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• feature/inflation-bootstrap-pillar
• feature/inflation-curve-lazy-base-date
• feature/inflation-helpers-fordates
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• feature/inflation-year-fraction
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• feature/modernize-models
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• feature/null-constexpr
• feature/oas-excoupon-callable-bond
• feature/ois-helper-fixed-daycount
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• feature/optimize-jamshidian-rstar
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• feature/overnight-future-register
• feature/paymentAdjustment
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• feature/perform-calc-protected
• feature/piecewise-forward-spreaded-ts
• feature/poland-xmas-eve
• feature/pricing-engine
• feature/pseudosqrt-tests
• feature/psyc-traits-public
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• feature/ql-time-calendar
• feature/quote-error
• feature/quotehandle-ois-spread
• feature/ragged-vol-surface
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• feature/remove-bootstrap-error
• feature/remove-null-code-dup
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• feature/reproducible_builds
• feature/return-curve-handles-refs
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• feature/schedule-remove-null-calendar
• feature/sifma-9-11
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• 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
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• feature/use-make-shared-pricingengines
• feature/use-make-shared-ptr-daycounters
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• feature/vn-dividend-tree
• feature/zabr-swaption-volatility-cube
• feature/zc-infl-helper-refactor
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• 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
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• 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-fd-swaption-engines-settlement-method
• fix-floatfloatswap-zero-bps-fair-spread
• fix-france-ascension-whit-monday
• fix-g2-small-mean-reversion-cancellation
• fix-hybrid-simulated-annealing-termination
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• fix-india-nse-2024-2025
• fix-irr-derivative
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• fix-oic-paymentdate-check
• fix-partial-time-knock-in-put
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• fix-southkorea-calendar-chuseok-2026-substitute
• fix-tree-exercise-at-maturity
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• fix/2776-gauss-quadrature-underflow
• fix/2785-bessel-k-evaluation
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• fix/aad-expression-templates
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• fix/aad-trinomialtree-constexpr
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• fix/ad-compile-recent
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• fix/ad-initializer-list
• fix/ad-master-compile
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• fix/ad-type-compatibility
• fix/add_vector_header
• fix/alpha-finder-robustness
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• fix/american-exercise-earliest-date
• fix/american-low-vol-2749
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• fix/bachelier-iv-at-intrinsic-2787
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• fix/binary-barrier-small-variance
• fix/binomial-greeks-coincident-nodes
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• fix/bjerksund-stensland-unit-beta
• fix/bjerksund-stensland-zero-volatility
• fix/bjs-maximise-trigger
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• 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/ecb-dates-2025-2028
• fix/extended-black-variance-surface-oob
• fix/fd-american-exercise-value
• fix/fixedvsfloating-zero-leg-bps
• fix/forward-performance-null-greeks
• fix/garch-check-minimizer-convergence
• fix/gauss-kronrod-recursion-bounds
• fix/gauss-laguerre-large-order-nan
• fix/gaussian1d-use-maturity-date
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• 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
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• fix/linear-regression
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• fix/lookback-zero-carry
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• fix/newton-halley-fallback
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• 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/south-korea-2026-2027-holidays
• fix/thailand-2026-2027-holidays
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• fix/turnbull-wakeman-known-average
• fix/two-asset-barrier-knock-in-dividend
• fix/variance-swap-dividends
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• fix/yoy-interpolated-maxdate
• fix/ziggurat-wedge-acceptance
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• tidy-latest
• tidy-std
• tonar
• travis-matrix
• tsobs11
• typo_uniform1dmesher
• uk-spring-2022
• unique_ptr
• unused
• unused-old-fd
• unused_classes
• update-copyright-list-master
• update-generated-headers-automated-prs
• update-generated-headers-master
• update-license-links-license-url
• update-license-links-master
• update-singapore-2026
• update-tidy
• update-ubuntu-22
• update-version-for-release-1.42.x
• update-version-for-release-master
• uscalendars
• variant-ois-helper-rate
• vc2013
• vc2026
• warning_C4702-unreachable_code
• warnings
• xabr-types
• xccy-args
• yield_overhaul
• yoy-inflation
• yoy-interpolated
• zaronia

Build # 43197848952

Build Type

Pull #2996

github

Committed by web-flow

Commit Message

Merge d0c13426f into c1fe8adbf

Pull Request Pull Request #2996: Allow G2SwaptionEngine to price cash-settled (CollateralizedCashPrice) swaptions

Coverage Stats

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

1 existing line in 1 file now uncovered.

67059 of 83818 relevant lines covered (80.01%)

8579370.12 hits per line