2006-10-30 13:09  Luigi Ballabio

	* LICENSE.TXT (1.31.2.1), Docs/pages/license.docs (1.26.2.1),
	ql/MarketModels/marketmodel.hpp (1.3.2.1),
	ql/MarketModels/swapforwardconversionmatrix.cpp (1.3.2.1),
	ql/MarketModels/swapforwardconversionmatrix.hpp (1.3.2.1),
	ql/MarketModels/Models/expcorrflatvol.hpp (1.3.2.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.18.2.3),
	ql/Volatilities/smilesection.hpp (1.2.2.1):

	Updated list of copyright holders

2006-10-27 17:26  Luigi Ballabio

	* ql/: quantlib.hpp (1.155.2.1), MarketModels/all.hpp (1.9.2.1),
	MarketModels/core.hpp (1.2.2.1),
	MarketModels/BrownianGenerators/Makefile.am (1.2.2.2),
	MarketModels/BrownianGenerators/all.hpp (1.1.2.1),
	MarketModels/Evolvers/Makefile.am (1.2.2.2),
	MarketModels/Evolvers/all.hpp (1.1.2.1),
	MarketModels/ExerciseStrategies/Makefile.am (1.1.2.2),
	MarketModels/ExerciseStrategies/all.hpp (1.1.2.1),
	MarketModels/ExerciseValues/Makefile.am (1.1.2.2),
	MarketModels/ExerciseValues/all.hpp (1.1.2.1),
	MarketModels/Models/Makefile.am (1.4.2.2),
	MarketModels/Models/all.hpp (1.1.2.1),
	MarketModels/Products/all.hpp (1.6.2.1),
	MarketModels/Products/MultiStep/all.hpp (1.3.2.1),
	MarketModels/Products/OneStep/all.hpp (1.1.2.1):

	More all.hpp fixes

2006-10-27 17:26  Luigi Ballabio

	* ql/MarketModels/: BrownianGenerators/all.hpp (1.1),
	Evolvers/all.hpp (1.1), ExerciseStrategies/all.hpp (1.1),
	ExerciseValues/all.hpp (1.1), Models/all.hpp (1.1):

	file all.hpp was initially added on branch R000314f0-branch.

2006-10-27 16:35  Luigi Ballabio

	* ql/core.hpp (1.19.2.1), ql/CashFlows/all.hpp (1.5.4.1),
	ql/CashFlows/cmscoupon.hpp (1.18.2.1), ql/CashFlows/core.hpp
	(1.5.4.1), ql/Currencies/all.hpp (1.6.10.1),
	ql/FiniteDifferences/all.hpp (1.5.4.1),
	ql/FiniteDifferences/core.hpp (1.4.6.1), ql/Indexes/all.hpp
	(1.9.2.1), ql/Indexes/core.hpp (1.6.2.1), ql/Instruments/all.hpp
	(1.19.4.1), ql/Instruments/core.hpp (1.4.8.1), ql/Lattices/all.hpp
	(1.4.6.1), ql/Lattices/core.hpp (1.2.10.1), ql/Math/all.hpp
	(1.13.2.1), ql/Math/core.hpp (1.2.10.1), ql/MonteCarlo/all.hpp
	(1.8.2.1), ql/MonteCarlo/core.hpp (1.3.10.1),
	ql/Optimization/all.hpp (1.3.6.1), ql/Optimization/core.hpp
	(1.2.10.1), ql/Pricers/all.hpp (1.9.10.1), ql/Pricers/core.hpp
	(1.3.10.1), ql/PricingEngines/all.hpp (1.14.2.1),
	ql/PricingEngines/Asian/all.hpp (1.4.10.1),
	ql/PricingEngines/Barrier/all.hpp (1.3.10.1),
	ql/PricingEngines/Basket/all.hpp (1.4.10.1),
	ql/PricingEngines/CapFloor/all.hpp (1.5.4.1),
	ql/PricingEngines/Cliquet/all.hpp (1.4.10.1),
	ql/PricingEngines/Forward/all.hpp (1.3.4.1),
	ql/PricingEngines/Hybrid/all.hpp (1.2.6.1),
	ql/PricingEngines/Quanto/all.hpp (1.2.10.1),
	ql/PricingEngines/Swaption/all.hpp (1.6.6.1),
	ql/PricingEngines/Vanilla/all.hpp (1.13.2.1), ql/Processes/all.hpp
	(1.6.4.1), ql/RandomNumbers/all.hpp (1.10.10.1),
	ql/RandomNumbers/core.hpp (1.3.10.1), ql/ShortRateModels/all.hpp
	(1.4.6.1), ql/ShortRateModels/core.hpp (1.2.10.1),
	ql/ShortRateModels/CalibrationHelpers/all.hpp (1.1.6.1),
	ql/ShortRateModels/LiborMarketModels/all.hpp (1.2.4.1),
	ql/ShortRateModels/OneFactorModels/all.hpp (1.1.6.1),
	ql/ShortRateModels/TwoFactorModels/all.hpp (1.1.6.1),
	ql/Utilities/all.hpp (1.10.2.1), ql/Volatilities/cmsmarket.cpp
	(1.10.2.1), ql/VolatilityModels/all.hpp (1.4.4.1),
	test-suite/cms.cpp (1.50.2.3):

	Fixed some all.hpp and core.hpp files

2006-10-26 16:56  Luigi Ballabio

	* ql/CashFlows/: indexedcashflowvectors.hpp (1.6.2.1),
	shortindexedcoupon.hpp (1.18.2.1), upfrontindexedcoupon.hpp
	(1.17.2.1):

	Generalized indexed coupons to take an interest-rate index

2006-10-26 10:53  Luigi Ballabio

	* ql/Volatilities/: swaptionvolcube.hpp (1.27.2.1),
	swaptionvolcubebysabr.hpp (1.22.2.1):

	Marked unstable classes as such

2006-10-26 10:49  Luigi Ballabio

	* configure.ac (1.89.2.1), test-suite/Makefile.am (1.82.2.1),
	test-suite/quantlibbenchmark.cpp (1.2.2.1):

	Optionally build and install benchmark with 'make' and 'make
	install'

2006-10-24 15:51  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.87.2.4),
	Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.19.2.3),
	ql/currency.hpp (1.30.10.1), ql/schedule.cpp (1.21.2.1),
	ql/CashFlows/conundrumpricer.cpp (1.52.2.2),
	ql/CashFlows/dividend.hpp (1.4.4.1),
	ql/FiniteDifferences/pdebsm.hpp (1.7.4.1),
	ql/FiniteDifferences/stepcondition.hpp (1.20.6.1),
	ql/Instruments/convertiblebond.cpp (1.23.2.2),
	ql/Instruments/fixedcouponbond.cpp (1.18.2.1),
	ql/MarketModels/curvestate.cpp (1.10.2.1),
	ql/MarketModels/driftcalculator.cpp (1.30.2.2),
	ql/MarketModels/swapbasissystem.cpp (1.3.2.1),
	ql/MarketModels/ExerciseStrategies/swapratetrigger.cpp (1.3.2.1),
	ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp
	(1.3.2.1), ql/MarketModels/ExerciseValues/nothingexercisevalue.cpp
	(1.3.2.1), ql/Math/forwardflatinterpolation.hpp (1.4.4.1),
	ql/Math/multicubicspline.hpp (1.11.6.1),
	ql/Math/sabrinterpolation.hpp (1.35.2.3),
	ql/Optimization/linesearch.hpp (1.22.2.1),
	ql/Optimization/lmdif.cpp (1.4.6.1),
	ql/PricingEngines/blackformula.cpp (1.12.6.1),
	ql/PricingEngines/Vanilla/analytichestonengine.cpp (1.4.8.1),
	ql/Processes/g2process.cpp (1.1.4.1),
	ql/Processes/merton76process.hpp (1.8.2.1),
	ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp
	(1.7.2.1), ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.cpp
	(1.1.6.1), ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.cpp
	(1.1.6.1),
	ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.cpp
	(1.1.4.1),
	ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.cpp
	(1.2.4.1), ql/ShortRateModels/LiborMarketModels/lmvolmodel.cpp
	(1.1.6.1), ql/ShortRateModels/OneFactorModels/hullwhite.cpp
	(1.33.2.1), ql/ShortRateModels/OneFactorModels/hullwhite.hpp
	(1.31.2.1), ql/ShortRateModels/TwoFactorModels/g2.hpp (1.33.6.1),
	ql/Volatilities/blackconstantvol.hpp (1.35.4.1),
	ql/Volatilities/localconstantvol.hpp (1.31.4.1),
	ql/VolatilityModels/constantestimator.hpp (1.5.4.1),
	ql/VolatilityModels/garch.cpp (1.2.4.1),
	test-suite/europeanoption.cpp (1.95.2.1),
	test-suite/shortratemodels.cpp (1.23.2.2):

	Removed extra gcc warnings

2006-10-24 10:10  Luigi Ballabio

	* Examples/EquityOption/EquityOption.cpp (1.6.2.2),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.44.2.1),
	ql/MarketModels/BrownianGenerators/makefile.mak (1.1.2.1),
	ql/MarketModels/Evolvers/makefile.mak (1.1.2.1),
	ql/MarketModels/ExerciseStrategies/makefile.mak (1.1.2.1),
	ql/MarketModels/ExerciseValues/makefile.mak (1.1.2.1),
	ql/MarketModels/Models/makefile.mak (1.1.2.1),
	ql/MarketModels/Products/makefile.mak (1.1.2.1),
	ql/MarketModels/Products/MultiStep/cashrebate.cpp (1.3.2.1),
	ql/MarketModels/Products/MultiStep/makefile.mak (1.1.2.1),
	ql/MarketModels/Products/OneStep/makefile.mak (1.1.2.1),
	ql/Math/sabrinterpolation.hpp (1.35.2.2),
	ql/MonteCarlo/lsmbasissystem.cpp (1.3.2.2),
	ql/MonteCarlo/lsmbasissystem.hpp (1.2.2.2),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.45.2.2),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.18.2.2),
	ql/PricingEngines/Vanilla/mcamericanengine.cpp (1.2.2.2),
	ql/PricingEngines/Vanilla/mcamericanengine.hpp (1.2.2.3),
	test-suite/basketoption.cpp (1.53.2.3),
	test-suite/mclongstaffschwartzengine.cpp (1.2.2.2),
	test-suite/shortratemodels.cpp (1.23.2.1):

	Fixes for Borland 5.5

2006-10-23 17:17  Luigi Ballabio

	* Docs/: Makefile.am (1.81.2.1), print.css (1.1.2.1),
	quantlibheader.html (1.31.4.1):

	Added alternate stylesheet for printing

2006-10-23 17:17  Luigi Ballabio

	* Docs/print.css (1.1):

	file print.css was initially added on branch R000314f0-branch.

2006-10-23 15:09  Luigi Ballabio

	* Docs/quantlib.css (1.16.4.1), Docs/quantlib.doxy (1.102.4.1),
	ql/calendar.hpp (1.61.2.1), ql/Indexes/euriborswapfixifr.hpp
	(1.1.2.2), ql/Indexes/swapindex.hpp (1.6.2.2),
	ql/Instruments/assetswap.hpp (1.5.2.1),
	ql/MarketModels/Models/abcd.hpp (1.2.2.1),
	ql/Math/convergencestatistics.hpp (1.6.2.1),
	ql/MonteCarlo/longstaffschwartzpathpricer.hpp (1.2.2.1),
	ql/PricingEngines/Vanilla/mcamericanengine.hpp (1.2.2.2):

	Documentation fixes

2006-10-23 15:08  Luigi Ballabio

	* Contributors.txt (1.43.2.1), acinclude.m4 (1.18.8.1),
	Docs/pages/authors.docs (1.52.2.1), ql/Makefile.am (1.95.2.1):

	make install now works correctly when passed a DESTDIR (thanks to
	Tiziano Mller)

2006-10-23 11:17  Luigi Ballabio

	* Examples/EquityOption/EquityOption.cpp (1.6.2.1),
	ql/CashFlows/cmscoupon.cpp (1.27.2.1),
	ql/CashFlows/conundrumpricer.cpp (1.52.2.1),
	ql/Indexes/swapindex.cpp (1.15.2.2),
	ql/MarketModels/driftcalculator.cpp (1.30.2.1),
	ql/MarketModels/evolutiondescription.cpp (1.18.2.1),
	ql/MarketModels/utilities.cpp (1.3.2.1),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.11.2.1),
	ql/MarketModels/Models/expcorrabcdvol.cpp (1.4.2.1),
	ql/MarketModels/Models/expcorrflatvol.cpp (1.4.2.1),
	ql/MarketModels/Products/compositeproduct.cpp (1.5.2.1),
	ql/Math/linearleastsquaresregression.hpp (1.4.2.1),
	ql/Math/sabrinterpolation.hpp (1.35.2.1),
	ql/MonteCarlo/lsmbasissystem.cpp (1.3.2.1),
	ql/MonteCarlo/lsmbasissystem.hpp (1.2.2.1),
	ql/Optimization/conjugategradient.hpp (1.21.2.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.45.2.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.18.2.1),
	ql/PricingEngines/Vanilla/mcamericanengine.cpp (1.2.2.1),
	ql/PricingEngines/Vanilla/mcamericanengine.hpp (1.2.2.1),
	ql/Volatilities/swaptionvolcube.cpp (1.52.2.1),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.38.2.1),
	ql/config.msvc.hpp (1.77.2.1), ql/qldefines.hpp (1.103.2.1),
	test-suite/basketoption.cpp (1.53.2.2), test-suite/cms.cpp
	(1.50.2.2), test-suite/marketmodel.cpp (1.67.2.3),
	test-suite/mclongstaffschwartzengine.cpp (1.2.2.1),
	test-suite/swaptionvolatilitycube.cpp (1.13.2.2):

	Fixes for VC6

2006-10-17 11:53  Luigi Ballabio

	* ql/Math/: pseudosqrt.cpp (1.19.2.2), pseudosqrt.hpp (1.12.2.1):

	Added lower-diagonal salvaging algorithm (thanks to Yiping Chen)

2006-10-11 14:33  Luigi Ballabio

	* ql/MarketModels/Models/Makefile.am (1.4),
	ql/MarketModels/Products/Makefile.am (1.8),
	ql/MarketModels/Products/all.hpp (1.6), ql/Math/Makefile.am (1.57),
	ql/Optimization/Makefile.am (1.13), test-suite/Makefile.am (1.82),
	test-suite/array.cpp (1.6), test-suite/marketmodel.cpp (1.67),
	QuantLib.dev (1.25), QuantLib.dsp (1.276), QuantLib.vcproj (1.115),
	QuantLib_vc8.vcproj (1.80),
	functions/ql/Functions/QuantLibFunctions.dev (1.14),
	functions/ql/Functions/QuantLibFunctions.dsp (1.19),
	functions/ql/Functions/makefile.mak (1.12),
	ql/CashFlows/makefile.mak (1.30), ql/Indexes/makefile.mak (1.25),
	ql/Instruments/makefile.mak (1.43), ql/Math/makefile.mak (1.44),
	ql/MonteCarlo/makefile.mak (1.34), ql/Optimization/makefile.mak
	(1.24), ql/makefile.mak (1.78),
	ql/MarketModels/BrownianGenerators/makefile.mak (1.1),
	ql/PricingEngines/makefile.mak (1.40),
	ql/PricingEngines/Vanilla/makefile.mak (1.20),
	ql/Volatilities/makefile.mak (1.15), test-suite/makefile.mak
	(1.64), test-suite/testsuite.dev (1.12), test-suite/testsuite.dsp
	(1.63), ql/MarketModels/Evolvers/makefile.mak (1.1),
	ql/MarketModels/ExerciseStrategies/makefile.mak (1.1),
	ql/MarketModels/ExerciseValues/makefile.mak (1.1),
	ql/MarketModels/Models/makefile.mak (1.1),
	ql/MarketModels/Products/makefile.mak (1.1),
	ql/MarketModels/Products/MultiStep/makefile.mak (1.1),
	ql/MarketModels/Products/OneStep/makefile.mak (1.1),
	ql/MarketModels/makefile.mak (1.1):

	More cleanup

2006-10-11 13:50  Luigi Ballabio

	* ql/: swaptionvolstructure.hpp (1.42),
	Volatilities/swaptionconstantvol.hpp (1.9),
	Volatilities/swaptionvolcube.cpp (1.52),
	Volatilities/swaptionvolcube.hpp (1.27),
	Volatilities/swaptionvolcubebysabr.cpp (1.38),
	Volatilities/swaptionvolcubebysabr.hpp (1.22),
	Volatilities/swaptionvolmatrix.cpp (1.17),
	Volatilities/swaptionvolmatrix.hpp (1.53):

	Undeprecated time interface for swaption volatility structures

2006-10-11 13:48  Ferdinando Ametrano

	* ql/MarketModels/marketmodel.hpp (1.3),
	ql/MarketModels/Models/expcorrabcdvol.cpp (1.4),
	ql/MarketModels/Models/expcorrabcdvol.hpp (1.3),
	ql/MarketModels/Models/expcorrflatvol.cpp (1.4),
	ql/MarketModels/Models/expcorrflatvol.hpp (1.3),
	test-suite/marketmodel.cpp (1.66):

	using QuantLib::Spread type

2006-10-11 12:09  Luigi Ballabio

	* ql/period.cpp (1.11), ql/period.hpp (1.5),
	ql/CashFlows/cmscoupon.cpp (1.27), ql/CashFlows/cmscoupon.hpp
	(1.18), ql/CashFlows/conundrumpricer.cpp (1.52),
	ql/Indexes/swapindex.cpp (1.15), ql/Indexes/swapindex.hpp (1.6),
	ql/Instruments/convertiblebond.cpp (1.23),
	ql/Instruments/convertiblebond.hpp (1.21),
	ql/MarketModels/driftcalculator.cpp (1.30),
	ql/MarketModels/driftcalculator.hpp (1.16),
	ql/MarketModels/utilities.hpp (1.3),
	ql/MarketModels/Models/expcorrabcdvol.cpp (1.3),
	ql/MarketModels/Models/expcorrflatvol.cpp (1.3),
	ql/Processes/hullwhiteprocess.cpp (1.2),
	ql/Processes/ornsteinuhlenbeckprocess.cpp (1.5),
	test-suite/convertiblebonds.cpp (1.11), test-suite/marketmodel.cpp
	(1.65):

	Miscellaneous cleanup

2006-10-11 12:00  Luigi Ballabio

	* ql/Math/pseudosqrt.cpp (1.19), ql/Math/pseudosqrt.hpp (1.12),
	Contributors.txt (1.43), Docs/pages/authors.docs (1.52):

	Hypersphere salvaging algorithm added (thanks to Yiping Chen)

2006-10-10 16:19  Franois du Vignaud

	* ql/Volatilities/capstripper.cpp (1.2),
	ql/Volatilities/capstripper.hpp (1.2), test-suite/capstripper.cpp
	(1.2):

	Work in progress

2006-10-09 16:42  Marco Bianchetti

	* test-suite/marketmodel.cpp (1.64):

	testDriftCalculator : added loop over numeraires.

2006-10-09 16:30  Franois du Vignaud

	* ql/Instruments/capfloor.cpp (1.74):

	lastFixing variable renamed to lastPaymentDate

2006-10-09 16:07  Franois du Vignaud

	* ql/Volatilities/capstripper.cpp (1.1):

	the stripping code is now stored in this file, the stripping
	algorithm robustness still needs to be enhanced

2006-10-09 13:30  Marco Bianchetti

	* ql/MarketModels/driftcalculator.cpp (1.29):

	changed comments

2006-10-09 12:02  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.63):

	using ConvergenceStatistics<SequenceStatistics>

2006-10-06 17:31  Franois du Vignaud

	* ql/Volatilities/capstripper.hpp (1.1):

	first commit, the file cpp will be added later on

2006-10-05 16:41  Ferdinando Ametrano

	* ql/Instruments/vanillaswap.cpp (1.8),
	ql/Instruments/vanillaswap.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.53),
	test-suite/shortratemodels.cpp (1.23):

	deprecated VanillaSwap constructor using fixingDays

2006-10-05 16:08  Ferdinando Ametrano

	* ql/MarketModels/driftcalculator.cpp (1.28),
	ql/MarketModels/driftcalculator.hpp (1.15),
	ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.11),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.11),
	test-suite/marketmodel.cpp (1.61):

	compute method introduced to discriminate between computePlain and
	computeReduced

2006-10-05 14:22  Ferdinando Ametrano

	* ql/schedule.cpp (1.21), test-suite/cliquetoption.cpp (1.31),
	test-suite/cms.cpp (1.50), test-suite/compoundforward.cpp (1.44),
	test-suite/piecewiseflatforward.cpp (1.42), test-suite/swap.cpp
	(1.53), test-suite/swaption.cpp (1.58):

	using Period constructor

2006-10-05 13:56  Ferdinando Ametrano

	* ql/TermStructures/ratehelpers.cpp (1.82):

	using MakeVanillaSwap (not yet...)

2006-10-05 13:53  Ferdinando Ametrano

	* ql/: Indexes/swapindex.cpp (1.13),
	Volatilities/swaptionvolcube.cpp (1.49):

	using MakeVanillaSwap

2006-10-05 12:59  Franois du Vignaud

	* ql/Volatilities/swaptionvolmatrix.hpp (1.52):

	comment updated

2006-10-05 11:09  Ferdinando Ametrano

	* ql/Indexes/swapindex.cpp (1.12):

	some fix, but it doesn't work yet

2006-10-05 11:00  Luigi Ballabio

	* ql/Instruments/vanillaswap.cpp (1.7):

	Fixed MakeVanillaSwap initialization

2006-10-05 05:16  Joseph Wang

	* ql/Math/Makefile.am (1.56), ql/Math/complexarray.hpp (1.1),
	test-suite/array.cpp (1.5):

	initial checkin of complex array class

2006-10-04 20:41  Ferdinando Ametrano

	* ql/Indexes/swapindex.cpp (1.11):

	trying to use MakeVanillaSwap (it doesn't work yet: cms test would
	fail)

2006-10-04 20:00  Ferdinando Ametrano

	* ql/CashFlows/cashflowvectors.cpp (1.52), ql/period.cpp (1.10),
	ql/schedule.cpp (1.20), ql/CashFlows/cmscoupon.cpp (1.26),
	ql/CashFlows/indexedcashflowvectors.hpp (1.6),
	ql/Instruments/convertiblebond.cpp (1.22),
	ql/TermStructures/ratehelpers.cpp (1.81), ql/schedule.hpp (1.18),
	test-suite/convertiblebonds.cpp (1.10),
	test-suite/piecewiseyieldcurve.cpp (1.30):

	deprecated Schedule::frequency()

2006-10-04 12:03  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcube.cpp (1.48),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.37),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.21),
	test-suite/cms.cpp (1.49), test-suite/swaptionvolatilitycube.cpp
	(1.13):

	repalced  const Matrix& volSpreads by const
	std::vector<std::vector<Handle<Quote> > >& volSpreads in
	SwaptionVolatilityCubeBySabr constructor

2006-10-04 11:47  Marco Bianchetti

	* ql/MarketModels/driftcalculator.cpp (1.27),
	test-suite/marketmodel.cpp (1.60):

	Checked driftcalculator:ComputeReduced when Numeraire = 0 is
	selected Added error messages and comments

2006-10-03 20:23  Ferdinando Ametrano

	* ql/schedule.cpp (1.19), ql/schedule.hpp (1.17),
	ql/CashFlows/cmscoupon.cpp (1.25), ql/Volatilities/cmsmarket.cpp
	(1.10), ql/Volatilities/cmsmarket.hpp (1.8),
	test-suite/convertiblebonds.cpp (1.8), test-suite/marketmodel.cpp
	(1.59):

	deprecating old Schedule constructors...

2006-10-03 20:14  Ferdinando Ametrano

	* ql/quote.hpp (1.13):

	setValue returns the diff

2006-10-03 19:22  Ferdinando Ametrano

	* ql/quote.hpp (1.12):

	setValue returns the diff

2006-10-03 14:35  Luigi Ballabio

	* ql/: Instruments/swap.cpp (1.53), Instruments/swap.hpp (1.44),
	MarketModels/curvestate.cpp (1.10), MarketModels/curvestate.hpp
	(1.14), Volatilities/swaptionvolcubebysabr.cpp (1.36):

	Removed warnings

2006-10-03 10:23  Ferdinando Ametrano

	* ql/MarketModels/driftcalculator.cpp (1.26),
	ql/MarketModels/driftcalculator.hpp (1.14),
	test-suite/marketmodel.cpp (1.58):

	leaner computeReduced signature

2006-10-02 16:59  Marco Bianchetti

	* ql/MarketModels/: utilities.cpp (1.3), utilities.hpp (1.2):

	Added some comment

2006-10-02 16:56  Marco Bianchetti

	* test-suite/: marketmodel.cpp (1.57), marketmodel.hpp (1.14):

	added temporary test MarketModelTest::testIsInSubset()

2006-10-02 15:26  Giorgio Facchinetti

	* ql/: Instruments/swap.cpp (1.52), Instruments/swap.hpp (1.43),
	Volatilities/cmsmarket.cpp (1.9), Volatilities/cmsmarket.hpp (1.7):

	work in progress ...

2006-10-02 01:08  Eric Ehlers

	* ql/MarketModels/driftcalculator.cpp (1.25):

	prevent crash

2006-09-29 18:18  Luigi Ballabio

	* ql/Processes/ornsteinuhlenbeckprocess.cpp (1.4):

	Fix for small speed parameter (thanks to Guowen Han)

2006-09-29 12:06  Giorgio Facchinetti

	* ql/CashFlows/: cmscoupon.cpp (1.22), cmscoupon.hpp (1.16):

	Added CmsInArrearsCouponVector

2006-09-28 19:09  Ferdinando Ametrano

	* QuantLib.vcproj (1.114), QuantLib_vc8.vcproj (1.79):

	VC projects catching up

2006-09-28 18:42  Cristina Duminuco

	* ql/CashFlows/: cmscoupon.cpp (1.21), cmscoupon.hpp (1.15):

	added CMSZeroCouponVector

2006-09-28 18:39  Luigi Ballabio

	* ql/MarketModels/accountingengine.cpp (1.15),
	ql/MarketModels/accountingengine.hpp (1.14),
	ql/MarketModels/exercisevalue.hpp (1.4),
	ql/MarketModels/lsbasisfunctions.hpp (1.3),
	ql/MarketModels/marketmodelproduct.hpp (1.7),
	ql/MarketModels/swapbasissystem.cpp (1.3),
	ql/MarketModels/swapbasissystem.hpp (1.3),
	ql/MarketModels/ExerciseStrategies/lsstrategy.cpp (1.4),
	ql/MarketModels/ExerciseStrategies/lsstrategy.hpp (1.4),
	ql/MarketModels/ExerciseStrategies/swapratetrigger.cpp (1.3),
	ql/MarketModels/ExerciseStrategies/swapratetrigger.hpp (1.3),
	ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp
	(1.3),
	ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp
	(1.3), ql/MarketModels/ExerciseValues/nothingexercisevalue.cpp
	(1.3), ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp
	(1.4), ql/MarketModels/Products/compositeproduct.cpp (1.5),
	ql/MarketModels/Products/compositeproduct.hpp (1.3),
	ql/MarketModels/Products/marketmodelratchet.cpp (1.5),
	ql/MarketModels/Products/marketmodelratchet.hpp (1.8),
	ql/MarketModels/Products/multiproductcomposite.cpp (1.3),
	ql/MarketModels/Products/multiproductcomposite.hpp (1.3),
	ql/MarketModels/Products/singleproductcomposite.cpp (1.2),
	ql/MarketModels/Products/singleproductcomposite.hpp (1.2),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp
	(1.6),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp
	(1.3), ql/MarketModels/Products/MultiStep/cashrebate.cpp (1.3),
	ql/MarketModels/Products/MultiStep/cashrebate.hpp (1.3),
	ql/MarketModels/Products/MultiStep/exerciseadapter.cpp (1.3),
	ql/MarketModels/Products/MultiStep/exerciseadapter.hpp (1.3),
	ql/MarketModels/Products/MultiStep/multistepcaplets.cpp (1.2),
	ql/MarketModels/Products/MultiStep/multistepcaplets.hpp (1.2),
	ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.cpp
	(1.2),
	ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.hpp
	(1.2),
	ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.cpp
	(1.2),
	ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.hpp
	(1.2), ql/MarketModels/Products/MultiStep/multistepforwards.cpp
	(1.2), ql/MarketModels/Products/MultiStep/multistepforwards.hpp
	(1.2), ql/MarketModels/Products/MultiStep/multistepnothing.cpp
	(1.2), ql/MarketModels/Products/MultiStep/multistepnothing.hpp
	(1.3), ql/MarketModels/Products/MultiStep/multistepswap.cpp (1.2),
	ql/MarketModels/Products/MultiStep/multistepswap.hpp (1.2),
	ql/MarketModels/Products/OneStep/onestepcaplets.cpp (1.2),
	ql/MarketModels/Products/OneStep/onestepcaplets.hpp (1.2),
	ql/MarketModels/Products/OneStep/onestepcoinitialswaps.cpp (1.2),
	ql/MarketModels/Products/OneStep/onestepcoinitialswaps.hpp (1.2),
	ql/MarketModels/Products/OneStep/onestepcoterminalswaps.cpp (1.2),
	ql/MarketModels/Products/OneStep/onestepcoterminalswaps.hpp (1.2),
	ql/MarketModels/Products/OneStep/onestepforwards.cpp (1.2),
	ql/MarketModels/Products/OneStep/onestepforwards.hpp (1.2),
	ql/MonteCarlo/exercisestrategy.hpp (1.3), ql/Utilities/Makefile.am
	(1.20), ql/Utilities/all.hpp (1.10), ql/Utilities/clone.hpp (1.1),
	test-suite/marketmodel.cpp (1.55):

	Enabled automatic cloning for market-model products and related
	classes

2006-09-28 17:14  Ferdinando Ametrano

	* QuantLib.vcproj (1.113), QuantLib_vc8.vcproj (1.78):

	VC projects catching up

2006-09-28 17:13  Ferdinando Ametrano

	* ql/DayCounters/business252.hpp (1.2):

	VC8 catching up

2006-09-28 13:33  Ferdinando Ametrano

	* ql/date.cpp (1.60), ql/date.hpp (1.61), test-suite/dates.cpp
	(1.19):

	static bool isIMMdate(const Date& d,
	    bool mainCycle = true); static Date nextIMMdate(const Date& d,
					       bool mainCycle = true);
	default to the main H, M, U, Z cycle as before, but can now also
	handle other futures.

2006-09-28 13:30  Ferdinando Ametrano

	* test-suite/testsuite_vc8.vcproj (1.31):

	avoiding manifest generation

2006-09-28 12:20  Luigi Ballabio

	* ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.cpp
	(1.2):

	(Possibly) fixed error on Solaris

2006-09-28 12:07  Ferdinando Ametrano

	* ql/: date.cpp (1.59), date.hpp (1.60):

	all serial 3M IMM futures, thanks to Toyin Akin

2006-09-28 11:14  Luigi Ballabio

	* Contributors.txt (1.41), LICENSE.TXT (1.31),
	Docs/pages/authors.docs (1.49), Docs/pages/license.docs (1.26),
	ql/TermStructures/Makefile.am (1.28), ql/TermStructures/all.hpp
	(1.9), ql/TermStructures/piecewisezerospreadedtermstructure.hpp
	(1.1):

	Added piecewise-zero-spreaded yield curve (thanks to Roland
	Lichters)

2006-09-28 09:15  Giorgio Facchinetti

	* ql/Volatilities/: cmsmarket.cpp (1.8), swaptionvolcubebysabr.cpp
	(1.35):

	work in progress ...

2006-09-27 18:15  Franois du Vignaud

	* test-suite/testsuite_vc8.vcproj (1.30):

	disabling automatic post-build run of testsuite in debug
	configuration

2006-09-27 09:31  Ferdinando Ametrano

	* test-suite/piecewiseyieldcurve.cpp (1.29):

	lower tolerance

2006-09-26 19:22  Eric Ehlers

	* test-suite/piecewiseyieldcurve.cpp (1.28):

	add test for par rate

2006-09-26 19:20  Eric Ehlers

	* ql/yieldtermstructure.hpp (1.6):

	fix overrun of vector iterator bound

2006-09-26 18:45  Luigi Ballabio

	* News.txt (1.124), ql/calendar.cpp (1.45), ql/calendar.hpp (1.61),
	ql/Calendars/brazil.cpp (1.3), ql/Calendars/brazil.hpp (1.4),
	ql/DayCounters/Makefile.am (1.14), ql/DayCounters/all.hpp (1.5),
	ql/DayCounters/business252.hpp (1.1), test-suite/calendars.cpp
	(1.32), test-suite/calendars.hpp (1.16), test-suite/daycounters.cpp
	(1.20), test-suite/daycounters.hpp (1.11):

	Added business/252 day-count convention (thanks to Piter Dias)

2006-09-26 15:34  Luigi Ballabio

	* ql/Math/convergencestatistics.hpp (1.6):

	Allowed ConvergenceStatistics to take an initialized underlying
	statistics

2006-09-26 14:59  Luigi Ballabio

	* Makefile.am (1.100), test-suite/Makefile.am (1.80),
	test-suite/quantlibbenchmark.cpp (1.2):

	Benchmark is built and run on demand

2006-09-25 22:22  Klaus Spanderen

	* test-suite/: Makefile.am (1.79), quantlibbenchmark.cpp (1.1):

	added quantlib benchmark

2006-09-25 18:54  Ferdinando Ametrano

	* ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.10),
	ql/MarketModels/Evolvers/forwardrateipcevolver.hpp (1.8),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.10),
	ql/MarketModels/Evolvers/forwardratepcevolver.hpp (1.10),
	test-suite/marketmodel.cpp (1.54):

	inverting numeraire and factory (so that later on ipc might not
	have numeraires as  input)

2006-09-25 18:53  Ferdinando Ametrano

	* ql/MarketModels/evolutiondescription.hpp (1.21):

	clean up

2006-09-25 17:09  Luigi Ballabio

	* ql/MarketModels/Products/compositeproduct.cpp (1.3):

	Fixed suggested numeraire for composite product

2006-09-25 17:04  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.77), ql/MarketModels/accountingengine.cpp
	(1.14), ql/MarketModels/accountingengine.hpp (1.12),
	ql/MarketModels/evolutiondescription.hpp (1.20),
	ql/MarketModels/lsdatacollector.cpp (1.6),
	ql/MarketModels/marketmodeldiscounter.cpp (1.1),
	ql/MarketModels/marketmodeldiscounter.hpp (1.1),
	ql/MarketModels/ExerciseStrategies/lsstrategy.cpp (1.3),
	ql/MarketModels/ExerciseStrategies/lsstrategy.hpp (1.3),
	test-suite/marketmodel.cpp (1.53), test-suite/quantlibtestsuite.cpp
	(1.138):

	MarketModelDiscounter in its own file

2006-09-25 16:25  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.52):

	extended test of callable swap pricing using Longstaff-Schwartz
	exercise strategy

2006-09-25 13:54  Ferdinando Ametrano

	* ql/Math/normaldistribution.cpp (1.33):

	bug fixed

2006-09-25 13:49  Ferdinando Ametrano

	* ql/MarketModels/Models/expcorrabcdvol.cpp (1.2),
	ql/MarketModels/Models/expcorrabcdvol.hpp (1.2),
	ql/MarketModels/accountingengine.cpp (1.13),
	ql/MarketModels/accountingengine.hpp (1.11),
	ql/MarketModels/evolutiondescription.cpp (1.18),
	ql/MarketModels/evolutiondescription.hpp (1.19),
	ql/MarketModels/exercisevalue.hpp (1.3),
	ql/MarketModels/lsbasisfunctions.hpp (1.2),
	ql/MarketModels/lsdatacollector.cpp (1.5),
	ql/MarketModels/marketmodel.hpp (1.2),
	ql/MarketModels/marketmodelevolver.hpp (1.9),
	ql/MarketModels/marketmodelproduct.hpp (1.6),
	ql/MarketModels/swapbasissystem.cpp (1.2),
	ql/MarketModels/swapbasissystem.hpp (1.2),
	ql/MarketModels/Products/compositeproduct.cpp (1.2),
	ql/MarketModels/Products/compositeproduct.hpp (1.2),
	ql/MarketModels/Products/marketmodelratchet.cpp (1.4),
	ql/MarketModels/Products/marketmodelratchet.hpp (1.7),
	ql/MarketModels/Products/multiproductmultistep.cpp (1.2),
	ql/MarketModels/Products/multiproductmultistep.hpp (1.2),
	ql/MarketModels/Products/multiproductonestep.cpp (1.2),
	ql/MarketModels/Products/multiproductonestep.hpp (1.2),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp
	(1.5),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp
	(1.2), ql/MarketModels/Products/MultiStep/cashrebate.cpp (1.2),
	ql/MarketModels/Products/MultiStep/cashrebate.hpp (1.2),
	ql/MarketModels/Products/MultiStep/exerciseadapter.hpp (1.2),
	test-suite/marketmodel.cpp (1.49):

	1) EvolutionDescription doesn't handle numeraires anymore 2)
	product and MarketModel do have a copy of EvolutionDescription 3)
	Product do suggest numeraires, but is mandatory as for
	EvolutionDescription

2006-09-25 13:46  Ferdinando Ametrano

	* ql/MarketModels/: Evolvers/forwardrateipcevolver.cpp (1.9),
	Evolvers/forwardrateipcevolver.hpp (1.7),
	Evolvers/forwardratepcevolver.cpp (1.9),
	Evolvers/forwardratepcevolver.hpp (1.9),
	ExerciseStrategies/lsstrategy.cpp (1.2),
	ExerciseStrategies/lsstrategy.hpp (1.2),
	ExerciseValues/bermudanswaptionexercisevalue.cpp (1.2),
	ExerciseValues/bermudanswaptionexercisevalue.hpp (1.2),
	ExerciseValues/nothingexercisevalue.cpp (1.2),
	ExerciseValues/nothingexercisevalue.hpp (1.3):

	EvolutionDescription doesn't handle numeraires anymore

2006-09-25 12:07  Ferdinando Ametrano

	* ql/: MarketModels/Models/expcorrflatvol.cpp (1.2),
	MarketModels/Models/expcorrflatvol.hpp (1.2),
	PricingEngines/blackmodel.cpp (1.2), PricingEngines/blackmodel.hpp
	(1.22):

	1) added approximations for implied Black vol 2) improved
	implementation of Black formula and related functions

2006-09-25 04:52  Joseph Wang

	* ql/Math/fastfouriertransform.hpp (1.2):

	encapsulate into class

2006-09-23 15:37  Luigi Ballabio

	* test-suite/marketmodel.cpp (1.48):

	Added clone function to ease writing tests

2006-09-23 14:21  Luigi Ballabio

	* ql/MarketModels/Products/Makefile.am (1.7),
	ql/MarketModels/Products/all.hpp (1.5),
	ql/MarketModels/Products/compositeproduct.cpp (1.1),
	ql/MarketModels/Products/compositeproduct.hpp (1.1),
	ql/MarketModels/Products/multiproductcomposite.cpp (1.2),
	ql/MarketModels/Products/multiproductcomposite.hpp (1.2),
	ql/MarketModels/Products/singleproductcomposite.cpp (1.1),
	ql/MarketModels/Products/singleproductcomposite.hpp (1.1),
	test-suite/Makefile.am (1.78), test-suite/marketmodel.cpp (1.47):

	Extended and refactored multi-product composite so that it no
	longer requires same evolution times; added single-product
	composite (to be tested)

2006-09-22 23:50  Joseph Wang

	* ql/MarketModels/: Makefile.am (1.10),
	Products/MultiStep/Makefile.am (1.4):

	fix build so that swaps will work

2006-09-22 19:07  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.75),
	ql/MarketModels/ExerciseStrategies/swapratetrigger.cpp (1.2),
	ql/MarketModels/curvestate.cpp (1.9),
	ql/MarketModels/curvestate.hpp (1.13),
	ql/MarketModels/swapbasissystem.cpp (1.1),
	ql/MarketModels/swapbasissystem.hpp (1.1),
	ql/MarketModels/swapforwardconversionmatrix.cpp (1.3),
	ql/MarketModels/swapforwardconversionmatrix.hpp (1.3),
	ql/MarketModels/utilities.cpp (1.2),
	ql/MarketModels/ExerciseStrategies/swapratetrigger.hpp (1.2),
	ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp (1.2),
	ql/MarketModels/Products/MultiStep/exerciseadapter.cpp (1.2),
	ql/MarketModels/Products/MultiStep/multistepnothing.hpp (1.2),
	ql/MarketModels/Products/MultiStep/multistepswap.cpp (1.1),
	ql/MarketModels/Products/MultiStep/multistepswap.hpp (1.1),
	ql/MonteCarlo/genericlsregression.cpp (1.3),
	test-suite/marketmodel.cpp (1.46), test-suite/marketmodel.hpp
	(1.13):

	Mark 4th week: session 5

2006-09-22 04:18  Joseph Wang

	* ql/Math/Makefile.am (1.55), ql/Math/fastfouriertransform.hpp
	(1.1), test-suite/Makefile.am (1.77),
	test-suite/fastfouriertransform.cpp (1.1),
	test-suite/fastfouriertransform.hpp (1.1):

	checked in stubs for FFT code.

2006-09-21 18:33  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.73), ql/MarketModels/Makefile.am (1.7),
	ql/MarketModels/all.hpp (1.6), ql/MarketModels/exercisevalue.hpp
	(1.2), ql/MarketModels/lsdatacollector.cpp (1.4),
	ql/MarketModels/utilities.cpp (1.1), ql/MarketModels/utilities.hpp
	(1.1), ql/MarketModels/Products/MultiStep/Makefile.am (1.3),
	ql/MarketModels/Products/MultiStep/all.hpp (1.3),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp
	(1.4), ql/MarketModels/Products/MultiStep/exerciseadapter.cpp
	(1.1), ql/MarketModels/Products/MultiStep/exerciseadapter.hpp
	(1.1), ql/MarketModels/Products/MultiStep/multistepnothing.cpp
	(1.1), ql/MarketModels/Products/MultiStep/multistepnothing.hpp
	(1.1), ql/MonteCarlo/exercisestrategy.hpp (1.2),
	ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.cpp
	(1.1),
	ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp
	(1.1), ql/MarketModels/ExerciseValues/nothingexercisevalue.cpp
	(1.1), ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp
	(1.1):

	Mark 4th week: session 4

2006-09-21 09:19  Marco Bianchetti

	* ql/MarketModels/lsdatacollector.cpp (1.3):

	isInSubset function implementation - 1st draft

2006-09-20 18:05  Giorgio Facchinetti

	* QuantLib.vcproj (1.108):

	Added files

2006-09-20 17:48  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.72), ql/MarketModels/Makefile.am (1.5),
	ql/MarketModels/accountingengine.cpp (1.12),
	ql/MarketModels/accountingengine.hpp (1.10),
	ql/MarketModels/Evolvers/forwardrateipcevolver.hpp (1.5),
	ql/MarketModels/Evolvers/forwardratepcevolver.hpp (1.7),
	ql/MarketModels/all.hpp (1.4), ql/MarketModels/exercisevalue.hpp
	(1.1), ql/MarketModels/lsdatacollector.cpp (1.2),
	ql/MarketModels/lsdatacollector.hpp (1.2),
	ql/MarketModels/marketmodelevolver.hpp (1.7),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp
	(1.3), ql/MonteCarlo/genericlsregression.cpp (1.2),
	ql/MonteCarlo/genericlsregression.hpp (1.2):

	Mark 4th week: session 3

2006-09-20 16:36  Chiara Fornarola

	* QuantLib_vc8.vcproj (1.71), ql/Indexes/euriborswapfixifr.hpp
	(1.1), ql/Indexes/eurliborswapfixifr.hpp (1.1):

	added files for EurliborSwapFixIFR and EuriborSwapFixIFR indexes
	publishe by IFR Markets

2006-09-20 13:19  Luigi Ballabio

	* ql/Math/svd.cpp (1.15):

	Fix for gcc

2006-09-20 12:46  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.70), ql/MarketModels/curvestate.hpp
	(1.12), ql/MarketModels/swapforwardconversionmatrix.cpp (1.1),
	ql/MarketModels/swapforwardconversionmatrix.hpp (1.1):

	Mark 4th week: session 3

2006-09-20 09:32  Giorgio Facchinetti

	* ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp
	(1.2):

	mergeTimes function

2006-09-19 18:58  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.44):

	normalizing displaced volatilities

2006-09-19 18:00  Ferdinando Ametrano

	* ql/MarketModels/: lsbasisfunctions.hpp (1.1), lsdatacollector.cpp
	(1.1), lsdatacollector.hpp (1.1):

	Mark 4th week: session 2

2006-09-19 17:28  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.69),
	ql/MarketModels/Products/MultiStep/Makefile.am (1.2),
	ql/MarketModels/Products/MultiStep/all.hpp (1.2),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.cpp
	(1.1),
	ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp
	(1.1), ql/MarketModels/Products/MultiStep/cashrebate.cpp (1.1),
	ql/MarketModels/Products/MultiStep/cashrebate.hpp (1.1),
	ql/Math/sequencestatistics.hpp (1.33), ql/Math/svd.hpp (1.13),
	ql/MonteCarlo/Makefile.am (1.36), ql/MonteCarlo/all.hpp (1.8),
	ql/MonteCarlo/genericlsregression.cpp (1.1),
	ql/MonteCarlo/genericlsregression.hpp (1.1):

	Mark 4th week: session 2

2006-09-19 13:33  Ferdinando Ametrano

	* ql/: CashFlows/cmscoupon.cpp (1.20),
	CashFlows/conundrumpricer.cpp (1.51),
	PricingEngines/CapFloor/blackcapfloorengine.cpp (1.14),
	PricingEngines/blackmodel.hpp (1.21),
	PricingEngines/Swaption/blackswaptionengine.cpp (1.13),
	PricingEngines/Swaption/lfmswaptionengine.cpp (1.9),
	ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp (1.7),
	ShortRateModels/LiborMarketModels/liborforwardmodel.cpp (1.7),
	ShortRateModels/OneFactorModels/hullwhite.cpp (1.33),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.19),
	ShortRateModels/TwoFactorModels/g2.cpp (1.32):

	deprecating duplicate functions

2006-09-19 12:50  Chiara Fornarola

	* ql/Indexes/eurliborswapfixb.hpp (1.1):

	added EURLIBORSWAPFIXB indexes

2006-09-19 12:49  Chiara Fornarola

	* QuantLib_vc8.vcproj (1.68):

	added eurliborswapfixb.hpp to the project

2006-09-18 23:11  Joseph Wang

	* configure.ac (1.87), ql/MarketModels/Products/Makefile.am (1.6):

	fix am files to make multistep and onestep products work

2006-09-18 18:12  Ferdinando Ametrano

	* ql/MarketModels/TODO.txt (1.9),
	ql/MarketModels/evolutiondescription.cpp (1.17),
	ql/MarketModels/evolutiondescription.hpp (1.18),
	test-suite/marketmodel.cpp (1.43),
	ql/MonteCarlo/exercisestrategy.hpp (1.1):

	Mark 4th week: session 1

2006-09-18 14:34  Ferdinando Ametrano

	* ql/solver1d.hpp (1.37):

	the commented out lines are how they should be, but eruropean test
	fails and needs  more investigation

2006-09-18 13:12  Eric Ehlers

	* QuantLib_vc8.vcproj (1.67):

	add blackmodel.cpp to VC8 workspace

2006-09-18 13:11  Ferdinando Ametrano

	* ql/PricingEngines/blackmodel.hpp (1.20):

	using Option::Type

2006-09-18 13:06  Ferdinando Ametrano

	* ql/solver1d.hpp (1.36):

	better accuracy handling

2006-09-18 11:42  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.42):

	quicker test

2006-09-18 09:25  Ferdinando Ametrano

	* ql/PricingEngines/blackmodel.hpp (1.19):

	introduced stand-alone BlackFormula and BlackImpliedStdDev

2006-09-18 09:20  Ferdinando Ametrano

	* ql/: PricingEngines/CapFloor/blackcapfloorengine.cpp (1.13),
	PricingEngines/Swaption/blackswaptionengine.cpp (1.12),
	PricingEngines/Swaption/lfmswaptionengine.cpp (1.8),
	ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp (1.6),
	ShortRateModels/LiborMarketModels/liborforwardmodel.cpp (1.6),
	ShortRateModels/OneFactorModels/hullwhite.cpp (1.32),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.18),
	ShortRateModels/calibrationhelper.hpp (1.30),
	ShortRateModels/TwoFactorModels/g2.cpp (1.31):

	using Option::Type

2006-09-18 09:20  Ferdinando Ametrano

	* ql/PricingEngines/: blackmodel.cpp (1.1), blackmodel.hpp (1.18):

	introduced stand-alone BlackFormula and BlackImpliedStdDev

2006-09-18 09:14  Ferdinando Ametrano

	* ql/option.hpp (1.40):

	using values which will simplify Black formula usage

2006-09-18 09:12  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.95):

	extended error message

2006-09-18 09:06  Ferdinando Ametrano

	* ql/Math/sabrinterpolation.hpp (1.35):

	introduced stand-alone SabrVolatility function

2006-09-18 09:05  Ferdinando Ametrano

	* QuantLib.vcproj (1.106), QuantLib_vc8.vcproj (1.66),
	ql/MarketModels/accountingengine.cpp (1.11),
	ql/MarketModels/accountingengine.hpp (1.9),
	ql/MarketModels/evolutiondescription.cpp (1.16),
	ql/MarketModels/evolutiondescription.hpp (1.17),
	ql/MarketModels/marketmodelproduct.hpp (1.5),
	ql/MarketModels/Products/Makefile.am (1.5),
	ql/MarketModels/Products/all.hpp (1.4),
	ql/MarketModels/Products/marketmodelratchet.cpp (1.3),
	ql/MarketModels/Products/marketmodelratchet.hpp (1.6),
	test-suite/marketmodel.cpp (1.41), test-suite/marketmodel.hpp
	(1.12):

	pertial code refactoring

2006-09-18 09:04  Ferdinando Ametrano

	* ql/CashFlows/cmscoupon.cpp (1.19),
	ql/CashFlows/conundrumpricer.cpp (1.50),
	ql/CashFlows/conundrumpricer.hpp (1.32), test-suite/cms.cpp (1.48):

	using Option::Type

2006-09-15 17:25  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.39):

	minor clean up

2006-09-15 17:17  Katiuscia Manzoni

	* ql/Indexes/: eurlibor.hpp (1.10), eurliborswapfixa.hpp (1.3):

	Eurlibor name set back to EURLibor

2006-09-15 16:41  Marco Bianchetti

	* test-suite/marketmodel.cpp (1.38):

	MarketModelTest::testDriftCalculator	 work in progress...

2006-09-15 16:29  Ferdinando Ametrano

	* test-suite/: swaptionvolatilitycube.cpp (1.11),
	swaptionvolatilitycube.hpp (1.3):

	extended test, including SwaptionVolCubeBySabr

2006-09-15 16:27  Ferdinando Ametrano

	* ql/: swaptionvolstructure.hpp (1.41),
	Volatilities/swaptionconstantvol.hpp (1.8),
	Volatilities/swaptionvolcube.cpp (1.47),
	Volatilities/swaptionvolcube.hpp (1.26),
	Volatilities/swaptionvolcubebysabr.cpp (1.33),
	Volatilities/swaptionvolcubebysabr.hpp (1.20),
	Volatilities/swaptionvolmatrix.cpp (1.16),
	Volatilities/swaptionvolmatrix.hpp (1.51):

	partial code refactoring, the goal being deprecation of time-based
	interface

2006-09-15 15:50  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolmatrix.cpp (1.15),
	ql/Volatilities/swaptionvolmatrix.hpp (1.50),
	test-suite/swaptionvolatilitycube.cpp (1.10):

	removed one of the constructors and replaced it by a new one tenor-
	and handle- based. There was no need to deprecate the removed
	constructor since it was not part of the release R000313f0-branch

2006-09-15 13:31  Luigi Ballabio

	* test-suite/swaptionvolatilitycube.cpp (1.9):

	Report all errors rather than only the first one

2006-09-15 11:34  Ferdinando Ametrano

	* test-suite/: swaptionvolatilitycube.cpp (1.8),
	swaptionvolatilitycube.hpp (1.2):

	extended test

2006-09-15 11:33  Ferdinando Ametrano

	* ql/Volatilities/: swaptionvolcube.cpp (1.46), swaptionvolcube.hpp
	(1.25), swaptionvolcubebysabr.cpp (1.32):

	bug fix

2006-09-15 11:27  Ferdinando Ametrano

	* ql/Volatilities/swaptionvolmatrix.cpp (1.14):

	bug fix

2006-09-14 20:36  Ferdinando Ametrano

	* ql/: swaptionvolstructure.hpp (1.40),
	Volatilities/swaptionvolcube.cpp (1.45),
	Volatilities/swaptionvolcube.hpp (1.24):

	partial fix: Following convention for option date

2006-09-14 18:12  Katiuscia Manzoni

	* ql/Instruments/: vanillaswap.cpp (1.6), vanillaswap.hpp (1.6):

	added class MakeVanillaSwap to easily instantiate VanillaSwap.

2006-09-14 18:07  Katiuscia Manzoni

	* ql/schedule.hpp (1.16):

	operator Schedule() const {...}

2006-09-14 12:13  Ferdinando Ametrano

	* ql/Volatilities/smilesection.cpp (1.4):

	formatting

2006-09-13 15:25  Luigi Ballabio

	* test-suite/swaptionvolatilitycube.cpp (1.4):

	Correctly initialized quote matrix

2006-09-13 12:20  Giorgio Facchinetti

	* ql/Volatilities/: cmsmarket.cpp (1.5), cmsmarket.hpp (1.5):

	bug fixed

2006-09-13 11:29  Katiuscia Manzoni

	* ql/Indexes/eurliborswapfixa.hpp (1.2):

	bug fix

2006-09-13 10:37  Ferdinando Ametrano

	* test-suite/makefile.mak (1.63):

	updated

2006-09-12 22:19  Klaus Spanderen

	* ql/Volatilities/swaptionvolcubebysabr.hpp (1.19):

	removed g++ problem

2006-09-12 21:41  Klaus Spanderen

	* ql/MonteCarlo/lsmbasissystem.cpp (1.3):

	replaced template metaprogramming by more conventional coding

2006-09-12 21:05  Chiara Fornarola

	* ql/Indexes/eurliborswapfixa.hpp (1.1):

	EurLibor ISDAFIX swap indexes added. Still to be esposed to excel.

2006-09-12 20:30  Marco Bianchetti

	* ql/MarketModels/: evolutiondescription.cpp (1.15),
	evolutiondescription.hpp (1.16):

	added comments

2006-09-12 19:27  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolcube.cpp (1.43),
	ql/Volatilities/swaptionvolcube.hpp (1.23), test-suite/cms.cpp
	(1.46), test-suite/swaptionvolatilitycube.cpp (1.3):

	changed volSpreads  parameter from Matrix to
	std::vector<std::vector<Handle<Quote> > >&

2006-09-12 18:14  Giorgio Facchinetti

	* ql/Volatilities/: cmsmarket.cpp (1.4), cmsmarket.hpp (1.4):

	work in progress ...

2006-09-12 17:07  Giorgio Facchinetti

	* ql/Volatilities/: cmsmarket.cpp (1.3), cmsmarket.hpp (1.3):

	work in progress ...

2006-09-12 15:43  Mario Pucci

	* ql/Volatilities/: smilesection.cpp (1.2), smilesection.hpp (1.2),
	swaptionvolcubebysabr.cpp (1.30), swaptionvolcubebysabr.hpp (1.18):

	work in progress...

2006-09-12 15:18  Ferdinando Ametrano

	* ql/Calendars/jointcalendar.cpp (1.13):

	different string to discriminate between JoinBusinessDays and
	JoinHolidays

2006-09-12 11:39  Giorgio Facchinetti

	* QuantLib.vcproj (1.105), ql/Volatilities/cmsmarket.cpp (1.2),
	ql/Volatilities/cmsmarket.hpp (1.2),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.29),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.17):

	work in progress ...

2006-09-12 10:03  Ferdinando Ametrano

	* ql/Volatilities/: Makefile.am (1.23), all.hpp (1.6), makefile.mak
	(1.14):

	new file added

2006-09-12 10:01  Mario Pucci

	* QuantLib_vc8.vcproj (1.65), ql/CashFlows/conundrumpricer.cpp
	(1.49), ql/Volatilities/smilesection.cpp (1.1),
	ql/Volatilities/smilesection.hpp (1.1),
	ql/Volatilities/swaptionconstantvol.hpp (1.7),
	ql/Volatilities/swaptionvolcube.cpp (1.42),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.28),
	ql/Volatilities/swaptionvolmatrix.cpp (1.12),
	ql/swaptionvolstructure.hpp (1.39):

	SmileSection independence day

2006-09-12 09:31  Mario Pucci

	* ql/: CashFlows/conundrumpricer.cpp (1.48),
	CashFlows/conundrumpricer.hpp (1.31),
	Volatilities/swaptionconstantvol.hpp (1.6),
	Volatilities/swaptionvolcube.cpp (1.41),
	Volatilities/swaptionvolcube.hpp (1.22),
	Volatilities/swaptionvolcubebysabr.cpp (1.27),
	Volatilities/swaptionvolcubebysabr.hpp (1.16),
	Volatilities/swaptionvolmatrix.cpp (1.11), swaptionvolstructure.hpp
	(1.38), Volatilities/swaptionvolmatrix.hpp (1.48):

	name change

2006-09-12 08:42  Mario Pucci

	* QuantLib_vc8.vcproj (1.64):

	added files

2006-09-11 17:51  Giorgio Facchinetti

	* QuantLib.vcproj (1.104), ql/Volatilities/cmsmarket.cpp (1.1),
	ql/Volatilities/cmsmarket.hpp (1.1):

	work in progress ...

2006-09-11 16:49  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.54):

	VC7 catching up

2006-09-11 16:11  Cristina Duminuco

	* test-suite/cms.cpp (1.45):

	using new tenor-based Schedule

2006-09-11 16:03  Katiuscia Manzoni

	* ql/Indexes/euriborswapfixa.hpp (1.5):

	swapindex family name renamed from EURIBORSWAPFIXA to
	EuriborSwapFixA

2006-09-11 15:27  Cristina Duminuco

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.87),
	ConvertibleBonds/ConvertibleBonds.cpp (1.19):

	using new tenor-based Schedule

2006-09-11 15:06  Cristina Duminuco

	* Examples/Swap/swapvaluation.cpp (1.74):

	using new tenor-based Schedule

2006-09-11 14:31  Cristina Duminuco

	* test-suite/swap.cpp (1.52):

	using new tenor-based Schedule

2006-09-11 14:13  Cristina Duminuco

	* test-suite/shortratemodels.cpp (1.22):

	using new tenor-based Schedule

2006-09-11 13:54  Cristina Duminuco

	* test-suite/piecewiseyieldcurve.cpp (1.27):

	using new tenor-based Schedule

2006-09-11 13:11  Katiuscia Manzoni

	* ql/Indexes/: euribor.hpp (1.35), eurlibor.hpp (1.9):

	renamed family index EURLibor to Eurlibor to be consistent with
	family index Euribor. Renamed also 1WK and 2WK to  SW and 2W.

2006-09-11 12:46  Cristina Duminuco

	* test-suite/piecewiseflatforward.cpp (1.41):

	using new tenor-based Schedule

2006-09-11 12:15  Cristina Duminuco

	* test-suite/compoundforward.cpp (1.43):

	using new tenor-based Schedule

2006-09-11 11:56  Cristina Duminuco

	* test-suite/capfloor.cpp (1.61):

	using new tenor-based Schedule

2006-09-11 11:34  Cristina Duminuco

	* ql/Indexes/swapindex.cpp (1.10):

	using new tenor-based Schedule

2006-09-11 11:00  Cristina Duminuco

	* test-suite/bermudanswaption.cpp (1.11):

	using new tenor-based Schedule

2006-09-11 10:42  Cristina Duminuco

	* ql/Processes/lfmprocess.cpp (1.5):

	using new tenor-based Schedule

2006-09-11 10:20  Cristina Duminuco

	* ql/TermStructures/ratehelpers.cpp (1.80):

	using new tenor-based Schedule

2006-09-11 09:57  Cristina Duminuco

	* ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.55):

	using new tenor-based Schedule

2006-09-09 16:45  Mario Pucci

	* test-suite/cms.cpp (1.44):

	work in progress...

2006-09-08 19:25  Ferdinando Ametrano

	* ql/Instruments/convertiblebond.hpp (1.20):

	documenting bug

2006-09-08 19:04  Ferdinando Ametrano

	* ql/: MarketModels/TODO.txt (1.8),
	Volatilities/swaptionvolcube.cpp (1.40),
	Volatilities/swaptionvolcubebysabr.cpp (1.26):

	using tenor-based Schedule

2006-09-08 18:24  Ferdinando Ametrano

	* ql/Volatilities/: swaptionvolcube.cpp (1.39),
	swaptionvolcubebysabr.cpp (1.25):

	using tenor-based Schedule

2006-09-08 17:50  Cristina Duminuco

	* test-suite/libormarketmodel.cpp (1.13):

	using new tenor-based Schedule (which fixe many small bugs)

2006-09-08 17:35  Cristina Duminuco

	* ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.52):

	using new tenor-based Schedule (which fixe many small bugs)

2006-09-08 17:34  Cristina Duminuco

	* ql/schedule.cpp (1.17):

	bug fix

2006-09-08 16:20  Cristina Duminuco

	* ql/Instruments/: fixedcouponbond.cpp (1.18), floatingratebond.cpp
	(1.14):

	using new tenor-based Schedule (which fixe many small bugs)

2006-09-08 16:18  Cristina Duminuco

	* ql/period.cpp (1.9):

	more cases handled

2006-09-08 16:16  Cristina Duminuco

	* ql/: schedule.cpp (1.16), schedule.hpp (1.15):

	bug fix

2006-09-08 14:55  Marco Bianchetti

	* ql/MarketModels/: evolutiondescription.cpp (1.14),
	evolutiondescription.hpp (1.15):

	Improved some comment

2006-09-08 14:30  Katiuscia Manzoni

	* test-suite/: quantlibtestsuite.cpp (1.136),
	swaptionvolatilitycube.cpp (1.1), testsuite_vc8.vcproj (1.29),
	swaptionvolatilitycube.hpp (1.1):

	added swaption vol cube tests: recovering ATM vols and vol smile

2006-09-08 13:26  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolcube.hpp (1.21):

	expanded interface

2006-09-08 13:25  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolcube.cpp (1.38):

	expanding interface (and initial Observer/Observers implementation)

2006-09-08 13:05  Marco Bianchetti

	* ql/MarketModels/evolutiondescription.hpp (1.14):

	Improved some comment

2006-09-08 12:21  Mario Pucci

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.24):

	cleanup

2006-09-08 12:01  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcube.cpp (1.37),
	ql/Volatilities/swaptionvolcube.hpp (1.20),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.23),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.15),
	test-suite/cms.cpp (1.42):

	work in progress ...

2006-09-08 12:01  Katiuscia Manzoni

	* ql/swaptionvolstructure.hpp (1.37):

	extending SwaptionVolStructure interface

2006-09-08 10:54  Mario Pucci

	* ql/swaptionvolstructure.hpp (1.36),
	ql/Volatilities/swaptionvolcube.cpp (1.36),
	ql/Volatilities/swaptionvolcube.hpp (1.19),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.22),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.14),
	test-suite/quantlibtestsuite.cpp (1.134),
	test-suite/testsuite_vc8.vcproj (1.28):

	cleanup, new base class for cubes.

2006-09-07 17:36  Chiara Fornarola

	* ql/Indexes/euribor.hpp (1.34):

	tenor 1w, 2w, 3w, 1m->1y for Euribor365 index added

2006-09-07 17:31  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.21):

	work in progress ...

2006-09-07 15:23  Chiara Fornarola

	* ql/Indexes/eurlibor.hpp (1.8):

	EURLibor Class modified according to quoted indexes (i.e. no 3Wk
	tenor index is quoted) 1W tenor redenominated as EURLibor1W
	(according to Reuters page denominations)

2006-09-07 13:47  Luigi Ballabio

	* Examples/EquityOption/EquityOption.cpp (1.6),
	ql/Math/functional.hpp (1.10),
	ql/Math/gaussianorthogonalpolynomial.hpp (1.3),
	ql/Math/linearleastsquaresregression.hpp (1.4),
	ql/MonteCarlo/earlyexercisepathpricer.hpp (1.2),
	ql/MonteCarlo/longstaffschwartzpathpricer.hpp (1.2),
	ql/MonteCarlo/lsmbasissystem.cpp (1.2),
	ql/MonteCarlo/lsmbasissystem.hpp (1.2),
	ql/PricingEngines/mclongstaffschwartzengine.hpp (1.2),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.45),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.18),
	ql/PricingEngines/Vanilla/mcamericanengine.cpp (1.2),
	ql/PricingEngines/Vanilla/mcamericanengine.hpp (1.2),
	test-suite/basketoption.cpp (1.53),
	test-suite/linearleastsquaresregression.cpp (1.4):

	Changed inclusion order

2006-09-07 11:41  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.20),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.13),
	test-suite/cms.cpp (1.41):

	work in progress ...

2006-09-07 10:31  Eric Ehlers

	* ql/Indexes/Makefile.am (1.20):

	update file list

2006-09-07 10:27  Ferdinando Ametrano

	* Examples/: Repo/Repo.cpp (1.6),
	ConvertibleBonds/ConvertibleBonds.cpp (1.18):

	avoiding usage of deprecated code

2006-09-07 10:01  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.86):

	using Xibor::tenor instead of deprecated Xibor::frequency

2006-09-07 09:26  Eric Ehlers

	* ql/Volatilities/swaptionvolcubebysabr.hpp (1.12):

	fix syntax for gcc

2006-09-06 16:48  Mario Pucci

	* test-suite/cms.cpp (1.40):

	name change

2006-09-06 16:43  Ferdinando Ametrano

	* ql/Indexes/swapindex.cpp (1.9), ql/Indexes/xibor.hpp (1.54),
	ql/Processes/lfmprocess.cpp (1.4),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.54),
	ql/TermStructures/ratehelpers.cpp (1.79),
	ql/Volatilities/swaptionvolcube.cpp (1.35),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.19),
	test-suite/libormarketmodel.cpp (1.12),
	test-suite/shortratemodels.cpp (1.21):

	Xibor::frequency deprecated

2006-09-06 16:43  Ferdinando Ametrano

	* ql/ShortRateModels/CalibrationHelpers/: swaptionhelper.cpp
	(1.51), swaptionhelper.hpp (1.23):

	adding a tenor-based old constructor clone. The old one is
	deprecated

2006-09-06 16:33  Ferdinando Ametrano

	* ql/: schedule.cpp (1.15), schedule.hpp (1.14):

	tenor-based old constructor clone. It will be deprecated together
	with all the old  ones

2006-09-06 16:27  Mario Pucci

	* ql/Volatilities/: swaptionvolcube.cpp (1.34), swaptionvolcube.hpp
	(1.18), swaptionvolcubebysabr.cpp (1.18):

	name change

2006-09-06 16:00  Mario Pucci

	* ql/Volatilities/: swaptionvolcube.cpp (1.33), swaptionvolcube.hpp
	(1.17), swaptionvolcubebysabr.cpp (1.17), swaptionvolcubebysabr.hpp
	(1.11):

	cleanup

2006-09-06 15:48  Mario Pucci

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.16),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.10),
	test-suite/cms.cpp (1.39):

	eliminated useless paramater maxTolerance

2006-09-06 14:36  Mario Pucci

	* test-suite/cms.cpp (1.38):

	work in progress...

2006-09-06 14:32  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.34):

	work in progress...

2006-09-06 12:25  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.33):

	work in progress...

2006-09-06 12:14  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.15),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.9), test-suite/cms.cpp
	(1.37):

	work in progress ...

2006-09-06 12:04  Ferdinando Ametrano

	* ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp (1.5),
	test-suite/libormarketmodel.cpp (1.11):

	using Xibor::tenor instead of Xibor::frequency

2006-09-06 11:58  Chiara Fornarola

	* ql/Indexes/eurlibor.hpp (1.7):

	1w, 2w, 1->12 months tenor added

2006-09-06 11:49  Ferdinando Ametrano

	* ql/: Indexes/xibor.cpp (1.38), Indexes/xibor.hpp (1.53),
	period.cpp (1.8):

	Xibor::frequency uses Period::frequency (and will be deprecated
	shortly)

2006-09-06 11:20  Ferdinando Ametrano

	* ql/: calendar.cpp (1.44), calendar.hpp (1.60):

	undeprecating MonthEndReference for the time being

2006-09-06 10:57  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.32):

	work in progress...

2006-09-06 10:43  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.31):

	switched to unconstrained optimization for 4-parameter Sabr
	calibration

2006-09-06 10:42  Mario Pucci

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.14):

	work in progress...

2006-09-06 09:16  Mario Pucci

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.13):

	work in progress...

2006-09-05 19:50  Ferdinando Ametrano

	* ql/MarketModels/Models/abcd.cpp (1.2),
	ql/MarketModels/Models/abcd.hpp (1.2), test-suite/marketmodel.cpp
	(1.36):

	caplet calibration

2006-09-05 18:57  Mario Pucci

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.12),
	test-suite/cms.cpp (1.36):

	work in progress...

2006-09-05 17:58  Ferdinando Ametrano

	* ql/Calendars/jointcalendar.cpp (1.12):

	different concatenation character to discriminate between
	JoinBusinessDays and JoinHolidays

2006-09-05 17:28  Mario Pucci

	* test-suite/cms.cpp (1.35):

	work in progress...

2006-09-05 16:43  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.11):

	work in progress ...

2006-09-05 16:30  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.30),
	ql/Volatilities/swaptionvolcube.cpp (1.32),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.10),
	test-suite/cms.cpp (1.34):

	work in progress...

2006-09-05 16:12  Mario Pucci

	* ql/Volatilities/: swaptionvolcubebysabr.cpp (1.9),
	swaptionvolcubebysabr.hpp (1.8):

	work in progress...

2006-09-05 15:58  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.47),
	ql/CashFlows/conundrumpricer.hpp (1.30),
	ql/swaptionvolstructure.hpp (1.35), ql/Math/sabrinterpolation.hpp
	(1.29), ql/Volatilities/swaptionconstantvol.hpp (1.5),
	ql/Volatilities/swaptionvolcube.cpp (1.31),
	ql/Volatilities/swaptionvolcube.hpp (1.16),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.8),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.7),
	ql/Volatilities/swaptionvolmatrix.cpp (1.10),
	ql/Volatilities/swaptionvolmatrix.hpp (1.47), test-suite/cms.cpp
	(1.33):

	more boost::share_ptr to avoid copying objects

2006-09-05 14:10  Luigi Ballabio

	* ql/: Math/sabrinterpolation.hpp (1.28), Volatilities/Makefile.am
	(1.22), Volatilities/swaptionvolcubebysabr.cpp (1.7):

	Misc. fixes

2006-09-05 13:43  Cristina Duminuco

	* ql/: schedule.cpp (1.14), schedule.hpp (1.13):

	added business day convention for Termination Date

2006-09-05 10:09  Ferdinando Ametrano

	* ql/: schedule.cpp (1.13), schedule.hpp (1.12):

	new Schedule constructor: Period based, endOfMonth convention,
	Bloomberg-like

2006-09-05 09:48  Giorgio Facchinetti

	* ql/: CashFlows/cmscoupon.cpp (1.18),
	Volatilities/swaptionvolcubebysabr.cpp (1.6),
	Volatilities/swaptionvolcubebysabr.hpp (1.6):

	work in progress ...

2006-09-05 09:43  Marco Bianchetti

	* ql/MarketModels/driftcalculator.cpp (1.24):

	enforced initialization of auxiliary matrix e in
	DriftCalculator::computeReduced

2006-09-05 09:40  Mario Pucci

	* ql/Volatilities/swaptionvolcubebysabr.cpp (1.5),
	test-suite/cms.cpp (1.32):

	work in progress...

2006-09-05 09:23  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.27),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.4),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.5), test-suite/cms.cpp
	(1.31):

	changed parameters usage for sabr interpolation

2006-09-04 20:11  Ferdinando Ametrano

	* ql/: schedule.cpp (1.12), schedule.hpp (1.11):

	new method and costructor added (work in progress)

2006-09-04 20:07  Marco Bianchetti

	* ql/MarketModels/: driftcalculator.cpp (1.23), driftcalculator.hpp
	(1.13):

	Fixed bug in DriftCalculator::computeReduced now consistent with
	DriftCalculator::compute Case numeraire = 0 still TBD

2006-09-04 20:07  Ferdinando Ametrano

	* ql/: period.cpp (1.7), Utilities/dataparsers.cpp (1.6):

	bug fix

2006-09-04 18:48  Ferdinando Ametrano

	* ql/period.cpp (1.6):

	fixes

2006-09-04 17:39  Ferdinando Ametrano

	* ql/CashFlows/: cashflowvectors.cpp (1.51), cmscoupon.cpp (1.17):

	fix

2006-09-04 17:39  Katiuscia Manzoni

	* ql/Volatilities/: swaptionvolmatrix.cpp (1.9),
	swaptionvolmatrix.hpp (1.46):

	1.replaced private member std::vector<std::vector<Handle<Quote> > >
	vols_ with Matrix volatilities_; 2. bugs fixed in the
	swaptionvolmatrix validation;

2006-09-04 17:36  Mario Pucci

	* ql/: Math/sabrinterpolation.hpp (1.26),
	Volatilities/swaptionvolcubebysabr.hpp (1.4):

	work in progress...

2006-09-04 17:00  Ferdinando Ametrano

	* ql/: CashFlows/cashflowvectors.cpp (1.50),
	CashFlows/cmscoupon.cpp (1.16), period.cpp (1.4), period.hpp (1.4):

	expanded Period interface (in order to gradually reduce Frequency
	usage)

2006-09-04 16:20  Mario Pucci

	* ql/Volatilities/: swaptionvolcubebysabr.cpp (1.3),
	swaptionvolcubebysabr.hpp (1.3):

	work in progress...

2006-09-04 16:19  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.25):

	added transformation for full unconstrained calibration

2006-09-04 15:03  Ferdinando Ametrano

	* test-suite/testsuite_vc8.vcproj (1.27):

	VC8 catching up

2006-09-04 15:03  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.53):

	VC7 catching up

2006-09-04 15:00  Ferdinando Ametrano

	* QuantLib.vcproj (1.103), test-suite/testsuite.vcproj (1.52):

	VC7 catching up

2006-09-04 13:54  Ferdinando Ametrano

	* ql/: period.cpp (1.3), period.hpp (1.3):

	1) more frequency 2) some Period algebra

2006-09-04 12:12  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolmatrix.cpp (1.8):

	safer code

2006-09-04 10:32  Giorgio Facchinetti

	* ql/Volatilities/: swaptionvolcubebysabr.cpp (1.2),
	swaptionvolcubebysabr.hpp (1.2):

	work in progress ...

2006-09-04 09:35  Mario Pucci

	* QuantLib_vc8.vcproj (1.63):

	added files

2006-09-04 09:27  Giorgio Facchinetti

	* QuantLib.vcproj (1.102), ql/Volatilities/swaptionvolcube.cpp
	(1.30), ql/Volatilities/swaptionvolcube.hpp (1.15),
	ql/Volatilities/swaptionvolcubebysabr.cpp (1.1),
	ql/Volatilities/swaptionvolcubebysabr.hpp (1.1), test-suite/cms.cpp
	(1.30):

	Added swaptionVolatilityCubeBySabr.cpp and hpp files

2006-09-03 08:09  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.24):

	work in progress...

2006-09-03 07:17  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.23):

	work in progress...

2006-09-03 07:08  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.22):

	work in progress...

2006-09-03 00:48  Klaus Spanderen

	* ql/Math/sabrinterpolation.hpp (1.21):

	corrected typo

2006-09-03 00:46  Klaus Spanderen

	* ql/PricingEngines/Makefile.am (1.47), ql/PricingEngines/all.hpp
	(1.14), ql/PricingEngines/mclongstaffschwartzengine.hpp (1.1),
	Examples/EquityOption/EquityOption.cpp (1.5), ql/Math/Makefile.am
	(1.54), ql/Math/functional.hpp (1.9),
	ql/Math/gaussianorthogonalpolynomial.cpp (1.3),
	ql/Math/gaussianorthogonalpolynomial.hpp (1.2),
	ql/Math/linearleastsquaresregression.hpp (1.3),
	ql/MonteCarlo/Makefile.am (1.35), ql/MonteCarlo/all.hpp (1.7),
	ql/MonteCarlo/earlyexercisepathpricer.hpp (1.1),
	ql/MonteCarlo/longstaffschwartzpathpricer.hpp (1.1),
	ql/MonteCarlo/lsmbasissystem.cpp (1.1),
	ql/MonteCarlo/lsmbasissystem.hpp (1.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.44),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.17),
	ql/PricingEngines/Vanilla/Makefile.am (1.26),
	ql/PricingEngines/Vanilla/all.hpp (1.13),
	ql/PricingEngines/Vanilla/mcamericanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/mcamericanengine.hpp (1.1),
	test-suite/Makefile.am (1.75), test-suite/basketoption.cpp (1.52),
	test-suite/linearleastsquaresregression.cpp (1.3),
	test-suite/mclongstaffschwartzengine.cpp (1.1),
	test-suite/mclongstaffschwartzengine.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.133), QuantLib_vc8.vcproj
	(1.62), configure.ac (1.86):

	added Longstaff-Schwartz Monte-Carlo algorithm for
	american/bermudan  options with deterministic interest rates

2006-09-02 17:17  Mario Pucci

	* test-suite/cms.cpp (1.29):

	work in progress...

2006-09-02 17:09  Mario Pucci

	* test-suite/cms.cpp (1.28):

	work in progress...

2006-09-02 16:50  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.20),
	ql/Volatilities/swaptionvolcube.cpp (1.29),
	ql/Volatilities/swaptionvolcube.hpp (1.14), test-suite/cms.cpp
	(1.27):

	Parametrized fixed beta and max error in
	SwaptionVolatilityCubeBySabr

2006-09-02 06:34  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.19),
	ql/Volatilities/swaptionvolcube.cpp (1.28), test-suite/cms.cpp
	(1.26):

	Introduced  parameters transformation for Sabr calibration

2006-09-02 02:00  Joseph Wang

	* ql/MarketModels/Models/Makefile.am (1.2):

	fix typo in file

2006-09-01 22:07  Ferdinando Ametrano

	* QuantLib.vcproj (1.100), QuantLib_vc8.vcproj (1.60),
	ql/MarketModels/Makefile.am (1.4), ql/MarketModels/all.hpp (1.3),
	ql/MarketModels/core.hpp (1.2), ql/MarketModels/marketmodel.hpp
	(1.1), ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.8),
	ql/MarketModels/Evolvers/forwardrateipcevolver.hpp (1.4),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.8),
	ql/MarketModels/Evolvers/forwardratepcevolver.hpp (1.6),
	test-suite/integrals.cpp (1.21), test-suite/marketmodel.cpp (1.35),
	test-suite/quantlibtestsuite.cpp (1.131),
	ql/MarketModels/Models/.cvsignore (1.1),
	ql/MarketModels/Models/Makefile.am (1.1),
	ql/MarketModels/Models/abcd.cpp (1.1),
	ql/MarketModels/Models/abcd.hpp (1.1),
	ql/MarketModels/Models/calibratedmarketmodel.cpp (1.1),
	ql/MarketModels/Models/calibratedmarketmodel.hpp (1.1),
	ql/MarketModels/Models/expcorrabcdvol.cpp (1.1),
	ql/MarketModels/Models/expcorrabcdvol.hpp (1.1),
	ql/MarketModels/Models/expcorrflatvol.cpp (1.1),
	ql/MarketModels/Models/expcorrflatvol.hpp (1.1):

	1) renamed PseudoRoot as MarketModel 2) expanded its interface 3)
	code refactoring using MarketModel

2006-09-01 20:49  Klaus Spanderen

	* test-suite/hestonmodel.cpp (1.18):

	simplify testBlackCalibration() test case

2006-09-01 17:54  Giorgio Facchinetti

	* ql/Math/sabrinterpolation.hpp (1.18),
	ql/Volatilities/swaptionvolcube.cpp (1.27), test-suite/cms.cpp
	(1.25):

	work in progress

2006-09-01 16:26  Ferdinando Ametrano

	* test-suite/integrals.cpp (1.20):

	abcd fit

2006-09-01 16:23  Mario Pucci

	* test-suite/cms.cpp (1.24):

	work in progress...

2006-09-01 16:17  Ferdinando Ametrano

	* QuantLib.vcproj (1.99), QuantLib_vc8.vcproj (1.59),
	test-suite/marketmodel.cpp (1.34):

	abcd fit

2006-09-01 15:22  Mario Pucci

	* test-suite/cms.cpp (1.23):

	work in progress...

2006-09-01 15:19  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.17):

	beta fixed calibration

2006-09-01 15:16  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcube.cpp (1.26):

	work in progress

2006-09-01 15:01  Giorgio Facchinetti

	* ql/: swaptionvolstructure.hpp (1.34),
	Volatilities/swaptionvolcube.cpp (1.25),
	Volatilities/swaptionvolcube.hpp (1.13):

	work in progress

2006-08-31 20:05  Ferdinando Ametrano

	* ql/Instruments/: bond.cpp (1.18), bond.hpp (1.19),
	convertiblebond.cpp (1.21), convertiblebond.hpp (1.19),
	fixedcouponbond.cpp (1.17), fixedcouponbond.hpp (1.12),
	floatingratebond.cpp (1.13), floatingratebond.hpp (1.8),
	zerocouponbond.cpp (1.9), zerocouponbond.hpp (1.5):

	face amount deprecation-friendly introduction

2006-08-31 19:06  Katiuscia Manzoni

	* ql/Instruments/: assetswap.cpp (1.7), assetswap.hpp (1.5):

	fixedLeg renamed bondLeg

2006-08-31 18:35  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.58):

	reverting back bad changes Cri: this is for you ;-)

2006-08-31 17:42  Chiara Fornarola

	* ql/Instruments/assetswap.cpp (1.6), ql/Instruments/assetswap.hpp
	(1.4), ql/Instruments/bond.cpp (1.17), ql/Instruments/bond.hpp
	(1.18), ql/Instruments/convertiblebond.cpp (1.20),
	ql/Instruments/convertiblebond.hpp (1.18),
	ql/Instruments/dividendschedule.hpp (1.14),
	ql/Instruments/fixedcouponbond.cpp (1.16),
	ql/Instruments/fixedcouponbond.hpp (1.11),
	ql/Instruments/floatingratebond.cpp (1.12),
	ql/Instruments/floatingratebond.hpp (1.7),
	ql/Instruments/zerocouponbond.cpp (1.8),
	ql/Instruments/zerocouponbond.hpp (1.4),
	ql/TermStructures/bondhelpers.cpp (1.4), test-suite/bonds.cpp
	(1.26), test-suite/convertiblebonds.cpp (1.7),
	test-suite/piecewiseyieldcurve.cpp (1.26):

	added faceAmount to Bond

2006-08-31 16:28  Ferdinando Ametrano

	* ql/Volatilities/: swaptionvolmatrix.cpp (1.7),
	swaptionvolmatrix.hpp (1.45):

	fix

2006-08-31 15:40  Cristina Duminuco

	* test-suite/: integrals.cpp (1.19), marketmodel.cpp (1.32):

	consequence of Abcd class modifications

2006-08-31 13:53  Mario Pucci

	* test-suite/cms.cpp (1.22):

	added more tests...

2006-08-31 13:25  Mario Pucci

	* test-suite/cms.cpp (1.21):

	work in progress...

2006-08-31 12:12  Katiuscia Manzoni

	* ql/Volatilities/: swaptionvolmatrix.cpp (1.6),
	swaptionvolmatrix.hpp (1.44):

	added new SwaptionVolatilityMatrix constructor where the matrix
	volatilities parameter has been replaced with a
	std::vector<std::vector<Handle<Quote>>>&

2006-08-31 11:12  Mario Pucci

	* test-suite/cms.cpp (1.20):

	added test on SwaptionVolatilityCubeBySabr

2006-08-31 11:07  Ferdinando Ametrano

	* ql/: swaptionvolstructure.hpp (1.33),
	Volatilities/swaptionvolcube.hpp (1.11),
	Volatilities/swaptionvolmatrix.hpp (1.43):

	fix

2006-08-31 10:48  Ferdinando Ametrano

	* ql/calendar.cpp (1.43):

	using Calendar::endOfMonth instead of Date::endOfMonth

2006-08-31 10:42  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcube.cpp (1.22):

	work in progress

2006-08-31 10:06  Giorgio Facchinetti

	* ql/: swaptionvolstructure.hpp (1.32),
	Volatilities/swaptionvolcube.cpp (1.21),
	Volatilities/swaptionvolcube.hpp (1.10):

	Added SwaptionVolatilityCubeBySabr

2006-08-31 10:03  Luigi Ballabio

	* Authors.txt (1.19), Contributors.txt (1.40),
	Docs/pages/authors.docs (1.48), dev_tools/developers (1.8):

	New developer

2006-08-31 09:29  Luigi Ballabio

	* Authors.txt (1.18), Contributors.txt (1.39),
	Docs/pages/authors.docs (1.47), dev_tools/developers (1.7):

	New developer

2006-08-30 20:04  Ferdinando Ametrano

	* ql/Instruments/: assetswap.cpp (1.5), assetswap.hpp (1.3):

	fixes

2006-08-30 18:27  Luigi Ballabio

	* ql/timeseries.hpp (1.12):

	Bug fix (thanks to Marco Tarenghi)

2006-08-30 12:37  Luigi Ballabio

	* QuantLib.vcproj (1.98), QuantLib_vc8.vcproj (1.57),
	ql/MarketModels/Products/Makefile.am (1.4),
	ql/MarketModels/Products/all.hpp (1.3), test-suite/marketmodel.cpp
	(1.31), test-suite/marketmodel.hpp (1.10):

	Added market-model composite product

2006-08-30 11:51  Ferdinando Ametrano

	* functions/ql/Functions/: vols.cpp (1.6), vols.hpp (1.9):

	QuantLibFunctions fully deprecated.

2006-08-30 11:42  Ferdinando Ametrano

	* functions/ql/Functions/Makefile.am (1.17),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.24),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.16),
	functions/ql/Functions/makefile.mak (1.11),
	functions/ql/Functions/mathf.cpp (1.9),
	functions/ql/Functions/mathf.hpp (1.15), ql/prices.cpp (1.3),
	ql/prices.hpp (1.2):

	further Functions deprecation.	Just one fuction left...

2006-08-30 11:41  Cristina Duminuco

	* test-suite/marketmodel.cpp (1.30):

	in testAbcdVolatilityFit() added the fit of b and c parameters,
	using a Conjugate Gradient

2006-08-30 11:36  Cristina Duminuco

	* QuantLib.vcproj (1.97), QuantLib_vc8.vcproj (1.56):

	added file ql\MArketModels\PseudoRoots\abcd.hpp

2006-08-30 10:45  Mario Pucci

	* test-suite/cms.cpp (1.18):

	work in progress...

2006-08-30 10:39  Mario Pucci

	* test-suite/cms.cpp (1.17):

	added tests

2006-08-29 21:16  Ferdinando Ametrano

	* ql/calendar.hpp (1.59):

	fix

2006-08-29 21:02  Ferdinando Ametrano

	* ql/: calendar.cpp (1.42), calendar.hpp (1.58):

	deprecating MonthEndReference

2006-08-29 20:14  Mario Pucci

	* test-suite/cms.cpp (1.16):

	work in progress...

2006-08-29 19:09  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolcube.hpp (1.9):

	changed constructor: added default value of 2 (years) to shortTenor
	parameter and an empty shared pointer to shortTenorIndex parameter

2006-08-29 18:43  Marco Bianchetti

	* ql/MarketModels/driftcalculator.cpp (1.22):

	Minor revision of formats/comments

2006-08-29 18:34  Mario Pucci

	* ql/Volatilities/swaptionvolcube.cpp (1.20):

	work in progress...

2006-08-29 17:58  Mario Pucci

	* ql/Math/sabrinterpolation.hpp (1.16):

	enriched error message...

2006-08-29 17:18  Ferdinando Ametrano

	* ql/: calendar.cpp (1.41), calendar.hpp (1.57):

	adding endOfMonth behaviour to the advance method

2006-08-29 17:13  Ferdinando Ametrano

	* ql/schedule.cpp (1.11):

	bug fix

2006-08-29 17:08  Luigi Ballabio

	* ql/MarketModels/evolutiondescription.cpp (1.13):

	Fixed default numeraires and relevance rates

2006-08-29 17:07  Mario Pucci

	* test-suite/cms.cpp (1.15):

	work in progress...

2006-08-29 17:01  Ferdinando Ametrano

	* test-suite/hestonmodel.cpp (1.17):

	fix

2006-08-29 16:44  Mario Pucci

	* test-suite/cms.cpp (1.14):

	adapted to new constructor for vol cuve

2006-08-29 16:38  Mario Pucci

	* test-suite/: cms.cpp (1.13), cms.hpp (1.4):

	work in progress...

2006-08-29 14:09  Katiuscia Manzoni

	* ql/Volatilities/: swaptionvolcube.cpp (1.19), swaptionvolcube.hpp
	(1.8):

	added new parameter (SwapSettlementDays) in the
	SwaptionVolatilityCube constructor

2006-08-29 12:19  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolcube.cpp (1.18):

	introduced effectiveIborIndex in atmStrike method, as the effective
	index between short term and long term index

2006-08-29 12:14  Ferdinando Ametrano

	* test-suite/hestonmodel.cpp (1.16):

	higher tolerance

2006-08-29 08:42  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.29):

	higher tolerance

2006-08-28 23:03  Ferdinando Ametrano

	* ql/MarketModels/: curvestate.hpp (1.11), evolutiondescription.cpp
	(1.12):

	using std::vector<double> instead of Array

2006-08-28 22:56  Ferdinando Ametrano

	* ql/Math/pseudosqrt.cpp (1.18):

	improved behaviour

2006-08-28 22:18  Ferdinando Ametrano

	* ql/MarketModels/: accountingengine.cpp (1.10),
	accountingengine.hpp (1.8):

	using std::vector<Real> instead of Array

2006-08-28 20:56  Chiara Fornarola

	* ql/Instruments/: assetswap.cpp (1.4), assetswap.hpp (1.2):

	added fairPrice as a method of AssetSwap

2006-08-28 19:05  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.55):

	VC8 catching up

2006-08-28 18:29  Chiara Fornarola

	* ql/Instruments/assetswap.cpp (1.3):

	work in progress

2006-08-28 17:59  Ferdinando Ametrano

	* ql/: Math/gaussianstatistics.hpp (1.30), Math/riskstatistics.hpp
	(1.24), Math/sequencestatistics.hpp (1.32), Math/statistics.hpp
	(1.32), PricingEngines/Basket/mcamericanbasketengine.cpp (1.43):

	typedef RiskStatistics Statistics;

2006-08-28 17:33  Chiara Fornarola

	* QuantLib_vc8.vcproj (1.54):

	VC8 catching up

2006-08-28 17:20  Chiara Fornarola

	* ql/Instruments/bond.hpp (1.17):

	Added maturity date and first coupon date

2006-08-28 17:01  Katiuscia Manzoni

	* ql/Volatilities/: swaptionvolcube.cpp (1.17), swaptionvolcube.hpp
	(1.7):

	bug fixed on private data member calendar_

2006-08-28 15:47  Chiara Fornarola

	* ql/Instruments/: fixedcouponbond.cpp (1.15), floatingratebond.cpp
	(1.11), zerocouponbond.cpp (1.7):

	as per ISDA convention "Termination Date" is not adjusted

2006-08-28 12:33  Luigi Ballabio

	* ql/Math/: convergencestatistics.hpp (1.4),
	discrepancystatistics.hpp (1.18), gaussianstatistics.hpp (1.29),
	generalstatistics.hpp (1.22), incrementalstatistics.hpp (1.18),
	riskstatistics.hpp (1.23), sequencestatistics.hpp (1.31):

	Added support for sequences to convergence statistics

2006-08-25 17:28  Luigi Ballabio

	* ql/: swaptionvolstructure.hpp (1.31),
	CashFlows/conundrumpricer.hpp (1.29),
	MarketModels/Products/Makefile.am (1.3),
	Volatilities/swaptionvolcube.cpp (1.16):

	More fixes for gcc compilation

2006-08-25 16:59  Chiara Fornarola

	* QuantLib.vcproj (1.96):

	added 2 new products coinitialswaponestep and coterminalswaponestep

2006-08-25 16:27  Giorgio Facchinetti

	* test-suite/: marketmodel.cpp (1.28), marketmodel.hpp (1.9):

	Added	testLongJumpCoinitialSwapsOneStep() and
	testLongJumpCoterminalSwapsOneStep()

2006-08-25 15:35  Mario Pucci

	* ql/: swaptionvolstructure.hpp (1.30),
	CashFlows/conundrumpricer.cpp (1.46), CashFlows/conundrumpricer.hpp
	(1.28), Volatilities/swaptionconstantvol.hpp (1.4),
	Volatilities/swaptionvolcube.cpp (1.15),
	Volatilities/swaptionvolcube.hpp (1.6),
	Volatilities/swaptionvolmatrix.cpp (1.5),
	Volatilities/swaptionvolmatrix.hpp (1.42):

	name change

2006-08-25 14:12  Mario Pucci

	* ql/Volatilities/swaptionvolcube.cpp (1.13):

	work in progress...

2006-08-25 13:43  Cristina Duminuco

	* test-suite/: marketmodel.cpp (1.27), marketmodel.hpp (1.8):

	work in progress

2006-08-25 12:24  Cristina Duminuco

	* test-suite/marketmodel.cpp (1.26):

	a,b,c,d parameters ordered following Rebonato notation used in Abcd
	class

2006-08-25 12:23  Mario Pucci

	* ql/Volatilities/swaptionvolcube.cpp (1.12):

	work in progress...

2006-08-25 12:02  Giorgio Facchinetti

	* ql/Volatilities/swaptionvolcube.cpp (1.11):

	added flat extrapolation of smile

2006-08-25 11:51  Giorgio Facchinetti

	* ql/: CashFlows/conundrumpricer.cpp (1.44),
	CashFlows/conundrumpricer.hpp (1.26),
	Volatilities/swaptionvolcube.cpp (1.10):

	work in progress

2006-08-25 11:42  Mario Pucci

	* test-suite/cms.cpp (1.12):

	work in progress...

2006-08-25 11:37  Cristina Duminuco

	* test-suite/: marketmodel.cpp (1.25), marketmodel.hpp (1.7):

	added method testAbcdVolatilityCompare()

2006-08-25 10:57  Giorgio Facchinetti

	* ql/swaptionvolstructure.hpp (1.28):

	work in progress

2006-08-25 10:36  Luigi Ballabio

	* ql/swaptionvolstructure.hpp (1.27):

	More fixes for gcc compilation (and line wrapping. 78 columns,
	please)

2006-08-25 09:46  Luigi Ballabio

	* ql/Instruments/: Makefile.am (1.40), assetswap.cpp (1.2):

	Fixes for gcc compilation

2006-08-25 09:41  Mario Pucci

	* ql/: swaptionvolstructure.hpp (1.26),
	Volatilities/swaptionconstantvol.hpp (1.3),
	Volatilities/swaptionvolcube.cpp (1.9),
	Volatilities/swaptionvolcube.hpp (1.5),
	Volatilities/swaptionvolmatrix.cpp (1.4),
	Volatilities/swaptionvolmatrix.hpp (1.41):

	added smileSection method

2006-08-24 17:45  Chiara Fornarola

	* ql/Instruments/assetswap.hpp (1.1):

	asset swap class added test to be performed later nominal to be
	adjusted

2006-08-24 17:44  Chiara Fornarola

	* ql/Instruments/assetswap.cpp (1.1):

	asset swap class added test to be performed nominal to be adjusted

2006-08-24 16:57  Mario Pucci

	* ql/: swaptionvolstructure.hpp (1.25),
	Volatilities/swaptionvolcube.cpp (1.8):

	work in progress...

2006-08-24 16:38  Mario Pucci

	* ql/Volatilities/: swaptionvolcube.cpp (1.7), swaptionvolcube.hpp
	(1.4):

	work in progress...

2006-08-24 16:34  Cristina Duminuco

	* test-suite/marketmodel.cpp (1.24):

	In testAbcdVolatilityIntegration() are now tested methods
	variance() and covariance() of Abcd class.

2006-08-24 16:12  Mario Pucci

	* ql/Volatilities/: swaptionvolcube.cpp (1.6), swaptionvolcube.hpp
	(1.3):

	added temporary smile1 method

2006-08-24 16:08  Ferdinando Ametrano

	* ql/MarketModels/Products/all.hpp (1.2), ql/MarketModels/TODO.txt
	(1.6), QuantLib_vc8.vcproj (1.53):

	updated

2006-08-24 15:26  Ferdinando Ametrano

	* ql/: swaptionvolstructure.hpp (1.24),
	Volatilities/swaptionvolmatrix.cpp (1.3),
	Volatilities/swaptionvolmatrix.hpp (1.40):

	start renamed exerciseDate or exerciseTime, as appropriate

2006-08-24 15:02  Cristina Duminuco

	* test-suite/testsuite_vc8.vcproj (1.26):

	removed schedule.*pp from project

2006-08-24 14:46  Mario Pucci

	* ql/swaptionvolstructure.hpp (1.23):

	added Smile class

2006-08-24 14:41  Cristina Duminuco

	* test-suite/: marketmodel.cpp (1.23), marketmodel.hpp (1.6),
	testsuite_vc8.vcproj (1.25):

	added testAbcdVolatilityIntegration()

2006-08-24 14:40  Cristina Duminuco

	* test-suite/integrals.cpp (1.18):

	changed test on Abcd

2006-08-24 11:50  Giorgio Facchinetti

	* test-suite/marketmodel.cpp (1.22):

	back to the old implementation of methods using abcd volatility

2006-08-23 15:53  Giorgio Facchinetti

	* test-suite/marketmodel.cpp (1.21):

	renamed swapRate in fixedRate

2006-08-23 15:42  Giorgio Facchinetti

	* test-suite/: marketmodel.cpp (1.20), marketmodel.hpp (1.5):

	Added	void testLongJumpCoinitialSwaps() and
	testLongJumpCoterminalSwaps()

2006-08-23 14:14  Luigi Ballabio

	* ql/Currencies/: europe.hpp (1.10), exchangeratemanager.cpp
	(1.12):

	Added Romanian new lev

2006-08-23 12:09  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.43):

	enabled pricing via cube

2006-08-22 20:33  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolcube.cpp (1.5):

	assorted fixes

2006-08-22 20:32  Katiuscia Manzoni

	* ql/Indexes/swapindex.cpp (1.8):

	bug fix

2006-08-22 17:00  Luigi Ballabio

	* ql/: config.msvc.hpp (1.77), Math/array.hpp (1.30):

	Moved compiler-dependent pragma into configuration file

2006-08-22 16:14  Luigi Ballabio

	* ql/Math/array.hpp (1.29):

	Avoided warnings on VC7.1

2006-08-22 12:32  Katiuscia Manzoni

	* ql/Volatilities/swaptionvolcube.cpp (1.4):

	1. bug fixed on exerciseDatesAsReal_: element 0 was never
	populated; 2. explicitly enabled extrapolation both for
	exerciseInterpolator_ and volSpreadsInterpolator_.

