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Merge branch 'kapl_documentation' into 'master'
gh pr 122 + some outstanding commits from GitHub See merge request qs/ore!41
2 parents 451c422 + d51382b commit 0389075

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.gitmodules

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[submodule "QuantLib"]
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path = QuantLib
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url = git@gitlab.acadiasoft.net:qs/quantlib.git
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url = https://github.com/OpenSourceRisk/QuantLib.git
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branch = master
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ignore = dirty

Docs/UserGuide/userguide.tex

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@@ -806,8 +806,8 @@ \subsection{Building ORE-SWIG}\label{sec:oreswig}
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\medskip
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To build the wrappers on Windows, Linux, mac OS
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\begin{enumerate}
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\item build ORE and QuantLib first, as shown in the previous section
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\item check out the ORE-SWIG repository into a project directory {\tt oreswig}, change into that directory
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\item build ORE and QuantLib first, as shown in the previous section. It is strongly advised to switch the codebase to a release tag here (e.g. 1.8.7.0), as the versions of the master branch are not always aligned!
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\item check out the ORE-SWIG repository into a project directory {\tt oreswig}, change into that directory (the same advice as above applies here as well, switch to the same release tag as ORE)
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\item pull in the QuantLib-SWIG project by running \\
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{\tt git submodule init} \\
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{\tt git submodule update}

QuantExt/qle/termstructures/strippedcpivolatilitystructure.hpp

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Rate I1 = ZeroInflation::cpiFixing(index_, maturityDate, observationLag(), indexIsInterpolated());
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Time timeToMaturity = dayCounter().yearFraction(underlyingBaseDate, fixDate);
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QuantLib::Real atmRate = pow(I1 / baseCPI, 1 / timeToMaturity) - 1.0;
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QuantLib::Real atmRate = std::pow(I1 / baseCPI, 1 / timeToMaturity) - 1.0;
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bool useFloor = chooseFloor(strikes_[i], atmRate);
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