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• 1.19
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• feature/improve-calendar-coverage
• feature/improve-distribution-coverage
• feature/improve-perturbative-barrier
• feature/inflation-bootstrap-pillar
• feature/inflation-curve-lazy-base-date
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• feature/inflation-helpers-swap
• feature/inflation-year-fraction
• feature/interp-impl-final
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• feature/interp-no-repeated-updates
• feature/interpolated-nodes-nodes
• feature/iter-bootstrap-dates
• feature/lazyobject-failed-update
• feature/makeswap-fixedtenor
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• feature/makeswaption-calendar
• feature/markov-functional-coverage
• feature/math-comparison-includes
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• feature/modernize-models
• feature/modernize-pointer
• feature/multi-composite-quote
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• feature/null-constexpr
• feature/oas-excoupon-callable-bond
• feature/ois-helper-fixed-daycount
• feature/ois-rate-helper-bdc
• feature/ois-rate-helper-overnight-cal
• feature/optimize-jamshidian-rstar
• feature/optionlet-frequency
• feature/overnight-future-helper-register
• feature/overnight-future-register
• feature/paymentAdjustment
• feature/penalty-function
• feature/perform-calc-protected
• feature/piecewise-forward-spreaded-ts
• feature/pricing-engine
• feature/pseudosqrt-tests
• feature/psyc-traits-public
• feature/ql-ore-coupons-alignment
• feature/ql-time-calendar
• feature/quote-error
• feature/quotehandle-ois-spread
• feature/ragged-vol-surface
• feature/reduce-temporary-allocations
• feature/relink-handle-reset
• feature/remove-bootstrap-error
• feature/remove-null-code-dup
• feature/remove-saved-eval-date
• feature/reproducible_builds
• feature/return-curve-handles-refs
• feature/saron-index
• feature/schedule-backward-regularity
• feature/schedule-remove-null-calendar
• feature/simple-quote-final
• feature/simplify-infl-period
• feature/smile-sec-repeated-calls
• feature/smilesection-optional-forward
• feature/smilesectionutils-underflow
• feature/spread-discount-curve
• feature/spread-discount-guess
• feature/student-t-inverse-cdf-boost
• feature/swap-helper-bdc
• feature/th-holidays-2025
• feature/thirty360-us
• feature/trinomial-tree-branching
• feature/ufr-rounding
• feature/update-singapore-calendar-2025
• feature/use-make-ptr
• feature/use-make-shared-capfloor-vol-calendar
• feature/use-make-shared-constant-vol
• feature/use-make-shared-pricingengines
• feature/use-make-shared-ptr-daycounters
• feature/use-make-unique-ptr
• feature/vn-dividend-tree
• feature/zabr-swaption-volatility-cube
• feature/zc-infl-helper-refactor
• feature/zcif-leg-bps
• feature/zero-spread-no-dc
• feautre/use-make-shared-ptr-indexes
• fft-order-zero-oob
• fitted-curve-test
• fitting-parameter-lookup
• fix-2591-comment
• fix-2873-cms-spread-shifts
• fix-5yr-label-basketlosses
• fix-753-reference-date-adjustment
• fix-binomial-american-theta
• fix-black-vasicek-engine
• fix-bondforward-spotincome-excoupon
• fix-boost-test-macros-master
• fix-bpv-convexity
• fix-callable-bond-callability-type
• fix-callable-effective-duration
• fix-capfloor-zero-vol-delta
• fix-coupon-accrueddays-excoupon
• fix-default-probability-before-reference-date
• fix-double-barrier-strike-outside-corridor
• fix-dr78-degenerate-correlations
• fix-ext-namespace-master
• fix-floatfloatswap-zero-bps-fair-spread
• fix-france-ascension-whit-monday
• fix-g2-small-mean-reversion-cancellation
• fix-hybrid-simulated-annealing-termination
• fix-include-in-quotes-master
• fix-irr-derivative
• fix-ju-quadratic-zero-rate
• fix-makevanillaswap-spot-date-2546
• fix-mixedinterpolation-switch-oob
• fix-multicubicspline-reference
• fix-noncentral-chi-square-underflow
• fix-oi-future-spot-compounding
• fix-oic-paymentdate-check
• fix-partial-time-knock-in-put
• fix-southkorea-calendar-chuseok-2026-substitute
• fix-tree-exercise-at-maturity
• fix-type
• fix-vasicek-small-mean-reversion-cancellation
• fix-vector-initialiser
• fix-yoy-optionlet-time-value
• fix/2776-gauss-quadrature-underflow
• fix/2785-bessel-k-evaluation
• fix/AFR-constructr-segfault
• fix/aad-expression-templates
• fix/aad-fxforward-blackvarsurface
• fix/aad-gaussiancopula-clamp
• fix/aad-real-accumulate