2006-08-22 11:17  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.42):

	work in progress...

2006-08-22 11:11  Mario Pucci

	* test-suite/cms.cpp (1.11):

	work in progress...

2006-08-21 21:08  Ferdinando Ametrano

	* ql/MarketModels/TODO.txt (1.4),
	ql/MarketModels/duffsdeviceinnerproduct.hpp (1.3),
	test-suite/testsuite_vc8.vcproj (1.24):

	cleaner Duff's device implementation

2006-08-21 20:40  Ferdinando Ametrano

	* ql/MarketModels/evolutiondescription.cpp (1.11),
	ql/MarketModels/evolutiondescription.hpp (1.13),
	test-suite/marketmodel.cpp (1.18):

	setMoneyMarketMeasurePlus(Size offset = 1) added

2006-08-21 18:29  Ferdinando Ametrano

	* QuantLib.vcproj (1.93):

	alphabetically reordered filters

2006-08-21 18:09  Ferdinando Ametrano

	* ql/MarketModels/duffsdeviceinnerproduct.hpp (1.2):

	improved implementation

2006-08-21 16:49  Mario Pucci

	* test-suite/cms.cpp (1.9):

	work in progress...

2006-08-21 16:41  Mario Pucci

	* test-suite/cms.cpp (1.8):

	added test hypercube

2006-08-21 16:14  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.52), ql/MarketModels/TODO.txt (1.3),
	ql/MarketModels/driftcalculator.cpp (1.21),
	ql/MarketModels/duffsdeviceinnerproduct.hpp (1.1),
	ql/MarketModels/marketmodelevolver.hpp (1.6),
	ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.7),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.6),
	ql/MarketModels/Evolvers/forwardratepcevolver.hpp (1.5),
	test-suite/marketmodel.cpp (1.17), test-suite/quantlibtestsuite.cpp
	(1.129), test-suite/bin/.cvsignore (1.5):

	introduced Duff's device. Not used yet as it seems ineffective
	(worse than std::inner_product)

2006-08-21 15:09  Luigi Ballabio

	* ql/CashFlows/Makefile.am (1.22), ql/CashFlows/conundrumpricer.cpp
	(1.41), ql/CashFlows/conundrumpricer.hpp (1.25),
	ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.6),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.5),
	ql/Volatilities/Makefile.am (1.21),
	ql/Volatilities/swaptionvolcube.cpp (1.3), test-suite/Makefile.am
	(1.74), test-suite/cms.cpp (1.7):

	Fixes for warnings and Linux compilation

2006-08-21 15:08  Luigi Ballabio

	* ql/: Pricers/mcpricer.hpp (1.38), PricingEngines/mcsimulation.hpp
	(1.18):

	Workaround for gcc 4.1 bug

2006-08-21 15:05  Luigi Ballabio

	* ql/CashFlows/: cmscoupon.cpp (1.15), cmscoupon.hpp (1.14),
	floatingratecoupon.hpp (1.48), inarrearindexedcoupon.cpp (1.9),
	inarrearindexedcoupon.hpp (1.21), parcoupon.hpp (1.23):

	More uniform naming for hidden methods

2006-08-21 15:03  Luigi Ballabio

	* ql/period.cpp (1.2):

	More robust switch

2006-08-21 15:02  Luigi Ballabio

	* ql/period.hpp (1.2):

	Avoided implicit conversion from Frequency

2006-08-21 14:44  Mario Pucci

	* test-suite/cms.cpp (1.6):

	work in progress...

2006-08-21 14:28  Mario Pucci

	* test-suite/: cms.cpp (1.5), cms.hpp (1.3):

	adde testParity()

2006-08-21 14:15  Mario Pucci

	* ql/CashFlows/: cmscoupon.cpp (1.14), cmscoupon.hpp (1.13):

	work in progress...

2006-08-21 12:54  Mario Pucci

	* ql/CashFlows/: cmscoupon.cpp (1.13), cmscoupon.hpp (1.12):

	added Real price(const Handle<YieldTermStructure>&
	discountingCurve) const. May be eligible for preferement to base
	class

2006-08-21 11:44  Katiuscia Manzoni

	* ql/Volatilities/: swaptionvolcube.cpp (1.2), swaptionvolcube.hpp
	(1.2):

	added params to SwaptionVolatilityCube constructor to allow
	instantiatiation of vanilla swap & added method atmStrike returning
	the vanilla swap's fair rate

2006-08-21 10:20  Giorgio Facchinetti

	* ql/CashFlows/conundrumpricer.cpp (1.40):

	work in progress

2006-08-21 10:16  Ferdinando Ametrano

	* QuantLib.vcproj (1.92), QuantLib_vc8.vcproj (1.51),
	test-suite/integrals.cpp (1.17), test-suite/marketmodel.cpp (1.16),
	test-suite/quantlibtestsuite.cpp (1.127):

	MarketModel refactoring

2006-08-21 10:10  Ferdinando Ametrano

	* ql/MarketModels/: evolutiondescription.cpp (1.10),
	evolutiondescription.hpp (1.12):

	1) using std::vector instead of Array 2) code formatting 3)
	effective stop times are calculated in EvolutionDescription and
	used in PseudoRoot  derived classes

2006-08-21 10:07  Mario Pucci

	* test-suite/: cms.cpp (1.4), cms.hpp (1.2):

	work in progress...

2006-08-21 09:55  Ferdinando Ametrano

	* ql/MarketModels/: accountingengine.cpp (1.9),
	accountingengine.hpp (1.7):

	1) using std::vector instead of Array 2) code formatting

2006-08-21 09:52  Ferdinando Ametrano

	* ql/MarketModels/: driftcalculator.cpp (1.20), driftcalculator.hpp
	(1.12), curvestate.cpp (1.8), curvestate.hpp (1.10):

	1) using std::vector instead of Array 2) code formatting

2006-08-21 09:47  Ferdinando Ametrano

	* ql/MarketModels/: Products/marketmodelratchet.cpp (1.2),
	Products/marketmodelratchet.hpp (1.5), marketmodelproduct.hpp
	(1.4), Evolvers/forwardrateipcevolver.cpp (1.5),
	Evolvers/forwardrateipcevolver.hpp (1.3),
	Evolvers/forwardratepcevolver.cpp (1.4),
	Evolvers/forwardratepcevolver.hpp (1.4):

	1) using std::vector instead of Array 2) code formatting

2006-08-21 09:38  Ferdinando Ametrano

	* ql/ShortRateModels/: LiborMarketModels/lfmcovarproxy.cpp (1.3),
	LiborMarketModels/liborforwardmodel.cpp (1.4),
	LiborMarketModels/liborforwardmodel.hpp (1.2),
	LiborMarketModels/lmcorrmodel.cpp (1.2),
	TwoFactorModels/hestonmodel.cpp (1.3),
	TwoFactorModels/hestonmodel.hpp (1.3), model.cpp (1.30), model.hpp
	(1.37):

	introduced CalibratedModel class as base class for ShortRateModel.
	Now LiborForwardModel, HestonModel, etc can inherit from
	CalibratedModel without having	to inherit no-sense mnethods from
	ShortRateModel

2006-08-18 21:55  Ferdinando Ametrano

	* test-suite/cms.cpp (1.3):

	right tolerance

2006-08-18 21:25  Ferdinando Ametrano

	* ql/Math/array.hpp (1.28):

	improved error messages

2006-08-18 21:20  Ferdinando Ametrano

	* ql/MarketModels/: driftcalculator.cpp (1.19), driftcalculator.hpp
	(1.11):

	some more precomputations

2006-08-18 19:10  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.15):

	formatting

2006-08-18 18:40  Ferdinando Ametrano

	* ql/MarketModels/driftcalculator.cpp (1.18):

	bug fix

2006-08-18 18:28  Katiuscia Manzoni

	* functions/ql/Functions/auto_link.hpp (1.4), ql/auto_link.hpp
	(1.4):

	clearer message

2006-08-18 17:59  Ferdinando Ametrano

	* test-suite/cms.cpp (1.2):

	formatting

2006-08-18 17:47  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.51):

	VC7 catching up

2006-08-18 17:40  Ferdinando Ametrano

	* ql/Math/matrix.hpp (1.47):

	improved error messages

2006-08-18 17:04  Ferdinando Ametrano

	* ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.4),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.3),
	test-suite/marketmodel.cpp (1.14), test-suite/quantlibtestsuite.cpp
	(1.125):

	refactoring

2006-08-18 16:48  Mario Pucci

	* test-suite/testsuite_vc8.vcproj (1.23):

	added cmsTest

2006-08-18 16:47  Mario Pucci

	* test-suite/cms.cpp (1.1):

	basic test: analytic vs. numerical

2006-08-18 16:45  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.39):

	work in progress...

2006-08-18 15:50  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.38), conundrumpricer.hpp
	(1.24):

	work in progress...

2006-08-18 15:22  Ferdinando Ametrano

	* ql/MarketModels/driftcalculator.cpp (1.17):

	formatting

2006-08-18 15:22  Ferdinando Ametrano

	* ql/MarketModels/Evolvers/: forwardrateipcevolver.cpp (1.3),
	forwardrateipcevolver.hpp (1.2), forwardratepcevolver.cpp (1.2),
	forwardratepcevolver.hpp (1.3):

	minor changes and (ipc) optimization

2006-08-18 14:42  Ferdinando Ametrano

	* ql/CashFlows/: conundrumpricer.cpp (1.37), conundrumpricer.hpp
	(1.23):

	VC7 fix

2006-08-18 14:06  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.36), conundrumpricer.hpp
	(1.22):

	work in progress...

2006-08-17 23:19  Ferdinando Ametrano

	* ql/MarketModels/Evolvers/forwardratepcevolver.hpp (1.2),
	test-suite/marketmodel.cpp (1.13), test-suite/marketmodel.hpp
	(1.4):

	Market models tests refactored and expanded

2006-08-17 16:06  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.35), conundrumpricer.hpp
	(1.21):

	parametrized upper and lower integration limits in
	ConundrumPricerByNumericalIntegration::ConundrumPricerByNumericalIntegration

2006-08-17 15:32  Katiuscia Manzoni

	* ql/Math/linearinterpolation.hpp (1.38):

	default constrtuctor added

2006-08-17 14:34  Ferdinando Ametrano

	* ql/Indexes/swapindex.cpp (1.7), ql/Instruments/vanillaswap.cpp
	(1.5), ql/Instruments/vanillaswap.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.50),
	ql/TermStructures/ratehelpers.cpp (1.78),
	test-suite/bermudanswaption.cpp (1.10), test-suite/capfloor.cpp
	(1.60), test-suite/compoundforward.cpp (1.42),
	test-suite/libormarketmodel.cpp (1.10),
	test-suite/piecewiseflatforward.cpp (1.40),
	test-suite/piecewiseyieldcurve.cpp (1.25),
	test-suite/shortratemodels.cpp (1.20), test-suite/swap.cpp (1.51),
	test-suite/swaption.cpp (1.55):

	VanillaSwaption constructor without fixing days

2006-08-17 14:30  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.34), conundrumpricer.hpp
	(1.20):

	Added new initial guess for solver in method: Real
	GFunctionFactory::GFunctionWithShifts::calibrationOfShift(Real Rs)

2006-08-17 12:20  Ferdinando Ametrano

	* QuantLib.vcproj (1.91):

	VC 7 catching up

2006-08-17 12:18  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.50), ql/Makefile.am (1.95), ql/date.cpp
	(1.58), ql/date.hpp (1.59), ql/makefile.mak (1.77), ql/period.cpp
	(1.1), ql/period.hpp (1.1):

	1) added Period::Period(Frequency f) 2) factored out Period code
	into its own file

2006-08-17 12:08  Ferdinando Ametrano

	* functions/ql/Functions/: calendars.hpp (1.12), mathf.cpp (1.8),
	mathf.hpp (1.14):

	deprecating functions

2006-08-11 16:51  Giorgio Facchinetti

	* ql/CashFlows/: conundrumpricer.cpp (1.33), conundrumpricer.hpp
	(1.19):

	Added GFunctionExactYield class in Conundrum framework

2006-08-11 11:05  Giorgio Facchinetti

	* ql/CashFlows/: conundrumpricer.cpp (1.32), conundrumpricer.hpp
	(1.18):

	analytical second derivative of GFunctionWithShifts

2006-08-10 17:16  Cristina Duminuco

	* ql/MarketModels/accountingengine.cpp (1.8),
	ql/MarketModels/accountingengine.hpp (1.6),
	ql/Math/discrepancystatistics.hpp (1.17),
	ql/Math/sequencestatistics.hpp (1.30), test-suite/covariance.cpp
	(1.34), test-suite/lowdiscrepancysequences.cpp (1.78),
	test-suite/marketmodel.cpp (1.12), test-suite/stats.cpp (1.32):

	code clean up 1) SequenceStatistics renamed as
	GenericSequenceStatistics 2) typedef
	GenericSequenceStatistics<RiskStatistics> SequenceStatistics;

2006-08-10 12:48  Ferdinando Ametrano

	* functions/ql/Functions/: mathf.cpp (1.7), mathf.hpp (1.13):

	deprecating unused functions

2006-08-09 20:43  Chiara Fornarola

	* ql/date.cpp (1.57):

	short_period set as default, capitalized letters are used.

2006-08-08 20:28  Chiara Fornarola

	* ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.31),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.31),
	test-suite/shortratemodels.cpp (1.19),
	test-suite/shortratemodels.hpp (1.4):

	Futures convexity bias calculated as in G. Kirikos, D. Novak,
	"Convexity Conundrums", Risk Magazine, March 1997.  Unit test added

2006-08-08 17:39  Giorgio Facchinetti

	* ql/CashFlows/: conundrumpricer.cpp (1.31), conundrumpricer.hpp
	(1.17):

	analitical first derivative of GFunctionWithShifts

2006-08-07 20:52  Marco Bianchetti

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.24):

	updated comment

2006-08-07 17:20  Ferdinando Ametrano

	* QuantLib.vcproj (1.89):

	initial implementation

2006-08-07 17:09  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.49), ql/Volatilities/swaptionvolcube.cpp
	(1.1), ql/Volatilities/swaptionvolcube.hpp (1.1):

	initial implementation

2006-08-07 17:07  Ferdinando Ametrano

	* ql/: Math/interpolation2D.hpp (1.31),
	Volatilities/swaptionvolmatrix.cpp (1.2),
	Volatilities/swaptionvolmatrix.hpp (1.38):

	expanded interface

2006-08-07 15:49  Ferdinando Ametrano

	* ql/termstructure.hpp (1.69):

	more general comment

2006-08-07 15:11  Cristina Duminuco

	* ql/Math/gaussianstatistics.hpp (1.28),
	ql/Math/incrementalstatistics.hpp (1.17),
	ql/Math/riskstatistics.hpp (1.22), test-suite/riskstats.cpp (1.41),
	test-suite/stats.cpp (1.31):

	code clean up 1) GaussianStatistics renamed as
	GenericGaussianStatistic 2) typedef
	GenericGaussianStatistics<Statistics> GaussianStatistics; 3)
	typedef GenericRiskStatistics<GaussianStatistics> RiskStatistics;
	4) one more ConvergenceStatistic test added

2006-08-07 12:30  Giorgio Facchinetti

	* ql/CashFlows/: conundrumpricer.cpp (1.30), conundrumpricer.hpp
	(1.16):

	numerical version of first and second derivatives of
	GFunctionWithShifts

2006-08-07 12:28  Giorgio Facchinetti

	* ql/CashFlows/: cmscoupon.cpp (1.12), cmscoupon.hpp (1.11):

	Added meanReversion_ member in CMSCoupon

2006-08-04 14:59  Giorgio Facchinetti

	* ql/CashFlows/conundrumpricer.cpp (1.29):

	fixed bug Giorgio e Mario

2006-08-04 14:45  Giorgio Facchinetti

	* ql/Indexes/swapindex.cpp (1.6):

	changed swap nominal from 100. to 1. in SwapIndex::underlyingSwap
	Giorgio e Mario

2006-08-03 17:39  Giorgio Facchinetti

	* ql/CashFlows/: cmscoupon.hpp (1.10), floatingratecoupon.hpp
	(1.47), inarrearindexedcoupon.cpp (1.8), inarrearindexedcoupon.hpp
	(1.20), parcoupon.hpp (1.22):

	VC7 patch

2006-08-03 16:16  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.26):

	work in progress...

2006-08-03 16:02  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.25):

	work in progress...

2006-08-03 15:55  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.24):

	work in progress...

2006-08-03 13:43  Ferdinando Ametrano

	* ql/CashFlows/: cmscoupon.cpp (1.9), cmscoupon.hpp (1.7),
	conundrumpricer.cpp (1.23), floatingratecoupon.hpp (1.46),
	inarrearindexedcoupon.cpp (1.7), inarrearindexedcoupon.hpp (1.19),
	indexedcoupon.hpp (1.25), parcoupon.cpp (1.31), parcoupon.hpp
	(1.21), shortfloatingcoupon.cpp (1.25), shortfloatingcoupon.hpp
	(1.24), upfrontindexedcoupon.hpp (1.17):

	Coupon refactoring

2006-08-03 12:13  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.21):

	work in progress...

2006-08-03 12:05  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.20):

	work in progress...

2006-08-03 11:37  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.19), conundrumpricer.hpp
	(1.13):

	work in progress...

2006-08-03 11:00  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.18), conundrumpricer.hpp
	(1.12):

	work in progress...

2006-08-03 10:07  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.17), conundrumpricer.hpp
	(1.11):

	optimized

2006-08-02 17:56  Ferdinando Ametrano

	* ql/Indexes/: interestrateindex.hpp (1.4), swapindex.cpp (1.5),
	swapindex.hpp (1.4), xibor.hpp (1.50):

	adding termStructure() method to InterestRateIndex

2006-08-02 17:41  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.16):

	work in progress...

2006-08-02 17:22  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.15):

	work in progress...

2006-08-02 17:16  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.14), conundrumpricer.hpp
	(1.10):

	GFunction with mean reversion (if null it's parallel shift)

2006-08-02 16:52  Mario Pucci

	* ql/CashFlows/: conundrumpricer.hpp (1.9), conundrumpricer.cpp
	(1.13):

	work in progress...

2006-08-02 16:18  Luigi Ballabio

	* Examples/Replication/Replication.cpp (1.4),
	ql/Processes/blackscholesprocess.cpp (1.7),
	ql/Processes/blackscholesprocess.hpp (1.10):

	Reused now-free name

2006-08-02 15:20  Mario Pucci

	* ql/CashFlows/: conundrumpricer.hpp (1.8), conundrumpricer.cpp
	(1.12):

	work in progress...

2006-08-02 12:23  Giorgio Facchinetti

	* ql/CashFlows/conundrumpricer.cpp (1.11):

	bugs  fixed

	-	  annuity_ = swap->floatingLegBPS()/basisPoSize; +
	annuity_ = (swap->floatingLegBPS()/basisPoSize)/coupon_.nominal();

	-	 gFunction_ = GFunctionFactory::newGFunctionStandard(q,
	delta, swapTenor_.units()); +	    gFunction_ =
	GFunctionFactory::newGFunctionStandard(q, delta,
	swapTenor_.length());

2006-08-02 11:18  Ferdinando Ametrano

	* ql/CashFlows/floatingratecoupon.hpp (1.45):

	non-virtual inspector.	Luigi: please revert the change if you
	don't agree

2006-08-01 16:51  Ferdinando Ametrano

	* ql/CashFlows/: cmscoupon.cpp (1.8), cmscoupon.hpp (1.6):

	removing obsolete method

2006-08-01 16:48  Ferdinando Ametrano

	* ql/: CashFlows/floatingratecoupon.hpp (1.44),
	CashFlows/parcoupon.cpp (1.30), CashFlows/parcoupon.hpp (1.20),
	Instruments/capfloor.cpp (1.73), CashFlows/indexedcoupon.hpp
	(1.24):

	ParCoupon refactoring

2006-08-01 13:13  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.48), functions/ql/Functions/mathf.hpp
	(1.12), ql/CashFlows/cashflowvectors.hpp (1.37),
	ql/CashFlows/floatingratecoupon.hpp (1.43),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.18),
	ql/CashFlows/indexedcashflowvectors.hpp (1.5),
	ql/CashFlows/indexedcoupon.hpp (1.23), ql/CashFlows/parcoupon.cpp
	(1.29), ql/CashFlows/parcoupon.hpp (1.19),
	ql/CashFlows/shortfloatingcoupon.cpp (1.24),
	ql/CashFlows/shortfloatingcoupon.hpp (1.23),
	ql/CashFlows/shortindexedcoupon.hpp (1.18),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.16),
	ql/Indexes/audlibor.hpp (1.31), ql/Indexes/cadlibor.hpp (1.31),
	ql/Indexes/cdor.hpp (1.8), ql/Indexes/chflibor.hpp (1.28),
	ql/Indexes/dkklibor.hpp (1.8), ql/Indexes/eurlibor.hpp (1.6),
	ql/Indexes/gbplibor.hpp (1.34), ql/Indexes/jpylibor.hpp (1.29),
	ql/Indexes/nzdlibor.hpp (1.8), ql/Indexes/tibor.hpp (1.8),
	ql/Indexes/trlibor.hpp (1.8), ql/Indexes/usdlibor.hpp (1.35),
	ql/Indexes/zibor.hpp (1.8), ql/Instruments/callabilityschedule.hpp
	(1.10), ql/Instruments/floatingratebond.cpp (1.10),
	ql/Instruments/floatingratebond.hpp (1.6), ql/Instruments/swap.cpp
	(1.51), ql/Instruments/swap.hpp (1.42), ql/Patterns/bridge.hpp
	(1.16), ql/PricingEngines/blackmodel.hpp (1.17),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.12),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.9),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.11),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.8),
	ql/Processes/blackscholesprocess.hpp (1.9), ql/exercise.hpp (1.36),
	ql/userconfig.hpp (1.27), ql/TermStructures/ratehelpers.cpp (1.77),
	ql/TermStructures/ratehelpers.hpp (1.69),
	ql/Volatilities/capletconstantvol.hpp (1.13), ql/Makefile.am
	(1.94), ql/userconfig.hpp (1.28), ql/Math/Makefile.am (1.53):

	removing deprecated code

2006-08-01 12:22  Giorgio Facchinetti

	* ql/Indexes/: jibar.hpp (1.8), xibor.cpp (1.37):

	removing deprecated code

2006-08-01 09:31  Ferdinando Ametrano

	* ql/Indexes/: euribor.hpp (1.33), euriborswapfixa.hpp (1.3),
	xibor.hpp (1.49):

	bug fix (and removed deprecated code)

2006-07-31 20:11  Ferdinando Ametrano

	* ql/DayCounters/thirty360.hpp (1.27):

	(almost always) ISDA compliant strings

2006-07-31 20:05  Ferdinando Ametrano

	* ql/DayCounters/: actual360.hpp (1.22), actual365fixed.hpp (1.4),
	actualactual.hpp (1.32), thirty360.hpp (1.26):

	(almost always) ISDA compliant strings

2006-07-31 20:03  Ferdinando Ametrano

	* ql/CashFlows/: cmscoupon.hpp (1.5), floatingratecoupon.hpp
	(1.42):

	convexityAdjustment promoted to public

2006-07-31 18:31  Ferdinando Ametrano

	* ql/userconfig.hpp (1.26):

	reverting back an unwanted change that slipped in...

2006-07-31 18:13  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.15),
	ql/userconfig.hpp (1.25):

	removing deprecated code

2006-07-31 17:58  Ferdinando Ametrano

	* functions/ql/Functions/: QuantLibFunctions.vcproj (1.23),
	calendars.hpp (1.11):

	removed deprecated code

2006-07-31 15:20  Luigi Ballabio

	* Announce.txt (1.7), Authors.txt (1.17), ChangeLog.txt (1.52),
	Contributors.txt (1.38), LICENSE.TXT (1.30), News.txt (1.123),
	QuantLib.dev (1.24), QuantLib.dsp (1.275), QuantLib.dsw (1.19),
	QuantLib.sln (1.16), QuantLib.vcproj (1.88), QuantLib_vc8.sln
	(1.13), QuantLib_vc8.vcproj (1.47), makefile.mak (1.66),
	Docs/Makefile.am (1.81), Docs/pages/authors.docs (1.46),
	Docs/pages/history.docs (1.28), Docs/pages/license.docs (1.25),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.85),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.16),
	Examples/BermudanSwaption/makefile.mak (1.22),
	Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.17),
	Examples/ConvertibleBonds/ConvertibleBonds.vcproj (1.5),
	Examples/ConvertibleBonds/makefile.mak (1.3),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.61),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.16),
	Examples/DiscreteHedging/makefile.mak (1.25),
	Examples/EquityOption/EquityOption.cpp (1.4),
	Examples/EquityOption/EquityOption.vcproj (1.4),
	Examples/EquityOption/makefile.mak (1.2), Examples/FRA/FRA.cpp
	(1.5), Examples/FRA/FRA.vcproj (1.3), Examples/FRA/makefile.mak
	(1.2), Examples/Replication/Replication.cpp (1.3),
	Examples/Replication/Replication.vcproj (1.3),
	Examples/Replication/makefile.mak (1.2), Examples/Repo/Repo.cpp
	(1.5), Examples/Repo/Repo.vcproj (1.3), Examples/Repo/makefile.mak
	(1.2), Examples/Swap/makefile.mak (1.25),
	Examples/Swap/swapvaluation.cpp (1.73), dev_tools/developers (1.5),
	dev_tools/tgz2zip (1.5), dev_tools/update_changelog.py (1.2),
	functions/ql/Functions/Makefile.am (1.15),
	functions/ql/Functions/QuantLibFunctions.dev (1.13),
	functions/ql/Functions/QuantLibFunctions.dsp (1.18),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.22),
	functions/ql/Functions/makefile.mak (1.10), man/Makefile.am (1.9),
	ql/Makefile.am (1.93), ql/calendar.cpp (1.40), ql/calendar.hpp
	(1.56), ql/cashflow.hpp (1.24), ql/config.msvc.hpp (1.76),
	ql/date.cpp (1.56), ql/daycounter.hpp (1.36), ql/errors.hpp (1.24),
	ql/event.hpp (1.6), ql/exercise.cpp (1.14), ql/makefile.mak (1.76),
	ql/qldefines.hpp (1.103), ql/quantlib.hpp (1.155), ql/solver1d.hpp
	(1.35), ql/types.hpp (1.21), ql/userconfig.hpp (1.24),
	ql/Calendars/makefile.mak (1.37), ql/CashFlows/cashflowvectors.cpp
	(1.49), ql/CashFlows/cashflowvectors.hpp (1.36),
	ql/CashFlows/coupon.hpp (1.25), ql/CashFlows/fixedratecoupon.hpp
	(1.27), ql/CashFlows/floatingratecoupon.hpp (1.41),
	ql/CashFlows/makefile.mak (1.29),
	ql/FiniteDifferences/americancondition.hpp (1.31),
	ql/FiniteDifferences/bsmoperator.cpp (1.27),
	ql/FiniteDifferences/bsmoperator.hpp (1.23),
	ql/FiniteDifferences/pdeshortrate.hpp (1.5),
	ql/FiniteDifferences/shoutcondition.hpp (1.29),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.44),
	ql/FiniteDifferences/zerocondition.hpp (1.3),
	ql/Indexes/audlibor.hpp (1.30), ql/Indexes/cadlibor.hpp (1.30),
	ql/Indexes/chflibor.hpp (1.27), ql/Indexes/dkklibor.hpp (1.7),
	ql/Indexes/euribor.hpp (1.32), ql/Indexes/eurlibor.hpp (1.5),
	ql/Indexes/gbplibor.hpp (1.33), ql/Indexes/indexmanager.cpp (1.8),
	ql/Indexes/indexmanager.hpp (1.8), ql/Indexes/jibar.hpp (1.7),
	ql/Indexes/jpylibor.hpp (1.28), ql/Indexes/nzdlibor.hpp (1.7),
	ql/Indexes/usdlibor.hpp (1.34), ql/Instruments/capfloor.cpp (1.72),
	ql/Instruments/forward.cpp (1.2),
	ql/Instruments/forwardrateagreement.cpp (1.5),
	ql/Instruments/forwardrateagreement.hpp (1.6),
	ql/Instruments/makefile.mak (1.42), ql/Instruments/swap.cpp (1.50),
	ql/Instruments/vanillaswap.cpp (1.4),
	ql/Instruments/vanillaswap.hpp (1.4),
	ql/MarketModels/curvestate.cpp (1.7),
	ql/MarketModels/driftcalculator.cpp (1.16),
	ql/Math/bivariatenormaldistribution.cpp (1.14),
	ql/Math/interpolation2D.hpp (1.30), ql/Math/linearinterpolation.hpp
	(1.37), ql/Math/linearleastsquaresregression.hpp (1.2),
	ql/Math/makefile.mak (1.43), ql/Math/normaldistribution.cpp (1.32),
	ql/Math/pseudosqrt.hpp (1.11), ql/MonteCarlo/mctraits.hpp (1.23),
	ql/MonteCarlo/multipathgenerator.hpp (1.70),
	ql/MonteCarlo/pathgenerator.hpp (1.76),
	ql/PricingEngines/makefile.mak (1.39),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.18),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.5),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.11),
	ql/PricingEngines/CapFloor/makefile.mak (1.12),
	ql/PricingEngines/CapFloor/mchullwhiteengine.cpp (1.3),
	ql/PricingEngines/CapFloor/mchullwhiteengine.hpp (1.2),
	ql/PricingEngines/Forward/replicatingvarianceswapengine.hpp (1.2),
	ql/PricingEngines/Lookback/makefile.mak (1.5),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.10),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.7),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.31),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.16),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.18),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.7),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.32),
	ql/Processes/makefile.mak (1.7), ql/ShortRateModels/makefile.mak
	(1.21), ql/ShortRateModels/LiborMarketModels/makefile.mak (1.2),
	ql/TermStructures/discountcurve.hpp (1.48),
	ql/TermStructures/flatforward.hpp (1.55),
	ql/TermStructures/forwardcurve.hpp (1.3),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.38),
	ql/TermStructures/forwardstructure.hpp (1.10),
	ql/TermStructures/makefile.mak (1.30),
	ql/TermStructures/ratehelpers.cpp (1.76),
	ql/TermStructures/ratehelpers.hpp (1.68),
	ql/TermStructures/zerocurve.hpp (1.22),
	ql/TermStructures/zeroyieldstructure.hpp (1.9),
	ql/Utilities/null.hpp (1.3), ql/Utilities/observablevalue.hpp
	(1.3), ql/Volatilities/capflatvolvector.hpp (1.29),
	ql/Volatilities/makefile.mak (1.13),
	ql/Volatilities/swaptionvolmatrix.hpp (1.37),
	ql/VolatilityModels/garmanklass.hpp (1.7),
	ql/VolatilityModels/makefile.mak (1.2),
	ql/VolatilityModels/simplelocalestimator.hpp (1.6),
	test-suite/capfloor.cpp (1.59), test-suite/distributions.cpp
	(1.32), test-suite/linearleastsquaresregression.cpp (1.2),
	test-suite/makefile.mak (1.62), test-suite/pathgenerator.cpp
	(1.15), test-suite/piecewiseyieldcurve.cpp (1.24),
	test-suite/swaption.cpp (1.54), test-suite/testsuite.dev (1.11),
	test-suite/testsuite.dsp (1.62), test-suite/testsuite.vcproj
	(1.50), test-suite/testsuite_vc8.vcproj (1.22),
	test-suite/varianceswaps.cpp (1.4):

	Merged 0.3.13 branch

2006-07-31 11:34  Luigi Ballabio

	* QuantLib.dev (1.23), QuantLib.dsp (1.274), QuantLib.nsi (1.117),
	QuantLib.vcproj (1.87), QuantLib_vc8.vcproj (1.46), configure.ac
	(1.85), makefile.mak (1.65),
	Examples/BermudanSwaption/BermudanSwaption.dev (1.8),
	Examples/ConvertibleBonds/ConvertibleBonds.dev (1.3),
	Examples/DiscreteHedging/DiscreteHedging.dev (1.8),
	Examples/EquityOption/EquityOption.dev (1.3), Examples/FRA/FRA.dev
	(1.2), Examples/Replication/Replication.dev (1.2),
	Examples/Repo/Repo.dev (1.2), Examples/Swap/Swap.dev (1.8),
	dev_tools/version_number.txt (1.50),
	functions/ql/Functions/QuantLibFunctions.dev (1.12),
	functions/ql/Functions/QuantLibFunctions.dsp (1.17),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.21),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.14),
	ql/qldefines.hpp (1.102), test-suite/testsuite.dev (1.10),
	test-suite/testsuite.dsp (1.61), test-suite/testsuite.vcproj
	(1.49), test-suite/testsuite_vc8.vcproj (1.21):

	Incremented version number

2006-07-29 17:20  Joseph Wang

	* ql/Optimization/: Makefile.am (1.12), criteria.hpp (1.26):

	fix missing link of criteria.cpp

2006-07-29 09:42  Joseph Wang

	* ql/Indexes/Makefile.am (1.19):

	add new cpp files

2006-07-29 08:33  Joseph Wang

	* configure.ac (1.84), ql/MarketModels/Makefile.am (1.2),
	ql/MarketModels/BrownianGenerators/Makefile.am (1.1),
	ql/MarketModels/Evolvers/Makefile.am (1.1):

	add am files for market models sub directory

2006-07-28 23:07  Joseph Wang

	* ql/Indexes/xibor.hpp (1.48):

	remove qualifier

2006-07-28 22:53  Joseph Wang

	* man/Makefile.am (1.8):

	remove blank line to avoid automake error

2006-07-28 19:36  Ferdinando Ametrano

	* ql/Indexes/swapindex.cpp (1.4):

	redundant methods removed

2006-07-28 19:28  Ferdinando Ametrano

	* ql/Indexes/: swapindex.cpp (1.3), swapindex.hpp (1.3):

	redundant methods removed

2006-07-28 19:16  Ferdinando Ametrano

	* ql/Indexes/: interestrateindex.hpp (1.3), swapindex.cpp (1.2),
	swapindex.hpp (1.2):

	redundant method removed

2006-07-28 18:33  Giorgio Facchinetti

	* QuantLib.vcproj (1.86), ql/CashFlows/cmscoupon.cpp (1.7),
	ql/CashFlows/conundrumpricer.cpp (1.10),
	ql/Indexes/interestrateindex.hpp (1.2):

	VC7 catching up

2006-07-28 18:16  Giorgio Facchinetti

	* QuantLib.vcproj (1.85), ql/CashFlows/cmscoupon.cpp (1.6),
	ql/CashFlows/cmscoupon.hpp (1.4), ql/CashFlows/conundrumpricer.cpp
	(1.9), ql/CashFlows/conundrumpricer.hpp (1.7):

	Conundrum refactoring

2006-07-28 18:00  Giorgio Facchinetti

	* ql/: capvolstructures.hpp (1.22), swaptionvolstructure.hpp
	(1.22):

	blackVariance added

2006-07-28 17:47  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.45), ql/CashFlows/cmscoupon.cpp (1.5),
	ql/CashFlows/cmscoupon.hpp (1.3), ql/CashFlows/conundrumpricer.cpp
	(1.8), ql/CashFlows/conundrumpricer.hpp (1.6),
	ql/Indexes/euriborswapfixa.hpp (1.2), ql/Indexes/xibor.cpp (1.36),
	ql/Indexes/xibor.hpp (1.47), ql/Indexes/interestrateindex.cpp
	(1.1), ql/Indexes/interestrateindex.hpp (1.1),
	ql/Indexes/swapindex.cpp (1.1), ql/Indexes/swapindex.hpp (1.1):

	1) InterestRateIndex introduced 2) SwapRate renamed SwapIndex

2006-07-28 15:34  Dirk Eddelbuettel

	* man/: BermudanSwaption.1 (1.4), ConvertibleBonds.1 (1.3),
	DiscreteHedging.1 (1.5), EquityOption.1 (1.3), FRA.1 (1.1),
	Makefile.am (1.7), Replication.1 (1.1), Repo.1 (1.1),
	SwapValuation.1 (1.5):

	added manual pages for FRA, Repo and Replication; updated man pages
	cross-refs

2006-07-27 07:02  Joseph Wang

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.23):

	insert this for gcc compile

2006-07-25 18:33  Ferdinando Ametrano

	* test-suite/: capfloor.cpp (1.58), libormarketmodel.cpp (1.8):

	C-F=S parity does not depend on the termstructure daycounter
	anymore

2006-07-25 18:31  Ferdinando Ametrano

	* ql/PricingEngines/CapFloor/: blackcapfloorengine.cpp (1.10),
	blackcapfloorengine.hpp (1.8):

	bug fix: use variance to avoid daycounter mismatch

2006-07-25 18:28  Ferdinando Ametrano

	* ql/CashFlows/parcoupon.cpp (1.28):

	bug fix

2006-07-25 14:47  Ferdinando Ametrano

	* ql/: Math/loglinearinterpolation.hpp (1.35),
	Math/sabrinterpolation.hpp (1.15), Processes/merton76process.hpp
	(1.8), instrument.hpp (1.44):

	more explicative error messages

2006-07-24 19:52  Ferdinando Ametrano

	* ql/Instruments/: capfloor.cpp (1.71), capfloor.hpp (1.62):

	adding fixingDates (will be used for exact variance calculation)

2006-07-24 19:46  Ferdinando Ametrano

	* ql/capvolstructures.hpp (1.21):

	adding blackVariance

2006-07-24 18:03  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.75), test-suite/quantlibtestsuite.cpp
	(1.124):

	working on floating point exceptions: not yet ready

2006-07-24 17:59  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.122):

	working on floating point exceptions: not yet ready

2006-07-24 17:57  Ferdinando Ametrano

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.22):

	improved error message

2006-07-24 17:56  Ferdinando Ametrano

	* ql/PricingEngines/blackmodel.hpp (1.16):

	bug fix

2006-07-24 17:52  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.24):

	bug fix

2006-07-24 11:14  Ferdinando Ametrano

	* test-suite/: pathgenerator.cpp (1.14), varianceswaps.cpp (1.3):

	higher tolerance in case
	REFINE_TO_FULL_MACHINE_PRECISION_USING_HALLEYS_METHOD is  not
	defined

2006-07-24 10:51  Ferdinando Ametrano

	* test-suite/distributions.cpp (1.31):

	higher tolerance in case
	REFINE_TO_FULL_MACHINE_PRECISION_USING_HALLEYS_METHOD is  not
	defined

2006-07-24 10:42  Ferdinando Ametrano

	* test-suite/varianceswaps.cpp (1.2):

	higher tolerance for VC7/VC8 compilers

2006-07-24 10:17  Ferdinando Ametrano

	* ql/Math/sabrinterpolation.hpp (1.14):

	warning avoided

2006-07-24 09:48  Ferdinando Ametrano

	* QuantLib.vcproj (1.84):

	VC7 catching up

2006-07-21 20:19  Katiuscia Manzoni

	* ql/Indexes/euriborswapfixa.hpp (1.1):

	added EuriborSwapFixA class and all derived classes for different
	tenors 1Y to 30Y

2006-07-21 20:15  Katiuscia Manzoni

	* QuantLib_vc8.vcproj (1.44):

	added EuriborSwapFixA class and all derived classes for different
	tenors 1Y to 30Y

2006-07-21 18:57  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.43),
	ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.2):

	VC8 catching up

2006-07-21 16:32  Marco Bianchetti

	* QuantLib.vcproj (1.83), ql/MarketModels/all.hpp (1.2),
	ql/MarketModels/BrownianGenerators/mtbrowniangenerator.cpp (1.1),
	ql/MarketModels/BrownianGenerators/mtbrowniangenerator.hpp (1.1),
	ql/MarketModels/Evolvers/forwardrateipcevolver.cpp (1.1),
	ql/MarketModels/Evolvers/forwardrateipcevolver.hpp (1.1),
	ql/MarketModels/Evolvers/forwardratepcevolver.cpp (1.1),
	ql/MarketModels/Evolvers/forwardratepcevolver.hpp (1.1),
	test-suite/marketmodel.cpp (1.11):

	finer logical MarketModels folder structure

2006-07-21 15:53  Marco Bianchetti

	* ql/MarketModels/: driftcalculator.cpp (1.15), driftcalculator.hpp
	(1.10):

	driftcalculator: added reduced factor calculation + comments +
	reordering forwardrate(ipc)evolver: passed number of factors for
	driftcalculator

2006-07-21 10:36  Ferdinando Ametrano

	* ql/calendar.cpp (1.39):

	ISDA compliant strings

2006-07-20 19:32  Marco Bianchetti

	* ql/MarketModels/: driftcalculator.cpp (1.14), driftcalculator.hpp
	(1.9):

	driftcalculator: added reduced factor calculation + comments +
	reordering forwardrate(ipc)evolver: passed number of factors for
	driftcalculator

2006-07-20 17:31  Katiuscia Manzoni

	* ql/Indexes/xibor.cpp (1.35):

	added check so that method "fixing"  returns error msg when
	fixingDate is not a business day

2006-07-19 20:22  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.10):

	1) delegating to EvolutionDescription more time/alive computations
	2) using EvolutionDescription as input instead of (const Array&
	rateTimes, const Array& evolutionTimes)

2006-07-19 19:51  Ferdinando Ametrano

	* ql/MarketModels/: evolutiondescription.cpp (1.9),
	evolutiondescription.hpp (1.11):

	delegating to EvolutionDescription more time/alive computations

2006-07-19 19:48  Ferdinando Ametrano

	* ql/Optimization/criteria.cpp (1.5):

	ceiling on the number of iterations required to declare a point as
	stationary

2006-07-19 19:39  Ferdinando Ametrano

	* ql/Optimization/criteria.cpp (1.4):

	ceiling on the number of iteration required to declare a point as
	stationary

2006-07-19 19:38  Ferdinando Ametrano

	* ql/Math/sabrinterpolation.hpp (1.13):

	warning avoided

2006-07-19 19:37  Ferdinando Ametrano

	* ql/Optimization/leastsquare.hpp (1.32):

	PositiveOptimization defaults to true

2006-07-19 15:15  Giorgio Facchinetti

	* ql/Math/sabrinterpolation.hpp (1.12):

	1) added method interpolationSquaredNonNormalizedError() in
	SABRInterpolationImpl class 2) changed order SABR  parameters :
	(beta, nu, alpha, rho ) -->> (alpha, beta, nu,	rho )

2006-07-19 14:29  Giorgio Facchinetti

	* ql/Optimization/linesearch.hpp (1.22):

	formatting

2006-07-19 14:17  Eric Ehlers

	* ql/calendar.cpp (1.38):

	remove unneeded line

2006-07-19 12:47  Eric Ehlers

	* ql/: calendar.cpp (1.37), calendar.hpp (1.55):

	overload stream operator

2006-07-19 12:44  Giorgio Facchinetti

	* ql/Optimization/armijo.cpp (1.23):

	succeed_=true  initialization  in ArmijoLineSearch::operator()

2006-07-19 10:44  Eric Ehlers

	* ql/: calendar.hpp (1.54), daycounter.hpp (1.35):

	overload stream operator

2006-07-18 17:58  Giorgio Facchinetti

	* ql/: Optimization/criteria.cpp (1.3), Optimization/criteria.hpp
	(1.25), ShortRateModels/model.cpp (1.29):

	default is positiveOptimization = true

2006-07-18 17:56  Giorgio Facchinetti

	* ql/Math/sabrinterpolation.hpp (1.11):

	improved "generic" guess

2006-07-18 16:35  Giorgio Facchinetti

	* ql/Optimization/: conjugategradient.hpp (1.21), method.hpp
	(1.16):

	1) added one more constructor 2) better initialization

2006-07-18 16:34  Giorgio Facchinetti

	* ql/Math/sabrinterpolation.hpp (1.10):

	assorted fixes

2006-07-18 16:03  Giorgio Facchinetti

	* ql/Optimization/: conjugategradient.cpp (1.27), linesearch.hpp
	(1.21):

	ConjugateGradient::minimize doesn't throw: it can fail just because
	maxIterations exceeded

2006-07-17 17:53  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.9):

	always full-factor when using single-step

2006-07-17 12:13  Ferdinando Ametrano

	* ql/Indexes/: indexmanager.cpp (1.7), indexmanager.hpp (1.7),
	euribor.hpp (1.31):

	case insensitive IndexManager

2006-07-14 19:39  Ferdinando Ametrano

	* ql/Optimization/: armijo.hpp (1.22), conjugategradient.hpp
	(1.20), constraint.hpp (1.25), criteria.cpp (1.2), criteria.hpp
	(1.24), leastsquare.hpp (1.31), simplex.hpp (1.19),
	steepestdescent.hpp (1.21):

	minor changes

2006-07-14 18:12  Cristina Duminuco

	* test-suite/integrals.cpp (1.15):

	Added test for Abcd function.

2006-07-14 14:03  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.42):

	VC8 catching up

2006-07-14 11:37  Ferdinando Ametrano

	* ql/Math/sabrinterpolation.hpp (1.9):

	removing unnecessary exception throw

2006-07-14 10:44  Giorgio Facchinetti

	* QuantLib.vcproj (1.82), ql/Math/sabrinterpolation.hpp (1.8),
	ql/Optimization/criteria.cpp (1.1), ql/Optimization/criteria.hpp
	(1.23):

	1) SABRInterpolation returns EndCriteria 2) std::ostream&
	operator<<(std::ostream& out, EndCriteria::Type ec);

2006-07-14 09:51  Ferdinando Ametrano

	* ql/MarketModels/: evolutiondescription.cpp (1.8),
	evolutiondescription.hpp (1.10):

	isInMoneyMarketMeasure

2006-07-13 18:35  Eric Ehlers

	* ql/Instruments/: capfloor.cpp (1.70), capfloor.hpp (1.61):

	stream operator for CapFloor::Type

2006-07-13 16:45  Ferdinando Ametrano

	* ql/CashFlows/cmscoupon.cpp (1.4):

	doesn't rely on deprecated code

2006-07-13 13:35  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.7), conundrumpricer.hpp
	(1.5):

	work in progress...

2006-07-13 11:18  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.6), conundrumpricer.hpp
	(1.4):

	work in progress...

2006-07-13 10:52  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.5), conundrumpricer.hpp
	(1.3):

	work in progress...

2006-07-13 09:12  Ferdinando Ametrano

	* ql/CashFlows/cmscoupon.cpp (1.3):

	CheckedCumulativeNormalDistribution is probably not needed
	anymore...

2006-07-12 17:40  Mario Pucci

	* ql/CashFlows/: conundrumpricer.cpp (1.4), conundrumpricer.hpp
	(1.2):

	added cutoffs

2006-07-12 17:36  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.3):

	work in progress... added double price() const

2006-07-12 17:23  Mario Pucci

	* ql/CashFlows/conundrumpricer.cpp (1.2):

	work in progress...

2006-07-12 17:17  Giorgio Facchinetti

	* ql/Optimization/conjugategradient.cpp (1.26):

	Errata Corrige

2006-07-12 17:08  Ferdinando Ametrano

	* ql/Math/pseudosqrt.cpp (1.17), test-suite/covariance.cpp (1.33):

	(one more) bug fix

2006-07-12 17:07  Ferdinando Ametrano

	* QuantLib.vcproj (1.81):

	VC7 catching up

2006-07-12 16:49  Giorgio Facchinetti

	* ql/Optimization/conjugategradient.cpp (1.25):

	Added QL_REQUIRE(endCriteria().criteria()!=endCriteria().maxIter,
	"maximum number of iterations reached" ) in
	ConjugateGradient::minimize

2006-07-12 16:46  Ferdinando Ametrano

	* ql/Math/pseudosqrt.hpp (1.10), test-suite/covariance.cpp (1.32),
	test-suite/covariance.hpp (1.11):

	test case for RankReduction

2006-07-12 16:11  Ferdinando Ametrano

	* ql/Math/pseudosqrt.cpp (1.16):

	(one more) bug fix

2006-07-12 16:00  Ferdinando Ametrano

	* ql/MonteCarlo/getcovariance.hpp (1.26):

	more explicative error message

2006-07-12 15:51  Mario Pucci

	* ql/CashFlows/: cmscoupon.cpp (1.2), cmscoupon.hpp (1.2):

	license amendment

2006-07-12 14:30  Mario Pucci

	* QuantLib_vc8.vcproj (1.40):

	added swaprate	and cmscoupon

2006-07-11 10:08  Joseph Wang

	* ql/MarketModels/curvestate.hpp (1.9):

	remove extra qualifer

2006-07-10 20:05  Ferdinando Ametrano

	* ql/Math/: pseudosqrt.cpp (1.15), pseudosqrt.hpp (1.9):

	bug fix

2006-07-10 17:00  Ferdinando Ametrano

	* test-suite/testsuite_vc8.vcproj (1.20):

	VC8 catching up

2006-07-10 16:54  Ferdinando Ametrano

	* QuantLib.vcproj (1.80):

	VC8 catching up

2006-07-10 16:54  Ferdinando Ametrano

	* ql/MarketModels/: curvestate.cpp (1.6), curvestate.hpp (1.8),
	evolutiondescription.cpp (1.7):

	1) more checks

2006-07-10 16:51  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.39), test-suite/testsuite_vc8.vcproj
	(1.19):

	VC8 catching up

2006-07-10 16:41  Ferdinando Ametrano

	* test-suite/marketmodel.cpp (1.8):

	for the time being too many test fails with floating point error!

2006-07-10 14:29  Mario Pucci

	* QuantLib_vc8.vcproj (1.38):

	Added missing MarketModels files to project

2006-07-10 05:50  Joseph Wang

	* ql/MarketModels/Products/marketmodelratchet.hpp (1.4):

	include definition for virtual destructor

2006-07-09 13:56  Luigi Ballabio

	* ql/MarketModels/evolutiondescription.hpp (1.9),
	test-suite/Makefile.am (1.73), test-suite/marketmodel.cpp (1.7):

	More fixes for gcc

2006-07-09 08:04  Joseph Wang

	* ql/MarketModels/evolutiondescription.hpp (1.8):

	Parenthesized default argument to allow compilation with g++
	Whether or not the previous version is correct or not is an open
	issue with the C++ standards committee.

2006-07-07 22:49  Luigi Ballabio

	* configure.ac (1.83), ql/Makefile.am (1.92),
	ql/MarketModels/.cvsignore (1.1), ql/MarketModels/Makefile.am
	(1.1), ql/MarketModels/all.hpp (1.1), ql/MarketModels/core.hpp
	(1.1), ql/MarketModels/Products/.cvsignore (1.1),
	ql/MarketModels/Products/Makefile.am (1.1),
	ql/MarketModels/Products/all.hpp (1.1):

	Updated Makefiles

2006-07-07 17:56  Ferdinando Ametrano

	* ql/MarketModels/TODO.txt (1.2),
	ql/MarketModels/driftcalculator.cpp (1.13),
	ql/MarketModels/driftcalculator.hpp (1.8),
	ql/MarketModels/evolutiondescription.cpp (1.6),
	ql/MarketModels/evolutiondescription.hpp (1.7),
	test-suite/marketmodel.cpp (1.6):

	8th session

2006-07-07 14:54  Ferdinando Ametrano

	* ql/MarketModels/accountingengine.cpp (1.7),
	ql/MarketModels/accountingengine.hpp (1.5),
	ql/MarketModels/browniangenerator.hpp (1.3),
	ql/MarketModels/curvestate.hpp (1.7),
	ql/MarketModels/driftcalculator.cpp (1.12),
	ql/MarketModels/driftcalculator.hpp (1.7),
	ql/MarketModels/evolutiondescription.hpp (1.6),
	ql/MarketModels/marketmodelevolver.hpp (1.5),
	ql/MarketModels/marketmodelproduct.hpp (1.3),
	ql/MarketModels/Products/marketmodelratchet.hpp (1.3),
	ql/Math/normaldistribution.cpp (1.31), test-suite/marketmodel.cpp
	(1.5), test-suite/marketmodel.hpp (1.3), ql/MarketModels/TODO.txt
	(1.1):

	seventh session

2006-07-06 18:00  Ferdinando Ametrano

	* ql/MarketModels/accountingengine.cpp (1.6),
	test-suite/marketmodel.cpp (1.4), test-suite/marketmodel.hpp (1.2):

	seventh session

2006-07-05 21:26  Ferdinando Ametrano

	* ql/MarketModels/: driftcalculator.hpp (1.6),
	evolutiondescription.hpp (1.5):

	formatting (hopefully without tabs)

2006-07-05 21:26  Ferdinando Ametrano

	* QuantLib.vcproj (1.79), test-suite/testsuite.vcproj (1.48):

	VC7 catching up

2006-07-05 21:23  Ferdinando Ametrano

	* ql/MarketModels/: curvestate.cpp (1.5), curvestate.hpp (1.6):

	homogeneous member function names

2006-07-05 17:19  Silvia Frasson

	* ql/MarketModels/driftcalculator.cpp (1.10):

	fixed bug

2006-07-05 16:01  Ferdinando Ametrano

	* ql/MarketModels/accountingengine.cpp (1.4),
	ql/MarketModels/Products/marketmodelratchet.hpp (1.2),
	ql/MarketModels/accountingengine.hpp (1.3),
	ql/MarketModels/browniangenerator.hpp (1.2),
	ql/MarketModels/curvestate.hpp (1.5),
	ql/MarketModels/driftcalculator.cpp (1.9),
	ql/MarketModels/driftcalculator.hpp (1.5),
	ql/MarketModels/evolutiondescription.cpp (1.4),
	ql/MarketModels/evolutiondescription.hpp (1.4),
	ql/MarketModels/marketmodelevolver.hpp (1.4),
	ql/MarketModels/marketmodelproduct.hpp (1.2),
	ql/Math/pseudosqrt.cpp (1.14), test-suite/marketmodel.cpp (1.1),
	test-suite/testsuite_vc8.vcproj (1.18), test-suite/marketmodel.hpp
	(1.1):

	sixth session

2006-07-05 09:19  Marco Bianchetti

	* ql/MarketModels/evolutiondescription.cpp (1.3):

	Corrected evolution times constrain

2006-07-04 19:30  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.37):

	fifth session

2006-07-04 19:04  Cristina Duminuco

	* ql/MarketModels/: curvestate.cpp (1.4), evolutiondescription.cpp
	(1.2), evolutiondescription.hpp (1.3):

	fifth session

2006-07-04 18:55  Ferdinando Ametrano

	* ql/MarketModels/accountingengine.cpp (1.3):

	fifth session: AccountingEngine::Discounter

2006-07-04 18:39  Ferdinando Ametrano

	* QuantLib.vcproj (1.78), ql/MarketModels/driftcalculator.cpp
	(1.6):

	VC7 catching up

2006-07-04 18:25  Silvia Frasson

	* ql/MarketModels/driftcalculator.cpp (1.5):

	first implementation uses covariance approach (any numeraire)

2006-07-04 18:22  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.36):

	fifth session

2006-07-04 17:33  Cristina Duminuco

	* ql/MarketModels/curvestate.cpp (1.3):

	improved computeSwapRate()

2006-07-04 17:11  Mario Pucci

	* QuantLib_vc8.vcproj (1.35):

	added driftcalculator.cpp

2006-07-04 17:06  Cristina Duminuco

	* ql/MarketModels/: curvestate.cpp (1.2), curvestate.hpp (1.4):

	Implementation of curvestate.cpp

2006-07-04 16:46  Luigi Ballabio

	* QuantLib_vc8.vcproj (1.33):

	Added incremental Brownian generator based on Mersenne twister

2006-07-04 16:10  Mario Pucci

	* ql/MarketModels/driftcalculator.cpp (1.2):

	implementation of bookish formula

2006-07-04 15:42  Mario Pucci

	* ql/MarketModels/driftcalculator.hpp (1.4):

	...

2006-07-04 13:26  Ferdinando Ametrano

	* ql/MarketModels/accountingengine.cpp (1.2),
	ql/MarketModels/accountingengine.hpp (1.2),
	ql/MarketModels/driftcalculator.hpp (1.3),
	ql/MarketModels/marketmodelevolver.hpp (1.3), QuantLib_vc8.vcproj
	(1.32):

	fourth session

2006-07-03 18:54  Ferdinando Ametrano

	* ql/MarketModels/: accountingengine.cpp (1.1),
	accountingengine.hpp (1.1), curvestate.hpp (1.3),
	marketmodelevolver.hpp (1.2):

	session three

2006-07-03 17:43  Mario Pucci

	* ql/MarketModels/driftcalculator.hpp (1.2):

	test

2006-06-30 17:42  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.31), ql/MarketModels/browniangenerator.hpp
	(1.1), ql/MarketModels/curvestate.hpp (1.2),
	ql/MarketModels/driftcalculator.hpp (1.1),
	ql/MarketModels/evolutiondescription.hpp (1.2),
	ql/MarketModels/marketmodelevolver.hpp (1.1):

	second session

2006-06-29 19:06  Ferdinando Ametrano

	* QuantLib.vcproj (1.77), test-suite/testsuite.vcproj (1.47):

	VC7 catching up

2006-06-29 18:47  Ferdinando Ametrano

	* ql/MarketModels/curvestate.cpp (1.1),
	ql/MarketModels/curvestate.hpp (1.1),
	ql/MarketModels/evolutiondescription.cpp (1.1),
	ql/MarketModels/evolutiondescription.hpp (1.1),
	ql/MarketModels/marketmodelproduct.hpp (1.1),
	ql/MarketModels/Products/marketmodelratchet.cpp (1.1),
	ql/MarketModels/Products/marketmodelratchet.hpp (1.1),
	QuantLib_vc8.vcproj (1.30):

	first session

2006-06-29 09:28  Luigi Ballabio

	* News.txt (1.122), ql/Instruments/Makefile.am (1.39),
	ql/Instruments/all.hpp (1.19), ql/Instruments/varianceswap.cpp
	(1.1), ql/Instruments/varianceswap.hpp (1.1),
	ql/PricingEngines/Forward/Makefile.am (1.5),
	ql/PricingEngines/Forward/all.hpp (1.3),
	ql/PricingEngines/Forward/mcvarianceswapengine.hpp (1.1),
	ql/PricingEngines/Forward/replicatingvarianceswapengine.hpp (1.1),
	test-suite/Makefile.am (1.72), test-suite/quantlibtestsuite.cpp
	(1.120), test-suite/varianceswaps.cpp (1.1),
	test-suite/varianceswaps.hpp (1.1):

	Added variance swaps (thanks to Warren Chou)

2006-06-29 09:24  Luigi Ballabio

	* ql/ShortRateModels/LiborMarketModels/lmconstwrappervolmodel.hpp
	(1.2):

	Fixed autoinclusion

2006-06-29 09:22  Luigi Ballabio

	* ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.9):

	avoiding deprecated features

2006-06-29 09:21  Luigi Ballabio

	* ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.7):

	re-reformatting

2006-06-29 09:17  Luigi Ballabio

	* ql/Instruments/: swap.cpp (1.49), swap.hpp (1.41):

	Removed redundancy in inner-type name

2006-06-29 09:13  Luigi Ballabio

	* ql/: date.hpp (1.58), Indexes/xibor.cpp (1.34), Indexes/xibor.hpp
	(1.46):

	Change temporarily reverted

2006-06-29 01:00  Luigi Ballabio

	* ql/Instruments/swaption.cpp (1.59), ql/Instruments/swaption.hpp
	(1.56), ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.9),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.10),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.9),
	ql/PricingEngines/Swaption/lfmswaptionengine.cpp (1.7),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.13),
	test-suite/swaption.cpp (1.53):

	The Settlement struct is back

2006-06-28 13:45  Ferdinando Ametrano

	* ql/Instruments/swaption.cpp (1.58), ql/Instruments/swaption.hpp
	(1.55), ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.8),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.7),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.9),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.8),
	ql/PricingEngines/Swaption/lfmswaptionengine.cpp (1.6),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.12),
	test-suite/swaption.cpp (1.52):

	refactored swaption

2006-06-28 13:18  Ferdinando Ametrano

	* ql/PricingEngines/CapFloor/: blackcapfloorengine.cpp (1.8),
	blackcapfloorengine.hpp (1.6):

	formatting

2006-06-27 00:20  Ferdinando Ametrano

	* ql/Volatilities/capletconstantvol.hpp (1.12):

	deprecated constructors

2006-06-26 23:30  Ferdinando Ametrano

	* ql/Instruments/capfloor.hpp (1.60):

	inspector added

2006-06-26 02:36  Joseph Wang

	* ql/Volatilities/Makefile.am (1.20):

	add missing .cpp file to compile list

2006-06-25 23:59  Ferdinando Ametrano

	* ql/CashFlows/floatingratecoupon.hpp (1.40):

	enforcing constness

2006-06-23 20:38  Ferdinando Ametrano

	* QuantLib.vcproj (1.76), test-suite/testsuite.vcproj (1.46):

	VC7 catching up

2006-06-23 19:52  Ferdinando Ametrano

	* ql/: ShortRateModels/LiborMarketModels/liborforwardmodel.cpp
	(1.3), Volatilities/swaptionvolmatrix.cpp (1.1),
	Volatilities/swaptionvolmatrix.hpp (1.36):

	more constructors added to SwaptionVolMatrix.  WARNING: The
	volatility matrix must have: a) increasing exercise dates or
	periods from top to bottom b) increasing lenghts from left to right

2006-06-23 19:00  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.29), test-suite/testsuite_vc8.vcproj
	(1.17):

	VC8 catching up

2006-06-23 18:59  Ferdinando Ametrano

	* ql/Math/interpolation2D.hpp (1.29):

	more inspectors added

2006-06-23 13:18  Luigi Ballabio

	* ql/Math/functional.hpp (1.8), ql/Processes/lfmprocess.cpp (1.3),
	ql/Processes/lfmprocess.hpp (1.4),
	ql/ShortRateModels/LiborMarketModels/Makefile.am (1.2),
	ql/ShortRateModels/LiborMarketModels/all.hpp (1.2),
	ql/ShortRateModels/LiborMarketModels/lmconstwrappercorrmodel.hpp
	(1.1),
	ql/ShortRateModels/LiborMarketModels/lmconstwrappervolmodel.hpp
	(1.1), ql/ShortRateModels/LiborMarketModels/lmextlinexpvolmodel.cpp
	(1.1), ql/ShortRateModels/LiborMarketModels/lmextlinexpvolmodel.hpp
	(1.1), ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.cpp
	(1.1), ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.hpp
	(1.1), test-suite/libormarketmodel.cpp (1.7):

	More complex market parameterizations and performance improvements
	for Libor market model (thanks to Klaus Spanderen)

2006-06-23 13:15  Luigi Ballabio

	* ql/Math/linearleastsquaresregression.hpp (1.1), News.txt (1.121),
	test-suite/linearleastsquaresregression.cpp (1.1),
	test-suite/linearleastsquaresregression.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.119), ql/Math/Makefile.am
	(1.52), test-suite/Makefile.am (1.71), ql/Math/all.hpp (1.12):

	Added general linear least-squares regression (thanks to Klaus
	Spanderen

2006-06-23 09:26  Ferdinando Ametrano

	* ql/CashFlows/parcoupon.cpp (1.27):

	reverting change...

2006-06-23 00:21  Ferdinando Ametrano

	* ql/: CashFlows/parcoupon.cpp (1.26),
	TermStructures/piecewiseyieldcurve.hpp (1.21):

	removing leftovers

2006-06-22 22:11  Ferdinando Ametrano

	* ql/CashFlows/parcoupon.cpp (1.25):

	true index fixing: it doesn't affect NPV

2006-06-22 20:47  Ferdinando Ametrano

	* QuantLib.vcproj (1.75):

	VC7 catching up

2006-06-22 20:14  Ferdinando Ametrano

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.20):

	added preventive check with explicative error message

2006-06-22 20:14  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.28):

	missing file included

2006-06-22 20:13  Ferdinando Ametrano

	* ql/Volatilities/swaptionconstantvol.hpp (1.2):

	formatting

2006-06-22 18:29  Luigi Ballabio

	* test-suite/: bonds.cpp (1.25), convertiblebonds.cpp (1.6):

	Removed deprecated calls

2006-06-22 16:36  Ferdinando Ametrano

	* Examples/EquityOption/EquityOption_vc8.vcproj (1.5),
	Examples/FRA/FRA_vc8.vcproj (1.3),
	Examples/Replication/Replication_vc8.vcproj (1.3),
	Examples/Repo/Repo_vc8.vcproj (1.4), Examples/Swap/Swap_vc8.vcproj
	(1.6), ql/userconfig.hpp (1.23):

	defined QL_DISABLE_DEPRECATED in Examples' compilation

2006-06-22 13:43  Luigi Ballabio

	* ql/Instruments/swaption.cpp (1.57), test-suite/swaption.cpp
	(1.51):

	Avoided use of deprecated BlackModel class

2006-06-22 12:51  Cristina Duminuco

	* Examples/: BermudanSwaption/BermudanSwaption_vc8.vcproj (1.7),
	ConvertibleBonds/ConvertibleBonds_vc8.vcproj (1.6):

	QL_DISABLE_DEPRECATED defined when compiling Examples

2006-06-22 12:30  Cristina Duminuco

	* ql/exercise.hpp (1.35):

	comment added

2006-06-22 11:40  Cristina Duminuco

	* test-suite/: swaption.cpp (1.50), swaption.hpp (1.10):

	added test for calculation of Implied Volatility

2006-06-22 11:37  Cristina Duminuco

	* ql/Instruments/: swaption.cpp (1.56), swaption.hpp (1.54):

	added calculation of Implied Volatility

2006-06-22 08:48  Luigi Ballabio

	* ql/Instruments/capfloor.cpp (1.69),
	ql/PricingEngines/blackmodel.hpp (1.15),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.7),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.5),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.7),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.6),
	ql/PricingEngines/Swaption/lfmswaptionengine.cpp (1.5),
	ql/ShortRateModels/calibrationhelper.hpp (1.29),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.53),
	ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.49),
	ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp (1.2),
	ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.30),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.17),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.30),
	ql/Volatilities/Makefile.am (1.19), ql/Volatilities/all.hpp (1.5),
	ql/Volatilities/swaptionconstantvol.hpp (1.1),
	test-suite/capfloor.cpp (1.57), test-suite/swaption.cpp (1.49):

	Deprecated BlackModel class; Black engines for caps/floors and
	swaption are now passed the corresponding volatility directly

2006-06-21 17:13  Luigi Ballabio

	* ql/: Instruments/capfloor.cpp (1.68), Instruments/capfloor.hpp
	(1.59), PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.4),
	PricingEngines/CapFloor/blackcapfloorengine.cpp (1.6),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.8),
	PricingEngines/CapFloor/mchullwhiteengine.cpp (1.2):

	Fixed cap/floor engines so that they now account for gearing

2006-06-21 15:55  Luigi Ballabio

	* ql/index.cpp (1.5), ql/prices.cpp (1.2), ql/timeseries.hpp
	(1.11), ql/Indexes/indexmanager.cpp (1.6),
	ql/Indexes/indexmanager.hpp (1.6), ql/PricingEngines/blackmodel.hpp
	(1.14), ql/VolatilityModels/constantestimator.cpp (1.8),
	ql/VolatilityModels/garch.cpp (1.2),
	ql/VolatilityModels/garmanklass.hpp (1.6),
	ql/VolatilityModels/simplelocalestimator.hpp (1.5),
	test-suite/shortratemodels.cpp (1.18), test-suite/timeseries.cpp
	(1.6), test-suite/volatilitymodels.cpp (1.6):

	TimeSeries class modified and used for storing index fixings;
	History class deprecated

2006-06-21 15:45  Luigi Ballabio

	* ql/index.hpp (1.23):

	Added method for storing multiple fixings

2006-06-21 14:48  Ferdinando Ametrano

	* ql/CashFlows/parcoupon.cpp (1.24):

	gearing bug fix

2006-06-20 19:33  Ferdinando Ametrano

	* ql/Instruments/capfloor.cpp (1.67), ql/Instruments/capfloor.hpp
	(1.58), ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.5),
	ql/userconfig.hpp (1.22), ql/PricingEngines/blackmodel.hpp (1.13),
	ql/ShortRateModels/calibrationhelper.hpp (1.28),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.52),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.48),
	ql/TermStructures/ratehelpers.cpp (1.75),
	ql/TermStructures/ratehelpers.hpp (1.67), test-suite/capfloor.cpp
	(1.56), test-suite/swaption.cpp (1.48):

	deprecated BlackModel constructor with TermStructure input
	parameter

2006-06-20 15:10  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.27):

	added missing files

2006-06-20 12:17  Luigi Ballabio

	* ql/Makefile.am (1.91), ql/core.hpp (1.18), ql/prices.cpp (1.1),
	ql/prices.hpp (1.1), ql/timeseries.hpp (1.10),
	ql/VolatilityModels/garmanklass.hpp (1.5),
	test-suite/timeseries.cpp (1.5):

	Moved IntervalPrice into its own files

2006-06-20 12:09  Cristina Duminuco

	* test-suite/capfloor.cpp (1.55):

	Added null strike in testParity().

2006-06-20 11:18  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.16),
	ql/Instruments/callabilityschedule.hpp (1.9),
	ql/Instruments/convertiblebond.cpp (1.19):

	Moved callability price class into callability class

2006-06-20 08:59  Luigi Ballabio

	* ql/Instruments/capfloor.cpp (1.66):

	Added correct treatment of coupon spread in caps and floors

2006-06-19 19:06  Silvia Frasson

	* ql/Volatilities/swaptionvolmatrix.hpp (1.35):

	comment added

2006-06-19 18:36  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.26):

	VC8 catching up

2006-06-19 17:20  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.15),
	ql/Instruments/callabilityschedule.hpp (1.8),
	ql/Instruments/convertiblebond.cpp (1.18),
	ql/Instruments/convertiblebond.hpp (1.17),
	ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.9),
	ql/PricingEngines/Hybrid/discretizedconvertible.hpp (1.8):

	Added soft callability to convertible bonds

2006-06-19 16:09  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.14),
	ql/CashFlows/Makefile.am (1.21), ql/CashFlows/cashflowvectors.cpp
	(1.48), ql/CashFlows/cashflowvectors.hpp (1.35),
	ql/CashFlows/dividend.cpp (1.1), ql/CashFlows/dividend.hpp (1.4),
	ql/Instruments/dividendschedule.hpp (1.13),
	ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.11),
	ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.8),
	ql/PricingEngines/Hybrid/discretizedconvertible.hpp (1.7),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.13):

	Added treatment of discrete dividends to convertible bonds

2006-06-19 14:07  Luigi Ballabio

	* ql/Math/backwardflatinterpolation.hpp (1.5),
	ql/Math/forwardflatinterpolation.hpp (1.4),
	test-suite/interpolations.cpp (1.33), test-suite/interpolations.hpp
	(1.12):

	Fixes for backward/forward flat interpolation (thanks to Fabio
	Ramponi)

2006-06-18 21:44  Ferdinando Ametrano

	* ql/CashFlows/cashflowvectors.cpp (1.47),
	ql/CashFlows/cashflowvectors.hpp (1.34),
	ql/CashFlows/floatingratecoupon.hpp (1.39),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.17),
	ql/CashFlows/indexedcashflowvectors.hpp (1.4),
	ql/CashFlows/indexedcoupon.hpp (1.22), ql/CashFlows/parcoupon.cpp
	(1.23), ql/CashFlows/parcoupon.hpp (1.18),
	ql/CashFlows/shortfloatingcoupon.cpp (1.23),
	ql/CashFlows/shortfloatingcoupon.hpp (1.22),
	ql/CashFlows/shortindexedcoupon.hpp (1.17),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.15),
	ql/Instruments/convertiblebond.cpp (1.17),
	ql/Instruments/floatingratebond.cpp (1.9),
	ql/Instruments/floatingratebond.hpp (1.5),
	ql/Instruments/vanillaswap.cpp (1.3), ql/Processes/lfmprocess.cpp
	(1.2), ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.51),
	test-suite/capfloor.cpp (1.54), test-suite/swap.cpp (1.50),
	Examples/Swap/swapvaluation.cpp (1.72):

	introduced gearing (i.e. the multiplicative coefficients of the
	floating rate index) in floating rate coupons, coupon vectors,
	bonds, etc

2006-06-18 20:56  Ferdinando Ametrano

	* ql/errors.cpp (1.14):

	no message

2006-06-18 17:06  Ferdinando Ametrano

	* ql/interestrate.hpp (1.19):

	more explicative comment

2006-06-18 14:53  Ferdinando Ametrano

	* ql/TermStructures/: ratehelpers.cpp (1.74), ratehelpers.hpp
	(1.66):

	Futures convexity adjustment added

2006-06-18 14:51  Ferdinando Ametrano

	* ql/Instruments/swap.hpp (1.40):

	more explicative deprecation message

2006-06-16 21:01  Ferdinando Ametrano

	* ql/Math/sabrinterpolation.hpp (1.7):

	maxInterpolationError added

2006-06-16 18:15  Luigi Ballabio

	* ql/index.cpp (1.3), ql/index.hpp (1.21),
	ql/Indexes/indexmanager.cpp (1.5), ql/Indexes/indexmanager.hpp
	(1.5), ql/Indexes/xibor.cpp (1.33),
	ql/TermStructures/ratehelpers.hpp (1.65),
	ql/Utilities/observablevalue.hpp (1.2),
	test-suite/piecewiseyieldcurve.cpp (1.23):

	Made history of past fixings observable; removed limitation on swap
	helper

2006-06-16 13:42  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.84),
	Examples/Swap/swapvaluation.cpp (1.71), ql/Indexes/audlibor.hpp
	(1.29), ql/Indexes/cadlibor.hpp (1.29), ql/Indexes/cdor.hpp (1.7),
	ql/Indexes/chflibor.hpp (1.26), ql/Indexes/dkklibor.hpp (1.6),
	ql/Indexes/euribor.hpp (1.30), ql/Indexes/eurlibor.hpp (1.4),
	ql/Indexes/gbplibor.hpp (1.32), ql/Indexes/jibar.hpp (1.6),
	ql/Indexes/jpylibor.hpp (1.27), ql/Indexes/libor.cpp (1.4),
	ql/Indexes/nzdlibor.hpp (1.6), ql/Indexes/tibor.hpp (1.7),
	ql/Indexes/trlibor.hpp (1.7), ql/Indexes/usdlibor.hpp (1.33),
	ql/Indexes/xibor.cpp (1.32), ql/Indexes/xibor.hpp (1.45),
	ql/Indexes/zibor.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.50),
	ql/TermStructures/ratehelpers.cpp (1.72),
	ql/TermStructures/ratehelpers.hpp (1.64),
	test-suite/bermudanswaption.cpp (1.9), test-suite/bonds.cpp (1.24),
	test-suite/capfloor.cpp (1.53), test-suite/compoundforward.cpp
	(1.41), test-suite/convertiblebonds.cpp (1.5),
	test-suite/libormarketmodel.cpp (1.6),
	test-suite/libormarketmodelprocess.cpp (1.5),
	test-suite/piecewiseflatforward.cpp (1.39),
	test-suite/piecewiseyieldcurve.cpp (1.22),
	test-suite/shortratemodels.cpp (1.17), test-suite/swap.cpp (1.49),
	test-suite/swaption.cpp (1.47), test-suite/termstructures.cpp
	(1.44):

	Deprecated (n,units) constructors for libors and rate helpers

2006-06-16 12:10  Marco Bianchetti

	* QuantLib.vcproj (1.74):

	VC7 catching up

2006-06-15 22:28  Katiuscia Manzoni

	* ql/Indexes/euribor.hpp (1.29):

	added whole family of Euribor Indexes

2006-06-15 21:14  Ferdinando Ametrano

	* ql/TermStructures/: ratehelpers.cpp (1.71), ratehelpers.hpp
	(1.63):

	bug fix: initialize date at constructor time, so that the
	RateHelper is valid even if a term structure is not set

2006-06-15 19:28  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.25):

	VC8 catching up

2006-06-15 18:26  Ferdinando Ametrano

	* ql/TermStructures/ratehelpers.cpp (1.70),
	ql/TermStructures/ratehelpers.hpp (1.62),
	test-suite/piecewiseyieldcurve.cpp (1.21):

	1) using Period as input parameter instead of (int, TimeUnit)

	to do: fix testsuite for new Xibor parameter in SwapRateHelper

2006-06-15 17:38  Ferdinando Ametrano

	* ql/: Indexes/libor.cpp (1.3), Indexes/xibor.cpp (1.31), date.hpp
	(1.57), Indexes/xibor.hpp (1.44), TermStructures/ratehelpers.cpp
	(1.69), TermStructures/ratehelpers.hpp (1.61),
	Volatilities/swaptionvolmatrix.hpp (1.34):

	1) using Period as input parameter instead of (int, TimeUnit) 2)
	extending Period interface with frequency method (original code
	from Xibor)

2006-06-15 17:29  Luigi Ballabio

	* ql/TermStructures/ratehelpers.cpp (1.68),
	ql/TermStructures/ratehelpers.hpp (1.60),
	test-suite/piecewiseyieldcurve.cpp (1.20),
	test-suite/piecewiseyieldcurve.hpp (1.6):

	Modified SwapRateHelper so that it can take a Xibor (thus ensuring
	that today's fixing is used in pricing the underlying swap)

2006-06-15 16:35  Luigi Ballabio

	* test-suite/swaption.cpp (1.46):

	Removed gcc warning

2006-06-15 16:35  Luigi Ballabio

	* test-suite/shortratemodels.cpp (1.16):

	Proper tear-down of test case

2006-06-15 16:34  Luigi Ballabio

	* ql/Indexes/: indexmanager.cpp (1.4), indexmanager.hpp (1.4):

	Added convenience method to clear all histories

2006-06-15 15:02  Cristina Duminuco

	* test-suite/: swaption.cpp (1.45), swaption.hpp (1.9):

	Added a new test unit for cash settled swaptions.  Updated old
	tests: cash settled swaptions are tested too.

2006-06-15 14:59  Cristina Duminuco

	* ql/Instruments/swaption.hpp (1.53):

	Updated tests in the Doxygen comment block.

2006-06-15 14:54  Luigi Ballabio

	* ql/Indexes/: libor.cpp (1.2), libor.hpp (1.2), xibor.cpp (1.30),
	xibor.hpp (1.43):

	Added constructor taking a tenor

2006-06-15 13:27  Luigi Ballabio

	* ql/: index.cpp (1.2), index.hpp (1.20):

	Added notification to observers when a fixing is added

2006-06-15 10:29  Luigi Ballabio

	* ql/TermStructures/: ratehelpers.cpp (1.67), ratehelpers.hpp
	(1.59):

	Reworked date calculation

2006-06-15 10:28  Luigi Ballabio

	* test-suite/calendars.cpp (1.31):

	Fixed test messages

2006-06-15 08:42  Luigi Ballabio

	* ql/: Instruments/swaption.cpp (1.55), Instruments/swaption.hpp
	(1.52), PricingEngines/Swaption/blackswaptionengine.cpp (1.6),
	PricingEngines/Swaption/g2swaptionengine.hpp (1.8),
	PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.7),
	PricingEngines/Swaption/lfmswaptionengine.cpp (1.4),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.11):

	Renamed settlement struct to avoid SettlementType::Type redundancy

2006-06-15 08:42  Luigi Ballabio

	* ql/: Makefile.am (1.90), index.cpp (1.1), index.hpp (1.19):

	Added addFixing() method to Index

2006-06-14 17:49  Luigi Ballabio

	* Docs/: quantlib.css (1.15), quantlib.doxy (1.102):

	Upgraded to Doxygen 1.4.7

2006-06-14 17:49  Luigi Ballabio

	* ql/Instruments/vanillaswap.hpp (1.3):

	Fix for documentation

2006-06-14 17:17  Cristina Duminuco

	* ql/PricingEngines/Swaption/: g2swaptionengine.hpp (1.7),
	jamshidianswaptionengine.cpp (1.6), lfmswaptionengine.cpp (1.3),
	treeswaptionengine.cpp (1.10):

	Introduced a control that block the pricing of cash settled
	swaptions.

2006-06-14 17:13  Cristina Duminuco

	* ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.5):

	Added the possibility to price cash settled swaptions: introduced a
	switch on the settlement type.

2006-06-14 17:11  Cristina Duminuco

	* ql/Instruments/: swaption.cpp (1.54), swaption.hpp (1.51):

	Added Physical Settlement feature introducing  the structure
	SettlementType (enum Type).

2006-06-14 15:51  Luigi Ballabio

	* News.txt (1.118), ql/Math/sabrinterpolation.hpp (1.6):

	Added interpolation error and modifiable optimization method to
	SABR

2006-06-14 12:51  Luigi Ballabio

	* ql/capvolstructures.hpp (1.20), ql/swaptionvolstructure.hpp
	(1.21), ql/termstructure.hpp (1.68), ql/voltermstructure.hpp
	(1.38), ql/yieldtermstructure.hpp (1.5),
	ql/Processes/blackscholesprocess.hpp (1.8),
	ql/TermStructures/flatforward.hpp (1.54),
	ql/Volatilities/blackconstantvol.hpp (1.35),
	ql/Volatilities/localconstantvol.hpp (1.31),
	ql/Volatilities/localvolsurface.hpp (1.29),
	test-suite/utilities.hpp (1.27):

	Moved a few methods upwards to TermStructure and a few inclusions
	downward when they are needed

2006-06-14 12:50  Luigi Ballabio

	* ql/Math/extrapolation.hpp (1.4):

	Same functionality, slimmer interface

2006-06-14 12:49  Luigi Ballabio

	* ql/Math/sabrinterpolation.hpp (1.5):

	Fix for gcc

2006-06-13 20:41  Ferdinando Ametrano

	* ql/Math/sabrinterpolation.hpp (1.4):

	formatting

2006-06-13 20:15  Ferdinando Ametrano

	* ql/Math/sabrinterpolation.hpp (1.3):

	SABR fit added

2006-06-13 20:15  Ferdinando Ametrano

	* ql/Math/: extrapolation.hpp (1.3), interpolation.hpp (1.41):

	virtual Extrapolator and Interpolation

2006-06-13 20:07  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj (1.6):

	lost example restored

2006-06-13 19:54  Ferdinando Ametrano

	* QuantLib_vc8.sln (1.12):

	lost example restored

2006-06-13 18:49  Katiuscia Manzoni

	* ql/Instruments/: forwardrateagreement.cpp (1.4),
	forwardrateagreement.hpp (1.5):

	added third FRA constructor using Index

2006-06-12 18:41  Luigi Ballabio

	* ql/Math/interpolation.hpp (1.40):

	Using floating-point comparison functions instead of QL_EPSILON

2006-06-12 16:54  Luigi Ballabio

	* Examples/FRA/FRA.cpp (1.4), Examples/Repo/Repo.cpp (1.4),
	ql/Makefile.am (1.89), ql/core.hpp (1.17), ql/instrument.hpp
	(1.43), ql/position.hpp (1.1),
	ql/Instruments/fixedcouponbondforward.cpp (1.3),
	ql/Instruments/fixedcouponbondforward.hpp (1.4),
	ql/Instruments/forward.hpp (1.4),
	ql/Instruments/forwardrateagreement.cpp (1.3),
	ql/Instruments/forwardrateagreement.hpp (1.4),
	test-suite/piecewiseyieldcurve.cpp (1.19):

	Introduced standalone position struct for holding short/long
	enumeration (and maybe more information in the future)

2006-06-12 16:51  Luigi Ballabio

	* functions/ql/Functions/Makefile.am (1.14), ql/Math/Makefile.am
	(1.51):

	Updated makefiles

2006-06-12 16:48  Luigi Ballabio

	* ql/Math/: cubicspline.hpp (1.62), sabrinterpolation.hpp (1.2):

	Restored useful code

2006-06-12 15:41  Silvia Frasson

	* ql/: swaptionvolstructure.hpp (1.20),
	Volatilities/swaptionvolmatrix.hpp (1.33):

	using Rate where appropriate instead of Real

2006-06-11 20:15  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.24),
	Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj (1.5),
	Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj (1.5),
	Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj (1.5),
	Examples/EquityOption/EquityOption_vc8.vcproj (1.4),
	Examples/FRA/FRA_vc8.vcproj (1.2),
	Examples/Replication/Replication_vc8.vcproj (1.2),
	Examples/Repo/Repo_vc8.vcproj (1.3), Examples/Swap/Swap_vc8.vcproj
	(1.5), functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.13),
	test-suite/testsuite_vc8.vcproj (1.16):

	adopting vc80\$(ConfigurationName) in *_vc8.proj files

2006-06-11 15:33  Ferdinando Ametrano

	* QuantLib.vcproj (1.73):

	VC71 catching up

2006-06-11 15:30  Ferdinando Ametrano

	* QuantLib.vcproj (1.72),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.15),
	Examples/ConvertibleBonds/ConvertibleBonds.vcproj (1.4),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.15),
	Examples/EquityOption/EquityOption.vcproj (1.3),
	Examples/FRA/FRA.vcproj (1.2),
	Examples/Replication/Replication.vcproj (1.2),
	Examples/Repo/Repo.vcproj (1.2), Examples/Swap/Swap.vcproj (1.15),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.20),
	test-suite/testsuite.vcproj (1.45):

	adopting vc71\$(ConfigurationName) in proj files

2006-06-09 20:45  Ferdinando Ametrano

	* QuantLib.vcproj (1.71):

	VC71 catching up

2006-06-09 15:12  Ferdinando Ametrano

	* ql/Math/interpolation.hpp (1.39):

	avoiding floating point comparison glitches

2006-06-09 15:03  Katiuscia Manzoni

	* Examples/FRA/FRA.cpp (1.3):

	FRA example modified to account for change in enum
	Instrument::Position

2006-06-08 23:10  Ferdinando Ametrano

	* Examples/Repo/Repo.cpp (1.3):

	moving {Long, Short} enumeration from Forward into Instrument.
	Renamed as enum Position {Long, Short};

2006-06-08 21:41  Ferdinando Ametrano

	* ql/Math/linearinterpolation.hpp (1.35):

	added LinearInterpolationType enumeration

2006-06-08 21:41  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.61):

	removed useless code

2006-06-08 21:40  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.23), ql/Math/all.hpp (1.11),
	ql/Math/sabrinterpolation.hpp (1.1):

	SABR interpolation added.  To do: add unit test

2006-06-08 21:39  Ferdinando Ametrano

	* ql/Instruments/: swap.cpp (1.48), swap.hpp (1.39):

	copyright

2006-06-08 21:38  Ferdinando Ametrano

	* ql/: CashFlows/floatingratecoupon.hpp (1.38),
	Instruments/fixedcouponbondforward.cpp (1.2),
	Instruments/fixedcouponbondforward.hpp (1.3),
	Instruments/forward.hpp (1.3), Instruments/forwardrateagreement.cpp
	(1.2), Instruments/forwardrateagreement.hpp (1.3):

	moving {Long, Short} enumeration from Forward into Instrument.
	Renamed as enum Position {Long, Short};

2006-06-08 21:27  Ferdinando Ametrano

	* ql/: instrument.hpp (1.42), Instruments/forward.hpp (1.2):

	moving {Long, Short} enumeration from Forward into Instrument.
	Renamed as enum Position {Long, Short};

2006-06-08 21:24  Ferdinando Ametrano

	* ql/schedule.hpp (1.10):

	formatting

2006-06-08 17:08  Marco Bianchetti

	* QuantLib.vcproj (1.70):

	update VC7 workspaces

2006-06-08 15:59  Cristina Duminuco

	* ql/schedule.cpp (1.10):

	bug fix

2006-06-06 20:01  Ferdinando Ametrano

	* ql/Instruments/swap.cpp (1.47):

	implementing multi leg Swap

2006-06-06 19:50  Ferdinando Ametrano

	* ql/userconfig.hpp (1.21):

	avoid warning if already defined

2006-06-06 18:53  Ferdinando Ametrano

	* ql/Instruments/swap.cpp (1.46), ql/Instruments/swap.hpp (1.38),
	ql/Instruments/vanillaswap.cpp (1.2),
	ql/Instruments/vanillaswap.hpp (1.2),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.49),
	test-suite/swap.cpp (1.48):

	implementing multi leg Swap

2006-06-06 09:58  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.22), ql/Instruments/Makefile.am (1.38),
	ql/Instruments/all.hpp (1.18), ql/Instruments/makefile.mak (1.41),
	ql/Instruments/swaption.hpp (1.50), ql/Instruments/vanillaswap.cpp
	(1.1), ql/Instruments/vanillaswap.hpp (1.1),
	ql/TermStructures/ratehelpers.hpp (1.58), test-suite/capfloor.cpp
	(1.52), test-suite/compoundforward.cpp (1.40), test-suite/swap.cpp
	(1.47):

	renaming simpleswap.*pp files as vanillaswap.*pp, according to the
	actual class name

2006-06-05 15:28  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.12),
	functions/ql/Functions/calendars.hpp (1.10),
	functions/ql/Functions/mathf.cpp (1.6),
	functions/ql/Functions/mathf.hpp (1.11), ql/userconfig.hpp (1.20):

	deprecating some QuantLibFunctions' functions

2006-05-31 20:26  Ferdinando Ametrano

	* ql/: auto_link.hpp (1.3), quantlib.hpp (1.154):

	proper auto_linking

2006-05-31 16:46  Luigi Ballabio

	* functions/ql/Functions/Makefile.am (1.13), ql/auto_link.hpp
	(1.2), ql/quantlib.hpp (1.153), test-suite/Makefile.am (1.70):

	Fixes for Linux compilation

2006-05-31 13:08  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.11):

	removing obsolete file (and gradually getting rid of
	QuantLibFunctions)

2006-05-31 12:51  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.21):

	catching up with new files

2006-05-31 12:50  Ferdinando Ametrano

	* QuantLib_vc8.sln (1.11):

	addin back project dependencies

2006-05-31 12:49  Ferdinando Ametrano

	* ql/: Indexes/xibor.cpp (1.29), Indexes/xibor.hpp (1.42),
	index.hpp (1.18):

	added boolean with default value: Rate fixing(const Date&
	fixingDate, bool forecastTodaysFixing = false) const;

2006-05-31 12:44  Ferdinando Ametrano

	* functions/ql/Functions/calendars.hpp (1.8), ql/calendar.cpp
	(1.36), ql/calendar.hpp (1.53), test-suite/calendars.cpp (1.30),
	test-suite/quantlibtestsuite.cpp (1.118):

	1) holidayList as static membre function of the class Calendar 2)
	testsuite not linking QuantLibFunctions anymore

2006-05-31 11:25  Ferdinando Ametrano

	* functions/ql/Functions/auto_link.hpp (1.3):

	proper auto_linking

2006-05-31 11:21  Ferdinando Ametrano

	* functions/ql/Functions/auto_link.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.117):

	proper auto_linking

2006-05-31 11:07  Ferdinando Ametrano

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.13),
	Examples/EquityOption/EquityOption.cpp (1.3), Examples/FRA/FRA.cpp
	(1.2), Examples/Replication/Replication.cpp (1.2),
	Examples/Repo/Repo.cpp (1.2), QuantLib_vc8.sln (1.10),
	QuantLib_vc8.vcproj (1.20), Examples/Swap/swapvaluation.cpp (1.70),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.10),
	functions/ql/Functions/auto_link.hpp (1.1),
	functions/ql/Functions/calendars.hpp (1.7),
	functions/ql/Functions/mathf.hpp (1.10),
	functions/ql/Functions/vols.hpp (1.8), ql/auto_link.hpp (1.1),
	ql/config.msvc.hpp (1.74), ql/quantlib.hpp (1.152),
	test-suite/quantlibtestsuite.cpp (1.116):

	proper auto_linking

2006-05-30 11:11  Luigi Ballabio

	* Examples/makefile.mak (1.28), QuantLib.dsw (1.18), QuantLib.sln
	(1.15), QuantLib_vc8.sln (1.9),
	Examples/Replication/Replication_vc8.vcproj (1.1):

	Added new projects to workspaces

2006-05-30 11:01  Luigi Ballabio

	* News.txt (1.117), configure.ac (1.82), Docs/pages/examples.docs
	(1.12), Examples/Makefile.am (1.30),
	Examples/Replication/.cvsignore (1.1),
	Examples/Replication/Makefile.am (1.1),
	Examples/Replication/ReadMe.txt (1.1),
	Examples/Replication/Replication.cpp (1.1),
	Examples/Replication/Replication.dev (1.1),
	Examples/Replication/Replication.dsp (1.1),
	Examples/Replication/Replication.vcproj (1.1),
	Examples/Replication/makefile.mak (1.1), ql/Instruments/Makefile.am
	(1.37), ql/Instruments/all.hpp (1.17),
	ql/Instruments/compositeinstrument.cpp (1.1),
	ql/Instruments/compositeinstrument.hpp (1.1):

	Added composite instrument; example provided

2006-05-30 10:04  Luigi Ballabio

	* ql/Instruments/fixedcouponbondforward.hpp (1.2),
	Docs/pages/examples.docs (1.11),
	ql/Instruments/forwardrateagreement.hpp (1.2):

	Added link to examples in documentation

2006-05-26 18:14  Luigi Ballabio

	* ql/: calendar.cpp (1.35), calendar.hpp (1.52),
	Calendars/argentina.cpp (1.4), Calendars/australia.cpp (1.2),
	Calendars/brazil.cpp (1.2), Calendars/canada.cpp (1.2),
	Calendars/china.cpp (1.2), Calendars/china.hpp (1.2),
	Calendars/czechrepublic.cpp (1.2), Calendars/denmark.cpp (1.2),
	Calendars/finland.cpp (1.2), Calendars/germany.cpp (1.3),
	Calendars/hongkong.cpp (1.5), Calendars/hungary.cpp (1.2),
	Calendars/iceland.cpp (1.4), Calendars/india.cpp (1.2),
	Calendars/indonesia.cpp (1.3), Calendars/italy.cpp (1.4),
	Calendars/japan.cpp (1.2), Calendars/japan.hpp (1.2),
	Calendars/jointcalendar.cpp (1.11), Calendars/jointcalendar.hpp
	(1.9), Calendars/mexico.cpp (1.4), Calendars/newzealand.cpp (1.2),
	Calendars/norway.cpp (1.2), Calendars/nullcalendar.hpp (1.8),
	Calendars/poland.cpp (1.2), Calendars/saudiarabia.cpp (1.2),
	Calendars/saudiarabia.hpp (1.2), Calendars/singapore.cpp (1.4),
	Calendars/slovakia.cpp (1.2), Calendars/southafrica.cpp (1.2),
	Calendars/southkorea.cpp (1.2), Calendars/southkorea.hpp (1.2),
	Calendars/sweden.cpp (1.2), Calendars/switzerland.cpp (1.2),
	Calendars/taiwan.cpp (1.7), Calendars/taiwan.hpp (1.6),
	Calendars/target.cpp (1.20), Calendars/turkey.cpp (1.2),
	Calendars/turkey.hpp (1.2), Calendars/ukraine.cpp (1.4),
	Calendars/unitedkingdom.cpp (1.3), Calendars/unitedstates.cpp
	(1.9):

	Added weekend specification to calendars

2006-05-25 18:06  Luigi Ballabio

	* ql/: Instruments/convertiblebond.cpp (1.16),
	Instruments/convertiblebond.hpp (1.16),
	PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.10):

	Added dividend times to arguments; still not used by engine

2006-05-25 16:19  Luigi Ballabio

	* ql/CashFlows/dividend.hpp (1.3):

	Added check for missing notional

2006-05-24 16:25  Ferdinando Ametrano

	* QuantLib.nsi (1.116):

	timestamp added

2006-05-24 11:48  Luigi Ballabio

	* ql/PricingEngines/mcsimulation.hpp (1.17):

	Removed check for min samples when the number of samples is passed
	explicitly (the user probably knows better)

2006-05-23 19:04  Ferdinando Ametrano

	* ql/calendar.hpp (1.51), test-suite/calendars.cpp (1.29),
	test-suite/calendars.hpp (1.15):

	adding endOfMonth method

2006-05-23 15:54  Luigi Ballabio

	* QuantLib.dsp (1.273), Examples/Repo/Repo_vc8.vcproj (1.2),
	QuantLib.dsw (1.17), QuantLib.sln (1.14), QuantLib.vcproj (1.69),
	QuantLib_vc8.sln (1.8), QuantLib_vc8.vcproj (1.19):

	Added new files and projects to workspaces

2006-05-23 13:12  Luigi Ballabio

	* Contributors.txt (1.37), News.txt (1.116), configure.ac (1.81),
	Docs/pages/authors.docs (1.45), Examples/Makefile.am (1.29),
	Examples/makefile.mak (1.27), Examples/FRA/.cvsignore (1.1),
	Examples/FRA/FRA.cpp (1.1), Examples/FRA/FRA.dev (1.1),
	Examples/FRA/FRA.dsp (1.1), Examples/FRA/FRA.vcproj (1.1),
	Examples/FRA/FRA_vc8.vcproj (1.1), Examples/FRA/Makefile.am (1.1),
	Examples/FRA/ReadMe.txt (1.1), Examples/FRA/makefile.mak (1.1),
	Examples/Repo/.cvsignore (1.1), Examples/Repo/Makefile.am (1.1),
	Examples/Repo/ReadMe.txt (1.1), Examples/Repo/Repo.cpp (1.1),
	Examples/Repo/Repo.dev (1.1), Examples/Repo/Repo.dsp (1.1),
	Examples/Repo/Repo.vcproj (1.1), Examples/Repo/Repo_vc8.vcproj
	(1.1), Examples/Repo/makefile.mak (1.1), ql/Instruments/Makefile.am
	(1.36), ql/Instruments/all.hpp (1.16),
	ql/Instruments/fixedcouponbondforward.cpp (1.1),
	ql/Instruments/fixedcouponbondforward.hpp (1.1),
	ql/Instruments/forward.cpp (1.1), ql/Instruments/forward.hpp (1.1),
	ql/Instruments/forwardrateagreement.cpp (1.1),
	ql/Instruments/forwardrateagreement.hpp (1.1),
	test-suite/piecewiseyieldcurve.cpp (1.18):

	Added FRA and forward fixed-coupon bonds (thanks to Allen Kuo)

2006-05-22 12:22  Ferdinando Ametrano

	* ql/Volatilities/swaptionvolmatrix.hpp (1.32):

	formatting

2006-05-22 12:22  Ferdinando Ametrano

	* QuantLib.nsi (1.115):

	updated

2006-05-22 11:39  Mario Pucci

	* Readme.txt (1.29):

	test

2006-05-18 16:48  Luigi Ballabio

	* ql/DayCounters/: actualactual.cpp (1.38), actualactual.hpp
	(1.31):

	Removed redundant abbreviations

2006-05-18 13:14  Ferdinando Ametrano

	* ql/: calendar.hpp (1.50), DayCounters/actualactual.cpp (1.37),
	DayCounters/actualactual.hpp (1.30), DayCounters/thirty360.hpp
	(1.25):

	ISDA standards adopted

2006-05-18 11:35  Luigi Ballabio

	* Contributors.txt (1.36), LICENSE.TXT (1.29), News.txt (1.115),
	ql/RandomNumbers/sobolrsg.cpp (1.42), ql/RandomNumbers/sobolrsg.hpp
	(1.27), test-suite/lowdiscrepancysequences.cpp (1.77),
	test-suite/lowdiscrepancysequences.hpp (1.19):

	Added possibility to skip directly to the n-th item in a Sobol
	sequence (thanks to Richard Gould)

2006-05-17 14:57  Luigi Ballabio

	* ql/Patterns/observable.hpp (1.28):

	Better copy behavior for observables

2006-05-16 19:05  Ferdinando Ametrano

	* QuantLib.vcproj (1.68),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.19):

	1) 1 function removed 2) added 2 temporary functions

2006-05-16 16:18  Luigi Ballabio

	* functions/ql/Functions/Makefile.am (1.12):

	Removed deleted files from Makefile

2006-05-16 16:13  Luigi Ballabio

	* ql/RandomNumbers/: primitivepolynomials.c (1.12),
	primitivepolynomials.h (1.7):

	Removed // comments in C files (thanks to Eugene Shevkoplyas)

2006-05-16 15:19  Ferdinando Ametrano

	* functions/ql/Functions/: QuantLibFunctions_vc8.vcproj (1.9),
	calendars.hpp (1.6):

	1) 1 function removed 2) added 2 temporary functions

2006-05-15 17:05  Ferdinando Ametrano

	* ql/VolatilityModels/garmanklass.hpp (1.4):

	VC8 error avoided

2006-05-15 10:27  Luigi Ballabio

	* Docs/pages/processes.docs (1.1),
	ql/Processes/blackscholesprocess.hpp (1.7),
	ql/Processes/eulerdiscretization.hpp (1.6),
	ql/Processes/forwardmeasureprocess.hpp (1.2),
	ql/Processes/g2process.hpp (1.2),
	ql/Processes/geometricbrownianprocess.hpp (1.4),
	ql/Processes/hestonprocess.hpp (1.6),
	ql/Processes/hullwhiteprocess.hpp (1.2),
	ql/Processes/lfmprocess.hpp (1.3), ql/Processes/merton76process.hpp
	(1.7), ql/Processes/ornsteinuhlenbeckprocess.hpp (1.5),
	ql/Processes/squarerootprocess.hpp (1.4),
	ql/Processes/stochasticprocessarray.hpp (1.6):

	Added processes module to docs

2006-05-15 10:25  Luigi Ballabio

	* Docs/: Makefile.am (1.80), quantlib.css (1.14),
	quantlibheader.html (1.31), quantlibheaderonline.html (1.1),
	images/QL-title.jpg (1.1), images/favicon.ico (1.2),
	pages/findiff.docs (1.14), pages/index.docs (1.12),
	pages/mcarlo.docs (1.18):

	Docs restyling

2006-05-15 10:21  Luigi Ballabio

	* ql/CashFlows/: timebasket.cpp (1.9), timebasket.hpp (1.10):

	Fix for C++/CLI (thanks to Athletico)

2006-05-15 06:40  Joseph Wang

	* ql/VolatilityModels/: Makefile.am (1.5), garch.cpp (1.1),
	garch.hpp (1.3):

	More work on garch.cpp

2006-05-13 19:08  Joseph Wang

	* ql/VolatilityModels/garmanklass.hpp (1.3):

	Add more notes

2006-05-13 08:24  Joseph Wang

	* ql/VolatilityModels/garmanklass.hpp (1.2):

	Fix typo

2006-05-13 06:46  Joseph Wang

	* ql/VolatilityModels/Makefile.am (1.4),
	ql/VolatilityModels/all.hpp (1.4),
	ql/VolatilityModels/garmanklass.hpp (1.1),
	ql/VolatilityModels/simplelocalestimator.hpp (1.4),
	test-suite/volatilitymodels.cpp (1.5):

	Add garman klass estimators

2006-05-07 14:29  Eric Ehlers

	* QuantLib_vc8.vcproj (1.18):

	remove ql\TermStructures\affinetermstructure.cpp, ql\ratehelper.?pp
	- add ql\TermStructures\piecewiseyieldcurve.?pp

2006-05-07 13:43  Luigi Ballabio

	* ql/Math/array.hpp (1.27):

	bug fix (thanks to Klaus Spanderen)

2006-05-07 06:57  Joseph Wang

	* ql/timeseries.hpp (1.9):

	Add some more functions involving interval prices

2006-05-07 03:50  Joseph Wang

	* ql/timeseries.hpp (1.8):

	Add default constructor for interval price.  Without it time series
	syntax is rather painful.

