Peter Caspers

avoid underflow in SmileSectionUtils

4

https://github.com/lballabio/QuantLib/blob/50ab670d72c3b64d07c7a8dd7f6a43582604f3f9/ql/termstructures/volatility/smilesectionutils.cpp#L185 rightIndex_ might be zero here, so we should change the code to ``` if (rightIndex_ > 0) rightIndex_--; ```

introduce scale for rate helpers

1

resolves #2396 Question:s How backwards compatible do we want to be, i.e. - can we maybe incorporate the scale into the quoteError()? - do we want an option to enable...

The rate helper implementations use different quote scales. For example, FutureRateHelper uses a quote in the order of 1E2 while SwapRateHelper uses 1E-2. This becomes an issue when we run...

relax check (resolves #2394)

1

resolves #2394

relax check for duplicate pillar dates in GlobalBootstrap

3

We do not allow for duplicate dates from bootstrap helpers and additional dates in GlobalBootstrap. I would like to remove this restriction, since it is not necessary and there are...

LazyObject receiving an update during calculate() will stay in state "not calculated"

6

We have a case where a lazy object receives an `update()` from one of its observables during `calculate()`. Since `calculate()` sets `calculated_` to true early, see here, ``` inline void...