.podoba@softsolutions.it>
Date:   Thu, 7 May 2026 14:47:48 +0200

    Add calendars (Croatia, Malta, Montenegro, North Macedonia, Serbia, Slovenia, Uzbekistan), currencies (MKD, UZS), and NOK-NIBOR index

 QuantLib.vcxproj                      |  5809 ++++++-------
 QuantLib.vcxproj.filters              | 14761 ++++++++++++++++----------------
 ql/CMakeLists.txt                     |    17 +
 ql/currencies/asia.cpp                |     6 +
 ql/currencies/asia.hpp                |    10 +
 ql/currencies/europe.cpp              |     9 +
 ql/currencies/europe.hpp              |    11 +
 ql/indexes/ibor/Makefile.am           |     1 +
 ql/indexes/ibor/noknibor.hpp          |    54 +
 ql/time/calendars/Makefile.am         |    16 +
 ql/time/calendars/all.hpp             |     8 +
 ql/time/calendars/croatia.cpp         |    73 +
 ql/time/calendars/croatia.hpp         |    72 +
 ql/time/calendars/islamicholidays.cpp |    75 +
 ql/time/calendars/islamicholidays.hpp |    44 +
 ql/time/calendars/malta.cpp           |    82 +
 ql/time/calendars/malta.hpp           |    83 +
 ql/time/calendars/montenegro.cpp      |    59 +
 ql/time/calendars/montenegro.hpp      |    65 +
 ql/time/calendars/northmacedonia.cpp  |    64 +
 ql/time/calendars/northmacedonia.hpp  |    68 +
 ql/time/calendars/serbia.cpp          |    66 +
 ql/time/calendars/serbia.hpp          |    65 +
 ql/time/calendars/slovenia.cpp        |    68 +
 ql/time/calendars/slovenia.hpp        |    71 +
 ql/time/calendars/uzbekistan.cpp      |    58 +
 ql/time/calendars/uzbekistan.hpp      |    66 +
 test-suite/calendars.cpp              |   312 +
 28 files changed, 11842 insertions(+), 10251 deletions(-)

commit 3b11416b97fb9a30dad244a54077bfe858515280
Author: Yassine Idyiahia <yassine.id@gmail.com>
Date:   Sun, 8 Mar 2026 13:00:21 +0000

    Fix dangling references in FdmCEVOp and TrBDF2Scheme

 ql/methods/finitedifferences/operators/fdmcevop.hpp   | 2 +-
 ql/methods/finitedifferences/schemes/trbdf2scheme.hpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 714fed1e254fdbcd536e6d1e5478bec75d325489
Merge: fedf402ab 3d3a44f47
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 May 2026 18:14:51 +0200

    Improve `CompoundingOvernightIndexedCouponPricer::compute` calculation (#2556)

commit 3d3a44f47367baa3dbce8cb66d4cd2ff2eee1392
Author: Steve Dacek <2327718+sdacek@users.noreply.github.com>
Date:   Wed, 6 May 2026 11:16:17 -0400

    add test covering exCouponDate set after accrualEndDate

 test-suite/overnightindexedcoupon.cpp | 16 +++++++++++++++-
 1 file changed, 15 insertions(+), 1 deletion(-)

commit 43ea1b46577eb6936208eade6db99c3b5803ff2a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 May 2026 14:45:59 +0200

    Avoid incorrect parsing on Windows

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

commit 153179b48a8020ef4a8313258c4cfd549cde6a39
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 6 May 2026 13:29:26 +0200

    More test dates for ex-coupon accrued amount

 test-suite/overnightindexedcoupon.cpp | 19 +++++++++++--------
 1 file changed, 11 insertions(+), 8 deletions(-)

commit 396cd15e53ee5aaeac0292297e12b01662bf9435
Author: David Korczynski <david@adalogics.com>
Date:   Wed, 6 May 2026 03:49:21 -0700

    fuzz: add additional harnesses to be consumed by OSS-Fuzz
    
    Adds additional fuzzingh harnesses that will be run on OSS-Fuzz. The
    main goal is to increase code coverage, for which a recent code coverage
    report is available at
    https://storage.googleapis.com/oss-fuzz-coverage/quantlib/reports/20260504/linux/report.html
    
    The recent added harnesses has shown an increase, although there is
    still much room to go:
    https://introspector.oss-fuzz.com/project-profile?project=quantlib
    
    The harnesses added here roughly doubles the coverage on a short local
    run.
    
    Signed-off-by: David Korczynski <david@adalogics.com>

 fuzz-test-suite/CMakeLists.txt               |  51 ++++++++++-
 fuzz-test-suite/fuzz_asianoption.cpp         |  99 ++++++++++++++++++++++
 fuzz-test-suite/fuzz_barrieroption.cpp       |  93 ++++++++++++++++++++
 fuzz-test-suite/fuzz_basketoption.cpp        | 121 +++++++++++++++++++++++++++
 fuzz-test-suite/fuzz_cashflows.cpp           |  74 ++++++++++++++++
 fuzz-test-suite/fuzz_exchangeratemanager.cpp |  57 +++++++++++++
 fuzz-test-suite/fuzz_indexmanager.cpp        |  45 ++++++++++
 fuzz-test-suite/fuzz_vanilla_option.cpp      | 110 ++++++++++++++++++++++++
 8 files changed, 649 insertions(+), 1 deletion(-)

commit 68f59568e88483e37a5e697055126dbcead533fb
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Tue, 5 May 2026 11:56:17 +0900

    commit to use modernized cpp for small parts

 ql/math/array.hpp                                          | 14 +++++++-------
 ql/methods/finitedifferences/utilities/fdmquantohelper.cpp |  9 +++++----
 ql/time/date.hpp                                           |  2 +-
 test-suite/cashflows.cpp                                   |  2 +-
 test-suite/optimizers.cpp                                  | 11 +++++------
 test-suite/quantlibbenchmark.cpp                           |  2 +-
 6 files changed, 20 insertions(+), 20 deletions(-)

commit e7c77f39e8c4f7ef3d7d4603eaec09ddff65dc0a
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Fri, 1 May 2026 10:23:11 -0400

    Shift G2Process state so PathGenerator paths are curve-consistent (#1904)
    
    Following review on PR #2555, the simulated state of G2Process and
    G2ForwardProcess is now (x + phi(t), y) instead of the raw zero-mean
    OU pair, so that state[0] + state[1] = r(t) directly. This mirrors
    HullWhiteProcess and means a MultiPathGenerator built on G2Process
    produces short-rate paths whose expectation matches the initial curve.
    