2006-05-06 16:58  Joseph Wang

	* ql/quote.hpp (1.11), ql/timeseries.hpp (1.7),
	ql/Utilities/Makefile.am (1.19), ql/Utilities/all.hpp (1.9),
	test-suite/timeseries.cpp (1.4), test-suite/timeseries.hpp (1.4):

	Moved the interval pricing structure out of quote.  When I started
	to write swig interfaces it become obvious how much extra code
	trying to make the interval prices a quote was, so I'm rewriting it
	as a class that isn't linked into to the quote syste,

2006-05-06 09:30  Joseph Wang

	* ql/quote.hpp (1.10), ql/timeseries.hpp (1.6),
	ql/Utilities/Makefile.am (1.18), ql/Utilities/all.hpp (1.8),
	test-suite/timeseries.cpp (1.3), test-suite/timeseries.hpp (1.3):

	add some helpers to create time series of interval quotes

2006-05-05 16:49  Luigi Ballabio

	* ql/: Makefile.am (1.88), TermStructures/Makefile.am (1.27),
	TermStructures/all.hpp (1.8), TermStructures/bondhelpers.hpp (1.5),
	TermStructures/piecewiseflatforward.hpp (1.58),
	TermStructures/piecewiseyieldcurve.cpp (1.1),
	TermStructures/piecewiseyieldcurve.hpp (1.19),
	TermStructures/ratehelpers.hpp (1.57):

	Moved base rate-helper class together with piecewise yield curve

2006-05-05 14:50  Ferdinando Ametrano

	* functions/ql/Functions/: calendars.hpp (1.5), mathf.cpp (1.5),
	mathf.hpp (1.9):

	gradually empting functions folder

2006-05-05 10:45  Ferdinando Ametrano

	* ql/date.cpp (1.52), ql/date.hpp (1.55), test-suite/dates.cpp
	(1.18), ql/date.cpp (1.53):

	adding 1) std::string Date::IMMcode(const Date& date) 2) Date
	Date::IMMdate(const std::string& IMMcode, const Date&
	referenceDate) and associated tests (thanks to Katiuscia Manzoni)

2006-05-05 09:54  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.37),
	test-suite/jumpdiffusion.cpp (1.42):

	vega is now working (thanks to Nicola Jean)

2006-05-04 14:48  Luigi Ballabio

	* ql/: calendar.cpp (1.34), calendar.hpp (1.49):

	Added unadjusted end-of-month convention (thanks to an anonymous
	contributor)

2006-05-04 05:41  Joseph Wang

	* ql/Calendars/Makefile.am (1.35):

	fix for new country-based calendar conventions

2006-05-03 20:50  Ferdinando Ametrano

	* test-suite/calendars.cpp (1.28):

	calandar files renamed accordingly to the class they're defining

2006-05-03 20:32  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.17), ql/Calendars/all.hpp (1.18),
	ql/Calendars/australia.cpp (1.1), ql/Calendars/australia.hpp (1.1),
	ql/Calendars/canada.cpp (1.1), ql/Calendars/canada.hpp (1.1),
	ql/Calendars/china.cpp (1.1), ql/Calendars/china.hpp (1.1),
	ql/Calendars/czechrepublic.cpp (1.1),
	ql/Calendars/czechrepublic.hpp (1.1), ql/Calendars/denmark.cpp
	(1.1), ql/Calendars/denmark.hpp (1.1), ql/Calendars/finland.cpp
	(1.1), ql/Calendars/finland.hpp (1.1), ql/Calendars/hungary.cpp
	(1.1), ql/Calendars/hungary.hpp (1.1), ql/Calendars/india.cpp
	(1.1), ql/Calendars/india.hpp (1.1), ql/Calendars/japan.cpp (1.1),
	ql/Calendars/japan.hpp (1.1), ql/Calendars/newzealand.cpp (1.1),
	ql/Calendars/newzealand.hpp (1.1), ql/Calendars/norway.cpp (1.1),
	ql/Calendars/norway.hpp (1.1), ql/Calendars/poland.cpp (1.1),
	ql/Calendars/poland.hpp (1.1), ql/Calendars/saudiarabia.cpp (1.1),
	ql/Calendars/saudiarabia.hpp (1.1), ql/Calendars/slovakia.cpp
	(1.1), ql/Calendars/slovakia.hpp (1.1),
	ql/Calendars/southafrica.cpp (1.1), ql/Calendars/southafrica.hpp
	(1.1), ql/Calendars/southkorea.cpp (1.1),
	ql/Calendars/southkorea.hpp (1.1), ql/Calendars/sweden.cpp (1.1),
	ql/Calendars/sweden.hpp (1.1), ql/Calendars/switzerland.cpp (1.1),
	ql/Calendars/switzerland.hpp (1.1), ql/Calendars/turkey.cpp (1.1),
	ql/Calendars/turkey.hpp (1.1), ql/Indexes/audlibor.hpp (1.28),
	ql/Indexes/cadlibor.hpp (1.28), ql/Indexes/cdor.hpp (1.6),
	ql/Indexes/chflibor.hpp (1.25), ql/Indexes/dkklibor.hpp (1.5),
	ql/Indexes/jibar.hpp (1.5), ql/Indexes/jpylibor.hpp (1.26),
	ql/Indexes/nzdlibor.hpp (1.5), ql/Indexes/tibor.hpp (1.6),
	ql/Indexes/trlibor.hpp (1.6), ql/Indexes/zibor.hpp (1.6):

	calandar files renamed accordingly to the class they're defining

2006-05-03 20:16  Ferdinando Ametrano

	* ql/Calendars/all.hpp (1.17):

	calandar files renamed accordingly to the class they're defining

2006-05-03 15:50  Luigi Ballabio

	* test-suite/hestonmodel.cpp (1.15):

	Increased tolerance

2006-05-02 19:57  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.16), functions/ql/Functions/mathf.hpp
	(1.8):

	exposing also normSdist and normSinv

2006-05-01 20:35  Ferdinando Ametrano

	* ql/TermStructures/: piecewiseflatforward.hpp (1.57),
	piecewiseyieldcurve.hpp (1.18):

	removing (just included) typedef

2006-05-01 02:30  Joseph Wang

	* ql/VolatilityModels/simplelocalestimator.hpp (1.3):

	missing fragment

2006-04-30 22:44  Joseph Wang

	* ql/VolatilityModels/constantestimator.cpp (1.7),
	ql/VolatilityModels/constantestimator.hpp (1.5),
	ql/VolatilityModels/simplelocalestimator.hpp (1.2),
	test-suite/volatilitymodels.cpp (1.4):

	insert absolute value in local estimator move year fraction divisor
	from constant estimator to the local estimator

2006-04-30 18:18  Eric Ehlers

	* functions/ql/Functions/: Makefile.am (1.11), calendars.hpp (1.4):

	transfer QuantLibAddin procedural functions into QuantLibFunctions

2006-04-30 16:35  Ferdinando Ametrano

	* QuantLib.vcproj (1.66),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.18),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.17):

	added rateHelperSelection function

2006-04-30 11:45  Joseph Wang

	* ql/volatilitymodel.hpp (1.4), ql/VolatilityModels/Makefile.am
	(1.3), ql/VolatilityModels/all.hpp (1.3),
	ql/VolatilityModels/constantestimator.cpp (1.6),
	ql/VolatilityModels/constantestimator.hpp (1.4),
	ql/VolatilityModels/simplelocalestimator.hpp (1.1),
	test-suite/volatilitymodels.cpp (1.3):

	Split volatility model into two parts.	One is the daily estimator.
	 One composites the daily estimations.

2006-04-30 11:24  Joseph Wang

	* ql/quote.hpp (1.9):

	Add structure for interval quotes

2006-04-30 10:34  Joseph Wang

	* ql/Makefile.am (1.87):

	Add missing ratehelper.cpp and .hpp

2006-04-30 00:31  Ferdinando Ametrano

	* ql/TermStructures/: ratehelpers.cpp (1.66), ratehelpers.hpp
	(1.56):

	RelativeDateRateHelper introduced.  It is a rate helper cless where
	the date schedule is relative to the global evaluation date: the
	class takes care of rebuilding the date schedule when the global
	evaluation date changes, not when a YieldTermStructure is setted

2006-04-29 15:57  Ferdinando Ametrano

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.16):

	RateHelper moved in its own file in the root folder.  RateHelper's
	interface extended with earliestDate()

2006-04-29 15:48  Ferdinando Ametrano

	* ql/TermStructures/bondhelpers.hpp (1.4),
	ql/TermStructures/piecewiseflatforward.hpp (1.56),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.15),
	test-suite/piecewiseflatforward.cpp (1.38),
	test-suite/piecewiseyieldcurve.cpp (1.17),
	test-suite/termstructures.cpp (1.43), QuantLib.vcproj (1.65):

	RateHelper moved in its own file in the root folder.  RateHelper's
	interface extended with earliestDate()

2006-04-29 15:43  Ferdinando Ametrano

	* ql/TermStructures/: ratehelpers.cpp (1.65), ratehelpers.hpp
	(1.55):

	RateHelper moved in its own file in the root folder.  RateHelper's
	interface extended with earliestDate()

2006-04-29 14:41  Ferdinando Ametrano

	* ql/TermStructures/: ratehelpers.cpp (1.64), ratehelpers.hpp
	(1.54):

	removing unnecessary private data members

2006-04-29 13:24  Ferdinando Ametrano

	* QuantLib.vcproj (1.64),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.17),
	test-suite/testsuite.vcproj (1.44):

	VC71 catching up

2006-04-29 13:23  Ferdinando Ametrano

	* ql/date.hpp (1.54):

	typo fixed

2006-04-29 07:56  Joseph Wang

	* ql/timeseries.hpp (1.5):

	add const qualifiers to methods that extract date and value vectors

2006-04-28 12:49  Luigi Ballabio

	* LICENSE.TXT (1.28), News.txt (1.114), Docs/pages/license.docs
	(1.24), ql/Instruments/capfloor.hpp (1.57),
	ql/PricingEngines/CapFloor/Makefile.am (1.6),
	ql/PricingEngines/CapFloor/all.hpp (1.5),
	ql/PricingEngines/CapFloor/mchullwhiteengine.cpp (1.1),
	ql/PricingEngines/CapFloor/mchullwhiteengine.hpp (1.1),
	ql/Processes/Makefile.am (1.9), ql/Processes/all.hpp (1.6),
	ql/Processes/forwardmeasureprocess.cpp (1.1),
	ql/Processes/forwardmeasureprocess.hpp (1.1),
	ql/Processes/g2process.cpp (1.1), ql/Processes/g2process.hpp (1.1),
	ql/Processes/hullwhiteprocess.cpp (1.1),
	ql/Processes/hullwhiteprocess.hpp (1.1),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.25),
	ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.29),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.29):

	Added Hull-White and G2 processes for Monte Carlo simulation
	(thanks to Banca Profilo)

2006-04-27 20:00  Ferdinando Ametrano

	* functions/ql/Functions/mathf.cpp (1.4),
	functions/ql/Functions/mathf.hpp (1.7),
	ql/TermStructures/ratehelpers.hpp (1.53):

	typo fixed

2006-04-26 19:03  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.7):

	midEquivalent function added: it returns the mid price if
	available, or a suitable substitute (thanks to Katiuscia Manzoni)

2006-04-25 12:20  Ferdinando Ametrano

	* test-suite/hestonmodel.cpp (1.14):

	VC8 tolerance

2006-04-25 10:43  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.14), test-suite/testsuite_vc8.vcproj
	(1.15):

	VC8 catching up

2006-04-24 14:07  Luigi Ballabio

	* ql/handle.hpp (1.26):

	Added comparison, weak ordering and swap to Handle

2006-04-20 10:13  Luigi Ballabio

	* LICENSE.TXT (1.27), News.txt (1.113), configure.ac (1.80),
	Docs/pages/license.docs (1.23), ql/Instruments/Makefile.am (1.35),
	ql/Instruments/all.hpp (1.15), ql/Instruments/lookbackoption.cpp
	(1.1), ql/Instruments/lookbackoption.hpp (1.1),
	ql/Instruments/payoffs.hpp (1.18), ql/PricingEngines/Makefile.am
	(1.46), ql/PricingEngines/all.hpp (1.13),
	ql/PricingEngines/Lookback/.cvsignore (1.3),
	ql/PricingEngines/Lookback/Makefile.am (1.3),
	ql/PricingEngines/Lookback/all.hpp (1.1),
	ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.cpp
	(1.1),
	ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.hpp
	(1.1),
	ql/PricingEngines/Lookback/analyticcontinuousfloatinglookback.cpp
	(1.1),
	ql/PricingEngines/Lookback/analyticcontinuousfloatinglookback.hpp
	(1.1), test-suite/Makefile.am (1.69),
	test-suite/lookbackoptions.cpp (1.1),
	test-suite/lookbackoptions.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.115):

	Added continuous fixed and floating lookback options (thanks to
	Warren Chou)

2006-04-19 15:50  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.69),
	ql/TermStructures/ratehelpers.cpp (1.63),
	test-suite/piecewiseflatforward.cpp (1.37),
	test-suite/piecewiseyieldcurve.cpp (1.16):

	Fixed schedule for swap-rate helpers (thanks to Toyin Akin)

2006-04-19 13:53  Luigi Ballabio

	* News.txt (1.112), ql/Calendars/unitedstates.cpp (1.8),
	ql/Calendars/unitedstates.hpp (1.10), ql/Indexes/usdlibor.hpp
	(1.32), test-suite/bonds.cpp (1.23), test-suite/calendars.cpp
	(1.27), test-suite/quantlibtestsuite.cpp (1.114):

	Added NERC calendar (thanks to Joe Byers)

2006-04-19 09:13  Joseph Wang

	* ql/VolatilityModels/constantestimator.cpp (1.5):

	fix off by one error and some typos

2006-04-13 15:22  Luigi Ballabio

	* ql/: calendar.hpp (1.48), daycounter.hpp (1.34),
	CashFlows/cashflowvectors.cpp (1.46), CashFlows/indexedcoupon.hpp
	(1.21), CashFlows/parcoupon.hpp (1.17), Patterns/bridge.hpp (1.15),
	PricingEngines/Cliquet/mccliquetengine.hpp (1.11),
	ShortRateModels/model.cpp (1.28):

	Renamed Bridge::isNull() to empty() for uniformity

2006-04-13 12:56  Luigi Ballabio

	* ql/exercise.hpp (1.34):

	Deprecated default initialization

2006-04-07 11:41  Luigi Ballabio

	* ql/FiniteDifferences/tridiagonaloperator.cpp (1.37):

	Bug fixed (thanks to Klaus Spanderen)

2006-04-06 15:38  Eric Ehlers

	* Docs/pages/faq.docs (1.26):

	rename QuantLibAddin file troubleshooting.html to faq.html

2006-04-06 13:07  Luigi Ballabio

	* ql/: handle.hpp (1.25), CashFlows/inarrearindexedcoupon.cpp
	(1.6), Instruments/quantoforwardvanillaoption.cpp (1.32),
	Instruments/quantovanillaoption.cpp (1.40), Patterns/observable.hpp
	(1.27):

	Handle no longer inherits from shared_ptr<Link>

2006-04-06 10:58  Luigi Ballabio

	* ql/Makefile.am (1.86), ql/timeseries.hpp (1.4),
	ql/volatilitymodel.hpp (1.3), ql/CashFlows/all.hpp (1.5),
	ql/CashFlows/core.hpp (1.5), ql/VolatilityModels/all.hpp (1.2),
	ql/VolatilityModels/constantestimator.cpp (1.3),
	ql/VolatilityModels/constantestimator.hpp (1.3),
	ql/VolatilityModels/garch.hpp (1.2), test-suite/timeseries.cpp
	(1.2), test-suite/timeseries.hpp (1.2),
	test-suite/volatilitymodels.cpp (1.2),
	test-suite/volatilitymodels.hpp (1.2):

	Fixed copyrights---they're of Joseph's

2006-04-05 18:25  Joseph Wang

	* ql/VolatilityModels/: all.hpp (1.1), garch.hpp (1.1):

	Need to check in

2006-04-05 12:24  Luigi Ballabio

	* ql/: schedule.hpp (1.9), timegrid.hpp (1.12), Math/array.hpp
	(1.26), Math/lexicographicalview.hpp (1.17), Math/matrix.hpp
	(1.46), MonteCarlo/multipath.hpp (1.28), MonteCarlo/path.hpp
	(1.32):

	Added checked at() method besides operator[]

2006-04-05 10:30  Luigi Ballabio

	* News.txt (1.111), Examples/ConvertibleBonds/ConvertibleBonds.cpp
	(1.12), Examples/DiscreteHedging/DiscreteHedging.cpp (1.60),
	Examples/EquityOption/EquityOption.cpp (1.2),
	ql/FiniteDifferences/bsmoperator.cpp (1.26),
	ql/FiniteDifferences/bsmoperator.hpp (1.22),
	ql/FiniteDifferences/operatorfactory.hpp (1.4),
	ql/FiniteDifferences/pdebsm.hpp (1.7),
	ql/Instruments/convertiblebond.cpp (1.15),
	ql/Instruments/oneassetoption.cpp (1.28),
	ql/Pricers/mccliquetoption.cpp (1.43),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.46),
	ql/Pricers/mceverest.cpp (1.52), ql/Pricers/mchimalaya.cpp (1.57),
	ql/Pricers/mcmaxbasket.cpp (1.53), ql/Pricers/mcpagoda.cpp (1.56),
	ql/Pricers/mcperformanceoption.cpp (1.38),
	ql/PricingEngines/greeks.cpp (1.5), ql/PricingEngines/greeks.hpp
	(1.5), ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp
	(1.11), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.16), ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.15),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.14),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.13),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.24),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.38),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.42),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.39),
	ql/PricingEngines/Basket/stulzengine.cpp (1.23),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.11),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.10),
	ql/PricingEngines/Forward/forwardengine.hpp (1.27),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.18),
	ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.9),
	ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.7),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.21),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.14),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp
	(1.14), ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp
	(1.24), ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp
	(1.23), ql/PricingEngines/Vanilla/binomialengine.hpp (1.30),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.24),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.15),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.17),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.12),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.36),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.10),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.44),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.44),
	ql/Processes/blackscholesprocess.cpp (1.6),
	ql/Processes/blackscholesprocess.hpp (1.6),
	ql/Processes/merton76process.cpp (1.4),
	ql/Processes/merton76process.hpp (1.6),
	ql/VolatilityModels/.cvsignore (1.1), test-suite/americanoption.cpp
	(1.40), test-suite/asianoptions.cpp (1.55),
	test-suite/barrieroption.cpp (1.50), test-suite/basketoption.cpp
	(1.51), test-suite/cliquetoption.cpp (1.30),
	test-suite/convertiblebonds.cpp (1.4), test-suite/digitaloption.cpp
	(1.57), test-suite/dividendoption.cpp (1.13),
	test-suite/europeanoption.cpp (1.94), test-suite/forwardoption.cpp
	(1.24), test-suite/operators.cpp (1.17),
	test-suite/pathgenerator.cpp (1.13), test-suite/quantooption.cpp
	(1.26):

	Reorganized BS-like processes

2006-04-05 06:43  Joseph Wang

	* ql/Makefile.am (1.85):

	Add time series to Makefile.am

2006-04-05 05:52  Joseph Wang

	* ql/: core.hpp (1.16), quantlib.hpp (1.151),
	VolatilityModels/Makefile.am (1.2):

	Add in time series and volatility models to the distribution.

2006-04-05 02:30  Joseph Wang

	* ql/timeseries.hpp (1.3), ql/CashFlows/core.hpp (1.4),
	ql/VolatilityModels/constantestimator.cpp (1.2),
	test-suite/Makefile.am (1.68), test-suite/quantlibtestsuite.cpp
	(1.113), test-suite/timeseries.cpp (1.1), test-suite/timeseries.hpp
	(1.1), test-suite/volatilitymodels.cpp (1.1),
	test-suite/volatilitymodels.hpp (1.1):

	Add tests for volatility models and time series Redo time series to
	add iterators Add timebasket to CashFlow/core.hpp

2006-03-30 09:22  Joseph Wang

	* configure.ac (1.79), ql/Makefile.am (1.84), ql/makefile.mak
	(1.75), ql/timeseries.hpp (1.2), ql/volatilitymodel.hpp (1.2),
	ql/VolatilityModels/Makefile.am (1.1),
	ql/VolatilityModels/constantestimator.cpp (1.1),
	ql/VolatilityModels/constantestimator.hpp (1.2),
	ql/VolatilityModels/makefile.mak (1.1):

	Commit compilable version of volatility model files.  Need more
	work to integrate history with time series.

2006-03-28 13:02  Luigi Ballabio

	* ql/date.cpp (1.51), ql/date.hpp (1.53),
	ql/Utilities/dataparsers.cpp (1.4), ql/Utilities/dataparsers.hpp
	(1.3), test-suite/dates.cpp (1.17):

	Moved ISO date parsing to data-parser classes

2006-03-27 17:12  Luigi Ballabio

	* ql/: timegrid.cpp (1.6), timegrid.hpp (1.11),
	Calendars/Makefile.am (1.34), Calendars/all.hpp (1.16),
	CashFlows/Makefile.am (1.20), CashFlows/all.hpp (1.4),
	FiniteDifferences/Makefile.am (1.26), FiniteDifferences/all.hpp
	(1.5), Instruments/bond.cpp (1.16), Instruments/bond.hpp (1.16),
	Instruments/fixedcouponbond.cpp (1.14),
	Instruments/fixedcouponbond.hpp (1.10),
	Instruments/floatingratebond.cpp (1.8),
	Instruments/floatingratebond.hpp (1.4), Instruments/swap.cpp
	(1.45), Instruments/swap.hpp (1.37),
	PricingEngines/Swaption/treeswaptionengine.hpp (1.9),
	PricingEngines/Vanilla/fdeuropeanengine.cpp (1.12),
	PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.13),
	PricingEngines/Vanilla/fdstepconditionengine.cpp (1.12),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.47),
	ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.22),
	TermStructures/bondhelpers.cpp (1.3),
	TermStructures/bondhelpers.hpp (1.3),
	TermStructures/ratehelpers.cpp (1.62),
	TermStructures/ratehelpers.hpp (1.52):

	Removed deprecated features

2006-03-27 14:03  Luigi Ballabio

	* Announce.txt (1.6), ChangeLog.txt (1.51), LICENSE.TXT (1.26),
	News.txt (1.110), QuantLib.dev (1.21), QuantLib.dsp (1.271),
	QuantLib.dsw (1.16), QuantLib.nsi (1.114), QuantLib.sln (1.13),
	QuantLib.vcproj (1.62), QuantLib_vc8.sln (1.6), QuantLib_vc8.vcproj
	(1.12), Readme.txt (1.28), configure.ac (1.77), makefile.mak
	(1.64), quantlib-config.in (1.8), Docs/Makefile.am (1.78),
	Docs/makefile.mak (1.41), Docs/quantlib.doxy (1.101),
	Docs/quantlibheader.html (1.30), Docs/pages/examples.docs (1.10),
	Docs/pages/faq.docs (1.23), Docs/pages/history.docs (1.27),
	Docs/pages/install.docs (1.17), Docs/pages/license.docs (1.22),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.83),
	Examples/BermudanSwaption/BermudanSwaption.dev (1.7),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.21),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.14),
	Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj (1.4),
	Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.11),
	Examples/ConvertibleBonds/ConvertibleBonds.dev (1.2),
	Examples/ConvertibleBonds/ConvertibleBonds.dsp (1.2),
	Examples/ConvertibleBonds/ConvertibleBonds.vcproj (1.3),
	Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj (1.4),
	Examples/ConvertibleBonds/Makefile.am (1.4),
	Examples/DiscreteHedging/DiscreteHedging.dev (1.7),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.23),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.14),
	Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj (1.4),
	Examples/EquityOption/EquityOption.dev (1.2),
	Examples/EquityOption/EquityOption.dsp (1.2),
	Examples/EquityOption/EquityOption.vcproj (1.2),
	Examples/EquityOption/EquityOption_vc8.vcproj (1.3),
	Examples/Swap/Swap.dev (1.7), Examples/Swap/Swap.dsp (1.22),
	Examples/Swap/Swap.vcproj (1.14), Examples/Swap/Swap_vc8.vcproj
	(1.4), Examples/Swap/swapvaluation.cpp (1.68),
	dev_tools/check_copyrights.sh (1.2),
	dev_tools/collect_copyrights.py (1.2), dev_tools/version_number.txt
	(1.49), functions/ql/Functions/QuantLibFunctions.dev (1.11),
	functions/ql/Functions/QuantLibFunctions.dsp (1.16),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.16),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.6),
	man/BermudanSwaption.1 (1.3), man/ConvertibleBonds.1 (1.2),
	man/DiscreteHedging.1 (1.4), man/EquityOption.1 (1.2),
	man/Makefile.am (1.6), man/SwapValuation.1 (1.4),
	man/quantlib-config.1 (1.2), man/quantlib-test-suite.1 (1.4),
	ql/date.hpp (1.52), ql/money.hpp (1.12), ql/qldefines.hpp (1.101),
	ql/Calendars/argentina.cpp (1.3), ql/Calendars/argentina.hpp (1.3),
	ql/Calendars/iceland.cpp (1.3), ql/Calendars/iceland.hpp (1.3),
	ql/Calendars/indonesia.hpp (1.3), ql/Calendars/mexico.cpp (1.3),
	ql/Calendars/mexico.hpp (1.3), ql/Calendars/ukraine.cpp (1.3),
	ql/Calendars/ukraine.hpp (1.3), ql/CashFlows/analysis.cpp (1.5),
	ql/CashFlows/analysis.hpp (1.3), ql/Currencies/africa.hpp (1.6),
	ql/Currencies/america.hpp (1.7), ql/Currencies/asia.hpp (1.8),
	ql/Currencies/europe.hpp (1.9),
	ql/Currencies/exchangeratemanager.cpp (1.11),
	ql/Currencies/oceania.hpp (1.7),
	ql/FiniteDifferences/bsmoperator.cpp (1.25),
	ql/FiniteDifferences/bsmoperator.hpp (1.21),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.43),
	ql/Indexes/audlibor.hpp (1.27), ql/Indexes/cadlibor.hpp (1.27),
	ql/Indexes/cdor.hpp (1.5), ql/Indexes/chflibor.hpp (1.24),
	ql/Indexes/dkklibor.hpp (1.4), ql/Indexes/euribor.hpp (1.28),
	ql/Indexes/eurlibor.hpp (1.3), ql/Indexes/gbplibor.hpp (1.31),
	ql/Indexes/jibar.hpp (1.4), ql/Indexes/jpylibor.hpp (1.25),
	ql/Indexes/nzdlibor.hpp (1.4), ql/Indexes/tibor.hpp (1.5),
	ql/Indexes/trlibor.hpp (1.5), ql/Indexes/usdlibor.hpp (1.31),
	ql/Indexes/zibor.hpp (1.5), ql/Instruments/bond.cpp (1.15),
	ql/Instruments/bond.hpp (1.15),
	ql/Instruments/callabilityschedule.hpp (1.7),
	ql/Instruments/convertiblebond.cpp (1.14),
	ql/Instruments/convertiblebond.hpp (1.15),
	ql/Instruments/fixedcouponbond.cpp (1.13),
	ql/Instruments/floatingratebond.cpp (1.7),
	ql/Instruments/zerocouponbond.cpp (1.6),
	ql/Math/chisquaredistribution.cpp (1.16),
	ql/Math/chisquaredistribution.hpp (1.14),
	ql/Math/gammadistribution.cpp (1.16), ql/Math/gammadistribution.hpp
	(1.13), ql/Math/incrementalstatistics.hpp (1.16),
	ql/Math/rounding.hpp (1.13), ql/Math/simpsonintegral.hpp (1.12),
	ql/Math/trapezoidintegral.hpp (1.14), ql/Patterns/observable.hpp
	(1.26), ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.12),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.37),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.38),
	ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.6),
	ql/PricingEngines/Hybrid/discretizedconvertible.hpp (1.6),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.10),
	ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.13),
	ql/PricingEngines/Vanilla/fdconditions.hpp (1.2),
	ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.12),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.11),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.13),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.6),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.31),
	ql/Processes/defaultable.hpp (1.4),
	ql/Processes/lfmhullwhiteparam.cpp (1.2),
	ql/Processes/lfmhullwhiteparam.hpp (1.2),
	ql/Processes/lfmprocess.hpp (1.2),
	ql/RandomNumbers/randomizedlds.hpp (1.11),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.15),
	ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.cpp (1.2),
	ql/TermStructures/compoundforward.cpp (1.55),
	ql/TermStructures/compoundforward.hpp (1.46),
	ql/TermStructures/discountcurve.hpp (1.47),
	ql/TermStructures/extendeddiscountcurve.hpp (1.27),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.37),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.38),
	ql/Volatilities/blackvariancecurve.cpp (1.21),
	ql/Volatilities/blackvariancecurve.hpp (1.40),
	ql/Volatilities/capletvariancecurve.hpp (1.4),
	ql/Volatilities/impliedvoltermstructure.hpp (1.20),
	test-suite/compoundforward.cpp (1.39),
	test-suite/convertiblebonds.cpp (1.3), test-suite/exchangerate.cpp
	(1.6), test-suite/libormarketmodel.cpp (1.5),
	test-suite/lowdiscrepancysequences.cpp (1.76),
	test-suite/makefile.mak (1.60), test-suite/money.cpp (1.6),
	test-suite/piecewiseyieldcurve.cpp (1.15),
	test-suite/shortratemodels.cpp (1.15), test-suite/swap.cpp (1.46),
	test-suite/testsuite.dev (1.8), test-suite/testsuite.dsp (1.59),
	test-suite/testsuite.vcproj (1.42), test-suite/testsuite_vc8.vcproj
	(1.13):

	Merged 0.3.12 branch; increased version number

2006-03-27 07:07  Joseph Wang

	* ql/: Makefile.am (1.83), timeseries.hpp (1.1),
	volatilitymodel.hpp (1.1), VolatilityModels/constantestimator.hpp
	(1.1):

	Add template for time series and constant esimator volatility
	models.  Add fixes for other files.

2006-03-14 05:59  Joseph Wang

	* test-suite/: dates.cpp (1.16), dates.hpp (1.10):

	Add item for ISO date converter

2006-03-14 05:59  Joseph Wang

	* ql/: date.cpp (1.50), date.hpp (1.51):

	Add converter from iso format

2006-02-27 12:09  Luigi Ballabio

	* man/ConvertibleBonds.1 (1.1):

	file ConvertibleBonds.1 was initially added on branch
	R000312f0-branch.

2006-02-27 12:09  Luigi Ballabio

	* man/EquityOption.1 (1.1):

	file EquityOption.1 was initially added on branch R000312f0-branch.

2006-02-21 15:09  Luigi Ballabio

	* dev_tools/check_copyrights.sh (1.1):

	file check_copyrights.sh was initially added on branch
	R000312f0-branch.

2006-02-21 15:09  Luigi Ballabio

	* dev_tools/collect_copyrights.py (1.1):

	file collect_copyrights.py was initially added on branch
	R000312f0-branch.

2006-02-14 18:15  Luigi Ballabio

	* Examples/ConvertibleBonds/makefile.mak (1.1):

	file makefile.mak was initially added on branch R000312f0-branch.

2006-02-10 16:55  Luigi Ballabio

	* ql/Calendars/makefile.mak (1.36),
	ql/FiniteDifferences/operatorfactory.hpp (1.3),
	ql/FiniteDifferences/pde.hpp (1.11),
	ql/Instruments/convertiblebond.cpp (1.13),
	ql/Instruments/makefile.mak (1.40), ql/Math/makefile.mak (1.42),
	ql/Optimization/levenbergmarquardt.cpp (1.5),
	ql/Optimization/lmdif.cpp (1.4), ql/Optimization/makefile.mak
	(1.23), ql/PricingEngines/makefile.mak (1.38),
	ql/PricingEngines/Swaption/makefile.mak (1.14),
	ql/Processes/makefile.mak (1.6), ql/ShortRateModels/makefile.mak
	(1.20), ql/ShortRateModels/TwoFactorModels/makefile.mak (1.19),
	ql/Utilities/makefile.mak (1.6), test-suite/makefile.mak (1.59),
	ql/PricingEngines/Hybrid/makefile.mak (1.1),
	ql/ShortRateModels/LiborMarketModels/makefile.mak (1.1):

	Fixes (?) for Borland

2006-02-10 14:51  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj (1.3),
	Examples/ConvertibleBonds/ConvertibleBonds_vc8.vcproj (1.3),
	Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj (1.3),
	Examples/EquityOption/EquityOption_vc8.vcproj (1.2), QuantLib.dsp
	(1.270), Examples/Swap/Swap_vc8.vcproj (1.3), QuantLib.vcproj
	(1.61), QuantLib_vc8.vcproj (1.11),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.5),
	ql/Instruments/convertiblebond.cpp (1.12),
	ql/Optimization/levenbergmarquardt.cpp (1.4),
	ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.cpp (1.2),
	ql/config.msvc.hpp (1.73),
	ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.hpp (1.2),
	test-suite/libormarketmodel.cpp (1.4),
	test-suite/libormarketmodelprocess.cpp (1.4),
	test-suite/testsuite.dsp (1.57), test-suite/testsuite.vcproj
	(1.40), test-suite/testsuite_vc8.vcproj (1.11):

	Fixes for VC++

2006-02-07 17:19  Luigi Ballabio

	* News.txt (1.108), ql/CashFlows/analysis.cpp (1.4),
	ql/Instruments/swaption.cpp (1.53), ql/Instruments/swaption.hpp
	(1.49), ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.4),
	ql/PricingEngines/Swaption/lfmswaptionengine.cpp (1.2),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.48):

	Modified basis-point sensitivity calculation so that it returns the
	cash variation for a basis-point change in rate

2006-02-07 12:50  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.82),
	Examples/Swap/swapvaluation.cpp (1.67), ql/Instruments/swaption.cpp
	(1.52), ql/Instruments/swaption.hpp (1.48),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.10),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.11),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.9),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.23),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.46),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.21),
	ql/TermStructures/ratehelpers.cpp (1.61),
	ql/TermStructures/ratehelpers.hpp (1.51),
	test-suite/bermudanswaption.cpp (1.8), test-suite/capfloor.cpp
	(1.51), test-suite/compoundforward.cpp (1.38),
	test-suite/libormarketmodel.cpp (1.3),
	test-suite/piecewiseflatforward.cpp (1.36),
	test-suite/piecewiseyieldcurve.cpp (1.14),
	test-suite/shortratemodels.cpp (1.14), test-suite/swap.cpp (1.45),
	test-suite/swaption.cpp (1.44), test-suite/termstructures.cpp
	(1.42):

	Added floating-leg day counter to simple swap (renamed to
	VanillaSwap in the meantime)

2006-02-03 17:12  Luigi Ballabio

	* News.txt (1.107), Examples/BermudanSwaption/BermudanSwaption.cpp
	(1.80), ql/Optimization/Makefile.am (1.11), ql/Optimization/all.hpp
	(1.3), ql/Optimization/costfunction.hpp (1.22),
	ql/Optimization/levenbergmarquardt.cpp (1.1),
	ql/Optimization/levenbergmarquardt.hpp (1.1),
	ql/Optimization/lmdif.cpp (1.1), ql/Optimization/lmdif.hpp (1.1),
	ql/Optimization/problem.hpp (1.13), ql/ShortRateModels/model.cpp
	(1.27):

	Added Levenberg-Marquardt optimization method (thanks to Klaus
	Spanderen)

2006-02-03 11:49  Luigi Ballabio

	* test-suite/lowdiscrepancysequences.cpp (1.75):

	Fix for 64-bit systems (thanks to Tamas Sashalmi)

2006-02-02 16:44  Luigi Ballabio

	* Docs/pages/faq.docs (1.22), ql/Processes/lfmcovarparam.hpp (1.2):

	FAQ for Solaris

2006-02-02 12:38  Luigi Ballabio

	* ql/Math/generalstatistics.hpp (1.21):

	Fix for Solaris

2006-02-02 09:37  Luigi Ballabio

	* ql/: instrument.hpp (1.41), Instruments/barrieroption.cpp (1.37),
	Instruments/barrieroption.hpp (1.33),
	Instruments/forwardvanillaoption.cpp (1.34),
	Instruments/forwardvanillaoption.hpp (1.34),
	Instruments/multiassetoption.cpp (1.20),
	Instruments/multiassetoption.hpp (1.16),
	Instruments/oneassetoption.cpp (1.27),
	Instruments/oneassetoption.hpp (1.20),
	Instruments/oneassetstrikedoption.cpp (1.21),
	Instruments/oneassetstrikedoption.hpp (1.19),
	Instruments/quantovanillaoption.cpp (1.39),
	Instruments/quantovanillaoption.hpp (1.36):

	Refactored engine-results extraction into its own method

2006-02-01 13:43  Luigi Ballabio

	* LICENSE.TXT (1.25), News.txt (1.106), configure.ac (1.76),
	Docs/pages/license.docs (1.21),
	ql/PricingEngines/Swaption/Makefile.am (1.8),
	ql/PricingEngines/Swaption/all.hpp (1.6),
	ql/PricingEngines/Swaption/lfmswaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/lfmswaptionengine.hpp (1.1),
	ql/Processes/Makefile.am (1.8), ql/Processes/all.hpp (1.5),
	ql/Processes/lfmcovarparam.cpp (1.1),
	ql/Processes/lfmcovarparam.hpp (1.1),
	ql/Processes/lfmhullwhiteparam.cpp (1.1),
	ql/Processes/lfmhullwhiteparam.hpp (1.1),
	ql/Processes/lfmprocess.cpp (1.1), ql/Processes/lfmprocess.hpp
	(1.1), ql/ShortRateModels/Makefile.am (1.8),
	ql/ShortRateModels/all.hpp (1.4),
	ql/ShortRateModels/calibrationhelper.cpp (1.12),
	ql/ShortRateModels/calibrationhelper.hpp (1.27),
	ql/ShortRateModels/model.hpp (1.36),
	ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.7),
	ql/ShortRateModels/CalibrationHelpers/all.hpp (1.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.47),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.22),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.45),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.20),
	ql/ShortRateModels/LiborMarketModels/.cvsignore (1.1),
	ql/ShortRateModels/LiborMarketModels/Makefile.am (1.1),
	ql/ShortRateModels/LiborMarketModels/all.hpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.cpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.hpp (1.1),
	ql/ShortRateModels/LiborMarketModels/liborforwardmodel.cpp (1.1),
	ql/ShortRateModels/LiborMarketModels/liborforwardmodel.hpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmcorrmodel.cpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmcorrmodel.hpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.cpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.hpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.cpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.hpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.cpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.hpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmvolmodel.cpp (1.1),
	ql/ShortRateModels/LiborMarketModels/lmvolmodel.hpp (1.1),
	ql/ShortRateModels/OneFactorModels/Makefile.am (1.6),
	ql/ShortRateModels/OneFactorModels/all.hpp (1.1),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.8),
	ql/ShortRateModels/TwoFactorModels/all.hpp (1.1),
	test-suite/Makefile.am (1.67), test-suite/libormarketmodel.cpp
	(1.1), test-suite/libormarketmodel.hpp (1.1),
	test-suite/libormarketmodelprocess.cpp (1.3),
	test-suite/libormarketmodelprocess.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.112):

	Added Libor market model (thanks to Klaus Spanderen)

2006-02-01 07:20  Joseph Wang

	* ql/Instruments/dividendschedule.hpp (1.12):

	Remove unneeded include

2006-01-30 17:53  Luigi Ballabio

	* Contributors.txt (1.35), LICENSE.TXT (1.24), News.txt (1.105),
	Docs/pages/authors.docs (1.43), Docs/pages/license.docs (1.20),
	Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.9),
	ql/Instruments/callabilityschedule.hpp (1.6),
	ql/Instruments/convertiblebond.cpp (1.11),
	ql/Instruments/convertiblebond.hpp (1.14),
	ql/Instruments/dividendschedule.hpp (1.11),
	ql/Lattices/tflattice.hpp (1.6),
	ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.8),
	ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.5),
	ql/PricingEngines/Hybrid/discretizedconvertible.hpp (1.5):

	Attributions

2006-01-30 15:50  Luigi Ballabio

	* ql/Instruments/convertiblebond.cpp (1.10),
	ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.6),
	test-suite/Makefile.am (1.66), test-suite/convertiblebonds.cpp
	(1.1), test-suite/convertiblebonds.hpp (1.1),
	test-suite/makefile.mak (1.58), test-suite/quantlibtestsuite.cpp
	(1.111), test-suite/testsuite.vcproj (1.39):

	More fixes; tests added

2006-01-30 14:03  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.8),
	ql/Instruments/convertiblebond.cpp (1.9),
	ql/Instruments/convertiblebond.hpp (1.12):

	More fixes for convertibles

2006-01-30 12:37  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.7),
	ql/Instruments/convertiblebond.cpp (1.8),
	ql/Instruments/convertiblebond.hpp (1.11):

	Separate classes for zero-coupon, fixed-coupon, and floating-rate
	convertibles

2006-01-30 12:02  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.6),
	ql/Instruments/convertiblebond.cpp (1.7),
	ql/Instruments/convertiblebond.hpp (1.10),
	ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.5):

	Removed a few unused arguments

2006-01-28 14:39  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.5),
	ql/Instruments/convertiblebond.cpp (1.6), ql/Lattices/tflattice.hpp
	(1.5), ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp
	(1.4), test-suite/quantlibtestsuite.cpp (1.110):

	Extended convertible-bond example, misc. fixes

2006-01-28 14:39  Luigi Ballabio

	* ql/Math/sampledcurve.cpp (1.4), ql/Math/sampledcurve.hpp (1.13),
	test-suite/sampledcurve.cpp (1.5):

	Fix for regriding

2006-01-26 14:23  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.4),
	ql/discretizedasset.hpp (1.24), ql/Instruments/convertiblebond.cpp
	(1.5), ql/Instruments/convertiblebond.hpp (1.9),
	ql/Lattices/binomialtree.cpp (1.33), ql/Lattices/binomialtree.hpp
	(1.26), ql/Lattices/tflattice.hpp (1.4),
	ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.3),
	ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.4),
	ql/PricingEngines/Hybrid/discretizedconvertible.hpp (1.4):

	More work on convertibles. Still to do: - work out how to manage
	discrete dividends - write tests

2006-01-24 07:46  Joseph Wang

	* ql/Lattices/tflattice.hpp (1.3):

	Change to allow it to compile.

2006-01-23 18:12  Luigi Ballabio

	* Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.3),
	ql/Instruments/convertiblebond.cpp (1.3),
	ql/Instruments/convertiblebond.hpp (1.8), ql/Lattices/tflattice.hpp
	(1.2), ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp
	(1.2), ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.2),
	ql/PricingEngines/Hybrid/discretizedconvertible.hpp (1.3):

	Working on convertible bonds; got the instrument to actually call
	the engine.  Still some work to do in order to have it run
	correctly.

2006-01-23 06:31  Joseph Wang

	* ql/Instruments/convertiblebond.cpp (1.1):

	add one more file from tboafo

2006-01-23 05:07  Joseph Wang

	* configure.ac (1.75), Examples/Makefile.am (1.27),
	Examples/ConvertibleBonds/ConvertibleBonds.cpp (1.1),
	Examples/ConvertibleBonds/ConvertibleBonds.vcproj (1.1),
	Examples/ConvertibleBonds/Makefile.am (1.1), ql/schedule.hpp (1.7),
	ql/Instruments/Makefile.am (1.34), ql/Instruments/all.hpp (1.14),
	ql/Instruments/convertiblebond.hpp (1.6), ql/Lattices/Makefile.am
	(1.14), ql/Lattices/all.hpp (1.3), ql/Lattices/binomialtree.cpp
	(1.32), ql/Lattices/binomialtree.hpp (1.25),
	ql/Lattices/tflattice.hpp (1.1), ql/PricingEngines/Makefile.am
	(1.44), ql/PricingEngines/all.hpp (1.11),
	ql/PricingEngines/Hybrid/Makefile.am (1.1),
	ql/PricingEngines/Hybrid/all.hpp (1.1),
	ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp (1.1),
	ql/PricingEngines/Hybrid/discretizedconvertible.cpp (1.1),
	ql/PricingEngines/Hybrid/discretizedconvertible.hpp (1.1):

	Add tboafo's convertible bond changes.

2006-01-13 15:40  Joseph Wang

	* ql/: Instruments/dividendschedule.hpp (1.10),
	Instruments/dividendvanillaoption.hpp (1.11),
	PricingEngines/Vanilla/fddividendengine.cpp (1.12):

	Restructure dividend schedule to remove an unnecessary field.  This
	will make it easier to integrate Theo's convertible bond code.

2006-01-11 04:37  Joseph Wang

	* ql/Instruments/callabilityschedule.hpp (1.4):

	const-ize to implement pure virtual in event

2006-01-09 13:10  Marco Marchioro

	* QuantLib.dsp (1.269), QuantLib.dsw (1.14),
	ql/Instruments/dividendschedule.hpp (1.8),
	test-suite/interpolations.cpp (1.32), test-suite/testsuite.dsp
	(1.56):

	Fixes for VC6

2006-01-03 16:04  Luigi Ballabio

	* ql/PricingEngines/: blackformula.cpp (1.12), blackformula.hpp
	(1.20):

	Switch-on-payoff in Black formula is now hidden behind a visitor

2006-01-03 11:55  Luigi Ballabio

	* ql/: cashflow.hpp (1.23), payoff.hpp (1.14),
	Instruments/payoffs.hpp (1.17):

	Added visitability to payoffs

2006-01-03 10:51  Luigi Ballabio

	* Docs/quantlib.doxy (1.100), Docs/pages/examples.docs (1.9),
	ql/Calendars/brazil.hpp (1.3):

	Doc fixes

2005-12-27 02:43  Joseph Wang

	* ql/PricingEngines/Vanilla/: fddividendamericanengine.hpp (1.11),
	fddividendengine.cpp (1.11), fddividendengine.hpp (1.16),
	fddividendeuropeanengine.hpp (1.10), fddividendshoutengine.hpp
	(1.12):

	Add new dividend engines.  Make shift/scale engine work with fixed
	and fractional dividends.

2005-12-26 08:42  Joseph Wang

	* ql/PricingEngines/Vanilla/: fdamericanengine.hpp (1.9),
	fddividendamericanengine.hpp (1.10), fddividendengine.hpp (1.15),
	fddividendeuropeanengine.hpp (1.9), fddividendshoutengine.hpp
	(1.11), fdshoutengine.hpp (1.10), fdvanillaengine.hpp (1.16):

	Use template to remove a lot of redundant code in the FD engines.

2005-12-24 05:22  Joseph Wang

	* ql/CashFlows/: cashflowvectors.cpp (1.45), dividend.hpp (1.2):

	Create two new subclasses.  Fixed and fractional dividends.

2005-12-23 05:41  Joseph Wang

	* ql/PricingEngines/Vanilla/: Makefile.am (1.25),
	fdamericanengine.hpp (1.8), fdconditions.hpp (1.1),
	fddividendamericanengine.hpp (1.9), fddividendshoutengine.hpp
	(1.10), fdshoutengine.hpp (1.9):

	Refactor some common code into a template.

2005-12-22 08:41  Joseph Wang

	* ql/PricingEngines/Vanilla/: fddividendengine.cpp (1.10),
	fddividendengine.hpp (1.14), fdmultiperiodengine.cpp (1.12),
	fdmultiperiodengine.hpp (1.12), fdstepconditionengine.cpp (1.11),
	fdstepconditionengine.hpp (1.8), fdvanillaengine.cpp (1.14),
	fdvanillaengine.hpp (1.15):

	Change some of the arguments to more generic types to avoid
	exposing implementation details in the header.

2005-12-21 13:13  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.59),
	ql/Pricers/mcmaxbasket.cpp (1.52),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.17),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.36),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.12),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.37),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.17),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.43),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.43),
	ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.8):

	Removed now unnecessary parameters from path-pricer constructors

2005-12-21 11:21  Luigi Ballabio

	* ql/PricingEngines/Vanilla/fddividendengine.hpp (1.13):

	Replaced #define with typedef

2005-12-21 08:18  Joseph Wang

	* ql/PricingEngines/Vanilla/: fddividendamericanengine.hpp (1.8),
	fddividendeuropeanengine.hpp (1.8), fddividendshoutengine.hpp
	(1.9):

	change calling method in fd dividend methods

2005-12-21 07:58  Joseph Wang

	* ql/PricingEngines/Vanilla/: fddividendengine.cpp (1.9),
	fddividendengine.hpp (1.12):

	Refactoring to allow for several types of dividend engines.

2005-12-21 07:06  Joseph Wang

	* ql/Instruments/dividendschedule.hpp (1.7):

	Set event list to const

2005-12-20 09:35  Joseph Wang

	* test-suite/dividendoption.cpp (1.12),
	test-suite/dividendoption.hpp (1.4),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.8),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.11):

	Fix finite difference dividend engine.	Had to do some calculations
	from scratch, but finally concluded that the correct way to do the
	calculation was to scale the grid by the discounted dividend value
	rather than to shift it by the undiscounted dividend.

2005-12-20 09:33  Joseph Wang

	* ql/Math/sampledcurve.hpp (1.12):

	Add in new method to scale the grid.  This is used in rewrite of
	fddividendengine.cpp

2005-12-20 09:32  Joseph Wang

	* ql/FiniteDifferences/pdebsm.hpp (1.6):

	Change interest rate counter to be consistent with definition in
	other parts of quantlib.

2005-12-19 14:29  Luigi Ballabio

	* ql/Calendars/argentina.cpp (1.2), ql/Calendars/argentina.hpp
	(1.2), ql/Calendars/brazil.hpp (1.2), ql/Calendars/germany.hpp
	(1.6), ql/Calendars/hongkong.cpp (1.4), ql/Calendars/hongkong.hpp
	(1.4), ql/Calendars/iceland.cpp (1.2), ql/Calendars/iceland.hpp
	(1.2), ql/Calendars/indonesia.cpp (1.2), ql/Calendars/indonesia.hpp
	(1.2), ql/Calendars/mexico.cpp (1.2), ql/Calendars/mexico.hpp
	(1.2), ql/Calendars/singapore.cpp (1.3), ql/Calendars/singapore.hpp
	(1.3), ql/Calendars/taiwan.cpp (1.6), ql/Calendars/taiwan.hpp
	(1.5), ql/Calendars/ukraine.cpp (1.2), ql/Calendars/ukraine.hpp
	(1.2), ql/Calendars/unitedstates.cpp (1.7),
	ql/Calendars/unitedstates.hpp (1.8), ql/Indexes/audlibor.hpp
	(1.26), ql/Indexes/cadlibor.hpp (1.26), ql/Indexes/cdor.hpp (1.4),
	ql/Indexes/chflibor.hpp (1.23), ql/Indexes/dkklibor.hpp (1.3),
	ql/Indexes/jibar.hpp (1.3), ql/Indexes/jpylibor.hpp (1.24),
	ql/Indexes/nzdlibor.hpp (1.3), ql/Indexes/tibor.hpp (1.4),
	ql/Indexes/trlibor.hpp (1.4), ql/Indexes/zibor.hpp (1.4),
	test-suite/calendars.cpp (1.26), test-suite/compoundforward.cpp
	(1.37):

	Moved more calendars from city to country and market

2005-12-16 14:32  Luigi Ballabio

	* ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.16),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.35),
	test-suite/barrieroption.cpp (1.49):

	Fixed MC barrier engine (thanks to Toyin Akin)

2005-12-16 05:12  Joseph Wang

	* test-suite/dividendoption.cpp (1.11),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.7),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.10),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.11),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.11),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.10),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.13),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.14):

	Some refactoring in order to reduce the test failure with the
	dividend engine.  With this change the Greeks are reasonable and
	there are no obvious problems with the price curve, but the value
	is still different from the one calculated by the analytic engine.
	The greek test has been activated, but the values test is still
	deactivated.

2005-12-16 05:09  Joseph Wang

	* ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp
	(1.13):

	use time method of process.

2005-12-15 17:09  Luigi Ballabio

	* News.txt (1.104), ql/calendar.cpp (1.33), ql/calendar.hpp (1.47),
	ql/Calendars/Makefile.am (1.33), ql/Calendars/all.hpp (1.15),
	ql/Calendars/argentina.cpp (1.1), ql/Calendars/argentina.hpp (1.1),
	ql/Calendars/iceland.cpp (1.1), ql/Calendars/iceland.hpp (1.1),
	ql/Calendars/indonesia.cpp (1.1), ql/Calendars/indonesia.hpp (1.1),
	ql/Calendars/mexico.cpp (1.1), ql/Calendars/mexico.hpp (1.1),
	ql/Calendars/ukraine.cpp (1.1), ql/Calendars/ukraine.hpp (1.1):

	Added Argentinian, Icelandic, Indonesian, Mexican, and Ukrainian
	calendars

2005-12-14 16:49  Luigi Ballabio

	* News.txt (1.103), ql/Instruments/bond.cpp (1.14),
	ql/Instruments/bond.hpp (1.14), ql/Instruments/fixedcouponbond.cpp
	(1.12), ql/Instruments/fixedcouponbond.hpp (1.9),
	ql/Instruments/floatingratebond.cpp (1.6),
	ql/Instruments/floatingratebond.hpp (1.3),
	ql/Instruments/zerocouponbond.cpp (1.5),
	ql/Instruments/zerocouponbond.hpp (1.3),
	ql/TermStructures/bondhelpers.cpp (1.2),
	ql/TermStructures/bondhelpers.hpp (1.2), test-suite/bonds.cpp
	(1.22), test-suite/piecewiseyieldcurve.cpp (1.13):

	Separated accrual and payment conventions for bonds

2005-12-14 12:58  Luigi Ballabio

	* ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.7),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.6),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.9),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.7),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.8),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.11),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.12),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.13),
	test-suite/dividendoption.cpp (1.10), test-suite/dividendoption.hpp
	(1.3):

	Fixed a bug with FD dividend options; there are still problems
	though

2005-12-12 14:44  Luigi Ballabio

	* Contributors.txt (1.34), LICENSE.TXT (1.23), News.txt (1.102),
	Docs/pages/authors.docs (1.42), Docs/pages/license.docs (1.19),
	ql/Calendars/Makefile.am (1.32), ql/Calendars/all.hpp (1.14),
	ql/Calendars/brazil.cpp (1.1), ql/Calendars/brazil.hpp (1.1),
	test-suite/calendars.cpp (1.25), test-suite/calendars.hpp (1.14),
	test-suite/dividendoption.cpp (1.9):

	Added Brazil calendar (thanks to Piter Dias)

2005-12-12 11:48  Luigi Ballabio

	* ql/: event.hpp (1.5), Instruments/bond.cpp (1.13),
	Instruments/bond.hpp (1.13), Instruments/swap.cpp (1.44):

	Removed unnecessary DateEvent class

2005-12-11 05:29  Joseph Wang

	* ql/: event.hpp (1.4), CashFlows/analysis.cpp (1.3),
	Instruments/bond.cpp (1.12), Instruments/bond.hpp (1.12),
	Instruments/swap.cpp (1.43):

	Refactored cashflows so that large numbers of QL_TODAYS_PAYMENT
	defines are replaced by a single method and a single define.

2005-12-10 11:15  Joseph Wang

	* ql/event.hpp (1.3):

	improved SimpleEvent by making it DateEvent and a subclass of Date
	to inherit the Date functions.

2005-12-09 16:04  Luigi Ballabio

	* ql/Instruments/fixedcouponbond.cpp (1.11),
	ql/Instruments/floatingratebond.cpp (1.5),
	ql/Instruments/zerocouponbond.cpp (1.4), test-suite/bonds.cpp
	(1.21):

	Fix for bond redemption on holiday

2005-12-09 14:15  Luigi Ballabio

	* ql/Instruments/swap.cpp (1.42):

	Correct management of errorEstimate_

2005-12-09 13:06  Luigi Ballabio

	* ql/: CashFlows/analysis.cpp (1.2), CashFlows/analysis.hpp (1.2),
	Instruments/swap.cpp (1.41), Instruments/swap.hpp (1.36):

	BPS calculation moved together with the other cash-flow analyses

2005-12-06 12:13  Ferdinando Ametrano

	* QuantLib_vc8.sln (1.4):

	VC8 catching up

2005-12-06 12:07  Ferdinando Ametrano

	* test-suite/bonds.cpp (1.20):

	ql/Instruments/convertiblebond.hpp does NOT compile with VC8
	Boost1.33 and it is not needed anyway

2005-12-06 10:36  Luigi Ballabio

	* News.txt (1.101), configure.ac (1.73), Examples/Makefile.am
	(1.26), Examples/EquityOption/.cvsignore (1.1),
	Examples/EquityOption/EquityOption.cpp (1.1),
	Examples/EquityOption/EquityOption.dev (1.1),
	Examples/EquityOption/EquityOption.dsp (1.1),
	Examples/EquityOption/EquityOption.vcproj (1.1),
	Examples/EquityOption/EquityOption_vc8.vcproj (1.1),
	Examples/EquityOption/Makefile.am (1.1),
	Examples/EquityOption/ReadMe.txt (1.1),
	Examples/EquityOption/makefile.mak (1.1):

	Merged American and European option examples; added Bermudan option

2005-12-06 10:19  Luigi Ballabio

	* ql/PricingEngines/Vanilla/: fdbermudanengine.hpp (1.12),
	fddividendengine.hpp (1.8), fdmultiperiodengine.cpp (1.10),
	fdmultiperiodengine.hpp (1.10):

	Fixes for Bermudan options

2005-11-30 19:21  Ferdinando Ametrano

	* QuantLib_vc8.vcproj (1.10), ql/Instruments/convertiblebond.hpp
	(1.5), test-suite/testsuite_vc8.vcproj (1.10):

	VC8 catching up

2005-11-30 18:46  Ferdinando Ametrano

	* ql/grid.hpp (1.28):

	VC8 compile error (typo) fixed

2005-11-30 12:11  Luigi Ballabio

	* Docs/quantlib.css (1.13), Docs/quantlibfooter.html (1.15),
	Docs/quantlibfooteronline.html (1.8), Docs/quantlibheader.html
	(1.29), ql/FiniteDifferences/pdebsm.hpp (1.5):

	Using CSS for layout in HTML docs

2005-11-29 09:07  Luigi Ballabio

	* News.txt (1.100), ql/PricingEngines/Vanilla/binomialengine.hpp
	(1.28):

	Added pricing of Bermudan options on binomial trees (thanks to
	Enrico Michelotti)

2005-11-22 07:33  Joseph Wang

	* ql/PricingEngines/Vanilla/integralengine.hpp (1.6),
	test-suite/europeanoption.cpp (1.93), test-suite/europeanoption.hpp
	(1.22):

	Generalized integral engine to striked options.  Added test for
	integral engine.

2005-11-21 17:26  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.31), taiwan.cpp (1.5), taiwan.hpp
	(1.4):

	Merged redundant Taipei calendar into Taiwan

2005-11-21 17:24  Luigi Ballabio

	* ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.11):

	Fix for compilation of examples

2005-11-20 23:21  Joseph Wang

	* ql/Instruments/callabilityschedule.hpp (1.3),
	test-suite/bonds.cpp (1.19):

	Include convertible bond into bond unit test Redo callability
	schedule so that it uses event structure

2005-11-20 20:57  Joseph Wang

	* ql/CashFlows/dividend.hpp (1.1):

	Add dividend

2005-11-20 17:47  Joseph Wang

	* ql/: event.hpp (1.2), Instruments/dividendschedule.hpp (1.6),
	PricingEngines/Vanilla/fddividendamericanengine.hpp (1.6),
	PricingEngines/Vanilla/fddividendengine.hpp (1.7),
	PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.6),
	PricingEngines/Vanilla/fddividendshoutengine.hpp (1.7),
	PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.9),
	PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.9):

	Changed the finite difference methods so that they take an array of
	events rather than a dividend schedule object.	This decouples the
	finite difference from the details of the instrument
	implementation.  The next step is to create bermudan and shout
	instruments.

2005-11-20 08:12  Joseph Wang

	* ql/: CashFlows/cashflowvectors.cpp (1.44),
	CashFlows/cashflowvectors.hpp (1.33),
	Instruments/dividendschedule.hpp (1.5),
	Instruments/dividendvanillaoption.cpp (1.11),
	Instruments/dividendvanillaoption.hpp (1.10),
	PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.12),
	PricingEngines/Vanilla/fddividendengine.hpp (1.6),
	PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.8),
	PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.8):

	Implement dividends as cash flows.

2005-11-19 05:39  Joseph Wang

	* ql/: Makefile.am (1.82), cashflow.hpp (1.22), event.hpp (1.1):

	Add event parent of cashflow

2005-11-18 15:36  Luigi Ballabio

	* ql/: FiniteDifferences/pde.hpp (1.10),
	FiniteDifferences/pdebsm.hpp (1.4),
	FiniteDifferences/pdeshortrate.hpp (1.4),
	FiniteDifferences/zerocondition.hpp (1.2),
	PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.7):

	Checked headers for self-consistency

2005-11-16 12:39  Luigi Ballabio

	* ql/Math/interpolation.hpp (1.38), ql/Math/interpolation2D.hpp
	(1.28), test-suite/interpolations.cpp (1.31),
	test-suite/interpolations.hpp (1.11):

	Enabled interpolations to extrapolate by default

2005-11-16 06:22  Joseph Wang

	* ql/Math/sampledcurve.hpp (1.10):

	replace with iterators

2005-11-16 04:29  Joseph Wang

	* ql/FiniteDifferences/Makefile.am (1.25),
	ql/FiniteDifferences/zerocondition.hpp (1.1), ql/Math/array.hpp
	(1.24), ql/Math/sampledcurve.cpp (1.3), ql/Math/sampledcurve.hpp
	(1.9), ql/PricingEngines/Vanilla/fddividendengine.cpp (1.5),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.10),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.7),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.9),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.11),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.12),
	test-suite/array.cpp (1.2), test-suite/dividendoption.cpp (1.8),
	test-suite/sampledcurve.cpp (1.4):

	Combined initializeGrid into initializeInitialValue Major rework of
	dividend engine with new unit test.  Previous engine was busted.
	Added support functions to support major rework of dividend engine.

2005-11-15 02:57  Joseph Wang

	* ql/FiniteDifferences/pde.hpp (1.9):

	Make doxygen documentation match class

2005-11-14 17:10  Luigi Ballabio

	* ql/DayCounters/actualactual.cpp (1.36):

	Allowed negative year fractions in actual/actual day counters

2005-11-14 15:16  Luigi Ballabio

	* News.txt (1.99), ql/ShortRateModels/model.cpp (1.26),
	ql/ShortRateModels/model.hpp (1.35),
	ql/ShortRateModels/onefactormodel.hpp (1.25),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.28),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.33):

	Added weight to short-rate model calibration and generic
	discount-bond method to affine models (thanks to Enrico Michelotti)

2005-11-14 11:47  Luigi Ballabio

	* News.txt (1.98), ql/MonteCarlo/mctraits.hpp (1.22),
	ql/MonteCarlo/pathgenerator.hpp (1.75),
	ql/PricingEngines/mcsimulation.hpp (1.16),
	ql/PricingEngines/Vanilla/Makefile.am (1.24),
	ql/PricingEngines/Vanilla/all.hpp (1.12),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.42),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.42),
	ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.6),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.30):

	Generalized McVanillaEngine to n-dimensional processes

2005-11-13 01:30  Joseph Wang

	* ql/grid.hpp (1.27):

	forward declare BoundedLogGrid

2005-11-12 06:55  Joseph Wang

	* ql/FiniteDifferences/: americancondition.hpp (1.30),
	fdtypedefs.hpp (1.14), shoutcondition.hpp (1.28), stepcondition.hpp
	(1.20):

	major refactor of step condition classes to use dynamic
	polymorphism for internal representation of intrinsic curve.

2005-11-10 17:17  Luigi Ballabio

	* ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.23):

	Added check for values invalidating the Bjerksund-Stensland
	approximation

2005-11-07 16:55  Luigi Ballabio

	* test-suite/americanoption.cpp (1.39):

	Lowered tolerance after Barone-Adesi-Whaley bug fix (but not as
	much as I would have liked)

2005-11-07 11:38  Luigi Ballabio

	* ql/FiniteDifferences/pde.hpp (1.8):

	Fix for gcc 4.0.2

2005-11-07 11:36  Joseph Wang

	* test-suite/shortratemodels.cpp (1.11):

	Adjust current day so that test will work on weekends.

2005-11-06 00:06  Joseph Wang

	* ql/: quote.hpp (1.8), FiniteDifferences/pde.hpp (1.7):

	Templatize constructor Fix compile error in gcc 4.0.2

2005-11-03 16:58  Joseph Wang

	* ql/FiniteDifferences/: bsmoperator.cpp (1.24), pde.hpp (1.6):

	Modify constant coefficent pde to use static binding.

2005-11-03 11:53  Luigi Ballabio

	* ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.22):

	Bug fix (thanks to feynman44)

2005-11-02 14:28  Luigi Ballabio

	* ql/Currencies/africa.hpp (1.5), ql/Currencies/america.hpp (1.6),
	ql/Currencies/asia.hpp (1.7), ql/Currencies/europe.hpp (1.7),
	ql/Currencies/exchangeratemanager.cpp (1.10),
	ql/Currencies/oceania.hpp (1.6), ql/Indexes/audlibor.hpp (1.25),
	ql/Indexes/cadlibor.hpp (1.25), ql/Indexes/cdor.hpp (1.3),
	ql/Indexes/chflibor.hpp (1.22), ql/Indexes/dkklibor.hpp (1.2),
	ql/Indexes/euribor.hpp (1.27), ql/Indexes/eurlibor.hpp (1.2),
	ql/Indexes/gbplibor.hpp (1.30), ql/Indexes/jibar.hpp (1.2),
	ql/Indexes/jpylibor.hpp (1.23), ql/Indexes/nzdlibor.hpp (1.2),
	ql/Indexes/tibor.hpp (1.3), ql/Indexes/trlibor.hpp (1.3),
	ql/Indexes/usdlibor.hpp (1.30), ql/Indexes/zibor.hpp (1.3),
	test-suite/exchangerate.cpp (1.5), test-suite/money.cpp (1.5),
	test-suite/swap.cpp (1.44):

	Shortened currency names

2005-11-02 09:55  Luigi Ballabio

	* ql/FiniteDifferences/pde.hpp (1.5),
	ql/FiniteDifferences/pdebsm.hpp (1.3),
	ql/FiniteDifferences/pdeshortrate.hpp (1.3),
	ql/Math/transformedgrid.hpp (1.3), test-suite/transformedgrid.cpp
	(1.2), test-suite/transformedgrid.hpp (1.2):

	Given Joseph his copyrights

2005-11-02 08:38  Joseph Wang

	* ql/FiniteDifferences/: Makefile.am (1.24), bsmoperator.cpp
	(1.23), bsmtermoperator.hpp (1.7), onefactoroperator.hpp (1.24),
	pde.hpp (1.4), pdebsm.hpp (1.2), pdeshortrate.hpp (1.2):

	Move grid information into PDE traits

2005-11-02 06:33  Joseph Wang

	* ql/: FiniteDifferences/Makefile.am (1.23),
	FiniteDifferences/bsmoperator.cpp (1.22),
	FiniteDifferences/bsmtermoperator.hpp (1.6),
	FiniteDifferences/onefactoroperator.hpp (1.23),
	FiniteDifferences/pde.hpp (1.3), FiniteDifferences/pdebsm.hpp
	(1.1), FiniteDifferences/pdeshortrate.hpp (1.1),
	Math/transformedgrid.hpp (1.2):

	More refactoring.  Unify bsmoperator and onefactoroperator code.

2005-11-02 02:04  Joseph Wang

	* ql/FiniteDifferences/: bsmoperator.cpp (1.21), bsmoperator.hpp
	(1.20), operatorfactory.hpp (1.2), pde.hpp (1.2):

	Added onefactoroperator to operator factory.  More refactoring of
	bsm operators.

2005-11-01 08:09  Joseph Wang

	* ql/FiniteDifferences/: bsmtermoperator.hpp (1.5), pde.hpp (1.1):

	More BSM refactoring.  Where I'm going with this is to turn
	bsmtermoperator and bsmoperator into "generic" parabolic PDE
	operators.

2005-11-01 05:56  Joseph Wang

	* ql/grid.hpp (1.26), ql/FiniteDifferences/bsmoperator.cpp (1.20),
	ql/FiniteDifferences/bsmtermoperator.hpp (1.4),
	ql/Math/sampledcurve.cpp (1.2), ql/Math/sampledcurve.hpp (1.8),
	ql/Math/transformedgrid.hpp (1.1),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.4),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.10),
	test-suite/Makefile.am (1.65), test-suite/quantlibtestsuite.cpp
	(1.109), test-suite/sampledcurve.cpp (1.3),
	test-suite/transformedgrid.cpp (1.1),
	test-suite/transformedgrid.hpp (1.1):

	Refactored so that operators use transformed grid Refactored to
	move things from sampled curve to grid.hpp

2005-10-31 16:35  Luigi Ballabio

	* News.txt (1.97), ql/Instruments/swap.cpp (1.40),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.8),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.6),
	test-suite/shortratemodels.cpp (1.10),
	test-suite/shortratemodels.hpp (1.3):

	SimpleSwap can now be set an engine. If none was set, the old
	cash-flow-based calculation is used.

2005-10-27 03:33  Joseph Wang

	* ql/: FiniteDifferences/operatorfactory.hpp (1.1),
	PricingEngines/Vanilla/fdvanillaengine.cpp (1.9),
	PricingEngines/Vanilla/fdvanillaengine.hpp (1.11):

	Abstracted operator creation into operator factory class.

2005-10-27 01:52  Joseph Wang

	* ql/Math/sampledcurve.hpp (1.7):

	Put in a ostream << operator

2005-10-25 17:23  Luigi Ballabio

	* ql/FiniteDifferences/: tridiagonaloperator.cpp (1.36),
	tridiagonaloperator.hpp (1.42):

	Back to Array to make it explicit that we're in the linear algebra
	domain (Disposable just works with Array anyway)

2005-10-25 17:20  Luigi Ballabio

	* ql/FiniteDifferences/Makefile.am (1.21):

	Deprecated in favour of SampledCurve

2005-10-25 17:18  Luigi Ballabio

	* ql/: instrument.hpp (1.40), option.hpp (1.39):

	Moved declarations down the Instrument hierarchy to reduce
	dependencies

2005-10-25 17:17  Luigi Ballabio

	* ql/Math/sampledcurve.cpp (1.1), ql/Math/sampledcurve.hpp (1.6),
	test-suite/sampledcurve.cpp (1.2):

	Added constness specification to methods; formatted for Doxygen

2005-10-24 12:47  Luigi Ballabio

	* ql/: date.hpp (1.50), stochasticprocess.hpp (1.31),
	yieldtermstructure.hpp (1.4), MonteCarlo/mctraits.hpp (1.21):

	Removed deprecated features

2005-10-24 04:59  Joseph Wang

	* ql/FiniteDifferences/bsmoperator.cpp (1.19):

	Use the process abstractions to pull out diffusion and drift

2005-10-21 14:20  Luigi Ballabio

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.79),
	DiscreteHedging/DiscreteHedging.cpp (1.58), Swap/swapvaluation.cpp
	(1.66):

	Added timing to examples

2005-10-21 13:37  Eric Ehlers

	* Docs/pages/faq.docs (1.20):

	update faq

2005-10-21 13:15  Luigi Ballabio

	* test-suite/: batesmodel.cpp (1.7), bermudanswaption.cpp (1.7),
	hestonmodel.cpp (1.11), interpolations.cpp (1.30),
	piecewiseyieldcurve.cpp (1.12), shortratemodels.cpp (1.9):

	More accurate count of performed tests

2005-10-21 11:16  Luigi Ballabio

	* Makefile.am (1.99), Examples/Makefile.am (1.25),
	Examples/BermudanSwaption/Makefile.am (1.15),
	Examples/DiscreteHedging/Makefile.am (1.22),
	Examples/Swap/Makefile.am (1.17):

	Added check-examples target to makefiles

2005-10-21 09:46  Luigi Ballabio

	* Announce.txt (1.5), ChangeLog.txt (1.50), Contributors.txt
	(1.33), LICENSE.TXT (1.22), News.txt (1.96), QuantLib.dev (1.18),
	QuantLib.dsp (1.268), QuantLib.vcproj (1.58), QuantLib_vc8.vcproj
	(1.9), Readme.txt (1.27), configure.ac (1.72), Docs/quantlib.doxy
	(1.99), Docs/pages/authors.docs (1.41), Docs/pages/faq.docs (1.19),
	Docs/pages/history.docs (1.26), Docs/pages/install.docs (1.16),
	Docs/pages/license.docs (1.18), Docs/pages/overview.docs (1.21),
	Examples/makefile.mak (1.24), dev_tools/developers (1.4),
	ql/Makefile.am (1.81), ql/capvolstructures.hpp (1.19),
	ql/solver1d.hpp (1.34), ql/swaptionvolstructure.hpp (1.19),
	ql/DayCounters/actualactual.cpp (1.35), ql/Indexes/Makefile.am
	(1.18), ql/Indexes/all.hpp (1.6), ql/Indexes/trlibor.hpp (1.2),
	ql/Math/choleskydecomposition.cpp (1.9),
	ql/Math/multicubicspline.hpp (1.11), ql/Math/trapezoidintegral.hpp
	(1.13), ql/Patterns/singleton.hpp (1.11),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.8),
	ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.5),
	ql/Volatilities/capletvariancecurve.hpp (1.3),
	test-suite/batesmodel.cpp (1.6), test-suite/interpolations.cpp
	(1.29), test-suite/testsuite.dsp (1.55),
	test-suite/testsuite.vcproj (1.37):

	Merged 0.3.11 branch

2005-10-21 02:26  Joseph Wang

	* ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.9):

	Simplify syntax.

2005-10-20 16:39  Luigi Ballabio

	* QuantLib.dev (1.17), QuantLib.dsp (1.267), QuantLib.nsi (1.113),
	QuantLib.vcproj (1.57), QuantLib_vc8.vcproj (1.8), configure.ac
	(1.71), makefile.mak (1.63),
	Examples/BermudanSwaption/BermudanSwaption.dev (1.6),
	Examples/DiscreteHedging/DiscreteHedging.dev (1.6),
	Examples/Swap/Swap.dev (1.6), dev_tools/version_number.txt (1.48),
	functions/ql/Functions/QuantLibFunctions.dev (1.10),
	functions/ql/Functions/QuantLibFunctions.dsp (1.15),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.15),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.4),
	ql/qldefines.hpp (1.100), test-suite/testsuite.dev (1.5),
	test-suite/testsuite.dsp (1.54), test-suite/testsuite.vcproj
	(1.36), test-suite/testsuite_vc8.vcproj (1.9):

	Bumped version number to 0.3.12

2005-10-20 16:39  Luigi Ballabio

	* ql/: Math/sampledcurve.hpp (1.5),
	PricingEngines/Vanilla/fdbermudanengine.hpp (1.8):

	Fixes for gcc4

2005-10-18 07:56  Joseph Wang

	* ql/: Math/sampledcurve.hpp (1.4),
	PricingEngines/Vanilla/fdeuropeanengine.cpp (1.9),
	PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.6),
	PricingEngines/Vanilla/fdstepconditionengine.cpp (1.8):

	encapsulate center at value item in sampled curve

2005-10-17 11:06  Joseph Wang

	* ql/instrument.hpp (1.39), ql/Instruments/oneassetoption.cpp
	(1.26), ql/Instruments/oneassetoption.hpp (1.19),
	ql/Math/sampledcurve.hpp (1.3),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.7),
	ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.5),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.3),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.6),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.8),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.8),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.5),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.7),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.7),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.7),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.7),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.8),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.10),
	test-suite/europeanoption.cpp (1.92), test-suite/europeanoption.hpp
	(1.21):

	Major rework of finite difference engines to use sampled curve
	class which will allow users to get price curve information.

2005-10-14 08:42  Joseph Wang

	* ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.41),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.16),
	test-suite/basketoption.cpp (1.49):

	add option to turn off antithetic variates in
	mcamericanbasketengine

2005-10-14 08:41  Joseph Wang

	* ql/Math/sampledcurve.hpp (1.2):

	more methods for SampledCurve object

2005-10-11 03:09  Joseph Wang

	* ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.40),
	test-suite/basketoption.cpp (1.48), test-suite/basketoption.hpp
	(1.9):

	Fix crash in mcamericanbasketengine.cpp due to odd required
	samples.  Added unit test to check fix.

2005-10-10 11:51  Luigi Ballabio

	* ql/Indexes/trlibor.hpp (1.1):

	file trlibor.hpp was initially added on branch R000311f0-branch.

2005-10-08 06:19  Joseph Wang

	* ql/FiniteDifferences/: tridiagonaloperator.cpp (1.35),
	tridiagonaloperator.hpp (1.40):

	Convert some functions into function templates so that it is less
	dependent on array.

2005-10-03 14:46  Luigi Ballabio

	* makefile.mak (1.61), ql/Calendars/makefile.mak (1.33),
	ql/CashFlows/makefile.mak (1.26), ql/Currencies/makefile.mak (1.3),
	ql/DayCounters/makefile.mak (1.23),
	ql/FiniteDifferences/onefactoroperator.hpp (1.22),
	ql/Indexes/makefile.mak (1.23), ql/Lattices/makefile.mak (1.29),
	ql/Math/gaussianorthogonalpolynomial.cpp (1.2),
	ql/Math/makefile.mak (1.40), ql/MonteCarlo/makefile.mak (1.32),
	ql/Optimization/makefile.mak (1.21), ql/Pricers/makefile.mak
	(1.49), ql/PricingEngines/makefile.mak (1.36),
	ql/PricingEngines/Asian/makefile.mak (1.11),
	ql/PricingEngines/Barrier/makefile.mak (1.11),
	ql/PricingEngines/Basket/makefile.mak (1.10),
	ql/PricingEngines/CapFloor/makefile.mak (1.10),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.8),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.7),
	ql/PricingEngines/Cliquet/makefile.mak (1.13),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.5),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.5),
	ql/PricingEngines/Swaption/makefile.mak (1.12),
	ql/PricingEngines/Vanilla/analytichestonengine.cpp (1.4),
	ql/PricingEngines/Vanilla/analytichestonengine.hpp (1.6),
	ql/PricingEngines/Vanilla/batesengine.cpp (1.3),
	ql/PricingEngines/Vanilla/batesengine.hpp (1.4),
	ql/PricingEngines/Vanilla/makefile.mak (1.18), ql/makefile.mak
	(1.72), ql/Processes/hestonprocess.cpp (1.6),
	ql/Processes/makefile.mak (1.4), ql/ShortRateModels/makefile.mak
	(1.18), ql/ShortRateModels/onefactormodel.cpp (1.20),
	ql/ShortRateModels/onefactormodel.hpp (1.23),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.17),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.24),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.24),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.31),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.28),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.32),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.29), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.28),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.30),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.16),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.20),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.17),
	ql/TermStructures/makefile.mak (1.28), test-suite/batesmodel.cpp
	(1.5), test-suite/bermudanswaption.cpp (1.6),
	test-suite/distributions.cpp (1.30), test-suite/hestonmodel.cpp
	(1.10), test-suite/makefile.mak (1.55),
	test-suite/shortratemodels.cpp (1.8):

	Some fixes for Borland

2005-10-03 11:06  Luigi Ballabio

	* QuantLib.vcproj (1.56), ql/config.msvc.hpp (1.72),
	ql/Math/array.hpp (1.23), test-suite/testsuite.vcproj (1.35):

	Fixes for VC++7.1

2005-10-03 04:47  Joseph Wang

	* ql/Math/sampledcurve.hpp (1.1):

	Add sampledcurve.hpp

2005-10-02 08:10  Joseph Wang

	* test-suite/: Makefile.am (1.63), quantlibtestsuite.cpp (1.107),
	sampledcurve.cpp (1.1), sampledcurve.hpp (1.1), testsuite.dsp
	(1.53), testsuite.vcproj (1.34):

	Added sampled curve tests

2005-09-30 17:45  Luigi Ballabio

	* QuantLib.dsp (1.266), ql/qldefines.hpp (1.99), ql/settings.hpp
	(1.15), ql/Patterns/singleton.hpp (1.10),
	ql/PricingEngines/Vanilla/analytichestonengine.cpp (1.3),
	ql/PricingEngines/Vanilla/analytichestonengine.hpp (1.5),
	ql/PricingEngines/Vanilla/batesengine.cpp (1.2),
	ql/PricingEngines/Vanilla/batesengine.hpp (1.3),
	ql/Utilities/strings.hpp (1.5), test-suite/batesmodel.cpp (1.4),
	test-suite/hestonmodel.cpp (1.9),
	test-suite/libormarketmodelprocess.cpp (1.2),
	test-suite/testsuite.dsp (1.52):

	Fixes for VC++6

2005-09-30 13:39  Luigi Ballabio

	* ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.7):

	Fixed signature mismatch in virtual method (thanks to Enrico
	Michelotti)

2005-09-29 10:37  Luigi Ballabio

	* News.txt (1.95), configure.ac (1.70), Docs/pages/config.docs
	(1.6), Examples/BermudanSwaption/BermudanSwaption.cpp (1.78),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.57),
	Examples/Swap/swapvaluation.cpp (1.65), ql/settings.hpp (1.14),
	ql/userconfig.hpp (1.19), ql/Patterns/singleton.hpp (1.9),
	test-suite/quantlibtestsuite.cpp (1.106):

	Added hook for multiple sessions to Singleton

2005-09-27 09:19  Luigi Ballabio

	* News.txt (1.94), ql/types.hpp (1.20), ql/Currencies/america.hpp
	(1.5), ql/Currencies/asia.hpp (1.6), ql/Currencies/europe.hpp
	(1.6), ql/Currencies/exchangeratemanager.cpp (1.9),
	ql/Currencies/exchangeratemanager.hpp (1.7),
	ql/Currencies/oceania.hpp (1.5):

	New Turkish lira added

2005-09-23 16:38  Luigi Ballabio

	* News.txt (1.93), ql/Processes/Makefile.am (1.6),
	ql/Processes/all.hpp (1.4), ql/Volatilities/capletvariancecurve.hpp
	(1.2), test-suite/Makefile.am (1.62),
	test-suite/libormarketmodelprocess.cpp (1.1),
	test-suite/libormarketmodelprocess.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.105):

	Added stochastic process for caplet Libor market model (thanks to
	Klaus Spanderen)

2005-09-23 09:55  Luigi Ballabio

	* ql/: capvolstructures.hpp (1.18), swaptionvolstructure.hpp
	(1.18), voltermstructure.hpp (1.37), Volatilities/Makefile.am
	(1.17), Volatilities/all.hpp (1.4),
	Volatilities/capflatvolvector.hpp (1.28),
	Volatilities/capletconstantvol.hpp (1.11),
	Volatilities/capletvariancecurve.hpp (1.1),
	Volatilities/swaptionvolmatrix.hpp (1.31):

	Added extrapolation to swaption, cap and caplet volatility
	structures

2005-09-22 09:02  Luigi Ballabio

	* News.txt (1.92),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.15),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp (1.6),
	test-suite/asianoptions.cpp (1.54):

	Added vega to analytic discrete-averaging Asian engine (thanks to
	Gary Kennedy)

2005-09-19 13:55  Luigi Ballabio

	* ql/PricingEngines/Vanilla/batesengine.hpp (1.2):

	Documentation fix (thanks to Gary Kennedy)

2005-09-19 02:22  Joseph Wang

	* ql/Processes/defaultable.hpp (1.3):

	Add new defaultable types

2005-09-18 08:21  Joseph Wang

	* ql/Processes/defaultable.hpp (1.2):

	On second thought.  Use multi-interheritance for defaultable
	processes rather than templating.

2005-09-18 08:14  Joseph Wang

	* ql/FiniteDifferences/parallelevolver.hpp (1.4),
	ql/Processes/defaultable.hpp (1.1), test-suite/Makefile.am (1.60):

	Add defaultable process

2005-09-15 11:45  Luigi Ballabio

	* ql/Math/bivariatenormaldistribution.hpp (1.13),
	test-suite/basketoption.cpp (1.47):

	Switched to new bivariate implementation

2005-09-13 15:34  Joseph Wang

	* ql/: Instruments/oneassetoption.hpp (1.18),
	Instruments/oneassetstrikedoption.hpp (1.18),
	Instruments/vanillaoption.hpp (1.51),
	PricingEngines/Vanilla/fdamericanengine.hpp (1.6),
	PricingEngines/Vanilla/fddividendshoutengine.hpp (1.5),
	PricingEngines/Vanilla/fdeuropeanengine.cpp (1.7),
	PricingEngines/Vanilla/fdeuropeanengine.hpp (1.7),
	PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.6),
	PricingEngines/Vanilla/fdshoutengine.hpp (1.6),
	PricingEngines/Vanilla/fdstepconditionengine.cpp (1.6),
	PricingEngines/Vanilla/fdvanillaengine.cpp (1.7),
	PricingEngines/Vanilla/fdvanillaengine.hpp (1.9):

	Added oneassetoption and oneassetstriked option engine.

	Some more refactoring of the fd classes.  Trying to remove as much
	references to the option arguments.

2005-09-13 08:56  Joseph Wang

	* ql/PricingEngines/Vanilla/: fdamericanengine.hpp (1.5),
	fdbermudanengine.hpp (1.6), fddividendamericanengine.hpp (1.4),
	fddividendengine.hpp (1.5), fddividendeuropeanengine.hpp (1.5),
	fddividendshoutengine.hpp (1.4), fdeuropeanengine.cpp (1.6),
	fdeuropeanengine.hpp (1.6), fdmultiperiodengine.cpp (1.4),
	fdmultiperiodengine.hpp (1.5), fdshoutengine.hpp (1.5),
	fdstepconditionengine.hpp (1.6), fdvanillaengine.hpp (1.8):

	Start of general refactoring of fd files.  This moves the
	definition of the argument pointer out of the constructor.

2005-09-08 10:56  Luigi Ballabio

	* ql/Instruments/: fixedcouponbond.cpp (1.10), fixedcouponbond.hpp
	(1.8):

	Added optional longFinal flag to FixedCouponBond (thanks to Plamen
	Neykov)

2005-09-07 17:05  Luigi Ballabio

	* LICENSE.TXT (1.21), News.txt (1.91),
	ql/TermStructures/Makefile.am (1.25), ql/TermStructures/all.hpp
	(1.7), ql/TermStructures/bondhelpers.cpp (1.1),
	ql/TermStructures/bondhelpers.hpp (1.1),
	ql/TermStructures/ratehelpers.hpp (1.50),
	test-suite/piecewiseyieldcurve.cpp (1.11):

	Added fixed-coupon bond helper for curve bootstrapping (thanks to
	Toyin Akin)

2005-09-04 18:25  Joseph Wang

	* ql/Instruments/convertiblebond.hpp (1.4):

	add in tboafo's changes

2005-08-29 15:29  Luigi Ballabio

	* News.txt (1.90), ql/Math/bivariatenormaldistribution.cpp (1.13),
	ql/Math/bivariatenormaldistribution.hpp (1.12),
	ql/Math/gaussianquadratures.cpp (1.3),
	ql/Math/gaussianquadratures.hpp (1.3), test-suite/distributions.cpp
	(1.29), test-suite/gaussianquadratures.cpp (1.3),
	test-suite/gaussianquadratures.hpp (1.2):

	Added tabulated Gauss-Legendre quadratures and more precise
	implementation of bivariate cumulative normal distribution (thanks
	to Gary Kennedy)

2005-08-26 15:04  Luigi Ballabio

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.14):

	Fix for evaluation date change (thanks to Aurelien Chanudet)

2005-08-26 05:32  Joseph Wang

	* ql/PricingEngines/Vanilla/: fdmultiperiodengine.hpp (1.4),
	fdvanillaengine.cpp (1.6), fdvanillaengine.hpp (1.7):

	Replaced getYearFraction with method from process

2005-08-23 16:05  Luigi Ballabio

	* ql/: date.cpp (1.49), qldefines.hpp (1.98),
	RandomNumbers/seedgenerator.cpp (1.7), Utilities/Makefile.am
	(1.16), Utilities/dataparsers.cpp (1.3), Utilities/strings.cpp
	(1.1), Utilities/strings.hpp (1.4):

	Include a few system headers only when needed

2005-08-21 17:01  Plamen Neykov

	* ql/schedule.cpp (1.8):

	Fix of a possible crash if the schdule has only one period

2005-08-19 16:42  Luigi Ballabio

	* Contributors.txt (1.32), configure.ac (1.69),
	Docs/pages/authors.docs (1.40):

	Added support for relative paths in configure options (thanks to
	Antoine Cellerier)

2005-08-19 15:41  Luigi Ballabio

	* acinclude.m4 (1.18), configure.ac (1.68), ql/Makefile.am (1.79),
	ql/config.ansi.hpp (1.35), ql/config.bcc.hpp (1.36),
	ql/config.mingw.hpp (1.8), ql/config.msvc.hpp (1.71),
	ql/config.mwcw.hpp (1.32), ql/qldefines.hpp (1.97):

	Rename conflicting autoconf defines when installing config.hpp

2005-08-18 19:21  Luigi Ballabio

	* ql/timegrid.hpp (1.8), ql/CashFlows/cashflowvectors.cpp (1.43),
	ql/CashFlows/indexedcashflowvectors.hpp (1.3),
	ql/FiniteDifferences/americancondition.hpp (1.29),
	ql/FiniteDifferences/shoutcondition.hpp (1.27), ql/Math/array.hpp
	(1.22), ql/Math/matrix.hpp (1.45), ql/MonteCarlo/path.hpp (1.31),
	ql/Optimization/armijo.cpp (1.22), ql/Patterns/singleton.hpp (1.8),
	test-suite/Makefile.am (1.59), test-suite/array.cpp (1.1),
	test-suite/array.hpp (1.1), test-suite/quantlibtestsuite.cpp
	(1.104):

	A couple more Boost facilities used instead of homegrown code

2005-07-28 15:16  Luigi Ballabio

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.13),
	test-suite/piecewiseyieldcurve.cpp (1.10):

	Fixed PiecewiseYieldCurve recalculation (thanks to Plamen Neykov)

2005-07-27 23:01  Eric Ehlers

	* Docs/pages/faq.docs (1.18):

	add FAQ for .NET support

2005-07-27 15:20  Luigi Ballabio

	* News.txt (1.89), ql/PricingEngines/Vanilla/Makefile.am (1.22),
	ql/PricingEngines/Vanilla/all.hpp (1.11),
	ql/PricingEngines/Vanilla/analytichestonengine.cpp (1.2),
	ql/PricingEngines/Vanilla/analytichestonengine.hpp (1.3),
	ql/PricingEngines/Vanilla/batesengine.cpp (1.1),
	ql/PricingEngines/Vanilla/batesengine.hpp (1.1),
	ql/ShortRateModels/all.hpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp (1.3),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.6),
	ql/ShortRateModels/TwoFactorModels/batesmodel.cpp (1.1),
	ql/ShortRateModels/TwoFactorModels/batesmodel.hpp (1.1),
	ql/ShortRateModels/TwoFactorModels/hestonmodel.cpp (1.2),
	ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp (1.2),
	test-suite/Makefile.am (1.57), test-suite/batesmodel.cpp (1.1),
	test-suite/batesmodel.hpp (1.1), test-suite/hestonmodel.cpp (1.6),
	test-suite/quantlibtestsuite.cpp (1.103):

	Added Bates stochastic-volatility model thanks to Klaus Spanderen)

2005-07-21 17:05  Luigi Ballabio

	* Contributors.txt (1.31), Docs/pages/authors.docs (1.39),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.4),
	ql/ShortRateModels/twofactormodel.hpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.43),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.27),
	test-suite/shortratemodels.cpp (1.7):

	Fixes for G2 model (thanks to Marco Tarenghi)

2005-07-21 16:53  Ferdinando Ametrano

	* QuantLib.nsi (1.112):

	no message

2005-07-21 16:27  Ferdinando Ametrano

	* QuantLib.nsi (1.111), QuantLib.vcproj (1.55):

	VC7.1 catching up

2005-07-20 17:45  Luigi Ballabio

	* News.txt (1.88), configure.ac (1.67), ql/errors.cpp (1.13),
	ql/userconfig.hpp (1.18):

	Added configuration option for adding current function information
	to error messages

2005-07-20 14:55  Luigi Ballabio

	* ql/date.hpp (1.49):

	Encapsulated IMM enumeration into struct scope

2005-07-20 09:07  Luigi Ballabio

	* ql/yieldtermstructure.hpp (1.3):

	Changed par-rate interface

2005-07-19 11:13  Luigi Ballabio

	* ql/Optimization/leastsquare.hpp (1.30):

	Missing virtual destructor added

2005-07-13 12:37  Luigi Ballabio

	* Announce.txt (1.4), Makefile.am (1.97), Docs/Makefile.am (1.76),
	Docs/pages/faq.docs (1.17), Examples/Makefile.am (1.23),
	Examples/BermudanSwaption/Makefile.am (1.13),
	Examples/DiscreteHedging/Makefile.am (1.20),
	Examples/Swap/Makefile.am (1.15),
	functions/ql/Functions/Makefile.am (1.9), ql/Makefile.am (1.78),
	ql/config.msvc.hpp (1.70), ql/Calendars/Makefile.am (1.29),
	ql/CashFlows/Makefile.am (1.17), ql/Currencies/Makefile.am (1.6),
	ql/DayCounters/Makefile.am (1.12), ql/FiniteDifferences/Makefile.am
	(1.19), ql/Indexes/Makefile.am (1.16), ql/Instruments/Makefile.am
	(1.31), ql/Lattices/Makefile.am (1.12), ql/Math/Makefile.am (1.47),
	ql/MonteCarlo/Makefile.am (1.33), ql/Optimization/Makefile.am
	(1.9), ql/Pricers/Makefile.am (1.46), ql/PricingEngines/Makefile.am
	(1.42), ql/PricingEngines/Asian/Makefile.am (1.8),
	ql/PricingEngines/Barrier/Makefile.am (1.7),
	ql/PricingEngines/Basket/Makefile.am (1.5),
	ql/PricingEngines/CapFloor/Makefile.am (1.4),
	ql/PricingEngines/Cliquet/Makefile.am (1.8),
	ql/PricingEngines/Forward/Makefile.am (1.4),
	ql/PricingEngines/Quanto/Makefile.am (1.4),
	ql/PricingEngines/Swaption/Makefile.am (1.6),
	ql/PricingEngines/Vanilla/Makefile.am (1.21),
	ql/Processes/Makefile.am (1.5), ql/RandomNumbers/Makefile.am
	(1.23), ql/ShortRateModels/Makefile.am (1.6),
	ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.5),
	ql/ShortRateModels/OneFactorModels/Makefile.am (1.4),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.5),
	ql/TermStructures/Makefile.am (1.24),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.12),
	ql/Utilities/Makefile.am (1.15), ql/Volatilities/Makefile.am
	(1.16), test-suite/Makefile.am (1.56),
	test-suite/piecewiseyieldcurve.cpp (1.9):

	Merged 0.3.10 branch

2005-07-07 09:24  Luigi Ballabio

	* ChangeLog.txt (1.49), Contributors.txt (1.30), LICENSE.TXT
	(1.20), QuantLib.dev (1.14), QuantLib.dsp (1.265), QuantLib.vcproj
	(1.54), QuantLib_vc8.sln (1.2), QuantLib_vc8.vcproj (1.4),
	acinclude.m4 (1.17), Docs/pages/authors.docs (1.38),
	Docs/pages/faq.docs (1.16), Docs/pages/history.docs (1.23),
	Docs/pages/license.docs (1.17), Docs/pages/overview.docs (1.20),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.77),
	Examples/BermudanSwaption/BermudanSwaption.dev (1.4),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.20),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.13),
	Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj (1.2),
	Examples/DiscreteHedging/DiscreteHedging.dev (1.4),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.22),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.13),
	Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj (1.2),
	Examples/Swap/Swap.dev (1.4), Examples/Swap/Swap.dsp (1.21),
	Examples/Swap/Swap.vcproj (1.13), Examples/Swap/Swap_vc8.vcproj
	(1.2), dev_tools/version_number.txt (1.47),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.3),
	ql/config.msvc.hpp (1.69), ql/qldefines.hpp (1.96), ql/timegrid.hpp
	(1.7), ql/Calendars/Makefile.am (1.28), ql/Calendars/all.hpp
	(1.13), ql/FiniteDifferences/operatortraits.hpp (1.6),
	ql/FiniteDifferences/parallelevolver.hpp (1.3),
	ql/Instruments/bond.hpp (1.11), ql/Instruments/fixedcouponbond.cpp
	(1.9), ql/Instruments/floatingratebond.cpp (1.4),
	ql/Instruments/zerocouponbond.cpp (1.3),
	ql/Math/gaussianquadratures.cpp (1.2), ql/Math/multicubicspline.hpp
	(1.10), ql/Math/tqreigendecomposition.cpp (1.2),
	ql/Patterns/observable.hpp (1.25),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.23),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.9),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.37),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.41),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.11),
	test-suite/Makefile.am (1.55), test-suite/americanoption.hpp
	(1.10), test-suite/bonds.cpp (1.17), test-suite/covariance.cpp
	(1.31), test-suite/distributions.cpp (1.28),
	test-suite/factorial.cpp (1.22), test-suite/gaussianquadratures.cpp
	(1.2), test-suite/hestonmodel.cpp (1.5),
	test-suite/interpolations.cpp (1.28),
	test-suite/lowdiscrepancysequences.cpp (1.74),
	test-suite/pathgenerator.cpp (1.11), test-suite/rounding.cpp (1.8),
	test-suite/swap.cpp (1.43), test-suite/swaption.cpp (1.43),
	test-suite/termstructures.cpp (1.41), test-suite/testsuite.dsp
	(1.51), test-suite/testsuite.vcproj (1.33),
	test-suite/testsuite_vc8.vcproj (1.4), test-suite/utilities.hpp
	(1.26):

	Merged 0.3.10 branch

2005-07-03 09:55  Joseph Wang

	* ql/Patterns/observable.hpp (1.24):

	Add forward declaration for Observer to allow compile.

