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• fix/bessel-negative-integer-order
• 1.19
• 1.22
• 1.27.1
• 20.04
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• OIS-boostrap-basis
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• feature/fix-vasicek-zero-reversion-limit
• feature/fix_fx_forward_npv_reference_date
• feature/fix_fx_forward_npv_reference_date_rebased
• feature/fix_fx_fwrd_engine
• feature/fixing-convention
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• feature/from-var-static-assert
• feature/fut-conv-adj-dedup
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• feature/futures-conv-quote
• feature/fwd-spreaded-interpolation
• feature/fwd-zero-termstructure
• feature/fx-options-utils
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• feature/gaussian1d-float-float-swaption-coverage
• feature/global-bootstrap-errors-fn
• feature/global-bootstrap-transform
• feature/global-guess
• feature/global-guess-2
• feature/ho-lee
• feature/holiday-list-empty
• feature/implied-ts-cache
• feature/improve-calendar-coverage
• feature/improve-distribution-coverage
• feature/improve-perturbative-barrier
• feature/inflation-bootstrap-pillar
• feature/inflation-curve-lazy-base-date
• feature/inflation-helpers-fordates
• feature/inflation-helpers-swap
• feature/inflation-year-fraction
• feature/interp-impl-final
• feature/interp-no-dynamic-cast
• feature/interp-no-repeated-updates
• feature/interpolated-nodes-nodes
• feature/issue-2862-shyam-equity-total-return-swap
• feature/iter-bootstrap-dates
• feature/lazyobject-failed-update
• feature/makeswap-fixedtenor
• feature/makeswap-settledays
• feature/makeswaption-calendar
• feature/markov-functional-coverage
• feature/math-comparison-includes
• feature/mixed-mode-cleanup
• feature/mixed-mode-pass-derivative
• feature/modernize-models
• feature/modernize-pointer
• feature/multi-composite-quote
• feature/multiple-resets-swap
• feature/nodes-cleanup
• feature/non-deliverable-xccy-swap
• 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-barrier-low-vol
• 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-india-nse-2024-2025
• fix-irr-derivative
• fix-isma-long-first-short-last
• fix-jacobi-removable-singularity
• fix-ju-quadratic-zero-rate
• fix-lirs-atm-nan
• 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-sabr-nonpositive-vols
• 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/2989-thirdwednesdayinclusive-validation
• 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-compile-recent
• fix/ad-hook-linux/choi-asian-engine
• fix/ad-initializer-list
• fix/ad-master-compile
• fix/ad-rs-near-money-test
• 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/bjs-maximise-trigger
• fix/burley2020-sobol-avoid-zero
• fix/catbond-montecarlo-max-paths
• fix/choi-asian-degenerate-states
• 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/geometric-average-strike-valuation-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/inverse-cumulative-poisson-large-means
• 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/lagrange-zero-knot
• 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
• fix_g1d_process_refs
• fix_ois_future_notification
• fixed-ibor-coupon
• fra-empty-discount
• functors
• fuzz-3
• g2bounds
• gaussian-copula-spread-engine
• global-bootstrap
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• header-only-test
• helper-to-lambda
• helper-underlying-accessors
• heston_process
• himalaya
• hotfix/mxv-data-assignment
• hotfix/small-opt-vv-price
• hotfix/strike-from-delta
• hullwhite-forward-start-small-mean-reversion
• hw_fix_bug
• implicit-copy-constructor
• implied-hazard-rate
• improve-calendar-test-coverage
• improve-energybasisswap-coverage
• increase-version
• inflation-caplet-fixing
• inflation-cycles
• inflation-pricer
• inflation-zero-rate
• inflationcashflows
• initialization-lists
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• interpolated-zero-inflation
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• intraday-serial-number
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• isnan
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• issue-1695
• issue-1695-part2
• jumps-no-reference
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• korea-2025-presidential-election
• lambda-return-types
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• makecapfloor-bacheliercapfloorengine-check-added
• malaysia-calendar
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• missing-typedef
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• modernize-use-auto
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• more-convertible-rework
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• move-constructors
• msvc-analysis-2022
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• msvc-crt-deprecation
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• msvc-utf8-sources
• multicurve-example
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• nominal-curve
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• patch-1
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• pearson-spread-engine
• perf/kernel-interpolation-upstream
• perf/latentmodel-recursion-v2
• perf/statistics-temporaries
• perpetual-futures-style-fix
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• pkg-config
• pr/gaussian2d-credit-tree
• prerelease-check/travis-nondefaultconfig
• pricing_bond_doc
• public-method
• pull-request-1183
• pull-request-1218
• qd-double-boundary
• ql_deprecated
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• quantlib-calendars-fuzzer
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• range-accrual-schedule
• ratehelper_scale
• real-or-handle-variant
• recalculate-fix
• refactor/remove-redundant-volsteptimes-array
• refactor/swaptionvolcube-use-clone-for-atmstrike
• refs/heads/master
• refs/tags/1.22rc
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• refs/tags/1.26rc
• refs/tags/1.27rc
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• refs/tags/QuantLib-v1.19
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• refs/tags/QuantLib-v1.24
• refs/tags/QuantLib-v1.25
• refs/tags/QuantLib-v1.26
• refs/tags/QuantLib-v1.27
• refs/tags/QuantLib-v1.27.1
• refs/tags/QuantLib-v1.28
• remove-deprecated
• remove_mat_date_latest_relevant_date
• replace-bind-with-lambdas
• replace-scoped-ptr
• revert-1491
• revert-985-no-vc2012
• romania-good-friday-epiphany
• rough-heston-interface
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• sabr
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• smilesection-rnd-calculator
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• sobol_speedup
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• soft-barrier-direction
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• taiwan-2025-holidays
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• thai-calendar-fixes
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• thread-key
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• tidy-fixes
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• update-copyright-list-master
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• update-generated-headers-master
• update-license-links-license-url
• update-license-links-master
• update-singapore-2026
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• update-ubuntu-22
• update-version-for-release-1.42.x
• update-version-for-release-master
• uscalendars
• variant-ois-helper-rate
• vc2013
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• warning_C4702-unreachable_code
• warnings
• xabr-types
• xccy-args
• yield_overhaul
• yoy-inflation
• yoy-interpolated
• zaronia

Build # 41694696510

Build Type

Pull #3012

github

Committed by web-flow

Commit Message

Merge 4814c569d into 84fbf0a0e

Pull Request Pull Request #3012: Reflect negative integer orders in modified Bessel I

Coverage Stats

2 of 2 new or added lines in 1 file covered. (100.0%)

65549 of 82281 relevant lines covered (79.66%)

8698156.48 hits per line