    Concretely:
    - drift gains a*phi(t) + phi'(t) on the first component
    - expectation gains phi(t0+dt) - phi(t0)*exp(-a*dt) on the first component
    - initialValues returns (phi(0), 0); x0() returns phi(0)
    - shortRate(t, z1, z2) now returns z1 + z2
    
    diffusion, stdDeviation, and covariance are unchanged because the
    shift is deterministic. phi(t) is unchanged and still exposes the
    curve-implied offset. Empty-handle behaviour reduces to the old
    zero-mean OU pair.
    
    Tests in test-suite/g2process.cpp updated to reflect the new
    semantics, and a new MultiPathGenerator test verifies the empirical
    mean of state[0] + state[1] matches phi(t).
    
    Made-with: Cursor

 ql/processes/g2process.cpp |  79 +++++++++++++------
 ql/processes/g2process.hpp |  24 +++++-
 test-suite/g2process.cpp   | 191 +++++++++++++++++++++++++++++++++++----------
 3 files changed, 228 insertions(+), 66 deletions(-)

commit 3298a86041cbab6354b64588f59485e3711d6b6a
Author: Steve Dacek <2327718+sdacek@users.noreply.github.com>
Date:   Thu, 30 Apr 2026 13:25:20 -0400

    remove unnecessary min/max

 ql/cashflows/overnightindexedcoupon.cpp | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

commit fedf402ab8423d027468757c110259e2d7a9c8cd
Merge: 4c3594c7d 1e31d663b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Apr 2026 09:12:59 +0200

    Remove unused `yearFractionGuess` (#2559)

commit 4c3594c7d1c9b952b315e2860f0f43694711c328
Merge: f3b639427 0a544a477
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 28 Apr 2026 09:12:29 +0200

    Add missing `<vector>` include in `blackvoltimeextrapolation.hpp` (#2558)

commit b7c471871d2e3e1deb1bf72905016a62ae25c739
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Mon, 27 Apr 2026 19:28:58 +0200

    Renamed crossccy classes adding the prefix as suggested, cleaning up the code as suggested

 QuantLib.vcxproj                                   | 16 ++++----
 QuantLib.vcxproj.filters                           | 16 ++++----
 ql/CMakeLists.txt                                  | 16 ++++----
 .../termstructures/crosscurrencyratehelpers.cpp    | 18 +++------
 .../termstructures/crosscurrencyratehelpers.hpp    |  4 +-
 ql/instruments/Makefile.am                         | 12 +++---
 ql/instruments/all.hpp                             |  6 +--
 ...swap.cpp => constnotionalcrossccybasisswap.cpp} | 44 +++++++++++-----------
 ...swap.hpp => constnotionalcrossccybasisswap.hpp} | 12 +++---
 ...p.cpp => constnotionalcrossccyfixfloatswap.cpp} | 38 +++++++++----------
 ...p.hpp => constnotionalcrossccyfixfloatswap.hpp} | 15 ++++----
 ...ssccyswap.cpp => constnotionalcrossccyswap.cpp} | 24 ++++++------
 ...ssccyswap.hpp => constnotionalcrossccyswap.hpp} | 24 ++++++------
 ql/pricingengines/swap/Makefile.am                 |  4 +-
 ql/pricingengines/swap/all.hpp                     |  2 +-
 ...ine.cpp => constnotionalcrossccyswapengine.cpp} |  8 ++--
 ...ine.hpp => constnotionalcrossccyswapengine.hpp} | 12 +++---
 test-suite/CMakeLists.txt                          |  6 +--
 test-suite/Makefile.am                             |  6 +--
 ...swap.cpp => constnotionalcrossccybasisswap.cpp} | 18 ++++-----
 ...p.cpp => constnotionalcrossccyfixfloatswap.cpp} | 16 ++++----
 ...ssccyswap.cpp => constnotionalcrossccyswap.cpp} | 24 ++++++------
 test-suite/testsuite.vcxproj                       |  6 +--
 test-suite/testsuite.vcxproj.filters               |  6 +--
 24 files changed, 173 insertions(+), 180 deletions(-)

commit f3b63942792aa721a97146b7400cf434645e257c
Merge: 1ae7615dc c9c286e9a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Apr 2026 16:21:21 +0200

    Make performCalculations methods on some curves protected (#2554)

commit 1ae7615dc322aa8aac1b2e73156c5e7739de1b6f
Merge: 5639d4962 d1bcc6706
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 27 Apr 2026 10:28:18 +0200

    Prevent using non-default `boost::optional` with Boost 1.91 or later (#2560)

commit 1e31d663b0dd412154a31d20c50e3f1758d1df9b
Author: Eugene Toder <eltoder@users.noreply.github.com>
Date:   Fri, 24 Apr 2026 19:36:05 -0400

    Remove unused yearFractionGuess

 ql/time/daycounters/actualactual.cpp | 11 -----------
 1 file changed, 11 deletions(-)

commit f8d9ac069c49ac2f11fa90e86bbe17ab1b8356e1
Author: Steve Dacek <2327718+sdacek@users.noreply.github.com>
Date:   Fri, 24 Apr 2026 12:05:44 -0400

    update testOvernightLegWeekendStub to use CashFlows::accruedAmount

 test-suite/overnightindexedcoupon.cpp | 31 +++++++++++++++++++------------
 1 file changed, 19 insertions(+), 12 deletions(-)

commit d1bcc6706b5f6a35959f857a531d8f7720aeb4be
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 23 Apr 2026 09:37:56 +0200

    Use Boost 1.91.0 in CI builds when possible

 .ci/userconfig2022.alt.hpp                 | 2 +-
 .ci/userconfig2026.alt.hpp                 | 2 +-
 .github/workflows/cmake-latest-runners.yml | 4 ++--
 .github/workflows/cmake.yml                | 8 ++++----
 .github/workflows/linux-nondefault.yml     | 2 +-
 .github/workflows/macos-nondefault.yml     | 2 +-
 .github/workflows/msvc-analysis.yml        | 4 ++--
 .github/workflows/msvc-nondefault.yml      | 4 ++--
 8 files changed, 14 insertions(+), 14 deletions(-)

commit 3e443c13c465169cd05cbc74731dafd5b097eae7
Author: Steve Dacek <2327718+sdacek@users.noreply.github.com>
Date:   Fri, 24 Apr 2026 10:36:08 -0400

    add test case covering weekend stub periods

 test-suite/overnightindexedcoupon.cpp | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

commit 0a544a47757dfd41a60ef0717b0de0f96e28e39a
Author: Krish0909 <krishnanvignesh148@gmail.com>
Date:   Fri, 24 Apr 2026 13:26:30 +0100