2005-06-24 09:26  Luigi Ballabio

	* News.txt (1.87), ql/Calendars/Makefile.am (1.27),
	ql/Calendars/all.hpp (1.12):

	Bombay and Taipei calendars added

2005-06-08 16:05  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.56),
	ql/MonteCarlo/mctraits.hpp (1.19), ql/MonteCarlo/mctypedefs.hpp
	(1.38), ql/Pricers/mccliquetoption.cpp (1.42),
	ql/Pricers/mccliquetoption.hpp (1.27),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.45),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.29),
	ql/Pricers/mceverest.cpp (1.51), ql/Pricers/mceverest.hpp (1.31),
	ql/Pricers/mchimalaya.cpp (1.56), ql/Pricers/mchimalaya.hpp (1.29),
	ql/Pricers/mcmaxbasket.cpp (1.51), ql/Pricers/mcmaxbasket.hpp
	(1.31), ql/Pricers/mcpagoda.cpp (1.55), ql/Pricers/mcpagoda.hpp
	(1.32), ql/Pricers/mcperformanceoption.cpp (1.37),
	ql/Pricers/mcperformanceoption.hpp (1.24),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.34),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.36),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.29):

	Renamed Single/MultiAsset traits to Single/MultiVariate

2005-06-08 12:35  Luigi Ballabio

	* News.txt (1.86), ql/Indexes/Makefile.am (1.15),
	ql/Indexes/all.hpp (1.5), ql/Indexes/dkklibor.hpp (1.1),
	ql/Indexes/euribor.hpp (1.26), ql/Indexes/eurlibor.hpp (1.1),
	ql/Indexes/nzdlibor.hpp (1.1), ql/Indexes/usdlibor.hpp (1.29):

	Added DKKLibor, EURLibor, NZDLibor

2005-06-07 17:55  Luigi Ballabio

	* News.txt (1.85), ql/Indexes/Makefile.am (1.14),
	ql/Indexes/audlibor.hpp (1.24), ql/Indexes/cadlibor.hpp (1.24),
	ql/Indexes/chflibor.hpp (1.21), ql/Indexes/core.hpp (1.5),
	ql/Indexes/gbplibor.hpp (1.29), ql/Indexes/jpylibor.hpp (1.22),
	ql/Indexes/libor.cpp (1.1), ql/Indexes/libor.hpp (1.1),
	ql/Indexes/usdlibor.hpp (1.28), ql/Indexes/xibor.cpp (1.28),
	ql/Indexes/xibor.hpp (1.41), test-suite/bermudanswaption.cpp (1.5),
	test-suite/shortratemodels.cpp (1.6):

	More accurate LIBOR calendars (thanks to Daniele de Francesco)

2005-06-06 11:44  Luigi Ballabio

	* ql/Indexes/Makefile.am (1.13), ql/Indexes/all.hpp (1.4),
	ql/Indexes/jibar.hpp (1.1), test-suite/compoundforward.cpp (1.36):

	File renamed

2005-06-03 09:46  Luigi Ballabio

	* ql/stochasticprocess.cpp (1.20), ql/stochasticprocess.hpp (1.29),
	ql/Instruments/asianoption.cpp (1.25),
	ql/Instruments/asianoption.hpp (1.25),
	ql/Instruments/barrieroption.cpp (1.36),
	ql/Instruments/barrieroption.hpp (1.32),
	ql/Instruments/basketoption.cpp (1.15),
	ql/Instruments/basketoption.hpp (1.19),
	ql/Instruments/cliquetoption.cpp (1.7),
	ql/Instruments/cliquetoption.hpp (1.20),
	ql/Instruments/convertiblebond.hpp (1.3),
	ql/Instruments/dividendvanillaoption.cpp (1.10),
	ql/Instruments/dividendvanillaoption.hpp (1.9),
	ql/Instruments/europeanoption.cpp (1.6),
	ql/Instruments/europeanoption.hpp (1.9),
	ql/Instruments/forwardvanillaoption.cpp (1.33),
	ql/Instruments/forwardvanillaoption.hpp (1.33),
	ql/Instruments/multiassetoption.cpp (1.19),
	ql/Instruments/multiassetoption.hpp (1.15),
	ql/Instruments/oneassetoption.cpp (1.25),
	ql/Instruments/oneassetoption.hpp (1.17),
	ql/Instruments/oneassetstrikedoption.cpp (1.20),
	ql/Instruments/oneassetstrikedoption.hpp (1.17),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.31),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.27),
	ql/Instruments/quantovanillaoption.cpp (1.38),
	ql/Instruments/quantovanillaoption.hpp (1.35),
	ql/Instruments/vanillaoption.cpp (1.50),
	ql/Instruments/vanillaoption.hpp (1.50),
	ql/MonteCarlo/multipathgenerator.hpp (1.68),
	ql/Pricers/mceverest.cpp (1.50), ql/Pricers/mchimalaya.cpp (1.55),
	ql/Pricers/mcmaxbasket.cpp (1.50), ql/Pricers/mcpagoda.cpp (1.54),
	ql/PricingEngines/Forward/forwardengine.hpp (1.26),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.20),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.35),
	ql/Processes/eulerdiscretization.cpp (1.5),
	ql/Processes/eulerdiscretization.hpp (1.5),
	ql/Processes/hestonprocess.cpp (1.5),
	ql/Processes/hestonprocess.hpp (1.5),
	ql/Processes/stochasticprocessarray.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp (1.2),
	test-suite/basketoption.cpp (1.46), test-suite/cliquetoption.cpp
	(1.29), test-suite/digitaloption.cpp (1.56),
	test-suite/jumpdiffusion.cpp (1.41), test-suite/pathgenerator.cpp
	(1.10):

	Renamed GenericStochasticProcess to StochasticProcess (not
	specifying is generic enough.)

2005-06-01 10:19  Luigi Ballabio

	* ql/Instruments/: callabilityschedule.hpp (1.2),
	convertiblebond.hpp (1.2), dividendschedule.hpp (1.4):

	Fixed copyright

2005-06-01 05:07  Joseph Wang

	* test-suite/bonds.cpp (1.16),
	ql/Instruments/callabilityschedule.hpp (1.1),
	ql/Instruments/convertiblebond.hpp (1.1),
	ql/Instruments/dividendschedule.hpp (1.3):

	Add convertible bond class

2005-05-30 09:14  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.55),
	ql/MonteCarlo/multipath.hpp (1.27),
	ql/MonteCarlo/multipathgenerator.hpp (1.67), ql/MonteCarlo/path.hpp
	(1.30), ql/MonteCarlo/pathgenerator.hpp (1.74),
	ql/Pricers/mccliquetoption.cpp (1.41),
	ql/Pricers/mccliquetoption.hpp (1.26),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.44),
	ql/Pricers/mchimalaya.cpp (1.54), ql/Pricers/mcpagoda.cpp (1.53),
	ql/Pricers/mcperformanceoption.cpp (1.36),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp (1.4),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.14),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp (1.6),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.13),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.15),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.36),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.15),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.16):

	Restored Path::operator[]

2005-05-27 13:22  Luigi Ballabio

	* QuantLib.dev (1.13), QuantLib.dsp (1.264), QuantLib.nsi (1.110),
	QuantLib.vcproj (1.53), QuantLib_vc8.vcproj (1.3), configure.ac
	(1.66), Examples/DiscreteHedging/DiscreteHedging.cpp (1.54),
	dev_tools/version_number.txt (1.46),
	functions/ql/Functions/QuantLibFunctions.dev (1.9),
	functions/ql/Functions/QuantLibFunctions.dsp (1.14),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.14),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.2),
	ql/qldefines.hpp (1.95), ql/settings.hpp (1.13),
	ql/stochasticprocess.cpp (1.19), ql/stochasticprocess.hpp (1.28),
	ql/Instruments/basketoption.cpp (1.14),
	ql/Instruments/basketoption.hpp (1.18),
	ql/Instruments/multiassetoption.cpp (1.18),
	ql/Instruments/multiassetoption.hpp (1.14), ql/Lattices/tree.hpp
	(1.27), ql/MonteCarlo/mctraits.hpp (1.18),
	ql/MonteCarlo/multipath.hpp (1.26),
	ql/MonteCarlo/multipathgenerator.hpp (1.66), ql/MonteCarlo/path.hpp
	(1.29), ql/MonteCarlo/pathgenerator.hpp (1.73),
	ql/Pricers/mccliquetoption.cpp (1.40),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.43),
	ql/Pricers/mceverest.cpp (1.49), ql/Pricers/mchimalaya.cpp (1.53),
	ql/Pricers/mcmaxbasket.cpp (1.49), ql/Pricers/mcpagoda.cpp (1.52),
	ql/Pricers/mcperformanceoption.cpp (1.35),
	ql/PricingEngines/greeks.cpp (1.4), ql/PricingEngines/greeks.hpp
	(1.4), ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.13),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.12),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.14),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.35),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.11),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.15),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.41),
	ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.4),
	ql/Processes/blackscholesprocess.cpp (1.5),
	ql/Processes/blackscholesprocess.hpp (1.5),
	ql/Processes/eulerdiscretization.cpp (1.4),
	ql/Processes/eulerdiscretization.hpp (1.4),
	ql/Processes/hestonprocess.cpp (1.4),
	ql/Processes/hestonprocess.hpp (1.4),
	ql/Processes/merton76process.hpp (1.5),
	ql/Processes/stochasticprocessarray.cpp (1.4),
	ql/Processes/stochasticprocessarray.hpp (1.4),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.46),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.21),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.42),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.19),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.30),
	test-suite/pathgenerator.cpp (1.9), test-suite/testsuite.dev (1.2),
	test-suite/testsuite.vcproj (1.32), test-suite/testsuite_vc8.vcproj
	(1.3):

	Bumped version number and removed deprecated code

2005-05-23 17:05  Luigi Ballabio

	* Contributors.txt (1.29), News.txt (1.84), Docs/pages/authors.docs
	(1.37), ql/CashFlows/Makefile.am (1.16), ql/CashFlows/analysis.cpp
	(1.1), ql/CashFlows/analysis.hpp (1.1), ql/CashFlows/core.hpp
	(1.3):

	Cash-flow analyses added (thanks to Charles Whitmore)

2005-05-20 14:53  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.75),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.45),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.41),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.18),
	test-suite/shortratemodels.cpp (1.5):

	Fixes for short-rate model calibration helpers (thanks to Enrico
	Michelotti)

2005-05-20 13:10  Luigi Ballabio

	* ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.29):

	Fixed volatility constraint (thanks to Klaus Spanderen.)

2005-05-20 11:12  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.53),
	ql/MonteCarlo/mctraits.hpp (1.16), ql/MonteCarlo/multipath.hpp
	(1.24), ql/MonteCarlo/multipathgenerator.hpp (1.64),
	ql/MonteCarlo/path.hpp (1.27), ql/MonteCarlo/pathgenerator.hpp
	(1.71), ql/Pricers/mccliquetoption.cpp (1.39),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.42),
	ql/Pricers/mceverest.cpp (1.48), ql/Pricers/mchimalaya.cpp (1.52),
	ql/Pricers/mcmaxbasket.cpp (1.48), ql/Pricers/mcpagoda.cpp (1.51),
	ql/Pricers/mcperformanceoption.cpp (1.34),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.12),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp (1.5),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.13),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.34),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.13),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.10),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.14),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.40),
	ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.3),
	test-suite/Makefile.am (1.54), test-suite/asianoptions.cpp (1.53),
	test-suite/old_pricers.cpp (1.76), test-suite/pathgenerator.cpp
	(1.7):

	New path class storing the asset values

2005-05-20 09:28  Joseph Wang

	* ql/PricingEngines/Vanilla/: fdamericanengine.hpp (1.4),
	fdshoutengine.hpp (1.4), fdstepconditionengine.cpp (1.5),
	fdstepconditionengine.hpp (1.5):

	modify step condition pricing engines so that the engine interface
	is in the concrete class rather than in the abstract class.

2005-05-20 08:59  Joseph Wang

	* ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.3),
	test-suite/dividendoption.cpp (1.7):

	move engine definition to concrete class.

2005-05-20 08:38  Joseph Wang

	* ql/: schedule.hpp (1.6),
	PricingEngines/Vanilla/fdbermudanengine.hpp (1.4),
	PricingEngines/Vanilla/fddividendamericanengine.hpp (1.3),
	PricingEngines/Vanilla/fddividendengine.hpp (1.4),
	PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.3),
	PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.3),
	PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.3):

	Move the argument defintion to the concrete class rather than the
	abstract class.  This is intended to make the abstract classes much
	more portable.

2005-05-19 16:13  Luigi Ballabio

	* ql/Instruments/dividendschedule.hpp (1.2):

	Fixed copyright

2005-05-19 07:29  Joseph Wang

	* ql/Instruments/: dividendschedule.hpp (1.1),
	dividendvanillaoption.hpp (1.7):

	Move out dividend schedule to its own class.

2005-05-17 12:43  Luigi Ballabio

	* test-suite/pathgenerator.cpp (1.6):

	Improved test

2005-05-17 09:49  Luigi Ballabio

	* Docs/quantlib.doxy (1.98):

	Upgraded to Doxygen 1.4.3

2005-05-16 17:12  Luigi Ballabio

	* ql/: stochasticprocess.cpp (1.18), stochasticprocess.hpp (1.26),
	MonteCarlo/multipathgenerator.hpp (1.63),
	MonteCarlo/pathgenerator.hpp (1.70),
	Processes/blackscholesprocess.cpp (1.4),
	Processes/blackscholesprocess.hpp (1.4),
	Processes/eulerdiscretization.cpp (1.3),
	Processes/eulerdiscretization.hpp (1.3),
	Processes/hestonprocess.cpp (1.3), Processes/hestonprocess.hpp
	(1.3), Processes/merton76process.hpp (1.4),
	Processes/stochasticprocessarray.cpp (1.3),
	Processes/stochasticprocessarray.hpp (1.3):

	Added higher-level evolve() method

2005-05-12 21:23  Luigi Ballabio

	* test-suite/hestonmodel.cpp (1.4):

	Increased tolerance for Mac OS X

2005-05-11 17:43  Luigi Ballabio

	* Docs/quantlib.doxy (1.97), functions/ql/Functions/calendars.hpp
	(1.3), functions/ql/Functions/mathf.hpp (1.6),
	functions/ql/Functions/vols.hpp (1.7), ql/exchangerate.hpp (1.7),
	ql/money.hpp (1.11), ql/Instruments/barrieroption.hpp (1.31),
	ql/Instruments/basketoption.hpp (1.17), ql/Instruments/capfloor.hpp
	(1.56), ql/Instruments/cliquetoption.hpp (1.19),
	ql/Instruments/europeanoption.hpp (1.8), ql/Instruments/swap.hpp
	(1.35), ql/Instruments/swaption.hpp (1.47),
	ql/Math/convergencestatistics.hpp (1.3), ql/Math/factorial.hpp
	(1.8), ql/Math/gaussianquadratures.hpp (1.2), ql/Math/rounding.hpp
	(1.12), ql/PricingEngines/Vanilla/analytichestonengine.hpp (1.2),
	ql/Processes/hestonprocess.hpp (1.2),
	ql/RandomNumbers/rngtraits.hpp (1.13),
	ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp (1.2),
	ql/TermStructures/compoundforward.hpp (1.45),
	ql/TermStructures/piecewiseflatforward.hpp (1.55),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.10),
	ql/Utilities/tracing.hpp (1.9):

	Clean-up of Doxygen comments

2005-05-08 21:33  Joseph Wang

	* ql/PricingEngines/Vanilla/: fdvanillaengine.cpp (1.5),
	fdvanillaengine.hpp (1.6):

	Generalize a bit.  Make this work for all OneAssetOptions, not
	merely Vanilla options.

2005-05-07 05:25  Joseph Wang

	* ql/Patterns/visitor.hpp (1.10):

	Classes with virtual functions should have virtual destructors.

2005-05-06 14:36  Luigi Ballabio

	* ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.2),
	ql/Processes/hestonprocess.cpp (1.2), test-suite/hestonmodel.cpp
	(1.2):

	Fixes for Heston-model path generation

2005-05-06 14:36  Luigi Ballabio

	* ql/: Math/convergencestatistics.hpp (1.2),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.40):

	Fixes for gcc 3.4

2005-05-05 18:24  Luigi Ballabio

	* News.txt (1.82), ql/PricingEngines/Vanilla/Makefile.am (1.20),
	ql/PricingEngines/Vanilla/analytichestonengine.cpp (1.1),
	ql/PricingEngines/Vanilla/analytichestonengine.hpp (1.1),
	ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp (1.1),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.28),
	ql/Processes/Makefile.am (1.4), ql/Processes/hestonprocess.cpp
	(1.1), ql/Processes/hestonprocess.hpp (1.1),
	ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.4),
	ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.cpp (1.1),
	ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp (1.1),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.4),
	ql/ShortRateModels/TwoFactorModels/hestonmodel.cpp (1.1),
	ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp (1.1),
	test-suite/Makefile.am (1.53), test-suite/hestonmodel.cpp (1.1),
	test-suite/hestonmodel.hpp (1.1), test-suite/quantlibtestsuite.cpp
	(1.102):

	Added Heston stochastic-volatility model (thanks to Klaus
	Spanderen.)

2005-05-05 10:56  Luigi Ballabio

	* ql/MonteCarlo/multipathgenerator.hpp (1.62):

	Added antithetic path generation to multi-path generator

2005-05-03 16:04  Luigi Ballabio

	* News.txt (1.81), ql/Math/Makefile.am (1.46),
	ql/Math/convergencestatistics.hpp (1.1), test-suite/stats.cpp
	(1.30), test-suite/stats.hpp (1.16):

	Convergence statistics added (thanks to Gary Kennedy)

2005-05-03 13:03  Luigi Ballabio

	* News.txt (1.80), ql/Instruments/basketoption.cpp (1.13),
	ql/Instruments/basketoption.hpp (1.16),
	ql/Instruments/multiassetoption.cpp (1.17),
	ql/Instruments/multiassetoption.hpp (1.13),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.33),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.35),
	ql/PricingEngines/Basket/stulzengine.cpp (1.22),
	test-suite/basketoption.cpp (1.45):

	Multi-asset option takes a generic stochastic process

2005-05-03 13:01  Luigi Ballabio

	* ql/Processes/: stochasticprocessarray.cpp (1.2),
	stochasticprocessarray.hpp (1.2):

	Allowed access to underlying processes

2005-05-02 17:27  Luigi Ballabio

	* Docs/pages/history.docs (1.22),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.32):

	Merged latest changes from 0.3.9

2005-04-29 17:35  Luigi Ballabio

	* ql/MonteCarlo/brownianbridge.hpp (1.30),
	ql/MonteCarlo/multipathgenerator.hpp (1.61),
	ql/MonteCarlo/pathgenerator.hpp (1.69),
	test-suite/pathgenerator.cpp (1.5):

	Fixes for path generation

2005-04-29 16:07  Luigi Ballabio

	* News.txt (1.79), ql/Lattices/binomialtree.cpp (1.31),
	ql/MonteCarlo/multipathgenerator.hpp (1.60),
	ql/MonteCarlo/pathgenerator.hpp (1.68), ql/Pricers/mceverest.cpp
	(1.47), ql/Pricers/mchimalaya.cpp (1.51),
	ql/Pricers/mcmaxbasket.cpp (1.47), ql/Pricers/mcpagoda.cpp (1.50),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.31),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.34),
	test-suite/pathgenerator.cpp (1.4):

	Multi-path generator now takes a generic stochastic process

2005-04-29 16:05  Luigi Ballabio

	* ql/Processes/: stochasticprocessarray.cpp (1.1),
	stochasticprocessarray.hpp (1.1), Makefile.am (1.3), all.hpp (1.3):

	Added stochastic process array (thanks to Klaus Spanderen.)

2005-04-29 14:11  Luigi Ballabio

	* ql/MonteCarlo/multipathgenerator.hpp (1.59),
	test-suite/pathgenerator.cpp (1.3):

	Fix for non-logarithmic processes

2005-04-27 17:37  Luigi Ballabio

	* ql/MonteCarlo/brownianbridge.hpp (1.29),
	ql/MonteCarlo/pathgenerator.hpp (1.67),
	test-suite/pathgenerator.cpp (1.2):

	Added word of warning wrt the use of Brownian bridge---it will have
	to be fixed somehow

2005-04-26 14:51  Luigi Ballabio

	* ql/: stochasticprocess.cpp (1.17), stochasticprocess.hpp (1.25),
	Processes/eulerdiscretization.cpp (1.2),
	Processes/eulerdiscretization.hpp (1.2),
	Processes/ornsteinuhlenbeckprocess.cpp (1.3),
	Processes/ornsteinuhlenbeckprocess.hpp (1.4):

	Extended stochastic process interface

2005-04-26 12:04  Luigi Ballabio

	* ql/MonteCarlo/multipathgenerator.hpp (1.58),
	ql/MonteCarlo/pathgenerator.hpp (1.66), test-suite/Makefile.am
	(1.52), test-suite/pathgenerator.cpp (1.1),
	test-suite/pathgenerator.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.101):

	Added path-generation tests

2005-04-22 14:45  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.52),
	ql/stochasticprocess.cpp (1.16), ql/stochasticprocess.hpp (1.24),
	ql/Instruments/asianoption.cpp (1.24),
	ql/Instruments/asianoption.hpp (1.24),
	ql/Instruments/barrieroption.cpp (1.35),
	ql/Instruments/barrieroption.hpp (1.30),
	ql/Instruments/basketoption.cpp (1.12),
	ql/Instruments/basketoption.hpp (1.15),
	ql/Instruments/cliquetoption.cpp (1.6),
	ql/Instruments/cliquetoption.hpp (1.18),
	ql/Instruments/dividendvanillaoption.cpp (1.9),
	ql/Instruments/dividendvanillaoption.hpp (1.6),
	ql/Instruments/europeanoption.cpp (1.5),
	ql/Instruments/europeanoption.hpp (1.7),
	ql/Instruments/forwardvanillaoption.cpp (1.32),
	ql/Instruments/forwardvanillaoption.hpp (1.32),
	ql/Instruments/multiassetoption.cpp (1.16),
	ql/Instruments/multiassetoption.hpp (1.12),
	ql/Instruments/oneassetoption.cpp (1.24),
	ql/Instruments/oneassetoption.hpp (1.16),
	ql/Instruments/oneassetstrikedoption.cpp (1.19),
	ql/Instruments/oneassetstrikedoption.hpp (1.16),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.30),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.26),
	ql/Instruments/quantovanillaoption.cpp (1.37),
	ql/Instruments/quantovanillaoption.hpp (1.34),
	ql/Instruments/vanillaoption.cpp (1.49),
	ql/Instruments/vanillaoption.hpp (1.49),
	ql/Lattices/binomialtree.cpp (1.30), ql/Lattices/binomialtree.hpp
	(1.24), ql/Lattices/trinomialtree.cpp (1.26),
	ql/Lattices/trinomialtree.hpp (1.18),
	ql/MonteCarlo/brownianbridge.hpp (1.28),
	ql/MonteCarlo/multipathgenerator.hpp (1.57),
	ql/MonteCarlo/pathgenerator.hpp (1.65),
	ql/Pricers/mccliquetoption.cpp (1.38),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.41),
	ql/Pricers/mceverest.cpp (1.46), ql/Pricers/mchimalaya.cpp (1.50),
	ql/Pricers/mcmaxbasket.cpp (1.46), ql/Pricers/mcpagoda.cpp (1.49),
	ql/Pricers/mcperformanceoption.cpp (1.33),
	ql/PricingEngines/greeks.cpp (1.3), ql/PricingEngines/greeks.hpp
	(1.3), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.14), ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.10),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.22),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.12),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.33),
	ql/PricingEngines/Forward/forwardengine.hpp (1.25),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.19),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.27),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.5),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.34),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.13),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.38),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.26),
	ql/Processes/Makefile.am (1.2),
	ql/Processes/blackscholesprocess.cpp (1.3),
	ql/Processes/blackscholesprocess.hpp (1.3),
	ql/Processes/eulerdiscretization.cpp (1.1),
	ql/Processes/eulerdiscretization.hpp (1.1),
	ql/Processes/geometricbrownianprocess.cpp (1.3),
	ql/Processes/geometricbrownianprocess.hpp (1.3),
	ql/Processes/merton76process.cpp (1.3),
	ql/Processes/merton76process.hpp (1.3),
	ql/Processes/ornsteinuhlenbeckprocess.hpp (1.3),
	ql/Processes/squarerootprocess.cpp (1.3),
	ql/Processes/squarerootprocess.hpp (1.3),
	ql/ShortRateModels/onefactormodel.hpp (1.22),
	ql/ShortRateModels/twofactormodel.hpp (1.19),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.23),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.27),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.29),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.19),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.32),
	test-suite/basketoption.cpp (1.44), test-suite/cliquetoption.cpp
	(1.28), test-suite/digitaloption.cpp (1.54),
	test-suite/jumpdiffusion.cpp (1.40):

	Added generic multi-dimensional stochastic process

2005-04-19 16:46  Luigi Ballabio

	* News.txt (1.78), ql/Math/Makefile.am (1.45),
	ql/Math/gaussianorthogonalpolynomial.cpp (1.1),
	ql/Math/gaussianorthogonalpolynomial.hpp (1.1),
	ql/Math/gaussianquadratures.cpp (1.1),
	ql/Math/gaussianquadratures.hpp (1.1),
	ql/Math/tqreigendecomposition.cpp (1.1),
	ql/Math/tqreigendecomposition.hpp (1.1),
	ql/Optimization/simplex.cpp (1.15), test-suite/Makefile.am (1.51),
	test-suite/gaussianquadratures.cpp (1.1),
	test-suite/gaussianquadratures.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.100),
	test-suite/tqreigendecomposition.cpp (1.1),
	test-suite/tqreigendecomposition.hpp (1.1):

	Added Gaussian quadratures (thanks to Klaus Spanderen.)

2005-04-12 16:40  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.dev (1.3),
	Examples/DiscreteHedging/DiscreteHedging.dev (1.3),
	Examples/Swap/Swap.dev (1.3), QuantLib.dev (1.11),
	functions/ql/Functions/QuantLibFunctions.dev (1.7):

	Upgraded Dev-C++ projects

2005-04-12 15:56  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.73),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.19),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.21),
	Examples/Swap/Swap.dsp (1.20), QuantLib.dsp (1.263),
	ql/Lattices/Makefile.am (1.11), ql/Lattices/binomialtree.cpp
	(1.29), ql/Lattices/binomialtree.hpp (1.23),
	ql/Lattices/bsmlattice.hpp (1.14), ql/Lattices/lattice.hpp (1.20),
	ql/Lattices/lattice2d.hpp (1.14), ql/Lattices/tree.hpp (1.26),
	ql/Lattices/lattice1d.hpp (1.1), ql/Lattices/trinomialtree.cpp
	(1.25), ql/Lattices/trinomialtree.hpp (1.17),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.7),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.7),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.26),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.14),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.23),
	ql/discretizedasset.hpp (1.22), ql/ShortRateModels/model.hpp
	(1.34), ql/ShortRateModels/onefactormodel.cpp (1.19),
	ql/ShortRateModels/onefactormodel.hpp (1.21),
	ql/ShortRateModels/twofactormodel.cpp (1.14),
	ql/ShortRateModels/twofactormodel.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.22),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.28),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.26),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.31),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.28), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.27),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.28),
	ql/numericalmethod.hpp (1.21):

	Faster implementation of binomial/trinomial trees and lattices

2005-04-11 14:32  Luigi Ballabio

	* Authors.txt (1.15), ChangeLog.txt (1.48), Makefile.am (1.96),
	News.txt (1.77), QuantLib.dev (1.10), QuantLib.dsp (1.261),
	QuantLib_vc8.vcproj (1.2), Docs/Makefile.am (1.75),
	Docs/pages/authors.docs (1.35), Docs/pages/faq.docs (1.15),
	Docs/pages/history.docs (1.21),
	Examples/BermudanSwaption/BermudanSwaption.dev (1.2),
	Examples/BermudanSwaption/Makefile.am (1.12),
	Examples/BermudanSwaption/makefile.mak (1.20),
	Examples/DiscreteHedging/DiscreteHedging.dev (1.2),
	Examples/DiscreteHedging/Makefile.am (1.19),
	Examples/DiscreteHedging/makefile.mak (1.23),
	Examples/Swap/Makefile.am (1.14), Examples/Swap/Swap.dev (1.2),
	Examples/Swap/makefile.mak (1.23),
	functions/ql/Functions/Makefile.am (1.8),
	functions/ql/Functions/makefile.mak (1.8), ql/config.msvc.hpp
	(1.68), ql/discretizedasset.hpp (1.21), ql/errors.cpp (1.12),
	ql/makefile.mak (1.71), ql/money.hpp (1.10),
	ql/stochasticprocess.cpp (1.15), ql/Calendars/makefile.mak (1.32),
	ql/CashFlows/makefile.mak (1.25), ql/Currencies/makefile.mak (1.2),
	ql/DayCounters/makefile.mak (1.22),
	ql/FiniteDifferences/makefile.mak (1.23),
	ql/FiniteDifferences/stepcondition.hpp (1.19),
	ql/Indexes/Makefile.am (1.12), ql/Indexes/all.hpp (1.3),
	ql/Indexes/audlibor.hpp (1.23), ql/Indexes/cadlibor.hpp (1.23),
	ql/Indexes/cdor.hpp (1.2), ql/Indexes/chflibor.hpp (1.20),
	ql/Indexes/euribor.hpp (1.25), ql/Indexes/gbplibor.hpp (1.28),
	ql/Indexes/jpylibor.hpp (1.21), ql/Indexes/makefile.mak (1.22),
	ql/Indexes/tibor.hpp (1.2), ql/Indexes/usdlibor.hpp (1.27),
	ql/Indexes/zibor.hpp (1.2), ql/Instruments/makefile.mak (1.38),
	ql/Lattices/makefile.mak (1.28), ql/Math/array.hpp (1.21),
	ql/Math/backwardflatinterpolation.hpp (1.4), ql/Math/comparison.hpp
	(1.9), ql/Math/makefile.mak (1.39), ql/Math/matrix.hpp (1.44),
	ql/Math/primenumbers.cpp (1.16), ql/Math/primenumbers.hpp (1.12),
	ql/MonteCarlo/brownianbridge.hpp (1.27), ql/MonteCarlo/makefile.mak
	(1.31), ql/Optimization/makefile.mak (1.20),
	ql/Pricers/makefile.mak (1.48), ql/PricingEngines/makefile.mak
	(1.35), ql/PricingEngines/Asian/makefile.mak (1.10),
	ql/PricingEngines/Barrier/makefile.mak (1.10),
	ql/PricingEngines/Basket/makefile.mak (1.9),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.3),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.7),
	ql/PricingEngines/CapFloor/makefile.mak (1.9),
	ql/PricingEngines/Cliquet/makefile.mak (1.12),
	ql/PricingEngines/Swaption/makefile.mak (1.11),
	ql/PricingEngines/Vanilla/makefile.mak (1.17),
	ql/Processes/makefile.mak (1.3), ql/RandomNumbers/haltonrsg.cpp
	(1.16), ql/RandomNumbers/makefile.mak (1.30),
	ql/RandomNumbers/primitivepolynomials.c (1.10),
	ql/RandomNumbers/primitivepolynomials.h (1.6),
	ql/ShortRateModels/makefile.mak (1.17),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.16),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.16),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.16),
	ql/TermStructures/bootstraptraits.hpp (1.6),
	ql/TermStructures/makefile.mak (1.27),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.9),
	ql/Utilities/disposable.hpp (1.3), ql/Utilities/makefile.mak (1.4),
	ql/Volatilities/makefile.mak (1.11), test-suite/Makefile.am (1.50),
	test-suite/americanoption.cpp (1.38), test-suite/asianoptions.cpp
	(1.52), test-suite/barrieroption.cpp (1.48),
	test-suite/basketoption.cpp (1.43), test-suite/bermudanswaption.cpp
	(1.4), test-suite/bonds.cpp (1.15), test-suite/capfloor.cpp (1.50),
	test-suite/cliquetoption.cpp (1.27), test-suite/compoundforward.cpp
	(1.34), test-suite/covariance.cpp (1.30),
	test-suite/daycounters.cpp (1.19), test-suite/digitaloption.cpp
	(1.53), test-suite/distributions.cpp (1.27),
	test-suite/dividendoption.cpp (1.6), test-suite/europeanoption.cpp
	(1.90), test-suite/factorial.cpp (1.21),
	test-suite/forwardoption.cpp (1.23), test-suite/integrals.cpp
	(1.14), test-suite/interestrates.cpp (1.19),
	test-suite/interpolations.cpp (1.27), test-suite/jumpdiffusion.cpp
	(1.39), test-suite/lowdiscrepancysequences.cpp (1.73),
	test-suite/makefile.mak (1.54), test-suite/matrices.cpp (1.32),
	test-suite/old_pricers.cpp (1.75), test-suite/operators.cpp (1.16),
	test-suite/piecewiseflatforward.cpp (1.35),
	test-suite/piecewiseyieldcurve.cpp (1.8),
	test-suite/quantooption.cpp (1.25), test-suite/quotes.cpp (1.10),
	test-suite/rounding.cpp (1.7), test-suite/shortratemodels.cpp
	(1.4), test-suite/solvers.cpp (1.15), test-suite/stats.cpp (1.29),
	test-suite/swap.cpp (1.42), test-suite/swaption.cpp (1.42),
	test-suite/termstructures.cpp (1.40), test-suite/testsuite.vcproj
	(1.31), test-suite/testsuite_vc8.vcproj (1.2),
	test-suite/tracing.cpp (1.6), test-suite/utilities.hpp (1.25):

	Merged 0.3.9 branch

2005-04-01 16:58  Luigi Ballabio

	* ql/Indexes/tibor.hpp (1.1):

	file tibor.hpp was initially added on branch R000309f0-branch.

2005-04-01 16:58  Luigi Ballabio

	* ql/Indexes/zibor.hpp (1.1):

	file zibor.hpp was initially added on branch R000309f0-branch.

2005-04-01 16:58  Luigi Ballabio

	* ql/Indexes/cdor.hpp (1.1):

	file cdor.hpp was initially added on branch R000309f0-branch.

2005-03-28 21:59  Ferdinando Ametrano

	* QuantLib.dsp (1.260), QuantLib.vcproj (1.52):

	catching up

2005-03-25 15:58  Luigi Ballabio

	* News.txt (1.76), ql/ShortRateModels/OneFactorModels/hullwhite.cpp
	(1.26), ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.15),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.18),
	test-suite/bonds.cpp (1.14):

	Added risk premium to Vasicek model (thanks to Aurelien Chanudet.)

2005-03-23 12:15  Luigi Ballabio

	* ql/: timegrid.cpp (1.3), timegrid.hpp (1.6), Math/comparison.hpp
	(1.8):

	Avoid very small time steps due to numerical differences

2005-03-18 16:09  Luigi Ballabio

	* News.txt (1.75), Examples/BermudanSwaption/BermudanSwaption.cpp
	(1.72), Examples/Swap/swapvaluation.cpp (1.64), ql/settings.hpp
	(1.11), ql/termstructure.hpp (1.67), ql/CashFlows/parcoupon.cpp
	(1.22), ql/Indexes/xibor.hpp (1.40), ql/Instruments/bond.cpp
	(1.10), ql/Instruments/capfloor.cpp (1.65),
	ql/TermStructures/ratehelpers.cpp (1.60), ql/Utilities/Makefile.am
	(1.14), ql/Utilities/all.hpp (1.7),
	ql/Utilities/observablevalue.hpp (1.1),
	test-suite/americanoption.cpp (1.37), test-suite/asianoptions.cpp
	(1.51), test-suite/bermudanswaption.cpp (1.3), test-suite/bonds.cpp
	(1.13), test-suite/capfloor.cpp (1.49),
	test-suite/cliquetoption.cpp (1.26), test-suite/compoundforward.cpp
	(1.33), test-suite/digitaloption.cpp (1.52),
	test-suite/dividendoption.cpp (1.5), test-suite/europeanoption.cpp
	(1.89), test-suite/forwardoption.cpp (1.22),
	test-suite/jumpdiffusion.cpp (1.38),
	test-suite/piecewiseflatforward.cpp (1.34),
	test-suite/piecewiseyieldcurve.cpp (1.7),
	test-suite/quantooption.cpp (1.24), test-suite/shortratemodels.cpp
	(1.3), test-suite/swap.cpp (1.41), test-suite/swaption.cpp (1.41),
	test-suite/termstructures.cpp (1.39):

	Added evaluation-date proxy to Settings

2005-03-18 10:13  Luigi Ballabio

	* Announce.txt (1.3), QuantLib.dev (1.9), QuantLib.dsp (1.259),
	configure.ac (1.65), quantlib.el (1.16), Docs/pages/authors.docs
	(1.34), Docs/pages/config.docs (1.4), Docs/pages/coreclasses.docs
	(1.11), Docs/pages/currencies.docs (1.9), Docs/pages/datetime.docs
	(1.10), Docs/pages/engines.docs (1.2), Docs/pages/examples.docs
	(1.8), Docs/pages/faq.docs (1.14), Docs/pages/findiff.docs (1.13),
	Docs/pages/fixedincome.docs (1.13), Docs/pages/history.docs (1.20),
	Docs/pages/index.docs (1.11), Docs/pages/install.docs (1.15),
	Docs/pages/instruments.docs (1.12), Docs/pages/lattices.docs (1.9),
	Docs/pages/math.docs (1.12), Docs/pages/mcarlo.docs (1.17),
	Docs/pages/overview.docs (1.19), Docs/pages/patterns.docs (1.8),
	Docs/pages/resources.docs (1.10), Docs/pages/termstructures.docs
	(1.9), Docs/pages/usage.docs (1.19), Docs/pages/utilities.docs
	(1.10), Docs/pages/where.docs (1.10),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.71),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.51),
	Examples/Swap/swapvaluation.cpp (1.63),
	dev_tools/version_number.txt (1.45),
	functions/ql/Functions/QuantLibFunctions.dev (1.6),
	functions/ql/Functions/calendars.hpp (1.2),
	functions/ql/Functions/mathf.cpp (1.3),
	functions/ql/Functions/mathf.hpp (1.5),
	functions/ql/Functions/vols.cpp (1.5),
	functions/ql/Functions/vols.hpp (1.6), ql/argsandresults.hpp
	(1.19), ql/calendar.cpp (1.32), ql/calendar.hpp (1.46),
	ql/capvolstructures.hpp (1.17), ql/cashflow.hpp (1.21),
	ql/config.ansi.hpp (1.34), ql/config.bcc.hpp (1.35),
	ql/config.mingw.hpp (1.7), ql/config.msvc.hpp (1.67),
	ql/config.mwcw.hpp (1.31), ql/core.hpp (1.15), ql/currency.cpp
	(1.7), ql/currency.hpp (1.30), ql/date.cpp (1.48), ql/date.hpp
	(1.48), ql/daycounter.hpp (1.33), ql/discretizedasset.cpp (1.11),
	ql/discretizedasset.hpp (1.20), ql/errors.cpp (1.11), ql/errors.hpp
	(1.23), ql/exchangerate.cpp (1.5), ql/exchangerate.hpp (1.6),
	ql/exercise.cpp (1.13), ql/exercise.hpp (1.33), ql/grid.hpp (1.25),
	ql/handle.hpp (1.24), ql/index.hpp (1.17), ql/instrument.hpp
	(1.38), ql/interestrate.cpp (1.19), ql/interestrate.hpp (1.18),
	ql/makefile.mak (1.70), ql/money.cpp (1.8), ql/money.hpp (1.9),
	ql/numericalmethod.hpp (1.20), ql/option.hpp (1.38), ql/payoff.hpp
	(1.13), ql/pricingengine.hpp (1.15), ql/qldefines.hpp (1.94),
	ql/quantlib.hpp (1.150), ql/quote.hpp (1.7), ql/schedule.cpp (1.7),
	ql/schedule.hpp (1.5), ql/settings.hpp (1.10), ql/solver1d.hpp
	(1.33), ql/stochasticprocess.cpp (1.14), ql/stochasticprocess.hpp
	(1.23), ql/swaptionvolstructure.hpp (1.17), ql/termstructure.hpp
	(1.66), ql/timegrid.cpp (1.2), ql/timegrid.hpp (1.5), ql/types.hpp
	(1.19), ql/userconfig.hpp (1.17), ql/voltermstructure.cpp (1.26),
	ql/voltermstructure.hpp (1.36), ql/yieldtermstructure.hpp (1.2),
	ql/Calendars/all.hpp (1.11), ql/Calendars/germany.cpp (1.2),
	ql/Calendars/germany.hpp (1.5), ql/Calendars/hongkong.cpp (1.3),
	ql/Calendars/hongkong.hpp (1.3), ql/Calendars/italy.cpp (1.3),
	ql/Calendars/italy.hpp (1.4), ql/Calendars/jointcalendar.cpp
	(1.10), ql/Calendars/jointcalendar.hpp (1.8),
	ql/Calendars/makefile.mak (1.31), ql/Calendars/nullcalendar.hpp
	(1.7), ql/Calendars/singapore.cpp (1.2), ql/Calendars/singapore.hpp
	(1.2), ql/Calendars/taiwan.cpp (1.4), ql/Calendars/taiwan.hpp
	(1.3), ql/Calendars/target.cpp (1.19), ql/Calendars/target.hpp
	(1.22), ql/Calendars/unitedkingdom.cpp (1.2),
	ql/Calendars/unitedkingdom.hpp (1.4), ql/Calendars/unitedstates.cpp
	(1.6), ql/Calendars/unitedstates.hpp (1.7), ql/CashFlows/all.hpp
	(1.3), ql/CashFlows/cashflowvectors.cpp (1.42),
	ql/CashFlows/cashflowvectors.hpp (1.32), ql/CashFlows/core.hpp
	(1.2), ql/CashFlows/coupon.hpp (1.24),
	ql/CashFlows/fixedratecoupon.hpp (1.26),
	ql/CashFlows/floatingratecoupon.hpp (1.37),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.5),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.16),
	ql/CashFlows/indexedcashflowvectors.hpp (1.2),
	ql/CashFlows/indexedcoupon.hpp (1.20), ql/CashFlows/parcoupon.cpp
	(1.21), ql/CashFlows/parcoupon.hpp (1.16),
	ql/CashFlows/shortfloatingcoupon.cpp (1.22),
	ql/CashFlows/shortfloatingcoupon.hpp (1.21),
	ql/CashFlows/shortindexedcoupon.hpp (1.16),
	ql/CashFlows/simplecashflow.hpp (1.15), ql/CashFlows/timebasket.cpp
	(1.8), ql/CashFlows/timebasket.hpp (1.9),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.14),
	ql/Currencies/africa.hpp (1.4), ql/Currencies/all.hpp (1.6),
	ql/Currencies/america.hpp (1.4), ql/Currencies/asia.hpp (1.5),
	ql/Currencies/europe.hpp (1.5),
	ql/Currencies/exchangeratemanager.cpp (1.8),
	ql/Currencies/exchangeratemanager.hpp (1.6),
	ql/Currencies/oceania.hpp (1.4), ql/DayCounters/actual360.hpp
	(1.21), ql/DayCounters/actual365fixed.hpp (1.3),
	ql/DayCounters/actualactual.cpp (1.34),
	ql/DayCounters/actualactual.hpp (1.29), ql/DayCounters/all.hpp
	(1.4), ql/DayCounters/one.hpp (1.4),
	ql/DayCounters/simpledaycounter.cpp (1.7),
	ql/DayCounters/simpledaycounter.hpp (1.8),
	ql/DayCounters/thirty360.cpp (1.22), ql/DayCounters/thirty360.hpp
	(1.24), ql/FiniteDifferences/all.hpp (1.3),
	ql/FiniteDifferences/americancondition.hpp (1.28),
	ql/FiniteDifferences/boundarycondition.cpp (1.11),
	ql/FiniteDifferences/boundarycondition.hpp (1.18),
	ql/FiniteDifferences/bsmoperator.cpp (1.18),
	ql/FiniteDifferences/bsmoperator.hpp (1.19),
	ql/FiniteDifferences/bsmtermoperator.hpp (1.3),
	ql/FiniteDifferences/core.hpp (1.3),
	ql/FiniteDifferences/cranknicolson.hpp (1.23),
	ql/FiniteDifferences/dminus.hpp (1.16),
	ql/FiniteDifferences/dplus.hpp (1.16),
	ql/FiniteDifferences/dplusdminus.hpp (1.18),
	ql/FiniteDifferences/dzero.hpp (1.17),
	ql/FiniteDifferences/expliciteuler.hpp (1.19),
	ql/FiniteDifferences/fdtypedefs.hpp (1.13),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.34),
	ql/FiniteDifferences/impliciteuler.hpp (1.18),
	ql/FiniteDifferences/makefile.mak (1.22),
	ql/FiniteDifferences/mixedscheme.hpp (1.20),
	ql/FiniteDifferences/onefactoroperator.hpp (1.21),
	ql/FiniteDifferences/operatortraits.hpp (1.5),
	ql/FiniteDifferences/parallelevolver.hpp (1.2),
	ql/FiniteDifferences/shoutcondition.hpp (1.26),
	ql/FiniteDifferences/stepcondition.hpp (1.18),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.34),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.38),
	ql/Indexes/all.hpp (1.2), ql/Indexes/audlibor.hpp (1.22),
	ql/Indexes/cadlibor.hpp (1.22), ql/Indexes/chflibor.hpp (1.19),
	ql/Indexes/core.hpp (1.4), ql/Indexes/euribor.hpp (1.24),
	ql/Indexes/gbplibor.hpp (1.27), ql/Indexes/indexmanager.cpp (1.3),
	ql/Indexes/indexmanager.hpp (1.3), ql/Indexes/jpylibor.hpp (1.20),
	ql/Indexes/usdlibor.hpp (1.26), ql/Indexes/xibor.cpp (1.27),
	ql/Indexes/xibor.hpp (1.39), ql/Instruments/all.hpp (1.11),
	ql/Instruments/asianoption.cpp (1.23),
	ql/Instruments/asianoption.hpp (1.23),
	ql/Instruments/barrieroption.cpp (1.34),
	ql/Instruments/barrieroption.hpp (1.29),
	ql/Instruments/basketoption.cpp (1.11),
	ql/Instruments/basketoption.hpp (1.14), ql/Instruments/bond.cpp
	(1.9), ql/Instruments/bond.hpp (1.9), ql/Instruments/capfloor.cpp
	(1.64), ql/Instruments/capfloor.hpp (1.55),
	ql/Instruments/cliquetoption.cpp (1.5),
	ql/Instruments/cliquetoption.hpp (1.17), ql/Instruments/core.hpp
	(1.2), ql/Instruments/dividendvanillaoption.cpp (1.8),
	ql/Instruments/dividendvanillaoption.hpp (1.5),
	ql/Instruments/europeanoption.cpp (1.4),
	ql/Instruments/europeanoption.hpp (1.6),
	ql/Instruments/fixedcouponbond.cpp (1.8),
	ql/Instruments/fixedcouponbond.hpp (1.7),
	ql/Instruments/floatingratebond.cpp (1.3),
	ql/Instruments/floatingratebond.hpp (1.2),
	ql/Instruments/forwardvanillaoption.cpp (1.31),
	ql/Instruments/forwardvanillaoption.hpp (1.31),
	ql/Instruments/makefile.mak (1.37),
	ql/Instruments/multiassetoption.cpp (1.15),
	ql/Instruments/multiassetoption.hpp (1.11),
	ql/Instruments/oneassetoption.cpp (1.23),
	ql/Instruments/oneassetoption.hpp (1.15),
	ql/Instruments/oneassetstrikedoption.cpp (1.18),
	ql/Instruments/oneassetstrikedoption.hpp (1.15),
	ql/Instruments/payoffs.hpp (1.16),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.29),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.25),
	ql/Instruments/quantovanillaoption.cpp (1.36),
	ql/Instruments/quantovanillaoption.hpp (1.33),
	ql/Instruments/stock.cpp (1.20), ql/Instruments/stock.hpp (1.18),
	ql/Instruments/swap.cpp (1.39), ql/Instruments/swap.hpp (1.34),
	ql/Instruments/swaption.cpp (1.51), ql/Instruments/swaption.hpp
	(1.46), ql/Instruments/vanillaoption.cpp (1.48),
	ql/Instruments/vanillaoption.hpp (1.48),
	ql/Instruments/zerocouponbond.cpp (1.2),
	ql/Instruments/zerocouponbond.hpp (1.2), ql/Lattices/all.hpp (1.2),
	ql/Lattices/binomialtree.cpp (1.28), ql/Lattices/binomialtree.hpp
	(1.22), ql/Lattices/bsmlattice.hpp (1.13), ql/Lattices/core.hpp
	(1.2), ql/Lattices/lattice.hpp (1.19), ql/Lattices/lattice2d.hpp
	(1.13), ql/Lattices/tree.hpp (1.25), ql/Lattices/trinomialtree.cpp
	(1.24), ql/Lattices/trinomialtree.hpp (1.16), ql/Math/all.hpp
	(1.8), ql/Math/array.hpp (1.20),
	ql/Math/backwardflatinterpolation.hpp (1.3), ql/Math/beta.cpp
	(1.8), ql/Math/beta.hpp (1.5),
	ql/Math/bicubicsplineinterpolation.hpp (1.23),
	ql/Math/bilinearinterpolation.hpp (1.28),
	ql/Math/binomialdistribution.hpp (1.10),
	ql/Math/bivariatenormaldistribution.cpp (1.12),
	ql/Math/bivariatenormaldistribution.hpp (1.11),
	ql/Math/chisquaredistribution.cpp (1.15),
	ql/Math/chisquaredistribution.hpp (1.13),
	ql/Math/choleskydecomposition.cpp (1.8),
	ql/Math/choleskydecomposition.hpp (1.2), ql/Math/comparison.hpp
	(1.7), ql/Math/core.hpp (1.2), ql/Math/cubicspline.hpp (1.60),
	ql/Math/discrepancystatistics.cpp (1.11),
	ql/Math/discrepancystatistics.hpp (1.16), ql/Math/errorfunction.cpp
	(1.9), ql/Math/errorfunction.hpp (1.8), ql/Math/extrapolation.hpp
	(1.2), ql/Math/factorial.cpp (1.7), ql/Math/factorial.hpp (1.7),
	ql/Math/forwardflatinterpolation.hpp (1.3), ql/Math/functional.hpp
	(1.7), ql/Math/gammadistribution.cpp (1.15),
	ql/Math/gammadistribution.hpp (1.12),
	ql/Math/gaussianstatistics.hpp (1.27),
	ql/Math/generalstatistics.cpp (1.18), ql/Math/generalstatistics.hpp
	(1.20), ql/Math/incompletegamma.cpp (1.7),
	ql/Math/incompletegamma.hpp (1.3),
	ql/Math/incrementalstatistics.cpp (1.17),
	ql/Math/incrementalstatistics.hpp (1.15), ql/Math/interpolation.hpp
	(1.37), ql/Math/interpolation2D.hpp (1.27),
	ql/Math/kronrodintegral.hpp (1.17), ql/Math/lexicographicalview.hpp
	(1.16), ql/Math/linearinterpolation.hpp (1.34),
	ql/Math/loglinearinterpolation.hpp (1.34), ql/Math/matrix.hpp
	(1.43), ql/Math/multicubicspline.hpp (1.9),
	ql/Math/normaldistribution.cpp (1.30),
	ql/Math/normaldistribution.hpp (1.34),
	ql/Math/poissondistribution.hpp (1.13), ql/Math/primenumbers.cpp
	(1.15), ql/Math/primenumbers.hpp (1.11), ql/Math/pseudosqrt.cpp
	(1.13), ql/Math/pseudosqrt.hpp (1.8), ql/Math/riskstatistics.hpp
	(1.21), ql/Math/rounding.cpp (1.6), ql/Math/rounding.hpp (1.11),
	ql/Math/segmentintegral.hpp (1.24), ql/Math/sequencestatistics.hpp
	(1.29), ql/Math/simpsonintegral.hpp (1.11), ql/Math/statistics.hpp
	(1.31), ql/Math/svd.cpp (1.12), ql/Math/svd.hpp (1.12),
	ql/Math/symmetricschurdecomposition.cpp (1.23),
	ql/Math/symmetricschurdecomposition.hpp (1.18),
	ql/Math/trapezoidintegral.hpp (1.12), ql/MonteCarlo/all.hpp (1.6),
	ql/MonteCarlo/brownianbridge.hpp (1.26), ql/MonteCarlo/core.hpp
	(1.3), ql/MonteCarlo/getcovariance.cpp (1.16),
	ql/MonteCarlo/getcovariance.hpp (1.25), ql/MonteCarlo/mctraits.hpp
	(1.15), ql/MonteCarlo/mctypedefs.hpp (1.37),
	ql/MonteCarlo/montecarlomodel.hpp (1.34),
	ql/MonteCarlo/multipath.hpp (1.23),
	ql/MonteCarlo/multipathgenerator.hpp (1.56), ql/MonteCarlo/path.hpp
	(1.26), ql/MonteCarlo/pathgenerator.hpp (1.64),
	ql/MonteCarlo/pathpricer.hpp (1.25), ql/MonteCarlo/sample.hpp
	(1.14), ql/Optimization/all.hpp (1.2), ql/Optimization/armijo.cpp
	(1.21), ql/Optimization/armijo.hpp (1.21),
	ql/Optimization/conjugategradient.cpp (1.24),
	ql/Optimization/conjugategradient.hpp (1.19),
	ql/Optimization/constraint.hpp (1.24), ql/Optimization/core.hpp
	(1.2), ql/Optimization/costfunction.hpp (1.21),
	ql/Optimization/criteria.hpp (1.22),
	ql/Optimization/leastsquare.hpp (1.29),
	ql/Optimization/linesearch.hpp (1.20), ql/Optimization/method.hpp
	(1.15), ql/Optimization/problem.hpp (1.12),
	ql/Optimization/simplex.cpp (1.14), ql/Optimization/simplex.hpp
	(1.18), ql/Optimization/steepestdescent.cpp (1.21),
	ql/Optimization/steepestdescent.hpp (1.20), ql/Patterns/all.hpp
	(1.3), ql/Patterns/bridge.hpp (1.14), ql/Patterns/composite.hpp
	(1.9), ql/Patterns/curiouslyrecurring.hpp (1.5),
	ql/Patterns/lazyobject.hpp (1.9), ql/Patterns/observable.hpp
	(1.23), ql/Patterns/singleton.hpp (1.7), ql/Patterns/visitor.hpp
	(1.9), ql/Pricers/all.hpp (1.9), ql/Pricers/core.hpp (1.3),
	ql/Pricers/discretegeometricaso.cpp (1.20),
	ql/Pricers/discretegeometricaso.hpp (1.16),
	ql/Pricers/mccliquetoption.cpp (1.37),
	ql/Pricers/mccliquetoption.hpp (1.25),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.40),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.28),
	ql/Pricers/mceverest.cpp (1.45), ql/Pricers/mceverest.hpp (1.30),
	ql/Pricers/mchimalaya.cpp (1.49), ql/Pricers/mchimalaya.hpp (1.28),
	ql/Pricers/mcmaxbasket.cpp (1.45), ql/Pricers/mcmaxbasket.hpp
	(1.30), ql/Pricers/mcpagoda.cpp (1.48), ql/Pricers/mcpagoda.hpp
	(1.31), ql/Pricers/mcperformanceoption.cpp (1.32),
	ql/Pricers/mcperformanceoption.hpp (1.23), ql/Pricers/mcpricer.hpp
	(1.37), ql/Pricers/singleassetoption.cpp (1.32),
	ql/Pricers/singleassetoption.hpp (1.36), ql/PricingEngines/all.hpp
	(1.10), ql/PricingEngines/americanpayoffatexpiry.cpp (1.5),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.9),
	ql/PricingEngines/americanpayoffathit.cpp (1.5),
	ql/PricingEngines/americanpayoffathit.hpp (1.11),
	ql/PricingEngines/blackformula.cpp (1.11),
	ql/PricingEngines/blackformula.hpp (1.19),
	ql/PricingEngines/blackmodel.hpp (1.11), ql/PricingEngines/core.hpp
	(1.7), ql/PricingEngines/genericmodelengine.hpp (1.8),
	ql/PricingEngines/greeks.cpp (1.2), ql/PricingEngines/greeks.hpp
	(1.2), ql/PricingEngines/latticeshortratemodelengine.hpp (1.13),
	ql/PricingEngines/makefile.mak (1.34),
	ql/PricingEngines/mcsimulation.hpp (1.15),
	ql/PricingEngines/Asian/all.hpp (1.4),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.10),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp (1.5),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.13),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp (1.5),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.cpp (1.3),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.11),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp (1.4),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.10),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.9),
	ql/PricingEngines/Barrier/all.hpp (1.3),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.21),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.32),
	ql/PricingEngines/Basket/all.hpp (1.4),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.30),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.12),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.9),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.33),
	ql/PricingEngines/Basket/stulzengine.cpp (1.21),
	ql/PricingEngines/Basket/stulzengine.hpp (1.7),
	ql/PricingEngines/CapFloor/all.hpp (1.4),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.2),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.6),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.4),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.4),
	ql/PricingEngines/CapFloor/discretizedcapfloor.cpp (1.7),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.7),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.6),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.6),
	ql/PricingEngines/Cliquet/all.hpp (1.4),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.10),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.5),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.9),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.4),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.11),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.10),
	ql/PricingEngines/Forward/all.hpp (1.2),
	ql/PricingEngines/Forward/forwardengine.hpp (1.24),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.17),
	ql/PricingEngines/Quanto/all.hpp (1.2),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.18),
	ql/PricingEngines/Swaption/all.hpp (1.5),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.3),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.4),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.9),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.10),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.5),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.2),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.4),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.6),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.5),
	ql/PricingEngines/Vanilla/all.hpp (1.10),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.13),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.6),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp
	(1.11),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.23),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.6),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.21),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.6),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.25),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.22),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.7),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.10),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.8),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.5),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.4),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.4),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.4),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.5),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.11),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.5),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.33),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.12),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.9),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.5),
	ql/PricingEngines/Vanilla/makefile.mak (1.16),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.12),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.37),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.38),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.25),
	ql/Processes/all.hpp (1.2), ql/Processes/blackscholesprocess.cpp
	(1.2), ql/Processes/blackscholesprocess.hpp (1.2),
	ql/Processes/geometricbrownianprocess.cpp (1.2),
	ql/Processes/geometricbrownianprocess.hpp (1.2),
	ql/Processes/makefile.mak (1.2), ql/Processes/merton76process.cpp
	(1.2), ql/Processes/merton76process.hpp (1.2),
	ql/Processes/ornsteinuhlenbeckprocess.cpp (1.2),
	ql/Processes/ornsteinuhlenbeckprocess.hpp (1.2),
	ql/Processes/squarerootprocess.cpp (1.2),
	ql/Processes/squarerootprocess.hpp (1.2), ql/RandomNumbers/all.hpp
	(1.10), ql/RandomNumbers/boxmullergaussianrng.hpp (1.17),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.16),
	ql/RandomNumbers/core.hpp (1.3), ql/RandomNumbers/faurersg.cpp
	(1.6), ql/RandomNumbers/faurersg.hpp (1.4),
	ql/RandomNumbers/haltonrsg.cpp (1.15),
	ql/RandomNumbers/haltonrsg.hpp (1.15),
	ql/RandomNumbers/inversecumulativerng.hpp (1.3),
	ql/RandomNumbers/inversecumulativersg.hpp (1.3),
	ql/RandomNumbers/knuthuniformrng.cpp (1.14),
	ql/RandomNumbers/knuthuniformrng.hpp (1.17),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.13),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.16),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.13),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.16),
	ql/RandomNumbers/primitivepolynomials.c (1.9),
	ql/RandomNumbers/primitivepolynomials.h (1.5),
	ql/RandomNumbers/randomizedlds.hpp (1.10),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.14),
	ql/RandomNumbers/rngtraits.hpp (1.12),
	ql/RandomNumbers/seedgenerator.cpp (1.6),
	ql/RandomNumbers/seedgenerator.hpp (1.5),
	ql/RandomNumbers/sobolrsg.cpp (1.41), ql/RandomNumbers/sobolrsg.hpp
	(1.25), ql/ShortRateModels/all.hpp (1.2),
	ql/ShortRateModels/calibrationhelper.cpp (1.11),
	ql/ShortRateModels/calibrationhelper.hpp (1.26),
	ql/ShortRateModels/core.hpp (1.2), ql/ShortRateModels/model.cpp
	(1.25), ql/ShortRateModels/model.hpp (1.33),
	ql/ShortRateModels/onefactormodel.cpp (1.18),
	ql/ShortRateModels/onefactormodel.hpp (1.20),
	ql/ShortRateModels/parameter.hpp (1.25),
	ql/ShortRateModels/twofactormodel.cpp (1.13),
	ql/ShortRateModels/twofactormodel.hpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.44),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.19),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.40),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.22),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.21),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.27),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.25),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.30),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.27), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.25),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.27),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.17),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.26),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.31),
	ql/Solvers1D/all.hpp (1.2), ql/Solvers1D/bisection.hpp (1.21),
	ql/Solvers1D/brent.hpp (1.21), ql/Solvers1D/falseposition.hpp
	(1.20), ql/Solvers1D/newton.hpp (1.22), ql/Solvers1D/newtonsafe.hpp
	(1.22), ql/Solvers1D/ridder.hpp (1.21), ql/Solvers1D/secant.hpp
	(1.21), ql/TermStructures/all.hpp (1.6),
	ql/TermStructures/bootstraptraits.hpp (1.5),
	ql/TermStructures/compoundforward.cpp (1.54),
	ql/TermStructures/compoundforward.hpp (1.44),
	ql/TermStructures/discountcurve.hpp (1.46),
	ql/TermStructures/drifttermstructure.hpp (1.21),
	ql/TermStructures/extendeddiscountcurve.cpp (1.28),
	ql/TermStructures/extendeddiscountcurve.hpp (1.26),
	ql/TermStructures/flatforward.hpp (1.53),
	ql/TermStructures/forwardcurve.hpp (1.2),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.36),
	ql/TermStructures/forwardstructure.hpp (1.9),
	ql/TermStructures/impliedtermstructure.hpp (1.30),
	ql/TermStructures/makefile.mak (1.26),
	ql/TermStructures/piecewiseflatforward.cpp (1.62),
	ql/TermStructures/piecewiseflatforward.hpp (1.53),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.8),
	ql/TermStructures/quantotermstructure.hpp (1.24),
	ql/TermStructures/ratehelpers.cpp (1.59),
	ql/TermStructures/ratehelpers.hpp (1.49),
	ql/TermStructures/zerocurve.hpp (1.21),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.37),
	ql/TermStructures/zeroyieldstructure.hpp (1.8),
	ql/Utilities/all.hpp (1.6), ql/Utilities/dataformatters.cpp (1.2),
	ql/Utilities/dataformatters.hpp (1.4), ql/Utilities/dataparsers.cpp
	(1.2), ql/Utilities/dataparsers.hpp (1.2),
	ql/Utilities/disposable.hpp (1.2), ql/Utilities/makefile.mak (1.3),
	ql/Utilities/null.hpp (1.2), ql/Utilities/steppingiterator.hpp
	(1.20), ql/Utilities/strings.hpp (1.3), ql/Utilities/tracing.cpp
	(1.3), ql/Utilities/tracing.hpp (1.8), ql/Volatilities/all.hpp
	(1.3), ql/Volatilities/blackconstantvol.hpp (1.34),
	ql/Volatilities/blackvariancecurve.cpp (1.20),
	ql/Volatilities/blackvariancecurve.hpp (1.39),
	ql/Volatilities/blackvariancesurface.cpp (1.20),
	ql/Volatilities/blackvariancesurface.hpp (1.40),
	ql/Volatilities/capflatvolvector.hpp (1.27),
	ql/Volatilities/capletconstantvol.hpp (1.10),
	ql/Volatilities/impliedvoltermstructure.hpp (1.19),
	ql/Volatilities/localconstantvol.hpp (1.30),
	ql/Volatilities/localvolcurve.hpp (1.19),
	ql/Volatilities/localvolsurface.cpp (1.21),
	ql/Volatilities/localvolsurface.hpp (1.28),
	ql/Volatilities/swaptionvolmatrix.hpp (1.30),
	test-suite/americanoption.cpp (1.36), test-suite/americanoption.hpp
	(1.9), test-suite/asianoptions.cpp (1.50),
	test-suite/asianoptions.hpp (1.8), test-suite/barrieroption.cpp
	(1.47), test-suite/barrieroption.hpp (1.6),
	test-suite/basketoption.cpp (1.42), test-suite/basketoption.hpp
	(1.8), test-suite/bermudanswaption.cpp (1.2),
	test-suite/bermudanswaption.hpp (1.2), test-suite/bonds.cpp (1.12),
	test-suite/bonds.hpp (1.6), test-suite/calendars.cpp (1.24),
	test-suite/calendars.hpp (1.13), test-suite/capfloor.cpp (1.48),
	test-suite/capfloor.hpp (1.10), test-suite/cliquetoption.cpp
	(1.25), test-suite/cliquetoption.hpp (1.5),
	test-suite/compoundforward.cpp (1.32),
	test-suite/compoundforward.hpp (1.7), test-suite/covariance.cpp
	(1.29), test-suite/covariance.hpp (1.10), test-suite/dates.cpp
	(1.15), test-suite/dates.hpp (1.9), test-suite/daycounters.cpp
	(1.18), test-suite/daycounters.hpp (1.10),
	test-suite/digitaloption.cpp (1.51), test-suite/digitaloption.hpp
	(1.9), test-suite/distributions.cpp (1.26),
	test-suite/distributions.hpp (1.10), test-suite/dividendoption.cpp
	(1.4), test-suite/dividendoption.hpp (1.2),
	test-suite/europeanoption.cpp (1.88), test-suite/europeanoption.hpp
	(1.20), test-suite/exchangerate.cpp (1.4),
	test-suite/exchangerate.hpp (1.3), test-suite/factorial.cpp (1.20),
	test-suite/factorial.hpp (1.7), test-suite/forwardoption.cpp
	(1.21), test-suite/forwardoption.hpp (1.4),
	test-suite/instruments.cpp (1.13), test-suite/instruments.hpp
	(1.8), test-suite/integrals.cpp (1.13), test-suite/integrals.hpp
	(1.9), test-suite/interestrates.cpp (1.18),
	test-suite/interestrates.hpp (1.3), test-suite/interpolations.cpp
	(1.26), test-suite/interpolations.hpp (1.10),
	test-suite/jumpdiffusion.cpp (1.37), test-suite/jumpdiffusion.hpp
	(1.7), test-suite/lowdiscrepancysequences.cpp (1.72),
	test-suite/lowdiscrepancysequences.hpp (1.18),
	test-suite/makefile.mak (1.53), test-suite/matrices.cpp (1.31),
	test-suite/matrices.hpp (1.11), test-suite/mersennetwister.cpp
	(1.19), test-suite/mersennetwister.hpp (1.9), test-suite/money.cpp
	(1.4), test-suite/money.hpp (1.3), test-suite/old_pricers.cpp
	(1.74), test-suite/old_pricers.hpp (1.17), test-suite/operators.cpp
	(1.15), test-suite/operators.hpp (1.9),
	test-suite/piecewiseflatforward.cpp (1.33),
	test-suite/piecewiseflatforward.hpp (1.9),
	test-suite/piecewiseyieldcurve.cpp (1.6),
	test-suite/piecewiseyieldcurve.hpp (1.5),
	test-suite/quantlibtestsuite.cpp (1.99),
	test-suite/quantooption.cpp (1.23), test-suite/quantooption.hpp
	(1.5), test-suite/quotes.cpp (1.9), test-suite/quotes.hpp (1.5),
	test-suite/riskstats.cpp (1.40), test-suite/riskstats.hpp (1.12),
	test-suite/rngtraits.cpp (1.4), test-suite/rngtraits.hpp (1.2),
	test-suite/rounding.cpp (1.6), test-suite/rounding.hpp (1.5),
	test-suite/shortratemodels.cpp (1.2),
	test-suite/shortratemodels.hpp (1.2), test-suite/solvers.cpp
	(1.14), test-suite/solvers.hpp (1.8), test-suite/stats.cpp (1.28),
	test-suite/stats.hpp (1.15), test-suite/swap.cpp (1.40),
	test-suite/swap.hpp (1.9), test-suite/swaption.cpp (1.40),
	test-suite/swaption.hpp (1.8), test-suite/termstructures.cpp
	(1.38), test-suite/termstructures.hpp (1.10),
	test-suite/testsuite.dsp (1.50), test-suite/tracing.cpp (1.5),
	test-suite/tracing.hpp (1.2), test-suite/utilities.cpp (1.18),
	test-suite/utilities.hpp (1.24):

	Merged 0.3.9 branch to allow compilation with gcc 3.4

2005-03-17 05:02  Joseph Wang

	* ql/timegrid.hpp (1.4):

	Add include file which is necessary for STL

2005-03-16 14:15  Luigi Ballabio

	* ql/Makefile.am (1.77), ql/core.hpp (1.14),
	ql/discretizedasset.hpp (1.19), ql/grid.hpp (1.24),
	ql/numericalmethod.hpp (1.19), ql/timegrid.cpp (1.1),
	ql/timegrid.hpp (1.3), ql/Lattices/lattice.hpp (1.18),
	ql/MonteCarlo/path.hpp (1.25), test-suite/capfloor.cpp (1.47),
	test-suite/swaption.cpp (1.39):

	TimeGrid implemented by using std::vector instead of inheriting it

2005-03-08 11:00  Luigi Ballabio

	* configure.ac (1.64), dev_tools/version_number.txt (1.44),
	ql/Makefile.am (1.76), ql/core.hpp (1.13), ql/currency.cpp (1.6),
	ql/currency.hpp (1.29), ql/date.cpp (1.47), ql/date.hpp (1.47),
	ql/interestrate.cpp (1.18), ql/interestrate.hpp (1.17),
	ql/money.cpp (1.7), ql/money.hpp (1.8), ql/option.hpp (1.37),
	ql/qldefines.hpp (1.93), ql/termstructure.hpp (1.65),
	ql/Instruments/bond.hpp (1.8), ql/Instruments/fixedcouponbond.cpp
	(1.7), ql/Instruments/fixedcouponbond.hpp (1.6), ql/Math/array.hpp
	(1.19), ql/Math/matrix.hpp (1.42), ql/Pricers/Makefile.am (1.45),
	ql/Pricers/all.hpp (1.8),
	ql/TermStructures/piecewiseflatforward.cpp (1.61),
	ql/TermStructures/piecewiseflatforward.hpp (1.52),
	test-suite/old_pricers.cpp (1.73), test-suite/old_pricers.hpp
	(1.16):

	Version number up one tick; removed deprecated features

2005-03-07 10:15  Luigi Ballabio

	* News.txt (1.73), ql/Instruments/swaption.cpp (1.50),
	ql/Instruments/swaption.hpp (1.45),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.8),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.9),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.26),
	test-suite/Makefile.am (1.49), test-suite/bermudanswaption.cpp
	(1.1), test-suite/bermudanswaption.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.98),
	test-suite/shortratemodels.cpp (1.1),
	test-suite/shortratemodels.hpp (1.1):

	Partial fix for Bermudan swaptions with exercise lag (thanks to
	Luca Berardi)

2005-03-04 17:58  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.41), ql/PricingEngines/all.hpp
	(1.9), ql/PricingEngines/core.hpp (1.6),
	ql/PricingEngines/greeks.cpp (1.1), ql/PricingEngines/greeks.hpp
	(1.1), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.12), ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp
	(1.12), ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.3),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.35),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.36),
	test-suite/americanoption.cpp (1.35), test-suite/asianoptions.cpp
	(1.49), test-suite/digitaloption.cpp (1.50),
	test-suite/dividendoption.cpp (1.3), test-suite/europeanoption.cpp
	(1.87), test-suite/europeanoption.hpp (1.19):

	Added default theta calculation for B-S processes; can be added to
	engines which don't provide it (but check them against numerical
	results first)

2005-03-04 10:09  Luigi Ballabio

	* News.txt (1.72), configure.ac (1.63), ql/Makefile.am (1.75),
	ql/quantlib.hpp (1.149), ql/stochasticprocess.cpp (1.13),
	ql/stochasticprocess.hpp (1.22),
	ql/FiniteDifferences/bsmoperator.hpp (1.18),
	ql/FiniteDifferences/bsmtermoperator.hpp (1.2),
	ql/Instruments/asianoption.cpp (1.22),
	ql/Instruments/asianoption.hpp (1.22),
	ql/Instruments/barrieroption.cpp (1.33),
	ql/Instruments/barrieroption.hpp (1.28),
	ql/Instruments/basketoption.cpp (1.10),
	ql/Instruments/basketoption.hpp (1.13),
	ql/Instruments/cliquetoption.cpp (1.4),
	ql/Instruments/cliquetoption.hpp (1.16),
	ql/Instruments/dividendvanillaoption.cpp (1.7),
	ql/Instruments/dividendvanillaoption.hpp (1.4),
	ql/Instruments/europeanoption.cpp (1.3),
	ql/Instruments/europeanoption.hpp (1.5),
	ql/Instruments/forwardvanillaoption.cpp (1.30),
	ql/Instruments/forwardvanillaoption.hpp (1.30),
	ql/Instruments/multiassetoption.cpp (1.14),
	ql/Instruments/multiassetoption.hpp (1.10),
	ql/Instruments/oneassetoption.cpp (1.22),
	ql/Instruments/oneassetoption.hpp (1.14),
	ql/Instruments/oneassetstrikedoption.cpp (1.17),
	ql/Instruments/oneassetstrikedoption.hpp (1.14),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.28),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.24),
	ql/Instruments/quantovanillaoption.cpp (1.35),
	ql/Instruments/quantovanillaoption.hpp (1.32),
	ql/Instruments/vanillaoption.cpp (1.47),
	ql/Instruments/vanillaoption.hpp (1.47),
	ql/Pricers/mccliquetoption.cpp (1.36),
	ql/Pricers/mccliquetoption.hpp (1.24),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.39),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.27),
	ql/Pricers/mceverest.cpp (1.44), ql/Pricers/mceverest.hpp (1.29),
	ql/Pricers/mchimalaya.cpp (1.48), ql/Pricers/mchimalaya.hpp (1.27),
	ql/Pricers/mcmaxbasket.cpp (1.44), ql/Pricers/mcmaxbasket.hpp
	(1.29), ql/Pricers/mcpagoda.cpp (1.47), ql/Pricers/mcpagoda.hpp
	(1.30), ql/Pricers/mcperformanceoption.cpp (1.31),
	ql/Pricers/mcperformanceoption.hpp (1.22),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.9),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.11),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.10),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.9),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.8),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.20),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.7),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.31),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.29),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.32),
	ql/PricingEngines/Basket/stulzengine.cpp (1.20),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.9),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.8),
	ql/PricingEngines/Forward/forwardengine.hpp (1.23),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.16),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.17),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.11),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp
	(1.10), ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp
	(1.22), ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp
	(1.20), ql/PricingEngines/Vanilla/binomialengine.hpp (1.24),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.21),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.3),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.4),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.10),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.32),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.36),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.37),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.24),
	ql/Processes/.cvsignore (1.1), ql/Processes/Makefile.am (1.1),
	ql/Processes/all.hpp (1.1), ql/Processes/blackscholesprocess.cpp
	(1.1), ql/Processes/blackscholesprocess.hpp (1.1),
	ql/Processes/geometricbrownianprocess.cpp (1.1),
	ql/Processes/geometricbrownianprocess.hpp (1.1),
	ql/Processes/makefile.mak (1.1), ql/Processes/merton76process.cpp
	(1.1), ql/Processes/merton76process.hpp (1.1),
	ql/Processes/ornsteinuhlenbeckprocess.cpp (1.1),
	ql/Processes/ornsteinuhlenbeckprocess.hpp (1.1),
	ql/Processes/squarerootprocess.cpp (1.1),
	ql/Processes/squarerootprocess.hpp (1.1),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.20),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.16),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.30),
	test-suite/basketoption.cpp (1.41), test-suite/cliquetoption.cpp
	(1.24), test-suite/digitaloption.cpp (1.49),
	test-suite/jumpdiffusion.cpp (1.36):

	Option instruments now take a generic StochasticProcess;
	Merton76Process no longer inherits from BlackScholesProcess.

2005-03-01 17:00  Luigi Ballabio

	* ql/PricingEngines/Swaption/: discretizedswaption.cpp (1.7),
	discretizedswaption.hpp (1.8):

	Fix for out-of-synch dates

2005-02-28 17:49  Luigi Ballabio

	* ql/PricingEngines/Vanilla/Makefile.am (1.19),
	ql/PricingEngines/Vanilla/all.hpp (1.9),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp (1.1),
	test-suite/dividendoption.cpp (1.2):

	Added explicitly-named FD dividend European engine

2005-02-28 12:35  Luigi Ballabio

	* ql/PricingEngines/Vanilla/: fdstepconditionengine.hpp (1.3),
	fdvanillaengine.cpp (1.3), fdvanillaengine.hpp (1.3):

	Changed confusing typedef

2005-02-28 11:47  Luigi Ballabio

	* test-suite/old_pricers.cpp (1.72):

	Deprecated old FD pricers

2005-02-28 09:46  Luigi Ballabio

	* News.txt (1.71), ql/PricingEngines/Vanilla/Makefile.am (1.18),
	ql/PricingEngines/Vanilla/all.hpp (1.8),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdbermudanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fddividendamericanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fddividendengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fddividendengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fddividendshoutengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.2),
	ql/PricingEngines/Vanilla/fdvanillaengine.cpp (1.2),
	ql/PricingEngines/Vanilla/fdvanillaengine.hpp (1.2),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.7),
	test-suite/Makefile.am (1.48), test-suite/americanoption.cpp
	(1.34), test-suite/americanoption.hpp (1.8),
	test-suite/dividendoption.cpp (1.1), test-suite/dividendoption.hpp
	(1.1), test-suite/quantlibtestsuite.cpp (1.97):

	Moved more fd pricers to pricing-engine framework (thnks to Joseph
	Wang)

2005-02-25 17:36  Luigi Ballabio

	* ql/: discretizedasset.hpp (1.18), numericalmethod.hpp (1.18),
	DayCounters/actual365fixed.hpp (1.2), DayCounters/actualactual.hpp
	(1.28):

	Hopefully improved docs

2005-02-25 17:35  Luigi Ballabio

	* ql/TermStructures/piecewiseyieldcurve.hpp (1.6):

	Fix for Doxygen

2005-02-22 14:12  Luigi Ballabio

	* ql/FiniteDifferences/Makefile.am (1.18),
	ql/FiniteDifferences/all.hpp (1.2),
	ql/FiniteDifferences/boundarycondition.hpp (1.17),
	ql/FiniteDifferences/core.hpp (1.2),
	ql/FiniteDifferences/cranknicolson.hpp (1.22),
	ql/FiniteDifferences/expliciteuler.hpp (1.18),
	ql/FiniteDifferences/fdtypedefs.hpp (1.12),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.33),
	ql/FiniteDifferences/impliciteuler.hpp (1.17),
	ql/FiniteDifferences/mixedscheme.hpp (1.19),
	ql/FiniteDifferences/operatortraits.hpp (1.4),
	ql/FiniteDifferences/parallelevolver.hpp (1.1),
	ql/FiniteDifferences/stepcondition.hpp (1.17),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.37),
	ql/PricingEngines/Vanilla/Makefile.am (1.17),
	ql/PricingEngines/Vanilla/all.hpp (1.7),
	ql/PricingEngines/Vanilla/fdamericanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/fdshoutengine.hpp (1.1),
	ql/PricingEngines/Vanilla/fdstepconditionengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fdstepconditionengine.hpp (1.1),
	test-suite/americanoption.cpp (1.33), test-suite/americanoption.hpp
	(1.7), test-suite/quantlibtestsuite.cpp (1.95):

	Added FD engines for American and Shout options (thanks to Joseph
	Wang)

2005-02-21 10:32  Luigi Ballabio

	* ql/PricingEngines/Vanilla/: Makefile.am (1.16), all.hpp (1.6),
	fdeuropeanengine.cpp (1.2), fdeuropeanengine.hpp (1.2),
	fdvanillaengine.cpp (1.1), fdvanillaengine.hpp (1.1):

	Added generic FD vanilla engine and derived FD European engine
	(again, thanks to Joseph)

2005-02-21 10:09  Luigi Ballabio

	* ql/FiniteDifferences/bsmtermoperator.hpp (1.1):

	Time-dependent BSM operato added (thanks to Joseph Wang)

2005-02-21 09:28  Luigi Ballabio

	* ql/FiniteDifferences/Makefile.am (1.17),
	ql/FiniteDifferences/bsmoperator.cpp (1.17),
	ql/FiniteDifferences/bsmoperator.hpp (1.17),
	test-suite/operators.cpp (1.13), test-suite/operators.hpp (1.8):

	Time-dependent BSM operato added (thanks to Joseph Wang)

2005-02-19 15:42  Luigi Ballabio

	* News.txt (1.70), ql/Math/backwardflatinterpolation.hpp (1.2),
	ql/Math/cubicspline.hpp (1.59),
	ql/Math/forwardflatinterpolation.hpp (1.2),
	ql/Math/linearinterpolation.hpp (1.33),
	ql/Math/loglinearinterpolation.hpp (1.33),
	ql/TermStructures/bootstraptraits.hpp (1.4),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.5),
	test-suite/piecewiseyieldcurve.cpp (1.5),
	test-suite/piecewiseyieldcurve.hpp (1.4):

	Added convergence cycle to piecewise yield curve

2005-02-17 17:02  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.26), all.hpp (1.10):

	Added Bratislava and Prague calendars

2005-02-17 09:10  Luigi Ballabio

	* News.txt (1.68), ql/TermStructures/bootstraptraits.hpp (1.3),
	ql/TermStructures/forwardcurve.hpp (1.1),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.4),
	test-suite/piecewiseyieldcurve.cpp (1.4),
	test-suite/piecewiseyieldcurve.hpp (1.3):

	Added support for forward-rate interpolation to PiecewiseYieldCurve

2005-02-16 12:34  Luigi Ballabio

	* News.txt (1.67), ql/Math/Makefile.am (1.44), ql/Math/all.hpp
	(1.7), ql/Math/backwardflatinterpolation.hpp (1.1),
	ql/Math/forwardflatinterpolation.hpp (1.1):

	Added backward- and forward-flat interpolations

2005-02-16 09:42  Ferdinando Ametrano

	* Docs/pages/: history.docs (1.19), where.docs (1.9), authors.docs
	(1.33):

	updating links NOTICE: we need to have license.html on the web
	site, besides license.shtml

2005-02-15 18:11  Luigi Ballabio

	* ql/TermStructures/Makefile.am (1.22),
	ql/TermStructures/bootstraptraits.hpp (1.2),
	ql/TermStructures/discountcurve.hpp (1.45),
	ql/TermStructures/zerocurve.hpp (1.20),
	test-suite/piecewiseyieldcurve.cpp (1.3),
	test-suite/piecewiseyieldcurve.hpp (1.2):

	Added support for zero-yield interpolation to PiecewiseYieldCurve

2005-02-15 16:49  Luigi Ballabio

	* ql/TermStructures/Makefile.am (1.21),
	ql/TermStructures/bootstraptraits.hpp (1.1),
	ql/TermStructures/discountcurve.hpp (1.44),
	ql/TermStructures/extendeddiscountcurve.cpp (1.27),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.2),
	test-suite/piecewiseyieldcurve.cpp (1.2):

	Added choice of underlying data to PiecewiseYieldCurve

2005-02-15 14:46  Luigi Ballabio

	* ql/TermStructures/Makefile.am (1.20), ql/TermStructures/all.hpp
	(1.4), ql/TermStructures/discountcurve.hpp (1.43),
	ql/TermStructures/piecewiseyieldcurve.hpp (1.1),
	test-suite/Makefile.am (1.47), test-suite/piecewiseyieldcurve.cpp
	(1.1), test-suite/piecewiseyieldcurve.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.94):

	First version of generic piecewise yield curve

2005-02-14 10:31  Luigi Ballabio

	* News.txt (1.66), quantlib.el (1.15),
	ql/TermStructures/flatforward.hpp (1.52),
	test-suite/digitaloption.cpp (1.48):

	FlatForward can now take compounded rates

2005-02-12 17:46  Luigi Ballabio

	* ql/Math/bicubicsplineinterpolation.hpp (1.22),
	ql/Math/bilinearinterpolation.hpp (1.27), ql/Math/cubicspline.hpp
	(1.58), ql/Math/linearinterpolation.hpp (1.32),
	ql/Math/loglinearinterpolation.hpp (1.32),
	ql/TermStructures/discountcurve.hpp (1.42),
	ql/Volatilities/blackvariancecurve.cpp (1.19),
	ql/Volatilities/blackvariancecurve.hpp (1.38),
	ql/Volatilities/blackvariancesurface.cpp (1.19),
	ql/Volatilities/blackvariancesurface.hpp (1.39),
	ql/Volatilities/capflatvolvector.hpp (1.26),
	ql/Volatilities/swaptionvolmatrix.hpp (1.29),
	test-suite/compoundforward.cpp (1.31):

	Replaced interpolation traits by interpolator objects

2005-02-11 13:02  Luigi Ballabio

	* dev_tools/check_all_headers.sh (1.1), dev_tools/check_header.py
	(1.1), ql/payoff.hpp (1.12),
	ql/FiniteDifferences/shoutcondition.hpp (1.25),
	ql/Math/comparison.hpp (1.6), ql/Math/functional.hpp (1.6),
	ql/Math/interpolation.hpp (1.36), ql/Math/interpolation2D.hpp
	(1.26), ql/Math/kronrodintegral.hpp (1.16),
	ql/Math/multicubicspline.hpp (1.8),
	ql/MonteCarlo/brownianbridge.hpp (1.25),
	ql/Optimization/criteria.hpp (1.21), ql/Patterns/composite.hpp
	(1.8), ql/PricingEngines/Forward/forwardengine.hpp (1.22),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.15),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.16),
	ql/RandomNumbers/randomizedlds.hpp (1.9),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.13),
	ql/ShortRateModels/parameter.hpp (1.24),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.34),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.35),
	ql/Utilities/steppingiterator.hpp (1.19), ql/Utilities/strings.hpp
	(1.2), ql/Volatilities/capletconstantvol.hpp (1.9):

	Enforced self-sufficient headers

2005-02-10 16:34  Luigi Ballabio

	* ql/Makefile.am (1.74), ql/argsandresults.hpp (1.18),
	ql/capvolstructures.hpp (1.16), ql/core.hpp (1.12),
	ql/exchangerate.hpp (1.5), ql/handle.hpp (1.23), ql/instrument.hpp
	(1.37), ql/interestrate.cpp (1.17), ql/quote.hpp (1.6),
	ql/schedule.cpp (1.6), ql/schedule.hpp (1.4), ql/solver1d.hpp
	(1.32), ql/stochasticprocess.hpp (1.21),
	ql/swaptionvolstructure.hpp (1.16), ql/termstructure.hpp (1.63),
	ql/voltermstructure.hpp (1.35), ql/yieldtermstructure.hpp (1.1),
	ql/CashFlows/Makefile.am (1.15), ql/CashFlows/all.hpp (1.2),
	ql/CashFlows/cashflowvectors.cpp (1.41),
	ql/CashFlows/floatingratecoupon.hpp (1.36),
	ql/CashFlows/indexedcashflowvectors.hpp (1.1),
	ql/CashFlows/timebasket.hpp (1.8),
	ql/FiniteDifferences/boundarycondition.hpp (1.16),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.33),
	ql/Indexes/xibor.hpp (1.38), ql/Instruments/bond.hpp (1.7),
	ql/Instruments/capfloor.hpp (1.54),
	ql/Instruments/floatingratebond.cpp (1.2), ql/Instruments/swap.hpp
	(1.33), ql/Math/array.hpp (1.18),
	ql/Math/bivariatenormaldistribution.hpp (1.10),
	ql/Math/cubicspline.hpp (1.57), ql/Math/generalstatistics.cpp
	(1.17), ql/Math/generalstatistics.hpp (1.19),
	ql/Math/incrementalstatistics.cpp (1.16),
	ql/Math/incrementalstatistics.hpp (1.14), ql/Math/interpolation.hpp
	(1.35), ql/Math/interpolation2D.hpp (1.25),
	ql/Math/kronrodintegral.hpp (1.15), ql/Math/multicubicspline.hpp
	(1.7), ql/Math/normaldistribution.hpp (1.33),
	ql/Math/poissondistribution.hpp (1.12), ql/Math/pseudosqrt.cpp
	(1.12), ql/Math/trapezoidintegral.hpp (1.11),
	ql/MonteCarlo/pathpricer.hpp (1.24), ql/Pricers/mcpricer.hpp
	(1.36), ql/PricingEngines/blackmodel.hpp (1.10),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.35),
	ql/RandomNumbers/randomizedlds.hpp (1.8),
	ql/RandomNumbers/sobolrsg.cpp (1.40),
	ql/ShortRateModels/parameter.hpp (1.23),
	ql/TermStructures/discountcurve.hpp (1.41),
	ql/TermStructures/flatforward.hpp (1.51),
	ql/TermStructures/forwardstructure.hpp (1.8),
	ql/TermStructures/impliedtermstructure.hpp (1.29),
	ql/TermStructures/zeroyieldstructure.hpp (1.7),
	ql/Utilities/Makefile.am (1.13), ql/Utilities/all.hpp (1.5),
	ql/Utilities/dataformatters.hpp (1.3), ql/Utilities/dataparsers.cpp
	(1.1), ql/Utilities/dataparsers.hpp (1.1),
	ql/Utilities/disposable.hpp (1.1), ql/Utilities/null.hpp (1.1),
	ql/Volatilities/capletconstantvol.hpp (1.8),
	ql/Volatilities/localvolsurface.hpp (1.27), test-suite/bonds.cpp
	(1.11), test-suite/calendars.cpp (1.23), test-suite/capfloor.cpp
	(1.46), test-suite/dates.cpp (1.14), test-suite/daycounters.cpp
	(1.17), test-suite/distributions.cpp (1.25),
	test-suite/factorial.cpp (1.19), test-suite/interestrates.cpp
	(1.17), test-suite/interpolations.cpp (1.25),
	test-suite/mersennetwister.cpp (1.18),
	test-suite/piecewiseflatforward.cpp (1.32), test-suite/rounding.cpp
	(1.5), test-suite/swap.cpp (1.39), test-suite/termstructures.cpp
	(1.37), test-suite/utilities.hpp (1.23), ql/termstructure.hpp
	(1.64):

	Renamed headers of renamed classes (and wished that Sourceforge
	provided Subversion support)

2005-02-10 11:04  Luigi Ballabio

	* ql/Instruments/: floatingratebond.cpp (1.1), floatingratebond.hpp
	(1.1):

	Added zero-coupon and floating-rate bonds

2005-02-10 10:56  Luigi Ballabio

	* News.txt (1.65), ql/Instruments/Makefile.am (1.28),
	ql/Instruments/all.hpp (1.10), ql/Instruments/fixedcouponbond.cpp
	(1.6), ql/Instruments/fixedcouponbond.hpp (1.5),
	ql/Instruments/zerocouponbond.cpp (1.1),
	ql/Instruments/zerocouponbond.hpp (1.1), test-suite/bonds.cpp
	(1.10), test-suite/bonds.hpp (1.5):

	Added zero-coupon and floating-rate bonds

2005-02-09 15:49  Luigi Ballabio

	* ql/Instruments/fixedcouponbond.cpp (1.5),
	ql/Instruments/fixedcouponbond.hpp (1.4), test-suite/bonds.cpp
	(1.9):

	Allowed different rates for coupons

2005-02-09 15:13  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.93):

	More human-readable timing

2005-02-09 13:13  Luigi Ballabio

	* ql/Instruments/bond.cpp (1.8), ql/Instruments/bond.hpp (1.6),
	ql/Instruments/fixedcouponbond.cpp (1.4),
	ql/Instruments/fixedcouponbond.hpp (1.3), test-suite/bonds.cpp
	(1.8), test-suite/bonds.hpp (1.4):

	Added theoretical bond price calculation

2005-02-08 18:04  Luigi Ballabio

	* ql/Instruments/bond.cpp (1.7), ql/Instruments/bond.hpp (1.5),
	test-suite/bonds.cpp (1.7):

	Bond yield/price calculations can be performed with different
	compounding rules

2005-02-08 15:52  Ferdinando Ametrano

	* QuantLib.vcproj (1.51), ql/Utilities/tracing.hpp (1.7),
	test-suite/testsuite.vcproj (1.30):

	VC7 catching up

2005-02-08 12:58  Ferdinando Ametrano

	* QuantLib.dsp (1.258), ql/makefile.mak (1.69),
	ql/Calendars/makefile.mak (1.30), ql/CashFlows/makefile.mak (1.24),
	ql/PricingEngines/Vanilla/makefile.mak (1.15),
	ql/TermStructures/makefile.mak (1.25), ql/Utilities/makefile.mak
	(1.2), test-suite/testsuite.dsp (1.49):

	VC6/Borland catching up

2005-02-07 15:19  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.66):

	fix (thanks to Philip Craig)

