Update to 1.10.0 version.

amaggiulli · Oct 30, 2017 · bff1913 · bff1913
1 parent 4bd55d8
commit bff1913
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diff --git a/ChangeLog.txt b/ChangeLog.txt
diff --git a/News.txt b/News.txt
@@ -1,28 +1,48 @@
-QLNet 1.9.2 
+QLNet 1.10.0 
 =========================
 
-QLNet 1.9.2 stable version.
+QLNet 1.10.0 stable version.
 
 The most notable changes are included below.
 A detailed list of changes is available in ChangeLog.txt.
 
+ENGINES
+
++ Added DiscountingLoanEngine
++ Updated Swaption Engine
++ Added IsdaCdsEngine, InterpolatedSurvivalProbabilityCurve and SurvivalProbabilityStructure with test
++ Added AnalyticDoubleBarrierBinaryEngine and BinomialDoubleBarrierEngine
++ Added HW swaption engine
+
 FRAMEWORK
 
-+ Fixed floating point numbers equality.
-+ Added FastActivator to avoid new() on generic classes
-+ Project updated to Visual Studio 2017 new .csproj model.
-+ General project refactoring
-+ Removed "System.Exception" thrown by user code.
++ Updated documentation to standard XML format
++ Updated to net standard 2.0
++ Several bug fixes 
 
 TERMSTRUCTURES
 
-+ Added HestonBlackVolSurface 
++ Added Interpolated YoY Inflation Curve
++ Added normal volatility interpolation  to SABR
 
-INDEXES
+TIME
 
-+ Fixed inflation index reference period
+ + Updated Schedule for CDS2015 with test.
+ + Updated Actual360 daycounter to include/exclude last day
 
 INSTRUMENTS
 
-+ Added normal implied vol cap floor
-+ Added Bachelier volatility for CapFloor
++ Add gearing interface for CMS and Floating legs
++ Swaption instrument update
++ Updated bonds constructors
++ Added Finite differences method
++ Updated CreditDefaultSwap + helper
+
+MATH
+
++ Add SVI Interpolation class
++ Add shift to SABR & XABR
+
+CASHFLOWS
+
++ Added LastPeriodDayCounter to FixedRateCoupon
diff --git a/src/BermudanSwaption/BermudanSwaption.csproj b/src/BermudanSwaption/BermudanSwaption.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>BermudanSwaption</AssemblyName>

diff --git a/src/Bonds/Bonds.csproj b/src/Bonds/Bonds.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Bonds</AssemblyName>

diff --git a/src/CVAIRS/CVAIRS.csproj b/src/CVAIRS/CVAIRS.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>CVAIRS</AssemblyName>

diff --git a/src/CallableBonds/CallableBonds.csproj b/src/CallableBonds/CallableBonds.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>CallableBonds</AssemblyName>

diff --git a/src/EquityOption/EquityOption.csproj b/src/EquityOption/EquityOption.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>EquityOption</AssemblyName>

diff --git a/src/FRA/FRA.csproj b/src/FRA/FRA.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>FRA</AssemblyName>

diff --git a/src/FittedBondCurve/FittedBondCurve.csproj b/src/FittedBondCurve/FittedBondCurve.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>FittedBondCurve</AssemblyName>

diff --git a/src/QLNet.Old/AssemblyInfo.cs b/src/QLNet.Old/AssemblyInfo.cs
@@ -30,5 +30,5 @@
 //
 // È possibile specificare tutti i valori o impostare come predefiniti i valori Numero revisione e Numero build 
 // utilizzando l'asterisco (*) come descritto di seguito:
-[assembly: AssemblyVersion( "1.9.2.0" )]
-[assembly: AssemblyFileVersion( "1.9.2.0" )]
+[assembly: AssemblyVersion( "1.10.0.0" )]
+[assembly: AssemblyFileVersion( "1.10.0.0" )]
diff --git a/src/QLNet/QLNet.csproj b/src/QLNet/QLNet.csproj
@@ -1,8 +1,8 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
-    <TargetFrameworks>net45;net40;netstandard1.6;netcoreapp1.1</TargetFrameworks>
+    <VersionPrefix>1.10.0</VersionPrefix>
+    <TargetFrameworks>net45;net40;netstandard2.0;netcoreapp1.1</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>QLNet</AssemblyName>
     <PackageId>QLNet</PackageId>
@@ -30,7 +30,7 @@
     <Reference Include="Microsoft.CSharp" />
   </ItemGroup>
 
-  <ItemGroup Condition=" '$(TargetFramework)' == 'netstandard1.6' ">
+  <ItemGroup Condition=" '$(TargetFramework)' == 'netstandard2.0' ">
     <PackageReference Include="System.Reflection.Emit.Lightweight" Version="4.0.1" />
   </ItemGroup>
 

diff --git a/src/Repo/Repo.csproj b/src/Repo/Repo.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Repo</AssemblyName>

diff --git a/src/Swap/Swap.csproj b/src/Swap/Swap.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFrameworks>net45</TargetFrameworks>
     <DefineConstants>$(DefineConstants);QL_NEGATIVE_RATES</DefineConstants>
     <AssemblyName>Swap</AssemblyName>

diff --git a/tests/QLNet.Tests.Old/AssemblyInfo.cs b/tests/QLNet.Tests.Old/AssemblyInfo.cs
@@ -35,5 +35,5 @@
 //
 // È possibile specificare tutti i valori oppure impostare i valori predefiniti per i numeri relativi alla build e alla revisione 
 // utilizzando l'asterisco (*) come descritto di seguito:
-[assembly: AssemblyVersion( "1.9.2.0" )]
-[assembly: AssemblyFileVersion( "1.9.2.0" )]
+[assembly: AssemblyVersion( "1.10.0.0" )]
+[assembly: AssemblyFileVersion( "1.10.0.0" )]
diff --git a/tests/QLNet.Tests/QLNet.Tests.csproj b/tests/QLNet.Tests/QLNet.Tests.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <VersionPrefix>1.9.2</VersionPrefix>
+    <VersionPrefix>1.10.0</VersionPrefix>
     <TargetFramework>net45</TargetFramework>
     <AssemblyName>QLNet.Tests</AssemblyName>
     <PackageId>QLNet.Tests</PackageId>