    Add missing <vector> include in blackvoltimeextrapolation.hpp

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

commit fcfc16f617105f2e19290e5481b91e70e7f1b0b7
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 24 Apr 2026 08:58:51 +0200

    Forbid Boost >= 1.91 when using boost::optional instead of std::optional

 Docs/pages/config.docs | 8 +++++---
 configure.ac           | 9 +++++++--
 ql/optional.hpp        | 3 +++
 ql/userconfig.hpp      | 7 +++++--
 4 files changed, 20 insertions(+), 7 deletions(-)

commit 5348d7a01e527e2434346de9e1f96143c34c9f99
Author: Steve Dacek <2327718+sdacek@users.noreply.github.com>
Date:   Wed, 15 Apr 2026 21:17:37 -0400

    Improve `CompoundingOvernightIndexedCouponPricer::compute` calculation
    
    - Fix valueDate schedule generation when accrualStartDate falls on a fixing holiday (possible for SOFR swaps as they have different calendars for fixings and schedule generation).
    - interestDates are no longer adjusted for lookback when applyObservationShift is enabled (we can use valueDates in this case). This is needed to determine how far through rate calculation period we are for the purposes of accruals.
    - fix lockout date handling, so that lockouts only apply at the end of the period.
    - expose exCouponDate on OvernightIndexedCoupon.

 ql/cashflows/overnightindexedcoupon.cpp       |  83 +--
 ql/cashflows/overnightindexedcoupon.hpp       |   3 +-
 ql/cashflows/overnightindexedcouponpricer.cpp | 160 ++---
 test-suite/overnightindexedcoupon.cpp         | 852 +++++++++++++++++++++++++-
 4 files changed, 934 insertions(+), 164 deletions(-)

commit 3607425692ccdd9ae8df31d458cec2eb98a7fe43
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Tue, 21 Apr 2026 20:00:33 -0400

    Update copyright holder in test-suite/g2process.cpp
    
    Made-with: Cursor

 test-suite/g2process.cpp | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a6d68458c4571ff878bbe071b4e5dc84c0093ed7
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Tue, 21 Apr 2026 19:54:38 -0400

    Add term structure, phi, and shortRate to G2 processes
    
    Extends G2Process and G2ForwardProcess with a yield term structure
    handle, deterministic drift phi(t), and a shortRate(t, x, y) helper
    so the processes can be used for short-rate simulation consistent
    with an initial curve. Also adds a corresponding g2process test.
    
    Made-with: Cursor

 ql/processes/g2process.cpp           |  50 +++++++-
 ql/processes/g2process.hpp           |  15 ++-
 test-suite/CMakeLists.txt            |   1 +
 test-suite/Makefile.am               |   1 +
 test-suite/g2process.cpp             | 240 +++++++++++++++++++++++++++++++++++
 test-suite/testsuite.vcxproj         |   1 +
 test-suite/testsuite.vcxproj.filters |   3 +
 7 files changed, 305 insertions(+), 6 deletions(-)

commit c9c286e9a21f89f42d22b4bbfc7fd4c3857e6a75
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Tue, 21 Apr 2026 10:54:21 -0400

    Make performCalculations methods on some curves protected
    
    Having them private does not actually prevent subclasses from overriding
    them, but it prevents subclasses from calling parent classes'
    implementations.

 ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp  | 3 ++-
 ql/termstructures/inflation/piecewisezeroinflationcurve.hpp | 3 ++-
 ql/termstructures/yield/piecewiseyieldcurve.hpp             | 2 +-
 3 files changed, 5 insertions(+), 3 deletions(-)

commit 5639d4962357e15efda7538f46d611b68407dbdf
Merge: cf2a42c98 ff678f64a
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Apr 2026 12:06:10 +0200

    Deprecate selection of test cases via speed (#2552)

commit cf2a42c982da78e3649f1ebc1f30c0e4a6684b98
Merge: ed4f694c5 f9a2ff5e9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 21 Apr 2026 12:04:45 +0200

    Pass allowExtrapolation=true to derivative() (#2550)

commit ed4f694c58e779ec7366c88ca781ff9a34f32a40
Merge: 98afd0b22 1eb19a3d1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Apr 2026 15:21:52 +0200

    Avoid repeated calls to `Interpolation::update()` (#2513)

commit ff678f64ae1142840a7f99bab7ebfefb9e928270
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 20 Apr 2026 10:46:38 +0200

    Deprecate selection of test cases via speed group

 .github/workflows/test-times.yml              |  6 ---
 test-suite/americanoption.cpp                 |  3 +-
 test-suite/andreasenhugevolatilityinterpl.cpp | 11 +++---
 test-suite/asianoptions.cpp                   |  7 ++--
 test-suite/basketoption.cpp                   |  5 +--
 test-suite/bermudanswaption.cpp               |  3 +-
 test-suite/cdo.cpp                            |  3 +-
 test-suite/dividendoption.cpp                 |  3 +-
 test-suite/doublebarrieroption.cpp            |  3 +-
 test-suite/fdheston.cpp                       |  5 +--
 test-suite/fdmlinearop.cpp                    |  3 +-
 test-suite/fdsabr.cpp                         |  3 +-
 test-suite/forwardoption.cpp                  |  3 +-
 test-suite/gjrgarchmodel.cpp                  |  5 +--
 test-suite/hestonmodel.cpp                    |  7 ++--
 test-suite/hestonslvmodel.cpp                 | 13 +++----
 test-suite/hybridhestonhullwhiteprocess.cpp   |  7 ++--
 test-suite/interpolations.cpp                 |  3 +-
 test-suite/libormarketmodel.cpp               |  3 +-
 test-suite/libormarketmodelprocess.cpp        |  3 +-
 test-suite/lookbackoptions.cpp                |  3 +-
 test-suite/lowdiscrepancysequences.cpp        |  3 +-
 test-suite/marketmodel.cpp                    | 13 +++----
 test-suite/marketmodel_cms.cpp                |  3 +-
 test-suite/marketmodel_smm.cpp                |  3 +-
 test-suite/markovfunctional.cpp               |  7 ++--
 test-suite/mclongstaffschwartzengine.cpp      |  3 +-
 test-suite/normalclvmodel.cpp                 |  3 +-
 test-suite/nthorderderivativeop.cpp           |  3 +-
 test-suite/nthtodefault.cpp                   |  5 +--
 test-suite/optionletstripper.cpp              |  3 +-
 test-suite/preconditions.cpp                  |  4 ++
 test-suite/preconditions.hpp                  | 11 +++++-
 test-suite/quantlibglobalfixture.cpp          | 36 +++++++-----------
 test-suite/quantlibglobalfixture.hpp          |  9 ++++-
 test-suite/riskneutraldensitycalculator.cpp   |  3 +-
 test-suite/swaption.cpp                       |  5 +--
 test-suite/swingoption.cpp                    |  5 +--
 test-suite/vpp.cpp                            |  3 +-
 test-suite/zabr.cpp                           |  3 +-
 tools/check_test_times.py                     | 53 ++++++++++-----------------
 41 files changed, 116 insertions(+), 164 deletions(-)