2005-02-06 14:53  Luigi Ballabio

	* Docs/Examples/tracing_example.cpp (1.2), ql/Utilities/tracing.cpp
	(1.2), ql/Utilities/tracing.hpp (1.6), test-suite/tracing.cpp
	(1.4):

	Simplified tracing

2005-02-05 17:40  Luigi Ballabio

	* News.txt (1.64), ql/TermStructures/Makefile.am (1.19),
	ql/TermStructures/discountcurve.hpp (1.40):

	Interpolated discount curve with default log-linear instantiation

2005-02-04 13:23  Luigi Ballabio

	* News.txt (1.63), ql/date.cpp (1.46), ql/date.hpp (1.46),
	ql/Utilities/all.hpp (1.4):

	More manipulators

2005-02-04 10:07  Luigi Ballabio

	* configure.ac (1.62), ql/userconfig.hpp (1.16):

	line number in errors must be explicitly enabled

2005-02-03 14:51  Luigi Ballabio

	* Contributors.txt (1.26), Docs/pages/authors.docs (1.32),
	ql/PricingEngines/Vanilla/Makefile.am (1.15),
	ql/PricingEngines/Vanilla/all.hpp (1.5),
	ql/PricingEngines/Vanilla/fdeuropeanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/fdeuropeanengine.hpp (1.1),
	test-suite/europeanoption.cpp (1.86), test-suite/europeanoption.hpp
	(1.18):

	FD European engine added (thanks to Joseph Wang)

2005-02-03 11:41  Luigi Ballabio

	* ql/: date.cpp (1.45), date.hpp (1.45),
	Utilities/dataformatters.hpp (1.2):

	Fixes for old compilers

2005-02-03 09:28  Luigi Ballabio

	* Docs/Examples/tracing_example.cpp (1.1), ql/Utilities/tracing.hpp
	(1.4):

	More tracing macros

2005-02-02 17:06  Luigi Ballabio

	* ql/FiniteDifferences/: finitedifferencemodel.hpp (1.32),
	mixedscheme.hpp (1.18):

	Improved type encapsulation (thanks to Joseph Wang)

2005-02-02 16:25  Luigi Ballabio

	* Docs/quantlibfooteronline.html (1.7):

	New sf logo address

2005-02-02 14:21  Luigi Ballabio

	* ql/currency.hpp (1.28), test-suite/americanoption.cpp (1.32),
	test-suite/barrieroption.cpp (1.46), test-suite/basketoption.cpp
	(1.40), test-suite/cliquetoption.cpp (1.23),
	test-suite/covariance.cpp (1.28), test-suite/digitaloption.cpp
	(1.47), test-suite/europeanoption.cpp (1.85),
	test-suite/exchangerate.cpp (1.3), test-suite/forwardoption.cpp
	(1.20), test-suite/interestrates.cpp (1.16),
	test-suite/jumpdiffusion.cpp (1.35), test-suite/matrices.cpp
	(1.30), test-suite/money.cpp (1.3), test-suite/old_pricers.cpp
	(1.69), test-suite/quantooption.cpp (1.22):

	Replaced remaining formatters

2005-02-01 18:51  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.62), ql/currency.cpp (1.4),
	ql/currency.hpp (1.26), ql/date.cpp (1.43), ql/date.hpp (1.43),
	ql/interestrate.cpp (1.14), ql/interestrate.hpp (1.14),
	ql/schedule.cpp (1.5), ql/termstructure.hpp (1.62),
	ql/voltermstructure.cpp (1.25), ql/CashFlows/parcoupon.cpp (1.20),
	ql/CashFlows/shortfloatingcoupon.cpp (1.21),
	ql/CashFlows/shortindexedcoupon.hpp (1.15),
	ql/Currencies/exchangeratemanager.cpp (1.7),
	ql/DayCounters/actualactual.cpp (1.33), ql/Indexes/xibor.cpp
	(1.26), ql/Instruments/dividendvanillaoption.cpp (1.6),
	ql/Math/array.hpp (1.15), ql/Math/matrix.hpp (1.39),
	ql/TermStructures/piecewiseflatforward.cpp (1.59),
	ql/Utilities/Makefile.am (1.12), test-suite/americanoption.cpp
	(1.31), test-suite/asianoptions.cpp (1.48),
	test-suite/barrieroption.cpp (1.45), test-suite/basketoption.cpp
	(1.39), test-suite/bonds.cpp (1.6), test-suite/calendars.cpp
	(1.22), test-suite/cliquetoption.cpp (1.22), test-suite/dates.cpp
	(1.13), test-suite/daycounters.cpp (1.16),
	test-suite/digitaloption.cpp (1.46), test-suite/europeanoption.cpp
	(1.84), test-suite/forwardoption.cpp (1.19),
	test-suite/jumpdiffusion.cpp (1.34), test-suite/quantooption.cpp
	(1.21), test-suite/swaption.cpp (1.38):

	Replaced more formatters

2005-02-01 12:22  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.70),
	Examples/Swap/swapvaluation.cpp (1.61),
	functions/ql/Functions/mathf.hpp (1.4), ql/Makefile.am (1.73),
	ql/core.hpp (1.11), ql/interestrate.cpp (1.13),
	ql/Instruments/dividendvanillaoption.cpp (1.5), ql/Math/array.hpp
	(1.14), ql/Math/matrix.hpp (1.38), ql/MonteCarlo/brownianbridge.hpp
	(1.24), ql/MonteCarlo/getcovariance.hpp (1.24),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.31),
	ql/RandomNumbers/sobolrsg.cpp (1.39), ql/Utilities/Makefile.am
	(1.11), ql/Utilities/all.hpp (1.3), ql/Utilities/dataformatters.cpp
	(1.1), ql/Utilities/dataformatters.hpp (1.1),
	test-suite/americanoption.cpp (1.30), test-suite/asianoptions.cpp
	(1.47), test-suite/barrieroption.cpp (1.44),
	test-suite/basketoption.cpp (1.38), test-suite/bonds.cpp (1.5),
	test-suite/capfloor.cpp (1.45), test-suite/cliquetoption.cpp
	(1.21), test-suite/compoundforward.cpp (1.30),
	test-suite/digitaloption.cpp (1.45), test-suite/europeanoption.cpp
	(1.83), test-suite/forwardoption.cpp (1.18),
	test-suite/interestrates.cpp (1.15), test-suite/jumpdiffusion.cpp
	(1.33), test-suite/lowdiscrepancysequences.cpp (1.71),
	test-suite/old_pricers.cpp (1.68),
	test-suite/piecewiseflatforward.cpp (1.31),
	test-suite/quantooption.cpp (1.20), test-suite/stats.cpp (1.27),
	test-suite/swap.cpp (1.38), test-suite/swaption.cpp (1.37),
	test-suite/termstructures.cpp (1.36):

	More formatters replaced

2005-01-27 20:05  Eric Ehlers

	* Docs/pages/install.docs (1.14):

	fix broken link

2005-01-26 18:41  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.69),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.50),
	Examples/Swap/swapvaluation.cpp (1.60), ql/Makefile.am (1.72),
	ql/core.hpp (1.10), ql/date.cpp (1.42), ql/interestrate.cpp (1.12),
	ql/schedule.cpp (1.4), ql/solver1d.hpp (1.31), ql/termstructure.hpp
	(1.61), ql/voltermstructure.cpp (1.24), ql/voltermstructure.hpp
	(1.34), ql/FiniteDifferences/tridiagonaloperator.cpp (1.32),
	ql/Indexes/xibor.cpp (1.25), ql/Instruments/asianoption.cpp (1.21),
	ql/Instruments/barrieroption.cpp (1.32),
	ql/Instruments/capfloor.cpp (1.63), ql/Math/array.hpp (1.13),
	ql/Math/binomialdistribution.hpp (1.9),
	ql/Math/bivariatenormaldistribution.hpp (1.9),
	ql/Math/gaussianstatistics.hpp (1.26),
	ql/Math/generalstatistics.cpp (1.16),
	ql/Math/incrementalstatistics.cpp (1.15),
	ql/Math/incrementalstatistics.hpp (1.13), ql/Math/interpolation.hpp
	(1.34), ql/Math/interpolation2D.hpp (1.24),
	ql/Math/kronrodintegral.hpp (1.14), ql/Math/multicubicspline.hpp
	(1.6), ql/Math/normaldistribution.cpp (1.29),
	ql/Math/normaldistribution.hpp (1.32),
	ql/Math/poissondistribution.hpp (1.11), ql/Math/pseudosqrt.cpp
	(1.11), ql/Math/riskstatistics.hpp (1.20),
	ql/MonteCarlo/brownianbridge.hpp (1.23),
	ql/MonteCarlo/getcovariance.cpp (1.15),
	ql/MonteCarlo/getcovariance.hpp (1.23),
	ql/MonteCarlo/multipathgenerator.hpp (1.55),
	ql/MonteCarlo/pathgenerator.hpp (1.63), ql/Pricers/mchimalaya.cpp
	(1.47), ql/Pricers/mcmaxbasket.cpp (1.43), ql/Pricers/mcpagoda.cpp
	(1.46), ql/Pricers/mcpricer.hpp (1.35),
	ql/Pricers/singleassetoption.cpp (1.31),
	ql/PricingEngines/blackformula.cpp (1.10),
	ql/PricingEngines/mcsimulation.hpp (1.14),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.10),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.30),
	ql/RandomNumbers/randomizedlds.hpp (1.7),
	ql/RandomNumbers/sobolrsg.cpp (1.38),
	ql/ShortRateModels/parameter.hpp (1.22), ql/Solvers1D/bisection.hpp
	(1.20), ql/Solvers1D/brent.hpp (1.20),
	ql/Solvers1D/falseposition.hpp (1.19), ql/Solvers1D/newton.hpp
	(1.21), ql/Solvers1D/newtonsafe.hpp (1.21), ql/Solvers1D/ridder.hpp
	(1.20), ql/Solvers1D/secant.hpp (1.20),
	ql/TermStructures/compoundforward.hpp (1.43),
	ql/TermStructures/extendeddiscountcurve.hpp (1.25),
	ql/Volatilities/localvolsurface.cpp (1.20),
	test-suite/americanoption.cpp (1.29), test-suite/asianoptions.cpp
	(1.46), test-suite/barrieroption.cpp (1.43),
	test-suite/basketoption.cpp (1.37), test-suite/bonds.cpp (1.4),
	test-suite/calendars.cpp (1.21), test-suite/capfloor.cpp (1.44),
	test-suite/cliquetoption.cpp (1.20), test-suite/compoundforward.cpp
	(1.29), test-suite/covariance.cpp (1.27), test-suite/dates.cpp
	(1.12), test-suite/daycounters.cpp (1.15),
	test-suite/digitaloption.cpp (1.44), test-suite/distributions.cpp
	(1.24), test-suite/europeanoption.cpp (1.82),
	test-suite/factorial.cpp (1.18), test-suite/forwardoption.cpp
	(1.17), test-suite/integrals.cpp (1.12),
	test-suite/interestrates.cpp (1.14), test-suite/interpolations.cpp
	(1.24), test-suite/jumpdiffusion.cpp (1.32),
	test-suite/lowdiscrepancysequences.cpp (1.70),
	test-suite/matrices.cpp (1.29), test-suite/mersennetwister.cpp
	(1.17), test-suite/old_pricers.cpp (1.67), test-suite/operators.cpp
	(1.12), test-suite/piecewiseflatforward.cpp (1.30),
	test-suite/quantooption.cpp (1.19), test-suite/quotes.cpp (1.8),
	test-suite/riskstats.cpp (1.39), test-suite/rngtraits.cpp (1.3),
	test-suite/rounding.cpp (1.4), test-suite/solvers.cpp (1.13),
	test-suite/stats.cpp (1.26), test-suite/swap.cpp (1.37),
	test-suite/swaption.cpp (1.36), test-suite/termstructures.cpp
	(1.35):

	Started to replace formatters with stream manipulators

2005-01-24 17:03  Luigi Ballabio

	* ql/Makefile.am (1.71), ql/settings.hpp (1.9),
	ql/Utilities/.cvsignore (1.3), ql/Utilities/Makefile.am (1.10),
	ql/Utilities/makefile.mak (1.1), ql/Utilities/tracing.cpp (1.1),
	ql/Utilities/tracing.hpp (1.3), test-suite/tracing.cpp (1.3):

	Moved tracing interface to a less visible place

2005-01-24 16:54  Luigi Ballabio

	* ql/RandomNumbers/sobolrsg.cpp (1.37):

	Removed unneeded #include

2005-01-24 14:33  Luigi Ballabio

	* ql/: errors.cpp (1.10), errors.hpp (1.22):

	Allowed QL_REQUIRE(cond, x << y << z) syntax

2005-01-23 19:27  Ferdinando Ametrano

	* ql/makefile.mak (1.68), ql/Calendars/unitedstates.hpp (1.6),
	test-suite/makefile.mak (1.52):

	Borland catching up

2005-01-23 19:21  Ferdinando Ametrano

	* ql/Calendars/unitedstates.cpp (1.5),
	ql/Calendars/unitedstates.hpp (1.5), test-suite/calendars.cpp
	(1.20):

	NYSE holiday rule fixed, and special closings added.  Thanks to
	Hasmet Akgun

2005-01-23 19:12  Ferdinando Ametrano

	* ql/date.hpp (1.42):

	short names allowed

2005-01-20 14:41  Luigi Ballabio

	* ql/Utilities/tracing.hpp (1.2), test-suite/tracing.cpp (1.2):

	Modified tracing levels

2005-01-20 14:18  Luigi Ballabio

	* test-suite/: old_pricers.cpp (1.66), old_pricers.hpp (1.15):

	Added test for FD American options with dividends (thanks to Joseph
	Wang)

2005-01-19 18:10  Luigi Ballabio

	* News.txt (1.62), configure.ac (1.61), Docs/pages/config.docs
	(1.3), ql/Makefile.am (1.70), ql/settings.hpp (1.8),
	ql/userconfig.hpp (1.15), ql/Utilities/Makefile.am (1.9),
	ql/Utilities/tracing.hpp (1.1), test-suite/Makefile.am (1.46),
	test-suite/quantlibtestsuite.cpp (1.92), test-suite/tracing.cpp
	(1.1), test-suite/tracing.hpp (1.1):

	First try at tracing facility

2005-01-18 16:50  Luigi Ballabio

	* ql/: settings.hpp (1.7), Currencies/exchangeratemanager.cpp
	(1.6), Currencies/exchangeratemanager.hpp (1.5),
	Patterns/singleton.hpp (1.6), RandomNumbers/seedgenerator.cpp
	(1.5):

	Removed explicit initialization method from singletons

2005-01-17 20:01  Ferdinando Ametrano

	* QuantLib.nsi (1.109):

	VC8 link

2005-01-17 19:35  Ferdinando Ametrano

	* QuantLib.nsi (1.108):

	more specific

2005-01-14 20:42  Ferdinando Ametrano

	* Makefile.am (1.94), Examples/BermudanSwaption/Makefile.am (1.11),
	Examples/DiscreteHedging/Makefile.am (1.18),
	Examples/Swap/Makefile.am (1.13),
	functions/ql/Functions/Makefile.am (1.7), test-suite/Makefile.am
	(1.45):

	distributing VC8 project files too

2005-01-14 17:09  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.68),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.4),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.5):

	Re-enabled volatility print-out for Darwin (thanks to Aurelien
	Chanudet)

2005-01-14 16:37  Luigi Ballabio

	* ql/discretizedasset.cpp (1.10):

	Bug fix

2005-01-12 12:49  Luigi Ballabio

	* ql/: option.hpp (1.34), solver1d.hpp (1.30),
	FiniteDifferences/mixedscheme.hpp (1.17), Instruments/bond.hpp
	(1.3), Instruments/capfloor.hpp (1.53),
	Instruments/cliquetoption.hpp (1.15), Instruments/swaption.hpp
	(1.44), Math/pseudosqrt.hpp (1.7),
	PricingEngines/Asian/analytic_cont_geom_av_price.hpp (1.4),
	PricingEngines/Asian/analytic_discr_geom_av_price.hpp (1.4),
	PricingEngines/Cliquet/analyticcliquetengine.hpp (1.4),
	PricingEngines/Forward/forwardengine.hpp (1.21),
	PricingEngines/Forward/forwardperformanceengine.hpp (1.14),
	PricingEngines/Quanto/quantoengine.hpp (1.15),
	PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.5),
	PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.5),
	PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.11),
	RandomNumbers/haltonrsg.hpp (1.14), RandomNumbers/sobolrsg.hpp
	(1.24), TermStructures/compoundforward.hpp (1.42),
	TermStructures/forwardspreadedtermstructure.hpp (1.33),
	TermStructures/impliedtermstructure.hpp (1.28),
	TermStructures/piecewiseflatforward.hpp (1.49),
	TermStructures/zerospreadedtermstructure.hpp (1.34):

	Docs formatting

2005-01-12 11:21  Ferdinando Ametrano

	* ql/Math/multicubicspline.hpp (1.5):

	doc formatting

2005-01-12 11:21  Ferdinando Ametrano

	* QuantLib.nsi (1.107):

	installer new name

2005-01-11 20:09  Ferdinando Ametrano

	* .cvsignore (1.13), QuantLib.dsp (1.257), QuantLib.vcproj (1.50),
	QuantLib_vc8.sln (1.1), QuantLib_vc8.vcproj (1.1),
	Examples/BermudanSwaption/.cvsignore (1.15),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.18),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.12),
	Examples/BermudanSwaption/BermudanSwaption_vc8.vcproj (1.1),
	Examples/DiscreteHedging/.cvsignore (1.15),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.20),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.12),
	Examples/DiscreteHedging/DiscreteHedging_vc8.vcproj (1.1),
	Examples/Swap/.cvsignore (1.15), Examples/Swap/Swap.dsp (1.19),
	Examples/Swap/Swap.vcproj (1.12), Examples/Swap/Swap_vc8.vcproj
	(1.1), functions/ql/Functions/.cvsignore (1.6),
	functions/ql/Functions/QuantLibFunctions.dsp (1.12),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.13),
	functions/ql/Functions/QuantLibFunctions_vc8.vcproj (1.1),
	ql/config.msvc.hpp (1.65), test-suite/.cvsignore (1.20),
	test-suite/testsuite.dsp (1.48), test-suite/testsuite.vcproj
	(1.29), test-suite/testsuite_vc8.vcproj (1.1):

	VC8 early support

2005-01-11 18:27  Ferdinando Ametrano

	* QuantLib.vcproj (1.49), ql/config.msvc.hpp (1.64),
	test-suite/testsuite.vcproj (1.28):

	NOMINMAX handling

2005-01-11 13:10  Ferdinando Ametrano

	* ql/Math/matrix.hpp (1.37):

	fix

2005-01-10 20:56  Ferdinando Ametrano

	* Examples/BermudanSwaption/.cvsignore (1.13),
	Examples/DiscreteHedging/.cvsignore (1.13),
	Examples/Swap/.cvsignore (1.13), test-suite/makefile.mak (1.51):

	no message

2005-01-10 20:52  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.dsp (1.17),
	DiscreteHedging/DiscreteHedging.dsp (1.19), Swap/Swap.dsp (1.18):

	all the binaries in the same folder

2005-01-10 20:45  Ferdinando Ametrano

	* Examples/: BermudanSwaption/.cvsignore (1.12),
	BermudanSwaption/BermudanSwaption.vcproj (1.11),
	BermudanSwaption/makefile.mak (1.19), DiscreteHedging/.cvsignore
	(1.12), DiscreteHedging/DiscreteHedging.vcproj (1.11),
	DiscreteHedging/makefile.mak (1.22), Swap/.cvsignore (1.12),
	Swap/Swap.vcproj (1.11), Swap/makefile.mak (1.22):

	all the binaries in the same folder

2005-01-10 19:56  Ferdinando Ametrano

	* QuantLib.dsp (1.256), QuantLib.vcproj (1.48),
	Docs/pages/usage.docs (1.18),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.16),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.10),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.18),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.10),
	Examples/Swap/Swap.dsp (1.17), Examples/Swap/Swap.vcproj (1.10),
	functions/ql/Functions/QuantLibFunctions.dsp (1.11),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.12),
	ql/config.msvc.hpp (1.63), test-suite/testsuite.dsp (1.47),
	test-suite/testsuite.vcproj (1.27):

	NOMINMAX preprocessor define removed

2005-01-10 19:46  Ferdinando Ametrano

	* Examples/: BermudanSwaption/.cvsignore (1.11),
	BermudanSwaption/BermudanSwaption.dev (1.1),
	DiscreteHedging/.cvsignore (1.11),
	DiscreteHedging/DiscreteHedging.dev (1.1), Swap/.cvsignore (1.11),
	Swap/Swap.dev (1.1):

	added Dev-C++ project files.  Some investigation is needed: a)
	DiscreteHedging, BermudanSwaption, and Swap have many compilation
	warnings b) BermudanSwaption fails compilation c) Swap executable
	crashes

2005-01-10 19:27  Ferdinando Ametrano

	* ql/Pricers/singleassetoption.hpp (1.35):

	fix

2005-01-10 15:47  Luigi Ballabio

	* News.txt (1.61), ql/TermStructures/discountcurve.hpp (1.39):

	DiscountCurve with settable interpolation

2005-01-10 14:49  Ferdinando Ametrano

	* makefile.mak (1.60), Docs/makefile.mak (1.39),
	functions/ql/Functions/makefile.mak (1.7), ql/makefile.mak (1.67),
	test-suite/makefile.mak (1.50):

	Borland version handling improved

2005-01-10 14:41  Ferdinando Ametrano

	* Docs/: .cvsignore (1.7), README.txt (1.27), makefile.mak (1.38),
	quantlib.doxy (1.94):

	more fixes for Win32

2005-01-10 12:54  Luigi Ballabio

	* Docs/Makefile.am (1.74):

	Didn't work

2005-01-07 19:09  Ferdinando Ametrano

	* Docs/: .cvsignore (1.6), Makefile.am (1.73), makefile.mak (1.37),
	quantlib.doxy (1.93):

	doc generation makefiles refactored to allow more modularity and
	Win32 generation.

	Luigi: please check that makefile.am is still working ;-) I edited
	it but I couldn't test it

2005-01-07 18:20  Ferdinando Ametrano

	* QuantLib.nsi (1.106), Readme.txt (1.25), makefile.mak (1.59):

	updated

2005-01-05 12:42  Ferdinando Ametrano

	* QuantLib.dsp (1.255):

	catching up

2005-01-05 12:04  Ferdinando Ametrano

	* QuantLib.vcproj (1.47):

	catching up

2005-01-04 18:27  Luigi Ballabio

	* Docs/: quantlibheader.html (1.28), pages/faq.docs (1.12):

	Moved developer intro to ql-site

2005-01-03 13:31  Luigi Ballabio

	* Docs/: quantlib.css (1.12), quantlib.doxy (1.92):

	Upgraded to Doxygen 1.4.0

2004-12-31 09:08  Luigi Ballabio

	* configure.ac (1.60), ql/config.ansi.hpp (1.33), ql/config.bcc.hpp
	(1.34), ql/config.mingw.hpp (1.6), ql/config.msvc.hpp (1.62),
	ql/config.mwcw.hpp (1.30), ql/discretizedasset.hpp (1.17),
	ql/qldefines.hpp (1.92), ql/solver1d.hpp (1.29),
	ql/voltermstructure.cpp (1.23), ql/CashFlows/fixedratecoupon.hpp
	(1.25), ql/CashFlows/floatingratecoupon.hpp (1.35),
	ql/Currencies/exchangeratemanager.cpp (1.5),
	ql/DayCounters/thirty360.cpp (1.21),
	ql/FiniteDifferences/americancondition.hpp (1.27),
	ql/FiniteDifferences/shoutcondition.hpp (1.24),
	ql/Instruments/bond.cpp (1.4), ql/Instruments/capfloor.cpp (1.62),
	ql/Instruments/payoffs.hpp (1.15), ql/Instruments/swap.cpp (1.38),
	ql/Math/bivariatenormaldistribution.cpp (1.11),
	ql/Math/choleskydecomposition.cpp (1.7), ql/Math/cubicspline.hpp
	(1.56), ql/Math/discrepancystatistics.cpp (1.10),
	ql/Math/discrepancystatistics.hpp (1.15),
	ql/Math/gaussianstatistics.hpp (1.25),
	ql/Math/incrementalstatistics.cpp (1.14), ql/Math/matrix.hpp
	(1.36), ql/Math/pseudosqrt.cpp (1.10), ql/Math/riskstatistics.hpp
	(1.19), ql/Math/svd.cpp (1.11), ql/Pricers/mccliquetoption.cpp
	(1.35), ql/Pricers/mceverest.cpp (1.43), ql/Pricers/mchimalaya.cpp
	(1.46), ql/Pricers/mcmaxbasket.cpp (1.42), ql/Pricers/mcpagoda.cpp
	(1.45), ql/Pricers/mcpricer.hpp (1.34),
	ql/PricingEngines/blackmodel.hpp (1.9),
	ql/PricingEngines/mcsimulation.hpp (1.13),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.30),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.3),
	ql/PricingEngines/CapFloor/discretizedcapfloor.cpp (1.6),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.10),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.6),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.20),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.9),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.29),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.34),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.36),
	ql/RandomNumbers/sobolrsg.cpp (1.36),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.26),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.29), ql/TermStructures/drifttermstructure.hpp (1.20),
	ql/TermStructures/quantotermstructure.hpp (1.23),
	ql/TermStructures/ratehelpers.cpp (1.58),
	ql/Volatilities/localvolsurface.cpp (1.19),
	test-suite/calendars.cpp (1.19),
	test-suite/lowdiscrepancysequences.cpp (1.69),
	test-suite/old_pricers.cpp (1.65), test-suite/riskstats.cpp (1.38):

	removed two more macros

2004-12-30 16:40  Luigi Ballabio

	* configure.ac (1.59), ql/config.ansi.hpp (1.32), ql/config.bcc.hpp
	(1.33), ql/config.mingw.hpp (1.5), ql/config.msvc.hpp (1.61),
	ql/config.mwcw.hpp (1.29), ql/date.cpp (1.41), ql/qldefines.hpp
	(1.91), ql/types.hpp (1.18), ql/RandomNumbers/seedgenerator.cpp
	(1.4):

	Removed a few more macros

2004-12-30 12:44  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.49),
	Examples/Swap/swapvaluation.cpp (1.59), ql/interestrate.cpp (1.11),
	ql/solver1d.hpp (1.28), ql/stochasticprocess.cpp (1.12),
	ql/voltermstructure.cpp (1.22), ql/voltermstructure.hpp (1.33),
	ql/FiniteDifferences/shoutcondition.hpp (1.23),
	ql/Instruments/bond.cpp (1.3), ql/Instruments/swaption.cpp (1.49),
	ql/Lattices/binomialtree.cpp (1.27), ql/Lattices/trinomialtree.cpp
	(1.23), ql/Math/array.hpp (1.12), ql/Math/beta.cpp (1.7),
	ql/Math/beta.hpp (1.4), ql/Math/binomialdistribution.hpp (1.8),
	ql/Math/bivariatenormaldistribution.cpp (1.10),
	ql/Math/chisquaredistribution.cpp (1.14),
	ql/Math/choleskydecomposition.cpp (1.6), ql/Math/comparison.hpp
	(1.5), ql/Math/cubicspline.hpp (1.55),
	ql/Math/discrepancystatistics.cpp (1.9),
	ql/Math/discrepancystatistics.hpp (1.14), ql/Math/errorfunction.cpp
	(1.8), ql/Math/factorial.cpp (1.6), ql/Math/gammadistribution.cpp
	(1.14), ql/Math/gaussianstatistics.hpp (1.24),
	ql/Math/generalstatistics.hpp (1.18), ql/Math/incompletegamma.cpp
	(1.6), ql/Math/incrementalstatistics.hpp (1.12),
	ql/Math/kronrodintegral.hpp (1.13),
	ql/Math/loglinearinterpolation.hpp (1.31),
	ql/Math/normaldistribution.cpp (1.28),
	ql/Math/normaldistribution.hpp (1.31),
	ql/Math/poissondistribution.hpp (1.10), ql/Math/primenumbers.cpp
	(1.14), ql/Math/pseudosqrt.cpp (1.9), ql/Math/riskstatistics.hpp
	(1.18), ql/Math/rounding.cpp (1.5), ql/Math/sequencestatistics.hpp
	(1.28), ql/Math/simpsonintegral.hpp (1.10), ql/Math/svd.cpp (1.10),
	ql/Math/symmetricschurdecomposition.cpp (1.22),
	ql/Math/trapezoidintegral.hpp (1.10),
	ql/MonteCarlo/brownianbridge.hpp (1.22),
	ql/MonteCarlo/getcovariance.cpp (1.14),
	ql/MonteCarlo/getcovariance.hpp (1.22),
	ql/MonteCarlo/multipathgenerator.hpp (1.54),
	ql/MonteCarlo/pathgenerator.hpp (1.62),
	ql/Optimization/conjugategradient.cpp (1.23),
	ql/Optimization/criteria.hpp (1.20), ql/Optimization/simplex.cpp
	(1.13), ql/Optimization/steepestdescent.cpp (1.20),
	ql/Pricers/discretegeometricaso.cpp (1.19),
	ql/Pricers/mccliquetoption.cpp (1.34),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.38),
	ql/Pricers/mceverest.cpp (1.42), ql/Pricers/mchimalaya.cpp (1.45),
	ql/Pricers/mcmaxbasket.cpp (1.41), ql/Pricers/mcpagoda.cpp (1.44),
	ql/Pricers/mcperformanceoption.cpp (1.30),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.4),
	ql/PricingEngines/americanpayoffathit.cpp (1.4),
	ql/PricingEngines/blackformula.cpp (1.9),
	ql/PricingEngines/blackmodel.hpp (1.8),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.8),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.9),
	ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.9),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.cpp (1.3),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.8),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.19),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.10),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.28),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.8),
	ql/PricingEngines/Basket/stulzengine.cpp (1.19),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.9),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.2),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.19),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.19),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.9),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.28),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.7),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.11),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.35),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.16),
	ql/RandomNumbers/faurersg.cpp (1.5),
	ql/ShortRateModels/calibrationhelper.hpp (1.25),
	ql/ShortRateModels/model.cpp (1.24),
	ql/ShortRateModels/onefactormodel.hpp (1.19),
	ql/ShortRateModels/twofactormodel.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.19),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.25),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.24),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.28),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.26), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.24),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.25),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.13),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.25),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.29),
	ql/Solvers1D/bisection.hpp (1.19), ql/Solvers1D/brent.hpp (1.19),
	ql/Solvers1D/falseposition.hpp (1.18), ql/Solvers1D/newton.hpp
	(1.20), ql/Solvers1D/newtonsafe.hpp (1.20), ql/Solvers1D/ridder.hpp
	(1.19), ql/Solvers1D/secant.hpp (1.19),
	ql/TermStructures/extendeddiscountcurve.cpp (1.25),
	ql/TermStructures/flatforward.hpp (1.49),
	ql/TermStructures/forwardstructure.hpp (1.7),
	ql/TermStructures/piecewiseflatforward.cpp (1.58),
	ql/TermStructures/zeroyieldstructure.hpp (1.6),
	ql/Volatilities/localvolcurve.hpp (1.18),
	ql/Volatilities/localvolsurface.cpp (1.18),
	test-suite/americanoption.cpp (1.28), test-suite/asianoptions.cpp
	(1.45), test-suite/barrieroption.cpp (1.42),
	test-suite/basketoption.cpp (1.36), test-suite/bonds.cpp (1.3),
	test-suite/capfloor.cpp (1.43), test-suite/cliquetoption.cpp
	(1.19), test-suite/compoundforward.cpp (1.27),
	test-suite/covariance.cpp (1.26), test-suite/daycounters.cpp
	(1.14), test-suite/digitaloption.cpp (1.43),
	test-suite/distributions.cpp (1.23), test-suite/europeanoption.cpp
	(1.81), test-suite/factorial.cpp (1.17),
	test-suite/forwardoption.cpp (1.16), test-suite/integrals.cpp
	(1.11), test-suite/interestrates.cpp (1.13),
	test-suite/interpolations.cpp (1.23), test-suite/jumpdiffusion.cpp
	(1.31), test-suite/lowdiscrepancysequences.cpp (1.68),
	test-suite/matrices.cpp (1.28), test-suite/mersennetwister.cpp
	(1.16), test-suite/old_pricers.cpp (1.64),
	test-suite/piecewiseflatforward.cpp (1.29),
	test-suite/quantooption.cpp (1.18), test-suite/quotes.cpp (1.7),
	test-suite/riskstats.cpp (1.37), test-suite/rngtraits.cpp (1.2),
	test-suite/solvers.cpp (1.12), test-suite/stats.cpp (1.25),
	test-suite/swap.cpp (1.36), test-suite/swaption.cpp (1.35),
	test-suite/termstructures.cpp (1.34), test-suite/utilities.cpp
	(1.17), test-suite/utilities.hpp (1.22):

	removing macros

2004-12-29 13:13  Luigi Ballabio

	* ql/discretizedasset.cpp (1.9):

	Fix for VC6 'for' scope

2004-12-29 13:10  Luigi Ballabio

	* configure.ac (1.58), ql/config.ansi.hpp (1.31), ql/config.bcc.hpp
	(1.32), ql/config.mingw.hpp (1.4), ql/config.msvc.hpp (1.60),
	ql/config.mwcw.hpp (1.28), ql/qldefines.hpp (1.90):

	Using Boost to remove a few portability checks and macros

2004-12-28 16:20  Luigi Ballabio

	* ql/: errors.cpp (1.9), errors.hpp (1.21):

	Error class safe from terminate()

2004-12-16 16:17  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.8), exercise.cpp (1.12),
	exercise.hpp (1.32):

	Cosmetic changes and one better check

2004-12-13 12:49  Luigi Ballabio

	* ql/Math/: bicubicsplineinterpolation.hpp (1.21),
	bilinearinterpolation.hpp (1.26), cubicspline.hpp (1.54),
	interpolation.hpp (1.33), interpolation2D.hpp (1.23),
	linearinterpolation.hpp (1.31), loglinearinterpolation.hpp (1.30):

	Added manual method for updating interpolation when underlying data
	change

2004-12-09 12:46  Luigi Ballabio

	* QuantLib.dev (1.8):

	Merged 0.3.8 branch

2004-12-09 11:29  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions.vcproj (1.11):

	fix for Boost 1.32

2004-12-08 14:13  Luigi Ballabio

	* Announce.txt (1.2), Contributors.txt (1.25), LICENSE.TXT (1.19),
	Makefile.am (1.93), QuantLib.dsp (1.254), QuantLib.nsi (1.105),
	QuantLib.vcproj (1.46), Readme.txt (1.23), acinclude.m4 (1.16),
	autogen.sh (1.2), configure.ac (1.57), makefile.mak (1.58),
	Docs/Makefile.am (1.71), Docs/pages/authors.docs (1.31),
	Docs/pages/faq.docs (1.9), Docs/pages/history.docs (1.18),
	Docs/pages/install.docs (1.13), Docs/pages/overview.docs (1.18),
	Docs/pages/resources.docs (1.9), Docs/pages/usage.docs (1.17),
	dev_tools/windist (1.2),
	functions/ql/Functions/QuantLibFunctions.dsp (1.10),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.10),
	ql/calendar.hpp (1.45), ql/config.ansi.hpp (1.30),
	ql/config.bcc.hpp (1.31), ql/config.mingw.hpp (1.3),
	ql/config.msvc.hpp (1.59), ql/config.mwcw.hpp (1.27),
	ql/currency.hpp (1.25), ql/interestrate.cpp (1.10),
	ql/interestrate.hpp (1.13), ql/qldefines.hpp (1.89),
	ql/termstructure.hpp (1.60), ql/CashFlows/cashflowvectors.cpp
	(1.40), ql/CashFlows/indexedcoupon.hpp (1.19),
	ql/Instruments/Makefile.am (1.27), ql/Instruments/all.hpp (1.9),
	ql/Instruments/asianoption.hpp (1.21),
	ql/Instruments/basketoption.hpp (1.12), ql/Instruments/bond.cpp
	(1.2), ql/Instruments/bond.hpp (1.2),
	ql/Instruments/fixedcouponbond.cpp (1.2),
	ql/Instruments/fixedcouponbond.hpp (1.2),
	ql/Instruments/makefile.mak (1.36), ql/Math/array.hpp (1.11),
	ql/Math/bicubicsplineinterpolation.hpp (1.20),
	ql/Math/bilinearinterpolation.hpp (1.25), ql/Math/cubicspline.hpp
	(1.53), ql/Math/generalstatistics.hpp (1.17),
	ql/Math/incrementalstatistics.hpp (1.11), ql/Math/interpolation.hpp
	(1.32), ql/Math/interpolation2D.hpp (1.22),
	ql/Math/linearinterpolation.hpp (1.30),
	ql/Math/loglinearinterpolation.hpp (1.29), ql/Math/matrix.hpp
	(1.35), ql/Math/multicubicspline.hpp (1.4),
	ql/MonteCarlo/mctraits.hpp (1.14), ql/Optimization/armijo.cpp
	(1.20), ql/Optimization/armijo.hpp (1.20),
	ql/Pricers/mccliquetoption.hpp (1.23),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.26),
	ql/Pricers/mceverest.hpp (1.28), ql/Pricers/mcmaxbasket.hpp (1.28),
	ql/Pricers/mcpagoda.hpp (1.29), ql/Pricers/mcperformanceoption.hpp
	(1.21), ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp
	(1.8), ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp
	(1.3), ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.8),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.4),
	ql/RandomNumbers/faurersg.cpp (1.4),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.12),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.15),
	ql/RandomNumbers/randomizedlds.hpp (1.6),
	ql/RandomNumbers/sobolrsg.hpp (1.23), test-suite/.cvsignore (1.19),
	test-suite/Makefile.am (1.44), test-suite/asianoptions.cpp (1.44),
	test-suite/bonds.cpp (1.2), test-suite/bonds.hpp (1.2),
	test-suite/digitaloption.cpp (1.42), test-suite/interestrates.cpp
	(1.12), test-suite/makefile.mak (1.49),
	test-suite/mersennetwister.cpp (1.15),
	test-suite/quantlibtestsuite.cpp (1.91), test-suite/testsuite.dsp
	(1.46), test-suite/testsuite.vcproj (1.26):

	Merged 0.3.8 branch

2004-12-06 14:05  Ferdinando Ametrano

	* test-suite/distributions.cpp (1.22):

	test large values

2004-12-06 14:04  Ferdinando Ametrano

	* ql/Math/bivariatenormaldistribution.cpp (1.9):

	fix for large numbers

2004-11-19 18:59  Ferdinando Ametrano

	* dev_tools/windist (1.1):

	file windist was initially added on branch R000308f0-branch.

2004-11-19 11:32  Luigi Ballabio

	* Announce.txt (1.1):

	file Announce.txt was initially added on branch R000308f0-branch.

2004-11-08 11:20  Luigi Ballabio

	* autogen.sh (1.1):

	file autogen.sh was initially added on branch R000308f0-branch.

2004-11-08 09:31  Luigi Ballabio

	* ql/Instruments/bond.cpp (1.1):

	file bond.cpp was initially added on branch R000308f0-branch.

2004-11-08 09:31  Luigi Ballabio

	* ql/Instruments/bond.hpp (1.1):

	file bond.hpp was initially added on branch R000308f0-branch.

2004-11-08 09:31  Luigi Ballabio

	* test-suite/bonds.cpp (1.1):

	file bonds.cpp was initially added on branch R000308f0-branch.

2004-11-08 09:31  Luigi Ballabio

	* test-suite/bonds.hpp (1.1):

	file bonds.hpp was initially added on branch R000308f0-branch.

2004-11-08 09:31  Luigi Ballabio

	* ql/Instruments/fixedcouponbond.cpp (1.1):

	file fixedcouponbond.cpp was initially added on branch
	R000308f0-branch.

2004-11-08 09:31  Luigi Ballabio

	* ql/Instruments/fixedcouponbond.hpp (1.1):

	file fixedcouponbond.hpp was initially added on branch
	R000308f0-branch.

2004-11-04 21:29  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.58), ql/qldefines.hpp (1.88),
	test-suite/quantlibtestsuite.cpp (1.90),
	test-suite/testsuite.vcproj (1.25):

	version number bumping, VC settings

2004-11-03 20:54  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions.dsp (1.9),
	functions/ql/Functions/makefile.mak (1.6), ql/makefile.mak (1.66),
	test-suite/makefile.mak (1.48):

	catching up

2004-11-03 20:03  Ferdinando Ametrano

	* QuantLib.vcproj (1.45), ql/makefile.mak (1.65),
	ql/Indexes/makefile.mak (1.21), ql/Pricers/makefile.mak (1.47):

	catching up

2004-11-03 19:56  Ferdinando Ametrano

	* test-suite/bin/.cvsignore (1.3):

	no message

2004-11-03 11:39  Luigi Ballabio

	* QuantLib.dev (1.7), QuantLib.dsp (1.253),
	functions/ql/Functions/QuantLibFunctions.dev (1.5),
	functions/ql/Functions/QuantLibFunctions.dsp (1.8):

	Bumped version number

2004-10-27 16:46  Luigi Ballabio

	* configure.ac (1.56), ql/Makefile.am (1.69),
	ql/capvolstructures.hpp (1.15), ql/config.ansi.hpp (1.29),
	ql/config.bcc.hpp (1.30), ql/config.mingw.hpp (1.2),
	ql/config.msvc.hpp (1.57), ql/config.mwcw.hpp (1.26), ql/core.hpp
	(1.9), ql/currency.cpp (1.3), ql/currency.hpp (1.24), ql/date.hpp
	(1.41), ql/discretizedasset.hpp (1.16), ql/qldefines.hpp (1.87),
	ql/swaptionvolstructure.hpp (1.15), ql/termstructure.hpp (1.59),
	ql/voltermstructure.hpp (1.32), ql/CashFlows/floatingratecoupon.hpp
	(1.34), ql/CashFlows/indexedcoupon.hpp (1.18),
	ql/CashFlows/parcoupon.cpp (1.19), ql/CashFlows/parcoupon.hpp
	(1.15), ql/CashFlows/shortfloatingcoupon.cpp (1.20),
	ql/CashFlows/shortfloatingcoupon.hpp (1.20),
	ql/DayCounters/Makefile.am (1.11), ql/DayCounters/all.hpp (1.3),
	ql/FiniteDifferences/americancondition.hpp (1.26),
	ql/FiniteDifferences/shoutcondition.hpp (1.22),
	ql/FiniteDifferences/stepcondition.hpp (1.16),
	ql/Indexes/Makefile.am (1.11), ql/Indexes/core.hpp (1.3),
	ql/Indexes/xibor.cpp (1.24), ql/Indexes/xibor.hpp (1.37),
	ql/Pricers/Makefile.am (1.44), ql/Pricers/all.hpp (1.7),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.6),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.6),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.7),
	ql/RandomNumbers/Makefile.am (1.22), ql/RandomNumbers/all.hpp
	(1.8), ql/TermStructures/Makefile.am (1.18),
	ql/TermStructures/all.hpp (1.3),
	ql/TermStructures/compoundforward.cpp (1.52),
	ql/TermStructures/compoundforward.hpp (1.40),
	ql/TermStructures/discountcurve.hpp (1.38),
	ql/TermStructures/drifttermstructure.hpp (1.19),
	ql/TermStructures/extendeddiscountcurve.cpp (1.23),
	ql/TermStructures/extendeddiscountcurve.hpp (1.23),
	ql/TermStructures/flatforward.hpp (1.48),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.32),
	ql/TermStructures/forwardstructure.hpp (1.6),
	ql/TermStructures/impliedtermstructure.hpp (1.27),
	ql/TermStructures/piecewiseflatforward.cpp (1.57),
	ql/TermStructures/piecewiseflatforward.hpp (1.48),
	ql/TermStructures/quantotermstructure.hpp (1.22),
	ql/TermStructures/ratehelpers.hpp (1.48),
	ql/TermStructures/zerocurve.hpp (1.19),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.33),
	ql/TermStructures/zeroyieldstructure.hpp (1.5),
	ql/Utilities/Makefile.am (1.8), ql/Utilities/all.hpp (1.2),
	ql/Utilities/steppingiterator.hpp (1.18),
	ql/Volatilities/blackvariancesurface.cpp (1.18),
	ql/Volatilities/blackvariancesurface.hpp (1.38),
	ql/Volatilities/capflatvolvector.hpp (1.25),
	test-suite/compoundforward.cpp (1.26), test-suite/old_pricers.cpp
	(1.63):

	Removed deprecated code (except for some compound-forward stuff
	that still needs to be investigated)

2004-10-27 12:35  Luigi Ballabio

	* News.txt (1.60), QuantLib.dsp (1.252), QuantLib.nsi (1.104),
	QuantLib.vcproj (1.44), configure.ac (1.55), Docs/quantlib.doxy
	(1.91), functions/ql/Functions/QuantLibFunctions.vcproj (1.9),
	ql/qldefines.hpp (1.86):

	Bumped version number

2004-10-27 09:41  Luigi Ballabio

	* ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.7):

	Fixed (as in: "runs with limited functionality") MC discrete Asian
	engine on VC6

2004-10-26 17:19  Ferdinando Ametrano

	* ql/errors.hpp (1.20):

	no message

2004-10-26 10:06  Luigi Ballabio

	* ql/TermStructures/compoundforward.cpp (1.51),
	ql/TermStructures/compoundforward.hpp (1.39),
	ql/TermStructures/extendeddiscountcurve.cpp (1.22),
	test-suite/compoundforward.cpp (1.25):

	Partial fixes for CompoundForward

2004-10-25 17:54  Luigi Ballabio

	* ql/TermStructures/compoundforward.cpp (1.50):

	Fix for bootstrapping

2004-10-25 15:00  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.47),
	Examples/Swap/swapvaluation.cpp (1.57),
	functions/ql/Functions/vols.cpp (1.4),
	functions/ql/Functions/vols.hpp (1.5), ql/settings.hpp (1.6),
	ql/stochasticprocess.cpp (1.11), ql/termstructure.hpp (1.58),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.4),
	ql/CashFlows/parcoupon.cpp (1.18), ql/Instruments/capfloor.cpp
	(1.61), ql/Instruments/multiassetoption.cpp (1.13),
	ql/Instruments/oneassetoption.cpp (1.21),
	ql/Instruments/swaption.cpp (1.48),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.7),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.7),
	ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.18),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.29),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.27),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.31),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.8),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.7),
	ql/PricingEngines/Forward/forwardengine.hpp (1.20),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.13),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.10),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.9),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.21),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.18),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.23),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.18),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.27),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.6),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.33),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.34),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.43),
	ql/TermStructures/compoundforward.cpp (1.49),
	ql/TermStructures/compoundforward.hpp (1.38),
	ql/TermStructures/discountcurve.hpp (1.37),
	ql/TermStructures/drifttermstructure.hpp (1.18),
	ql/TermStructures/extendeddiscountcurve.cpp (1.21),
	ql/TermStructures/extendeddiscountcurve.hpp (1.22),
	ql/TermStructures/flatforward.hpp (1.47),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.31),
	ql/TermStructures/forwardstructure.hpp (1.5),
	ql/TermStructures/impliedtermstructure.hpp (1.26),
	ql/TermStructures/piecewiseflatforward.cpp (1.56),
	ql/TermStructures/piecewiseflatforward.hpp (1.47),
	ql/TermStructures/quantotermstructure.hpp (1.21),
	ql/TermStructures/zerocurve.hpp (1.18),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.32),
	ql/Volatilities/blackconstantvol.hpp (1.32),
	ql/Volatilities/blackvariancecurve.cpp (1.17),
	ql/Volatilities/blackvariancecurve.hpp (1.36),
	ql/Volatilities/blackvariancesurface.cpp (1.17),
	ql/Volatilities/blackvariancesurface.hpp (1.37),
	ql/Volatilities/capflatvolvector.hpp (1.24),
	ql/Volatilities/capletconstantvol.hpp (1.6),
	ql/Volatilities/impliedvoltermstructure.hpp (1.18),
	ql/Volatilities/localconstantvol.hpp (1.28),
	ql/Volatilities/localvolcurve.hpp (1.17),
	ql/Volatilities/localvolsurface.hpp (1.26),
	ql/Volatilities/swaptionvolmatrix.hpp (1.27),
	test-suite/americanoption.cpp (1.27), test-suite/asianoptions.cpp
	(1.43), test-suite/barrieroption.cpp (1.41),
	test-suite/basketoption.cpp (1.35), test-suite/cliquetoption.cpp
	(1.18), test-suite/compoundforward.cpp (1.24),
	test-suite/digitaloption.cpp (1.41), test-suite/europeanoption.cpp
	(1.80), test-suite/forwardoption.cpp (1.15),
	test-suite/interestrates.cpp (1.11), test-suite/jumpdiffusion.cpp
	(1.30), test-suite/old_pricers.cpp (1.62),
	test-suite/piecewiseflatforward.cpp (1.28),
	test-suite/quantooption.cpp (1.17), test-suite/swap.cpp (1.35),
	test-suite/termstructures.cpp (1.33), test-suite/utilities.cpp
	(1.16), test-suite/utilities.hpp (1.21):

	TermStructure::dayCounter() reborn

2004-10-22 16:24  Luigi Ballabio

	* ql/TermStructures/: discountcurve.hpp (1.36),
	impliedtermstructure.hpp (1.25):

	Completely deprecated DiscountStructure

2004-10-22 16:21  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.89):

	Dealing out information on a need-to-know basis

2004-10-22 15:26  Luigi Ballabio

	* ql/TermStructures/: forwardspreadedtermstructure.hpp (1.30),
	forwardstructure.hpp (1.4):

	Fixes for compiling without deprecated code

2004-10-21 14:27  Ferdinando Ametrano

	* test-suite/bin/: .cvsignore (1.2), runtest.bat (1.3):

	no message

2004-10-21 11:03  Ferdinando Ametrano

	* ql/termstructure.hpp (1.56), test-suite/quantlibtestsuite.cpp
	(1.88), test-suite/bin/runtest.bat (1.2):

	no message

2004-10-21 10:52  Ferdinando Ametrano

	* ql/termstructure.hpp (1.55),
	ql/TermStructures/extendeddiscountcurve.cpp (1.20),
	ql/TermStructures/extendeddiscountcurve.hpp (1.21),
	ql/TermStructures/forwardstructure.hpp (1.3),
	ql/TermStructures/zeroyieldstructure.hpp (1.4),
	test-suite/makefile.mak (1.47):

	added parRate method.

	YieldTermStructure::zeroImpl and YieldTermStructure::forwardImpl
	deprecated.

2004-10-21 10:50  Ferdinando Ametrano

	* test-suite/: bin/.cvsignore (1.1), .cvsignore (1.18):

	run test options

2004-10-21 10:34  Ferdinando Ametrano

	* test-suite/bin/runtest.bat (1.1):

	run test options

2004-10-21 10:26  Ferdinando Ametrano

	* QuantLib.dev (1.6), functions/ql/Functions/QuantLibFunctions.dev
	(1.4):

	higher optimazation level

2004-10-20 15:43  Ferdinando Ametrano

	* ql/config.ansi.hpp (1.28):

	no message

2004-10-20 14:24  Ferdinando Ametrano

	* QuantLib.dev (1.5):

	updated

2004-10-20 14:11  Ferdinando Ametrano

	* ql/config.ansi.hpp (1.27):

	using mingw32 as ansi proxy (ansi is used with Dev-C++ without
	mingw with cygwin)

2004-10-20 12:20  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.87):

	Actual test time measured (program initialization not included.)
	This also fixes VC6 timing.

2004-10-20 10:24  Luigi Ballabio

	* ql/: RandomNumbers/inversecumulativerng.hpp (1.2),
	RandomNumbers/inversecumulativersg.hpp (1.2),
	RandomNumbers/rngtraits.hpp (1.11),
	TermStructures/zeroyieldstructure.hpp (1.3):

	Removed Doxygen warnings

2004-10-19 19:18  Ferdinando Ametrano

	* ql/makefile.mak (1.64):

	updated

2004-10-19 19:07  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.24):

	updated

2004-10-19 18:53  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.17), makefile.mak (1.46):

	updated (boost linking needs to be solved)

2004-10-19 18:34  Ferdinando Ametrano

	* QuantLib.dev (1.3), functions/ql/Functions/.cvsignore (1.5),
	functions/ql/Functions/QuantLibFunctions.dev (1.3):

	updated

2004-10-19 16:42  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions.dev (1.2):

	added header files (at least for CSV syncronization)

2004-10-19 15:33  Ferdinando Ametrano

	* QuantLib.dev (1.2):

	added header files (at least for CSV syncronization)

2004-10-19 15:31  Ferdinando Ametrano

	* QuantLib.vcproj (1.43):

	updated

2004-10-19 12:51  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.45), QuantLib.dsp (1.251):

	added missing files

2004-10-19 12:29  Luigi Ballabio

	* Docs/pages/faq.docs (1.8):

	Anchors added to single items

2004-10-19 11:40  Luigi Ballabio

	* .cvsignore (1.12), QuantLib.dev (1.1),
	functions/ql/Functions/.cvsignore (1.4),
	functions/ql/Functions/QuantLibFunctions.dev (1.1),
	ql/config.mingw.hpp (1.1), ql/qldefines.hpp (1.85),
	test-suite/.cvsignore (1.16):

	Added support for Dev-C++

2004-10-19 11:39  Luigi Ballabio

	* test-suite/: distributions.cpp (1.21), testsuite.dsp (1.44):

	Fixes for VC++6

2004-10-18 13:13  Ferdinando Ametrano

	* QuantLib.vcproj (1.42),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.4),
	ql/RandomNumbers/Makefile.am (1.21), ql/RandomNumbers/all.hpp
	(1.7), ql/RandomNumbers/inversecumulativerng.hpp (1.1),
	ql/RandomNumbers/inversecumulativersg.hpp (1.1),
	ql/RandomNumbers/rngtraits.hpp (1.10), test-suite/makefile.mak
	(1.45), test-suite/testsuite.vcproj (1.23):

	obsolete references to gaussian/normal deprecated

2004-10-18 11:43  Luigi Ballabio

	* ql/Math/poissondistribution.hpp (1.9),
	ql/RandomNumbers/rngtraits.hpp (1.9), test-suite/Makefile.am
	(1.42), test-suite/distributions.cpp (1.20),
	test-suite/distributions.hpp (1.9), test-suite/factorial.cpp
	(1.16), test-suite/factorial.hpp (1.6),
	test-suite/quantlibtestsuite.cpp (1.86), test-suite/rngtraits.cpp
	(1.1), test-suite/rngtraits.hpp (1.1):

	Added support for Poisson-distributed random numbers (thanks to
	Walter Penschke)

2004-10-15 19:05  Ferdinando Ametrano

	* ql/TermStructures/: extendeddiscountcurve.cpp (1.19),
	extendeddiscountcurve.hpp (1.20):

	removing compoundForwardImpl where it is allowed

2004-10-15 18:45  Ferdinando Ametrano

	* ql/TermStructures/: flatforward.hpp (1.46), forwardstructure.hpp
	(1.2), piecewiseflatforward.cpp (1.55), piecewiseflatforward.hpp
	(1.46), zeroyieldstructure.hpp (1.2):

	removing compoundForwardImpl where it is allowed

2004-10-15 18:28  Ferdinando Ametrano

	* ql/termstructure.hpp (1.54),
	ql/TermStructures/compoundforward.cpp (1.48),
	ql/TermStructures/extendeddiscountcurve.cpp (1.18),
	test-suite/compoundforward.cpp (1.23):

	YieldTermStructure::compoundForward(...) deprecated

2004-10-15 17:51  Ferdinando Ametrano

	* ql/termstructure.hpp (1.53),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.27),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.25), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.23),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.24),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.28),
	ql/TermStructures/compoundforward.cpp (1.47),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.29),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.31),
	test-suite/termstructures.cpp (1.32):

	YieldTermStructure::instantaneousForward(...) deprecated

2004-10-15 17:22  Ferdinando Ametrano

	* ql/stochasticprocess.cpp (1.10), ql/termstructure.hpp (1.52),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.37),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.6),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.17),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.26),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.7),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.6),
	ql/PricingEngines/Forward/forwardengine.hpp (1.19),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.12),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.22),
	ql/TermStructures/compoundforward.cpp (1.46),
	ql/TermStructures/drifttermstructure.hpp (1.17),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.28),
	ql/TermStructures/quantotermstructure.hpp (1.20),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.30),
	test-suite/termstructures.cpp (1.31):

	YieldTermStructure::forward(...) deprecated

2004-10-15 17:20  Ferdinando Ametrano

	* test-suite/interestrates.cpp (1.10):

	higher tolerance for Borland

2004-10-15 15:18  Ferdinando Ametrano

	* ql/termstructure.hpp (1.51), ql/userconfig.hpp (1.14),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.36),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.5),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.5),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.16),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.25),
	ql/PricingEngines/Forward/forwardengine.hpp (1.18),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.11),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.8),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.21),
	ql/TermStructures/compoundforward.cpp (1.45),
	ql/TermStructures/drifttermstructure.hpp (1.16),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.27),
	ql/TermStructures/quantotermstructure.hpp (1.19),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.29),
	test-suite/termstructures.cpp (1.30):

	zeroYield and zeroCoupon deprecated

2004-10-15 14:42  Ferdinando Ametrano

	* ql/interestrate.hpp (1.12):

	more checks

2004-10-14 16:03  Ferdinando Ametrano

	* test-suite/interestrates.cpp (1.9):

	more tests

2004-10-14 15:26  Ferdinando Ametrano

	* test-suite/interestrates.cpp (1.8):

	more tests

2004-10-14 15:26  Ferdinando Ametrano

	* ql/interestrate.hpp (1.10):

	updated and fixed

2004-10-13 17:28  Luigi Ballabio

	* ql/interestrate.cpp (1.9):

	Fixed formatter bugs

2004-10-13 15:44  Luigi Ballabio

	* ql/interestrate.hpp (1.9):

	Added constness to inspectors

2004-10-13 14:24  Luigi Ballabio

	* ql/: CashFlows/parcoupon.hpp (1.14),
	TermStructures/piecewiseflatforward.cpp (1.54):

	Resolved some ???

2004-10-13 14:22  Luigi Ballabio

	* ql/: TermStructures/ratehelpers.hpp (1.47),
	Instruments/capfloor.hpp (1.52), PricingEngines/blackmodel.hpp
	(1.7), termstructure.hpp (1.50), quote.hpp (1.5):

	Fixed header inclusions

2004-10-12 19:06  Ferdinando Ametrano

	* ql/: interestrate.cpp (1.8), interestrate.hpp (1.8):

	SimpleThenCompounded Compounding added.  Simple up to
	t<=1.0/frequency, then compounded To be tested

2004-10-12 16:41  Luigi Ballabio

	* ql/: interestrate.cpp (1.7), interestrate.hpp (1.7):

	Correct precondition

2004-10-12 14:32  Ferdinando Ametrano

	* QuantLib.vcproj (1.41), ql/termstructure.hpp (1.49),
	ql/TermStructures/Makefile.am (1.17), ql/TermStructures/all.hpp
	(1.2), ql/TermStructures/compoundforward.hpp (1.37),
	ql/TermStructures/discountcurve.hpp (1.35),
	ql/TermStructures/drifttermstructure.hpp (1.15),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.26),
	ql/TermStructures/forwardstructure.hpp (1.1),
	ql/TermStructures/impliedtermstructure.hpp (1.24),
	ql/TermStructures/quantotermstructure.hpp (1.18),
	ql/TermStructures/zerocurve.hpp (1.17),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.28),
	ql/TermStructures/zeroyieldstructure.hpp (1.1):

	YieldTermStructure interface extended: now it should be cleaned up
	of redundancies from previous less general implementations

	Zero, Discount, and Forward TermStructures moved into their own
	files in the TermStructures folder

2004-10-12 14:30  Ferdinando Ametrano

	* test-suite/interestrates.cpp (1.7):

	improved/extended interface

2004-10-12 13:34  Ferdinando Ametrano

	* ql/: interestrate.cpp (1.6), interestrate.hpp (1.6):

	improved/extended interface

2004-10-12 10:12  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.46),
	functions/ql/Functions/vols.cpp (1.3),
	functions/ql/Functions/vols.hpp (1.4), ql/capvolstructures.hpp
	(1.14), ql/schedule.hpp (1.3), ql/settings.hpp (1.5),
	ql/stochasticprocess.cpp (1.9), ql/userconfig.hpp (1.13),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.3),
	ql/Instruments/oneassetoption.cpp (1.20),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.20),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.26),
	ql/TermStructures/discountcurve.hpp (1.34),
	ql/TermStructures/extendeddiscountcurve.hpp (1.19),
	ql/TermStructures/flatforward.hpp (1.45),
	ql/TermStructures/zerocurve.hpp (1.16),
	ql/Volatilities/blackconstantvol.hpp (1.31),
	ql/Volatilities/blackvariancecurve.cpp (1.16),
	ql/Volatilities/blackvariancecurve.hpp (1.35),
	ql/Volatilities/blackvariancesurface.cpp (1.16),
	ql/Volatilities/blackvariancesurface.hpp (1.36),
	ql/Volatilities/capflatvolvector.hpp (1.23),
	ql/Volatilities/capletconstantvol.hpp (1.5),
	ql/Volatilities/localconstantvol.hpp (1.27),
	ql/Volatilities/swaptionvolmatrix.hpp (1.26),
	test-suite/americanoption.cpp (1.26), test-suite/asianoptions.cpp
	(1.42), test-suite/barrieroption.cpp (1.40),
	test-suite/basketoption.cpp (1.34), test-suite/cliquetoption.cpp
	(1.17), test-suite/digitaloption.cpp (1.40),
	test-suite/europeanoption.cpp (1.79), test-suite/forwardoption.cpp
	(1.14), test-suite/interestrates.cpp (1.6),
	test-suite/jumpdiffusion.cpp (1.29), test-suite/old_pricers.cpp
	(1.61), test-suite/quantooption.cpp (1.16), test-suite/swap.cpp
	(1.34), test-suite/utilities.cpp (1.15), test-suite/utilities.hpp
	(1.20):

	more dayCounter() deprecated, few tests to be fixed

2004-10-11 18:29  Ferdinando Ametrano

	* ql/: voltermstructure.hpp (1.31), Instruments/oneassetoption.cpp
	(1.19), PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.4),
	PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.4),
	PricingEngines/Asian/mcdiscreteasianengine.hpp (1.5),
	PricingEngines/Cliquet/analyticcliquetengine.cpp (1.6),
	PricingEngines/Cliquet/analyticperformanceengine.cpp (1.5),
	PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.7),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.20),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.17),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.17),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.25),
	PricingEngines/Vanilla/juquadraticengine.cpp (1.5),
	Volatilities/impliedvoltermstructure.hpp (1.17),
	Volatilities/localconstantvol.hpp (1.26),
	Volatilities/localvolcurve.hpp (1.16),
	Volatilities/localvolsurface.hpp (1.25):

	BlackVolTermStructure::dayCounter() and
	LocalVolTermStructure::dayCounter() deprecated

2004-10-11 17:47  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.56), ql/capvolstructures.hpp
	(1.13), ql/settings.hpp (1.4), ql/swaptionvolstructure.hpp (1.14),
	ql/termstructure.hpp (1.48), ql/voltermstructure.hpp (1.30),
	ql/CashFlows/parcoupon.cpp (1.17), ql/CashFlows/parcoupon.hpp
	(1.13), ql/Instruments/capfloor.cpp (1.60),
	ql/Instruments/multiassetoption.cpp (1.12),
	ql/Instruments/oneassetoption.cpp (1.18),
	ql/Instruments/swaption.cpp (1.47),
	ql/PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.3),
	ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.3),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.15),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.28),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.24),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.30),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.5),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.4),
	ql/PricingEngines/Forward/forwardengine.hpp (1.17),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.10),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.9),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.6),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.19),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.16),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.19),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.16),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.4),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.32),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.33),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.42),
	ql/TermStructures/compoundforward.cpp (1.44),
	ql/TermStructures/compoundforward.hpp (1.36),
	ql/TermStructures/discountcurve.hpp (1.33),
	ql/TermStructures/drifttermstructure.hpp (1.14),
	ql/TermStructures/extendeddiscountcurve.cpp (1.17),
	ql/TermStructures/extendeddiscountcurve.hpp (1.18),
	ql/TermStructures/flatforward.hpp (1.44),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.25),
	ql/TermStructures/impliedtermstructure.hpp (1.23),
	ql/TermStructures/piecewiseflatforward.cpp (1.53),
	ql/TermStructures/piecewiseflatforward.hpp (1.45),
	ql/TermStructures/quantotermstructure.hpp (1.17),
	ql/TermStructures/zerocurve.hpp (1.15),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.27),
	test-suite/piecewiseflatforward.cpp (1.27),
	test-suite/termstructures.cpp (1.29):

	using Settings::instance().dayCounter as global time measure, in
	order to avoid mismatch between dayCounters when time
	discretization is needed.

	YieldTermStructure::dayCounter() deprecated.
	VolTermStructure::dayCounter() will be deprecated shortly.

	#ifndef QL_DISABLE_DEPRECATED	2 CompoundForward tests fail (will
	be fixed later) #else	2 CompoundForward tests fail (will be fixed
	later)	 3 Swap/swaption test fails (need investigation asap)
	#endif

2004-10-11 17:24  Ferdinando Ametrano

	* test-suite/barrieroption.cpp (1.39):

	no message

2004-10-11 14:22  Ferdinando Ametrano

	* test-suite/swap.cpp (1.33):

	no message

2004-10-11 14:02  Luigi Ballabio

	* ql/money.cpp (1.4), ql/money.hpp (1.6),
	test-suite/exchangerate.cpp (1.2), test-suite/money.cpp (1.2):

	More explicit convention names

2004-10-11 14:02  Luigi Ballabio

	* test-suite/cliquetoption.cpp (1.16):

	Missing inclusion

2004-10-11 13:39  Ferdinando Ametrano

	* test-suite/cliquetoption.cpp (1.15):

	using (explicit, not default) daycounter for theta calculation

2004-10-11 12:59  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.41), cliquetoption.cpp (1.14),
	digitaloption.cpp (1.39), europeanoption.cpp (1.78),
	forwardoption.cpp (1.13), quantooption.cpp (1.15):

	using (explicit, not default) daycounter for theta calculation

2004-10-11 12:21  Luigi Ballabio

	* News.txt (1.57), ql/interestrate.cpp (1.5), ql/interestrate.hpp
	(1.5), test-suite/interestrates.cpp (1.5):

	The difference between adjectives and nouns is beyond the scope of
	a commit log :)

2004-10-11 12:21  Luigi Ballabio

	* ql/settings.hpp (1.3):

	Definitely not virtual

2004-10-11 12:17  Ferdinando Ametrano

	* test-suite/cliquetoption.cpp (1.13):

	no message

2004-10-11 11:08  Ferdinando Ametrano

	* ql/TermStructures/zerospreadedtermstructure.hpp (1.26):

	compacted code (easier to deprecate if needed)

2004-10-11 10:06  Ferdinando Ametrano

	* ql/interestrate.hpp (1.4):

	comment added

2004-10-11 10:03  Ferdinando Ametrano

	* ql/: CashFlows/fixedratecoupon.hpp (1.24),
	CashFlows/indexedcoupon.hpp (1.17), Indexes/xibor.hpp (1.36),
	TermStructures/drifttermstructure.hpp (1.13),
	TermStructures/flatforward.hpp (1.43),
	TermStructures/forwardspreadedtermstructure.hpp (1.24),
	TermStructures/impliedtermstructure.hpp (1.22),
	TermStructures/piecewiseflatforward.hpp (1.44),
	TermStructures/quantotermstructure.hpp (1.16),
	TermStructures/zerocurve.hpp (1.14),
	TermStructures/zerospreadedtermstructure.hpp (1.25),
	Volatilities/blackconstantvol.hpp (1.30),
	Volatilities/blackvariancecurve.hpp (1.34),
	Volatilities/blackvariancesurface.hpp (1.35),
	Volatilities/capflatvolvector.hpp (1.22),
	Volatilities/capletconstantvol.hpp (1.4),
	Volatilities/impliedvoltermstructure.hpp (1.16),
	Volatilities/swaptionvolmatrix.hpp (1.25):

	compacted code (easier to deprecate if needed)

2004-10-08 18:40  Ferdinando Ametrano

	* ql/settings.hpp (1.2):

	global daycounter added. It will be used later

2004-10-08 18:21  Ferdinando Ametrano

	* ql/DayCounters/one.hpp (1.3):

	bug fix (?)

2004-10-08 18:13  Ferdinando Ametrano

	* ql/interestrate.cpp (1.4), ql/interestrate.hpp (1.3),
	test-suite/interestrates.cpp (1.4), News.txt (1.56), QuantLib.dsp
	(1.250):

	compound factor, not accrual factor

2004-10-08 14:16  Luigi Ballabio

	* ql/interestrate.cpp (1.3), ql/interestrate.hpp (1.2),
	test-suite/interestrates.cpp (1.3), test-suite/interestrates.hpp
	(1.2):

	Test tolerance, 80-columns wrap and stuff

2004-10-08 10:23  Ferdinando Ametrano

	* ql/daycounter.hpp (1.32):

	requirements added

2004-10-08 10:12  Ferdinando Ametrano

	* ql/interestrate.cpp (1.2):

	Borland warnings avoided

2004-10-07 20:14  Ferdinando Ametrano

	* test-suite/interestrates.cpp (1.2):

	avoiding usage of deprecated features

2004-10-07 20:03  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.43):

	VC6 catching up

2004-10-07 20:02  Ferdinando Ametrano

	* ql/date.cpp (1.40):

	avoiding Borland warnings

2004-10-07 19:58  Ferdinando Ametrano

	* QuantLib.dsp (1.249):

	VC6 catching up

2004-10-07 19:56  Ferdinando Ametrano

	* News.txt (1.55), QuantLib.vcproj (1.40), ql/Makefile.am (1.67),
	ql/interestrate.cpp (1.1), ql/interestrate.hpp (1.1),
	ql/makefile.mak (1.63), test-suite/Makefile.am (1.41),
	test-suite/interestrates.cpp (1.1), test-suite/interestrates.hpp
	(1.1), test-suite/makefile.mak (1.44),
	test-suite/quantlibtestsuite.cpp (1.85),
	test-suite/testsuite.vcproj (1.22):

	added InterestRate class, which encapsulate the interest rate
	compounding algebra. It manages daycounting convention, compounding
	convention,  conversion between different conventions, and discount
	and accrual calculations. It also has its own formatter.

2004-10-07 19:47  Ferdinando Ametrano

	* ql/: date.cpp (1.39), date.hpp (1.40):

	added FrequencyFormatter

2004-10-07 18:30  Ferdinando Ametrano

	* ql/date.hpp (1.39):

	more frequencies added

2004-10-07 15:31  Ferdinando Ametrano

	* ql/date.hpp (1.38):

	Borland/Visual palatable code

2004-10-07 13:01  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.66),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.45),
	Examples/Swap/swapvaluation.cpp (1.55), ql/calendar.cpp (1.31),
	ql/capvolstructures.hpp (1.12), ql/date.cpp (1.38), ql/date.hpp
	(1.36), ql/swaptionvolstructure.hpp (1.13),
	ql/CashFlows/cashflowvectors.cpp (1.39),
	ql/DayCounters/actualactual.cpp (1.32),
	ql/DayCounters/simpledaycounter.cpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.41),
	ql/Volatilities/capflatvolvector.hpp (1.21),
	ql/Volatilities/swaptionvolmatrix.hpp (1.24),
	test-suite/americanoption.cpp (1.25), test-suite/asianoptions.cpp
	(1.40), test-suite/barrieroption.cpp (1.38),
	test-suite/basketoption.cpp (1.33), test-suite/calendars.cpp
	(1.18), test-suite/cliquetoption.cpp (1.12), test-suite/dates.cpp
	(1.11), test-suite/daycounters.cpp (1.13),
	test-suite/digitaloption.cpp (1.38), test-suite/europeanoption.cpp
	(1.77), test-suite/forwardoption.cpp (1.12),
	test-suite/jumpdiffusion.cpp (1.28), test-suite/quantooption.cpp
	(1.14), test-suite/swap.cpp (1.32), test-suite/termstructures.cpp
	(1.28):

	Reorganization of date functions

2004-10-07 09:36  Ferdinando Ametrano

	* ql/TermStructures/flatforward.hpp (1.42):

	dangerous default dayCounter, you must specify the daycount of your
	forward rate (you should also specify the compounding rule...)

2004-10-06 17:53  Ferdinando Ametrano

	* News.txt (1.54):

	updated

2004-10-06 17:29  Ferdinando Ametrano

	* News.txt (1.53):

	added dayCounterFromString(std::string)

2004-10-06 17:28  Ferdinando Ametrano

	* ql/DayCounters/: actualactual.hpp (1.27), thirty360.cpp (1.20),
	thirty360.hpp (1.23):

	no message

2004-10-06 15:08  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.54):

	swap mispriced with Tokyo() calendar when using September 22, 2004
	as settlement date...tolerance didn't help... it puzzles me!

2004-10-06 12:49  Luigi Ballabio

	* Docs/quantlib.doxy (1.90):

	Upgraded to Doxygen 1.3.9

2004-10-06 11:56  Ferdinando Ametrano

	* test-suite/dates.cpp (1.10):

	improved test

2004-10-06 11:49  Ferdinando Ametrano

	* ql/: date.cpp (1.37), date.hpp (1.35):

	isIMMdate() added

2004-10-06 11:18  Luigi Ballabio

	* ql/Math/bilinearinterpolation.hpp (1.24):

	Not really a fix, but it compiles

2004-10-06 09:48  Ferdinando Ametrano

	* QuantLib.dsp (1.248):

	VC6 catching up

2004-10-05 19:04  Ferdinando Ametrano

	* ql/: date.cpp (1.36), date.hpp (1.34):

	nextDayOfWeekAfterDate() added

2004-10-05 19:03  Ferdinando Ametrano

	* News.txt (1.52):

	updated

2004-10-05 18:33  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.53):

	the example is now always placed in the future.  Still it fails
	with Tokyo() calendar when using September 22, 2004 as settlement
	date...it puzzles me!

2004-10-05 18:11  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.84):

	suite global timing always displayed (is it ok Luigi?)

2004-10-05 18:10  Ferdinando Ametrano

	* test-suite/: dates.cpp (1.9), dates.hpp (1.8):

	nextIMM() test added

2004-10-05 18:06  Ferdinando Ametrano

	* ql/: date.cpp (1.35), date.hpp (1.33):

	added nthDayOfWeekForMonthAndYear, nextIMM(), and WeekdayFormatter

2004-10-05 17:55  Luigi Ballabio

	* ql/: daycounter.hpp (1.31), DayCounters/actualactual.cpp (1.31),
	DayCounters/one.hpp (1.2):

	Some nitpicking

2004-10-05 17:53  Luigi Ballabio

	* ql/CashFlows/inarrearindexedcoupon.cpp (1.2), test-suite/swap.cpp
	(1.31):

	Corrected reference

2004-10-05 16:20  Ferdinando Ametrano

	* ql/: Volatilities/blackconstantvol.hpp (1.29),
	Volatilities/blackvariancecurve.hpp (1.33),
	Volatilities/blackvariancesurface.hpp (1.34),
	Volatilities/capletconstantvol.hpp (1.2),
	Volatilities/localconstantvol.hpp (1.25),
	TermStructures/discountcurve.hpp (1.32),
	TermStructures/extendeddiscountcurve.hpp (1.17),
	TermStructures/flatforward.hpp (1.41), TermStructures/zerocurve.hpp
	(1.13):

	Actual365 is deprecated in favour of Actual365Fixed

2004-10-05 16:19  Ferdinando Ametrano

	* ql/Indexes/: audlibor.hpp (1.21), cadlibor.hpp (1.21),
	gbplibor.hpp (1.26):

	in accord with 2000 ISDA definitions

2004-10-05 16:11  Ferdinando Ametrano

	* test-suite/: utilities.hpp (1.19), cliquetoption.cpp (1.11),
	compoundforward.cpp (1.22), daycounters.cpp (1.12), daycounters.hpp
	(1.9), old_pricers.cpp (1.60), swap.cpp (1.30), swaption.cpp
	(1.34):

	in accord to ISDA documentation. Added "1/1" convention

2004-10-05 15:10  Ferdinando Ametrano

	* ql/DayCounters/Makefile.am (1.10), ql/DayCounters/actual360.hpp
	(1.20), ql/DayCounters/actual365fixed.hpp (1.1),
	ql/DayCounters/all.hpp (1.2), ql/DayCounters/one.hpp (1.1),
	QuantLib.vcproj (1.39), test-suite/utilities.hpp (1.18):

	in accord to ISDA documentation. Added "1/1" convention

2004-10-05 14:52  Ferdinando Ametrano

	* ql/DayCounters/thirty360.hpp (1.22):

	in accord to ISDA documentation

2004-10-05 14:42  Ferdinando Ametrano

	* ql/DayCounters/actualactual.hpp (1.26):

	more comments and warnings

2004-10-05 14:37  Ferdinando Ametrano

	* ql/DayCounters/actualactual.hpp (1.25):

	changing the default

2004-10-05 14:00  Ferdinando Ametrano

	* ql/daycounter.hpp (1.30):

	adding the implementation of BigInteger dayCount(const Date& d1,
	const Date& d2) const in the base class.

2004-10-05 14:00  Ferdinando Ametrano

	* ql/DayCounters/: actual360.hpp (1.19), actualactual.cpp (1.30),
	actualactual.hpp (1.24):

	adding the implementation of BigInteger dayCount(const Date& d1,
	const Date& d2) const in the base class.  Improved error messages

2004-10-05 12:12  Ferdinando Ametrano

	* QuantLib.sln (1.10), QuantLib.vcproj (1.38),
	ql/CashFlows/makefile.mak (1.23):

	updated

2004-10-04 13:49  Luigi Ballabio

	* News.txt (1.51), ql/capvolstructures.hpp (1.11), ql/cashflow.hpp
	(1.20), ql/CashFlows/Makefile.am (1.14), ql/CashFlows/coupon.hpp
	(1.23), ql/CashFlows/fixedratecoupon.hpp (1.23),
	ql/CashFlows/floatingratecoupon.hpp (1.33),
	ql/CashFlows/inarrearindexedcoupon.cpp (1.1),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.15),
	ql/CashFlows/indexedcoupon.hpp (1.16), ql/CashFlows/parcoupon.cpp
	(1.16), ql/CashFlows/parcoupon.hpp (1.12),
	ql/Instruments/capfloor.cpp (1.59), ql/Volatilities/Makefile.am
	(1.15), ql/Volatilities/all.hpp (1.2),
	ql/Volatilities/capflatvolvector.hpp (1.20),
	ql/Volatilities/capletconstantvol.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.83), test-suite/swap.cpp
	(1.29), test-suite/swap.hpp (1.8):

	Added hooks for convexity adjustment in floating-rate coupons;
	implemented adjustment for InArrearIndexedCoupon.

2004-10-04 13:48  Luigi Ballabio

	* ql/Instruments/swap.hpp (1.32):

	Typo

2004-10-01 11:27  Ferdinando Ametrano

	* ql/PricingEngines/mcsimulation.hpp (1.12):

	needless result variable removed

2004-09-30 18:43  Ferdinando Ametrano

	* ql/DayCounters/actualactual.cpp (1.29):

	using January and February instead of (Month)1 and  (Month)2.  Was
	there any reason for (Month)1 ?

2004-09-30 18:41  Ferdinando Ametrano

	* ql/Math/symmetricschurdecomposition.cpp (1.21):

	Using Boost iterators Borland patch is not needed anymore

2004-09-30 17:22  Luigi Ballabio

	* ql/Math/symmetricschurdecomposition.cpp (1.20):

	Added check for null matrix

2004-09-30 17:20  Luigi Ballabio

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.14),
	indexedcoupon.hpp (1.15), upfrontindexedcoupon.hpp (1.13):

	Let indexed coupons take an Index (thanks to Daniele De Francesco

2004-09-30 17:16  Luigi Ballabio

	* ql/: Makefile.am (1.66), MonteCarlo/.cvsignore (1.10):

	Added new library

2004-09-30 17:13  Luigi Ballabio

	* ql/: date.hpp (1.32), Currencies/exchangeratemanager.cpp (1.4):

	Removed newly introduced method (it seemed a good idea a few days
	ago, but not now)

2004-09-30 17:12  Luigi Ballabio

	* ql/TermStructures/piecewiseflatforward.cpp (1.52):

	Allowed increasing discounts when QL_NEGATIVE_RATES is defined

2004-09-30 13:12  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.25), ql/MonteCarlo/getcovariance.hpp
	(1.21):

	added (correlation, vols) calculation from covariance matrix

2004-09-30 13:09  Ferdinando Ametrano

	* ql/MonteCarlo/Makefile.am (1.32), ql/MonteCarlo/getcovariance.cpp
	(1.13), ql/MonteCarlo/getcovariance.hpp (1.20),
	ql/MonteCarlo/makefile.mak (1.30), ql/makefile.mak (1.62),
	QuantLib.vcproj (1.37):

	added (correlation, vols) calculation from covariance matrix

2004-09-30 13:08  Ferdinando Ametrano

	* ql/Math/symmetricschurdecomposition.hpp (1.17):

	no message

2004-09-30 12:42  Luigi Ballabio

	* ql/: qldefines.hpp (1.84), Math/array.hpp (1.10),
	Math/lexicographicalview.hpp (1.15), Math/matrix.hpp (1.34),
	Utilities/steppingiterator.hpp (1.17):

	Using Boost iterator library (Boost 1.31.0 or later is now required

2004-09-30 12:41  Luigi Ballabio

	* acinclude.m4 (1.15), configure.ac (1.54):

	Added check for Boost version

2004-09-30 12:32  Luigi Ballabio

	* ql/RandomNumbers/: Makefile.am (1.20), all.hpp (1.6):

	Missing file added

2004-09-28 14:22  Luigi Ballabio

	* test-suite/: asianoptions.cpp (1.39), basketoption.cpp (1.32),
	digitaloption.cpp (1.37), europeanoption.cpp (1.76),
	lowdiscrepancysequences.cpp (1.67), old_pricers.cpp (1.59),
	quantlibtestsuite.cpp (1.82), utilities.hpp (1.17):

	define QL_DISPLAY_TEST_TIME to display execution time

2004-09-28 12:06  Luigi Ballabio

	* test-suite/utilities.hpp (1.16):

	Fixed teardown macro

2004-09-28 10:23  Ferdinando Ametrano

	* ql/CashFlows/cashflowvectors.cpp (1.38):

	Borland warning avoided

2004-09-28 10:06  Ferdinando Ametrano

	* test-suite/old_pricers.cpp (1.58):

	warning avoided #ifdef QL_DISABLE_DEPRECATED

2004-09-27 19:06  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.81):

	timing added

2004-09-27 18:53  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.38), basketoption.cpp (1.31),
	digitaloption.cpp (1.36), europeanoption.cpp (1.75),
	europeanoption.hpp (1.17), lowdiscrepancysequences.cpp (1.66),
	old_pricers.cpp (1.57):

	timing added

2004-09-27 16:48  Ferdinando Ametrano

	* ql/PricingEngines/mcsimulation.hpp (1.11),
	test-suite/asianoptions.cpp (1.37), test-suite/barrieroption.cpp
	(1.37), test-suite/basketoption.cpp (1.30),
	test-suite/digitaloption.cpp (1.35), test-suite/europeanoption.cpp
	(1.74), test-suite/europeanoption.hpp (1.16):

	Monte Carlo simulation's convergence criterium is now absolute
	(dollar value) tolerance instead of relative tolerance.

2004-09-27 15:02  Luigi Ballabio

	* acinclude.m4 (1.14), configure.ac (1.53):

	Allow passing info on Bost installation

2004-09-27 14:55  Luigi Ballabio

	* ql/TermStructures/: compoundforward.hpp (1.35),
	piecewiseflatforward.cpp (1.51), ratehelpers.cpp (1.57),
	ratehelpers.hpp (1.46):

	Fixes for indexed coupons

2004-09-24 19:20  Ferdinando Ametrano

	* ql/Patterns/singleton.hpp (1.5):

	VC7.1 doesn't need the patch

2004-09-24 18:30  Ferdinando Ametrano

	* ql/Math/all.hpp (1.6):

	allowing gracefull Borland failure

2004-09-24 18:04  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.21):

	boost test suite --report_level=short

2004-09-24 16:55  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.42):

	boost test suite report_level=short

2004-09-23 17:52  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.24), asianoptions.cpp (1.36),
	cliquetoption.cpp (1.10), digitaloption.cpp (1.34),
	europeanoption.cpp (1.73), forwardoption.cpp (1.11),
	jumpdiffusion.cpp (1.27), quantooption.cpp (1.13), utilities.cpp
	(1.14), utilities.hpp (1.15):

	Using evaluation date to check theta

2004-09-22 12:57  Ferdinando Ametrano

	* ql/Math/multicubicspline.hpp (1.3):

	\todo and \bug comments added

2004-09-22 12:43  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.22):

	grid points recalculation check added: memory access error!

2004-09-22 12:38  Ferdinando Ametrano

	* test-suite/interpolations.hpp (1.8):

	allowing gracefull Borland failure

2004-09-22 10:46  Ferdinando Ametrano

	* ql/errors.cpp (1.8):

	VC 6 integration

2004-09-22 10:36  Ferdinando Ametrano

	* test-suite/termstructures.cpp (1.26):

	more readable error message.  This test currently fails with VC 6:
	termstructures.cpp(132): fatal error in
	"TermStructureTest::testReferenceChange":   Discount at 10days:
	before date change: 0.999333555506     after date change:
	0.996838341934

2004-09-21 17:31  Luigi Ballabio

	* test-suite/: interpolations.cpp (1.21), interpolations.hpp (1.7):

	Disabled multispline test on Borland

2004-09-21 17:31  Luigi Ballabio

	* ql/: qldefines.hpp (1.83), Math/multicubicspline.hpp (1.2):

	Removed Doxygen warnings

2004-09-21 15:50  Luigi Ballabio

	* configure.ac (1.52), ql/config.ansi.hpp (1.26), ql/config.bcc.hpp
	(1.29), ql/config.msvc.hpp (1.56), ql/config.mwcw.hpp (1.25),
	test-suite/interpolations.cpp (1.20), test-suite/interpolations.hpp
	(1.6):

	Test for multispline

2004-09-21 15:50  Luigi Ballabio

	* ql/Optimization/constraint.hpp (1.23):

	Fix for VC++

2004-09-21 15:22  Ferdinando Ametrano

	* ql/PricingEngines/: Vanilla/mcdigitalengine.hpp (1.31),
	Vanilla/mceuropeanengine.hpp (1.32), Vanilla/mcvanillaengine.hpp
	(1.23), Basket/mcbasketengine.hpp (1.29):

	removing default parameters

2004-09-21 15:08  Ferdinando Ametrano

	* ql/PricingEngines/: Asian/mc_discr_arith_av_price.hpp (1.7),
	Asian/mc_discr_geom_av_price.hpp (1.7),
	Asian/mcdiscreteasianengine.hpp (1.4), Barrier/mcbarrierengine.hpp
	(1.27):

	removing default parameters

2004-09-21 15:03  Ferdinando Ametrano

	* ql/stochasticprocess.cpp (1.8):

	avoid Borland warning

2004-09-21 10:00  Ferdinando Ametrano

	* QuantLib.dsp (1.247):

	catching up

2004-09-21 09:31  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.35):

	speeded up using variance reduction tecniques

2004-09-21 09:27  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.33):

	explicit brownianBridge variable

2004-09-21 08:27  Ferdinando Ametrano

	* QuantLib.vcproj (1.36):

	catching up

2004-09-20 17:41  Luigi Ballabio

	* News.txt (1.49), ql/Math/Makefile.am (1.42), ql/Math/all.hpp
	(1.5), ql/Math/multicubicspline.hpp (1.1):

	Added N-dimensional cubic spline (thanks to Roman Gitlin)

2004-09-20 15:57  Luigi Ballabio

	* News.txt (1.48), ql/stochasticprocess.cpp (1.7),
	ql/stochasticprocess.hpp (1.20), ql/MonteCarlo/pathgenerator.hpp
	(1.61):

	Path generator working with generic stochastic process (thanks to
	W. Penschke)

2004-09-20 15:18  Ferdinando Ametrano

	* test-suite/barrieroption.cpp (1.36):

	seed variable introduced

2004-09-20 12:06  Luigi Ballabio

	* ql/PricingEngines/mcsimulation.hpp (1.10),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.26),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.28),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.31),
	test-suite/barrieroption.cpp (1.35), test-suite/basketoption.cpp
	(1.29), test-suite/digitaloption.cpp (1.32):

	Fixed tests

2004-09-17 19:12  Ferdinando Ametrano

	* ql/PricingEngines/: Asian/mc_discr_arith_av_price.hpp (1.6),
	Asian/mc_discr_geom_av_price.hpp (1.6),
	Asian/mcdiscreteasianengine.hpp (1.3), Barrier/mcbarrierengine.hpp
	(1.25), Basket/mcbasketengine.hpp (1.27),
	Vanilla/mcdigitalengine.hpp (1.30), Vanilla/mceuropeanengine.hpp
	(1.30), Vanilla/mcvanillaengine.hpp (1.22):

	1) calculate method introduced, which encapsulates common code 2)
	controlVariateValue() introduced 3) brownianBridge explicit
	parameter introduced

2004-09-17 19:11  Ferdinando Ametrano

	* ql/PricingEngines/mcsimulation.hpp (1.9):

	1) calculate method introduced, which encapsulates common code 2)
	controlVariateValue() introduced

2004-09-17 18:59  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.44):

	no message

2004-09-17 17:23  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.53):

	default value added (Warning: true case is not implemented)

2004-09-17 17:21  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.43):

	implied boleean meaning revealed

2004-09-17 17:13  Ferdinando Ametrano

	* ql/Pricers/: mccliquetoption.cpp (1.33),
	mcdiscretearithmeticaso.cpp (1.35), mceverest.cpp (1.41),
	mchimalaya.cpp (1.44), mcmaxbasket.cpp (1.40), mcpagoda.cpp (1.43),
	mcperformanceoption.cpp (1.29):

	implied boleean meaning revealed

2004-09-17 14:15  Luigi Ballabio

	* ql/discretizedasset.hpp (1.15), test-suite/basketoption.cpp
	(1.28), test-suite/europeanoption.cpp (1.72),
	test-suite/lowdiscrepancysequences.cpp (1.65),
	test-suite/termstructures.cpp (1.25):

	Removed gcc warnings

2004-09-17 11:05  Luigi Ballabio

	* Makefile.am (1.91), ql/calendar.hpp (1.44), ql/currency.hpp
	(1.22), ql/date.hpp (1.31), ql/exchangerate.hpp (1.4),
	ql/instrument.hpp (1.36), ql/money.hpp (1.5), ql/qldefines.hpp
	(1.82), ql/quote.hpp (1.4), ql/termstructure.hpp (1.47),
	ql/Calendars/germany.hpp (1.4), ql/Calendars/italy.hpp (1.3),
	ql/Calendars/jointcalendar.hpp (1.7), ql/Calendars/target.hpp
	(1.21), ql/Calendars/unitedkingdom.hpp (1.3),
	ql/Calendars/unitedstates.hpp (1.4),
	ql/Currencies/exchangeratemanager.hpp (1.4),
	ql/DayCounters/actualactual.hpp (1.23),
	ql/DayCounters/simpledaycounter.hpp (1.7),
	ql/FiniteDifferences/dplusdminus.hpp (1.17),
	ql/FiniteDifferences/dzero.hpp (1.16),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.31),
	ql/Instruments/capfloor.hpp (1.51), ql/Instruments/swaption.hpp
	(1.43), ql/Math/bivariatenormaldistribution.hpp (1.8),
	ql/Math/cubicspline.hpp (1.52), ql/Math/factorial.hpp (1.6),
	ql/Math/gammadistribution.hpp (1.11), ql/Math/kronrodintegral.hpp
	(1.12), ql/Math/normaldistribution.hpp (1.30),
	ql/Math/poissondistribution.hpp (1.8), ql/Math/pseudosqrt.hpp
	(1.6), ql/Math/riskstatistics.hpp (1.17), ql/Math/rounding.hpp
	(1.10), ql/Math/segmentintegral.hpp (1.23),
	ql/Math/sequencestatistics.hpp (1.27), ql/Math/simpsonintegral.hpp
	(1.9), ql/Math/statistics.hpp (1.30), ql/Math/svd.hpp (1.11),
	ql/Math/symmetricschurdecomposition.hpp (1.16),
	ql/Math/trapezoidintegral.hpp (1.9), ql/Optimization/constraint.hpp
	(1.22), ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp
	(1.3), ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp
	(1.2), ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.5),
	ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.5),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.6),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.24),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.26),
	ql/PricingEngines/Basket/stulzengine.hpp (1.6),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.3),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.3),
	ql/PricingEngines/Forward/forwardengine.hpp (1.16),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.9),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.14),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.5),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.18),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.6),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.10),
	ql/PricingEngines/Vanilla/juquadraticengine.hpp (1.3),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.29),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.29),
	ql/RandomNumbers/faurersg.hpp (1.3), ql/RandomNumbers/haltonrsg.hpp
	(1.13), ql/RandomNumbers/mt19937uniformrng.hpp (1.14),
	ql/RandomNumbers/randomizedlds.hpp (1.5),
	ql/RandomNumbers/seedgenerator.hpp (1.4),
	ql/RandomNumbers/sobolrsg.hpp (1.22), ql/Solvers1D/bisection.hpp
	(1.18), ql/Solvers1D/brent.hpp (1.18),
	ql/Solvers1D/falseposition.hpp (1.17), ql/Solvers1D/newton.hpp
	(1.19), ql/Solvers1D/newtonsafe.hpp (1.19), ql/Solvers1D/ridder.hpp
	(1.18), ql/Solvers1D/secant.hpp (1.18),
	ql/TermStructures/compoundforward.hpp (1.34),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.23),
	ql/TermStructures/impliedtermstructure.hpp (1.21),
	ql/TermStructures/piecewiseflatforward.hpp (1.43),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.24),
	test-suite/americanoption.hpp (1.6), test-suite/asianoptions.hpp
	(1.7), test-suite/barrieroption.hpp (1.5),
	test-suite/basketoption.hpp (1.7), test-suite/calendars.hpp (1.12),
	test-suite/capfloor.hpp (1.9), test-suite/cliquetoption.hpp (1.4),
	test-suite/compoundforward.hpp (1.6), test-suite/covariance.hpp
	(1.9), test-suite/dates.hpp (1.7), test-suite/daycounters.hpp
	(1.8), test-suite/digitaloption.hpp (1.8),
	test-suite/distributions.hpp (1.8), test-suite/europeanoption.hpp
	(1.15), test-suite/exchangerate.hpp (1.2), test-suite/factorial.hpp
	(1.5), test-suite/forwardoption.hpp (1.3),
	test-suite/instruments.hpp (1.7), test-suite/integrals.hpp (1.8),
	test-suite/interpolations.hpp (1.5), test-suite/jumpdiffusion.hpp
	(1.6), test-suite/lowdiscrepancysequences.hpp (1.17),
	test-suite/matrices.hpp (1.10), test-suite/mersennetwister.hpp
	(1.8), test-suite/money.hpp (1.2), test-suite/operators.hpp (1.7),
	test-suite/piecewiseflatforward.hpp (1.8),
	test-suite/quantooption.hpp (1.4), test-suite/quotes.hpp (1.4),
	test-suite/riskstats.hpp (1.11), test-suite/rounding.hpp (1.4),
	test-suite/solvers.hpp (1.7), test-suite/stats.hpp (1.14),
	test-suite/swap.hpp (1.7), test-suite/swaption.hpp (1.7),
	test-suite/termstructures.hpp (1.9):

	Removed Doxygen warnings

2004-09-16 17:17  Luigi Ballabio

	* test-suite/: capfloor.cpp (1.42), compoundforward.cpp (1.21),
	matrices.cpp (1.27), piecewiseflatforward.cpp (1.26), swap.cpp
	(1.28), swaption.cpp (1.33), termstructures.cpp (1.24),
	utilities.hpp (1.14):

	Added some support for teardown function in test cases

2004-09-16 15:02  Luigi Ballabio

	* ql/RandomNumbers/sobolrsg.hpp (1.21):

	Removed Cantor-like diagonal selection

2004-09-16 15:01  Luigi Ballabio

	* ql/errors.cpp (1.7):

	Added gcc format for errors (better, although not perfect,
	integration with Emacs)

2004-09-16 12:14  Ferdinando Ametrano

	* ql/RandomNumbers/randomizedlds.hpp (1.4):

	no message

2004-09-16 12:13  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.35), sobolrsg.hpp (1.20):

	intSequence() method exposed

2004-09-16 11:49  Luigi Ballabio

	* ql/RandomNumbers/randomizedlds.hpp (1.3):

	Made some justice to hyphens and such

2004-09-16 11:37  Luigi Ballabio

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.30):

	Fixed bug which caused only one stopping time per FD step to be
	used

2004-09-16 11:37  Luigi Ballabio

	* Docs/pages/findiff.docs (1.12):

	Tagged doc page as outdated

2004-09-16 10:16  Luigi Ballabio

	* News.txt (1.47), ql/capvolstructures.hpp (1.10),
	ql/swaptionvolstructure.hpp (1.12), ql/voltermstructure.cpp (1.21),
	ql/voltermstructure.hpp (1.29),
	ql/Volatilities/blackconstantvol.hpp (1.28),
	ql/Volatilities/blackvariancecurve.cpp (1.15),
	ql/Volatilities/blackvariancecurve.hpp (1.32),
	ql/Volatilities/blackvariancesurface.cpp (1.15),
	ql/Volatilities/blackvariancesurface.hpp (1.33),
	ql/Volatilities/capflatvolvector.hpp (1.19),
	ql/Volatilities/impliedvoltermstructure.hpp (1.15),
	ql/Volatilities/localconstantvol.hpp (1.24),
	ql/Volatilities/localvolcurve.hpp (1.15),
	ql/Volatilities/localvolsurface.cpp (1.17),
	ql/Volatilities/localvolsurface.hpp (1.24),
	ql/Volatilities/swaptionvolmatrix.hpp (1.23),
	test-suite/quantlibtestsuite.cpp (1.79):

	Derived volatility term structures from BaseTermStructure

2004-09-15 17:00  Luigi Ballabio

	* ql/RandomNumbers/knuthuniformrng.cpp (1.13),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.12),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.15),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.11),
	ql/RandomNumbers/seedgenerator.cpp (1.3),
	ql/RandomNumbers/seedgenerator.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.64):

	Re-implemented seed generator as singleton

2004-09-15 16:57  Luigi Ballabio

	* ql/Patterns/singleton.hpp (1.3):

	Addressed quirks of both gcc and vc

2004-09-15 13:13  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.63),
	lowdiscrepancysequences.hpp (1.16):

	added random seed generator test

2004-09-15 13:10  Ferdinando Ametrano

	* ql/RandomNumbers/: seedgenerator.cpp (1.2), seedgenerator.hpp
	(1.2):

	added random seed generator

2004-09-15 11:27  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.62),
	lowdiscrepancysequences.hpp (1.15):

	clean up

2004-09-15 11:24  Ferdinando Ametrano

	* ql/errors.cpp (1.6):

	file name and line number on a new line with Boost-like formatting.
	 This allows improved integration in Visual Studio: a double click
	on the message will jump to the correct file and line

2004-09-14 18:36  Ferdinando Ametrano

	* News.txt (1.46):

	updated

2004-09-14 18:29  Ferdinando Ametrano

	* ql/RandomNumbers/randomizedlds.hpp (1.2),
	test-suite/lowdiscrepancysequences.cpp (1.61):

	typo fixed

2004-09-14 18:23  Ferdinando Ametrano

	* QuantLib.vcproj (1.35), ql/RandomNumbers/randomizedlds.hpp (1.1),
	test-suite/lowdiscrepancysequences.cpp (1.60),
	test-suite/lowdiscrepancysequences.hpp (1.14):

	added randomized low discrepancy sequence generator

2004-09-14 15:43  Ferdinando Ametrano

	* ql/RandomNumbers/: Makefile.am (1.19), knuthuniformrng.cpp
	(1.12), lecuyeruniformrng.hpp (1.14), makefile.mak (1.29),
	mt19937uniformrng.cpp (1.10), seedgenerator.cpp (1.1),
	seedgenerator.hpp (1.1):

	added random seed generator

2004-09-14 15:39  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.28):

	removed code already commented out

2004-09-14 11:22  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.34):

	no message

2004-09-14 11:15  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.33):

	using control variation to speed up discrete arithmetic average
	price test

2004-09-14 11:08  Ferdinando Ametrano

	* QuantLib.vcproj (1.34):

	catching up

2004-09-14 11:05  Ferdinando Ametrano

	* ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.4):

	control variation added

2004-09-14 11:04  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: mc_discr_geom_av_price.cpp (1.2),
	mc_discr_geom_av_price.hpp (1.4), mc_discr_arith_av_price.cpp
	(1.2):

	handle seasoned options

2004-09-14 10:53  Ferdinando Ametrano

	* ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp (1.2):

	comment added

2004-09-14 10:53  Ferdinando Ametrano

	* ql/PricingEngines/Asian/analytic_discr_geom_av_price.cpp (1.2):

	now it can be used as control variate for arithmetic average

2004-09-13 19:17  Ferdinando Ametrano

	* ql/PricingEngines/Asian/mcdiscreteasianengine.hpp (1.2):

	formatting

2004-09-13 19:05  Luigi Ballabio

	* News.txt (1.45), Docs/pages/termstructures.docs (1.8),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.65),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.42),
	Examples/Swap/swapvaluation.cpp (1.52), ql/Makefile.am (1.65),
	ql/core.hpp (1.8), ql/stochasticprocess.cpp (1.6),
	ql/stochasticprocess.hpp (1.19), ql/termstructure.hpp (1.46),
	ql/CashFlows/parcoupon.cpp (1.15), ql/Indexes/audlibor.hpp (1.20),
	ql/Indexes/cadlibor.hpp (1.20), ql/Indexes/chflibor.hpp (1.18),
	ql/Indexes/euribor.hpp (1.23), ql/Indexes/gbplibor.hpp (1.25),
	ql/Indexes/jpylibor.hpp (1.19), ql/Indexes/usdlibor.hpp (1.25),
	ql/Indexes/xibor.hpp (1.35), ql/Instruments/capfloor.cpp (1.58),
	ql/Instruments/capfloor.hpp (1.50),
	ql/Instruments/oneassetoption.cpp (1.17),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.27),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.23),
	ql/Instruments/quantovanillaoption.cpp (1.34),
	ql/Instruments/quantovanillaoption.hpp (1.31),
	ql/Instruments/swap.cpp (1.37), ql/Instruments/swap.hpp (1.31),
	ql/Instruments/swaption.cpp (1.46), ql/Instruments/swaption.hpp
	(1.42), ql/Pricers/mccliquetoption.cpp (1.32),
	ql/Pricers/mccliquetoption.hpp (1.22),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.34),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.25),
	ql/Pricers/mceverest.cpp (1.40), ql/Pricers/mceverest.hpp (1.27),
	ql/Pricers/mchimalaya.cpp (1.43), ql/Pricers/mchimalaya.hpp (1.26),
	ql/Pricers/mcmaxbasket.cpp (1.39), ql/Pricers/mcmaxbasket.hpp
	(1.27), ql/Pricers/mcpagoda.cpp (1.42), ql/Pricers/mcpagoda.hpp
	(1.28), ql/Pricers/mcperformanceoption.cpp (1.28),
	ql/Pricers/mcperformanceoption.hpp (1.20),
	ql/PricingEngines/blackmodel.hpp (1.6),
	ql/PricingEngines/Asian/Makefile.am (1.7),
	ql/PricingEngines/Forward/forwardengine.hpp (1.15),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.13),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.17),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.24),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.10),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.27),
	ql/ShortRateModels/calibrationhelper.hpp (1.24),
	ql/ShortRateModels/model.hpp (1.32),
	ql/ShortRateModels/parameter.hpp (1.21),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.40),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.18),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.39),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.20),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.26),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.24), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.22),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.23),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.24),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.27),
	ql/TermStructures/compoundforward.cpp (1.43),
	ql/TermStructures/compoundforward.hpp (1.33),
	ql/TermStructures/discountcurve.hpp (1.31),
	ql/TermStructures/drifttermstructure.hpp (1.12),
	ql/TermStructures/extendeddiscountcurve.cpp (1.16),
	ql/TermStructures/extendeddiscountcurve.hpp (1.16),
	ql/TermStructures/flatforward.hpp (1.40),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.22),
	ql/TermStructures/impliedtermstructure.hpp (1.20),
	ql/TermStructures/piecewiseflatforward.cpp (1.50),
	ql/TermStructures/piecewiseflatforward.hpp (1.42),
	ql/TermStructures/quantotermstructure.hpp (1.15),
	ql/TermStructures/ratehelpers.cpp (1.56),
	ql/TermStructures/ratehelpers.hpp (1.45),
	ql/TermStructures/zerocurve.hpp (1.12),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.23),
	ql/Volatilities/localvolsurface.cpp (1.16),
	ql/Volatilities/localvolsurface.hpp (1.23),
	test-suite/americanoption.cpp (1.23), test-suite/asianoptions.cpp
	(1.32), test-suite/barrieroption.cpp (1.34),
	test-suite/basketoption.cpp (1.27), test-suite/capfloor.cpp (1.41),
	test-suite/cliquetoption.cpp (1.9), test-suite/compoundforward.cpp
	(1.20), test-suite/digitaloption.cpp (1.31),
	test-suite/europeanoption.cpp (1.71), test-suite/forwardoption.cpp
	(1.10), test-suite/jumpdiffusion.cpp (1.26),
	test-suite/old_pricers.cpp (1.56),
	test-suite/piecewiseflatforward.cpp (1.25),
	test-suite/quantooption.cpp (1.12), test-suite/swap.cpp (1.27),
	test-suite/swaption.cpp (1.32), test-suite/termstructures.cpp
	(1.23), test-suite/utilities.cpp (1.13), test-suite/utilities.hpp
	(1.13):

	TermStructure renamed to YieldTermStructure and derived from
	BaseTermStructure to provide reference-date calculation

2004-09-13 18:59  Luigi Ballabio

	* Docs/quantlib.doxy (1.89), Docs/pages/config.docs (1.2),
	ql/exchangerate.hpp (1.3), ql/money.hpp (1.4),
	ql/Instruments/barrieroption.hpp (1.27),
	ql/Instruments/basketoption.hpp (1.11),
	ql/Instruments/cliquetoption.hpp (1.14),
	ql/Instruments/europeanoption.hpp (1.3), ql/Math/factorial.hpp
	(1.5), ql/Math/rounding.hpp (1.9), ql/Optimization/leastsquare.hpp
	(1.28), ql/Optimization/simplex.hpp (1.17),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.3),
	ql/RandomNumbers/sobolrsg.hpp (1.19):

	Removed a few Doxygen warnings

2004-09-13 15:16  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: baroneadesiwhaleyengine.cpp (1.15),
	baroneadesiwhaleyengine.hpp (1.4), juquadraticengine.cpp (1.3),
	juquadraticengine.hpp (1.2):

	removing duplicated code

2004-09-13 14:42  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.31):

	purged unused stuff

2004-09-13 14:34  Ferdinando Ametrano

	* ql/PricingEngines/Cliquet/makefile.mak (1.11):

	formatting

2004-09-13 14:33  Ferdinando Ametrano

	* ql/makefile.mak (1.61):

	forgotten folder

2004-09-13 14:03  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: mc_discr_arith_av_price.hpp (1.3),
	mc_discr_geom_av_price.hpp (1.3):

	default constructor

2004-09-13 13:57  Ferdinando Ametrano

	* ql/: Instruments/asianoption.cpp (1.20),
	PricingEngines/Asian/analytic_cont_geom_av_price.cpp (1.2),
	PricingEngines/Asian/mc_discr_arith_av_price.hpp (1.2),
	PricingEngines/Asian/mc_discr_geom_av_price.hpp (1.2):

	updated

2004-09-13 13:36  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.30):

	VC6 patch

2004-09-13 13:31  Luigi Ballabio

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.28):

	Arguments cannot be checked in engine constructor---they are not
	yet set.