• fix/aad-real-type-in-range-for
• fix/aad-recent-tests
• fix/aad-test-macros
• fix/aad-trinomialtree-constexpr
• fix/abcd-maximum-location
• fix/ad-compatible-overnight-pricer
• fix/ad-hook-linux/choi-asian-engine
• fix/ad-initializer-list
• fix/ad-master-compile
• fix/ad-type-compatibility
• fix/add_vector_header
• fix/alpha-finder-robustness
• fix/american-approximations-below-intrinsic
• fix/american-exercise-earliest-date
• fix/american-low-vol-2749
• fix/array-constructor
• fix/auto-to-real-variance-option-upstream
• fix/bachelier-iv-at-intrinsic-2787
• fix/barrier-zero-volatility
• fix/baw-critical-price-seed
• fix/baw-put-early-exercise-never-optimal
• fix/binary-barrier-small-variance
• fix/binomial-greeks-coincident-nodes
• fix/binomial-tree-probability-guards
• fix/bjerksund-stensland-unit-beta
• fix/bjerksund-stensland-zero-volatility
• fix/burley2020-sobol-avoid-zero
• fix/catbond-montecarlo-max-paths
• fix/commoditytype-arg-order-and-lattice-openmp
• fix/complex-chooser-maturities
• fix/convertible-dividend-indexing
• fix/convertible-dividend-settlement-lag
• fix/cpi-yoy-zero-leg-bps
• fix/credit-curve-jumps-2764
• fix/deposit-fra-weekend-forecast-2899
• fix/digital-american-at-expiry-small-variance
• fix/digital-american-small-variance
• fix/docs-calendar-typos
• fix/extended-black-variance-surface-oob
• fix/fd-american-exercise-value
• fix/fixedvsfloating-zero-leg-bps
• fix/garch-check-minimizer-convergence
• fix/gauss-kronrod-recursion-bounds
• fix/gauss-laguerre-large-order-nan
• fix/gaussian1d-use-maturity-date
• fix/gsr-forward-measure-time-sync
• fix/gsrprocesscore-temporary-arrays
• fix/holder-extensible-critical-prices
• fix/inflation-vol-quote-not-observed
• fix/interest-rate-null-state
• fix/issue-2172-stc-long-first-period
• fix/issue-2788-makeswaption-nominal-init
• fix/itm-probability-zero-stddev
• fix/ju-european-floor
• fix/ju-price-below-exercise-value
• fix/korea-2026-chuseok-substitute
• fix/kruger-zero-slope
• fix/leisen-reimer-down-move
• fix/levy-low-volatility
• fix/linear-regression
• fix/lirs-implied-stddev-at-intrinsic
• fix/lookback-zero-carry
• fix/margrabe-quantity-greeks
• fix/markovfunctional-flat-tail-last-node
• fix/mtm-xccy-nofreq
• fix/negative-period-comparison
• fix/notaknot-few-points
• fix/overnight-excoupon-accrued
• fix/partial-lookback-zero-carry
• fix/pearson-spread-negative-strike-puts
• fix/perturbative-barrier-tvtl
• fix/problematic-inheritance-in-DefaultLossModel
• fix/qd-american-floor-at-exercise
• fix/rs-implied-stddev-nan
• fix/saudiarabia-founding-day-eid-adha
• fix/singapore-2027-holidays
• fix/smilesection-differencing-gap
• fix/smilesection-rnd-tail-quantiles
• fix/thailand-2026-holidays
• fix/turnbull-wakeman-known-average
• fix/two-asset-barrier-knock-in-dividend
• fix/variance-swap-dividends
• fix/xabr-fillvolcube-null-atmvolstructure
• fix/yield-term-structure-time-error-message
• fix/ziggurat-wedge-acceptance
• fix/zspread-daycount
• fix_coverity_issues
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• malaysia-calendar
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• msvc-analysis-2022
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• patch-1
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• perpetual-futures-style-fix
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• pkg-config
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• prerelease-check/travis-nondefaultconfig
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• pull-request-1183
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• refs/heads/master
• refs/tags/1.22rc
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• refs/tags/QuantLib-v1.19
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• refs/tags/QuantLib-v1.22
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• remove-deprecated
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• update-singapore-2026
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• update-version-for-release-master
• uscalendars
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• warning_C4702-unreachable_code
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Build # 40518443988

Build Type

Pull #2956

github

Committed by web-flow

Commit Message

Merge 0d4a116d6 into 17a720edf

Pull Request Pull Request #2956: Preserve leg notionals when converting to NonstandardSwap

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