commit 98afd0b224365aa48586b9d80c0e6d3c50bf7ea0
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Sun, 19 Apr 2026 01:50:37 +0000

    Automated fixes by clang-tidy

 ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp | 4 ++--
 ql/indexes/inflationindex.hpp                                  | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

commit f9a2ff5e9d46e6bad60c1622ce0f32952e265dd1
Author: Eugene Toder <eltoder@users.noreply.github.com>
Date:   Fri, 17 Apr 2026 20:00:46 -0400

    Pass allowExtrapolation=true to derivative()
    
    For consistency with other calls.

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

commit 2c087e479776d99e88f156163158913f032ab819
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Apr 2026 18:52:58 +0200

    Move a few tests in the Fast section

 test-suite/cdo.cpp          | 2 +-
 test-suite/nthtodefault.cpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit 42223d17a55d11af20ba74f78457b5c9c112ac1d
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Fri, 17 Apr 2026 15:01:42 +0000

    Update copyright list in license

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

commit 87bbee58dc1522e69a29923fab3586987143c58d
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Fri, 17 Apr 2026 14:05:15 +0000

    Update old license links

 ql/indexes/ibor/zaronia.cpp | 2 +-
 ql/indexes/ibor/zaronia.hpp | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

commit a1494b1a6bf76b61f9dd0f747ee4186e7e5bd4c7
Merge: fc9cdf997 bf2309275
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Apr 2026 16:05:02 +0200

    Add FlatExtrapolator wrapper for 1-D interpolations (#2540)

commit fc9cdf997f36ccfba61c0c60194c84c99750a845
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Fri, 17 Apr 2026 11:07:28 +0000

    Update generated headers

 ql/indexes/ibor/all.hpp | 1 +
 1 file changed, 1 insertion(+)

commit 7e2969ebbd7d71ed1ab64959f59226d38663d666
Merge: e9c089627 f310a3598
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Apr 2026 12:31:21 +0200

    Cache invariants in ImpliedTermStructure (#2533)

commit e9c089627bc39682fedcf28310aceda8213043e4
Merge: 89e215693 9305c2af6
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 17 Apr 2026 12:30:47 +0200

    Add ZARONIA (South African Rand Overnight Index Average) (#2537)

commit bf2309275ce90b380598f511bdf37559220451e3
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Thu, 16 Apr 2026 10:01:26 -0400

    Add coverage tests for FlatExtrapolator
    
    Test primitive (below/above/in-range), in-range second derivative,
    xValues/yValues accessors, isInRange, and update.
    
    Made-with: Cursor

 test-suite/interpolations.cpp | 94 +++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 94 insertions(+)

commit 983936f087a406eb93334c19f3cde94750048375
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Thu, 16 Apr 2026 09:57:56 -0400

    Add flatextrapolation.hpp to VS project files
    
    The header was missing from QuantLib.vcxproj and
    QuantLib.vcxproj.filters since it was first added.
    
    Made-with: Cursor

 QuantLib.vcxproj         | 1 +
 QuantLib.vcxproj.filters | 3 +++
 2 files changed, 4 insertions(+)

commit 75a908a413585d924086b5936c7b1ebfaff68ee3
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Apr 2026 14:59:01 +0200

    Add action to prepare patch release

 .github/workflows/prepare-patch-release.yml     | 44 +++++++++++++++++++++++++
 .github/workflows/prepare-release-candidate.yml |  4 +--
 .github/workflows/prepare-release.yml           |  4 +--
 3 files changed, 48 insertions(+), 4 deletions(-)

commit bf1f38ac4243026a94e74d4636e11c247fa411b0
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Thu, 16 Apr 2026 07:48:14 -0400

    Use std::clamp in FlatExtrapolatorImpl::bind
    
    Made-with: Cursor

 ql/math/interpolations/flatextrapolation.hpp | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

commit 2adc8bb8d92f3cb698d6c7e970aaa4a4a43bd4d9
Merge: fe7bf138f 415899521
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Apr 2026 13:00:37 +0200

    Add support and CI build for Visual Studio 2026 (#2542)

commit fe7bf138febef104da5cf2c39a0c012c6a6b6f0d
Merge: 8aef029c0 6a643c2aa
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Thu, 16 Apr 2026 12:59:34 +0200

    Deprecated obsolete bits of interpolation code in year-on-year inflation indexes (#2541)

commit f310a35987a9f9cf159caed2472e0d5f719e0889
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Fri, 10 Apr 2026 07:14:37 -0400

    Cache invariants in ImpliedTermStructure
    
    Also, auto-enable extrapolation based on the original curve for
    consistency with other derived curves.

 ql/termstructures/yield/impliedtermstructure.hpp | 31 ++++++++++++++++++------
 test-suite/termstructures.cpp                    | 24 +++++++++++-------
 2 files changed, 38 insertions(+), 17 deletions(-)

commit 415899521f4a105e549d779ab71a02ebf3c0249d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Apr 2026 09:27:55 +0200