2004-09-13 13:20  Ferdinando Ametrano

	* QuantLib.dsp (1.246), test-suite/asianoptions.cpp (1.29),
	test-suite/asianoptions.hpp (1.6):

	updated

2004-09-13 13:14  Ferdinando Ametrano

	* News.txt (1.44), QuantLib.vcproj (1.33):

	updated

2004-09-13 13:10  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.28), asianoptions.hpp (1.5),
	old_pricers.cpp (1.55):

	tests for new engines: a) Monte Carlo discrete geometric average
	price b) Monte Carlo discrete arithmetic average price

2004-09-13 13:09  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: Makefile.am (1.6), all.hpp (1.3),
	makefile.mak (1.9), mc_discr_arith_av_price.cpp (1.1),
	mc_discr_arith_av_price.hpp (1.1), mc_discr_geom_av_price.cpp
	(1.1), mc_discr_geom_av_price.hpp (1.1), mcdiscreteasianengine.hpp
	(1.1):

	new pricing engines: a) Monte Carlo discrete geometric average
	price b) Monte Carlo discrete arithmetic average price

2004-09-13 13:09  Ferdinando Ametrano

	* ql/PricingEngines/Asian/: analytic_cont_geom_av_price.cpp (1.1),
	analytic_cont_geom_av_price.hpp (1.1),
	analytic_discr_geom_av_price.cpp (1.1),
	analytic_discr_geom_av_price.hpp (1.1):

	consistent file/class names

2004-09-13 13:03  Ferdinando Ametrano

	* ql/Instruments/: asianoption.cpp (1.19), asianoption.hpp (1.20):

	handling both running sum (arithmetic average) and running product
	(geometric average)

2004-09-10 19:17  Luigi Ballabio

	* ql/Makefile.am (1.64), ql/core.hpp (1.7), ql/date.hpp (1.30),
	ql/money.cpp (1.3), ql/settings.hpp (1.1), ql/termstructure.hpp
	(1.45), ql/CashFlows/parcoupon.cpp (1.14),
	ql/CashFlows/shortfloatingcoupon.cpp (1.19),
	ql/Currencies/exchangeratemanager.cpp (1.3),
	ql/Currencies/exchangeratemanager.hpp (1.3), ql/Indexes/xibor.cpp
	(1.23), ql/Indexes/xibor.hpp (1.34), ql/Instruments/capfloor.cpp
	(1.57), ql/Patterns/observable.hpp (1.22),
	ql/PricingEngines/Forward/forwardengine.hpp (1.14),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.16),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.23),
	ql/TermStructures/compoundforward.cpp (1.42),
	ql/TermStructures/compoundforward.hpp (1.32),
	ql/TermStructures/discountcurve.hpp (1.30),
	ql/TermStructures/drifttermstructure.hpp (1.11),
	ql/TermStructures/extendeddiscountcurve.cpp (1.15),
	ql/TermStructures/extendeddiscountcurve.hpp (1.15),
	ql/TermStructures/flatforward.hpp (1.39),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.21),
	ql/TermStructures/impliedtermstructure.hpp (1.19),
	ql/TermStructures/piecewiseflatforward.cpp (1.49),
	ql/TermStructures/piecewiseflatforward.hpp (1.41),
	ql/TermStructures/quantotermstructure.hpp (1.14),
	ql/TermStructures/ratehelpers.cpp (1.55),
	ql/TermStructures/zerocurve.hpp (1.11),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.22),
	test-suite/capfloor.cpp (1.40), test-suite/compoundforward.cpp
	(1.19), test-suite/piecewiseflatforward.cpp (1.24),
	test-suite/swap.cpp (1.26), test-suite/swaption.cpp (1.31),
	test-suite/termstructures.cpp (1.22), test-suite/termstructures.hpp
	(1.8), test-suite/utilities.cpp (1.12):

	Added global evaluation date - used for exchange-rate lookup; -
	used for past coupon-fixing lookup; - possibly used for determining
	the reference date of a yield term structure.  Still to do: - use
	it for determining the reference date of volatility term
	structures.

2004-09-10 14:28  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.21):

	typo fixed

2004-09-10 14:07  Ferdinando Ametrano

	* ql/Instruments/asianoption.hpp (1.19):

	more comments

2004-09-10 13:37  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.27):

	Luigi: how could I check for European exercise? Both solutions
	crash or fail the check... :-(

2004-09-10 13:32  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.26):

	no message

2004-09-10 13:19  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.25):

	redundant calculate() method removed

2004-09-10 13:18  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.20):

	check removed

2004-09-10 13:17  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.26):

	check added

2004-09-09 09:49  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.59):

	a) discrepancy assignment mismatch fixed.  b) removed redundant
	data: for low dimensions all Sobol' implementation are identical

2004-09-08 09:50  Ferdinando Ametrano

	* News.txt (1.43):

	updated

2004-09-08 09:43  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.58),
	lowdiscrepancysequences.hpp (1.13):

	Sobol' Levitan Lemieux direction numbers tested

2004-09-08 00:19  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.34), sobolrsg.hpp (1.18):

	documentation improved

2004-09-07 21:30  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.33), sobolrsg.hpp (1.17):

	Sobol' Levitan Lemiuex initialized Sobol sequences can be used

2004-09-07 10:01  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.57):

	Sobol' Levitan direction numbers tested

2004-09-07 09:09  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.56):

	Sobol' Levitan direction numbers tested

2004-09-06 20:19  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.55):

	typo fixed

2004-09-06 19:44  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.54):

	Sobol' Levitan direction numbers tested

2004-09-06 17:07  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.53):

	Sobol' Levitan direction numbers tested

2004-09-06 15:14  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.51),
	lowdiscrepancysequences.hpp (1.12), lowdiscrepancysequences.cpp
	(1.52):

	Sobol' Levitan direction numbers tested

2004-09-06 15:14  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.32), sobolrsg.hpp (1.16):

	Sobol' Levitan direction numbers can be used

2004-09-06 11:46  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.31):

	typos fixed

2004-09-06 11:44  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.30):

	adding Sobol' Levitan coefficients of the free direction integers
	as given by Bratley and Fox. Not used in the code yet.

2004-09-03 11:16  Ferdinando Ametrano

	* test-suite/distributions.cpp (1.19):

	one more check added

2004-09-01 16:44  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.23), riskstatistics.hpp
	(1.16):

	typo fixed

2004-09-01 16:01  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.22):

	added gaussianTopPercentile method (topPercentile for empirical
	distribution was already available)

2004-09-01 09:32  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.27):

	test bug fixed

2004-09-01 09:22  Luigi Ballabio

	* Docs/: Makefile.am (1.70), qlintro.tex (1.3), quantlibheader.html
	(1.26), pages/config.docs (1.1), pages/index.docs (1.10),
	pages/install.docs (1.12):

	Documented user configuration

2004-09-01 09:22  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.26):

	test bug fixed

2004-08-31 14:42  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.24):

	using MatrixFormatter instead of SequanceFormatter (the latter is
	not available for VC6)

2004-08-31 12:52  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.23):

	Extended test: it now tests a covariance matrix too.

2004-08-31 12:43  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.22):

	Extended test: it now tests a covariance matrix too.

2004-08-31 11:24  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.21):

	Extended test: it now tests a covariance matrix too.

2004-08-31 11:22  Ferdinando Ametrano

	* ql/Math/pseudosqrt.cpp (1.8):

	bug fix

2004-08-31 11:21  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.55):

	improved message

2004-08-31 10:36  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.50):

	page reference added

2004-08-30 15:31  Ferdinando Ametrano

	* ql/RandomNumbers/faurersg.hpp (1.2):

	this include order avoids VC6 warnings

2004-08-30 15:08  Ferdinando Ametrano

	* Contributors.txt (1.24), Docs/pages/authors.docs (1.30):

	Faure tests documented

2004-08-30 14:53  Luigi Ballabio

	* Makefile.am (1.90), News.txt (1.42), Readme.txt (1.22):

	Pruned text files

2004-08-30 14:40  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.49):

	Faure tests documented

2004-08-30 12:11  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.54):

	updated error message for VC7

2004-08-26 18:50  Luigi Ballabio

	* ql/RandomNumbers/faurersg.cpp (1.3):

	Fix for Faure rsg

2004-08-26 13:55  Luigi Ballabio

	* ql/Patterns/singleton.hpp (1.2):

	Modified to work (more) reliably with VC++6

2004-08-25 13:21  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.8):

	more comments

2004-08-25 13:09  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.7):

	more comments

2004-08-24 19:59  Ferdinando Ametrano

	* QuantLib.dsp (1.245), ql/RandomNumbers/faurersg.cpp (1.2):

	VC6 catching up

2004-08-24 19:48  Ferdinando Ametrano

	* QuantLib.vcproj (1.32), ql/RandomNumbers/Makefile.am (1.18),
	ql/RandomNumbers/all.hpp (1.5), ql/RandomNumbers/makefile.mak
	(1.28), ql/RandomNumbers/sobolrsg.hpp (1.15),
	test-suite/lowdiscrepancysequences.cpp (1.48),
	test-suite/lowdiscrepancysequences.hpp (1.11),
	ql/RandomNumbers/faurersg.cpp (1.1), ql/RandomNumbers/faurersg.hpp
	(1.1):

	added Faure low discrepancy sequences, thanks to Gianni Piolanti

2004-08-24 15:16  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.53):

	VC 7.1 doesn't need HAVE_INCOMPLETE_ITERATOR_SUPPORT and
	REQUIRES_DUMMY_RETURN

2004-08-23 18:17  Luigi Ballabio

	* Docs/pages/faq.docs (1.3):

	More general section title

2004-08-23 17:56  Ferdinando Ametrano

	* Docs/pages/faq.docs (1.2):

	added VC link FAQ

2004-08-23 16:15  Luigi Ballabio

	* Docs/: Makefile.am (1.69), makefile.mak (1.36), qlintro.tex
	(1.2), quantlibheader.html (1.25), pages/faq.docs (1.1):

	Moved FAQ into manual

2004-08-23 12:01  Luigi Ballabio

	* ql/Math/array.hpp (1.9), ql/Math/matrix.hpp (1.33),
	test-suite/matrices.cpp (1.26):

	Re-enabled ArrayFormatter and MatrixFormatter for VC6

2004-08-23 11:59  Luigi Ballabio

	* ql/PricingEngines/: Barrier/mcbarrierengine.hpp (1.23),
	Basket/mcbasketengine.hpp (1.25), Vanilla/mcdigitalengine.hpp
	(1.24), Vanilla/mceuropeanengine.hpp (1.25):

	selectively added typename keyword

2004-08-20 19:41  Ferdinando Ametrano

	* ql/PricingEngines/: Barrier/mcbarrierengine.hpp (1.22),
	Basket/mcbasketengine.hpp (1.24), Vanilla/mcdigitalengine.hpp
	(1.23), Vanilla/mceuropeanengine.hpp (1.24):

	typename removed (VC6 fix) Luigi: if needed by gcc we'll need a VC6
	patch

2004-08-20 19:38  Ferdinando Ametrano

	* ql/currency.hpp (1.21):

	fixed for Borland too

2004-08-20 17:49  Ferdinando Ametrano

	* QuantLib.vcproj (1.31),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.8):

	Language extensions disabled for all projects but test-suite (boost
	lib linkage would fail, I don't know why)

2004-08-20 15:36  Ferdinando Ametrano

	* Examples/DiscreteHedging/: DiscreteHedging.cpp (1.41), ReadMe.txt
	(1.3):

	link updated

2004-08-20 11:53  Luigi Ballabio

	* ql/: Math/bicubicsplineinterpolation.hpp (1.19),
	Math/bilinearinterpolation.hpp (1.23), Math/cubicspline.hpp (1.51),
	Math/gaussianstatistics.hpp (1.21), Math/riskstatistics.hpp (1.15),
	PricingEngines/genericmodelengine.hpp (1.7),
	PricingEngines/latticeshortratemodelengine.hpp (1.12),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.21),
	PricingEngines/Basket/mcbasketengine.hpp (1.23),
	PricingEngines/Forward/forwardengine.hpp (1.13),
	PricingEngines/Forward/forwardperformanceengine.hpp (1.8),
	PricingEngines/Quanto/quantoengine.hpp (1.12),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.22),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.23),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.19):

	Fixes for gcc 3.4 (thanks to Andreas Jochens)

2004-08-20 10:43  Luigi Ballabio

	* ql/: config.msvc.hpp (1.52), currency.hpp (1.20), money.hpp
	(1.3):

	Moved header inclusion where it belongs

2004-08-20 10:42  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.hpp (1.31),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.39),
	test-suite/capfloor.cpp (1.39):

	Fix for VC6

2004-08-20 09:55  Luigi Ballabio

	* test-suite/matrices.cpp (1.25):

	Fixed typo

2004-08-20 09:53  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.cpp (1.37),
	ql/CashFlows/cashflowvectors.hpp (1.30), test-suite/swap.cpp
	(1.25):

	moved the QL_USE_INDEXED_COUPON switch into
	FloatingRateCouponVector (which is now a proxy to
	IndexedCouponVector<DefaultCouponType>)

2004-08-20 09:51  Luigi Ballabio

	* ql/CashFlows/: indexedcoupon.hpp (1.14), shortfloatingcoupon.cpp
	(1.18), shortfloatingcoupon.hpp (1.19), shortindexedcoupon.hpp
	(1.13):

	Specialized Short<> for ParCoupon

2004-08-19 19:09  Ferdinando Ametrano

	* test-suite/matrices.cpp (1.24):

	typo fixed

2004-08-19 19:06  Ferdinando Ametrano

	* test-suite/matrices.cpp (1.23):

	less info for VC6 only

2004-08-19 18:52  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.51):

	QL_PATCH_MICROSOFT renamed as QL_PATCH_MSVC6 and applied only to
	Microsoft Visual C++ 6

2004-08-19 18:24  Ferdinando Ametrano

	* QuantLib.vcproj (1.30),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.9),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.9),
	Examples/Swap/Swap.vcproj (1.9),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.7),
	ql/config.msvc.hpp (1.50),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.36),
	ql/Instruments/asianoption.cpp (1.18),
	ql/Instruments/barrieroption.cpp (1.31),
	ql/Instruments/basketoption.cpp (1.9),
	ql/Instruments/cliquetoption.cpp (1.3),
	ql/Instruments/dividendvanillaoption.cpp (1.4),
	ql/Instruments/multiassetoption.cpp (1.11),
	ql/Instruments/oneassetoption.cpp (1.16),
	ql/Instruments/swaption.cpp (1.45), ql/Math/array.hpp (1.8),
	ql/Math/interpolation.hpp (1.31), ql/Math/interpolation2D.hpp
	(1.21), ql/Math/matrix.hpp (1.32),
	ql/Volatilities/blackvariancecurve.cpp (1.14),
	ql/Volatilities/blackvariancecurve.hpp (1.31),
	ql/Volatilities/blackvariancesurface.cpp (1.14),
	ql/Volatilities/blackvariancesurface.hpp (1.32),
	test-suite/testsuite.vcproj (1.20):

	QL_PATCH_MICROSOFT renamed as QL_PATCH_MSVC6 and applied only to
	Microsoft Visual C++ 6

2004-08-19 17:07  Luigi Ballabio

	* ql/Math/array.hpp (1.7), ql/Math/matrix.hpp (1.31),
	test-suite/matrices.cpp (1.22):

	Disabled problematic (for VC6) code

2004-08-19 16:23  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.7):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 16:18  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardengine.hpp (1.12):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 16:11  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardengine.hpp (1.11):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 16:02  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.6):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 15:35  Ferdinando Ametrano

	* ql/PricingEngines/Quanto/quantoengine.hpp (1.11):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 15:23  Ferdinando Ametrano

	* QuantLib.vcproj (1.29),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.8),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.8),
	Examples/Swap/Swap.vcproj (1.8),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.6), ql/money.hpp
	(1.2), ql/solver1d.hpp (1.27),
	ql/Math/bicubicsplineinterpolation.hpp (1.18),
	ql/Math/bilinearinterpolation.hpp (1.22), ql/Math/cubicspline.hpp
	(1.50), ql/Math/gaussianstatistics.hpp (1.20),
	ql/Math/linearinterpolation.hpp (1.29), ql/Math/riskstatistics.hpp
	(1.14), ql/PricingEngines/genericmodelengine.hpp (1.6),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.20),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.22),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.21),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.22),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.18),
	test-suite/interpolations.cpp (1.19), test-suite/testsuite.vcproj
	(1.19):

	fixed for VC7.1 with Language Extensions disabled

2004-08-19 12:33  Luigi Ballabio

	* configure.ac (1.51), ql/userconfig.hpp (1.12):

	Add par/indexed coupon configuration option to ./configure

2004-08-19 12:32  Luigi Ballabio

	* ql/Currencies/: asia.hpp (1.4), europe.hpp (1.4):

	Added missing data

2004-08-19 08:38  Nicolas Di Csar

	* ql/TermStructures/: ratehelpers.cpp (1.54), ratehelpers.hpp
	(1.44):

	replace dayCounter of dummyIndex with the correct one for Euribor
	index (Act360)

2004-08-19 08:27  Nicolas Di Csar

	* test-suite/: capfloor.cpp (1.38), swap.cpp (1.24), swaption.cpp
	(1.30):

	Add QL_USE_INDEXED_COUPON flag to switch between ParCoupon and
	UpFrontIndexedCoupon in SimpleSwap. Default is undefined

2004-08-19 08:24  Nicolas Di Csar

	* ql/userconfig.hpp (1.11):

	Add QL_USE_INDEXED_COUPON flag to switch between ParCoupon and
	UpFrontIndexedCoupon in SimpleSwap. Default is undefined

2004-08-17 17:48  Ferdinando Ametrano

	* ql/PricingEngines/Forward/forwardengine.hpp (1.10):

	more palatable to VC7 (if correct: Luigi?)

2004-08-17 17:44  Luigi Ballabio

	* quantlib.el (1.13), ql/currency.hpp (1.19), ql/money.cpp (1.2),
	ql/Currencies/africa.hpp (1.3), ql/Currencies/america.hpp (1.3),
	ql/Currencies/asia.hpp (1.3), ql/Currencies/europe.hpp (1.3),
	ql/Currencies/oceania.hpp (1.3):

	Added format string to currency specification

2004-08-17 17:30  Ferdinando Ametrano

	* ql/solver1d.hpp (1.26):

	more palatable to VC7 (if correct: Luigi?)

2004-08-17 15:48  Luigi Ballabio

	* configure.ac (1.50), ql/config.ansi.hpp (1.25), ql/config.bcc.hpp
	(1.28), ql/config.msvc.hpp (1.49), ql/config.mwcw.hpp (1.24),
	ql/qldefines.hpp (1.81), test-suite/distributions.cpp (1.18),
	test-suite/operators.cpp (1.11):

	C functions replaced with C++ streams

2004-08-17 15:47  Luigi Ballabio

	* ql/Volatilities/localvolsurface.hpp (1.22):

	Typos fixed

2004-08-17 15:11  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.vcproj (1.7),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.7),
	Examples/Swap/Swap.vcproj (1.7), test-suite/testsuite.vcproj
	(1.18):

	warning avoided ("edit and continue" is now enabled)

2004-08-17 13:53  Ferdinando Ametrano

	* QuantLib.vcproj (1.28),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.6),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.6),
	Examples/Swap/Swap.vcproj (1.6),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.5),
	test-suite/testsuite.vcproj (1.17):

	few more optimizations enabled

2004-08-17 11:34  Luigi Ballabio

	* ql/CashFlows/: parcoupon.cpp (1.13), parcoupon.hpp (1.11):

	day counter added (to be used for spread and past fixings)

2004-08-17 11:29  Luigi Ballabio

	* ql/exercise.cpp (1.11):

	Added check for null date vector

2004-08-17 11:00  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.16):

	updated for VC7 (.NET)

2004-08-17 10:01  Ferdinando Ametrano

	* ql/exchangerate.cpp (1.3):

	Borland warning avoided

2004-08-17 09:47  Luigi Ballabio

	* ql/: exchangerate.cpp (1.2), exchangerate.hpp (1.2),
	Currencies/exchangeratemanager.hpp (1.2):

	Fix for incomplete data type in ExchangeRate

2004-08-17 09:45  Luigi Ballabio

	* ql/Currencies/exchangeratemanager.cpp (1.2):

	Fix for triangulated lookup

2004-08-17 09:44  Luigi Ballabio

	* ql/Indexes/: indexmanager.cpp (1.2), indexmanager.hpp (1.2):

	Added correct constness to methods

2004-08-17 09:41  Luigi Ballabio

	* ql/: Instruments/stock.cpp (1.19), Instruments/swap.cpp (1.36),
	Indexes/xibor.cpp (1.22), PricingEngines/Quanto/quantoengine.hpp
	(1.10), quote.hpp (1.3):

	Fixed Handle documentation; deprecated isNull() in favor of empty()

2004-08-17 09:37  Luigi Ballabio

	* Docs/pages/resources.docs (1.8):

	Links fixed

2004-08-17 09:27  Ferdinando Ametrano

	* QuantLib.dsp (1.244), QuantLib.dsw (1.13),
	test-suite/testsuite.dsp (1.41):

	VC6 catching up

2004-08-17 09:18  Ferdinando Ametrano

	* ql/makefile.mak (1.60), ql/Currencies/makefile.mak (1.1),
	ql/Indexes/makefile.mak (1.20), test-suite/makefile.mak (1.43):

	Borland catching up

2004-08-17 09:08  Ferdinando Ametrano

	* ql/Math/chisquaredistribution.hpp (1.12):

	VC7 catching up

2004-08-16 18:16  Ferdinando Ametrano

	* QuantLib.vcproj (1.27), test-suite/testsuite.vcproj (1.16):

	VC7 catching up

2004-08-16 13:23  Luigi Ballabio

	* ql/: Indexes/audlibor.hpp (1.19), Indexes/cadlibor.hpp (1.19),
	Indexes/chflibor.hpp (1.17), Indexes/euribor.hpp (1.22),
	Indexes/gbplibor.hpp (1.24), Indexes/jpylibor.hpp (1.18),
	Indexes/usdlibor.hpp (1.24), Indexes/xibor.hpp (1.33),
	TermStructures/ratehelpers.cpp (1.53):

	Using new currency objects

2004-08-16 13:23  Luigi Ballabio

	* ql/: CashFlows/parcoupon.cpp (1.12), Indexes/xibor.cpp (1.21):

	Using new index manager

2004-08-16 13:22  Luigi Ballabio

	* ql/Indexes/core.hpp (1.2):

	New index manager added

2004-08-16 13:18  Luigi Ballabio

	* ql/Indexes/: Makefile.am (1.10), indexmanager.cpp (1.1),
	indexmanager.hpp (1.1):

	New index manager added

2004-08-16 13:16  Luigi Ballabio

	* ql/: Currencies/.cvsignore (1.2), Currencies/Makefile.am (1.5),
	Currencies/all.hpp (1.5), Currencies/exchangeratemanager.cpp (1.1),
	Currencies/exchangeratemanager.hpp (1.1), Patterns/Makefile.am
	(1.15), Patterns/all.hpp (1.2), Patterns/singleton.hpp (1.1):

	Exchange-rate manager added (with smart lookup)

2004-08-16 13:14  Luigi Ballabio

	* ql/exchangerate.cpp (1.1), ql/exchangerate.hpp (1.1),
	ql/money.cpp (1.1), ql/money.hpp (1.1), test-suite/Makefile.am
	(1.40), test-suite/exchangerate.cpp (1.1),
	test-suite/exchangerate.hpp (1.1), test-suite/money.cpp (1.1),
	test-suite/money.hpp (1.1), test-suite/quantlibtestsuite.cpp
	(1.78), ql/Makefile.am (1.63), ql/core.hpp (1.6):

	Money and ExchangeRate classes added

2004-08-16 13:13  Luigi Ballabio

	* ql/: currency.cpp (1.2), currency.hpp (1.18),
	Currencies/africa.hpp (1.2), Currencies/america.hpp (1.2),
	Currencies/asia.hpp (1.2), Currencies/europe.hpp (1.2),
	Currencies/oceania.hpp (1.2):

	A currency object is now less expensive to create or copy

2004-08-03 21:46  Nicolas Di Csar

	* ql/exercise.cpp (1.10):

	Type for BermudanExercise is "Bermudan" and not "American".

2004-07-20 17:45  Luigi Ballabio

	* ql/Makefile.am (1.62), ql/currency.cpp (1.1), ql/currency.hpp
	(1.17), ql/date.cpp (1.34), ql/date.hpp (1.29),
	ql/discretizedasset.hpp (1.14), ql/grid.hpp (1.23), ql/option.hpp
	(1.33), ql/schedule.cpp (1.3), ql/solver1d.hpp (1.25),
	ql/termstructure.hpp (1.44), ql/voltermstructure.hpp (1.28),
	ql/DayCounters/actualactual.cpp (1.28),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.31),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.35),
	ql/Instruments/basketoption.cpp (1.8),
	ql/Instruments/basketoption.hpp (1.10),
	ql/Instruments/multiassetoption.hpp (1.9), ql/Math/array.hpp (1.6),
	ql/Math/bivariatenormaldistribution.hpp (1.7),
	ql/Math/chisquaredistribution.hpp (1.11),
	ql/Math/generalstatistics.cpp (1.15), ql/Math/generalstatistics.hpp
	(1.16), ql/Math/incrementalstatistics.cpp (1.13),
	ql/Math/incrementalstatistics.hpp (1.10), ql/Math/interpolation.hpp
	(1.30), ql/Math/interpolation2D.hpp (1.20),
	ql/Math/kronrodintegral.hpp (1.11), ql/Math/linearinterpolation.hpp
	(1.28), ql/Math/loglinearinterpolation.hpp (1.28),
	ql/Math/matrix.hpp (1.30), ql/Math/normaldistribution.hpp (1.29),
	ql/Math/poissondistribution.hpp (1.7), ql/Math/pseudosqrt.cpp
	(1.7), ql/Math/sequencestatistics.hpp (1.26),
	ql/Pricers/mcpricer.hpp (1.33), ql/RandomNumbers/sobolrsg.cpp
	(1.29), ql/Volatilities/blackconstantvol.hpp (1.27),
	ql/Volatilities/blackvariancecurve.cpp (1.13),
	ql/Volatilities/blackvariancesurface.cpp (1.13),
	test-suite/americanoption.cpp (1.22), test-suite/barrieroption.cpp
	(1.33), test-suite/calendars.cpp (1.17), test-suite/capfloor.cpp
	(1.37), test-suite/cliquetoption.cpp (1.8), test-suite/dates.cpp
	(1.8), test-suite/daycounters.cpp (1.11),
	test-suite/digitaloption.cpp (1.30), test-suite/europeanoption.cpp
	(1.70), test-suite/factorial.cpp (1.15),
	test-suite/forwardoption.cpp (1.9), test-suite/jumpdiffusion.cpp
	(1.25), test-suite/matrices.cpp (1.21),
	test-suite/mersennetwister.cpp (1.14), test-suite/old_pricers.cpp
	(1.54), test-suite/piecewiseflatforward.cpp (1.23),
	test-suite/quantooption.cpp (1.11), test-suite/quotes.cpp (1.6),
	test-suite/swap.cpp (1.23), test-suite/swaption.cpp (1.29),
	test-suite/termstructures.cpp (1.21):

	Moved data formatters with their classes (which tries to minimize
	coupling between headers)

2004-07-19 17:54  Luigi Ballabio

	* ql/Currencies/: Makefile.am (1.4), africa.hpp (1.1), all.hpp
	(1.4), america.hpp (1.1), asia.hpp (1.1), europe.hpp (1.1),
	oceania.hpp (1.1):

	More currencies added; partitioned by continent

2004-07-16 17:55  Luigi Ballabio

	* configure.ac (1.49), quantlib.el (1.11), ql/Makefile.am (1.61),
	ql/currency.hpp (1.16), ql/quantlib.hpp (1.148),
	ql/Currencies/.cvsignore (1.1), ql/Currencies/Makefile.am (1.3),
	ql/Currencies/all.hpp (1.3), ql/Math/rounding.cpp (1.4),
	ql/Math/rounding.hpp (1.8), test-suite/rounding.cpp (1.3):

	Added a few currency classes

2004-07-15 11:42  Luigi Ballabio

	* ql/: MonteCarlo/pathpricer.hpp (1.23),
	Pricers/mcdiscretearithmeticaso.cpp (1.33), Pricers/mceverest.cpp
	(1.39), Pricers/mchimalaya.cpp (1.42), Pricers/mcmaxbasket.cpp
	(1.38), Pricers/mcpagoda.cpp (1.41),
	PricingEngines/Barrier/mcbarrierengine.cpp (1.9),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.19),
	PricingEngines/Basket/mcbasketengine.cpp (1.7),
	PricingEngines/Basket/mcbasketengine.hpp (1.21),
	PricingEngines/Vanilla/mcdigitalengine.cpp (1.9),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.20),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.21):

	path pricers can choose how to discount payoff

2004-07-12 15:09  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.64):

	Using G2 for pricing (slowish--number of steps was reduced)

2004-07-07 19:09  Ferdinando Ametrano

	* QuantLib.dsp (1.243),
	functions/ql/Functions/QuantLibFunctions.dsp (1.7):

	catching up

2004-07-07 19:00  Ferdinando Ametrano

	* QuantLib.sln (1.9), QuantLib.vcproj (1.26), makefile.mak (1.57),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.5),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.5),
	Examples/Swap/Swap.vcproj (1.5),
	functions/ql/Functions/makefile.mak (1.5), ql/makefile.mak (1.59),
	ql/Pricers/makefile.mak (1.46),
	ql/PricingEngines/Vanilla/juquadraticengine.cpp (1.2),
	ql/PricingEngines/Vanilla/makefile.mak (1.14):

	catching up

2004-07-07 18:49  Luigi Ballabio

	* QuantLib.nsi (1.103), QuantLib.sln (1.8), Docs/pages/install.docs
	(1.11), functions/ql/Functions/Makefile.am (1.5):

	Merged 0.3.7 branch

2004-07-07 16:36  Luigi Ballabio

	* .cvsignore (1.11), Authors.txt (1.14), ChangeLog.txt (1.46),
	Contributors.txt (1.23), Makefile.am (1.89), News.txt (1.40),
	QuantLib.nsi (1.102), QuantLib.sln (1.7), Readme.txt (1.21),
	acinclude.m4 (1.12), configure.ac (1.47), quantlib-config.in (1.7),
	Docs/.cvsignore (1.5), Docs/Makefile.am (1.68), Docs/quantlib.doxy
	(1.88), Docs/Examples/.cvsignore (1.2), Docs/images/.cvsignore
	(1.2), Docs/images/QL.eps (1.2), Docs/pages/.cvsignore (1.2),
	Docs/pages/authors.docs (1.29), Docs/pages/history.docs (1.16),
	Docs/pages/overview.docs (1.17), Docs/pages/usage.docs (1.15),
	Examples/.cvsignore (1.2), Examples/Makefile.am (1.22),
	Examples/BermudanSwaption/.cvsignore (1.10),
	Examples/DiscreteHedging/.cvsignore (1.10),
	Examples/Swap/.cvsignore (1.10), config/.cvsignore (1.4),
	dev_tools/tgz2zip (1.4), functions/.cvsignore (1.2),
	functions/ql/.cvsignore (1.2), functions/ql/Functions/.cvsignore
	(1.3), man/.cvsignore (1.2), ql/.cvsignore (1.13), ql/Makefile.am
	(1.60), ql/calendar.cpp (1.30), ql/Calendars/.cvsignore (1.9),
	ql/CashFlows/.cvsignore (1.9), ql/DayCounters/.cvsignore (1.9),
	ql/FiniteDifferences/.cvsignore (1.9), ql/Indexes/.cvsignore (1.9),
	ql/Instruments/.cvsignore (1.9), ql/Lattices/.cvsignore (1.9),
	ql/Math/.cvsignore (1.9), ql/MonteCarlo/.cvsignore (1.9),
	ql/Optimization/.cvsignore (1.9), ql/Patterns/.cvsignore (1.2),
	ql/Pricers/.cvsignore (1.9), ql/PricingEngines/.cvsignore (1.9),
	ql/PricingEngines/Asian/.cvsignore (1.3),
	ql/PricingEngines/Barrier/.cvsignore (1.3),
	ql/PricingEngines/Basket/.cvsignore (1.3),
	ql/PricingEngines/CapFloor/.cvsignore (1.4),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.4),
	ql/PricingEngines/Cliquet/.cvsignore (1.3),
	ql/PricingEngines/Forward/.cvsignore (1.3),
	ql/PricingEngines/Quanto/.cvsignore (1.3),
	ql/PricingEngines/Swaption/.cvsignore (1.4),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.5),
	ql/PricingEngines/Vanilla/.cvsignore (1.3),
	ql/RandomNumbers/.cvsignore (1.9), ql/ShortRateModels/.cvsignore
	(1.9), ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.9),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.9),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.9),
	ql/Solvers1D/.cvsignore (1.9), ql/TermStructures/.cvsignore (1.9),
	ql/Utilities/.cvsignore (1.2), ql/Volatilities/.cvsignore (1.4),
	test-suite/.cvsignore (1.15), test-suite/Makefile.am (1.39):

	Merged 0.3.7 branch

2004-06-28 18:00  Luigi Ballabio

	* Docs/Examples/.cvsignore (1.1), Docs/images/.cvsignore (1.1),
	Docs/pages/.cvsignore (1.1), functions/.cvsignore (1.1),
	functions/ql/.cvsignore (1.1), man/.cvsignore (1.1),
	ql/Patterns/.cvsignore (1.1), ql/Utilities/.cvsignore (1.1):

	file .cvsignore was initially added on branch R000307f0-branch.

2004-06-28 17:38  Luigi Ballabio

	* quantlib.el (1.10),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.63),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.40),
	Examples/Swap/swapvaluation.cpp (1.51), ql/quote.hpp (1.2),
	ql/stochasticprocess.cpp (1.5), ql/stochasticprocess.hpp (1.18),
	ql/Indexes/audlibor.hpp (1.18), ql/Indexes/cadlibor.hpp (1.18),
	ql/Indexes/chflibor.hpp (1.16), ql/Indexes/euribor.hpp (1.21),
	ql/Indexes/gbplibor.hpp (1.23), ql/Indexes/jpylibor.hpp (1.17),
	ql/Indexes/usdlibor.hpp (1.23), ql/Indexes/xibor.hpp (1.32),
	ql/Instruments/capfloor.cpp (1.56), ql/Instruments/capfloor.hpp
	(1.49), ql/Instruments/oneassetoption.cpp (1.15),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.26),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.22),
	ql/Instruments/quantovanillaoption.cpp (1.33),
	ql/Instruments/quantovanillaoption.hpp (1.30),
	ql/Instruments/stock.cpp (1.18), ql/Instruments/stock.hpp (1.17),
	ql/Instruments/swap.cpp (1.35), ql/Instruments/swap.hpp (1.30),
	ql/Instruments/swaption.cpp (1.44), ql/Instruments/swaption.hpp
	(1.41), ql/MonteCarlo/pathpricer.hpp (1.22),
	ql/Pricers/mccliquetoption.cpp (1.31),
	ql/Pricers/mccliquetoption.hpp (1.21),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.32),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.24),
	ql/Pricers/mceverest.cpp (1.38), ql/Pricers/mceverest.hpp (1.26),
	ql/Pricers/mchimalaya.cpp (1.41), ql/Pricers/mchimalaya.hpp (1.25),
	ql/Pricers/mcmaxbasket.cpp (1.37), ql/Pricers/mcmaxbasket.hpp
	(1.26), ql/Pricers/mcpagoda.cpp (1.40), ql/Pricers/mcpagoda.hpp
	(1.27), ql/Pricers/mcperformanceoption.cpp (1.27),
	ql/Pricers/mcperformanceoption.hpp (1.19),
	ql/PricingEngines/blackmodel.hpp (1.5),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.18),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.6),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.20),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.8),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.9),
	ql/PricingEngines/Forward/forwardengine.hpp (1.9),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.9),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.15),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.22),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.19),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.20),
	ql/ShortRateModels/calibrationhelper.hpp (1.23),
	ql/ShortRateModels/model.hpp (1.31),
	ql/ShortRateModels/parameter.hpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.38),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.38),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.19),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.25),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.23), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.22),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.23),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.26),
	ql/TermStructures/drifttermstructure.hpp (1.10),
	ql/TermStructures/flatforward.hpp (1.38),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.20),
	ql/TermStructures/impliedtermstructure.hpp (1.18),
	ql/TermStructures/quantotermstructure.hpp (1.13),
	ql/TermStructures/ratehelpers.cpp (1.52),
	ql/TermStructures/ratehelpers.hpp (1.43),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.21),
	ql/Volatilities/blackconstantvol.hpp (1.26),
	ql/Volatilities/impliedvoltermstructure.hpp (1.14),
	ql/Volatilities/localconstantvol.hpp (1.23),
	ql/Volatilities/localvolcurve.hpp (1.14),
	ql/Volatilities/localvolsurface.cpp (1.15),
	ql/Volatilities/localvolsurface.hpp (1.21),
	test-suite/americanoption.cpp (1.21), test-suite/asianoptions.cpp
	(1.25), test-suite/barrieroption.cpp (1.32),
	test-suite/basketoption.cpp (1.26), test-suite/capfloor.cpp (1.36),
	test-suite/cliquetoption.cpp (1.7), test-suite/compoundforward.cpp
	(1.18), test-suite/digitaloption.cpp (1.29),
	test-suite/europeanoption.cpp (1.69), test-suite/forwardoption.cpp
	(1.8), test-suite/instruments.cpp (1.12),
	test-suite/jumpdiffusion.cpp (1.24), test-suite/old_pricers.cpp
	(1.53), test-suite/piecewiseflatforward.cpp (1.22),
	test-suite/quantooption.cpp (1.10), test-suite/quotes.cpp (1.5),
	test-suite/swap.cpp (1.22), test-suite/swaption.cpp (1.28),
	test-suite/termstructures.cpp (1.20), test-suite/utilities.cpp
	(1.11):

	Renamed RelinkableHandle to Handle (it is now available and it's
	shorter)

2004-06-17 18:50  Luigi Ballabio

	* ql/PricingEngines/: CapFloor/discretizedcapfloor.cpp (1.5),
	CapFloor/discretizedcapfloor.hpp (1.5),
	Swaption/discretizedswaption.cpp (1.5):

	Added current coupon to discretized swap and cap/floor

2004-06-16 18:26  Luigi Ballabio

	* ql/: discretizedasset.hpp (1.12),
	PricingEngines/CapFloor/discretizedcapfloor.hpp (1.4),
	PricingEngines/CapFloor/treecapfloorengine.cpp (1.5),
	PricingEngines/Swaption/discretizedswaption.hpp (1.4),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.5),
	PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.6),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.37),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.37):

	Completed reworking (for the time being)

2004-06-16 16:28  Luigi Ballabio

	* ql/FiniteDifferences/: americancondition.hpp (1.25),
	shoutcondition.hpp (1.21), stepcondition.hpp (1.15):

	Some more discretized-asset reworking

2004-06-16 15:58  Luigi Ballabio

	* ql/: discretizedasset.hpp (1.11),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.4),
	PricingEngines/CapFloor/discretizedcapfloor.hpp (1.3),
	PricingEngines/CapFloor/treecapfloorengine.cpp (1.4),
	PricingEngines/Swaption/discretizedswaption.cpp (1.4),
	PricingEngines/Swaption/discretizedswaption.hpp (1.3),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.4),
	PricingEngines/Vanilla/binomialengine.hpp (1.14),
	PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.5):

	Some more reworking

2004-06-16 09:26  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.7), discretizedasset.hpp (1.10),
	numericalmethod.hpp (1.17),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.3),
	PricingEngines/CapFloor/treecapfloorengine.cpp (1.3),
	PricingEngines/Swaption/discretizedswaption.cpp (1.3),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.3),
	PricingEngines/Vanilla/binomialengine.hpp (1.13):

	Some more reworking

2004-06-15 16:30  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.6), discretizedasset.hpp (1.9),
	numericalmethod.hpp (1.16), Lattices/lattice.hpp (1.17),
	PricingEngines/CapFloor/discretizedcapfloor.cpp (1.2),
	PricingEngines/CapFloor/discretizedcapfloor.hpp (1.2),
	PricingEngines/CapFloor/treecapfloorengine.cpp (1.2),
	PricingEngines/Swaption/discretizedswaption.cpp (1.2),
	PricingEngines/Swaption/discretizedswaption.hpp (1.2),
	PricingEngines/Swaption/treeswaptionengine.cpp (1.2),
	PricingEngines/Vanilla/binomialengine.hpp (1.12),
	PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.8),
	PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.4):

	Partial reworking of discretized assets and numerical methods

2004-06-11 23:16  Neil Firth

	* test-suite/: americanoption.cpp (1.20), americanoption.hpp (1.5):

	Implemented Ju 1999 "An Approximate Formula For Pricing American
	Option" Journal of Derivatives, Winter 1999 This is a more accurate
	quadratic style approximation, like BAW.  Note that the critical
	stock price routine is identical. I haven't implemented the
	equation in Ju yet, but the BAW routine seems to work fine.  Type
	in Exhbits 4 and 5 if you have some spare time...

2004-06-11 23:15  Neil Firth

	* ql/PricingEngines/Vanilla/: juquadraticengine.cpp (1.1),
	juquadraticengine.hpp (1.1):

	Implemented Ju 1999 "An Approximate Formula For Pricing American
	Option" Journal of Derivatives, Winter 1999 This is a more accurate
	quadratic style approximation, like BAW.  Note that the critical
	stock price routine is identical. I haven't implemented the
	equation in Ju yet, but the BAW routine seems to work fine.

2004-06-10 15:09  Luigi Ballabio

	* QuantLib.dsp (1.242), QuantLib.nsi (1.101), QuantLib.vcproj
	(1.25), configure.ac (1.46), Docs/quantlib.doxy (1.87),
	dev_tools/version_number.txt (1.43),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.4),
	ql/Makefile.am (1.59), ql/calendar.hpp (1.43), ql/core.hpp (1.5),
	ql/currency.hpp (1.15), ql/handle.hpp (1.22), ql/instrument.hpp
	(1.35), ql/numericalmethod.hpp (1.15), ql/option.hpp (1.32),
	ql/qldefines.hpp (1.79), ql/schedule.cpp (1.2), ql/schedule.hpp
	(1.2), ql/stochasticprocess.hpp (1.17), ql/Calendars/Makefile.am
	(1.25), ql/Calendars/all.hpp (1.8),
	ql/CashFlows/cashflowvectors.cpp (1.36),
	ql/CashFlows/cashflowvectors.hpp (1.29),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.34),
	ql/Indexes/xibor.hpp (1.31), ql/Instruments/payoffs.hpp (1.14),
	ql/MonteCarlo/mctypedefs.hpp (1.36),
	ql/MonteCarlo/montecarlomodel.hpp (1.33), ql/MonteCarlo/path.hpp
	(1.24), ql/Patterns/bridge.hpp (1.12), ql/Patterns/composite.hpp
	(1.7), ql/Patterns/observable.hpp (1.21), ql/Pricers/Makefile.am
	(1.43), ql/Pricers/all.hpp (1.6), ql/Pricers/mcpagoda.cpp (1.39),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.3),
	ql/PricingEngines/americanpayoffathit.cpp (1.3),
	ql/PricingEngines/blackformula.cpp (1.8),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.14),
	ql/PricingEngines/Basket/stulzengine.cpp (1.18),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.3),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.3),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.3),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.3),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.3),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.3),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.18),
	ql/RandomNumbers/Makefile.am (1.17), ql/RandomNumbers/all.hpp
	(1.4), ql/RandomNumbers/core.hpp (1.2),
	ql/ShortRateModels/calibrationhelper.hpp (1.22),
	ql/TermStructures/compoundforward.hpp (1.31),
	ql/TermStructures/extendeddiscountcurve.hpp (1.14),
	ql/TermStructures/ratehelpers.cpp (1.51),
	ql/TermStructures/ratehelpers.hpp (1.42),
	test-suite/digitaloption.cpp (1.28), test-suite/europeanoption.cpp
	(1.68), test-suite/forwardoption.cpp (1.7),
	test-suite/jumpdiffusion.cpp (1.23), test-suite/old_pricers.cpp
	(1.52), test-suite/old_pricers.hpp (1.14),
	test-suite/quantooption.cpp (1.9):

	Increased version number and removed deprecated stuff

2004-06-09 18:16  Ferdinando Ametrano

	* QuantLib.dsp (1.241):

	catching up

2004-06-09 17:26  Ferdinando Ametrano

	* QuantLib.sln (1.6), QuantLib.vcproj (1.24), ql/makefile.mak
	(1.58):

	catching up

2004-06-09 10:43  Luigi Ballabio

	* ql/: PricingEngines/blackformula.hpp (1.18),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.21):

	Added known bugs to docs

2004-06-08 16:33  Luigi Ballabio

	* ql/Makefile.am (1.58), ql/core.hpp (1.4), ql/quote.hpp (1.1),
	ql/schedule.cpp (1.1), ql/schedule.hpp (1.1), ql/termstructure.hpp
	(1.43), ql/voltermstructure.hpp (1.27),
	ql/CashFlows/cashflowvectors.hpp (1.28), ql/Instruments/stock.hpp
	(1.16), test-suite/quotes.cpp (1.4), test-suite/quotes.hpp (1.3):

	Renamed files named after obsolete classes

2004-06-08 15:50  Luigi Ballabio

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.19),
	test-suite/europeanoption.cpp (1.67):

	Made syntax palatable to VC6

2004-06-08 11:31  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.62):

	lighter and easier example

2004-06-08 11:28  Ferdinando Ametrano

	* ql/PricingEngines/Swaption/makefile.mak (1.10), QuantLib.vcproj
	(1.23):

	catching up

2004-06-08 11:28  Ferdinando Ametrano

	* ql/ShortRateModels/TwoFactorModels/g2.cpp (1.22):

	(-1.0, 1.0) constraint for rho

2004-06-08 11:26  Ferdinando Ametrano

	* ql/Optimization/criteria.hpp (1.19):

	no message

2004-06-07 18:32  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.61):

	more readable inputs

2004-06-07 17:54  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.60):

	more readable inputs

2004-06-07 17:41  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.59):

	using G2 (with unsatisfactory results...)

2004-06-07 17:39  Ferdinando Ametrano

	* ql/ShortRateModels/TwoFactorModels/: g2.cpp (1.21), g2.hpp
	(1.25):

	default value for rho (-0.75) acceptable given the bounday
	constraint on rho (-1.0, -0.65)

2004-06-07 14:31  Luigi Ballabio

	* ql/PricingEngines/Swaption/: Makefile.am (1.5),
	g2swaptionengine.hpp (1.2):

	Saved a file (it was but one line after all)

2004-06-07 14:30  Luigi Ballabio

	* ql/ShortRateModels/TwoFactorModels/: g2.cpp (1.20), g2.hpp
	(1.24):

	untabified

2004-06-07 14:04  Ferdinando Ametrano

	* QuantLib.nsi (1.100):

	updated

2004-06-07 12:49  Ferdinando Ametrano

	* QuantLib.vcproj (1.22), ql/PricingEngines/Swaption/Makefile.am
	(1.4), ql/PricingEngines/Swaption/all.hpp (1.4),
	ql/PricingEngines/Swaption/g2swaptionengine.hpp (1.1),
	ql/PricingEngines/Swaption/makefile.mak (1.9),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.19),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.23):

	Mike Parker's G2 contribution added

2004-06-07 12:48  Ferdinando Ametrano

	* ql/ShortRateModels/parameter.hpp (1.19):

	richer error message

2004-06-07 12:18  Ferdinando Ametrano

	* ql/Calendars/unitedstates.cpp (1.4):

	removing unused variables

2004-06-07 11:27  Luigi Ballabio

	* test-suite/calendars.hpp (1.11):

	Added test description

2004-06-04 19:49  Ferdinando Ametrano

	* test-suite/: calendars.cpp (1.16), calendars.hpp (1.10):

	more tests added

2004-06-04 19:49  Ferdinando Ametrano

	* ql/Calendars/unitedkingdom.hpp (1.2):

	to do

2004-06-04 19:48  Ferdinando Ametrano

	* ql/Calendars/: unitedstates.cpp (1.3), unitedstates.hpp (1.3):

	bug fix

2004-06-04 19:41  Ferdinando Ametrano

	* ql/makefile.mak (1.57):

	it doesn't purge VC files anymore

2004-06-04 18:50  Luigi Ballabio

	* functions/ql/Functions/Makefile.am (1.3),
	ql/Calendars/Makefile.am (1.24), test-suite/.cvsignore (1.14),
	test-suite/Makefile.am (1.38):

	Fixes for autotools

2004-06-04 18:43  Luigi Ballabio

	* ql/calendar.cpp (1.29), ql/calendar.hpp (1.42),
	test-suite/calendars.cpp (1.15):

	Removed function reading from file

2004-06-04 17:49  Ferdinando Ametrano

	* QuantLib.dsp (1.240), QuantLib.dsw (1.12),
	functions/ql/Functions/QuantLibFunctions.dsp (1.6),
	test-suite/testsuite.dsp (1.40):

	VC6 catching up

2004-06-04 17:46  Ferdinando Ametrano

	* test-suite/calendars.cpp (1.14), test-suite/calendars.hpp (1.9),
	QuantLib.sln (1.5), QuantLib.vcproj (1.21),
	ql/Calendars/germany.hpp (1.2):

	Frankfurt calendar deprecated.	Germany calendars added: public,
	Frankfurt Stock Exchange, Xetra, Eurex

2004-06-04 17:35  Ferdinando Ametrano

	* ql/Calendars/: Makefile.am (1.23), all.hpp (1.7), germany.cpp
	(1.1), germany.hpp (1.1), makefile.mak (1.29):

	Frankfurt calendar deprecated.	Germany calendars added: public,
	Frankfurt Stock Exchange, Xetra, Eurex

2004-06-04 13:42  Ferdinando Ametrano

	* test-suite/: calendars.cpp (1.13), calendars.hpp (1.8),
	makefile.mak (1.42), testsuite.vcproj (1.15):

	added check for TARGET and US calendars.  Test-suite now also
	depends on QuantLibFunctions

2004-06-04 13:40  Ferdinando Ametrano

	* functions/ql/Functions/: QuantLibFunctions.vcproj (1.3),
	calendars.hpp (1.1), makefile.mak (1.4), mathf.hpp (1.3), vols.hpp
	(1.3):

	added holidayList as non-member, non-friend Calendar function

2004-06-04 12:54  Ferdinando Ametrano

	* ql/Calendars/: target.cpp (1.18), target.hpp (1.20):

	more info

2004-06-04 10:33  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.16):

	updated

2004-06-04 10:27  Ferdinando Ametrano

	* ql/Calendars/: unitedstates.cpp (1.2), unitedstates.hpp (1.2):

	bug Fix: new year's eve is not holiday, even if January 1st is on
	Saturday

2004-06-03 11:14  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.58),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.15),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.17),
	Examples/Swap/Swap.dsp (1.16),
	functions/ql/Functions/QuantLibFunctions.dsp (1.5):

	Disabled code causing internal compiler error (not essential
	anyway--just an operator <<)

2004-05-31 16:42  Luigi Ballabio

	* Docs/Makefile.am (1.67), Docs/quantlib.doxy (1.86),
	Docs/quantlibheader.html (1.24), test-suite/americanoption.hpp
	(1.4), test-suite/asianoptions.cpp (1.24),
	test-suite/asianoptions.hpp (1.4), test-suite/barrieroption.hpp
	(1.4), test-suite/basketoption.hpp (1.6), test-suite/calendars.hpp
	(1.7), test-suite/capfloor.hpp (1.8), test-suite/cliquetoption.hpp
	(1.3), test-suite/compoundforward.hpp (1.5),
	test-suite/covariance.hpp (1.8), test-suite/dates.hpp (1.6),
	test-suite/daycounters.hpp (1.7), test-suite/digitaloption.hpp
	(1.7), test-suite/distributions.hpp (1.7),
	test-suite/europeanoption.hpp (1.14), test-suite/factorial.hpp
	(1.4), test-suite/forwardoption.hpp (1.2),
	test-suite/instruments.hpp (1.6), test-suite/integrals.hpp (1.7),
	test-suite/interpolations.hpp (1.4), test-suite/jumpdiffusion.hpp
	(1.5), test-suite/lowdiscrepancysequences.cpp (1.47),
	test-suite/lowdiscrepancysequences.hpp (1.10),
	test-suite/matrices.hpp (1.9), test-suite/mersennetwister.hpp
	(1.7), test-suite/operators.hpp (1.6),
	test-suite/piecewiseflatforward.hpp (1.7),
	test-suite/quantooption.hpp (1.3), test-suite/quotes.hpp (1.2),
	test-suite/riskstats.hpp (1.10), test-suite/rounding.hpp (1.3),
	test-suite/solvers.hpp (1.6), test-suite/stats.hpp (1.13),
	test-suite/swap.hpp (1.6), test-suite/swaption.hpp (1.6),
	test-suite/termstructures.hpp (1.7):

	Documented test suite

2004-05-28 16:08  Luigi Ballabio

	* ql/calendar.cpp (1.28),
	ql/TermStructures/extendeddiscountcurve.hpp (1.13),
	test-suite/compoundforward.cpp (1.17),
	test-suite/piecewiseflatforward.cpp (1.21):

	Removed last traces of 'rolling convention'

2004-05-28 15:10  Luigi Ballabio

	* ql/: exercise.hpp (1.31), grid.hpp (1.22), option.hpp (1.31),
	solver1d.hpp (1.24), FiniteDifferences/americancondition.hpp
	(1.24), FiniteDifferences/mixedscheme.hpp (1.16),
	FiniteDifferences/shoutcondition.hpp (1.20), Indexes/xibor.hpp
	(1.30), Instruments/swap.hpp (1.29),
	Math/loglinearinterpolation.hpp (1.27), Math/pseudosqrt.hpp (1.5),
	MonteCarlo/multipath.hpp (1.22),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.11),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.23),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.22), ShortRateModels/TwoFactorModels/g2.hpp (1.22),
	Volatilities/capflatvolvector.hpp (1.18),
	Volatilities/localvolsurface.hpp (1.20),
	Volatilities/swaptionvolmatrix.hpp (1.22):

	Documentation clean-up

2004-05-28 15:09  Luigi Ballabio

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.57),
	Swap/swapvaluation.cpp (1.50):

	Removed dependency from deprecated features

2004-05-28 14:00  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.cpp (1.35),
	ql/CashFlows/cashflowvectors.hpp (1.27), ql/Indexes/audlibor.hpp
	(1.17), ql/Indexes/cadlibor.hpp (1.17), ql/Indexes/chflibor.hpp
	(1.15), ql/Indexes/euribor.hpp (1.20), ql/Indexes/gbplibor.hpp
	(1.22), ql/Indexes/jpylibor.hpp (1.16), ql/Indexes/usdlibor.hpp
	(1.22), ql/Indexes/xibor.cpp (1.20), ql/Indexes/xibor.hpp (1.29),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.36),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.36),
	ql/TermStructures/ratehelpers.cpp (1.50),
	ql/TermStructures/ratehelpers.hpp (1.41), test-suite/capfloor.cpp
	(1.35), test-suite/compoundforward.cpp (1.16),
	test-suite/piecewiseflatforward.cpp (1.20), test-suite/swap.cpp
	(1.21), test-suite/swaption.cpp (1.27),
	test-suite/termstructures.cpp (1.19):

	Removed some redudant 'isAdjusted' parameter---Unadjusted can be
	used instead

2004-05-27 14:11  Luigi Ballabio

	* ql/: currency.hpp (1.14), Indexes/xibor.hpp (1.28):

	Renamed Currency to CurrencyTag in order to free the name for after
	next release

2004-05-27 11:59  Luigi Ballabio

	* quantlib.el (1.9), ql/calendar.cpp (1.27), ql/calendar.hpp
	(1.41):

	QuantLib::None is too general a name for a business day convention

2004-05-26 16:18  Ferdinando Ametrano

	* ql/: calendar.cpp (1.26), calendar.hpp (1.40):

	RollingConvention has been renamed BusinessDayConvention, as in
	ISDA definitions.

2004-05-26 16:03  Ferdinando Ametrano

	* News.txt (1.39), Examples/BermudanSwaption/BermudanSwaption.cpp
	(1.56), Examples/Swap/swapvaluation.cpp (1.49), ql/calendar.cpp
	(1.25), ql/calendar.hpp (1.39), ql/CashFlows/cashflowvectors.cpp
	(1.34), ql/CashFlows/coupon.hpp (1.21), ql/Indexes/xibor.hpp
	(1.27), ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp
	(1.35), ql/TermStructures/compoundforward.cpp (1.41),
	ql/TermStructures/compoundforward.hpp (1.30),
	ql/TermStructures/extendeddiscountcurve.cpp (1.14),
	ql/TermStructures/extendeddiscountcurve.hpp (1.12),
	ql/TermStructures/ratehelpers.cpp (1.49),
	ql/TermStructures/ratehelpers.hpp (1.40), test-suite/capfloor.cpp
	(1.34), test-suite/compoundforward.cpp (1.15),
	test-suite/piecewiseflatforward.cpp (1.19), test-suite/swap.cpp
	(1.20), test-suite/swaption.cpp (1.26),
	test-suite/termstructures.cpp (1.18):

	RollingConvention has been renamed BusinessDayConvention, as in
	ISDA definitions.

2004-05-26 14:38  Ferdinando Ametrano

	* ql/option.hpp (1.30), ql/Instruments/payoffs.hpp (1.13),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.2),
	ql/PricingEngines/americanpayoffathit.cpp (1.2),
	ql/PricingEngines/blackformula.cpp (1.7),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.13),
	ql/PricingEngines/Basket/stulzengine.cpp (1.17),
	test-suite/digitaloption.cpp (1.27), test-suite/europeanoption.cpp
	(1.66), test-suite/forwardoption.cpp (1.6),
	test-suite/jumpdiffusion.cpp (1.22), test-suite/old_pricers.cpp
	(1.51), test-suite/quantooption.cpp (1.8):

	deprecating Straddle in {Call, Put, Straddle} enum

2004-05-26 14:35  Ferdinando Ametrano

	* QuantLib.vcproj (1.20):

	missing file

2004-05-26 14:34  Ferdinando Ametrano

	* News.txt (1.38), Docs/pages/overview.docs (1.15):

	updated

2004-05-25 18:41  Luigi Ballabio

	* ql/Math/rounding.cpp (1.3), ql/Math/rounding.hpp (1.7),
	test-suite/rounding.cpp (1.2), test-suite/rounding.hpp (1.2):

	Fixed test (and docs) for rounding

2004-05-25 15:09  Luigi Ballabio

	* ql/: currency.hpp (1.13), Currencies/Makefile.am (1.2),
	Currencies/all.hpp (1.2), Indexes/audlibor.hpp (1.16),
	Indexes/cadlibor.hpp (1.16), Indexes/chflibor.hpp (1.14),
	Indexes/euribor.hpp (1.19), Indexes/gbplibor.hpp (1.21),
	Indexes/jpylibor.hpp (1.15), Indexes/usdlibor.hpp (1.21),
	Indexes/xibor.hpp (1.26), TermStructures/ratehelpers.cpp (1.48):

	Moved QUEP 6 implementation to its own branch

2004-05-25 14:12  Andr Louw

	* ql/TermStructures/ratehelpers.cpp (1.47):

	Implementation of QUEP 6

2004-05-25 14:03  Andr Louw

	* ql/Indexes/: audlibor.hpp (1.15), cadlibor.hpp (1.15),
	chflibor.hpp (1.13), euribor.hpp (1.18), gbplibor.hpp (1.20),
	jpylibor.hpp (1.14), usdlibor.hpp (1.20), xibor.hpp (1.25):

	Implementation of QUEP 6

2004-05-25 12:49  Andr Louw

	* ql/Currencies/: Makefile.am (1.1), all.hpp (1.1):

	Implementation of QUEP 6

2004-05-25 12:46  Andr Louw

	* ql/currency.hpp (1.12):

	Implementation of QUEP 6

2004-05-25 12:11  Andr Louw

	* ql/Math/: rounding.cpp (1.2), rounding.hpp (1.6):

	Added 'Closest' to round depending on rounding digit, changed
	'Up'/'Down' to round up or down regardless of rounding digit.

2004-05-25 11:03  Ferdinando Ametrano

	* test-suite/: forwardoption.cpp (1.5), quantooption.cpp (1.7),
	quantooption.hpp (1.2):

	added QuantoForwardPerformance tests

2004-05-24 19:37  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.77):

	no message

2004-05-24 19:35  Ferdinando Ametrano

	* test-suite/quantooption.cpp (1.6):

	more QuantoForward test cases

2004-05-24 19:27  Ferdinando Ametrano

	* test-suite/quantooption.cpp (1.5):

	QuantoForward is ok

2004-05-24 19:04  Ferdinando Ametrano

	* test-suite/matrices.cpp (1.20):

	checking ordered eigenvalues

2004-05-24 16:16  Ferdinando Ametrano

	* test-suite/: forwardoption.cpp (1.4), quantooption.cpp (1.4):

	real test cases added.	QuantoForward test fails and should be
	investigated/debugged

2004-05-24 12:17  Ferdinando Ametrano

	* QuantLib.vcproj (1.19):

	catching up

2004-05-24 11:21  Ferdinando Ametrano

	* QuantLib.dsp (1.239), ql/Calendars/makefile.mak (1.28):

	catching up

2004-05-21 13:45  Luigi Ballabio

	* ql/Indexes/: gbplibor.hpp (1.19), usdlibor.hpp (1.19):

	Grouped calendars with same country

2004-05-21 13:12  Luigi Ballabio

	* ql/Calendars/Makefile.am (1.22), ql/Calendars/all.hpp (1.6),
	ql/Calendars/italy.cpp (1.2), ql/Calendars/italy.hpp (1.2),
	ql/Calendars/unitedkingdom.cpp (1.1),
	ql/Calendars/unitedkingdom.hpp (1.1), ql/Calendars/unitedstates.cpp
	(1.1), ql/Calendars/unitedstates.hpp (1.1),
	ql/TermStructures/discountcurve.hpp (1.29),
	test-suite/calendars.cpp (1.12):

	Grouped calendars with same country

2004-05-20 18:32  Ferdinando Ametrano

	* ql/Indexes/: gbplibor.hpp (1.18), usdlibor.hpp (1.18):

	catching up

2004-05-20 18:24  Ferdinando Ametrano

	* test-suite/calendars.cpp (1.11):

	catching up

2004-05-20 18:12  Ferdinando Ametrano

	* QuantLib.vcproj (1.18):

	catching up

2004-05-20 18:00  Ferdinando Ametrano

	* QuantLib.dsp (1.238), Docs/pages/datetime.docs (1.9),
	Docs/pages/overview.docs (1.14), ql/calendar.hpp (1.38),
	ql/Calendars/Makefile.am (1.21), ql/Calendars/all.hpp (1.5),
	ql/Calendars/italy.cpp (1.1), ql/Calendars/italy.hpp (1.1),
	ql/Calendars/makefile.mak (1.27):

	adding Xetra calendar.	Moving Milan, London, and NewYork to the
	exchange and/or country approach

2004-05-20 14:12  Luigi Ballabio

	* ql/: stochasticprocess.cpp (1.4), stochasticprocess.hpp (1.16):

	Separated discretization from stochastic process

2004-05-19 13:48  Luigi Ballabio

	* quantlib-config.in (1.6):

	Required library added to reported options

2004-05-19 12:56  Ferdinando Ametrano

	* QuantLib.dsp (1.237):

	catching up

2004-05-19 12:21  Ferdinando Ametrano

	* QuantLib.vcproj (1.17), ql/PricingEngines/CapFloor/makefile.mak
	(1.8), ql/PricingEngines/Swaption/makefile.mak (1.8):

	catching up

2004-05-19 11:39  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.55),
	ql/PricingEngines/Swaption/Makefile.am (1.3),
	ql/PricingEngines/Swaption/all.hpp (1.3),
	ql/PricingEngines/Swaption/blackswaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/blackswaptionengine.hpp (1.1),
	ql/PricingEngines/Swaption/discretizedswaption.cpp (1.1),
	ql/PricingEngines/Swaption/discretizedswaption.hpp (1.1),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp (1.1),
	ql/PricingEngines/Swaption/treeswaptionengine.cpp (1.1),
	ql/PricingEngines/Swaption/treeswaptionengine.hpp (1.1),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.34),
	test-suite/swaption.cpp (1.25):

	Renamed swaption engines

2004-05-19 10:53  Luigi Ballabio

	* ql/Instruments/capfloor.cpp (1.55),
	ql/PricingEngines/genericmodelengine.hpp (1.5),
	ql/PricingEngines/CapFloor/Makefile.am (1.3),
	ql/PricingEngines/CapFloor/all.hpp (1.3),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.cpp (1.1),
	ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp (1.1),
	ql/PricingEngines/CapFloor/blackcapfloorengine.cpp (1.1),
	ql/PricingEngines/CapFloor/blackcapfloorengine.hpp (1.1),
	ql/PricingEngines/CapFloor/discretizedcapfloor.cpp (1.1),
	ql/PricingEngines/CapFloor/discretizedcapfloor.hpp (1.1),
	ql/PricingEngines/CapFloor/treecapfloorengine.cpp (1.1),
	ql/PricingEngines/CapFloor/treecapfloorengine.hpp (1.1),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.35),
	test-suite/capfloor.cpp (1.33):

	Renamed cap-floor engines to reflect the fact that, well, they are
	engines

2004-05-18 16:53  Luigi Ballabio

	* configure.ac (1.45), ql/qldefines.hpp (1.77), ql/userconfig.hpp
	(1.9):

	Temporarily disabled user choice of Real type: * choosing Real =
	float causes quite a few tests to fail due to unsufficient
	accuracy (maybe tolerances could be made dependent on the chosen
	type?) * choosing Real = long double causes a few tests to fail for
	an unknown   reason. Investigation is required.

2004-05-18 16:49  Luigi Ballabio

	* ql/: stochasticprocess.cpp (1.3), stochasticprocess.hpp (1.15):

	Moved observability upwards

2004-05-18 15:39  Luigi Ballabio

	* News.txt (1.37), Docs/pages/history.docs (1.15):

	Rewriting history

2004-05-18 15:05  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.19), riskstatistics.hpp
	(1.13):

	typo fixed and comments added/improved

2004-05-18 14:42  Ferdinando Ametrano

	* ql/Instruments/oneassetoption.cpp (1.14),
	ql/Instruments/oneassetoption.hpp (1.13),
	test-suite/europeanoption.cpp (1.65):

	Borland test doesn't fail anymore

2004-05-18 12:43  Luigi Ballabio

	* ql/Math/linearinterpolation.hpp (1.27):

	Answer: the check was already performed by the base class

2004-05-18 12:39  Ferdinando Ametrano

	* QuantLib.dsp (1.236), ql/PricingEngines/Cliquet/makefile.mak
	(1.10), QuantLib.vcproj (1.16):

	catching up

2004-05-18 12:22  Ferdinando Ametrano

	* ql/Math/: linearinterpolation.hpp (1.26), svd.cpp (1.9), svd.hpp
	(1.10):

	warning avoided

2004-05-18 12:02  Ferdinando Ametrano

	* QuantLib.dsp (1.235), test-suite/testsuite.dsp (1.39):

	catching up

2004-05-18 11:40  Ferdinando Ametrano

	* QuantLib.vcproj (1.15), ql/Math/makefile.mak (1.38),
	ql/PricingEngines/makefile.mak (1.33), test-suite/makefile.mak
	(1.41), test-suite/testsuite.vcproj (1.14):

	catching up

2004-05-18 10:56  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.40):

	Moved ridiculously long inline methods into cpp files

2004-05-17 18:39  Luigi Ballabio

	* ql/voltermstructure.cpp (1.20), ql/Instruments/payoffs.hpp
	(1.12), ql/Math/choleskydecomposition.cpp (1.5),
	ql/Math/cubicspline.hpp (1.49), ql/Math/gaussianstatistics.hpp
	(1.18), ql/Math/pseudosqrt.cpp (1.6), ql/Math/riskstatistics.hpp
	(1.12), ql/Pricers/mchimalaya.cpp (1.40), ql/Pricers/mcpagoda.cpp
	(1.38), ql/Pricers/mcpricer.hpp (1.32),
	ql/PricingEngines/americanpayoffatexpiry.cpp (1.1),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.8),
	ql/PricingEngines/americanpayoffathit.cpp (1.1),
	ql/PricingEngines/americanpayoffathit.hpp (1.10),
	ql/PricingEngines/blackmodel.hpp (1.4),
	ql/PricingEngines/mcsimulation.hpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.17),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.15),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.21),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.17),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.24),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.24), ql/Volatilities/localvolsurface.cpp (1.14),
	test-suite/lowdiscrepancysequences.cpp (1.46),
	test-suite/old_pricers.cpp (1.50), test-suite/riskstats.cpp (1.36):

	Removed ambiguities when Real != double

2004-05-17 09:26  Luigi Ballabio

	* acinclude.m4 (1.11), configure.ac (1.44), ql/qldefines.hpp
	(1.76), ql/types.hpp (1.17), ql/userconfig.hpp (1.8),
	ql/Math/gammadistribution.cpp (1.13),
	ql/Math/incrementalstatistics.cpp (1.12),
	ql/Math/normaldistribution.cpp (1.27),
	ql/Pricers/mccliquetoption.cpp (1.30), ql/Pricers/mceverest.cpp
	(1.37), ql/Pricers/mcmaxbasket.cpp (1.36), ql/Pricers/mcpricer.hpp
	(1.31), ql/PricingEngines/blackformula.cpp (1.6),
	ql/PricingEngines/mcsimulation.hpp (1.7),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.7),
	ql/Solvers1D/ridder.hpp (1.17),
	ql/Volatilities/blackconstantvol.hpp (1.25),
	ql/Volatilities/blackvariancecurve.hpp (1.30),
	ql/Volatilities/localconstantvol.hpp (1.22),
	ql/Volatilities/localvolcurve.hpp (1.13), test-suite/riskstats.cpp
	(1.35):

	It is now possible to choose which built-in type to use for real
	and integer quantities

2004-05-14 14:08  Luigi Ballabio

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.54),
	DiscreteHedging/DiscreteHedging.cpp (1.39), Swap/swapvaluation.cpp
	(1.48):

	Real, Integer and such are now used throughout the library

2004-05-14 13:37  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.19), asianoptions.cpp (1.23),
	barrieroption.cpp (1.31), basketoption.cpp (1.25), capfloor.cpp
	(1.32), cliquetoption.cpp (1.6), compoundforward.cpp (1.14),
	covariance.cpp (1.20), dates.cpp (1.7), daycounters.cpp (1.10),
	digitaloption.cpp (1.26), distributions.cpp (1.17),
	europeanoption.cpp (1.64), factorial.cpp (1.14), forwardoption.cpp
	(1.3), integrals.cpp (1.10), interpolations.cpp (1.18),
	jumpdiffusion.cpp (1.21), lowdiscrepancysequences.cpp (1.45),
	matrices.cpp (1.19), mersennetwister.cpp (1.13), old_pricers.cpp
	(1.49), operators.cpp (1.10), piecewiseflatforward.cpp (1.18),
	quantooption.cpp (1.3), quotes.cpp (1.3), riskstats.cpp (1.34),
	solvers.cpp (1.11), stats.cpp (1.24), swap.cpp (1.19), swaption.cpp
	(1.24), termstructures.cpp (1.17), utilities.cpp (1.10),
	utilities.hpp (1.12):

	More Reals and stuff

2004-05-14 11:49  Luigi Ballabio

	* functions/ql/Functions/: mathf.cpp (1.2), mathf.hpp (1.2),
	vols.cpp (1.2), vols.hpp (1.2):

	More Reals and stuff

2004-05-14 11:16  Luigi Ballabio

	* ql/: Solvers1D/bisection.hpp (1.17), Solvers1D/brent.hpp (1.17),
	Solvers1D/falseposition.hpp (1.16), Solvers1D/newton.hpp (1.18),
	Solvers1D/newtonsafe.hpp (1.18), Solvers1D/ridder.hpp (1.16),
	Solvers1D/secant.hpp (1.17), TermStructures/compoundforward.cpp
	(1.40), TermStructures/drifttermstructure.hpp (1.9),
	TermStructures/extendeddiscountcurve.cpp (1.13),
	TermStructures/flatforward.hpp (1.37),
	TermStructures/piecewiseflatforward.cpp (1.48),
	TermStructures/piecewiseflatforward.hpp (1.40),
	TermStructures/quantotermstructure.hpp (1.12),
	TermStructures/ratehelpers.cpp (1.46),
	TermStructures/ratehelpers.hpp (1.39),
	Utilities/steppingiterator.hpp (1.16),
	Volatilities/blackconstantvol.hpp (1.24),
	Volatilities/blackvariancecurve.cpp (1.12),
	Volatilities/blackvariancecurve.hpp (1.29),
	Volatilities/blackvariancesurface.cpp (1.12),
	Volatilities/blackvariancesurface.hpp (1.31),
	Volatilities/capflatvolvector.hpp (1.17),
	Volatilities/impliedvoltermstructure.hpp (1.13),
	Volatilities/localconstantvol.hpp (1.21),
	Volatilities/localvolcurve.hpp (1.12),
	Volatilities/localvolsurface.cpp (1.13),
	Volatilities/localvolsurface.hpp (1.19),
	Volatilities/swaptionvolmatrix.hpp (1.21):

	More Reals and stuff

2004-05-13 18:30  Luigi Ballabio

	* ql/: Pricers/mccliquetoption.cpp (1.29),
	Pricers/mccliquetoption.hpp (1.20),
	Pricers/mcdiscretearithmeticaso.cpp (1.31),
	Pricers/mcdiscretearithmeticaso.hpp (1.23), Pricers/mceverest.cpp
	(1.36), Pricers/mceverest.hpp (1.25), Pricers/mchimalaya.cpp
	(1.39), Pricers/mchimalaya.hpp (1.24), Pricers/mcmaxbasket.cpp
	(1.35), Pricers/mcmaxbasket.hpp (1.25), Pricers/mcpagoda.cpp
	(1.37), Pricers/mcpagoda.hpp (1.26),
	Pricers/mcperformanceoption.cpp (1.26),
	Pricers/mcperformanceoption.hpp (1.18),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.16),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.10),
	PricingEngines/Basket/mcbasketengine.hpp (1.19),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.16),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.17),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.17),
	RandomNumbers/lecuyeruniformrng.hpp (1.13),
	ShortRateModels/calibrationhelper.cpp (1.10),
	ShortRateModels/calibrationhelper.hpp (1.21),
	ShortRateModels/model.cpp (1.23), ShortRateModels/model.hpp (1.30),
	ShortRateModels/onefactormodel.cpp (1.17),
	ShortRateModels/onefactormodel.hpp (1.18),
	ShortRateModels/parameter.hpp (1.18),
	ShortRateModels/twofactormodel.hpp (1.15),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.34),
	ShortRateModels/CalibrationHelpers/caphelper.hpp (1.16),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.33),
	ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.14),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.18),
	ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.16),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.23),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.22),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.23),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.21), ShortRateModels/OneFactorModels/hullwhite.cpp (1.20),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.20),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.12),
	ShortRateModels/OneFactorModels/vasicek.hpp (1.15),
	ShortRateModels/TwoFactorModels/g2.cpp (1.18),
	ShortRateModels/TwoFactorModels/g2.hpp (1.21):

	More Reals and stuff

2004-05-13 16:53  Luigi Ballabio

	* ql/: PricingEngines/americanpayoffatexpiry.hpp (1.7),
	PricingEngines/americanpayoffathit.hpp (1.9),
	PricingEngines/blackformula.cpp (1.5),
	PricingEngines/blackformula.hpp (1.17),
	PricingEngines/blackmodel.hpp (1.3),
	PricingEngines/mcsimulation.hpp (1.6),
	PricingEngines/Barrier/analyticbarrierengine.cpp (1.12),
	PricingEngines/Barrier/analyticbarrierengine.hpp (1.5),
	PricingEngines/Barrier/mcbarrierengine.cpp (1.7),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.15),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.23),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.9),
	PricingEngines/Basket/mcbasketengine.cpp (1.5),
	PricingEngines/Basket/mcbasketengine.hpp (1.18),
	PricingEngines/Basket/stulzengine.cpp (1.16),
	PricingEngines/Cliquet/analyticcliquetengine.cpp (1.4),
	PricingEngines/Cliquet/analyticperformanceengine.cpp (1.3),
	PricingEngines/Cliquet/mccliquetengine.cpp (1.6),
	PricingEngines/Cliquet/mccliquetengine.hpp (1.8),
	PricingEngines/Forward/forwardengine.hpp (1.8),
	PricingEngines/Forward/forwardperformanceengine.hpp (1.5),
	PricingEngines/Quanto/quantoengine.hpp (1.8),
	PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.8),
	PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.5),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.18),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.14),
	PricingEngines/Vanilla/binomialengine.hpp (1.11),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.14),
	PricingEngines/Vanilla/integralengine.cpp (1.8),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.20),
	PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.9),
	PricingEngines/Vanilla/mcdigitalengine.cpp (1.7),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.15),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.16),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.16),
	RandomNumbers/boxmullergaussianrng.hpp (1.15),
	RandomNumbers/centrallimitgaussianrng.hpp (1.15),
	RandomNumbers/knuthuniformrng.hpp (1.16),
	RandomNumbers/mt19937uniformrng.hpp (1.13),
	RandomNumbers/randomsequencegenerator.hpp (1.12),
	RandomNumbers/rngtraits.hpp (1.8):

	Some more Real and stuff (but the inner workings of random
	generators were NOT touched)

2004-05-13 13:41  Luigi Ballabio

	* ql/Pricers/: discretegeometricaso.cpp (1.18),
	discretegeometricaso.hpp (1.15), mccliquetoption.cpp (1.28),
	mccliquetoption.hpp (1.19), mcdiscretearithmeticaso.cpp (1.30),
	mcdiscretearithmeticaso.hpp (1.22), mceverest.cpp (1.35),
	mceverest.hpp (1.24), mchimalaya.cpp (1.38), mchimalaya.hpp (1.23),
	mcmaxbasket.cpp (1.34), mcmaxbasket.hpp (1.24), mcpagoda.cpp
	(1.36), mcpagoda.hpp (1.25), mcperformanceoption.cpp (1.25),
	mcperformanceoption.hpp (1.17), mcpricer.hpp (1.30),
	singleassetoption.cpp (1.30), singleassetoption.hpp (1.34):

	More Reals and stuff

2004-05-13 12:34  Luigi Ballabio

	* ql/Math/Makefile.am (1.41), ql/Math/rounding.cpp (1.1),
	ql/Math/rounding.hpp (1.5), test-suite/Makefile.am (1.37),
	test-suite/quantlibtestsuite.cpp (1.76), test-suite/rounding.cpp
	(1.1), test-suite/rounding.hpp (1.1):

	Rounding quantlibified and tested

2004-05-13 12:32  Luigi Ballabio

	* ql/Math/comparison.hpp (1.3):

	Fixed formula

2004-05-13 09:31  Luigi Ballabio

	* ql/Optimization/: armijo.cpp (1.19), armijo.hpp (1.19),
	conjugategradient.cpp (1.22), constraint.hpp (1.21),
	costfunction.hpp (1.20), criteria.hpp (1.18), leastsquare.hpp
	(1.27), linesearch.hpp (1.19), method.hpp (1.14), problem.hpp
	(1.11), simplex.cpp (1.12), simplex.hpp (1.16), steepestdescent.cpp
	(1.19):

	Still more Reals and stuff

2004-05-12 18:16  Luigi Ballabio

	* quantlib.el (1.8), ql/Math/array.hpp (1.5), ql/Math/beta.cpp
	(1.6), ql/Math/beta.hpp (1.3),
	ql/Math/bicubicsplineinterpolation.hpp (1.17),
	ql/Math/bilinearinterpolation.hpp (1.21),
	ql/Math/binomialdistribution.hpp (1.7),
	ql/Math/bivariatenormaldistribution.cpp (1.8),
	ql/Math/bivariatenormaldistribution.hpp (1.6),
	ql/Math/chisquaredistribution.cpp (1.13),
	ql/Math/chisquaredistribution.hpp (1.10),
	ql/Math/choleskydecomposition.cpp (1.4), ql/Math/comparison.hpp
	(1.2), ql/Math/cubicspline.hpp (1.48),
	ql/Math/discrepancystatistics.cpp (1.8),
	ql/Math/discrepancystatistics.hpp (1.13), ql/Math/errorfunction.cpp
	(1.7), ql/Math/errorfunction.hpp (1.7), ql/Math/factorial.cpp
	(1.5), ql/Math/factorial.hpp (1.4), ql/Math/functional.hpp (1.5),
	ql/Math/gammadistribution.cpp (1.12), ql/Math/gammadistribution.hpp
	(1.10), ql/Math/gaussianstatistics.hpp (1.17),
	ql/Math/generalstatistics.cpp (1.14), ql/Math/generalstatistics.hpp
	(1.15), ql/Math/incompletegamma.cpp (1.5),
	ql/Math/incompletegamma.hpp (1.2),
	ql/Math/incrementalstatistics.cpp (1.11),
	ql/Math/incrementalstatistics.hpp (1.9), ql/Math/interpolation.hpp
	(1.29), ql/Math/interpolation2D.hpp (1.19),
	ql/Math/kronrodintegral.hpp (1.10), ql/Math/lexicographicalview.hpp
	(1.14), ql/Math/linearinterpolation.hpp (1.25),
	ql/Math/loglinearinterpolation.hpp (1.26), ql/Math/matrix.hpp
	(1.29), ql/Math/normaldistribution.cpp (1.26),
	ql/Math/normaldistribution.hpp (1.28),
	ql/Math/poissondistribution.hpp (1.6), ql/Math/primenumbers.cpp
	(1.13), ql/Math/primenumbers.hpp (1.10), ql/Math/pseudosqrt.cpp
	(1.5), ql/Math/pseudosqrt.hpp (1.4), ql/Math/riskstatistics.hpp
	(1.11), ql/Math/rounding.hpp (1.4), ql/Math/segmentintegral.hpp
	(1.22), ql/Math/sequencestatistics.hpp (1.25),
	ql/Math/simpsonintegral.hpp (1.8), ql/Math/svd.cpp (1.8),
	ql/Math/svd.hpp (1.9), ql/Math/symmetricschurdecomposition.cpp
	(1.19), ql/Math/symmetricschurdecomposition.hpp (1.15),
	ql/Math/trapezoidintegral.hpp (1.8),
	ql/MonteCarlo/brownianbridge.hpp (1.21),
	ql/MonteCarlo/multipathgenerator.hpp (1.52), ql/MonteCarlo/path.hpp
	(1.23), ql/MonteCarlo/pathgenerator.hpp (1.60),
	ql/MonteCarlo/pathpricer.hpp (1.21), ql/MonteCarlo/sample.hpp
	(1.13):

	Still more Reals and stuff

2004-05-12 14:17  Luigi Ballabio

	* ql/types.hpp (1.16):

	More types

2004-05-12 13:57  Luigi Ballabio

	* ql/qldefines.hpp (1.75):

	Compliant with section 17.4.3.1.2 of the C++ standard

2004-05-12 13:41  Luigi Ballabio

	* ql/: Indexes/audlibor.hpp (1.14), Indexes/cadlibor.hpp (1.14),
	Indexes/chflibor.hpp (1.12), Indexes/euribor.hpp (1.17),
	Indexes/gbplibor.hpp (1.17), Indexes/jpylibor.hpp (1.13),
	Indexes/usdlibor.hpp (1.17), Indexes/xibor.cpp (1.19),
	Indexes/xibor.hpp (1.24), Instruments/asianoption.cpp (1.17),
	Instruments/asianoption.hpp (1.18), Instruments/barrieroption.cpp
	(1.30), Instruments/barrieroption.hpp (1.26),
	Instruments/capfloor.cpp (1.54), Instruments/capfloor.hpp (1.48),
	Instruments/cliquetoption.hpp (1.13),
	Instruments/dividendvanillaoption.cpp (1.3),
	Instruments/dividendvanillaoption.hpp (1.3),
	Instruments/forwardvanillaoption.cpp (1.29),
	Instruments/forwardvanillaoption.hpp (1.29),
	Instruments/multiassetoption.cpp (1.10),
	Instruments/multiassetoption.hpp (1.8),
	Instruments/oneassetoption.cpp (1.13),
	Instruments/oneassetoption.hpp (1.12),
	Instruments/oneassetstrikedoption.cpp (1.16),
	Instruments/oneassetstrikedoption.hpp (1.13),
	Instruments/payoffs.hpp (1.11),
	Instruments/quantoforwardvanillaoption.cpp (1.25),
	Instruments/quantoforwardvanillaoption.hpp (1.21),
	Instruments/quantovanillaoption.cpp (1.32),
	Instruments/quantovanillaoption.hpp (1.29), Instruments/swap.cpp
	(1.34), Instruments/swap.hpp (1.28), Instruments/swaption.hpp
	(1.40), Lattices/binomialtree.cpp (1.26), Lattices/binomialtree.hpp
	(1.21), Lattices/bsmlattice.hpp (1.12), Lattices/lattice.hpp
	(1.16), Lattices/lattice2d.hpp (1.12), Lattices/tree.hpp (1.24),
	Lattices/trinomialtree.cpp (1.22), Lattices/trinomialtree.hpp
	(1.15):

	Some more Reals and Integers

2004-05-12 11:46  Luigi Ballabio

	* quantlib.el (1.7), ql/CashFlows/cashflowvectors.cpp (1.33),
	ql/CashFlows/cashflowvectors.hpp (1.26), ql/CashFlows/coupon.hpp
	(1.20), ql/CashFlows/fixedratecoupon.hpp (1.22),
	ql/CashFlows/floatingratecoupon.hpp (1.31),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.13),
	ql/CashFlows/indexedcoupon.hpp (1.13), ql/CashFlows/parcoupon.cpp
	(1.11), ql/CashFlows/parcoupon.hpp (1.10),
	ql/CashFlows/shortfloatingcoupon.cpp (1.17),
	ql/CashFlows/shortfloatingcoupon.hpp (1.18),
	ql/CashFlows/shortindexedcoupon.hpp (1.12),
	ql/CashFlows/simplecashflow.hpp (1.14), ql/CashFlows/timebasket.cpp
	(1.7), ql/CashFlows/timebasket.hpp (1.7),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.12),
	ql/DayCounters/actualactual.cpp (1.27),
	ql/FiniteDifferences/americancondition.hpp (1.23),
	ql/FiniteDifferences/boundarycondition.cpp (1.10),
	ql/FiniteDifferences/boundarycondition.hpp (1.15),
	ql/FiniteDifferences/bsmoperator.cpp (1.16),
	ql/FiniteDifferences/bsmoperator.hpp (1.16),
	ql/FiniteDifferences/cranknicolson.hpp (1.21),
	ql/FiniteDifferences/dminus.hpp (1.15),
	ql/FiniteDifferences/dplus.hpp (1.15),
	ql/FiniteDifferences/dplusdminus.hpp (1.16),
	ql/FiniteDifferences/dzero.hpp (1.15),
	ql/FiniteDifferences/expliciteuler.hpp (1.17),
	ql/FiniteDifferences/impliciteuler.hpp (1.16),
	ql/FiniteDifferences/mixedscheme.hpp (1.15),
	ql/FiniteDifferences/onefactoroperator.hpp (1.20),
	ql/FiniteDifferences/shoutcondition.hpp (1.19),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.30),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.33):

	Some more Reals and Integers

2004-05-11 16:19  Luigi Ballabio

	* acinclude.m4 (1.10), configure.ac (1.43), quantlib.el (1.6),
	ql/calendar.cpp (1.24), ql/calendar.hpp (1.37),
	ql/capvolstructures.hpp (1.9), ql/cashflow.hpp (1.19), ql/date.cpp
	(1.33), ql/date.hpp (1.28), ql/daycounter.hpp (1.28), ql/errors.cpp
	(1.4), ql/errors.hpp (1.19), ql/grid.hpp (1.21), ql/instrument.hpp
	(1.34), ql/option.hpp (1.29), ql/payoff.hpp (1.11), ql/solver1d.hpp
	(1.23), ql/stochasticprocess.cpp (1.2), ql/stochasticprocess.hpp
	(1.14), ql/swaptionvolstructure.hpp (1.11), ql/termstructure.hpp
	(1.42), ql/types.hpp (1.14), ql/voltermstructure.cpp (1.19),
	ql/voltermstructure.hpp (1.26), ql/CashFlows/parcoupon.cpp (1.10),
	ql/DayCounters/actual360.hpp (1.18),
	ql/DayCounters/actualactual.cpp (1.26),
	ql/DayCounters/actualactual.hpp (1.22),
	ql/DayCounters/simpledaycounter.cpp (1.5),
	ql/DayCounters/simpledaycounter.hpp (1.6),
	ql/DayCounters/thirty360.cpp (1.19), ql/DayCounters/thirty360.hpp
	(1.21), ql/FiniteDifferences/tridiagonaloperator.cpp (1.29),
	ql/Indexes/xibor.cpp (1.18), ql/Indexes/xibor.hpp (1.23),
	ql/Instruments/asianoption.cpp (1.16),
	ql/Instruments/asianoption.hpp (1.17),
	ql/Instruments/barrieroption.cpp (1.29),
	ql/Instruments/cliquetoption.cpp (1.2),
	ql/Instruments/cliquetoption.hpp (1.12),
	ql/Instruments/multiassetoption.cpp (1.9),
	ql/Instruments/oneassetoption.cpp (1.12),
	ql/Instruments/oneassetstrikedoption.cpp (1.15),
	ql/Instruments/quantovanillaoption.cpp (1.31),
	ql/Instruments/swaption.cpp (1.43), ql/Instruments/swaption.hpp
	(1.39), ql/Math/bivariatenormaldistribution.hpp (1.5),
	ql/Math/gaussianstatistics.hpp (1.16),
	ql/Math/generalstatistics.cpp (1.13), ql/Math/generalstatistics.hpp
	(1.14), ql/Math/incrementalstatistics.cpp (1.10),
	ql/Math/interpolation.hpp (1.28), ql/Math/interpolation2D.hpp
	(1.18), ql/Math/kronrodintegral.hpp (1.9),
	ql/Math/normaldistribution.cpp (1.25),
	ql/Math/normaldistribution.hpp (1.27),
	ql/Math/poissondistribution.hpp (1.5), ql/Math/pseudosqrt.cpp
	(1.4), ql/Math/riskstatistics.hpp (1.10),
	ql/Math/simpsonintegral.hpp (1.7), ql/Math/trapezoidintegral.hpp
	(1.7), ql/MonteCarlo/getcovariance.hpp (1.19),
	ql/Pricers/mccliquetoption.cpp (1.27),
	ql/Pricers/singleassetoption.cpp (1.29),
	ql/PricingEngines/blackformula.cpp (1.4),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.14),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.17),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.3),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.5),
	ql/PricingEngines/Forward/forwardengine.hpp (1.7),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.7),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.17),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.19),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.14),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.15),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.15),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.33),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.32),
	ql/Solvers1D/newton.hpp (1.17), ql/Solvers1D/newtonsafe.hpp (1.17),
	ql/TermStructures/compoundforward.cpp (1.39),
	ql/TermStructures/compoundforward.hpp (1.29),
	ql/TermStructures/extendeddiscountcurve.cpp (1.12),
	ql/TermStructures/extendeddiscountcurve.hpp (1.11),
	ql/TermStructures/flatforward.hpp (1.36),
	ql/TermStructures/piecewiseflatforward.cpp (1.47),
	ql/TermStructures/piecewiseflatforward.hpp (1.39),
	ql/TermStructures/ratehelpers.cpp (1.45),
	ql/TermStructures/ratehelpers.hpp (1.38),
	ql/Volatilities/localvolsurface.cpp (1.12),
	test-suite/americanoption.cpp (1.18), test-suite/asianoptions.cpp
	(1.22), test-suite/barrieroption.cpp (1.30),
	test-suite/basketoption.cpp (1.24), test-suite/capfloor.cpp (1.31),
	test-suite/cliquetoption.cpp (1.5), test-suite/compoundforward.cpp
	(1.13), test-suite/covariance.cpp (1.19),
	test-suite/daycounters.cpp (1.9), test-suite/digitaloption.cpp
	(1.25), test-suite/distributions.cpp (1.16),
	test-suite/europeanoption.cpp (1.63), test-suite/factorial.cpp
	(1.13), test-suite/forwardoption.cpp (1.2),
	test-suite/integrals.cpp (1.9), test-suite/interpolations.cpp
	(1.17), test-suite/jumpdiffusion.cpp (1.20),
	test-suite/lowdiscrepancysequences.cpp (1.44),
	test-suite/matrices.cpp (1.18), test-suite/mersennetwister.cpp
	(1.12), test-suite/old_pricers.cpp (1.48),
	test-suite/piecewiseflatforward.cpp (1.17),
	test-suite/quantooption.cpp (1.2), test-suite/quotes.cpp (1.2),
	test-suite/riskstats.cpp (1.33), test-suite/solvers.cpp (1.10),
	test-suite/stats.cpp (1.23), test-suite/swap.cpp (1.18),
	test-suite/swaption.cpp (1.23), test-suite/termstructures.cpp
	(1.16):

	Started using Real, Integer and such

2004-05-10 18:48  Ferdinando Ametrano

	* test-suite/old_pricers.cpp (1.47):

	catching up

2004-05-10 18:40  Ferdinando Ametrano

	* QuantLib.vcproj (1.14):

	catching up

2004-05-10 18:30  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.13):

	catching up

2004-05-10 18:22  Ferdinando Ametrano

	* test-suite/calendars.cpp (1.10), test-suite/europeanoption.cpp
	(1.62), QuantLib.vcproj (1.13), test-suite/testsuite.vcproj (1.12):

	catching up

2004-05-10 17:54  Ferdinando Ametrano

	* ql/: calendar.cpp (1.23), makefile.mak (1.56),
	Calendars/taiwan.cpp (1.3), Instruments/asianoption.cpp (1.15),
	PricingEngines/Cliquet/makefile.mak (1.9):

	catching up

2004-05-10 17:13  Ferdinando Ametrano

	* QuantLib.vcproj (1.12), ql/calendar.cpp (1.22), ql/calendar.hpp
	(1.36), ql/config.msvc.hpp (1.48), test-suite/calendars.cpp (1.9):

	catching up

2004-05-10 11:28  Luigi Ballabio

	* Docs/pages/engines.docs (1.1),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.4),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.13),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.8),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.16),
	ql/PricingEngines/Basket/stulzengine.hpp (1.5),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.2),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.2),
	ql/PricingEngines/Forward/forwardengine.hpp (1.6),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.4),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.6),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.3),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.3),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.10),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.5),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.4),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.13),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.14),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.14):

	Added pricing engine groups to docs

2004-05-10 11:27  Luigi Ballabio

	* Docs/: Makefile.am (1.66), quantlib.css (1.11), quantlib.doxy
	(1.85):

	Upgraded to Doxygen 1.3.7

2004-05-10 10:49  Ferdinando Ametrano

	* QuantLib.dsp (1.234), ql/Calendars/makefile.mak (1.26),
	ql/Instruments/makefile.mak (1.35), ql/Math/rounding.hpp (1.3),
	ql/PricingEngines/Asian/makefile.mak (1.8),
	ql/PricingEngines/Cliquet/makefile.mak (1.8),
	test-suite/makefile.mak (1.40), test-suite/testsuite.dsp (1.38),
	QuantLib.nsi (1.99), QuantLib.vcproj (1.11),
	functions/ql/Functions/makefile.mak (1.3),
	test-suite/testsuite.vcproj (1.11):

	catching up

2004-05-06 14:26  Luigi Ballabio

	* ql/Instruments/forwardvanillaoption.hpp (1.28),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.24),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.20),
	ql/Instruments/quantovanillaoption.hpp (1.28),
	ql/PricingEngines/Forward/forwardengine.hpp (1.5),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.3),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.5),
	test-suite/Makefile.am (1.36), test-suite/forwardoption.cpp (1.1),
	test-suite/forwardoption.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.75),
	test-suite/quantooption.cpp (1.1), test-suite/quantooption.hpp
	(1.1):

	Quanto/forward tests added -- real test cases needed

2004-05-05 14:10  Luigi Ballabio

	* test-suite/: digitaloption.cpp (1.24), europeanoption.cpp (1.61),
	jumpdiffusion.cpp (1.19):

	theta calculated by moving today's date

2004-05-05 12:47  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.17), asianoptions.cpp (1.21),
	barrieroption.cpp (1.29), basketoption.cpp (1.23),
	cliquetoption.cpp (1.4), digitaloption.cpp (1.23),
	europeanoption.cpp (1.60), jumpdiffusion.cpp (1.18),
	old_pricers.cpp (1.46), utilities.cpp (1.9), utilities.hpp (1.11):

	Unified a few flat curve factories

2004-05-05 12:47  Luigi Ballabio

	* quantlib.el (1.5), ql/types.hpp (1.13):

	Rationalized types a bit

2004-05-05 07:58  Andr Louw

	* ql/types.hpp (1.12):

	Decimal type added as typedef to double.

