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• 1.27.1
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• feature/schedule-remove-null-calendar
• feature/simple-quote-final
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• feature/smile-sec-repeated-calls
• feature/smilesection-optional-forward
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• 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
• fix-5yr-label-basketlosses
• fix-753-reference-date-adjustment
• fix-bondforward-spotincome-excoupon
• fix-boost-test-macros-master
• fix-coupon-accrueddays-excoupon
• fix-include-in-quotes-master
• fix-irr-derivative
• fix-makevanillaswap-spot-date-2546
• fix-mixedinterpolation-switch-oob
• fix-multicubicspline-reference
• fix-oic-paymentdate-check
• fix-type
• fix-vector-initialiser
• fix/AFR-constructr-segfault
• fix/aad-fxforward-blackvarsurface
• fix/aad-gaussiancopula-clamp
• fix/aad-real-accumulate
• fix/aad-real-type-in-range-for
• fix/aad-trinomialtree-constexpr
• fix/ad-compatible-overnight-pricer
• fix/ad-hook-linux/choi-asian-engine
• fix/ad-initializer-list
• fix/american-exercise-earliest-date
• fix/array-constructor
• fix/auto-to-real-variance-option-upstream
• fix/burley2020-sobol-avoid-zero
• fix/gsrprocesscore-temporary-arrays
• fix/issue-2172-stc-long-first-period
• fix/linear-regression
• fix/mtm-xccy-nofreq
• fix/problematic-inheritance-in-DefaultLossModel
• fix/yield-term-structure-time-error-message
• fix/zspread-daycount
• fix_g1d_process_refs
• fixed-ibor-coupon
• fra-empty-discount
• functors
• fuzz-3
• g2bounds
• gaussian-copula-spread-engine
• global-bootstrap
• global_bootstrap_update
• gsr-notification-loop
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• header-only-test
• helper-to-lambda
• himalaya
• hotfix/mxv-data-assignment
• hotfix/small-opt-vv-price
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• hw_fix_bug
• implicit-copy-constructor
• implied-hazard-rate
• inflation-caplet-fixing
• inflation-pricer
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• initialization-lists
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• interpolated-zero-inflation
• interpolatedfixing
• intraday-serial-number
• isnan
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• issue-1695
• issue-1695-part2
• jumps-no-reference
• juneteenth
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• kirk-theta
• lambda-return-types
• lbfgsb-ad-compat
• lcov
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• makecapfloor-bacheliercapfloorengine-check-added
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• missing-typedef
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• modernize-use-auto
• modernize-use-default-member-init
• modernize-use-emplace
• modernize-use-nullptr
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• modernize-use-using
• more-checks
• more-convertible-rework
• more-ex-coupon
• move-constructors
• msvc-analysis-2022
• multicurve-example
• multicurve_bootstrap
• natural_cubic_spline_fitter
• new-fuzzing
• new-fuzzing-harnesses-1
• newfeature/fxforwardpricing
• newzealand
• no-gnu-make
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• no-workaround
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• o3-errors
• obsolete-fd
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• ois-sanitize
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• overnight-coupon-rounding
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• patch-1
• patch-constexpr-real
• pearson-spread-engine
• perpetual-futures-style-fix
• perpetual_futures
• piecewise-single-section-constructor
• pkg-config
• pr/gaussian2d-credit-tree
• prerelease-check/travis-nondefaultconfig
• pricing_bond_doc
• public-method
• pull-request-1183
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• qd-double-boundary
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• range-accrual-schedule
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• refs/tags/QuantLib-v1.27
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• remove-deprecated
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• replace-bind-with-lambdas
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Build # 29168448220

Build Type

Pull #2655

github

Committed by web-flow

Commit Message

Merge dfb8e8baa into 4567efac4

Pull Request Pull Request #2655: RFR swaption support in Gsr

Coverage Stats

129 of 144 new or added lines in 10 files covered. (89.58%)

2 existing lines in 2 files now uncovered.

59622 of 79579 relevant lines covered (74.92%)

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