    Add support and CI build for Visual Studio 2026

 .ci/VS2026.alt.props                   |  15 ++++
 .ci/VS2026.props                       |  13 ++++
 .ci/userconfig2026.alt.hpp             | 126 +++++++++++++++++++++++++++++++++
 .github/workflows/msvc-all-configs.yml |  10 ++-
 .github/workflows/msvc-nondefault.yml  |  10 ++-
 .github/workflows/msvc.yml             |  10 ++-
 QuantLib.props                         |   3 +-
 7 files changed, 180 insertions(+), 7 deletions(-)

commit 8cc1b81de8934c3424064460e5f86efbd5d59802
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Wed, 15 Apr 2026 07:34:15 -0400

    Mark FlatExtrapolatorImpl as final
    
    Made-with: Cursor

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

commit 8aef029c02935baf52c93391eb70dcdbd9ab88aa
Merge: 41fff5ea0 1f761627f
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Apr 2026 10:06:09 +0200

    Fix const-correctness of element access in `Matrix` class (#2527)

commit 41fff5ea0f2e22d72cfbe2a8b565982ae09fb219
Merge: da1704f8f 24448916b
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 15 Apr 2026 10:04:54 +0200

    Add fuzzing harness for Black formula (#2523)

commit d8f321cc863db68c611cd2b580019366383df6a3
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Tue, 14 Apr 2026 20:22:42 -0400

    Add xValues() and yValues() accessors to Interpolation
    
    Made-with: Cursor

 ql/math/interpolation.hpp | 6 ++++++
 1 file changed, 6 insertions(+)

commit 2f1f45efe616920cd3eb4991092ab5bdeb17ca4c
Author: gjunjie <guojunjie920404@gmail.com>
Date:   Tue, 14 Apr 2026 17:33:53 -0400

    Add FlatExtrapolator wrapper for 1-D interpolations
    
    Use it in MarkovFunctional to replace manual clamping logic,
    resolving the existing FIXME about incorporating flat extrapolation
    into the interpolation object.
    
    Made-with: Cursor

 ql/CMakeLists.txt                                  |   1 +
 ql/math/interpolations/Makefile.am                 |   1 +
 ql/math/interpolations/all.hpp                     |   1 +
 ql/math/interpolations/flatextrapolation.hpp       | 105 ++++++++++++++++++
 .../shortrate/onefactormodels/markovfunctional.cpp |  19 ++--
 test-suite/interpolations.cpp                      | 117 +++++++++++++++++++++
 6 files changed, 232 insertions(+), 12 deletions(-)

commit 6a643c2aaa420f5e91e34f6709293d3f6fab195d
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Apr 2026 18:45:33 +0200

    Deprecate CPI::AsIndex

 ql/cashflows/cpicoupon.hpp                         |  2 +-
 ql/experimental/inflation/cpicapfloorengines.cpp   |  2 ++
 .../inflation/interpolatedyoyoptionletstripper.hpp |  2 +-
 ql/indexes/inflationindex.cpp                      | 10 +++++++--
 ql/indexes/inflationindex.hpp                      |  9 +++++---
 ql/instruments/cpicapfloor.hpp                     |  2 +-
 ql/instruments/cpiswap.hpp                         |  2 +-
 test-suite/inflation.cpp                           | 26 +++++++++++++---------
 test-suite/inflationcpibond.cpp                    |  2 +-
 test-suite/inflationcpicapfloor.cpp                |  4 ++--
 test-suite/inflationcpiswap.cpp                    | 14 ++++++------
 11 files changed, 46 insertions(+), 29 deletions(-)

commit e53cd8ab624779c2509950a52e23947b4bf6e87c
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Apr 2026 15:24:08 +0200

    Deprecate YoYInflationIndex::interpolated()

 .../inflation/interpolatedyoyoptionletstripper.hpp |  2 +-
 .../kinterpolatedyoyoptionletvolatilitysurface.hpp |  2 +-
 ql/indexes/inflationindex.cpp                      | 23 ++++++++++++++++++----
 ql/indexes/inflationindex.hpp                      | 16 ++++++++++++++-
 test-suite/inflation.cpp                           |  5 ++++-
 test-suite/inflationcapfloor.cpp                   |  2 +-
 test-suite/inflationcapflooredcoupon.cpp           |  4 ++--
 7 files changed, 43 insertions(+), 11 deletions(-)

commit da1704f8fbce6343007aa0d3fdfab9de9c56dfcb
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Apr 2026 16:44:27 +0200

    Avoid deprecated instruction in Dockerfile

 dockerfiles/ci.Dockerfile | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 982e18a799c14fb8b01f3940e6f07eddddeb1826
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Wed, 1 Apr 2026 16:13:48 +0200

    Use action from Microsoft to setup msbuild where possible

 .github/workflows/msvc-all-configs.yml | 4 ++--
 .github/workflows/msvc-nondefault.yml  | 4 ++--
 .github/workflows/msvc.yml             | 4 ++--
 3 files changed, 6 insertions(+), 6 deletions(-)

commit 0af0ec4c8fdc1789900a9901777135da1b4b3176
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Mon, 13 Apr 2026 09:22:47 +0200

    Add convenience workflow for pre-release checks

 .github/workflows/cmake-latest-runners.yml |  1 +
 .github/workflows/linux-full-tests.yml     |  1 +
 .github/workflows/linux-nondefault.yml     |  1 +
 .github/workflows/macos-nondefault.yml     |  1 +
 .github/workflows/msvc-all-configs.yml     |  1 +
 .github/workflows/msvc-nondefault.yml      |  1 +
 .github/workflows/prerelease-checks.yml    | 18 ++++++++++++++++++
 7 files changed, 24 insertions(+)

commit fce61e4b3753c01240b387f7c9f4a44d5035bdb1
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Apr 2026 10:30:58 +0200

    Increase version number automatically after release

 .github/workflows/increase-version-number.yml | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

commit c810b509495acee8faa1fd8ce23344ff10ca5f11
Merge: 82bd3acfd 4ba489d24
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Tue, 14 Apr 2026 13:11:00 +0200

    Remove features deprecated in version 1.38 (#2539)

commit 82bd3acfdd3b391695f4a1de73a406cc7e246d74
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Tue, 14 Apr 2026 07:59:53 +0000

    Set version to 1.43-dev

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

commit 9305c2af64072904d82a8d769e5557b3cd24cfe9
Author: Francois Botha <igitur@gmail.com>
Date:   Wed, 24 Jul 2024 18:28:08 +0200

    Add ZARONIA (South African Rand Overnight Index Average)