2004-05-04 15:46  Andr Louw

	* ql/Math/rounding.hpp (1.2):

	Changed sub constructors to public.

2004-05-04 15:16  Luigi Ballabio

	* QuantLib.dsp (1.233), ql/Instruments/cliquetoption.hpp (1.11),
	ql/calendar.cpp (1.21), ql/calendar.hpp (1.35), ql/config.msvc.hpp
	(1.47), ql/Pricers/Makefile.am (1.42), ql/Pricers/all.hpp (1.5),
	ql/Pricers/makefile.mak (1.45), test-suite/calendars.cpp (1.8),
	test-suite/old_pricers.cpp (1.45), test-suite/testsuite.dsp (1.37):

	Fixes for VC++6

2004-05-04 14:34  Andr Louw

	* ql/Math/: Makefile.am (1.40), all.hpp (1.4), rounding.hpp (1.1):

	Added first cut of rounding implementation.

2004-05-04 10:39  Luigi Ballabio

	* ql/TermStructures/: compoundforward.cpp (1.38),
	compoundforward.hpp (1.28), discountcurve.hpp (1.28),
	extendeddiscountcurve.cpp (1.11), extendeddiscountcurve.hpp (1.10):

	Reverting

2004-05-04 10:36  Luigi Ballabio

	* ql/ShortRateModels/: calibrationhelper.hpp (1.20),
	CalibrationHelpers/caphelper.cpp (1.32),
	CalibrationHelpers/caphelper.hpp (1.15),
	CalibrationHelpers/swaptionhelper.cpp (1.31),
	CalibrationHelpers/swaptionhelper.hpp (1.13):

	Constness added

2004-05-04 06:32  Andr Louw

	* ql/TermStructures/: discountcurve.hpp (1.27),
	extendeddiscountcurve.cpp (1.10), extendeddiscountcurve.hpp (1.9):

	Changed interpolation to be changeable by sub classes.

2004-05-04 06:31  Andr Louw

	* ql/TermStructures/: compoundforward.cpp (1.37),
	compoundforward.hpp (1.27):

	Added granularity parameter to specify the granularity of the
	bootstrapped discount factor curve (defaults to same as compounding
	frequency).  Changed interpolation to be changeable by sub classes.

2004-05-03 11:11  Luigi Ballabio

	* test-suite/asianoptions.cpp (1.20):

	Fixed greeks for geometric continuous-averaging Asian

2004-04-30 19:04  Luigi Ballabio

	* ql/Instruments/asianoption.cpp (1.14),
	ql/Instruments/asianoption.hpp (1.16),
	ql/PricingEngines/Asian/Makefile.am (1.5),
	ql/PricingEngines/Asian/all.hpp (1.2), test-suite/asianoptions.cpp
	(1.19), test-suite/asianoptions.hpp (1.3),
	test-suite/cliquetoption.cpp (1.3), test-suite/old_pricers.cpp
	(1.44):

	Enginified ContinuousGeometricAPO

2004-04-30 15:33  Luigi Ballabio

	* Docs/Makefile.am (1.65), Docs/makefile.mak (1.35),
	Docs/qlintro.tex (1.1), Docs/quantlibheader.html (1.23),
	Docs/quantlibheader.tex (1.19), Docs/pages/findiff.docs (1.11),
	Docs/pages/fixedincome.docs (1.12), Docs/pages/math.docs (1.11),
	Docs/pages/mcarlo.docs (1.16), Docs/pages/termstructures.docs
	(1.7), Docs/pages/utilities.docs (1.9), ql/termstructure.hpp
	(1.41), ql/MonteCarlo/brownianbridge.hpp (1.20),
	ql/MonteCarlo/montecarlomodel.hpp (1.32),
	ql/MonteCarlo/multipath.hpp (1.21),
	ql/MonteCarlo/multipathgenerator.hpp (1.51), ql/MonteCarlo/path.hpp
	(1.22), ql/MonteCarlo/pathgenerator.hpp (1.59),
	ql/MonteCarlo/pathpricer.hpp (1.20), ql/MonteCarlo/sample.hpp
	(1.12), ql/ShortRateModels/model.hpp (1.29),
	ql/ShortRateModels/onefactormodel.hpp (1.17),
	ql/ShortRateModels/twofactormodel.hpp (1.14),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.21),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.20), ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.19),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.14),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.20),
	ql/TermStructures/discountcurve.hpp (1.26),
	ql/TermStructures/flatforward.hpp (1.35),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.19),
	ql/TermStructures/impliedtermstructure.hpp (1.17),
	ql/TermStructures/piecewiseflatforward.hpp (1.38),
	ql/TermStructures/zerocurve.hpp (1.10),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.20):

	Reorganized Doxygen documentation

2004-04-30 13:15  Luigi Ballabio

	* Docs/Makefile.am (1.64), Docs/quantlibheader.html (1.22),
	Docs/pages/coreclasses.docs (1.10), Docs/pages/currencies.docs
	(1.8), Docs/pages/findiff.docs (1.10), Docs/pages/lattices.docs
	(1.8), Docs/pages/patterns.docs (1.7), ql/currency.hpp (1.11),
	ql/types.hpp (1.11), ql/FiniteDifferences/boundarycondition.hpp
	(1.14), ql/FiniteDifferences/bsmoperator.hpp (1.15),
	ql/FiniteDifferences/cranknicolson.hpp (1.20),
	ql/FiniteDifferences/dminus.hpp (1.14),
	ql/FiniteDifferences/dplus.hpp (1.14),
	ql/FiniteDifferences/dplusdminus.hpp (1.15),
	ql/FiniteDifferences/dzero.hpp (1.14),
	ql/FiniteDifferences/expliciteuler.hpp (1.16),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.29),
	ql/FiniteDifferences/impliciteuler.hpp (1.15),
	ql/FiniteDifferences/mixedscheme.hpp (1.14),
	ql/FiniteDifferences/onefactoroperator.hpp (1.19),
	ql/FiniteDifferences/stepcondition.hpp (1.14),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.32),
	ql/Lattices/binomialtree.hpp (1.20), ql/Lattices/bsmlattice.hpp
	(1.11), ql/Lattices/lattice.hpp (1.15), ql/Lattices/lattice2d.hpp
	(1.11), ql/Lattices/tree.hpp (1.23), ql/Lattices/trinomialtree.hpp
	(1.14), ql/Patterns/bridge.hpp (1.11), ql/Patterns/composite.hpp
	(1.6), ql/Patterns/curiouslyrecurring.hpp (1.4),
	ql/Patterns/lazyobject.hpp (1.8), ql/Patterns/observable.hpp
	(1.20), ql/Patterns/visitor.hpp (1.8):

	Ongoing docs reorganization

2004-04-30 13:15  Luigi Ballabio

	* Docs/quantlib.css (1.10):

	More recent Doxygen stylesheet

2004-04-30 10:20  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.20), all.hpp (1.4):

	Added Beijing and Riyadh calendars (thanks to Xavier Abulker)

2004-04-29 14:50  Luigi Ballabio

	* ql/PricingEngines/Cliquet/Makefile.am (1.7),
	ql/PricingEngines/Cliquet/all.hpp (1.3),
	ql/PricingEngines/Cliquet/analyticperformanceengine.cpp (1.1),
	ql/PricingEngines/Cliquet/analyticperformanceengine.hpp (1.1),
	test-suite/cliquetoption.cpp (1.2), test-suite/cliquetoption.hpp
	(1.2):

	Enginified performance pricer

2004-04-29 13:51  Luigi Ballabio

	* ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.2):

	Removed leftover code

2004-04-29 13:46  Luigi Ballabio

	* configure.ac (1.42), ql/Instruments/Makefile.am (1.26),
	ql/Instruments/all.hpp (1.8), ql/Instruments/cliquetoption.cpp
	(1.1), ql/Instruments/cliquetoption.hpp (1.10),
	ql/Instruments/payoffs.hpp (1.10), ql/PricingEngines/Makefile.am
	(1.39), ql/PricingEngines/all.hpp (1.8),
	ql/PricingEngines/Cliquet/Makefile.am (1.6),
	ql/PricingEngines/Cliquet/all.hpp (1.2),
	ql/PricingEngines/Cliquet/analyticcliquetengine.cpp (1.1),
	ql/PricingEngines/Cliquet/analyticcliquetengine.hpp (1.1),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.4),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.7),
	test-suite/Makefile.am (1.35), test-suite/cliquetoption.cpp (1.1),
	test-suite/cliquetoption.hpp (1.1), test-suite/old_pricers.cpp
	(1.43), test-suite/old_pricers.hpp (1.13),
	test-suite/quantlibtestsuite.cpp (1.74):

	Enginified Cliquet pricer

2004-04-27 11:51  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.53),
	ql/instrument.hpp (1.33), ql/ShortRateModels/calibrationhelper.hpp
	(1.19), ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.31),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.30):

	Calibration helpers are no longer set a default Black engine

2004-04-27 11:49  Luigi Ballabio

	* ql/Calendars/: singapore.cpp (1.1), singapore.hpp (1.1):

	Singapore calendar added (thanks to Xavier Abulker)

2004-04-26 17:53  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.19), all.hpp (1.3):

	Singapore calendar added (thanks to Xavier Abulker)

2004-04-26 16:55  Luigi Ballabio

	* Docs/pages/authors.docs (1.28), ql/Makefile.am (1.57),
	ql/calendar.cpp (1.20), ql/calendar.hpp (1.34),
	ql/Calendars/hongkong.cpp (1.2), ql/Calendars/hongkong.hpp (1.2),
	ql/Calendars/taiwan.cpp (1.2), ql/Calendars/taiwan.hpp (1.2),
	ql/Calendars/target.cpp (1.17), ql/Calendars/target.hpp (1.19),
	test-suite/.cvsignore (1.13), test-suite/calendars.cpp (1.7),
	test-suite/calendars.hpp (1.6):

	Added methods for adding/removing holidays from calendars (thanks
	to Jeff Yu)

2004-04-23 11:12  Luigi Ballabio

	* Docs/pages/authors.docs (1.27), ql/Calendars/Makefile.am (1.18),
	ql/Calendars/all.hpp (1.2), ql/Calendars/hongkong.cpp (1.1),
	ql/Calendars/hongkong.hpp (1.1), ql/Calendars/taiwan.cpp (1.1),
	ql/Calendars/taiwan.hpp (1.1):

	Added Hong Kong, Seoul and Taiwan calendars (thanks to Xavier
	Abulker)

2004-04-23 10:58  Luigi Ballabio

	* dev_tools/developers (1.3):

	any reason for e-mail addresses in ChangeLog?

2004-04-22 17:40  Luigi Ballabio

	* ql/PricingEngines/blackformula.cpp (1.3):

	Clarified a bit execution flow

2004-04-22 15:24  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.38),
	ql/Makefile.am (1.56), ql/stochasticprocess.cpp (1.1),
	ql/stochasticprocess.hpp (1.13),
	ql/Instruments/multiassetoption.hpp (1.7),
	ql/Instruments/oneassetoption.hpp (1.11),
	ql/Lattices/binomialtree.cpp (1.25), ql/Lattices/binomialtree.hpp
	(1.19), ql/Lattices/trinomialtree.cpp (1.21),
	ql/Lattices/trinomialtree.hpp (1.13),
	ql/MonteCarlo/brownianbridge.hpp (1.19),
	ql/MonteCarlo/multipathgenerator.hpp (1.50),
	ql/MonteCarlo/pathgenerator.hpp (1.58),
	ql/Pricers/mccliquetoption.cpp (1.26),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.29),
	ql/Pricers/mceverest.cpp (1.34), ql/Pricers/mchimalaya.cpp (1.37),
	ql/Pricers/mcmaxbasket.cpp (1.33), ql/Pricers/mcpagoda.cpp (1.35),
	ql/Pricers/mcperformanceoption.cpp (1.24),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.6),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.12),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.22),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.15),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.6),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.9),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.6),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.12),
	ql/ShortRateModels/onefactormodel.hpp (1.16),
	ql/ShortRateModels/twofactormodel.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.14),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.20),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.13),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.19):

	DiffusionProcess renamed as StochasticProcess; Merton76
	stochastic-process methods inhibited

2004-04-22 11:17  Luigi Ballabio

	* test-suite/europeanoption.cpp (1.59):

	More exhaustive test

2004-04-22 10:41  Luigi Ballabio

	* ql/TermStructures/: piecewiseflatforward.cpp (1.46),
	piecewiseflatforward.hpp (1.37):

	Hidden a few implementation details from header

2004-04-22 09:56  Luigi Ballabio

	* ql/handle.hpp (1.21), ql/stochasticprocess.hpp (1.12),
	ql/userconfig.hpp (1.7), ql/MonteCarlo/mctypedefs.hpp (1.35),
	test-suite/old_pricers.cpp (1.42), test-suite/old_pricers.hpp
	(1.12):

	Sounds better, but maybe it's just me

2004-04-22 09:55  Luigi Ballabio

	* configure.ac (1.41):

	Saner command-line option name

2004-04-22 09:53  Luigi Ballabio

	* ql/RandomNumbers/rngtraits.hpp (1.7):

	Consistent name for template argument

2004-04-22 09:49  Luigi Ballabio

	* ql/: voltermstructure.cpp (1.18), voltermstructure.hpp (1.25),
	Volatilities/impliedvoltermstructure.hpp (1.12):

	My fault--the parameter had to be used

2004-04-22 09:18  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.37),
	ql/MonteCarlo/mctypedefs.hpp (1.34), test-suite/old_pricers.cpp
	(1.41), test-suite/old_pricers.hpp (1.11):

	Works without deprecated stuff (not that it bothered me much,
	though)

2004-04-21 16:00  Luigi Ballabio

	* ql/argsandresults.hpp (1.17):

	Fix for implied volatility in old pricers

2004-04-21 15:55  Ferdinando Ametrano

	* ql/: MonteCarlo/mctypedefs.hpp (1.33),
	Pricers/mccliquetoption.hpp (1.18),
	Pricers/mcdiscretearithmeticaso.hpp (1.21), Pricers/mceverest.hpp
	(1.23), Pricers/mchimalaya.cpp (1.36), Pricers/mcmaxbasket.hpp
	(1.23), Pricers/mcpagoda.hpp (1.24),
	Pricers/mcperformanceoption.hpp (1.16),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.21):

	using QL_DEPRECATED_DISABLED to disable deprecated code.

2004-04-21 15:28  Ferdinando Ametrano

	* configure.ac (1.40), ql/handle.hpp (1.20),
	ql/stochasticprocess.hpp (1.11), ql/MonteCarlo/mctypedefs.hpp
	(1.32), test-suite/old_pricers.cpp (1.40),
	test-suite/old_pricers.hpp (1.10):

	using QL_DEPRECATED_DISABLED to disable deprecated code.

2004-04-21 15:13  Ferdinando Ametrano

	* configure.ac (1.39), ql/userconfig.hpp (1.6):

	define QL_DEPRECATED_DISABLED if you want to disable deprecated
	code.

2004-04-21 15:03  Ferdinando Ametrano

	* QuantLib.vcproj (1.10):

	updated

2004-04-21 14:55  Ferdinando Ametrano

	* ql/Volatilities/impliedvoltermstructure.hpp (1.11):

	unused parameter removed

2004-04-21 14:51  Ferdinando Ametrano

	* ql/: voltermstructure.cpp (1.17), voltermstructure.hpp (1.24):

	unused parameter removed

2004-04-21 13:14  Ferdinando Ametrano

	* ql/RandomNumbers/haltonrsg.cpp (1.14):

	avoid usage of deprecated code

2004-04-21 13:02  Luigi Ballabio

	* ql/: voltermstructure.cpp (1.16), voltermstructure.hpp (1.23),
	Volatilities/blackconstantvol.hpp (1.23),
	Volatilities/blackvariancecurve.cpp (1.11),
	Volatilities/blackvariancecurve.hpp (1.28),
	Volatilities/blackvariancesurface.cpp (1.11),
	Volatilities/blackvariancesurface.hpp (1.30),
	Volatilities/impliedvoltermstructure.hpp (1.10),
	Volatilities/localconstantvol.hpp (1.20),
	Volatilities/localvolcurve.hpp (1.11),
	Volatilities/localvolsurface.cpp (1.11),
	Volatilities/localvolsurface.hpp (1.18):

	Added persistent extrapolation setting to volatility term
	structures

2004-04-21 13:02  Ferdinando Ametrano

	* ql/Pricers/: mceverest.cpp (1.33), mchimalaya.cpp (1.35),
	mcmaxbasket.cpp (1.32), mcpagoda.cpp (1.34):

	avoid usage of deprecated code

2004-04-21 12:26  Luigi Ballabio

	* ql/termstructure.hpp (1.40):

	Removed unneeded reference

2004-04-21 12:24  Luigi Ballabio

	* QuantLib.spec.in (1.7), dev_tools/version_number.txt (1.41):

	Removed the need for bumping version number

2004-04-21 11:51  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.40):

	updated

2004-04-21 11:51  Ferdinando Ametrano

	* ql/makefile.mak (1.55):

	bumping up version number

2004-04-21 11:41  Ferdinando Ametrano

	* functions/ql/Functions/: Makefile.am (1.2), QuantLibFunctions.dsp
	(1.4), QuantLibFunctions.vcproj (1.2):

	bumping up version number

2004-04-21 11:39  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.vcproj (1.4),
	DiscreteHedging/DiscreteHedging.vcproj (1.4), Swap/Swap.vcproj
	(1.4):

	updated

2004-04-21 11:37  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.10):

	missing file added

2004-04-21 11:18  Ferdinando Ametrano

	* QuantLib.vcproj (1.9):

	header file added

2004-04-21 11:18  Ferdinando Ametrano

	* ql/RandomNumbers/rngtraits.hpp (1.6):

	more traits

2004-04-21 11:16  Ferdinando Ametrano

	* QuantLib.dsp (1.232), QuantLib.vcproj (1.8):

	bumping up version number

2004-04-21 11:13  Ferdinando Ametrano

	* QuantLib.spec.in (1.6):

	bumping up version number

2004-04-20 18:00  Luigi Ballabio

	* ql/: termstructure.hpp (1.39), Math/Makefile.am (1.39),
	Math/all.hpp (1.3), Math/extrapolation.hpp (1.1),
	TermStructures/compoundforward.cpp (1.36),
	TermStructures/compoundforward.hpp (1.26),
	TermStructures/discountcurve.hpp (1.25),
	TermStructures/drifttermstructure.hpp (1.8),
	TermStructures/extendeddiscountcurve.cpp (1.9),
	TermStructures/extendeddiscountcurve.hpp (1.8),
	TermStructures/flatforward.hpp (1.34),
	TermStructures/forwardspreadedtermstructure.hpp (1.18),
	TermStructures/impliedtermstructure.hpp (1.16),
	TermStructures/piecewiseflatforward.cpp (1.45),
	TermStructures/piecewiseflatforward.hpp (1.36),
	TermStructures/quantotermstructure.hpp (1.11),
	TermStructures/zerocurve.hpp (1.9),
	TermStructures/zerospreadedtermstructure.hpp (1.19):

	Added persistent extrapolation setting to term structures

2004-04-19 19:01  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.36),
	ql/stochasticprocess.hpp (1.10), ql/Instruments/asianoption.cpp
	(1.13), ql/Instruments/asianoption.hpp (1.15),
	ql/Instruments/barrieroption.cpp (1.28),
	ql/Instruments/barrieroption.hpp (1.25),
	ql/Instruments/basketoption.cpp (1.7),
	ql/Instruments/basketoption.hpp (1.9),
	ql/Instruments/dividendvanillaoption.cpp (1.2),
	ql/Instruments/dividendvanillaoption.hpp (1.2),
	ql/Instruments/europeanoption.cpp (1.2),
	ql/Instruments/europeanoption.hpp (1.2),
	ql/Instruments/forwardvanillaoption.cpp (1.28),
	ql/Instruments/forwardvanillaoption.hpp (1.27),
	ql/Instruments/multiassetoption.cpp (1.8),
	ql/Instruments/multiassetoption.hpp (1.6),
	ql/Instruments/oneassetoption.cpp (1.11),
	ql/Instruments/oneassetoption.hpp (1.10),
	ql/Instruments/oneassetstrikedoption.cpp (1.14),
	ql/Instruments/oneassetstrikedoption.hpp (1.12),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.23),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.19),
	ql/Instruments/quantovanillaoption.cpp (1.30),
	ql/Instruments/quantovanillaoption.hpp (1.27),
	ql/Instruments/vanillaoption.cpp (1.46),
	ql/Instruments/vanillaoption.hpp (1.46),
	ql/Pricers/mccliquetoption.cpp (1.25),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.28),
	ql/Pricers/mceverest.cpp (1.32), ql/Pricers/mchimalaya.cpp (1.34),
	ql/Pricers/mcmaxbasket.cpp (1.31), ql/Pricers/mcpagoda.cpp (1.33),
	ql/Pricers/mcperformanceoption.cpp (1.23),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.11),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.11),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.20),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.14),
	ql/PricingEngines/Basket/stulzengine.cpp (1.15),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.7),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.3),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.16),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.13),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.8),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.13),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.7),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.18),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.11),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.13),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.19),
	test-suite/americanoption.cpp (1.16), test-suite/asianoptions.cpp
	(1.18), test-suite/barrieroption.cpp (1.28),
	test-suite/basketoption.cpp (1.22), test-suite/digitaloption.cpp
	(1.22), test-suite/europeanoption.cpp (1.58),
	test-suite/jumpdiffusion.cpp (1.17):

	Transplanted stochastic processes in the DiffusionProcess hierarchy

2004-04-15 18:02  Luigi Ballabio

	* QuantLib.dsp (1.231),
	functions/ql/Functions/QuantLibFunctions.dsp (1.3):

	This is automatic on Linux :)

2004-04-15 17:16  Luigi Ballabio

	* ql/: stochasticprocess.hpp (1.9), Indexes/xibor.hpp (1.22),
	Instruments/barrieroption.cpp (1.27),
	Instruments/multiassetoption.cpp (1.7),
	Instruments/oneassetoption.cpp (1.10),
	PricingEngines/Barrier/analyticbarrierengine.cpp (1.10),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.10),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.19),
	PricingEngines/Basket/mcbasketengine.hpp (1.13),
	PricingEngines/Basket/stulzengine.cpp (1.14),
	PricingEngines/Cliquet/mccliquetengine.hpp (1.5),
	PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.6),
	PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.2),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.15),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.12),
	PricingEngines/Vanilla/binomialengine.hpp (1.7),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.12),
	PricingEngines/Vanilla/integralengine.cpp (1.6),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.17),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.10),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.12),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.12):

	Somewhat safer StochasticProcesses

2004-04-15 17:15  Luigi Ballabio

	* ql/: config.ansi.hpp (1.24), config.msvc.hpp (1.46),
	config.mwcw.hpp (1.23), qldefines.hpp (1.74):

	Removed old macros

2004-04-15 14:07  Luigi Ballabio

	* QuantLib.nsi (1.98), configure.ac (1.38), Docs/quantlib.doxy
	(1.84), dev_tools/version_number.txt (1.39), ql/qldefines.hpp
	(1.73), test-suite/europeanoption.cpp (1.57):

	Bumped version number

2004-04-14 16:57  Luigi Ballabio

	* ql/stochasticprocess.hpp (1.8), ql/Instruments/oneassetoption.cpp
	(1.9), ql/Instruments/oneassetoption.hpp (1.9),
	test-suite/europeanoption.cpp (1.56), test-suite/europeanoption.hpp
	(1.13), test-suite/quantlibtestsuite.cpp (1.73):

	Fixed bug where calls to impliedVolatility() were breaking the
	option state.  Potentially very dangerous. We might consider a
	bug-fix release soonish.

2004-04-13 19:34  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.13):

	updated

2004-04-13 16:46  Ferdinando Ametrano

	* functions/ql/Functions/QuantLibFunctions.dsp (1.2):

	VC6 catching up

2004-04-13 16:46  Ferdinando Ametrano

	* QuantLib.sln (1.4),
	functions/ql/Functions/QuantLibFunctions.vcproj (1.1):

	VC71 catching up

2004-04-13 15:57  Ferdinando Ametrano

	* QuantLib.dsp (1.230), QuantLib.dsw (1.11),
	functions/ql/Functions/.cvsignore (1.2),
	functions/ql/Functions/QuantLibFunctions.dsp (1.1),
	test-suite/testsuite.dsp (1.36):

	VC6 catching up

2004-04-13 15:43  Ferdinando Ametrano

	* makefile.mak (1.56):

	Borland catching up

2004-04-13 15:16  Ferdinando Ametrano

	* QuantLib.vcproj (1.7), makefile.mak (1.55),
	Examples/BermudanSwaption/makefile.mak (1.18),
	Examples/DiscreteHedging/makefile.mak (1.21),
	Examples/Swap/makefile.mak (1.21),
	functions/ql/Functions/makefile.mak (1.2), ql/makefile.mak (1.54),
	ql/Calendars/makefile.mak (1.25), ql/CashFlows/makefile.mak (1.22),
	ql/DayCounters/makefile.mak (1.21),
	ql/FiniteDifferences/makefile.mak (1.21), ql/Indexes/makefile.mak
	(1.19), ql/Instruments/makefile.mak (1.34),
	ql/Lattices/makefile.mak (1.27), ql/Math/makefile.mak (1.37),
	ql/Optimization/makefile.mak (1.19), ql/Pricers/makefile.mak
	(1.44), ql/PricingEngines/makefile.mak (1.32),
	ql/PricingEngines/Asian/makefile.mak (1.7),
	ql/PricingEngines/Barrier/makefile.mak (1.9),
	ql/PricingEngines/Basket/makefile.mak (1.8),
	ql/PricingEngines/CapFloor/makefile.mak (1.7),
	ql/PricingEngines/Cliquet/makefile.mak (1.7),
	ql/PricingEngines/Swaption/makefile.mak (1.7),
	ql/PricingEngines/Vanilla/makefile.mak (1.13),
	ql/RandomNumbers/makefile.mak (1.27),
	ql/ShortRateModels/makefile.mak (1.16),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.15),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.15),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.15),
	ql/TermStructures/compoundforward.cpp (1.35),
	ql/TermStructures/makefile.mak (1.24), ql/Volatilities/makefile.mak
	(1.10), test-suite/makefile.mak (1.39), test-suite/testsuite.vcproj
	(1.9):

	Borland and VC71 catching up

2004-04-13 15:15  Ferdinando Ametrano

	* ql/Instruments/all.hpp (1.7):

	fix

2004-04-13 14:39  Luigi Ballabio

	* ql/Instruments/Makefile.am (1.25), ql/Instruments/all.hpp (1.6),
	ql/Instruments/dividendvanillaoption.cpp (1.1),
	ql/Instruments/dividendvanillaoption.hpp (1.1),
	ql/Instruments/vanillaoption.cpp (1.45),
	ql/Instruments/vanillaoption.hpp (1.45),
	ql/PricingEngines/Vanilla/Makefile.am (1.13),
	ql/PricingEngines/Vanilla/all.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.14),
	test-suite/Makefile.am (1.34), test-suite/quantlibtestsuite.cpp
	(1.72):

	Enginified dividend European option pricer

2004-04-13 10:43  Luigi Ballabio

	* Makefile.am (1.87), configure.ac (1.37), functions/Makefile.am
	(1.1), functions/ql/Makefile.am (1.1),
	functions/ql/Functions/.cvsignore (1.1),
	functions/ql/Functions/Makefile.am (1.1),
	functions/ql/Functions/makefile.mak (1.1),
	functions/ql/Functions/mathf.cpp (1.1),
	functions/ql/Functions/mathf.hpp (1.1),
	functions/ql/Functions/vols.cpp (1.1),
	functions/ql/Functions/vols.hpp (1.1), ql/Makefile.am (1.55),
	ql/quantlib.hpp (1.147):

	Moved functions into a separate library

2004-04-09 16:10  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.35),
	ql/calendar.cpp (1.19), ql/cashflow.hpp (1.18), ql/date.cpp (1.32),
	ql/errors.cpp (1.3), ql/errors.hpp (1.18), ql/exercise.cpp (1.9),
	ql/grid.hpp (1.20), ql/instrument.hpp (1.32), ql/option.hpp (1.28),
	ql/solver1d.hpp (1.22), ql/voltermstructure.cpp (1.15),
	ql/voltermstructure.hpp (1.22), ql/CashFlows/cashflowvectors.cpp
	(1.32), ql/CashFlows/timebasket.cpp (1.5),
	ql/DayCounters/actualactual.cpp (1.25),
	ql/DayCounters/thirty360.cpp (1.18),
	ql/FiniteDifferences/americancondition.hpp (1.22),
	ql/FiniteDifferences/boundarycondition.cpp (1.9),
	ql/FiniteDifferences/shoutcondition.hpp (1.18),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.28),
	ql/Instruments/asianoption.cpp (1.12),
	ql/Instruments/asianoption.hpp (1.14),
	ql/Instruments/barrieroption.cpp (1.26),
	ql/Instruments/basketoption.cpp (1.6),
	ql/Instruments/basketoption.hpp (1.8), ql/Instruments/capfloor.cpp
	(1.53), ql/Instruments/cliquetoption.hpp (1.9),
	ql/Instruments/forwardvanillaoption.cpp (1.27),
	ql/Instruments/forwardvanillaoption.hpp (1.25),
	ql/Instruments/multiassetoption.cpp (1.6),
	ql/Instruments/oneassetoption.cpp (1.8),
	ql/Instruments/oneassetstrikedoption.cpp (1.13),
	ql/Instruments/payoffs.hpp (1.9),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.22),
	ql/Instruments/quantovanillaoption.cpp (1.29),
	ql/Instruments/quantovanillaoption.hpp (1.26),
	ql/Instruments/stock.cpp (1.17), ql/Instruments/swap.cpp (1.33),
	ql/Instruments/swaption.cpp (1.42), ql/Instruments/swaption.hpp
	(1.38), ql/Lattices/binomialtree.cpp (1.24),
	ql/Lattices/lattice.hpp (1.14), ql/Math/beta.cpp (1.5),
	ql/Math/binomialdistribution.hpp (1.6),
	ql/Math/bivariatenormaldistribution.cpp (1.7),
	ql/Math/bivariatenormaldistribution.hpp (1.4),
	ql/Math/chisquaredistribution.cpp (1.12),
	ql/Math/choleskydecomposition.cpp (1.3), ql/Math/cubicspline.hpp
	(1.47), ql/Math/discrepancystatistics.hpp (1.12),
	ql/Math/gammadistribution.cpp (1.11), ql/Math/gammadistribution.hpp
	(1.9), ql/Math/gaussianstatistics.hpp (1.15),
	ql/Math/generalstatistics.cpp (1.12), ql/Math/generalstatistics.hpp
	(1.13), ql/Math/incompletegamma.cpp (1.4),
	ql/Math/incrementalstatistics.cpp (1.9),
	ql/Math/incrementalstatistics.hpp (1.8), ql/Math/interpolation.hpp
	(1.27), ql/Math/interpolation2D.hpp (1.17),
	ql/Math/kronrodintegral.hpp (1.8),
	ql/Math/loglinearinterpolation.hpp (1.25), ql/Math/matrix.hpp
	(1.28), ql/Math/normaldistribution.cpp (1.24),
	ql/Math/normaldistribution.hpp (1.26),
	ql/Math/poissondistribution.hpp (1.4), ql/Math/pseudosqrt.cpp
	(1.3), ql/Math/riskstatistics.hpp (1.9),
	ql/Math/sequencestatistics.hpp (1.24), ql/Math/simpsonintegral.hpp
	(1.6), ql/Math/symmetricschurdecomposition.cpp (1.18),
	ql/Math/trapezoidintegral.hpp (1.6),
	ql/MonteCarlo/brownianbridge.hpp (1.18),
	ql/MonteCarlo/getcovariance.hpp (1.18), ql/MonteCarlo/multipath.hpp
	(1.20), ql/MonteCarlo/multipathgenerator.hpp (1.49),
	ql/MonteCarlo/path.hpp (1.21), ql/MonteCarlo/pathgenerator.hpp
	(1.57), ql/Optimization/conjugategradient.cpp (1.21),
	ql/Optimization/constraint.hpp (1.20),
	ql/Optimization/linesearch.hpp (1.18),
	ql/Optimization/steepestdescent.cpp (1.18),
	ql/Pricers/discretegeometricaso.cpp (1.17),
	ql/Pricers/mccliquetoption.cpp (1.24),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.27),
	ql/Pricers/mceverest.cpp (1.31), ql/Pricers/mchimalaya.cpp (1.33),
	ql/Pricers/mcmaxbasket.cpp (1.30), ql/Pricers/mcpagoda.cpp (1.32),
	ql/Pricers/mcperformanceoption.cpp (1.22),
	ql/Pricers/singleassetoption.cpp (1.28),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.6),
	ql/PricingEngines/americanpayoffathit.hpp (1.8),
	ql/PricingEngines/blackformula.cpp (1.2),
	ql/PricingEngines/genericmodelengine.hpp (1.4),
	ql/PricingEngines/mcsimulation.hpp (1.5),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.9),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.5),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.9),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.18),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.4),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.12),
	ql/PricingEngines/Basket/stulzengine.cpp (1.13),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.3),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.4),
	ql/PricingEngines/Forward/forwardengine.hpp (1.4),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.5),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.13),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.11),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.6),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.11),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.7),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.5),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.16),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.5),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.9),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.11),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.11),
	ql/RandomNumbers/sobolrsg.cpp (1.28), ql/ShortRateModels/model.cpp
	(1.22), ql/ShortRateModels/parameter.hpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.30),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.29),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.22),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.22), ql/Solvers1D/bisection.hpp (1.16), ql/Solvers1D/brent.hpp
	(1.16), ql/Solvers1D/falseposition.hpp (1.15),
	ql/Solvers1D/newton.hpp (1.16), ql/Solvers1D/newtonsafe.hpp (1.16),
	ql/Solvers1D/ridder.hpp (1.15), ql/Solvers1D/secant.hpp (1.16),
	ql/TermStructures/compoundforward.cpp (1.34),
	ql/TermStructures/flatforward.hpp (1.33),
	ql/TermStructures/piecewiseflatforward.cpp (1.44),
	ql/TermStructures/ratehelpers.cpp (1.44),
	ql/Utilities/steppingiterator.hpp (1.15),
	ql/Volatilities/blackconstantvol.hpp (1.22),
	ql/Volatilities/blackvariancecurve.cpp (1.10),
	ql/Volatilities/blackvariancesurface.cpp (1.10),
	ql/Volatilities/capflatvolvector.hpp (1.16),
	ql/Volatilities/localconstantvol.hpp (1.19),
	ql/Volatilities/localvolsurface.cpp (1.10),
	test-suite/barrieroption.cpp (1.27), test-suite/basketoption.cpp
	(1.21), test-suite/europeanoption.cpp (1.55),
	test-suite/jumpdiffusion.cpp (1.16), test-suite/utilities.cpp
	(1.8):

	Reworked error classes.  Error instances should not be created
	manually.  The QL_FAIL, QL_ASSERT, QL_REQUIRE, and QL_ENSURE macro
	now add file, line, and (when the compiler supports it) function
	information.  This means that the "Foo::bar(): " bit must NOT be
	explicitly added to error messages.

2004-04-08 18:51  Ferdinando Ametrano

	* ql/ShortRateModels/twofactormodel.hpp (1.12):

	formatting

2004-04-08 18:47  Ferdinando Ametrano

	* ql/ShortRateModels/model.hpp (1.28):

	formatting

2004-04-08 17:53  Ferdinando Ametrano

	* ql/Lattices/: lattice.hpp (1.13), lattice2d.hpp (1.10):

	formatting

2004-04-08 15:27  Ferdinando Ametrano

	* ql/Instruments/makefile.mak (1.33):

	Borland catching up

2004-04-08 15:27  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.35), QuantLib.dsp (1.229):

	VC6 catching up

2004-04-08 15:01  Luigi Ballabio

	* ql/Instruments/Makefile.am (1.24), ql/Instruments/all.hpp (1.5),
	ql/Instruments/europeanoption.cpp (1.1),
	ql/Instruments/europeanoption.hpp (1.1),
	test-suite/europeanoption.cpp (1.54), test-suite/jumpdiffusion.cpp
	(1.15):

	Added EuropeanOption (a vanilla option with a default engine)

2004-04-08 12:21  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.dsp (1.14),
	DiscreteHedging/DiscreteHedging.dsp (1.16), Swap/Swap.dsp (1.15):

	VC6 catching up

2004-04-08 12:17  Ferdinando Ametrano

	* QuantLib.dsp (1.228):

	VC6 catching up

2004-04-08 12:15  Luigi Ballabio

	* ql/Makefile.am (1.54), QuantLib.spec.in (1.5):

	Added version number to shared library

2004-04-08 10:14  Luigi Ballabio

	* ql/: Pricers/mchimalaya.cpp (1.32), Pricers/mcmaxbasket.cpp
	(1.29), Pricers/mcpagoda.cpp (1.31),
	PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.15):

	Some more cast removed

2004-04-08 10:13  Luigi Ballabio

	* ql/Lattices/binomialtree.cpp (1.23):

	Removed ambiguity in pow() overloading

2004-04-08 10:10  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.56):

	More concise expressions

2004-04-07 17:27  Ferdinando Ametrano

	* ql/Math/array.hpp (1.4):

	now the basic data formatters can be used

2004-04-07 17:26  Ferdinando Ametrano

	* ql/: Makefile.am (1.53), makefile.mak (1.53):

	dataformatters splitted in two files: basic and advanced.

2004-04-07 16:34  Ferdinando Ametrano

	* ql/Lattices/binomialtree.cpp (1.22):

	more robust code

2004-04-07 15:44  Ferdinando Ametrano

	* Docs/pages/lattices.docs (1.7), ql/Lattices/binomialtree.hpp
	(1.18), ql/Lattices/lattice.hpp (1.12), ql/Lattices/tree.hpp
	(1.22):

	formatting

2004-04-07 13:07  Ferdinando Ametrano

	* QuantLib.vcproj (1.6), ql/solver1d.hpp (1.21),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.27),
	ql/Instruments/capfloor.cpp (1.52),
	ql/MonteCarlo/brownianbridge.hpp (1.17),
	ql/MonteCarlo/getcovariance.hpp (1.17),
	ql/MonteCarlo/multipathgenerator.hpp (1.48),
	ql/MonteCarlo/pathgenerator.hpp (1.55), ql/Pricers/makefile.mak
	(1.43), ql/Pricers/mcpricer.hpp (1.29),
	ql/PricingEngines/mcsimulation.hpp (1.4),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.14),
	ql/RandomNumbers/sobolrsg.cpp (1.27), ql/Solvers1D/bisection.hpp
	(1.15), ql/Solvers1D/brent.hpp (1.15),
	ql/Solvers1D/falseposition.hpp (1.14), ql/Solvers1D/newton.hpp
	(1.15), ql/Solvers1D/newtonsafe.hpp (1.15), ql/Solvers1D/ridder.hpp
	(1.14), ql/Solvers1D/secant.hpp (1.15),
	ql/TermStructures/piecewiseflatforward.cpp (1.43),
	test-suite/asianoptions.cpp (1.17), test-suite/barrieroption.cpp
	(1.26), test-suite/covariance.cpp (1.18),
	test-suite/distributions.cpp (1.15), test-suite/factorial.cpp
	(1.12), test-suite/interpolations.cpp (1.16),
	test-suite/lowdiscrepancysequences.cpp (1.43),
	test-suite/old_pricers.cpp (1.39), test-suite/riskstats.cpp (1.32),
	test-suite/stats.cpp (1.22):

	warning avoided

2004-04-07 11:27  Luigi Ballabio

	* ql/Pricers/Makefile.am (1.41), ql/Pricers/all.hpp (1.4),
	test-suite/old_pricers.cpp (1.38):

	FdDividendEuropeanOption wasn't Fd after all

2004-04-07 09:32  Ferdinando Ametrano

	* Examples/: Swap/makefile.mak (1.20), DiscreteHedging/makefile.mak
	(1.20), BermudanSwaption/makefile.mak (1.17):

	removing unnecessary warning suppression

2004-04-07 09:31  Luigi Ballabio

	* ql/: MonteCarlo/mctypedefs.hpp (1.31),
	Pricers/mccliquetoption.cpp (1.23),
	Pricers/mcdiscretearithmeticaso.cpp (1.26), Pricers/mceverest.cpp
	(1.30), Pricers/mchimalaya.cpp (1.31), Pricers/mcmaxbasket.cpp
	(1.28), Pricers/mcpagoda.cpp (1.30),
	Pricers/mcperformanceoption.cpp (1.21),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.17):

	Deprecated RNG and MC typedefs

2004-04-06 18:25  Ferdinando Ametrano

	* QuantLib.vcproj (1.5), ql/discretizedasset.hpp (1.8),
	ql/FiniteDifferences/americancondition.hpp (1.21),
	ql/FiniteDifferences/boundarycondition.hpp (1.13),
	ql/Lattices/binomialtree.hpp (1.17), ql/Lattices/bsmlattice.hpp
	(1.10), ql/Optimization/criteria.hpp (1.17),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.16),
	ql/ShortRateModels/parameter.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.18),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.19), ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.12),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.18),
	ql/Volatilities/localconstantvol.hpp (1.18),
	test-suite/testsuite.vcproj (1.8):

	warning avoided

2004-04-06 17:58  Ferdinando Ametrano

	* QuantLib.vcproj (1.4),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.26),
	ql/Instruments/capfloor.cpp (1.51),
	ql/MonteCarlo/brownianbridge.hpp (1.16),
	ql/MonteCarlo/multipathgenerator.hpp (1.47),
	ql/MonteCarlo/pathgenerator.hpp (1.54), ql/Pricers/mchimalaya.cpp
	(1.30), ql/Pricers/mcmaxbasket.cpp (1.27), ql/Pricers/mcpagoda.cpp
	(1.29), ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.15),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.13),
	ql/RandomNumbers/sobolrsg.cpp (1.26), ql/Solvers1D/brent.hpp
	(1.14), ql/TermStructures/piecewiseflatforward.cpp (1.42),
	test-suite/testsuite.vcproj (1.7):

	warning avoided

2004-04-06 17:27  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.16), capfloor.cpp (1.30),
	factorial.cpp (1.11), old_pricers.cpp (1.37), swap.cpp (1.17),
	swaption.cpp (1.22):

	warning avoided

2004-04-06 17:22  Ferdinando Ametrano

	* ql/: Lattices/binomialtree.cpp (1.21), Lattices/binomialtree.hpp
	(1.16), PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.12):

	warning avoided

2004-04-06 17:16  Ferdinando Ametrano

	* ql/Pricers/makefile.mak (1.42):

	catching up

2004-04-06 17:03  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.34),
	ql/Pricers/Makefile.am (1.40), ql/Pricers/all.hpp (1.3),
	test-suite/old_pricers.cpp (1.36):

	Removed deprecated EuropeanOption

2004-04-06 17:02  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.25), sobolrsg.hpp (1.14):

	warning avoided

2004-04-06 13:05  Ferdinando Ametrano

	* ql/: Lattices/binomialtree.cpp (1.20),
	Optimization/conjugategradient.cpp (1.20),
	PricingEngines/Basket/mcamericanbasketengine.cpp (1.14):

	warning avoided

2004-04-06 10:51  Ferdinando Ametrano

	* ql/RandomNumbers/rngtraits.hpp (1.5):

	warning avoided

2004-04-06 10:47  Ferdinando Ametrano

	* ql/: TermStructures/compoundforward.cpp (1.33),
	TermStructures/compoundforward.hpp (1.25),
	TermStructures/discountcurve.hpp (1.24),
	TermStructures/extendeddiscountcurve.cpp (1.8),
	TermStructures/piecewiseflatforward.cpp (1.41),
	TermStructures/piecewiseflatforward.hpp (1.35), MonteCarlo/path.hpp
	(1.20):

	warning avoided

2004-04-06 09:34  Ferdinando Ametrano

	* QuantLib.sln (1.3),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.3),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.3),
	Examples/Swap/Swap.vcproj (1.3), test-suite/testsuite.vcproj (1.6):

	VC71 linking warning avoided

2004-04-05 17:52  Ferdinando Ametrano

	* QuantLib.sln (1.2), QuantLib.vcproj (1.3),
	Examples/BermudanSwaption/BermudanSwaption.vcproj (1.2),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.2),
	Examples/Swap/Swap.vcproj (1.2), test-suite/makefile.mak (1.38),
	test-suite/testsuite.vcproj (1.5):

	updating VC71 files

2004-04-05 17:17  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.45):

	typo-bug fixed

2004-04-05 17:12  Ferdinando Ametrano

	* ql/makefile.mak (1.52):

	wrapping text

2004-04-05 16:39  Ferdinando Ametrano

	* QuantLib.dsp (1.227),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.13),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.15),
	Examples/Swap/Swap.dsp (1.14):

	Visual C++: added single thread configurations

2004-04-05 16:14  Ferdinando Ametrano

	* QuantLib.dsp (1.226), makefile.mak (1.54), Examples/makefile.mak
	(1.22), Examples/BermudanSwaption/BermudanSwaption.dsp (1.12),
	Examples/BermudanSwaption/makefile.mak (1.16),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.14),
	Examples/DiscreteHedging/makefile.mak (1.19),
	Examples/Swap/Swap.dsp (1.13), Examples/Swap/makefile.mak (1.19),
	ql/makefile.mak (1.51), ql/Calendars/makefile.mak (1.24),
	ql/CashFlows/makefile.mak (1.21), ql/DayCounters/makefile.mak
	(1.20), ql/FiniteDifferences/makefile.mak (1.20),
	ql/Indexes/makefile.mak (1.18), ql/Instruments/makefile.mak (1.32),
	ql/Lattices/makefile.mak (1.26), ql/Math/makefile.mak (1.36),
	ql/Optimization/makefile.mak (1.18), ql/Pricers/makefile.mak
	(1.41), ql/PricingEngines/makefile.mak (1.31),
	ql/PricingEngines/Asian/makefile.mak (1.6),
	ql/PricingEngines/Barrier/makefile.mak (1.8),
	ql/PricingEngines/Basket/makefile.mak (1.7),
	ql/PricingEngines/CapFloor/makefile.mak (1.6),
	ql/PricingEngines/Cliquet/makefile.mak (1.6),
	ql/PricingEngines/Swaption/makefile.mak (1.6),
	ql/PricingEngines/Vanilla/makefile.mak (1.12),
	ql/RandomNumbers/makefile.mak (1.26),
	ql/ShortRateModels/makefile.mak (1.15),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.14),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.14),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.14),
	ql/TermStructures/makefile.mak (1.23), ql/Volatilities/makefile.mak
	(1.9), test-suite/europeanoption.cpp (1.53),
	test-suite/makefile.mak (1.37), test-suite/testsuite.dsp (1.34):

	1) Borland: ifndef _DEBUG define NDEBUG 2) Visual C++: added single
	thread configurations

2004-04-05 14:48  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.15):

	please don't use error (and probably warning) in
	BOOST_MESSAGE("..."): Visual C++ counts the "error" string in the
	compilation output and reports non-existant errors.

2004-04-05 14:45  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.71):

	Borland warning avoided

2004-04-05 14:42  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.14):

	please don't use error (and probably warning) in
	BOOST_MESSAGE("..."): Visual C++ counts the "error" string in the
	compilation output and reports non-existant errors.

2004-04-05 14:33  Ferdinando Ametrano

	* ql/makefile.mak (1.50), makefile.mak (1.53):

	ifndef _DEBUG define NDEBUG

2004-04-05 12:59  Luigi Ballabio

	* Docs/Makefile.am (1.63), Docs/quantlibheader.html (1.21),
	Docs/pages/datetime.docs (1.8), ql/calendar.hpp (1.33), ql/date.hpp
	(1.27), ql/daycounter.hpp (1.27), ql/Calendars/jointcalendar.hpp
	(1.6), ql/Calendars/nullcalendar.hpp (1.6), ql/Calendars/target.hpp
	(1.18), ql/DayCounters/actual360.hpp (1.17),
	ql/DayCounters/actualactual.hpp (1.21),
	ql/DayCounters/simpledaycounter.hpp (1.5),
	ql/DayCounters/thirty360.hpp (1.20):

	Reworking documentation

2004-04-05 12:49  Ferdinando Ametrano

	* Examples/: makefile.mak (1.21),
	BermudanSwaption/BermudanSwaption.cpp (1.52),
	DiscreteHedging/DiscreteHedging.cpp (1.33), Swap/swapvaluation.cpp
	(1.47):

	Borland warning avoided

2004-04-05 11:52  Luigi Ballabio

	* ql/Instruments/asianoption.hpp (1.13),
	ql/Instruments/barrieroption.hpp (1.24),
	ql/Instruments/basketoption.hpp (1.7),
	ql/Instruments/cliquetoption.hpp (1.8),
	ql/Instruments/vanillaoption.hpp (1.44),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.3),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.8),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.7),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.11),
	ql/PricingEngines/Basket/stulzengine.hpp (1.4),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.2),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.5),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.4),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.3),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.11),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.7),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.10),
	test-suite/jumpdiffusion.cpp (1.14):

	Renamed some FooEngine to Foo::engine

2004-04-04 20:42  Ferdinando Ametrano

	* ql/config.bcc.hpp (1.27):

	working toward multiple Borland configuration support

2004-04-04 20:24  Ferdinando Ametrano

	* makefile.mak (1.52), test-suite/makefile.mak (1.36):

	setting test suite default parameters

2004-04-04 20:04  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.33):

	auto run providing: a) test failure handling similar to the
	compilation error handling b) debugger break at the point of fatal
	or system error failures

2004-04-04 19:54  Ferdinando Ametrano

	* test-suite/Makefile.am (1.32):

	old suggestion :-)

2004-04-04 19:27  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.70):

	Visual C++ auto-link support

2004-04-04 18:28  Ferdinando Ametrano

	* Examples/: makefile.mak (1.20),
	BermudanSwaption/BermudanSwaption.dsp (1.11),
	BermudanSwaption/makefile.mak (1.15),
	DiscreteHedging/DiscreteHedging.dsp (1.13),
	DiscreteHedging/makefile.mak (1.18), Swap/Swap.dsp (1.12),
	Swap/makefile.mak (1.18):

	a) working toward multiple Borland configuration support.  b)
	library created in the lib dir (no subfolder anymore).

2004-04-04 18:15  Ferdinando Ametrano

	* QuantLib.dsp (1.225), test-suite/testsuite.dsp (1.32):

	library created in the lib dir (no subfolder anymore)

2004-04-04 18:13  Ferdinando Ametrano

	* makefile.mak (1.51):

	working toward multiple Borland configuration support

2004-04-04 18:08  Ferdinando Ametrano

	* ql/: .cvsignore (1.12), makefile.mak (1.49), Calendars/.cvsignore
	(1.8), Calendars/makefile.mak (1.23), CashFlows/.cvsignore (1.8),
	CashFlows/makefile.mak (1.20), DayCounters/.cvsignore (1.8),
	DayCounters/makefile.mak (1.19), FiniteDifferences/.cvsignore
	(1.8), FiniteDifferences/makefile.mak (1.19), Indexes/.cvsignore
	(1.8), Indexes/makefile.mak (1.17), Instruments/.cvsignore (1.8),
	Instruments/makefile.mak (1.31), Lattices/.cvsignore (1.8),
	Lattices/makefile.mak (1.25), Math/.cvsignore (1.8),
	Math/makefile.mak (1.35), MonteCarlo/.cvsignore (1.8),
	Optimization/.cvsignore (1.8), Optimization/makefile.mak (1.17),
	Pricers/.cvsignore (1.8), Pricers/makefile.mak (1.40),
	PricingEngines/.cvsignore (1.8), PricingEngines/makefile.mak
	(1.30), PricingEngines/Asian/.cvsignore (1.2),
	PricingEngines/Asian/makefile.mak (1.5),
	PricingEngines/Barrier/.cvsignore (1.2),
	PricingEngines/Barrier/makefile.mak (1.7),
	PricingEngines/Basket/.cvsignore (1.2),
	PricingEngines/Basket/makefile.mak (1.6),
	PricingEngines/CapFloor/.cvsignore (1.3),
	PricingEngines/CapFloor/makefile.mak (1.5),
	PricingEngines/Cliquet/.cvsignore (1.2),
	PricingEngines/Cliquet/makefile.mak (1.5),
	PricingEngines/Forward/.cvsignore (1.2),
	PricingEngines/Forward/makefile.mak (1.4),
	PricingEngines/Lookback/.cvsignore (1.2),
	PricingEngines/Lookback/makefile.mak (1.4),
	PricingEngines/Quanto/.cvsignore (1.2),
	PricingEngines/Quanto/makefile.mak (1.4),
	PricingEngines/Swaption/.cvsignore (1.3),
	PricingEngines/Swaption/makefile.mak (1.5),
	PricingEngines/Vanilla/.cvsignore (1.2),
	PricingEngines/Vanilla/makefile.mak (1.11),
	RandomNumbers/.cvsignore (1.8), RandomNumbers/makefile.mak (1.25),
	ShortRateModels/.cvsignore (1.8), ShortRateModels/makefile.mak
	(1.14), ShortRateModels/CalibrationHelpers/.cvsignore (1.8),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.13),
	ShortRateModels/OneFactorModels/.cvsignore (1.8),
	ShortRateModels/OneFactorModels/makefile.mak (1.13),
	ShortRateModels/TwoFactorModels/.cvsignore (1.8),
	ShortRateModels/TwoFactorModels/makefile.mak (1.13),
	Solvers1D/.cvsignore (1.8), TermStructures/.cvsignore (1.8),
	TermStructures/makefile.mak (1.22), Volatilities/.cvsignore (1.3),
	Volatilities/makefile.mak (1.8):

	working toward multiple Borland configuration support

2004-04-04 18:07  Ferdinando Ametrano

	* ql/: config.msvc.hpp (1.44), config.bcc.hpp (1.26):

	auto-link support

2004-04-04 18:04  Ferdinando Ametrano

	* ql/qldefines.hpp (1.72):

	code re-ordered.  QL_LIB_NAME added (version string for output lib
	name)

2004-04-04 17:59  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.12), makefile.mak (1.35):

	working toward multiple Borland configuration support

2004-04-02 18:18  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.69):

	Boost autolink not working on Borland (yet).

2004-04-02 18:02  Ferdinando Ametrano

	* test-suite/: quantlibtestsuite.cpp (1.67), testsuite.vcproj
	(1.4):

	Boost autolink

2004-04-02 17:46  Ferdinando Ametrano

	* test-suite/: quantlibtestsuite.cpp (1.66), testsuite.dsp (1.31):

	Boost autolink

2004-04-02 16:23  Luigi Ballabio

	* Docs/Makefile.am (1.62), Docs/quantlib.doxy (1.83),
	Docs/pages/instruments.docs (1.11), ql/Instruments/asianoption.hpp
	(1.12), ql/Instruments/barrieroption.hpp (1.23),
	ql/Instruments/basketoption.hpp (1.6), ql/Instruments/capfloor.hpp
	(1.47), ql/Instruments/forwardvanillaoption.hpp (1.24),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.18),
	ql/Instruments/quantovanillaoption.hpp (1.25),
	ql/Instruments/stock.hpp (1.15), ql/Instruments/swap.hpp (1.27),
	ql/Instruments/swaption.hpp (1.37),
	ql/Instruments/vanillaoption.hpp (1.43):

	Reworking documentation

2004-04-02 14:38  Luigi Ballabio

	* ql/PricingEngines/blackformula.hpp (1.16):

	Removed dependency of CliquetOptionPricer from EuropeanOption

2004-04-01 17:56  Ferdinando Ametrano

	* QuantLib.vcproj (1.2), ql/makefile.mak (1.48),
	ql/PricingEngines/makefile.mak (1.29):

	catching up

2004-04-01 17:16  Luigi Ballabio

	* ql/qldefines.hpp (1.71):

	Docs tweaked

2004-04-01 15:55  Luigi Ballabio

	* ql/: Makefile.am (1.52), PricingEngines/Makefile.am (1.38),
	PricingEngines/blackformula.cpp (1.1),
	PricingEngines/blackformula.hpp (1.15),
	PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.10),
	PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.10),
	ShortRateModels/Makefile.am (1.5):

	Moved longish methods to cpp file

2004-04-01 14:13  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.32),
	ql/MonteCarlo/multipathgenerator.hpp (1.46),
	ql/MonteCarlo/pathgenerator.hpp (1.53),
	ql/RandomNumbers/Makefile.am (1.16), ql/RandomNumbers/all.hpp
	(1.3):

	Removed deprecated RandomArrayGenerator

2004-04-01 12:12  Luigi Ballabio

	* ql/MonteCarlo/mctraits.hpp (1.13), ql/MonteCarlo/mctypedefs.hpp
	(1.30), ql/MonteCarlo/multipathgenerator.hpp (1.45),
	ql/Pricers/mceverest.cpp (1.29), ql/Pricers/mceverest.hpp (1.22),
	ql/Pricers/mchimalaya.cpp (1.29), ql/Pricers/mchimalaya.hpp (1.22),
	ql/Pricers/mcmaxbasket.cpp (1.26), ql/Pricers/mcmaxbasket.hpp
	(1.22), ql/Pricers/mcpagoda.cpp (1.28), ql/Pricers/mcpagoda.hpp
	(1.23), ql/RandomNumbers/rngtraits.hpp (1.4),
	test-suite/old_pricers.cpp (1.35):

	Removed MultiPathGenerator_old

2004-03-31 16:48  Ferdinando Ametrano

	* News.txt (1.36):

	updated (too late...)

2004-03-31 13:25  Luigi Ballabio

	* ql/Pricers/mccliquetoption.cpp (1.22):

	Removed warning

2004-03-31 13:02  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.31),
	ql/MonteCarlo/mctraits.hpp (1.12), ql/MonteCarlo/mctypedefs.hpp
	(1.29), ql/MonteCarlo/pathgenerator.hpp (1.52),
	ql/Pricers/mccliquetoption.cpp (1.21),
	ql/Pricers/mccliquetoption.hpp (1.17),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.25),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.20),
	ql/Pricers/mcperformanceoption.cpp (1.20),
	ql/Pricers/mcperformanceoption.hpp (1.15),
	ql/RandomNumbers/rngtraits.hpp (1.3), test-suite/old_pricers.cpp
	(1.34), test-suite/utilities.cpp (1.7), test-suite/utilities.hpp
	(1.10):

	Removed deprecated PathGenerator_old

2004-03-30 17:46  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.30),
	ql/MonteCarlo/mctraits.hpp (1.11), ql/MonteCarlo/pathpricer.hpp
	(1.19), ql/Pricers/mccliquetoption.cpp (1.20),
	ql/Pricers/mccliquetoption.hpp (1.16),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.24),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.19),
	ql/Pricers/mceverest.cpp (1.28), ql/Pricers/mceverest.hpp (1.21),
	ql/Pricers/mchimalaya.cpp (1.28), ql/Pricers/mchimalaya.hpp (1.21),
	ql/Pricers/mcmaxbasket.cpp (1.25), ql/Pricers/mcmaxbasket.hpp
	(1.21), ql/Pricers/mcpagoda.cpp (1.27), ql/Pricers/mcpagoda.hpp
	(1.22), ql/Pricers/mcperformanceoption.cpp (1.19),
	ql/Pricers/mcperformanceoption.hpp (1.14),
	test-suite/old_pricers.cpp (1.33):

	Removed deprecated PathPricer_old

2004-03-30 12:59  Luigi Ballabio

	* ql/: MonteCarlo/pathpricer.hpp (1.18),
	PricingEngines/Barrier/mcbarrierengine.cpp (1.4),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.7),
	PricingEngines/Basket/mcbasketengine.cpp (1.3),
	PricingEngines/Basket/mcbasketengine.hpp (1.10),
	PricingEngines/Vanilla/mcdigitalengine.cpp (1.4),
	PricingEngines/Vanilla/mcdigitalengine.hpp (1.8),
	PricingEngines/Vanilla/mceuropeanengine.hpp (1.10):

	Renamed argument and relaxed requirement

2004-03-30 12:58  Luigi Ballabio

	* ql/: MonteCarlo/multipathgenerator.hpp (1.44),
	RandomNumbers/boxmullergaussianrng.hpp (1.14),
	RandomNumbers/centrallimitgaussianrng.hpp (1.14):

	Removed deprecated constructors

2004-03-30 11:55  Ferdinando Ametrano

	* ChangeLog.txt (1.44), News.txt (1.35), Docs/pages/overview.docs
	(1.12):

	updated

2004-03-30 11:02  Luigi Ballabio

	* configure.ac (1.36), ql/userconfig.hpp (1.5):

	File and line info in error messages is now the default

2004-03-30 10:50  Ferdinando Ametrano

	* Examples/BermudanSwaption/makefile.mak (1.14),
	Examples/DiscreteHedging/makefile.mak (1.17),
	Examples/Swap/makefile.mak (1.17), ql/makefile.mak (1.47),
	ql/Calendars/makefile.mak (1.22), ql/CashFlows/makefile.mak (1.19),
	ql/DayCounters/makefile.mak (1.18),
	ql/FiniteDifferences/makefile.mak (1.18), ql/Indexes/makefile.mak
	(1.16), ql/Instruments/makefile.mak (1.30),
	ql/Lattices/makefile.mak (1.24), ql/Math/makefile.mak (1.34),
	ql/Optimization/makefile.mak (1.16), ql/Pricers/makefile.mak
	(1.39), ql/PricingEngines/Asian/makefile.mak (1.4),
	ql/PricingEngines/Barrier/makefile.mak (1.6),
	ql/PricingEngines/Basket/makefile.mak (1.5),
	ql/PricingEngines/CapFloor/makefile.mak (1.4),
	ql/PricingEngines/Cliquet/makefile.mak (1.4),
	ql/PricingEngines/Forward/makefile.mak (1.3),
	ql/PricingEngines/Lookback/makefile.mak (1.3),
	ql/PricingEngines/Quanto/makefile.mak (1.3),
	ql/PricingEngines/Swaption/makefile.mak (1.4),
	ql/PricingEngines/Vanilla/makefile.mak (1.10),
	ql/RandomNumbers/makefile.mak (1.24),
	ql/ShortRateModels/makefile.mak (1.13),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.12),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.12),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.12),
	ql/TermStructures/makefile.mak (1.21), ql/Volatilities/makefile.mak
	(1.7), test-suite/makefile.mak (1.34):

	Boost test-suite for Borland

2004-03-29 18:50  Ferdinando Ametrano

	* test-suite/makefile.mak (1.33):

	Boost test-suite for Visual

2004-03-29 18:17  Ferdinando Ametrano

	* Examples/BermudanSwaption/makefile.mak (1.13),
	Examples/DiscreteHedging/makefile.mak (1.16),
	Examples/Swap/makefile.mak (1.16), ql/makefile.mak (1.46),
	ql/Calendars/makefile.mak (1.21), ql/CashFlows/makefile.mak (1.18),
	ql/DayCounters/makefile.mak (1.17),
	ql/FiniteDifferences/makefile.mak (1.17), ql/Indexes/makefile.mak
	(1.15), ql/Instruments/makefile.mak (1.29),
	ql/Lattices/makefile.mak (1.23), ql/Math/makefile.mak (1.33),
	ql/Optimization/makefile.mak (1.15), ql/Pricers/makefile.mak
	(1.38), ql/PricingEngines/Asian/makefile.mak (1.3),
	ql/PricingEngines/Barrier/makefile.mak (1.5),
	ql/PricingEngines/Basket/makefile.mak (1.4),
	ql/PricingEngines/CapFloor/makefile.mak (1.3),
	ql/PricingEngines/Cliquet/makefile.mak (1.3),
	ql/PricingEngines/Forward/makefile.mak (1.2),
	ql/PricingEngines/Lookback/makefile.mak (1.2),
	ql/PricingEngines/Quanto/makefile.mak (1.2),
	ql/PricingEngines/Swaption/makefile.mak (1.3),
	ql/PricingEngines/Vanilla/makefile.mak (1.9),
	ql/RandomNumbers/makefile.mak (1.23),
	ql/ShortRateModels/makefile.mak (1.12),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.11),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.11),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.11),
	ql/TermStructures/makefile.mak (1.20), ql/Volatilities/makefile.mak
	(1.6), test-suite/makefile.mak (1.32), test-suite/testsuite.vcproj
	(1.3):

	Boost test-suite for Borland

2004-03-29 16:59  Luigi Ballabio

	* test-suite/testsuite.dsp (1.30):

	Boost libraries added to project

2004-03-29 15:57  Ferdinando Ametrano

	* test-suite/testsuite.vcproj (1.2):

	adding new files, removing old files

2004-03-29 15:56  Ferdinando Ametrano

	* test-suite/: basketoption.cpp (1.20), lowdiscrepancysequences.cpp
	(1.42):

	avoiding Borland warnings

2004-03-29 15:11  Ferdinando Ametrano

	* Readme.txt (1.20):

	updated (especially with Boost info)

2004-03-29 14:45  Ferdinando Ametrano

	* Examples/.cvsignore (1.1):

	added support for VC 7

2004-03-29 14:15  Luigi Ballabio

	* QuantLib.nsi (1.97), QuantLib.spec.in (1.4), configure.ac (1.35),
	Docs/pages/install.docs (1.10), Docs/pages/overview.docs (1.11),
	man/quantlib-test-suite.1 (1.3), test-suite/Makefile.am (1.31),
	test-suite/README.txt (1.4), test-suite/americanoption.cpp (1.15),
	test-suite/americanoption.hpp (1.3), test-suite/asianoptions.cpp
	(1.15), test-suite/asianoptions.hpp (1.2),
	test-suite/barrieroption.cpp (1.25), test-suite/barrieroption.hpp
	(1.3), test-suite/basketoption.cpp (1.19),
	test-suite/basketoption.hpp (1.5), test-suite/calendars.cpp (1.6),
	test-suite/calendars.hpp (1.5), test-suite/capfloor.cpp (1.29),
	test-suite/capfloor.hpp (1.7), test-suite/compoundforward.cpp
	(1.12), test-suite/compoundforward.hpp (1.4),
	test-suite/covariance.cpp (1.17), test-suite/covariance.hpp (1.7),
	test-suite/dates.cpp (1.6), test-suite/dates.hpp (1.5),
	test-suite/daycounters.cpp (1.8), test-suite/daycounters.hpp (1.6),
	test-suite/digitaloption.cpp (1.21), test-suite/digitaloption.hpp
	(1.6), test-suite/distributions.cpp (1.14),
	test-suite/distributions.hpp (1.6), test-suite/europeanoption.cpp
	(1.52), test-suite/europeanoption.hpp (1.12),
	test-suite/factorial.cpp (1.10), test-suite/factorial.hpp (1.3),
	test-suite/instruments.cpp (1.11), test-suite/instruments.hpp
	(1.5), test-suite/integrals.cpp (1.8), test-suite/integrals.hpp
	(1.6), test-suite/interpolations.cpp (1.13),
	test-suite/interpolations.hpp (1.3), test-suite/jumpdiffusion.cpp
	(1.13), test-suite/jumpdiffusion.hpp (1.4),
	test-suite/lowdiscrepancysequences.cpp (1.41),
	test-suite/lowdiscrepancysequences.hpp (1.9),
	test-suite/makefile.mak (1.31), test-suite/matrices.cpp (1.17),
	test-suite/matrices.hpp (1.8), test-suite/mersennetwister.cpp
	(1.11), test-suite/mersennetwister.hpp (1.6),
	test-suite/old_pricers.cpp (1.32), test-suite/old_pricers.hpp
	(1.9), test-suite/operators.cpp (1.9), test-suite/operators.hpp
	(1.5), test-suite/piecewiseflatforward.cpp (1.16),
	test-suite/piecewiseflatforward.hpp (1.6),
	test-suite/quantlibtestsuite.cpp (1.65), test-suite/quotes.cpp
	(1.1), test-suite/quotes.hpp (1.1), test-suite/riskstats.cpp
	(1.31), test-suite/riskstats.hpp (1.9), test-suite/solvers.cpp
	(1.9), test-suite/solvers.hpp (1.5), test-suite/stats.cpp (1.21),
	test-suite/stats.hpp (1.12), test-suite/swap.cpp (1.16),
	test-suite/swap.hpp (1.5), test-suite/swaption.cpp (1.21),
	test-suite/swaption.hpp (1.5), test-suite/termstructures.cpp
	(1.15), test-suite/termstructures.hpp (1.6),
	test-suite/utilities.cpp (1.6), test-suite/utilities.hpp (1.9):

	Migrated test suite to Boost unit-test framework

2004-03-29 12:30  Ferdinando Ametrano

	* .cvsignore (1.10), Makefile.am (1.86), QuantLib.nsi (1.96),
	QuantLib.sln (1.1), QuantLib.vcproj (1.1), Examples/Makefile.am
	(1.21), Examples/BermudanSwaption/BermudanSwaption.vcproj (1.1),
	Examples/BermudanSwaption/Makefile.am (1.10),
	Examples/DiscreteHedging/DiscreteHedging.vcproj (1.1),
	Examples/DiscreteHedging/Makefile.am (1.17),
	Examples/Swap/Makefile.am (1.12), Examples/Swap/Swap.vcproj (1.1),
	test-suite/Makefile.am (1.30), test-suite/testsuite.vcproj (1.1):

	added support for VC 7

2004-03-29 12:13  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.12):

	higher tolerance required for VC 7 + boost on my dual processor
	Win2000

2004-03-26 10:59  Luigi Ballabio

	* dev_tools/version_number.txt (1.38):

	Added missing files

2004-03-25 17:52  Luigi Ballabio

	* quantlib.el (1.4), Docs/pages/coreclasses.docs (1.9),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.51),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.29),
	Examples/Swap/swapvaluation.cpp (1.46), ql/calendar.hpp (1.32),
	ql/daycounter.hpp (1.26), ql/discretizedasset.hpp (1.7),
	ql/instrument.hpp (1.31), ql/numericalmethod.hpp (1.14),
	ql/option.hpp (1.27), ql/qldefines.hpp (1.70),
	ql/Calendars/jointcalendar.cpp (1.9), ql/Calendars/nullcalendar.hpp
	(1.5), ql/Calendars/target.hpp (1.17),
	ql/CashFlows/cashflowvectors.cpp (1.31),
	ql/CashFlows/cashflowvectors.hpp (1.25),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.12),
	ql/CashFlows/indexedcoupon.hpp (1.12), ql/CashFlows/parcoupon.cpp
	(1.9), ql/CashFlows/parcoupon.hpp (1.9),
	ql/CashFlows/shortfloatingcoupon.cpp (1.16),
	ql/CashFlows/shortfloatingcoupon.hpp (1.17),
	ql/CashFlows/shortindexedcoupon.hpp (1.11),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.11),
	ql/DayCounters/actual360.hpp (1.16),
	ql/DayCounters/actualactual.cpp (1.24),
	ql/DayCounters/actualactual.hpp (1.20),
	ql/DayCounters/simpledaycounter.hpp (1.4),
	ql/DayCounters/thirty360.cpp (1.17), ql/DayCounters/thirty360.hpp
	(1.19), ql/FiniteDifferences/americancondition.hpp (1.20),
	ql/FiniteDifferences/cranknicolson.hpp (1.19),
	ql/FiniteDifferences/expliciteuler.hpp (1.15),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.28),
	ql/FiniteDifferences/impliciteuler.hpp (1.14),
	ql/FiniteDifferences/mixedscheme.hpp (1.13),
	ql/FiniteDifferences/onefactoroperator.hpp (1.18),
	ql/FiniteDifferences/shoutcondition.hpp (1.17),
	ql/FiniteDifferences/stepcondition.hpp (1.13),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.31),
	ql/Indexes/xibor.hpp (1.21), ql/Instruments/asianoption.cpp (1.11),
	ql/Instruments/asianoption.hpp (1.11),
	ql/Instruments/barrieroption.cpp (1.25),
	ql/Instruments/barrieroption.hpp (1.22),
	ql/Instruments/basketoption.cpp (1.5),
	ql/Instruments/basketoption.hpp (1.5), ql/Instruments/capfloor.cpp
	(1.50), ql/Instruments/capfloor.hpp (1.46),
	ql/Instruments/forwardvanillaoption.cpp (1.26),
	ql/Instruments/forwardvanillaoption.hpp (1.23),
	ql/Instruments/multiassetoption.cpp (1.5),
	ql/Instruments/multiassetoption.hpp (1.5),
	ql/Instruments/oneassetoption.cpp (1.7),
	ql/Instruments/oneassetoption.hpp (1.8),
	ql/Instruments/oneassetstrikedoption.cpp (1.12),
	ql/Instruments/oneassetstrikedoption.hpp (1.11),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.21),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.17),
	ql/Instruments/quantovanillaoption.cpp (1.28),
	ql/Instruments/quantovanillaoption.hpp (1.24),
	ql/Instruments/swap.cpp (1.32), ql/Instruments/swap.hpp (1.26),
	ql/Instruments/swaption.cpp (1.41), ql/Instruments/swaption.hpp
	(1.36), ql/Instruments/vanillaoption.cpp (1.44),
	ql/Instruments/vanillaoption.hpp (1.42),
	ql/Lattices/binomialtree.cpp (1.19), ql/Lattices/binomialtree.hpp
	(1.15), ql/Lattices/bsmlattice.hpp (1.9), ql/Lattices/lattice.hpp
	(1.11), ql/Lattices/lattice2d.hpp (1.9),
	ql/Lattices/trinomialtree.cpp (1.20), ql/Lattices/trinomialtree.hpp
	(1.12), ql/Math/bicubicsplineinterpolation.hpp (1.16),
	ql/Math/bilinearinterpolation.hpp (1.20), ql/Math/cubicspline.hpp
	(1.46), ql/Math/linearinterpolation.hpp (1.24),
	ql/Math/loglinearinterpolation.hpp (1.24),
	ql/MonteCarlo/brownianbridge.hpp (1.15),
	ql/MonteCarlo/montecarlomodel.hpp (1.31),
	ql/MonteCarlo/multipathgenerator.hpp (1.43),
	ql/MonteCarlo/pathgenerator.hpp (1.51),
	ql/Optimization/conjugategradient.hpp (1.18),
	ql/Optimization/constraint.hpp (1.19),
	ql/Optimization/leastsquare.hpp (1.26),
	ql/Optimization/steepestdescent.hpp (1.19), ql/Patterns/bridge.hpp
	(1.10), ql/Patterns/composite.hpp (1.5), ql/Patterns/observable.hpp
	(1.19), ql/Pricers/discretegeometricaso.hpp (1.14),
	ql/Pricers/mccliquetoption.cpp (1.19),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.23),
	ql/Pricers/mceverest.cpp (1.27), ql/Pricers/mchimalaya.cpp (1.27),
	ql/Pricers/mcmaxbasket.cpp (1.24), ql/Pricers/mcpagoda.cpp (1.26),
	ql/Pricers/mcperformanceoption.cpp (1.18), ql/Pricers/mcpricer.hpp
	(1.28), ql/Pricers/singleassetoption.cpp (1.27),
	ql/Pricers/singleassetoption.hpp (1.33),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.5),
	ql/PricingEngines/americanpayoffathit.hpp (1.7),
	ql/PricingEngines/blackformula.hpp (1.14),
	ql/PricingEngines/genericmodelengine.hpp (1.3),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.10),
	ql/PricingEngines/mcsimulation.hpp (1.3),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.8),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.3),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.6),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.13),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.9),
	ql/PricingEngines/Basket/stulzengine.cpp (1.12),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.3),
	ql/PricingEngines/Forward/forwardengine.hpp (1.3),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.2),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.12),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.9),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.4),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.9),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.6),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.3),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.4),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.10),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.6),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.3),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.7),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.9),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.9),
	ql/ShortRateModels/calibrationhelper.hpp (1.18),
	ql/ShortRateModels/model.cpp (1.21), ql/ShortRateModels/model.hpp
	(1.27), ql/ShortRateModels/onefactormodel.cpp (1.16),
	ql/ShortRateModels/onefactormodel.hpp (1.15),
	ql/ShortRateModels/parameter.hpp (1.15),
	ql/ShortRateModels/twofactormodel.cpp (1.12),
	ql/ShortRateModels/twofactormodel.hpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.29),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.14),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.28),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.17),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.21),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.18), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.19),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.17),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.11),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.17),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.17),
	ql/TermStructures/compoundforward.cpp (1.32),
	ql/TermStructures/compoundforward.hpp (1.24),
	ql/TermStructures/extendeddiscountcurve.cpp (1.7),
	ql/TermStructures/extendeddiscountcurve.hpp (1.7),
	ql/TermStructures/flatforward.hpp (1.32),
	ql/TermStructures/piecewiseflatforward.cpp (1.40),
	ql/TermStructures/piecewiseflatforward.hpp (1.34),
	ql/TermStructures/ratehelpers.cpp (1.43),
	ql/TermStructures/ratehelpers.hpp (1.37),
	ql/Volatilities/blackconstantvol.hpp (1.21),
	ql/Volatilities/localconstantvol.hpp (1.17),
	ql/Volatilities/localvolsurface.cpp (1.9),
	test-suite/americanoption.cpp (1.14), test-suite/asianoptions.cpp
	(1.14), test-suite/barrieroption.cpp (1.24),
	test-suite/basketoption.cpp (1.18), test-suite/capfloor.cpp (1.28),
	test-suite/compoundforward.cpp (1.11), test-suite/digitaloption.cpp
	(1.20), test-suite/europeanoption.cpp (1.51),
	test-suite/instruments.cpp (1.10), test-suite/jumpdiffusion.cpp
	(1.12), test-suite/piecewiseflatforward.cpp (1.15),
	test-suite/swap.cpp (1.15), test-suite/swaption.cpp (1.20),
	test-suite/termstructures.cpp (1.14), test-suite/utilities.cpp
	(1.5), test-suite/utilities.hpp (1.8):

	boost::shared_ptr used throughout instead of Handle

2004-03-24 12:55  Ferdinando Ametrano

	* QuantLib.nsi (1.95), configure.ac (1.34), Docs/quantlib.doxy
	(1.82), dev_tools/version_number.txt (1.37):

	bumping up version number

2004-03-24 11:53  Luigi Ballabio

	* acinclude.m4 (1.9),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.50),
	Examples/Swap/swapvaluation.cpp (1.45), ql/errors.cpp (1.2),
	ql/errors.hpp (1.17), ql/handle.hpp (1.19), ql/qldefines.hpp
	(1.69), ql/userconfig.hpp (1.4), ql/Instruments/capfloor.cpp
	(1.49), ql/Instruments/swap.cpp (1.31), ql/Math/cubicspline.hpp
	(1.45), ql/PricingEngines/americanpayoffatexpiry.hpp (1.4),
	ql/PricingEngines/americanpayoffathit.hpp (1.6),
	ql/PricingEngines/blackformula.hpp (1.13),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.7),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.5),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.12),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.8),
	ql/PricingEngines/Basket/stulzengine.cpp (1.11),
	ql/PricingEngines/Forward/forwardengine.hpp (1.2),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.2),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.3),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.11),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.8),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.3),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.8),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.5),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.3),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.9),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.6),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.8),
	ql/ShortRateModels/model.cpp (1.20),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.16),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.20), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.18),
	ql/TermStructures/ratehelpers.cpp (1.42), test-suite/utilities.cpp
	(1.4):

	Boost is now mandatory

2004-03-24 11:43  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.10):

	updated

2004-03-24 10:54  Ferdinando Ametrano

	* dev_tools/tgz2zip (1.3):

	doesn't convert Unix files anymore

2004-03-22 10:57  Ferdinando Ametrano

	* ql/: qldefines.hpp (1.68), quantlib.hpp (1.146), userconfig.hpp
	(1.3), Math/pseudosqrt.hpp (1.3), MonteCarlo/multipathgenerator.hpp
	(1.42), Optimization/method.hpp (1.13), ShortRateModels/model.hpp
	(1.26):

	removing some deprecated stuff

2004-03-22 10:13  Ferdinando Ametrano

	* dev_tools/branching_and_merging.txt (1.3):

	error fixed

2004-03-22 10:11  Ferdinando Ametrano

	* ChangeLog.txt (1.43), News.txt (1.34), QuantLib.dsp (1.223),
	QuantLib.nsi (1.94), QuantLib.spec.in (1.3), configure.ac (1.33):

	R000305f0-branch-merge1 merged into trunk

2004-03-22 10:07  Ferdinando Ametrano

	* test-suite/americanoption.cpp (1.13), test-suite/basketoption.cpp
	(1.17), test-suite/capfloor.cpp (1.27),
	test-suite/compoundforward.cpp (1.10),
	test-suite/europeanoption.cpp (1.50), test-suite/factorial.cpp
	(1.9), test-suite/interpolations.cpp (1.11),
	test-suite/interpolations.hpp (1.2), test-suite/jumpdiffusion.cpp
	(1.11), test-suite/lowdiscrepancysequences.cpp (1.40),
	test-suite/old_pricers.cpp (1.31), test-suite/quantlibtestsuite.cpp
	(1.64), test-suite/swaption.cpp (1.19),
	Examples/Swap/swapvaluation.cpp (1.44), Docs/.cvsignore (1.4),
	Docs/Makefile.am (1.61), Docs/README.txt (1.26), Docs/quantlib.doxy
	(1.81), Docs/quantlibheader.html (1.20), Docs/pages/authors.docs
	(1.26), Docs/pages/coreclasses.docs (1.8),
	Docs/pages/currencies.docs (1.7), Docs/pages/datetime.docs (1.7),
	Docs/pages/findiff.docs (1.9), Docs/pages/fixedincome.docs (1.11),
	Docs/pages/history.docs (1.14), Docs/pages/index.docs (1.9),
	Docs/pages/install.docs (1.9), Docs/pages/instruments.docs (1.10),
	Docs/pages/lattices.docs (1.6), Docs/pages/license.docs (1.16),
	Docs/pages/math.docs (1.10), Docs/pages/mcarlo.docs (1.15),
	Docs/pages/overview.docs (1.9), Docs/pages/patterns.docs (1.6),
	Docs/pages/resources.docs (1.7), Docs/pages/termstructures.docs
	(1.6), Docs/pages/usage.docs (1.14), Docs/pages/utilities.docs
	(1.8), Docs/pages/where.docs (1.8), dev_tools/developers (1.2),
	ql/Makefile.am (1.51), ql/calendar.cpp (1.18), ql/calendar.hpp
	(1.31), ql/config.bcc.hpp (1.25), ql/config.msvc.hpp (1.43),
	ql/core.hpp (1.3), ql/date.cpp (1.31), ql/discretizedasset.cpp
	(1.5), ql/exercise.cpp (1.8), ql/exercise.hpp (1.30),
	ql/makefile.mak (1.45), ql/numericalmethod.hpp (1.13),
	ql/option.hpp (1.26), ql/payoff.hpp (1.10), ql/qldefines.hpp
	(1.67), ql/quantlib.hpp (1.145), ql/solver1d.hpp (1.20),
	ql/swaptionvolstructure.hpp (1.10), ql/termstructure.hpp (1.38),
	ql/voltermstructure.cpp (1.14), ql/voltermstructure.hpp (1.21),
	ql/Calendars/jointcalendar.cpp (1.8), ql/Calendars/nullcalendar.hpp
	(1.4), ql/Calendars/target.cpp (1.16),
	ql/CashFlows/cashflowvectors.cpp (1.30),
	ql/CashFlows/fixedratecoupon.hpp (1.21),
	ql/CashFlows/floatingratecoupon.hpp (1.30),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.11),
	ql/CashFlows/indexedcoupon.hpp (1.11), ql/CashFlows/parcoupon.cpp
	(1.8), ql/CashFlows/shortfloatingcoupon.cpp (1.15),
	ql/CashFlows/shortfloatingcoupon.hpp (1.16),
	ql/CashFlows/shortindexedcoupon.hpp (1.10),
	ql/CashFlows/timebasket.cpp (1.4), ql/DayCounters/actualactual.cpp
	(1.23), ql/DayCounters/simpledaycounter.cpp (1.4),
	ql/DayCounters/thirty360.cpp (1.16),
	ql/FiniteDifferences/americancondition.hpp (1.19),
	ql/FiniteDifferences/boundarycondition.cpp (1.8),
	ql/FiniteDifferences/bsmoperator.cpp (1.15),
	ql/FiniteDifferences/mixedscheme.hpp (1.12),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.25),
	ql/Indexes/audlibor.hpp (1.13), ql/Indexes/cadlibor.hpp (1.13),
	ql/Indexes/chflibor.hpp (1.11), ql/Indexes/jpylibor.hpp (1.12),
	ql/Indexes/xibor.cpp (1.17), ql/Instruments/asianoption.cpp (1.10),
	ql/Instruments/barrieroption.cpp (1.24),
	ql/Instruments/barrieroption.hpp (1.21),
	ql/Instruments/basketoption.cpp (1.4),
	ql/Instruments/basketoption.hpp (1.4), ql/Instruments/capfloor.cpp
	(1.48), ql/Instruments/capfloor.hpp (1.45),
	ql/Instruments/cliquetoption.hpp (1.7),
	ql/Instruments/forwardvanillaoption.cpp (1.25),
	ql/Instruments/forwardvanillaoption.hpp (1.22),
	ql/Instruments/multiassetoption.cpp (1.4),
	ql/Instruments/multiassetoption.hpp (1.4),
	ql/Instruments/oneassetoption.cpp (1.6),
	ql/Instruments/oneassetoption.hpp (1.7),
	ql/Instruments/oneassetstrikedoption.cpp (1.11),
	ql/Instruments/payoffs.hpp (1.8),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.20),
	ql/Instruments/quantovanillaoption.cpp (1.27),
	ql/Instruments/quantovanillaoption.hpp (1.23),
	ql/Instruments/stock.cpp (1.16), ql/Instruments/swap.cpp (1.30),
	ql/Instruments/swaption.cpp (1.40), ql/Instruments/swaption.hpp
	(1.35), ql/Instruments/vanillaoption.cpp (1.43),
	ql/Lattices/binomialtree.cpp (1.18), ql/Lattices/binomialtree.hpp
	(1.14), ql/Lattices/tree.hpp (1.21), ql/Lattices/trinomialtree.cpp
	(1.19), ql/Math/beta.cpp (1.4),
	ql/Math/bicubicsplineinterpolation.hpp (1.15),
	ql/Math/bilinearinterpolation.hpp (1.19),
	ql/Math/binomialdistribution.hpp (1.5),
	ql/Math/bivariatenormaldistribution.cpp (1.6),
	ql/Math/bivariatenormaldistribution.hpp (1.3),
	ql/Math/chisquaredistribution.cpp (1.11),
	ql/Math/choleskydecomposition.cpp (1.2), ql/Math/cubicspline.hpp
	(1.44), ql/Math/discrepancystatistics.cpp (1.7),
	ql/Math/errorfunction.cpp (1.6), ql/Math/errorfunction.hpp (1.6),
	ql/Math/factorial.cpp (1.4), ql/Math/factorial.hpp (1.3),
	ql/Math/gammadistribution.cpp (1.10),
	ql/Math/gaussianstatistics.hpp (1.14),
	ql/Math/generalstatistics.cpp (1.11), ql/Math/generalstatistics.hpp
	(1.12), ql/Math/incompletegamma.cpp (1.3),
	ql/Math/incrementalstatistics.cpp (1.8),
	ql/Math/incrementalstatistics.hpp (1.7), ql/Math/interpolation.hpp
	(1.26), ql/Math/interpolation2D.hpp (1.16),
	ql/Math/linearinterpolation.hpp (1.23),
	ql/Math/loglinearinterpolation.hpp (1.23), ql/Math/makefile.mak
	(1.32), ql/Math/matrix.hpp (1.27), ql/Math/normaldistribution.cpp
	(1.23), ql/Math/primenumbers.cpp (1.12), ql/Math/pseudosqrt.cpp
	(1.2), ql/Math/pseudosqrt.hpp (1.2), ql/Math/riskstatistics.hpp
	(1.8), ql/Math/simpsonintegral.hpp (1.5), ql/Math/svd.cpp (1.7),
	ql/Math/svd.hpp (1.8), ql/Math/symmetricschurdecomposition.cpp
	(1.17), ql/MonteCarlo/Makefile.am (1.31), ql/MonteCarlo/all.hpp
	(1.4), ql/MonteCarlo/getcovariance.hpp (1.16),
	ql/MonteCarlo/makefile.mak (1.29), ql/MonteCarlo/mctraits.hpp
	(1.10), ql/MonteCarlo/multipath.hpp (1.19),
	ql/MonteCarlo/multipathgenerator.hpp (1.41), ql/MonteCarlo/path.hpp
	(1.19), ql/Optimization/armijo.cpp (1.18),
	ql/Optimization/armijo.hpp (1.18),
	ql/Optimization/conjugategradient.cpp (1.19),
	ql/Optimization/constraint.hpp (1.18), ql/Optimization/criteria.hpp
	(1.16), ql/Optimization/leastsquare.hpp (1.25),
	ql/Optimization/method.hpp (1.12), ql/Optimization/simplex.cpp
	(1.11), ql/Optimization/simplex.hpp (1.15),
	ql/Optimization/steepestdescent.cpp (1.17), ql/Patterns/bridge.hpp
	(1.9), ql/Patterns/composite.hpp (1.4), ql/Patterns/visitor.hpp
	(1.7), ql/Pricers/Makefile.am (1.39), ql/Pricers/all.hpp (1.2),
	ql/Pricers/core.hpp (1.2), ql/Pricers/discretegeometricaso.cpp
	(1.16), ql/Pricers/discretegeometricaso.hpp (1.13),
	ql/Pricers/makefile.mak (1.37), ql/Pricers/mccliquetoption.cpp
	(1.18), ql/Pricers/mcdiscretearithmeticaso.cpp (1.22),
	ql/Pricers/mceverest.cpp (1.26), ql/Pricers/mchimalaya.cpp (1.26),
	ql/Pricers/mcmaxbasket.cpp (1.23), ql/Pricers/mcpagoda.cpp (1.25),
	ql/Pricers/mcperformanceoption.cpp (1.17),
	ql/Pricers/singleassetoption.cpp (1.26),
	ql/PricingEngines/Makefile.am (1.37), ql/PricingEngines/all.hpp
	(1.7), ql/PricingEngines/americanpayoffatexpiry.hpp (1.3),
	ql/PricingEngines/americanpayoffathit.hpp (1.5),
	ql/PricingEngines/blackformula.hpp (1.12),
	ql/PricingEngines/blackmodel.hpp (1.2), ql/PricingEngines/core.hpp
	(1.5), ql/PricingEngines/genericmodelengine.hpp (1.2),
	ql/PricingEngines/mcsimulation.hpp (1.2),
	ql/PricingEngines/Barrier/Makefile.am (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.6),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.2),
	ql/PricingEngines/Barrier/makefile.mak (1.4),
	ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.2),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.4),
	ql/PricingEngines/Basket/Makefile.am (1.4),
	ql/PricingEngines/Basket/makefile.mak (1.3),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.11),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.6),
	ql/PricingEngines/Basket/mcbasketengine.cpp (1.2),
	ql/PricingEngines/Basket/mcbasketengine.hpp (1.7),
	ql/PricingEngines/Basket/stulzengine.cpp (1.10),
	ql/PricingEngines/Basket/stulzengine.hpp (1.3),
	ql/PricingEngines/CapFloor/.cvsignore (1.2),
	ql/PricingEngines/CapFloor/Makefile.am (1.2),
	ql/PricingEngines/CapFloor/all.hpp (1.2),
	ql/PricingEngines/CapFloor/makefile.mak (1.2),
	ql/PricingEngines/Cliquet/Makefile.am (1.5),
	ql/PricingEngines/Cliquet/makefile.mak (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.2),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.2),
	ql/PricingEngines/Swaption/.cvsignore (1.2),
	ql/PricingEngines/Swaption/Makefile.am (1.2),
	ql/PricingEngines/Swaption/all.hpp (1.2),
	ql/PricingEngines/Swaption/makefile.mak (1.2),
	ql/PricingEngines/Vanilla/Makefile.am (1.12),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.10),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.7),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.7),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.3),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.4),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.2),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.2),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.8),
	ql/PricingEngines/Vanilla/makefile.mak (1.8),
	ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.2),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.5),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.7),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.8),
	ql/RandomNumbers/Makefile.am (1.15), ql/RandomNumbers/all.hpp
	(1.2), ql/RandomNumbers/haltonrsg.cpp (1.13),
	ql/RandomNumbers/knuthuniformrng.cpp (1.11),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.11),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.9),
	ql/RandomNumbers/rngtraits.hpp (1.2), ql/RandomNumbers/sobolrsg.cpp
	(1.24), ql/ShortRateModels/calibrationhelper.cpp (1.9),
	ql/ShortRateModels/calibrationhelper.hpp (1.17),
	ql/ShortRateModels/model.cpp (1.19),
	ql/ShortRateModels/onefactormodel.cpp (1.15),
	ql/ShortRateModels/parameter.hpp (1.14),
	ql/ShortRateModels/twofactormodel.cpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.28),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.27),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.15),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.20),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.19), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.17),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.16),
	ql/Solvers1D/bisection.hpp (1.14), ql/Solvers1D/secant.hpp (1.14),
	ql/TermStructures/compoundforward.cpp (1.31),
	ql/TermStructures/extendeddiscountcurve.cpp (1.6),
	ql/TermStructures/piecewiseflatforward.cpp (1.39),
	ql/TermStructures/ratehelpers.cpp (1.41),
	ql/TermStructures/ratehelpers.hpp (1.36),
	ql/Utilities/steppingiterator.hpp (1.14),
	ql/Volatilities/blackvariancecurve.cpp (1.9),
	ql/Volatilities/blackvariancecurve.hpp (1.27),
	ql/Volatilities/blackvariancesurface.cpp (1.9),
	ql/Volatilities/blackvariancesurface.hpp (1.29),
	ql/Volatilities/localvolsurface.cpp (1.8),
	ql/Volatilities/localvolsurface.hpp (1.17),
	ql/Volatilities/swaptionvolmatrix.hpp (1.20):

	R000305f0-branch-merge1 merged into trunk

2004-03-21 17:18  Luigi Ballabio

	* ql/PricingEngines/Barrier/mcbarrierengine.cpp (1.1):

	file mcbarrierengine.cpp was initially added on branch
	R000305f0-branch.

