diff --git a/ChangeLog.txt b/ChangeLog.txt index 9296f0475e..568a967531 100644 --- a/ChangeLog.txt +++ b/ChangeLog.txt @@ -1,3 +1,103 @@ +commit ede2c4b995b543b1e89ff028682f14ec0cff829f +Author: Luigi Ballabio +Date: Mon, 12 Jul 2021 09:46:54 +0200 + + Set version to 1.37 final. + + CMakeLists.txt | 4 ++-- + configure.ac | 2 +- + ql/version.hpp | 4 ++-- + 3 files changed, 5 insertions(+), 5 deletions(-) + +commit 7001df124864e7de9572f6708774b88037a0c98f +Author: Luigi Ballabio +Date: Fri, 10 Jan 2025 17:59:30 +0100 + + Use fallthrough attribute instead of comment + + ql/time/schedule.cpp | 2 +- + 1 file changed, 1 insertion(+), 1 deletion(-) + +commit 806a6306419732bfadb248f2faa1d43655fd02be +Author: Luigi Ballabio +Date: Fri, 10 Jan 2025 17:56:52 +0100 + + Make a few variables constexpr + + test-suite/basketoption.cpp | 6 +++--- + test-suite/gaussianquadratures.cpp | 3 ++- + test-suite/integrals.cpp | 7 ++++--- + test-suite/matrices.cpp | 2 +- + 4 files changed, 10 insertions(+), 8 deletions(-) + +commit 38d7426c1014ba552f7e49a25253217cd56e59d9 +Author: Luigi Ballabio +Date: Wed, 15 Jan 2025 23:00:56 +0100 + + Update news + + Docs/pages/history.docs | 7 +++++-- + News.md | 9 ++++++--- + 2 files changed, 11 insertions(+), 5 deletions(-) + +commit cd8e69c0b46e00e719a951d91d79d003910f1d04 +Merge: b5ab596a1 c3c27e28f +Author: Luigi Ballabio +Date: Fri, 17 Jan 2025 11:45:01 +0100 + + Move transformation used in GlobalBootstrap into Traits (#2135) + +commit c3c27e28fa1f075de0b0907fcdd910b004ca88ce +Author: Eugene Toder +Date: Wed, 8 Jan 2025 16:12:44 -0500 + + Move transformation used in GlobalBootstrap into Traits + + Also, use exp instead of atan transformation for discount factors. This + is an improvement on #2120 based on these observations: + + * Rates-based traits don't need any constraints in the optimization, so + we don't need any transformation with them. This removes unnecessary + computations. + + * Discount factors are only bounded on one side (have to be positive), + so instead of estimating a max value to use atan, we can simply use + exp. This is faster and uses fewer magic numbers. + + Another issue with atan is that it changes the gradients too much when + the value is far from the middle of the range. This pushes + optimization away from the correct solution when rates are low. This + makes it hard to find value of maxDF that works for both very low and + very high rates. + + ql/termstructures/globalbootstrap.hpp | 24 ++++------------- + ql/termstructures/yield/bootstraptraits.hpp | 41 ++++++++++++++--------------- + 2 files changed, 25 insertions(+), 40 deletions(-) + +commit b5ab596a1ea68171fe402a3895fbd4372ceaf935 +Author: Luigi Ballabio +Date: Wed, 4 Oct 2023 11:52:15 +0200 + + Set version to 1.37-rc + + CMakeLists.txt | 4 ++-- + configure.ac | 2 +- + ql/version.hpp | 4 ++-- + 3 files changed, 5 insertions(+), 5 deletions(-) + +commit f7a7f693c2b559c16d8e47dfdcd3d52a6a55e3da +Author: Luigi Ballabio +Date: Tue, 7 Jan 2025 17:25:24 +0100 + + Update news and changelog + + ChangeLog.txt | 2759 +++++++++++------------- + Contributors.txt | 1 + + Docs/pages/history.docs | 154 +- + News.md | 249 +-- + ql/experimental/commodities/commodityindex.hpp | 2 +- + 5 files changed, 1538 insertions(+), 1627 deletions(-) + commit 6a513c7975dd1b31a03e46fee910ddf4c67fa05b Author: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> Date: Tue, 7 Jan 2025 08:05:40 +0000