 QuantLib.vcxproj            |  2 ++
 QuantLib.vcxproj.filters    |  6 ++++++
 ql/CMakeLists.txt           |  2 ++
 ql/indexes/ibor/Makefile.am |  4 +++-
 ql/indexes/ibor/zaronia.cpp | 30 ++++++++++++++++++++++++++++++
 ql/indexes/ibor/zaronia.hpp | 39 +++++++++++++++++++++++++++++++++++++++
 6 files changed, 82 insertions(+), 1 deletion(-)

commit 1f761627f201689b5419c80184a3d11e670d6e93
Author: JewonJeon <jewon.j0620@gmail.com>
Date:   Wed, 1 Apr 2026 20:10:19 +0900

    fix const-correctness in Matrix class

 ql/math/matrix.hpp | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

commit 24448916b5edf9c96c3ce6d7112ece0449c37059
Author: David Korczynski <david@adalogics.com>
Date:   Tue, 31 Mar 2026 08:59:48 -0700

    fuzz: add fuzzing harness for Black Formula
    
    The goal is to improve code coverage of quantlib by way of OSS-Fuzz.
    
    Signed-off-by: David Korczynski <david@adalogics.com>

 fuzz-test-suite/CMakeLists.txt       |   9 ++-
 fuzz-test-suite/fuzzblackformula.cpp | 124 +++++++++++++++++++++++++++++++++++
 2 files changed, 132 insertions(+), 1 deletion(-)

commit 1eb19a3d11b173064b518cbaad2f5674dcf5af4e
Author: Eugene Toder <eltoder@twosigma.com>
Date:   Wed, 25 Mar 2026 19:53:15 -0400

    Avoid repeated calls to Interpolation::update()
    
    Add a flag (defaulting to true) for whether to run update when the
    interpolation is constructed. This matches the current behavior of most
    interpolations. Pass update=false when we don't need this, because we
    will call update later. In particular, do this in composite
    interpolations (log and mixed) and bootstrappers where we currently call
    update multiple times unnecessarily (usually all but the last call are
    before the data for the interpolation is set).
    
    Note that:
    1. Interpolations that do not support the new update argument are called
       without it.
    2. Interpolations are assumed to call update during construction when
       not passed update=false. This is true for most current interpolations
       except XABR. Since XABR is not used in interpolated curves, this is
       out of scope for this PR.
    3. Interpolation2D implementations used a different convention and never
       called update in constructors, so they are also out of scope for the
       change.
    4. GlobalBootstrap currently has an issue where for rates-based traits
       it calls methods that use interpolation (zeroRate and forwardRate)
       without updating it first. This will be addressed in a separate PR.
    
    Fixes #2447

 .../credit/interpolatedaffinehazardratecurve.hpp   |   1 -
 ql/math/interpolation.hpp                          |  20 +++-
 ql/math/interpolations/abcdinterpolation.hpp       |  10 +-
 .../interpolations/backwardflatinterpolation.hpp   |   9 +-
 .../interpolations/convexmonotoneinterpolation.hpp |  15 +--
 ql/math/interpolations/cubicinterpolation.hpp      |  11 ++-
 .../interpolations/forwardflatinterpolation.hpp    |   9 +-
 ql/math/interpolations/linearinterpolation.hpp     |   9 +-
 ql/math/interpolations/loginterpolation.hpp        |  35 ++++---
 ql/math/interpolations/mixedinterpolation.hpp      |  31 +++---
 .../credit/interpolateddefaultdensitycurve.hpp     |   1 -
 .../credit/interpolatedhazardratecurve.hpp         |   1 -
 .../interpolatedsurvivalprobabilitycurve.hpp       |   1 -
 .../inflation/interpolatedyoyinflationcurve.hpp    |   1 -
 .../inflation/interpolatedzeroinflationcurve.hpp   |   1 -
 ql/termstructures/iterativebootstrap.hpp           |   9 +-
 .../volatility/capfloor/capfloortermvolcurve.cpp   |   3 +-
 .../volatility/equityfx/blackvariancecurve.hpp     |   1 -
 ql/termstructures/yield/discountcurve.hpp          |   1 -
 ql/termstructures/yield/forwardcurve.hpp           |   1 -
 .../yield/interpolatedsimplezerocurve.hpp          |   1 -
 .../piecewiseforwardspreadedtermstructure.hpp      |  18 ++--
 .../yield/piecewisezerospreadedtermstructure.hpp   |  10 +-
 ql/termstructures/yield/spreaddiscountcurve.hpp    |   4 +-
 ql/termstructures/yield/zerocurve.hpp              |   1 -
 test-suite/interpolations.cpp                      | 104 ++++++++++++++-------
 26 files changed, 186 insertions(+), 122 deletions(-)

commit 4ba489d2421285c6b1d21bc6b57d28450c7b0cc9
Author: Luigi Ballabio <luigi.ballabio@gmail.com>
Date:   Fri, 20 Mar 2026 17:10:55 +0100

    Remove features deprecated in version 1.38

 QuantLib.vcxproj                                   |  13 --
 QuantLib.vcxproj.filters                           |  39 ----
 cmake/GenerateHeaders.cmake                        |  13 --
 ql/CMakeLists.txt                                  |  13 --
 ql/experimental/exoticoptions/Makefile.am          |  28 +--
 .../analyticholderextensibleoptionengine.hpp       |  28 ---
 .../analyticpartialtimebarrieroptionengine.hpp     |  28 ---
 .../exoticoptions/analyticpdfhestonengine.hpp      |  29 ---
 .../analytictwoassetbarrierengine.hpp              |  28 ---
 .../analytictwoassetcorrelationengine.hpp          |  28 ---
 .../analyticwriterextensibleoptionengine.hpp       |  28 ---
 .../continuousarithmeticasianlevyengine.hpp        |  28 ---
 .../exoticoptions/holderextensibleoption.hpp       |  28 ---
 .../exoticoptions/partialtimebarrieroption.hpp     |  28 ---
 .../exoticoptions/twoassetbarrieroption.hpp        |  29 ---
 .../exoticoptions/twoassetcorrelationoption.hpp    |  28 ---
 .../exoticoptions/writerextensibleoption.hpp       |  28 ---
 ql/experimental/inflation/genericindexes.hpp       |  23 --
 ql/indexes/ibor/Makefile.am                        |   3 +-
 ql/indexes/ibor/tona.hpp                           |  28 ---
 ql/indexes/inflation/aucpi.hpp                     |  21 --
 ql/indexes/inflation/euhicp.hpp                    |  40 ----
 ql/indexes/inflation/frhicp.hpp                    |  20 --
 ql/indexes/inflation/ukrpi.hpp                     |  20 --
 ql/indexes/inflation/uscpi.hpp                     |  20 --
 ql/indexes/inflation/zacpi.hpp                     |  20 --
 ql/indexes/inflationindex.cpp                      |  33 +--
 ql/indexes/inflationindex.hpp                      |  24 --
 test-suite/inflation.cpp                           | 258 ++++-----------------
 29 files changed, 52 insertions(+), 902 deletions(-)

commit 3527ecb5f44ee24d5c247b0a38b3a0dc7218e8f7
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Sun, 15 Mar 2026 19:06:51 +0100

    Add util static function for notional exchanges adjs

 ql/instruments/crossccybasisswap.cpp    | 30 ++++++++++++++----------------
 ql/instruments/crossccyfixfloatswap.cpp | 26 +++++++-------------------
 ql/instruments/crossccyswap.cpp         | 16 ++++++++++++++++
 ql/instruments/crossccyswap.hpp         |  6 ++++++
 test-suite/crossccyfixfloatswap.cpp     |  2 +-
 5 files changed, 44 insertions(+), 36 deletions(-)

commit b3f44c65572bf2e5cd63126c44b45179ec5c1660
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Sat, 7 Feb 2026 20:44:29 +0100

    remove old code in xccyratehelper

 .../termstructures/crosscurrencyratehelpers.cpp    | 35 ++--------------------
 .../termstructures/crosscurrencyratehelpers.hpp    |  2 --
 2 files changed, 2 insertions(+), 35 deletions(-)

commit c1e96da22ff6b1747dda40510a5f85043f6087aa
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Sat, 7 Feb 2026 20:37:03 +0100

    using crossccyswap for impliedQuote calc in constnotionalxccyhelper, add paymentLag adj for notional exchanges

 .../termstructures/crosscurrencyratehelpers.cpp    | 56 ++++++++++++++++++++--
 .../termstructures/crosscurrencyratehelpers.hpp    |  2 +
 ql/instruments/crossccyfixfloatswap.cpp            | 33 +++++++------
 test-suite/crosscurrencyratehelpers.cpp            | 26 ++++++----
 4 files changed, 90 insertions(+), 27 deletions(-)

commit f3466f676d956845eacf2ddab31e1de2d88b0bc5
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Fri, 26 Dec 2025 11:29:06 +0000

    Update old license links

 ql/instruments/crossccybasisswap.cpp          | 2 +-
 ql/instruments/crossccybasisswap.hpp          | 2 +-
 ql/instruments/crossccyfixfloatswap.cpp       | 2 +-
 ql/instruments/crossccyfixfloatswap.hpp       | 2 +-
 ql/instruments/crossccyswap.cpp               | 2 +-
 ql/instruments/crossccyswap.hpp               | 2 +-
 ql/pricingengines/swap/crossccyswapengine.cpp | 2 +-
 ql/pricingengines/swap/crossccyswapengine.hpp | 2 +-
 test-suite/crossccybasisswap.cpp              | 2 +-
 test-suite/crossccyfixfloatswap.cpp           | 2 +-
 test-suite/crossccyswap.cpp                   | 2 +-
 11 files changed, 11 insertions(+), 11 deletions(-)

commit d82c3c933990228675bbf31fae7be125e46d558d
Author: lballabio[bot] <224797326+lballabio-bot@users.noreply.github.com>
Date:   Fri, 26 Dec 2025 11:29:06 +0000

    Update copyright list in license

 LICENSE.TXT | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

commit 2edbcd37c53931155a5575e19de5d6ecc5f4eaa7
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Fri, 26 Dec 2025 12:30:31 +0100

    Fix doc string and add ONXccy test

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

commit f5a7cf82b1357ef4bec5b79ccc19a28c5685caec
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Fri, 26 Dec 2025 12:28:54 +0100

    Fix doc string and add ONXccy test

 ql/instruments/crossccybasisswap.cpp    | 17 +++++---
 ql/instruments/crossccybasisswap.hpp    | 17 +++++---
 ql/instruments/crossccyfixfloatswap.cpp |  4 +-
 ql/instruments/crossccyfixfloatswap.hpp |  1 +
 ql/instruments/crossccyswap.cpp         |  1 +
 ql/instruments/crossccyswap.hpp         |  1 +
 test-suite/crossccybasisswap.cpp        | 70 ++++++++++++++++++++++++++++++++-
 7 files changed, 96 insertions(+), 15 deletions(-)

commit 68e1ddab3cd4fe719bb021ac9ad07bd373d539b9
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Fri, 26 Dec 2025 11:22:22 +0100

    Adjusted code to new ON coupon alignment

 QuantLib.vcxproj                        |  1 -
 ql/CMakeLists.txt                       |  1 -
 ql/cashflows/overnightindexedcoupon.hpp |  1 -
 ql/instruments/Makefile.am              |  1 -
 ql/instruments/crossccybasisswap.cpp    | 17 +++++++++++------
 ql/instruments/crossccybasisswap.hpp    | 16 +++++++++++-----
 ql/instruments/crossccyfixfloatswap.cpp | 26 +++++++++++++++++++++++---
 ql/instruments/crossccyfixfloatswap.hpp | 21 ++++++++++++++++++++-
 test-suite/CMakeLists.txt               |  1 -
 test-suite/Makefile.am                  |  1 -
 test-suite/testsuite.vcxproj            |  1 -
 11 files changed, 65 insertions(+), 22 deletions(-)

commit 68c83530bbcf3414f7bae0cf937f97cd80ff2f2d
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Fri, 1 Aug 2025 15:18:54 +0200

    Rename xccyswapengine constructor params

 ql/pricingengines/swap/crossccyswapengine.cpp | 44 +++++++++++++--------------
 ql/pricingengines/swap/crossccyswapengine.hpp | 38 +++++++++++------------
 2 files changed, 41 insertions(+), 41 deletions(-)

commit 9c82a36e02280f4a95cc99ba20e23350ebbdad33
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date:   Thu, 19 Jun 2025 15:15:13 +0200

    Add constructor docstring in crossccyfixfloatswap.hpp

 ql/instruments/crossccyfixfloatswap.hpp | 25 ++++++++++++++++++++++++-
 1 file changed, 24 insertions(+), 1 deletion(-)

commit 496d95d6226bb2dcf699dca689799a55fe4f9f55
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date:   Thu, 19 Jun 2025 15:13:14 +0200

    Add constructor docstring in crossccybasisswap.hpp

 ql/instruments/crossccybasisswap.hpp | 26 ++++++++++++++++++++++++--
 1 file changed, 24 insertions(+), 2 deletions(-)

commit e35c609ae3e94c4a7313dde75ad7ccaae53f6810
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 17 Jun 2025 17:25:20 +0000

    Update generated headers

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

commit 77e673f17c998282af66294a7498846a663c1901
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Tue, 17 Jun 2025 19:23:11 +0200

    Fix typo in crossccybasisswap filename in Makefile.am

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

commit cecf12414b77f03f5d7f92355825ceb2ecbc7165
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Tue, 17 Jun 2025 19:17:14 +0200

    Added crossccybasisswap and related tests

 QuantLib.vcxproj                     |   2 +
 QuantLib.vcxproj.filters             |   6 +
 ql/CMakeLists.txt                    |   2 +
 ql/instruments/Makefile.am           |   2 +
 ql/instruments/crossccybasisswap.cpp | 176 +++++++++++++++++
 ql/instruments/crossccybasisswap.hpp | 149 +++++++++++++++
 test-suite/CMakeLists.txt            |   1 +
 test-suite/Makefile.am               |   1 +
 test-suite/crossccybasisswap.cpp     | 356 +++++++++++++++++++++++++++++++++++
 test-suite/testsuite.vcxproj         |   1 +
 test-suite/testsuite.vcxproj.filters |   3 +
 11 files changed, 699 insertions(+)

commit ecdda37e9edd6116d3268749c7690bda2a58cf60
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date:   Tue, 17 Jun 2025 10:30:02 +0200

    Add missing import in crossccyfixfloatswap tests

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

commit a65859e7d9a00f8ed9fef0309ce2d21891314368
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Tue, 17 Jun 2025 08:11:58 +0000

    Update copyright list in license

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

commit 9b62fab040c1521577a8bad55ab438c7107259bc
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Mon, 16 Jun 2025 17:15:30 +0000

    Update generated headers

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

commit 59df14c7748282d7021ae226e129ad725128807b
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date:   Tue, 17 Jun 2025 10:11:44 +0200

    add usingAtParCoupons, and fix code format in crossccyfixfloatswap.cpp

 test-suite/crossccyfixfloatswap.cpp | 54 ++++++++++++++++++-------------------
 1 file changed, 27 insertions(+), 27 deletions(-)

commit 960ab1552e011809f197bd3b822be06346cd29b2
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Mon, 16 Jun 2025 19:13:08 +0200

    Fixed typo in comments

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

commit 63f267fff09df93f4f737ccf393f92fcfb28fdaa
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Mon, 16 Jun 2025 19:07:18 +0200

    Add crossccyfixfloatswap

 QuantLib.vcxproj                        |   2 +
 QuantLib.vcxproj.filters                |   6 +
 ql/CMakeLists.txt                       |   2 +
 ql/instruments/Makefile.am              |   2 +
 ql/instruments/crossccyfixfloatswap.cpp | 159 +++++++++++++++++
 ql/instruments/crossccyfixfloatswap.hpp | 151 ++++++++++++++++
 test-suite/CMakeLists.txt               |   1 +
 test-suite/Makefile.am                  |   1 +
 test-suite/crossccyfixfloatswap.cpp     | 300 ++++++++++++++++++++++++++++++++
 test-suite/testsuite.vcxproj            |   1 +
 test-suite/testsuite.vcxproj.filters    |   3 +
 11 files changed, 628 insertions(+)

commit 2d8185cad835f601847b960ce76f153ba90ee88f
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Mon, 16 Jun 2025 18:55:50 +0200

    Refactor xccy tests file

 test-suite/crossccyswap.cpp | 122 +++++++++++++++++++++-----------------------
 1 file changed, 59 insertions(+), 63 deletions(-)

commit 5884906557a37af881a8a650c1b87a7e5772b4b1
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date:   Mon, 16 Jun 2025 14:37:24 +0200

    Fix tag typo in QuantLib.vcxproj

 QuantLib.vcxproj | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

commit a88020166ec75e5f65d514364cc9ed42059517ce
Author: Paolo D'Elia <paolo.delia99@gmail.com>
Date:   Mon, 16 Jun 2025 14:00:06 +0200

    Added missing imports in crossccyswapengine.hpp

 ql/pricingengines/swap/crossccyswapengine.hpp | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

commit 373255666bd4a156d67940a6432e80988fe38f7b
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Sat, 14 Jun 2025 12:17:42 +0200

    Update CrossCcySwap tests to account for usingAtParCoupons setting

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

commit 48e48aacf212c780c9cca7d96924584af2a24599
Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Date:   Fri, 13 Jun 2025 14:17:31 +0000

    Update generated headers

 ql/instruments/all.hpp         | 1 +
 ql/pricingengines/swap/all.hpp | 1 +
 2 files changed, 2 insertions(+)

commit af4d04446a3313501132ad696639b57bb71a7fc3
Author: paolodelia99 <paolo.delia99@gmail.com>
Date:   Fri, 13 Jun 2025 16:15:16 +0200

    Added base CrossCcySwap, CrossCcySwapEngine and related tests

 QuantLib.vcxproj                              |   4 +
 QuantLib.vcxproj.filters                      |  12 +
 ql/CMakeLists.txt                             |   4 +
 ql/instruments/Makefile.am                    |   2 +
 ql/instruments/crossccyswap.cpp               | 107 ++++
 ql/instruments/crossccyswap.hpp               | 147 ++++++
 ql/pricingengines/swap/Makefile.am            |   2 +
 ql/pricingengines/swap/crossccyswapengine.cpp | 165 ++++++
 ql/pricingengines/swap/crossccyswapengine.hpp | 107 ++++
 test-suite/CMakeLists.txt                     |   1 +
 test-suite/Makefile.am                        |   1 +
 test-suite/crossccyswap.cpp                   | 698 ++++++++++++++++++++++++++
 test-suite/testsuite.vcxproj                  |   1 +
 test-suite/testsuite.vcxproj.filters          |   3 +
 14 files changed, 1254 insertions(+)