2004-03-21 17:18  Luigi Ballabio

	* ql/PricingEngines/Basket/mcbasketengine.cpp (1.1):

	file mcbasketengine.cpp was initially added on branch
	R000305f0-branch.

2004-03-21 17:18  Luigi Ballabio

	* ql/PricingEngines/Cliquet/mccliquetengine.cpp (1.1):

	file mccliquetengine.cpp was initially added on branch
	R000305f0-branch.

2004-03-21 17:18  Luigi Ballabio

	* ql/PricingEngines/Vanilla/mcdigitalengine.cpp (1.1):

	file mcdigitalengine.cpp was initially added on branch
	R000305f0-branch.

2004-03-18 18:14  Ferdinando Ametrano

	* ql/RandomNumbers/rngtraits.hpp (1.1):

	file rngtraits.hpp was initially added on branch R000305f0-branch.

2004-03-18 13:03  Ferdinando Ametrano

	* ql/PricingEngines/: CapFloor/makefile.mak (1.1),
	Swaption/makefile.mak (1.1):

	file makefile.mak was initially added on branch R000305f0-branch.

2004-03-18 13:03  Ferdinando Ametrano

	* ql/PricingEngines/: CapFloor/.cvsignore (1.1),
	Swaption/.cvsignore (1.1):

	file .cvsignore was initially added on branch R000305f0-branch.

2004-03-18 13:03  Ferdinando Ametrano

	* ql/PricingEngines/: CapFloor/Makefile.am (1.1),
	Swaption/Makefile.am (1.1):

	file Makefile.am was initially added on branch R000305f0-branch.

2004-03-18 13:03  Ferdinando Ametrano

	* ql/PricingEngines/: CapFloor/all.hpp (1.1), Swaption/all.hpp
	(1.1):

	file all.hpp was initially added on branch R000305f0-branch.

2004-03-18 13:03  Ferdinando Ametrano

	* ql/PricingEngines/blackmodel.hpp (1.1):

	file blackmodel.hpp was initially added on branch R000305f0-branch.

2004-03-11 11:42  Luigi Ballabio

	* QuantLib.nsi (1.93), configure.ac (1.32), Docs/quantlib.doxy
	(1.80), dev_tools/version_number.txt (1.36), ql/qldefines.hpp
	(1.66), ql/Instruments/oneassetstrikedoption.cpp (1.10),
	ql/Instruments/oneassetstrikedoption.hpp (1.10),
	ql/Math/Makefile.am (1.38), ql/Math/all.hpp (1.2),
	ql/Math/choleskydecomposition.cpp (1.1),
	ql/Math/choleskydecomposition.hpp (1.1), ql/Math/cubicspline.hpp
	(1.43), ql/Math/matrix.hpp (1.26), ql/Math/pseudosqrt.cpp (1.1),
	ql/Math/pseudosqrt.hpp (1.1),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.9),
	ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.5),
	ql/PricingEngines/Vanilla/Makefile.am (1.11),
	ql/PricingEngines/Vanilla/all.hpp (1.3),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.cpp (1.1),
	ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp (1.1),
	test-suite/covariance.cpp (1.16), test-suite/digitaloption.cpp
	(1.19), test-suite/matrices.cpp (1.16):

	Preparing for branch

2004-03-11 10:52  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.42), test-suite/interpolations.cpp
	(1.10):

	more references for the spline interpolation

2004-03-10 19:21  Neil Firth

	* ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.8):

	bug fixes for laguerre and legendre basis functions not in test
	cases

2004-03-10 15:22  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.41):

	final touches for (cubic) interpolation

2004-03-09 13:39  Luigi Ballabio

	* ql/: Math/bicubicsplineinterpolation.hpp (1.14),
	Math/bilinearinterpolation.hpp (1.18), Math/cubicspline.hpp (1.40),
	Math/interpolation.hpp (1.25), Math/interpolation2D.hpp (1.15),
	Math/linearinterpolation.hpp (1.22),
	Math/loglinearinterpolation.hpp (1.22),
	Volatilities/blackvariancesurface.cpp (1.8),
	Volatilities/blackvariancesurface.hpp (1.28),
	Volatilities/swaptionvolmatrix.hpp (1.19):

	Hidden templatization in 2-D interpolations

2004-03-08 16:45  Luigi Ballabio

	* ql/Math/interpolation.hpp (1.23):

	Workaround for VC++

2004-03-08 16:27  Luigi Ballabio

	* ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.7),
	test-suite/basketoption.cpp (1.16):

	Fixes for g++

2004-03-08 14:32  Ferdinando Ametrano

	* test-suite/: basketoption.cpp (1.15), interpolations.cpp (1.9):

	commenting out unused variable, in order to avoid Borland warning

2004-03-08 14:26  Ferdinando Ametrano

	* ql/Math/linearinterpolation.hpp (1.21):

	commenting out unused variable, in order to avoid Borland warning

2004-03-08 13:26  Neil Firth

	* ql/PricingEngines/Basket/: mcamericanbasketengine.cpp (1.6),
	mcamericanbasketengine.hpp (1.4):

	simplified class and increased number of types of basis function

2004-03-08 13:21  Neil Firth

	* test-suite/: basketoption.cpp (1.14), basketoption.hpp (1.4):

	included some additional tests

2004-03-08 12:12  Luigi Ballabio

	* ql/Math/bicubicsplineinterpolation.hpp (1.13),
	ql/Math/cubicspline.hpp (1.39), ql/Math/interpolation.hpp (1.22),
	ql/Math/linearinterpolation.hpp (1.20),
	ql/Math/loglinearinterpolation.hpp (1.21),
	ql/TermStructures/compoundforward.cpp (1.30),
	ql/TermStructures/compoundforward.hpp (1.23),
	ql/TermStructures/discountcurve.hpp (1.23),
	ql/TermStructures/extendeddiscountcurve.cpp (1.5),
	ql/TermStructures/zerocurve.hpp (1.8),
	ql/Volatilities/blackvariancecurve.cpp (1.8),
	ql/Volatilities/blackvariancecurve.hpp (1.26),
	test-suite/interpolations.cpp (1.8),
	test-suite/quantlibtestsuite.cpp (1.63):

	Templatization of interpolation classes is now hidden

2004-03-08 10:08  Ferdinando Ametrano

	* LICENSE.TXT (1.18):

	license's copyright was an early misunderstanding: there is no
	point to copyright the license wording (especially since it is not
	our own wording!)

2004-03-05 17:36  Ferdinando Ametrano

	* ql/Math/bicubicsplineinterpolation.hpp (1.12),
	ql/Math/cubicspline.hpp (1.38), test-suite/interpolations.cpp
	(1.7):

	Spline boundary condition enumeration introduced

2004-03-03 16:33  Ferdinando Ametrano

	* QuantLib.nsi (1.92):

	updated

2004-03-02 15:23  Luigi Ballabio

	* ChangeLog.txt (1.41), dev_tools/developers (1.1):

	Added (bash) script for updating changelog

2004-03-02 15:23  Luigi Ballabio

	* Makefile.am (1.84), Docs/Makefile.am (1.60):

	Doxygen glitch

2004-03-02 15:20  Luigi Ballabio

	* ql/: Math/svd.hpp (1.7),
	PricingEngines/Basket/mcamericanbasketengine.hpp (1.3):

	Flagged as non-buggy

2004-03-02 15:18  Luigi Ballabio

	* ql/Math/matrix.hpp (1.25):

	(conditionally) added extra checks

2004-03-01 18:31  Ferdinando Ametrano

	* QuantLib.dsp (1.221):

	updated

2004-03-01 18:23  Ferdinando Ametrano

	* QuantLib.nsi (1.91):

	updated to NSIS 2.0

2004-03-01 18:19  Ferdinando Ametrano

	* ql/: discretizedasset.hpp (1.6), handle.hpp (1.18),
	instrument.hpp (1.30), Instruments/payoffs.hpp (1.7),
	Math/generalstatistics.hpp (1.11), Math/kronrodintegral.hpp (1.7),
	Math/loglinearinterpolation.hpp (1.20), Math/trapezoidintegral.hpp
	(1.5), MonteCarlo/pathgenerator.hpp (1.50),
	Pricers/singleassetoption.hpp (1.32),
	PricingEngines/Barrier/mcbarrierengine.hpp (1.3),
	PricingEngines/Basket/mcbasketengine.hpp (1.6),
	PricingEngines/Vanilla/binomialengine.hpp (1.2):

	pruned (VC++/Borland) redundant header inclusions

2004-03-01 18:00  Ferdinando Ametrano

	* LICENSE.TXT (1.17), QuantLib.nsi (1.90):

	updated to NSIS 2.0

2004-03-01 17:54  Ferdinando Ametrano

	* LICENSE.TXT (1.16), QuantLib.nsi (1.89):

	updated to NSIS 2.0

2004-03-01 17:48  Ferdinando Ametrano

	* QuantLib.nsi (1.88):

	updated to NSIS 2.0

2004-03-01 16:26  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.37):

	enabling primitive calculation

2004-03-01 10:34  Ferdinando Ametrano

	* test-suite/basketoption.cpp (1.13):

	Borland warning avoided

2004-02-29 13:44  Luigi Ballabio

	* ql/Math/cubicspline.hpp (1.36), ql/Math/linearinterpolation.hpp
	(1.19), test-suite/interpolations.cpp (1.6):

	Fixes for gcc and typo

2004-02-27 18:11  Ferdinando Ametrano

	* ql/Math/kronrodintegral.hpp (1.6):

	improved error messages

2004-02-27 18:03  Ferdinando Ametrano

	* ql/Math/: cubicspline.hpp (1.35), linearinterpolation.hpp (1.18):

	Numerical Recipies code removed.  primitive() methd added improved
	error messages

2004-02-27 18:00  Ferdinando Ametrano

	* test-suite/interpolations.cpp (1.5):

	last test added.  Monotonicity constraint is OK

2004-02-27 10:45  Luigi Ballabio

	* ql/Math/cubicspline.hpp (1.34), test-suite/interpolations.cpp
	(1.3):

	Fixes for gcc

2004-02-26 19:12  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.33), test-suite/interpolations.cpp
	(1.2), test-suite/quantlibtestsuite.cpp (1.62):

	Not-a-knot right end condition is now OK

2004-02-26 16:57  Ferdinando Ametrano

	* ql/Math/bicubicsplineinterpolation.hpp (1.11):

	catching up with the new spline signature

2004-02-26 16:55  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.32):

	imrpoved spline algorithms now include: clamped, second derivative,
	and not-a-knot end condition.  Not-a-knot right end condition is to
	be fixed

2004-02-26 16:52  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.29), interpolations.cpp (1.1),
	interpolations.hpp (1.1), makefile.mak (1.30),
	quantlibtestsuite.cpp (1.61), testsuite.dsp (1.29):

	adding (spline) interpolation tests

2004-02-24 13:58  Ferdinando Ametrano

	* test-suite/matrices.cpp (1.14):

	formatting

2004-02-24 13:02  Ferdinando Ametrano

	* ql/Math/interpolation.hpp (1.21):

	no message

2004-02-23 16:49  Ferdinando Ametrano

	* test-suite/: basketoption.cpp (1.12), factorial.cpp (1.8),
	old_pricers.cpp (1.30), quantlibtestsuite.cpp (1.60):

	comments added

2004-02-23 16:03  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.49), jumpdiffusion.cpp (1.10),
	quantlibtestsuite.cpp (1.59):

	comments added

2004-02-23 15:07  Ferdinando Ametrano

	* test-suite/matrices.cpp (1.13):

	fixing the test

2004-02-23 15:02  Ferdinando Ametrano

	* test-suite/matrices.cpp (1.12):

	extended output

2004-02-23 13:09  Ferdinando Ametrano

	* ql/PricingEngines/Basket/: makefile.mak (1.2),
	mcamericanbasketengine.cpp (1.5):

	Borland integration

2004-02-23 12:33  Luigi Ballabio

	* ql/Math/matrix.hpp (1.24), ql/Math/svd.cpp (1.5), ql/Math/svd.hpp
	(1.6), ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.4),
	test-suite/matrices.cpp (1.11):

	Some work on SVD

2004-02-22 23:18  Neil Firth

	* test-suite/: matrices.cpp (1.10), matrices.hpp (1.7):

	Added test cases for the SVD code, only tests m>=n

2004-02-20 14:59  Luigi Ballabio

	* ql/: Math/svd.hpp (1.5),
	PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.2):

	Tagged a couple of possible bugs

2004-02-18 11:33  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.6):

	small changes

2004-02-16 18:48  Luigi Ballabio

	* ql/PricingEngines/Basket/mcamericanbasketengine.hpp (1.2):

	Interfering include guards

2004-02-16 14:44  Luigi Ballabio

	* ql/Math/: generalstatistics.cpp (1.10), generalstatistics.hpp
	(1.10):

	sorting method exposed

2004-02-16 14:21  Luigi Ballabio

	* QuantLib.dsp (1.220),
	ql/PricingEngines/Basket/mcamericanbasketengine.cpp (1.3):

	Fixes for VC++

2004-02-13 15:48  Luigi Ballabio

	* ql/PricingEngines/Basket/: Makefile.am (1.3),
	mcamericanbasketengine.cpp (1.2):

	Removed miscellaneous inconveniences for gcc

2004-02-13 13:05  Neil Firth

	* test-suite/: basketoption.cpp (1.11), basketoption.hpp (1.3):

	Added test cases for american basket options - not called as the
	convergence is not pefect - however the algorithms run without
	exception and give answers in the rigth ballpark. Some debugging
	still needed! Also, the basis function implementation needs looking
	at for performance and memory (use Handles everywhere?)

2004-02-13 13:01  Neil Firth

	* ql/MonteCarlo/multipathgenerator.hpp (1.40):

	Modified MultiPath interface to remove drifts as they are in the
	stochastic processes

2004-02-13 13:00  Neil Firth

	* ql/PricingEngines/Basket/: all.hpp (1.3),
	mcamericanbasketengine.cpp (1.1), mcamericanbasketengine.hpp (1.1),
	mcbasketengine.hpp (1.5):

	Modified MultiPath interface and started implmentation of Longstaff
	Schwartz Least Squares Monte Carlo for basket options

2004-02-06 14:54  Luigi Ballabio

	* ql/instrument.hpp (1.29), ql/option.hpp (1.25),
	ql/Instruments/asianoption.cpp (1.9),
	ql/Instruments/asianoption.hpp (1.10),
	ql/Instruments/barrieroption.cpp (1.23),
	ql/Instruments/barrieroption.hpp (1.20),
	ql/Instruments/basketoption.cpp (1.3),
	ql/Instruments/basketoption.hpp (1.3),
	ql/Instruments/forwardvanillaoption.cpp (1.24),
	ql/Instruments/forwardvanillaoption.hpp (1.21),
	ql/Instruments/multiassetoption.cpp (1.3),
	ql/Instruments/multiassetoption.hpp (1.3),
	ql/Instruments/oneassetoption.cpp (1.5),
	ql/Instruments/oneassetoption.hpp (1.6),
	ql/Instruments/oneassetstrikedoption.cpp (1.9),
	ql/Instruments/oneassetstrikedoption.hpp (1.9),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.19),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.16),
	ql/Instruments/quantovanillaoption.cpp (1.26),
	ql/Instruments/quantovanillaoption.hpp (1.22),
	ql/Instruments/stock.cpp (1.15), ql/Instruments/stock.hpp (1.14),
	ql/Instruments/swap.cpp (1.29), ql/Instruments/swap.hpp (1.25),
	ql/Instruments/vanillaoption.cpp (1.42),
	ql/Instruments/vanillaoption.hpp (1.41), test-suite/instruments.cpp
	(1.9):

	Removed unused baggage from Instrument class

2004-02-04 14:11  Ferdinando Ametrano

	* QuantLib.dsp (1.219), ql/Instruments/Makefile.am (1.23),
	ql/Instruments/all.hpp (1.4), ql/Instruments/makefile.mak (1.28),
	ql/MonteCarlo/Makefile.am (1.30), ql/MonteCarlo/all.hpp (1.3),
	ql/MonteCarlo/makefile.mak (1.28),
	ql/PricingEngines/Barrier/Makefile.am (1.5),
	ql/PricingEngines/Barrier/all.hpp (1.2),
	ql/PricingEngines/Barrier/makefile.mak (1.3):

	removing binary barrier option Instrument, PricingEngine and
	PathPricer.  Replaced by vanilla option Instrument and
	PricingEngine with digital payoff (and digital path pricer)

2004-02-04 13:51  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.28), makefile.mak (1.29),
	quantlibtestsuite.cpp (1.58), testsuite.dsp (1.28):

	removing binary barrier option tests

2004-02-04 13:45  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.18):

	factoring out common code and removing redundant undocumented test
	cases

2004-02-04 13:43  Ferdinando Ametrano

	* test-suite/: utilities.hpp (1.7), europeanoption.cpp (1.48),
	utilities.cpp (1.3), americanoption.cpp (1.12), barrieroption.cpp
	(1.23):

	factoring out common code

2004-02-04 12:47  Ferdinando Ametrano

	* QuantLib.dsp (1.218), ql/MonteCarlo/makefile.mak (1.27):

	catching up

2004-02-03 16:28  Luigi Ballabio

	* ql/calendar.cpp (1.17), ql/cashflow.hpp (1.17), ql/date.cpp
	(1.30), ql/date.hpp (1.26), ql/errors.hpp (1.16), ql/instrument.hpp
	(1.28), ql/qldefines.hpp (1.65), ql/solver1d.hpp (1.19),
	ql/voltermstructure.hpp (1.20), ql/Calendars/jointcalendar.cpp
	(1.7), ql/CashFlows/shortindexedcoupon.hpp (1.9),
	ql/DayCounters/actualactual.cpp (1.22),
	ql/DayCounters/thirty360.cpp (1.15),
	ql/FiniteDifferences/boundarycondition.cpp (1.7),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.24),
	ql/Indexes/xibor.cpp (1.16), ql/Instruments/barrieroption.cpp
	(1.22), ql/Instruments/payoffs.hpp (1.6), ql/Math/array.hpp (1.3),
	ql/Math/beta.cpp (1.3), ql/Math/bivariatenormaldistribution.cpp
	(1.5), ql/Math/chisquaredistribution.cpp (1.10),
	ql/Math/gammadistribution.cpp (1.9), ql/Math/incompletegamma.cpp
	(1.2), ql/Math/simpsonintegral.hpp (1.4),
	ql/Math/trapezoidintegral.hpp (1.4),
	ql/MonteCarlo/multipathgenerator.hpp (1.39),
	ql/MonteCarlo/pathgenerator.hpp (1.49),
	ql/Optimization/conjugategradient.cpp (1.18),
	ql/Optimization/constraint.hpp (1.17),
	ql/Optimization/linesearch.hpp (1.17),
	ql/Optimization/steepestdescent.cpp (1.16),
	ql/Pricers/discretegeometricaso.cpp (1.15),
	ql/PricingEngines/americanpayoffatexpiry.hpp (1.2),
	ql/PricingEngines/americanpayoffathit.hpp (1.4),
	ql/PricingEngines/blackformula.hpp (1.11),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.5),
	ql/PricingEngines/Basket/stulzengine.cpp (1.9),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.6),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.5),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.27),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.26),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.11),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.19),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.18), ql/Solvers1D/bisection.hpp (1.13), ql/Solvers1D/brent.hpp
	(1.13), ql/Solvers1D/falseposition.hpp (1.13),
	ql/Solvers1D/newton.hpp (1.14), ql/Solvers1D/newtonsafe.hpp (1.14),
	ql/Solvers1D/ridder.hpp (1.13), ql/Solvers1D/secant.hpp (1.13),
	ql/TermStructures/compoundforward.cpp (1.29),
	ql/TermStructures/piecewiseflatforward.cpp (1.38),
	test-suite/asianoptions.cpp (1.13), test-suite/barrieroption.cpp
	(1.22), test-suite/basketoption.cpp (1.10), test-suite/capfloor.cpp
	(1.26), test-suite/europeanoption.cpp (1.47),
	test-suite/utilities.cpp (1.2):

	Introduced QL_FAIL macro (its utility will become clear later)

2004-02-03 16:25  Luigi Ballabio

	* QuantLib.dsp (1.217), test-suite/testsuite.dsp (1.27):

	Fixes for VC++

2004-02-03 16:07  Luigi Ballabio

	* test-suite/: Makefile.am (1.27), americanoption.cpp (1.11),
	asianoptions.cpp (1.12), barrieroption.cpp (1.21), basketoption.cpp
	(1.9), capfloor.cpp (1.25), compoundforward.cpp (1.9),
	covariance.cpp (1.15), digitaloption.cpp (1.17), distributions.cpp
	(1.13), europeanoption.cpp (1.46), factorial.cpp (1.7),
	jumpdiffusion.cpp (1.9), makefile.mak (1.28), matrices.cpp (1.9),
	old_pricers.cpp (1.29), piecewiseflatforward.cpp (1.14),
	riskstats.cpp (1.30), solvers.cpp (1.8), stats.cpp (1.20), swap.cpp
	(1.14), swaption.cpp (1.18), termstructures.cpp (1.13),
	utilities.cpp (1.1), utilities.hpp (1.6):

	Collected commonly used functions

2004-02-02 13:31  Luigi Ballabio

	* ql/PricingEngines/Basket/mcbasketengine.hpp (1.4):

	Removed warning

2004-02-02 12:09  Neil Firth

	* test-suite/: basketoption.hpp (1.2), basketoption.cpp (1.8):

	Use correlation Matrix rather than covariance Added tests from
	Barraquand (1995)

2004-02-02 12:08  Neil Firth

	* ql/PricingEngines/Basket/mcbasketengine.hpp (1.3):

	Use correlation Matrix rather than covariance

2004-02-02 11:50  Neil Firth

	* ql/: MonteCarlo/multipathgenerator.hpp (1.38),
	PricingEngines/Basket/stulzengine.cpp (1.8):

	Use correlation Matrix rather than covariance

2004-02-02 11:49  Neil Firth

	* ql/Instruments/: basketoption.cpp (1.2), basketoption.hpp (1.2),
	multiassetoption.cpp (1.2), multiassetoption.hpp (1.2):

	Include correlation Matrix in arguments

2004-02-02 11:38  Luigi Ballabio

	* ql/: MonteCarlo/Makefile.am (1.29),
	PricingEngines/Basket/Makefile.am (1.2),
	PricingEngines/Basket/mcbasketengine.hpp (1.2):

	Misc fixes for gcc

2004-02-01 14:12  Neil Firth

	* test-suite/basketoption.cpp (1.7):

	Included test for MC pricing engine

2004-02-01 14:09  Neil Firth

	* ql/PricingEngines/Basket/: all.hpp (1.2), mcbasketengine.hpp
	(1.1):

	MC Pricing Engine for European Basket Options

2004-02-01 14:07  Neil Firth

	* ql/MonteCarlo/multipathgenerator.hpp (1.37):

	New style multipathgenerator working with basket option mc engine

2004-01-30 11:06  Ferdinando Ametrano

	* ql/PricingEngines/Basket/.cvsignore (1.1):

	no message

2004-01-30 11:02  Ferdinando Ametrano

	* ql/: voltermstructure.hpp (1.19),
	Volatilities/localvolsurface.cpp (1.7),
	Volatilities/localvolsurface.hpp (1.16):

	comments and formatting

2004-01-27 17:33  Ferdinando Ametrano

	* test-suite/basketoption.cpp (1.6):

	Basket options now handle dividends too

2004-01-27 17:27  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.7):

	working on basket options

2004-01-27 17:00  Ferdinando Ametrano

	* test-suite/basketoption.cpp (1.5):

	working on basket options more test cases

2004-01-27 17:00  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.6):

	working on basket options

2004-01-27 16:30  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.5):

	working on basket options

2004-01-27 15:23  Ferdinando Ametrano

	* test-suite/basketoption.cpp (1.4):

	working on basket options

2004-01-27 15:03  Ferdinando Ametrano

	* test-suite/americanoption.cpp (1.10):

	generic fixes

2004-01-27 12:14  Luigi Ballabio

	* configure.ac (1.31), ql/Makefile.am (1.50), ql/Math/factorial.cpp
	(1.3), ql/PricingEngines/Basket/stulzengine.cpp (1.4),
	ql/PricingEngines/Basket/stulzengine.hpp (1.2),
	test-suite/basketoption.cpp (1.3):

	Fixes for Linux build, gcc -Wall warnings, Boost

2004-01-27 11:11  Neil Firth

	* ql/PricingEngines/Basket/stulzengine.cpp (1.3),
	test-suite/basketoption.cpp (1.2):

	Corrected error in equation (11) in Stulz's paper

2004-01-26 19:56  Ferdinando Ametrano

	* QuantLib.dsp (1.216), ql/makefile.mak (1.44),
	ql/Instruments/Makefile.am (1.22), ql/Instruments/makefile.mak
	(1.27), ql/PricingEngines/Makefile.am (1.36),
	ql/PricingEngines/Basket/Makefile.am (1.1),
	ql/PricingEngines/Basket/makefile.mak (1.1), test-suite/Makefile.am
	(1.26), test-suite/makefile.mak (1.27), test-suite/testsuite.dsp
	(1.26):

	integrating multiasset, basket, and stulz files into VC++ project,
	Borland make, and (hopefully) gcc make

2004-01-26 19:54  Ferdinando Ametrano

	* ql/PricingEngines/: Vanilla/makefile.mak (1.7), makefile.mak
	(1.28):

	catching up with the file reordering

2004-01-26 19:42  Ferdinando Ametrano

	* ql/PricingEngines/Basket/stulzengine.cpp (1.2):

	Borland warnings avoided

2004-01-26 19:04  Neil Firth

	* test-suite/: basketoption.cpp (1.1), basketoption.hpp (1.1),
	quantlibtestsuite.cpp (1.57):

	Added test for two asset baskets using the Stulz pricing engine

2004-01-26 19:01  Neil Firth

	* ql/PricingEngines/all.hpp (1.6):

	Added Basket directory

2004-01-26 19:01  Neil Firth

	* ql/PricingEngines/Basket/: all.hpp (1.1), stulzengine.cpp (1.1),
	stulzengine.hpp (1.1):

	Stulz engine for max and min basket calls and puts on two assets

2004-01-26 18:57  Neil Firth

	* ql/Instruments/all.hpp (1.3):

	First draft for multi-asset options

2004-01-26 18:54  Neil Firth

	* ql/Instruments/: basketoption.cpp (1.1), basketoption.hpp (1.1),
	multiassetoption.cpp (1.1), multiassetoption.hpp (1.1):

	First draft for multi-asset options

2004-01-26 17:58  Ferdinando Ametrano

	* ql/: calendar.hpp (1.30), daycounter.hpp (1.25),
	FiniteDifferences/mixedscheme.hpp (1.11):

	formatting

2004-01-26 17:04  Ferdinando Ametrano

	* ql/Math/: array.hpp (1.2), matrix.hpp (1.23):

	const enforcement of results, in order to avoid: a+b = c;

2004-01-26 16:35  Ferdinando Ametrano

	* ql/qldefines.hpp (1.64):

	don't know where it is used, anyway

2004-01-26 15:42  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.16):

	more tests

2004-01-26 15:22  Ferdinando Ametrano

	* ql/Math/bivariatenormaldistribution.cpp (1.4):

	must have been drunk...

2004-01-26 13:07  Ferdinando Ametrano

	* ql/Math/: bivariatenormaldistribution.cpp (1.3),
	bivariatenormaldistribution.hpp (1.2):

	must have been drunk...

2004-01-20 16:43  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.14):

	bug fixed

2004-01-20 16:43  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.15):

	reactivating removed test

2004-01-20 14:44  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.14):

	shorter description

2004-01-20 12:22  Luigi Ballabio

	* ql/Instruments/oneassetstrikedoption.cpp (1.8):

	Check not needed

2004-01-20 12:22  Luigi Ballabio

	* ql/Instruments/oneassetstrikedoption.hpp (1.8):

	Cloning code would need at least a partial understanding of its
	semantics :)

2004-01-20 12:20  Luigi Ballabio

	* ql/instrument.hpp (1.27):

	Try blocks no longer needed

2004-01-15 00:30  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.13), jumpdiffusion.cpp (1.8):

	warnings avoided

2004-01-15 00:25  Ferdinando Ametrano

	* ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.2):

	using Brownian Bridge

2004-01-15 00:23  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.12), digitaloption.hpp (1.5):

	MC engine for american cash-at-hit options test added

2004-01-14 19:13  Ferdinando Ametrano

	* ql/PricingEngines/americanpayoffathit.hpp (1.3):

	bug fix

2004-01-14 17:15  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.48):

	bug fix

2004-01-14 16:43  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.13):

	bug fix

2004-01-12 17:32  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.47):

	No need for a Handle

2004-01-12 17:05  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.46):

	How did the test work?

2004-01-12 17:04  Luigi Ballabio

	* ql/MonteCarlo/mctraits.hpp (1.9):

	Formatting

2004-01-12 16:59  Luigi Ballabio

	* test-suite/europeanoption.cpp (1.45),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.6):

	Formatting

2004-01-09 17:41  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.7):

	using Brownian Bridge

2004-01-09 17:31  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.45):

	explit selection of incremental or brownian bridge path
	construction

2004-01-09 17:29  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.11):

	working on digitals...

2004-01-09 17:28  Ferdinando Ametrano

	* test-suite/barrieroption.cpp (1.20):

	working on barriers...

2004-01-09 10:53  Ferdinando Ametrano

	* Examples/: BermudanSwaption/.cvsignore (1.9),
	DiscreteHedging/.cvsignore (1.9), Swap/.cvsignore (1.9):

	ignore *.obj and *.exe

2004-01-09 10:37  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.44):

	Brownian bridge bug fix

2004-01-08 19:36  Ferdinando Ametrano

	* QuantLib.dsp (1.213), ql/PricingEngines/Vanilla/all.hpp (1.2):

	removing non-existing file

2004-01-08 19:21  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.10):

	commenting out the MC test for the time being

2004-01-08 19:07  Luigi Ballabio

	* ql/Instruments/asianoption.hpp (1.9),
	ql/Instruments/barrieroption.cpp (1.21),
	ql/Instruments/barrieroption.hpp (1.19),
	ql/Instruments/cliquetoption.hpp (1.6),
	ql/Instruments/vanillaoption.hpp (1.40), ql/PricingEngines/all.hpp
	(1.5), ql/PricingEngines/Asian/Makefile.am (1.4),
	ql/PricingEngines/Asian/all.hpp (1.1),
	ql/PricingEngines/Barrier/Makefile.am (1.4),
	ql/PricingEngines/Barrier/all.hpp (1.1),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.4),
	ql/PricingEngines/Barrier/analyticbarrierengine.hpp (1.1),
	ql/PricingEngines/Barrier/mcbarrierengine.hpp (1.1),
	ql/PricingEngines/Cliquet/Makefile.am (1.4),
	ql/PricingEngines/Cliquet/all.hpp (1.1),
	ql/PricingEngines/Cliquet/mccliquetengine.hpp (1.1),
	ql/PricingEngines/Forward/Makefile.am (1.3),
	ql/PricingEngines/Forward/all.hpp (1.1),
	ql/PricingEngines/Forward/forwardengine.hpp (1.1),
	ql/PricingEngines/Forward/forwardperformanceengine.hpp (1.1),
	ql/PricingEngines/Quanto/Makefile.am (1.3),
	ql/PricingEngines/Quanto/all.hpp (1.1),
	ql/PricingEngines/Quanto/quantoengine.hpp (1.1),
	ql/PricingEngines/Vanilla/Makefile.am (1.9),
	ql/PricingEngines/Vanilla/all.hpp (1.1),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.9),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp (1.1),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.5),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp (1.1),
	ql/PricingEngines/Vanilla/binomialengine.hpp (1.1),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.4),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp (1.1),
	ql/PricingEngines/Vanilla/integralengine.cpp (1.1),
	ql/PricingEngines/Vanilla/integralengine.hpp (1.1),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.7),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.5),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.6),
	test-suite/americanoption.cpp (1.9), test-suite/asianoptions.cpp
	(1.11), test-suite/barrieroption.cpp (1.19),
	test-suite/digitaloption.cpp (1.9), test-suite/europeanoption.cpp
	(1.44), test-suite/jumpdiffusion.cpp (1.7):

	Reordered headers

2004-01-08 18:14  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.12):

	bug fix

2004-01-08 13:07  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.6),
	test-suite/jumpdiffusion.cpp (1.6), test-suite/jumpdiffusion.hpp
	(1.3):

	jump diffusion greeks tested

2004-01-08 10:25  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.10):

	more informative error messages

2004-01-08 10:23  Ferdinando Ametrano

	* test-suite/asianoptions.cpp (1.10):

	small changes

2004-01-08 10:18  Ferdinando Ametrano

	* test-suite/: americanoption.cpp (1.8), europeanoption.cpp (1.43),
	jumpdiffusion.cpp (1.5), testsuite.dsp (1.25):

	small changes

2004-01-07 19:03  Ferdinando Ametrano

	* ql/stochasticprocess.hpp (1.7),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.5),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.4),
	test-suite/jumpdiffusion.cpp (1.4),
	test-suite/quantlibtestsuite.cpp (1.56):

	jump diffusion succesfully tested

2004-01-05 16:46  Ferdinando Ametrano

	* ql/: MonteCarlo/pathgenerator.hpp (1.43),
	PricingEngines/Vanilla/mcvanillaengine.hpp (1.5):

	working on BrownianBridge

2004-01-05 15:30  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.3):

	working on jump diffudion

2004-01-05 14:47  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.49):

	Removed unused argument

2004-01-05 13:42  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.55):

	allowing for very short time to expiry

2004-01-05 13:39  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.28):

	working on BrownianBridge

2004-01-05 13:38  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.4):

	allowing for very short time to maturity

2004-01-05 13:30  Luigi Ballabio

	* ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.8):

	Whole calculation does not fail when theta does

2004-01-05 13:21  Ferdinando Ametrano

	* QuantLib.dsp (1.212):

	new files added to the VC project

2004-01-05 13:17  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.24), test-suite/Makefile.am (1.25),
	test-suite/makefile.mak (1.26), test-suite/jumpdiffusion.cpp (1.2),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.cpp (1.2),
	ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.3):

	jumpdiffudion test added (it fails for the time being)

2004-01-05 12:59  Ferdinando Ametrano

	* test-suite/stats.cpp (1.19):

	fix for Borland compiler

2004-01-05 12:14  Luigi Ballabio

	* ql/Instruments/swaption.cpp (1.39), ql/Instruments/swaption.hpp
	(1.34), ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp
	(1.25), test-suite/swaption.cpp (1.17):

	Removed unused argument

2004-01-05 12:14  Luigi Ballabio

	* ql/: core.hpp (1.2), quantlib.hpp (1.144):

	Stochastic process in core header

2004-01-05 12:03  Luigi Ballabio

	* ql/Instruments/oneassetoption.hpp (1.5):

	Default constructors are, well, used by default...

2004-01-05 10:57  Ferdinando Ametrano

	* test-suite/: americanoption.cpp (1.7), asianoptions.cpp (1.9),
	digitaloption.cpp (1.7), europeanoption.cpp (1.42), makefile.mak
	(1.25):

	fix for Borland compiler

2004-01-05 10:34  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.53):

	jump diffusion engine test added. As of now it fails

2004-01-05 10:33  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.6), digitaloption.hpp (1.4):

	American payoff paid at Expiry tests added

2004-01-05 10:08  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: bjerksundstenslandengine.cpp (1.3),
	baroneadesiwhaleyengine.cpp (1.4):

	formatting

2004-01-05 10:06  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.5):

	allowing for very short time to maturity

2004-01-05 09:59  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp (1.2),
	test-suite/jumpdiffusion.hpp (1.2):

	copyright years fixed

2004-01-05 09:55  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.41):

	formatting

2004-01-05 09:53  Ferdinando Ametrano

	* test-suite/: jumpdiffusion.cpp (1.1), jumpdiffusion.hpp (1.1):

	jump diffusion engine test added. As of now it fails

2004-01-05 09:52  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: Makefile.am (1.8),
	jumpdiffusionengine.cpp (1.1), jumpdiffusionengine.hpp (1.1),
	makefile.mak (1.6):

	jump diffusion engine added.  Not succesfully tested yet

2004-01-05 09:51  Ferdinando Ametrano

	* ql/PricingEngines/: Makefile.am (1.35),
	americanpayoffatexpiry.hpp (1.1), core.hpp (1.4):

	American payoff paid at Expiry added

2004-01-05 09:50  Ferdinando Ametrano

	* ql/PricingEngines/americanpayoffathit.hpp (1.2):

	various fixes

2004-01-05 09:48  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.11):

	working on BrownianBridge

2004-01-05 09:46  Ferdinando Ametrano

	* ql/Math/bivariatenormaldistribution.cpp (1.2):

	formatting

2004-01-05 09:46  Ferdinando Ametrano

	* ql/Math/poissondistribution.hpp (1.3):

	typo fixed

2004-01-05 09:44  Ferdinando Ametrano

	* ql/stochasticprocess.hpp (1.6):

	working on Merton76

2004-01-02 18:13  Luigi Ballabio

	* test-suite/: americanoption.cpp (1.6), asianoptions.cpp (1.8):

	Hmm

2004-01-01 23:58  Ferdinando Ametrano

	* test-suite/digitaloption.cpp (1.5):

	more test cases added

2004-01-01 23:57  Ferdinando Ametrano

	* test-suite/digitaloption.hpp (1.3):

	added test for AssetOrNothing payoff with American exercise

2004-01-01 23:44  Ferdinando Ametrano

	* ql/PricingEngines/Makefile.am (1.34),
	ql/PricingEngines/americanpayoffathit.hpp (1.1),
	ql/PricingEngines/core.hpp (1.3), QuantLib.dsp (1.211):

	added American exercise with Payoff at hit analytical formulae

2004-01-01 23:42  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.9):

	small adjustments

2004-01-01 23:40  Ferdinando Ametrano

	* ql/exercise.hpp (1.29):

	commented out code removed

2003-12-31 21:59  Ferdinando Ametrano

	* QuantLib.dsp (1.210), ql/Makefile.am (1.49), ql/quantlib.hpp
	(1.143), ql/stochasticprocess.hpp (1.4),
	ql/Instruments/asianoption.cpp (1.8),
	ql/Instruments/asianoption.hpp (1.8),
	ql/Instruments/barrieroption.cpp (1.20),
	ql/Instruments/barrieroption.hpp (1.18),
	ql/Instruments/forwardvanillaoption.cpp (1.23),
	ql/Instruments/forwardvanillaoption.hpp (1.20),
	ql/Instruments/oneassetoption.cpp (1.4),
	ql/Instruments/oneassetoption.hpp (1.4),
	ql/Instruments/oneassetstrikedoption.cpp (1.7),
	ql/Instruments/oneassetstrikedoption.hpp (1.7),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.18),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.15),
	ql/Instruments/quantovanillaoption.cpp (1.25),
	ql/Instruments/quantovanillaoption.hpp (1.21),
	ql/Instruments/vanillaoption.cpp (1.41),
	ql/Instruments/vanillaoption.hpp (1.39),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.3),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.7),
	ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.3),
	ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.2),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.3),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.4),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.4),
	test-suite/americanoption.cpp (1.5), test-suite/asianoptions.cpp
	(1.7), test-suite/barrieroption.cpp (1.18),
	test-suite/digitaloption.cpp (1.4), test-suite/europeanoption.cpp
	(1.40), test-suite/makefile.mak (1.24),
	test-suite/quantlibtestsuite.cpp (1.52):

	first draft of StochasticProcess introduced.

2003-12-31 21:46  Ferdinando Ametrano

	* ql/voltermstructure.cpp (1.13):

	more informative error messages + a small fix

2003-12-31 15:45  Luigi Ballabio

	* ql/Instruments/quantoforwardvanillaoption.cpp (1.17),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.14),
	ql/PricingEngines/Vanilla/Makefile.am (1.7),
	ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.2),
	test-suite/americanoption.cpp (1.4), test-suite/digitaloption.cpp
	(1.3), test-suite/distributions.cpp (1.12),
	test-suite/europeanoption.cpp (1.39):

	Miscellaneous fixes for the new year

2003-12-29 22:23  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.38):

	binary (cash-or-nothing, asset-or-nothing, gap) greeks test and
	more added

2003-12-29 22:11  Ferdinando Ametrano

	* test-suite/americanoption.cpp (1.3):

	formatting

2003-12-29 21:46  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.2), digitaloption.hpp (1.2):

	tests added for value of Gap, Asset-Or-Nothing, and
	Asset-Or-Nothing european options

2003-12-29 21:20  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.8):

	delta and gamma with respect to forward added greeks for
	cash-or-nothing, asset-or-nothing, and gap payoff added

2003-12-29 21:08  Ferdinando Ametrano

	* ql/Instruments/payoffs.hpp (1.5):

	Gap payoff introduced

2003-12-28 23:28  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.37):

	more tests added, namely greeks of european options with digital
	payoff

2003-12-28 22:29  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.51):

	digital option test added: it is the former binarybarrier option
	test which will be removed as soon as possible

2003-12-28 22:28  Ferdinando Ametrano

	* test-suite/: americanoption.cpp (1.2), americanoption.hpp (1.2):

	Bjerksund and Stensland test Barone-Adesi and Whaley test

2003-12-28 22:26  Ferdinando Ametrano

	* test-suite/: digitaloption.cpp (1.1), digitaloption.hpp (1.1),
	Makefile.am (1.24), makefile.mak (1.23), testsuite.dsp (1.23):

	digital option test added: it is the ofrmer binarybarrier option
	test which will be removed as soon as possible

2003-12-28 22:24  Ferdinando Ametrano

	* QuantLib.dsp (1.209):

	updated

2003-12-28 22:21  Ferdinando Ametrano

	* ql/MonteCarlo/: Makefile.am (1.28), makefile.mak (1.26):

	added digitalpathpricer.  It will replace binarybarrierpathpricer
	as soon as possible

2003-12-28 22:08  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.7):

	greek calculation extended to cash-or-nothing payff (tested) and
	asset-or-nothing payoff (untested yet) Signature changed.

2003-12-28 22:06  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: analyticeuropeanengine.cpp (1.6),
	mceuropeanengine.hpp (1.3):

	minor modifications, mainly catching up with the new Black
	interface

2003-12-28 22:03  Ferdinando Ametrano

	* ql/PricingEngines/: Vanilla/Makefile.am (1.6),
	Vanilla/makefile.mak (1.5), all.hpp (1.4):

	new engines added

2003-12-28 21:58  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcdigitalengine.hpp (1.1):

	added Monte Carlo digital engine (formerly MC binary barrier
	engine)

2003-12-28 21:57  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/bjerksundstenslandengine.cpp (1.1):

	added Bjerksund and Stensland approximation for American option.

2003-12-28 21:56  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.cpp (1.2):

	Barone-Adesi and Whaley approximation for American option now
	successfully tested

2003-12-26 11:10  Ferdinando Ametrano

	* QuantLib.dsp (1.208),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.48),
	ql/option.hpp (1.24), ql/Instruments/asianoption.cpp (1.7),
	ql/Instruments/asianoption.hpp (1.7),
	ql/Instruments/barrieroption.cpp (1.19),
	ql/Instruments/barrieroption.hpp (1.17),
	ql/Instruments/forwardvanillaoption.cpp (1.22),
	ql/Instruments/forwardvanillaoption.hpp (1.19),
	ql/Instruments/oneassetoption.cpp (1.3),
	ql/Instruments/oneassetoption.hpp (1.3),
	ql/Instruments/oneassetstrikedoption.cpp (1.6),
	ql/Instruments/oneassetstrikedoption.hpp (1.6),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.16),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.13),
	ql/Instruments/quantovanillaoption.cpp (1.24),
	ql/Instruments/quantovanillaoption.hpp (1.20),
	ql/Instruments/swaption.cpp (1.38), ql/Instruments/swaption.hpp
	(1.33), ql/Instruments/vanillaoption.cpp (1.40),
	ql/Instruments/vanillaoption.hpp (1.38),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.24),
	test-suite/asianoptions.cpp (1.6), test-suite/barrieroption.cpp
	(1.17), test-suite/europeanoption.cpp (1.36),
	test-suite/quantlibtestsuite.cpp (1.50), test-suite/swaption.cpp
	(1.16), test-suite/testsuite.dsp (1.22):

	Instruments classes (partial) refactoring using Payoff and Exercise

2003-12-26 10:53  Ferdinando Ametrano

	* test-suite/: makefile.mak (1.22), Makefile.am (1.23),
	americanoption.cpp (1.1), americanoption.hpp (1.1):

	added Barone-Adesi and Whaley approximation for American option.
	Not successfully tested yet

2003-12-26 10:42  Ferdinando Ametrano

	* ql/exercise.hpp (1.28):

	polymorphic Exercise

2003-12-26 10:13  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: Makefile.am (1.5),
	baroneadesiwhaleyengine.cpp (1.1), makefile.mak (1.4):

	added Barone-Adesi and Whaley approximation for American option.
	Not tested yet

2003-12-26 10:11  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.5):

	added elasticity, thetaPerDay, deltaFoward, and itmProbability

2003-12-26 10:05  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.35), europeanoption.hpp
	(1.11):

	more value and greek tests

2003-12-26 09:52  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.6):

	added elasticity, thetaPerDay, deltaFoward

2003-12-26 09:47  Ferdinando Ametrano

	* test-suite/: distributions.cpp (1.11), distributions.hpp (1.5):

	added bivariate cumulative normal distribution test

2003-12-26 09:44  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.37), bivariatenormaldistribution.cpp
	(1.1), bivariatenormaldistribution.hpp (1.1), makefile.mak (1.31):

	added bivariate cumulative normal distribution

2003-12-23 12:13  Luigi Ballabio

	* ql/: Makefile.am (1.48), errors.cpp (1.1), errors.hpp (1.15),
	qldefines.hpp (1.63):

	Added handler for Boost assertions

2003-12-23 01:37  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.33):

	more test added

2003-12-23 01:35  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.5):

	elasticity added

2003-12-22 20:54  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/: Makefile.am (1.4), makefile.mak
	(1.3):

	adding one-touch option, that is american binary options

2003-12-22 20:34  Ferdinando Ametrano

	* QuantLib.dsp (1.207):

	using Exercise everywhere

2003-12-22 20:29  Ferdinando Ametrano

	* ql/option.hpp (1.23), ql/Instruments/asianoption.cpp (1.6),
	ql/Instruments/asianoption.hpp (1.6),
	ql/Instruments/barrieroption.cpp (1.18),
	ql/Instruments/barrieroption.hpp (1.16),
	ql/Instruments/cliquetoption.hpp (1.5),
	ql/Instruments/forwardvanillaoption.cpp (1.21),
	ql/Instruments/forwardvanillaoption.hpp (1.18),
	ql/Instruments/oneassetoption.cpp (1.2),
	ql/Instruments/oneassetoption.hpp (1.2),
	ql/Instruments/oneassetstrikedoption.cpp (1.5),
	ql/Instruments/oneassetstrikedoption.hpp (1.5),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.15),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.12),
	ql/Instruments/quantovanillaoption.cpp (1.23),
	ql/Instruments/quantovanillaoption.hpp (1.19),
	ql/Instruments/vanillaoption.cpp (1.39),
	ql/Instruments/vanillaoption.hpp (1.37),
	ql/PricingEngines/blackformula.hpp (1.4),
	ql/PricingEngines/Barrier/analyticbarrierengine.cpp (1.2),
	ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.4),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.cpp (1.2),
	ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp (1.2),
	ql/PricingEngines/Vanilla/mceuropeanengine.hpp (1.2),
	ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.3),
	test-suite/asianoptions.cpp (1.4), test-suite/barrieroption.cpp
	(1.16), test-suite/europeanoption.cpp (1.32),
	test-suite/quantlibtestsuite.cpp (1.48):

	using Exercise everywhere

2003-12-22 20:29  Ferdinando Ametrano

	* ql/exercise.cpp (1.7):

	more requirements

2003-12-22 20:09  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.31), europeanoption.hpp
	(1.10), quantlibtestsuite.cpp (1.47):

	quicker test

2003-12-22 15:27  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/mcvanillaengine.hpp (1.2):

	comments

2003-12-22 15:27  Ferdinando Ametrano

	* ql/: exercise.cpp (1.6), exercise.hpp (1.27):

	introduced intermediate EarlyExercise class

2003-12-22 13:21  Ferdinando Ametrano

	* ql/Instruments/Makefile.am (1.21), ql/Instruments/all.hpp (1.2),
	ql/Instruments/asianoption.cpp (1.5),
	ql/Instruments/asianoption.hpp (1.5),
	ql/Instruments/barrieroption.cpp (1.17),
	ql/Instruments/barrieroption.hpp (1.15),
	ql/Instruments/forwardvanillaoption.cpp (1.20),
	ql/Instruments/forwardvanillaoption.hpp (1.17),
	ql/Instruments/makefile.mak (1.26),
	ql/Instruments/oneassetstrikedoption.cpp (1.4),
	ql/Instruments/oneassetstrikedoption.hpp (1.4),
	ql/Instruments/quantovanillaoption.cpp (1.22),
	ql/Instruments/quantovanillaoption.hpp (1.18),
	ql/MonteCarlo/Makefile.am (1.27), ql/MonteCarlo/all.hpp (1.2),
	ql/MonteCarlo/makefile.mak (1.25), ql/PricingEngines/all.hpp (1.3),
	ql/PricingEngines/Barrier/Makefile.am (1.3),
	ql/PricingEngines/Barrier/makefile.mak (1.2),
	ql/PricingEngines/Vanilla/Makefile.am (1.3),
	ql/PricingEngines/Vanilla/makefile.mak (1.2),
	test-suite/Makefile.am (1.22), test-suite/makefile.mak (1.21),
	test-suite/quantlibtestsuite.cpp (1.46), test-suite/testsuite.dsp
	(1.21), QuantLib.dsp (1.206):

	(barrier) BinaryOption renamed as BinaryBarrierOption

2003-12-22 10:13  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.30), old_pricers.cpp (1.28):

	using OptionTypeFormatter

2003-12-21 12:36  Ferdinando Ametrano

	* ql/Instruments/asianoption.cpp (1.4),
	ql/Instruments/asianoption.hpp (1.4),
	ql/Instruments/barrieroption.cpp (1.16),
	ql/Instruments/barrieroption.hpp (1.14),
	ql/Instruments/forwardvanillaoption.cpp (1.19),
	ql/Instruments/forwardvanillaoption.hpp (1.16),
	ql/Instruments/oneassetstrikedoption.cpp (1.3),
	ql/Instruments/oneassetstrikedoption.hpp (1.3),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.14),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.11),
	ql/Instruments/quantovanillaoption.cpp (1.21),
	ql/Instruments/quantovanillaoption.hpp (1.17),
	ql/Instruments/vanillaoption.cpp (1.37),
	ql/Instruments/vanillaoption.hpp (1.35),
	test-suite/asianoptions.cpp (1.3), test-suite/barrieroption.cpp
	(1.15), test-suite/europeanoption.cpp (1.29):

	Payoff as input, instead of (type, strike) couple

2003-12-21 12:31  Ferdinando Ametrano

	* ql/PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.3):

	using new Payoff approach

2003-12-21 12:29  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.3):

	it handles binary Cash-Or-Nothing and Asset-Or-Nothing payoffs too

2003-12-21 12:24  Ferdinando Ametrano

	* ql/Instruments/payoffs.hpp (1.3):

	introduced one more intermediate level of payoff

2003-12-19 20:25  Ferdinando Ametrano

	* QuantLib.dsp (1.205):

	updated

2003-12-19 20:22  Ferdinando Ametrano

	* ql/PricingEngines/blackformula.hpp (1.2):

	fixing wrong header gard

2003-12-19 17:44  Ferdinando Ametrano

	* test-suite/: asianoptions.cpp (1.1), asianoptions.hpp (1.1):

	discrete averaging geometric asian option test added

2003-12-19 16:51  Ferdinando Ametrano

	* QuantLib.dsp (1.204):

	updated

2003-12-19 16:51  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.21), makefile.mak (1.20),
	quantlibtestsuite.cpp (1.45), testsuite.dsp (1.20):

	discrete averaging geometric asian option test added

2003-12-19 16:49  Ferdinando Ametrano

	* ql/: makefile.mak (1.43), Instruments/asianoption.cpp (1.3),
	Instruments/asianoption.hpp (1.3):

	moved to handle fixing dates instead of fixing times

2003-12-18 20:34  Ferdinando Ametrano

	* ql/: Makefile.am (1.47), makefile.mak (1.42),
	Instruments/asianoption.cpp (1.2), Instruments/asianoption.hpp
	(1.2), Instruments/oneassetstrikedoption.cpp (1.2),
	Instruments/oneassetstrikedoption.hpp (1.2),
	PricingEngines/Makefile.am (1.32), PricingEngines/blackformula.hpp
	(1.1), PricingEngines/Asian/Makefile.am (1.2),
	PricingEngines/Asian/makefile.mak (1.2),
	PricingEngines/Vanilla/analyticeuropeanengine.cpp (1.2):

	Discrete geometric asian option moving to the pricing engine
	framework

2003-12-18 13:32  Luigi Ballabio

	* ql/: Calendars/Makefile.am (1.17), Calendars/all.hpp (1.1),
	CashFlows/Makefile.am (1.13), CashFlows/all.hpp (1.1),
	CashFlows/core.hpp (1.1), DayCounters/Makefile.am (1.9),
	DayCounters/all.hpp (1.1), FiniteDifferences/Makefile.am (1.16),
	FiniteDifferences/all.hpp (1.1), FiniteDifferences/core.hpp (1.1),
	Indexes/Makefile.am (1.9), Indexes/all.hpp (1.1), Indexes/core.hpp
	(1.1), Makefile.am (1.45), core.hpp (1.1), quantlib.hpp (1.142),
	Instruments/Makefile.am (1.20), Instruments/all.hpp (1.1),
	Instruments/core.hpp (1.1), Lattices/Makefile.am (1.10),
	Lattices/all.hpp (1.1), Lattices/core.hpp (1.1), Math/Makefile.am
	(1.36), Math/all.hpp (1.1), Math/core.hpp (1.1),
	MonteCarlo/Makefile.am (1.26), MonteCarlo/all.hpp (1.1),
	MonteCarlo/core.hpp (1.1), Optimization/Makefile.am (1.8),
	Optimization/all.hpp (1.1), Optimization/core.hpp (1.1),
	Patterns/Makefile.am (1.14), Patterns/all.hpp (1.1),
	Pricers/Makefile.am (1.38), Pricers/all.hpp (1.1), Pricers/core.hpp
	(1.1), PricingEngines/Makefile.am (1.31), PricingEngines/all.hpp
	(1.1), PricingEngines/core.hpp (1.1), RandomNumbers/Makefile.am
	(1.14), RandomNumbers/all.hpp (1.1), RandomNumbers/core.hpp (1.1),
	ShortRateModels/Makefile.am (1.4), ShortRateModels/all.hpp (1.1),
	ShortRateModels/core.hpp (1.1), Solvers1D/Makefile.am (1.9),
	Solvers1D/all.hpp (1.1), TermStructures/Makefile.am (1.16),
	TermStructures/all.hpp (1.1), Utilities/Makefile.am (1.7),
	Utilities/all.hpp (1.1), Volatilities/Makefile.am (1.14),
	Volatilities/all.hpp (1.1):

	Finer-grained control on what to include (as opposed to a
	monolythic quantlib.hpp)

2003-12-18 12:47  Ferdinando Ametrano

	* QuantLib.dsp (1.202), ql/option.hpp (1.22),
	ql/Instruments/Makefile.am (1.19), ql/Instruments/asianoption.cpp
	(1.1), ql/Instruments/asianoption.hpp (1.1),
	ql/Instruments/barrieroption.cpp (1.15),
	ql/Instruments/barrieroption.hpp (1.13),
	ql/Instruments/makefile.mak (1.25),
	ql/Instruments/oneassetoption.cpp (1.1),
	ql/Instruments/oneassetoption.hpp (1.1),
	ql/Instruments/oneassetstrikedoption.cpp (1.1),
	ql/Instruments/oneassetstrikedoption.hpp (1.1),
	ql/Instruments/vanillaoption.cpp (1.36),
	ql/Instruments/vanillaoption.hpp (1.34):

	OneAssetOption and OneAssetStrikedOption instrumets introduced

2003-12-18 12:10  Luigi Ballabio

	* QuantLib.dsp (1.201), ql/Makefile.am (1.44), ql/quantlib.hpp
	(1.141), ql/Pricers/Makefile.am (1.37),
	ql/ShortRateModels/calibrationhelper.hpp (1.16),
	ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.16),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.15),
	ql/Volatilities/capflatvolvector.hpp (1.14):

	Moved Black model where it might belong (better than in the root
	dir anyway)

2003-12-18 10:31  Luigi Ballabio

	* ql/: Makefile.am (1.43), quantlib.hpp (1.140),
	FiniteDifferences/tridiagonaloperator.hpp (1.30), Math/Makefile.am
	(1.35), Math/array.hpp (1.1), Math/matrix.hpp (1.22),
	Optimization/constraint.hpp (1.16), Optimization/costfunction.hpp
	(1.19), RandomNumbers/haltonrsg.hpp (1.12),
	RandomNumbers/randomsequencegenerator.hpp (1.11),
	RandomNumbers/sobolrsg.hpp (1.13):

	Moved array where it belongs

2003-12-18 09:30  Ferdinando Ametrano

	* ql/PricingEngines/: Makefile.am (1.30), Lookback/Makefile.am
	(1.2), Cliquet/Makefile.am (1.2):

	(conceptual) file re-ordering

2003-12-17 17:57  Ferdinando Ametrano

	* QuantLib.dsp (1.200), test-suite/barrieroption.cpp (1.14),
	test-suite/europeanoption.cpp (1.28), ql/makefile.mak (1.41),
	ql/quantlib.hpp (1.139), ql/Instruments/barrieroption.cpp (1.14):

	(conceptual) file re-ordering

2003-12-17 17:52  Ferdinando Ametrano

	* ql/PricingEngines/: Makefile.am (1.29), mcsimulation.hpp (1.1),
	Asian/.cvsignore (1.1), Asian/Makefile.am (1.1), Asian/makefile.mak
	(1.1), Barrier/.cvsignore (1.1), Barrier/Makefile.am (1.1),
	Barrier/analyticbarrierengine.cpp (1.1), Barrier/makefile.mak
	(1.1), Cliquet/.cvsignore (1.1), Cliquet/Makefile.am (1.1),
	Cliquet/makefile.mak (1.1), Forward/.cvsignore (1.1),
	Forward/Makefile.am (1.1), Forward/makefile.mak (1.1),
	Lookback/.cvsignore (1.1), Lookback/Makefile.am (1.1),
	Lookback/makefile.mak (1.1), Quanto/.cvsignore (1.1),
	Quanto/Makefile.am (1.1), Quanto/makefile.mak (1.1),
	Vanilla/.cvsignore (1.1), Vanilla/Makefile.am (1.1),
	Vanilla/analyticeuropeanengine.cpp (1.1),
	Vanilla/discretizedvanillaoption.cpp (1.1),
	Vanilla/discretizedvanillaoption.hpp (1.1), Vanilla/makefile.mak
	(1.1), Vanilla/mceuropeanengine.hpp (1.1),
	Vanilla/mcvanillaengine.hpp (1.1):

	(conceptual) file re-ordering

2003-12-17 15:20  Ferdinando Ametrano

	* ql/Instruments/: barrieroption.cpp (1.13), barrieroption.hpp
	(1.12):

	BarrierOption now uses Payoff

2003-12-17 15:02  Ferdinando Ametrano

	* ql/Instruments/: payoffs.hpp (1.2), vanillaoption.cpp (1.35),
	vanillaoption.hpp (1.33):

	VanillaOption now uses Payoff

2003-12-17 13:09  Luigi Ballabio

	* ql/CashFlows/coupon.hpp (1.19):

	Check for null reference dates

2003-12-16 19:01  Luigi Ballabio

	* test-suite/factorial.cpp (1.6):

	Fixed random capitals

2003-12-16 19:01  Luigi Ballabio

	* ql/: exercise.hpp (1.26), option.hpp (1.21), payoff.hpp (1.9),
	quantlib.hpp (1.138), FiniteDifferences/americancondition.hpp
	(1.18), Instruments/payoffs.hpp (1.1), Instruments/swaption.hpp
	(1.32), Instruments/vanillaoption.cpp (1.34),
	Instruments/vanillaoption.hpp (1.32), Pricers/singleassetoption.hpp
	(1.31):

	Trying to use VanillaOption as a leaf class (well, it's a first
	step)

2003-12-16 16:03  Luigi Ballabio

	* Docs/Makefile.am (1.59), Docs/makefile.mak (1.34),
	Docs/quantlib.doxy (1.79), Docs/quantlibheader.html (1.19),
	ql/Instruments/swap.hpp (1.24),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.17), ql/ShortRateModels/TwoFactorModels/g2.hpp (1.16):

	Bug list added

2003-12-15 18:16  Luigi Ballabio

	* ql/Instruments/barrieroption.cpp (1.12):

	Compiles with Boost

2003-12-15 16:42  Ferdinando Ametrano

	* ql/: Lattices/binomialtree.cpp (1.17),
	Pricers/singleassetoption.cpp (1.25),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.18),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.17):

	handling strike=0.0 where possible

2003-12-15 14:51  Ferdinando Ametrano

	* ql/Instruments/vanillaoption.cpp (1.33),
	ql/Instruments/vanillaoption.hpp (1.31),
	ql/Lattices/binomialtree.cpp (1.16), ql/Lattices/binomialtree.hpp
	(1.13), test-suite/europeanoption.cpp (1.27):

	added Leisen-Reimer binomial tree

2003-12-15 14:33  Ferdinando Ametrano

	* ql/Math/binomialdistribution.hpp (1.4):

	requiring odd n

2003-12-15 11:22  Ferdinando Ametrano

	* ql/Math/binomialdistribution.hpp (1.3):

	typo

2003-12-15 10:36  Luigi Ballabio

	* ql/Math/binomialdistribution.hpp (1.2):

	Grrr

2003-12-15 10:25  Ferdinando Ametrano

	* QuantLib.dsp (1.199), ql/quantlib.hpp (1.137),
	ql/Math/Makefile.am (1.34), ql/Math/beta.cpp (1.2),
	ql/Math/beta.hpp (1.2), ql/Math/binomialdistribution.hpp (1.1):

	added binomialCoefficientLn, binomialCoefficient,
	BinomialDistribution, CumulativeBinomialDistribution, and
	PeizerPrattMethod2Inversion

2003-12-15 10:17  Luigi Ballabio

	* QuantLib.dsp (1.198), ql/discretizedasset.hpp (1.5),
	ql/Math/Makefile.am (1.33), ql/Math/comparison.hpp (1.1):

	Somewhat better floating-point comparison

2003-12-14 16:31  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.32), beta.cpp (1.1), beta.hpp (1.1),
	makefile.mak (1.30):

	added beta function(s)

2003-12-12 15:26  Ferdinando Ametrano

	* test-suite/: factorial.cpp (1.4), factorial.hpp (1.2):

	added poisson pdf and cdf tests

2003-12-12 12:44  Ferdinando Ametrano

	* QuantLib.dsp (1.197), ql/quantlib.hpp (1.136),
	ql/Math/Makefile.am (1.30), ql/Math/incompletegamma.cpp (1.1),
	ql/Math/incompletegamma.hpp (1.1), ql/Math/makefile.mak (1.29),
	ql/Math/poissondistribution.hpp (1.1), test-suite/factorial.cpp
	(1.3):

	added poisson distribution added cumulativr poisson distribution
	added incomplete gamma function(s)

2003-12-12 10:27  Luigi Ballabio

	* ql/Patterns/composite.hpp (1.3):

	Convenience typedefs

2003-12-11 18:37  Luigi Ballabio

	* ql/Math/: factorial.cpp (1.2), factorial.hpp (1.2):

	Just because Size is an unsigned int, it doesn't mean that all
	unsigned ints are Sizes

2003-12-11 17:56  Ferdinando Ametrano

	* QuantLib.dsp (1.196), ql/Math/Makefile.am (1.29),
	ql/Math/factorial.cpp (1.1), ql/Math/factorial.hpp (1.1),
	ql/Math/gammadistribution.cpp (1.8), ql/Math/gammadistribution.hpp
	(1.8), ql/Math/makefile.mak (1.28), test-suite/Makefile.am (1.20),
	test-suite/factorial.cpp (1.1), test-suite/factorial.hpp (1.1),
	test-suite/makefile.mak (1.19), test-suite/quantlibtestsuite.cpp
	(1.44), test-suite/testsuite.dsp (1.19):

	added factorial added factorial and gamma function tests

2003-12-11 11:39  Luigi Ballabio

	* ql/Optimization/method.hpp (1.11):

	sigh

2003-12-11 11:24  Ferdinando Ametrano

	* ql/Optimization/method.hpp (1.10):

	deprecated typedef removed

2003-12-11 11:10  Ferdinando Ametrano

	* QuantLib.dsp (1.195), ql/Math/Makefile.am (1.28),
	ql/Math/makefile.mak (1.27), ql/Math/matrix.hpp (1.21),
	test-suite/covariance.cpp (1.14), test-suite/matrices.cpp (1.8):

	Cholesky as CholeskyDecomposition function SalvagingAlgorithm as
	structure

2003-12-11 10:53  Luigi Ballabio

	* ql/: quantlib.hpp (1.135), Patterns/composite.hpp (1.1):

	Composite pattern

2003-12-10 18:18  Ferdinando Ametrano

	* QuantLib.dsp (1.194), ql/errors.hpp (1.14), ql/Math/matrix.hpp
	(1.20), test-suite/old_pricers.cpp (1.27):

	added rankReducedSqrt improved pseudoSqrt

2003-12-10 18:14  Ferdinando Ametrano

	* ql/Math/symmetricschurdecomposition.cpp (1.16):

	round off errors

2003-12-10 17:20  Ferdinando Ametrano

	* makefile.mak (1.50):

	target added

2003-12-10 17:16  Ferdinando Ametrano

	* test-suite/matrices.cpp (1.7):

	explicit choice of salvaging algorithm

2003-12-10 15:30  Luigi Ballabio

	* Docs/quantlib.doxy (1.78):

	Parsing headers only

2003-12-10 15:27  Luigi Ballabio

	* quantlib.el (1.3), ql/date.hpp (1.25):

	Added frequency enumeration

2003-12-10 14:23  Luigi Ballabio

	* ql/Calendars/: Makefile.am (1.16), makefile.mak (1.20):

	Oversight in copyright dates

2003-12-10 14:15  Marco Marchioro

	* QuantLib.dsp (1.193), ql/quantlib.hpp (1.134):

	Added calendar for Copenhagen

2003-12-09 17:42  Luigi Ballabio

	* test-suite/: covariance.cpp (1.13), matrices.cpp (1.6),
	matrices.hpp (1.6), old_pricers.cpp (1.26), quantlibtestsuite.cpp
	(1.43):

	tests fixed

2003-12-09 10:43  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.27), makefile.mak (1.26):

	added Cholesky decomposition

2003-12-09 10:33  Ferdinando Ametrano

	* ql/Math/symmetricschurdecomposition.cpp (1.15):

	eigenvectors now have the first component always positive, to allow
	for easy consistent comparison between similar matrices

2003-12-08 16:10  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.cpp (1.7),
	blackvariancesurface.cpp (1.7):

	bug fix for short time (0<=t<=Tmin) interpolation

2003-12-05 17:03  Luigi Ballabio

	* QuantLib.dsp (1.192), ql/pricingengine.hpp (1.14),
	ql/quantlib.hpp (1.133), ql/PricingEngines/Makefile.am (1.28),
	ql/PricingEngines/genericmodelengine.hpp (1.1),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.9):

	moved GenericEngine into pricingengine.hpp (they're strongly
	coupled anyway)

2003-12-04 14:35  Marco Marchioro

	* Authors.txt (1.13):

	trying to avoid some spam

2003-12-01 11:39  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.47),
	Examples/Swap/swapvaluation.cpp (1.43),
	ql/Instruments/barrieroption.cpp (1.11),
	ql/Instruments/barrieroption.hpp (1.11),
	ql/Instruments/capfloor.cpp (1.47), ql/Instruments/capfloor.hpp
	(1.44), ql/Instruments/forwardvanillaoption.cpp (1.18),
	ql/Instruments/forwardvanillaoption.hpp (1.15),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.13),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.10),
	ql/Instruments/quantovanillaoption.cpp (1.20),
	ql/Instruments/quantovanillaoption.hpp (1.16),
	ql/Instruments/stock.cpp (1.14), ql/Instruments/stock.hpp (1.13),
	ql/Instruments/vanillaoption.cpp (1.32),
	ql/Instruments/vanillaoption.hpp (1.30),
	ql/ShortRateModels/calibrationhelper.hpp (1.15),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.26),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.13),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.23),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.11),
	ql/TermStructures/flatforward.hpp (1.31),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.17),
	ql/TermStructures/ratehelpers.cpp (1.40),
	ql/TermStructures/ratehelpers.hpp (1.35),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.18),
	ql/Volatilities/blackconstantvol.hpp (1.20),
	ql/Volatilities/localconstantvol.hpp (1.16),
	ql/Volatilities/localvolsurface.cpp (1.6),
	ql/Volatilities/localvolsurface.hpp (1.15),
	test-suite/barrieroption.cpp (1.13), test-suite/capfloor.cpp
	(1.24), test-suite/europeanoption.cpp (1.26),
	test-suite/instruments.cpp (1.8),
	test-suite/piecewiseflatforward.cpp (1.13), test-suite/swaption.cpp
	(1.15), test-suite/termstructures.cpp (1.12):

	MarketElement renamed to Quote

2003-11-27 17:46  Ferdinando Ametrano

	* ql/qldefines.hpp (1.62):

	checking boost version number

2003-11-27 16:57  Luigi Ballabio

	* QuantLib.dsp (1.191):

	Removed files for other compilers

2003-11-27 16:45  Ferdinando Ametrano

	* dev_tools/tgz2zip (1.2):

	user configurations moved to a single place

2003-11-27 16:41  Luigi Ballabio

	* ql/userconfig.hpp (1.2):

	Added warning for gcc users

2003-11-27 16:32  Luigi Ballabio

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.27):

	Compiles using boost on Visual

2003-11-27 15:57  Ferdinando Ametrano

	* QuantLib.dsp (1.190):

	user configurations moved to a single place

2003-11-27 15:50  Ferdinando Ametrano

	* ql/: Makefile.am (1.42), config.ansi.hpp (1.23), config.bcc.hpp
	(1.24), config.msvc.hpp (1.42), config.mwcw.hpp (1.22),
	userconfig.hpp (1.1):

	user configurations moved to a single place

2003-11-27 15:40  Ferdinando Ametrano

	* Examples/BermudanSwaption/makefile.mak (1.12),
	Examples/DiscreteHedging/makefile.mak (1.15),
	Examples/Swap/makefile.mak (1.15), ql/makefile.mak (1.40),
	ql/Calendars/makefile.mak (1.19), ql/CashFlows/makefile.mak (1.17),
	ql/DayCounters/makefile.mak (1.16),
	ql/FiniteDifferences/makefile.mak (1.16), ql/Indexes/makefile.mak
	(1.14), ql/Instruments/makefile.mak (1.24),
	ql/Lattices/makefile.mak (1.22), ql/Math/makefile.mak (1.25),
	ql/MonteCarlo/makefile.mak (1.24), ql/Optimization/makefile.mak
	(1.14), ql/Pricers/makefile.mak (1.36),
	ql/PricingEngines/makefile.mak (1.27),
	ql/RandomNumbers/makefile.mak (1.22),
	ql/ShortRateModels/makefile.mak (1.11),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.10),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.10),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.10),
	ql/TermStructures/makefile.mak (1.19), ql/Volatilities/makefile.mak
	(1.5), test-suite/makefile.mak (1.18):

	Borland makefiles ready for boost

2003-11-27 13:20  Ferdinando Ametrano

	* test-suite/riskstats.cpp (1.29):

	must be equal!

2003-11-27 11:58  Luigi Ballabio

	* test-suite/europeanoption.cpp (1.25):

	Ouch

2003-11-27 11:46  Luigi Ballabio

	* acinclude.m4 (1.8), configure.ac (1.28),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.46),
	Examples/Swap/swapvaluation.cpp (1.42), ql/config.ansi.hpp (1.22),
	ql/config.bcc.hpp (1.23), ql/config.msvc.hpp (1.41),
	ql/config.mwcw.hpp (1.21), ql/handle.hpp (1.17), ql/instrument.hpp
	(1.26), ql/option.hpp (1.20), ql/pricingengine.hpp (1.13),
	ql/CashFlows/parcoupon.cpp (1.7),
	ql/CashFlows/shortfloatingcoupon.cpp (1.14),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.26),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.29),
	ql/Instruments/barrieroption.cpp (1.10),
	ql/Instruments/capfloor.cpp (1.46),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.12),
	ql/Instruments/quantovanillaoption.cpp (1.19),
	ql/Instruments/swap.cpp (1.28), ql/Instruments/vanillaoption.cpp
	(1.31), ql/MonteCarlo/montecarlomodel.hpp (1.30),
	ql/Patterns/bridge.hpp (1.8), ql/Patterns/observable.hpp (1.18),
	ql/ShortRateModels/model.cpp (1.18), ql/ShortRateModels/model.hpp
	(1.25), ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp
	(1.14),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.16), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.15),
	ql/TermStructures/ratehelpers.cpp (1.39), test-suite/capfloor.cpp
	(1.23), test-suite/europeanoption.cpp (1.24):

	Use boost::shared_ptr if available

2003-11-24 12:01  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.45),
	ql/Optimization/armijo.cpp (1.17),
	ql/Optimization/conjugategradient.hpp (1.17),
	ql/Optimization/leastsquare.hpp (1.24), ql/Optimization/method.hpp
	(1.9), ql/Optimization/problem.hpp (1.10),
	ql/Optimization/simplex.hpp (1.14),
	ql/Optimization/steepestdescent.hpp (1.18),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.8),
	ql/ShortRateModels/model.cpp (1.17), ql/ShortRateModels/model.hpp
	(1.24), ql/ShortRateModels/onefactormodel.cpp (1.14),
	ql/ShortRateModels/onefactormodel.hpp (1.14),
	ql/ShortRateModels/twofactormodel.cpp (1.10),
	ql/ShortRateModels/twofactormodel.hpp (1.10):

	Model and Method renamed to ShortRateModel and OptimizationMethod,
	respectively.  Typedefs are provided for backward
	compatibility--they will be removed in subsequent releases.

2003-11-21 18:34  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.12), test-suite/riskstats.cpp
	(1.28):

	GaussianStatistics<StatsHolder> finally works

2003-11-21 17:47  Ferdinando Ametrano

	* ChangeLog.txt (1.40):

	older part of the changelog removed

2003-11-21 17:43  Ferdinando Ametrano

	* ChangeLog.txt (1.39):

	older part of the changelog removed

2003-11-21 15:45  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.11),
	symmetricschurdecomposition.cpp (1.14):

	nothing relevant

2003-11-21 11:13  Marco Marchioro

	* Docs/README.txt (1.24):

	info on downloading fancy_header updated

2003-11-20 19:12  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.10):

	helper class

2003-11-20 18:54  Ferdinando Ametrano

	* QuantLib.dsp (1.189), makefile.mak (1.49), ql/quantlib.hpp
	(1.132), ql/Math/Makefile.am (1.26), ql/Math/makefile.mak (1.24),
	ql/Math/sequencestatistics.hpp (1.23), test-suite/covariance.cpp
	(1.12):

	The already deprecated MultivariateAccumulator is gone.  Use
	SequenceStatistics instead

2003-11-20 18:03  Ferdinando Ametrano

	* ql/PricingEngines/makefile.mak (1.26):

	Missed in action.  Rest in peace

2003-11-20 18:01  Ferdinando Ametrano

	* ql/Pricers/makefile.mak (1.35):

	MIA RIP

2003-11-20 17:53  Luigi Ballabio

	* QuantLib.spec.in (1.2):

	Added Liguo's mods

2003-11-20 17:53  Luigi Ballabio

	* ql/Math/incrementalstatistics.hpp (1.6):

	Typos and minor stuff

2003-11-20 17:52  Luigi Ballabio

	* ql/Math/statistics.hpp (1.29), test-suite/riskstats.cpp (1.27),
	test-suite/stats.cpp (1.17):

	Removed unneeded dependencies

2003-11-19 17:11  Ferdinando Ametrano

	* ql/: calendar.hpp (1.29), cashflow.hpp (1.16), daycounter.hpp
	(1.24), index.hpp (1.16), instrument.hpp (1.25), pricingengine.hpp
	(1.12), qldefines.hpp (1.61), solver1d.hpp (1.18),
	termstructure.hpp (1.37), voltermstructure.hpp (1.18),
	FiniteDifferences/finitedifferencemodel.hpp (1.25),
	Lattices/lattice.hpp (1.10), MonteCarlo/montecarlomodel.hpp (1.29),
	Optimization/problem.hpp (1.9), Patterns/observable.hpp (1.17),
	Pricers/singleassetoption.hpp (1.30),
	RandomNumbers/knuthuniformrng.hpp (1.15), ShortRateModels/model.hpp
	(1.23), Volatilities/swaptionvolmatrix.hpp (1.18):

	deprecated inner namespace definitions moved to a single place, in
	order to allow easy way to comment them out and check if one's code
	still rely on them

2003-11-19 11:31  Ferdinando Ametrano

	* ql/quantlib.hpp (1.131):

	Functions namespace deprecated but still supported

2003-11-19 10:51  Ferdinando Ametrano

	* Authors.txt (1.12), Contributors.txt (1.22), LICENSE.TXT (1.15),
	News.txt (1.33), QuantLib.dsp (1.188), QuantLib.nsi (1.87),
	configure.ac (1.27), Docs/quantlib.doxy (1.76),
	Docs/pages/authors.docs (1.25), Docs/pages/history.docs (1.13),
	Docs/pages/license.docs (1.15), Docs/pages/usage.docs (1.13),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.10),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.12),
	Examples/Swap/Swap.dsp (1.11), dev_tools/QLdebugzip.bat (1.2),
	ql/argsandresults.hpp (1.16), ql/config.msvc.hpp (1.40),
	ql/voltermstructure.cpp (1.12), ql/Instruments/capfloor.hpp (1.43),
	ql/Instruments/swap.hpp (1.23), ql/Instruments/vanillaoption.hpp
	(1.29), ql/Math/symmetricschurdecomposition.cpp (1.13),
	ql/Math/symmetricschurdecomposition.hpp (1.13),
	ql/Pricers/singleassetoption.hpp (1.29),
	ql/Volatilities/blackvariancecurve.cpp (1.6),
	ql/Volatilities/blackvariancesurface.cpp (1.6),
	test-suite/Makefile.am (1.19), test-suite/covariance.cpp (1.11),
	test-suite/lowdiscrepancysequences.cpp (1.39),
	test-suite/old_pricers.cpp (1.25), test-suite/testsuite.dsp (1.18):

	R000304f0-branch-merge1 merged into trunk

2003-11-18 20:52  Ferdinando Ametrano

	* Examples/BermudanSwaption/makefile.mak (1.11),
	Examples/DiscreteHedging/makefile.mak (1.14),
	Examples/Swap/makefile.mak (1.14), ql/makefile.mak (1.39),
	ql/Calendars/makefile.mak (1.18), ql/CashFlows/makefile.mak (1.16),
	ql/DayCounters/makefile.mak (1.15),
	ql/FiniteDifferences/makefile.mak (1.15), ql/Indexes/makefile.mak
	(1.13), ql/Instruments/makefile.mak (1.23),
	ql/Lattices/makefile.mak (1.21), ql/Math/makefile.mak (1.23),
	ql/MonteCarlo/makefile.mak (1.23), ql/Optimization/makefile.mak
	(1.13), ql/PricingEngines/makefile.mak (1.25),
	ql/RandomNumbers/makefile.mak (1.21),
	ql/ShortRateModels/makefile.mak (1.10),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.9),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.9),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.9),
	ql/TermStructures/makefile.mak (1.18), ql/Volatilities/makefile.mak
	(1.4), test-suite/makefile.mak (1.17):

	trying to improve Borland performances

2003-11-18 19:31  Ferdinando Ametrano

	* dev_tools/QLdebugzip.bat (1.1):

	file QLdebugzip.bat was initially added on branch R000304f0-branch.

2003-11-11 16:40  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.44),
	Examples/Swap/swapvaluation.cpp (1.41), ql/quantlib.hpp (1.130),
	ql/termstructure.hpp (1.36), ql/voltermstructure.hpp (1.17),
	ql/Instruments/barrieroption.cpp (1.9),
	ql/Instruments/vanillaoption.cpp (1.30),
	ql/Math/lexicographicalview.hpp (1.13), ql/Math/matrix.hpp (1.19),
	ql/TermStructures/compoundforward.cpp (1.28),
	ql/TermStructures/compoundforward.hpp (1.22),
	ql/TermStructures/discountcurve.hpp (1.22),
	ql/TermStructures/drifttermstructure.hpp (1.7),
	ql/TermStructures/extendeddiscountcurve.cpp (1.4),
	ql/TermStructures/extendeddiscountcurve.hpp (1.6),
	ql/TermStructures/flatforward.hpp (1.30),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.16),
	ql/TermStructures/impliedtermstructure.hpp (1.15),
	ql/TermStructures/piecewiseflatforward.cpp (1.37),
	ql/TermStructures/piecewiseflatforward.hpp (1.33),
	ql/TermStructures/quantotermstructure.hpp (1.10),
	ql/TermStructures/ratehelpers.cpp (1.38),
	ql/TermStructures/ratehelpers.hpp (1.34),
	ql/TermStructures/zerocurve.hpp (1.7),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.17),
	ql/Utilities/steppingiterator.hpp (1.13),
	ql/Volatilities/blackconstantvol.hpp (1.19),
	ql/Volatilities/blackvariancecurve.cpp (1.5),
	ql/Volatilities/blackvariancecurve.hpp (1.25),
	ql/Volatilities/blackvariancesurface.cpp (1.5),
	ql/Volatilities/blackvariancesurface.hpp (1.27),
	ql/Volatilities/capflatvolvector.hpp (1.13),
	ql/Volatilities/impliedvoltermstructure.hpp (1.9),
	ql/Volatilities/localconstantvol.hpp (1.15),
	ql/Volatilities/localvolcurve.hpp (1.10),
	ql/Volatilities/localvolsurface.cpp (1.5),
	ql/Volatilities/localvolsurface.hpp (1.14),
	ql/Volatilities/swaptionvolmatrix.hpp (1.17),
	test-suite/barrieroption.cpp (1.12), test-suite/capfloor.cpp
	(1.22), test-suite/compoundforward.cpp (1.8),
	test-suite/europeanoption.cpp (1.23),
	test-suite/piecewiseflatforward.cpp (1.12), test-suite/swap.cpp
	(1.13), test-suite/swaption.cpp (1.14),
	test-suite/termstructures.cpp (1.11):

	Inner namespaces are gone. Fake aliases are still provided for
	compatibility.

2003-11-11 09:31  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.43),
	ql/quantlib.hpp (1.129), ql/solver1d.hpp (1.17),
	ql/FiniteDifferences/onefactoroperator.hpp (1.17),
	ql/Instruments/capfloor.cpp (1.45),
	ql/Instruments/vanillaoption.cpp (1.29), ql/MonteCarlo/mctraits.hpp
	(1.8), ql/MonteCarlo/mctypedefs.hpp (1.27),
	ql/MonteCarlo/pathgenerator.hpp (1.42), ql/Optimization/armijo.cpp
	(1.16), ql/Optimization/armijo.hpp (1.17),
	ql/Optimization/conjugategradient.cpp (1.17),
	ql/Optimization/conjugategradient.hpp (1.16),
	ql/Optimization/constraint.hpp (1.15),
	ql/Optimization/costfunction.hpp (1.18),
	ql/Optimization/criteria.hpp (1.15),
	ql/Optimization/leastsquare.hpp (1.23),
	ql/Optimization/linesearch.hpp (1.16), ql/Optimization/method.hpp
	(1.8), ql/Optimization/problem.hpp (1.8),
	ql/Optimization/simplex.cpp (1.10), ql/Optimization/simplex.hpp
	(1.13), ql/Optimization/steepestdescent.cpp (1.15),
	ql/Optimization/steepestdescent.hpp (1.17),
	ql/Pricers/singleassetoption.cpp (1.24),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.7),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.13),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.13),
	ql/RandomNumbers/haltonrsg.cpp (1.12),
	ql/RandomNumbers/haltonrsg.hpp (1.11),
	ql/RandomNumbers/knuthuniformrng.cpp (1.10),
	ql/RandomNumbers/knuthuniformrng.hpp (1.14),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.10),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.12),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.8),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.12),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.10),
	ql/RandomNumbers/sobolrsg.cpp (1.23), ql/RandomNumbers/sobolrsg.hpp
	(1.12), ql/ShortRateModels/calibrationhelper.cpp (1.8),
	ql/ShortRateModels/calibrationhelper.hpp (1.14),
	ql/ShortRateModels/model.cpp (1.16), ql/ShortRateModels/model.hpp
	(1.22), ql/ShortRateModels/onefactormodel.cpp (1.13),
	ql/ShortRateModels/onefactormodel.hpp (1.13),
	ql/ShortRateModels/parameter.hpp (1.13),
	ql/ShortRateModels/twofactormodel.cpp (1.9),
	ql/ShortRateModels/twofactormodel.hpp (1.9),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.25),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.12),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.22),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.13),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.17),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.14),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.15),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.16), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.15),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.9),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.9),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.14),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.15),
	ql/Solvers1D/bisection.hpp (1.12), ql/Solvers1D/brent.hpp (1.12),
	ql/Solvers1D/falseposition.hpp (1.12), ql/Solvers1D/newton.hpp
	(1.13), ql/Solvers1D/newtonsafe.hpp (1.13), ql/Solvers1D/ridder.hpp
	(1.12), ql/Solvers1D/secant.hpp (1.12),
	ql/TermStructures/piecewiseflatforward.cpp (1.36),
	test-suite/lowdiscrepancysequences.cpp (1.38),
	test-suite/mersennetwister.cpp (1.10), test-suite/old_pricers.cpp
	(1.24), test-suite/riskstats.cpp (1.26), test-suite/solvers.cpp
	(1.7):

	More inner namespaces are goners

2003-11-10 12:59  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.42),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.28),
	ql/calendar.hpp (1.28), ql/capvolstructures.hpp (1.8),
	ql/cashflow.hpp (1.15), ql/daycounter.hpp (1.23), ql/index.hpp
	(1.15), ql/instrument.hpp (1.24), ql/pricingengine.hpp (1.11),
	ql/quantlib.hpp (1.128), ql/solver1d.hpp (1.16),
	ql/swaptionvolstructure.hpp (1.9), ql/termstructure.hpp (1.35),
	ql/voltermstructure.hpp (1.16), ql/CashFlows/coupon.hpp (1.18),
	ql/CashFlows/fixedratecoupon.hpp (1.20),
	ql/CashFlows/floatingratecoupon.hpp (1.29),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.10),
	ql/CashFlows/indexedcoupon.hpp (1.10), ql/CashFlows/parcoupon.hpp
	(1.8), ql/CashFlows/shortfloatingcoupon.hpp (1.15),
	ql/CashFlows/simplecashflow.hpp (1.13),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.10), ql/Indexes/xibor.hpp
	(1.20), ql/Instruments/barrieroption.cpp (1.8),
	ql/Instruments/capfloor.cpp (1.44), ql/Lattices/binomialtree.cpp
	(1.15), ql/Lattices/binomialtree.hpp (1.12),
	ql/Lattices/bsmlattice.hpp (1.8), ql/Lattices/lattice.hpp (1.9),
	ql/Lattices/lattice2d.hpp (1.8), ql/Lattices/tree.hpp (1.20),
	ql/Lattices/trinomialtree.cpp (1.18), ql/Lattices/trinomialtree.hpp
	(1.11), ql/MonteCarlo/brownianbridge.hpp (1.10),
	ql/MonteCarlo/getcovariance.hpp (1.15), ql/MonteCarlo/mctraits.hpp
	(1.7), ql/MonteCarlo/mctypedefs.hpp (1.26),
	ql/MonteCarlo/montecarlomodel.hpp (1.28),
	ql/MonteCarlo/multipath.hpp (1.18),
	ql/MonteCarlo/multipathgenerator.hpp (1.36), ql/MonteCarlo/path.hpp
	(1.18), ql/MonteCarlo/pathgenerator.hpp (1.41),
	ql/MonteCarlo/pathpricer.hpp (1.17), ql/MonteCarlo/sample.hpp
	(1.11), ql/Optimization/constraint.hpp (1.14),
	ql/Patterns/bridge.hpp (1.7), ql/Patterns/curiouslyrecurring.hpp
	(1.3), ql/Patterns/lazyobject.hpp (1.7), ql/Patterns/observable.hpp
	(1.16), ql/Patterns/visitor.hpp (1.6),
	ql/Pricers/discretegeometricaso.cpp (1.14),
	ql/Pricers/discretegeometricaso.hpp (1.12),
	ql/Pricers/mccliquetoption.cpp (1.17),
	ql/Pricers/mccliquetoption.hpp (1.15),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.21),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.18),
	ql/Pricers/mceverest.cpp (1.25), ql/Pricers/mceverest.hpp (1.20),
	ql/Pricers/mchimalaya.cpp (1.25), ql/Pricers/mchimalaya.hpp (1.20),
	ql/Pricers/mcmaxbasket.cpp (1.22), ql/Pricers/mcmaxbasket.hpp
	(1.20), ql/Pricers/mcpagoda.cpp (1.24), ql/Pricers/mcpagoda.hpp
	(1.21), ql/Pricers/mcperformanceoption.cpp (1.16),
	ql/Pricers/mcperformanceoption.hpp (1.13), ql/Pricers/mcpricer.hpp
	(1.27), ql/Pricers/singleassetoption.cpp (1.23),
	ql/Pricers/singleassetoption.hpp (1.28),
	ql/PricingEngines/Makefile.am (1.27),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.6),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.12),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.12),
	ql/RandomNumbers/haltonrsg.hpp (1.10),
	ql/RandomNumbers/knuthuniformrng.hpp (1.13),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.11),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.11),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.9),
	ql/RandomNumbers/sobolrsg.hpp (1.11),
	ql/ShortRateModels/calibrationhelper.hpp (1.13),
	ql/ShortRateModels/model.hpp (1.21),
	ql/ShortRateModels/onefactormodel.cpp (1.12),
	ql/ShortRateModels/onefactormodel.hpp (1.12),
	ql/ShortRateModels/parameter.hpp (1.12),
	ql/ShortRateModels/twofactormodel.cpp (1.8),
	ql/ShortRateModels/twofactormodel.hpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.24),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.21),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.12),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.9),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.16),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.14),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.15), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.13),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.14),
	ql/TermStructures/compoundforward.hpp (1.21),
	ql/TermStructures/drifttermstructure.hpp (1.6),
	ql/TermStructures/extendeddiscountcurve.hpp (1.5),
	ql/TermStructures/flatforward.hpp (1.29),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.15),
	ql/TermStructures/impliedtermstructure.hpp (1.14),
	ql/TermStructures/piecewiseflatforward.hpp (1.32),
	ql/TermStructures/quantotermstructure.hpp (1.9),
	ql/TermStructures/ratehelpers.hpp (1.33),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.16),
	ql/Volatilities/blackconstantvol.hpp (1.18),
	ql/Volatilities/blackvariancecurve.hpp (1.24),
	ql/Volatilities/blackvariancesurface.hpp (1.26),
	ql/Volatilities/impliedvoltermstructure.hpp (1.8),
	ql/Volatilities/localconstantvol.hpp (1.14),
	ql/Volatilities/localvolcurve.hpp (1.9),
	ql/Volatilities/localvolsurface.cpp (1.4),
	ql/Volatilities/localvolsurface.hpp (1.13),
	test-suite/barrieroption.cpp (1.11), test-suite/capfloor.cpp
	(1.21), test-suite/covariance.cpp (1.10),
	test-suite/europeanoption.cpp (1.22), test-suite/old_pricers.cpp
	(1.23), test-suite/swaption.cpp (1.13), test-suite/utilities.hpp
	(1.5):

	Nuked a few namespaces more

2003-11-07 18:09  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.27),
	ql/quantlib.hpp (1.127), ql/Lattices/lattice2d.hpp (1.7),
	ql/Math/bicubicsplineinterpolation.hpp (1.10),
	ql/Math/bilinearinterpolation.hpp (1.17),
	ql/Math/chisquaredistribution.cpp (1.9),
	ql/Math/chisquaredistribution.hpp (1.9), ql/Math/cubicspline.hpp
	(1.31), ql/Math/discrepancystatistics.cpp (1.6),
	ql/Math/discrepancystatistics.hpp (1.11), ql/Math/errorfunction.cpp
	(1.5), ql/Math/errorfunction.hpp (1.5), ql/Math/functional.hpp
	(1.4), ql/Math/gammadistribution.cpp (1.7),
	ql/Math/gammadistribution.hpp (1.7), ql/Math/gaussianstatistics.hpp
	(1.9), ql/Math/generalstatistics.cpp (1.9),
	ql/Math/generalstatistics.hpp (1.9),
	ql/Math/incrementalstatistics.cpp (1.7),
	ql/Math/incrementalstatistics.hpp (1.5), ql/Math/interpolation.hpp
	(1.20), ql/Math/interpolation2D.hpp (1.14),
	ql/Math/kronrodintegral.hpp (1.5), ql/Math/lexicographicalview.hpp
	(1.12), ql/Math/linearinterpolation.hpp (1.17),
	ql/Math/loglinearinterpolation.hpp (1.19), ql/Math/matrix.hpp
	(1.18), ql/Math/normaldistribution.cpp (1.22),
	ql/Math/normaldistribution.hpp (1.25), ql/Math/primenumbers.cpp
	(1.11), ql/Math/primenumbers.hpp (1.9), ql/Math/riskstatistics.hpp
	(1.7), ql/Math/segmentintegral.hpp (1.21),
	ql/Math/sequencestatistics.hpp (1.22), ql/Math/simpsonintegral.hpp
	(1.3), ql/Math/statistics.hpp (1.28), ql/Math/svd.cpp (1.4),
	ql/Math/svd.hpp (1.4), ql/Math/symmetricschurdecomposition.cpp
	(1.12), ql/Math/symmetricschurdecomposition.hpp (1.12),
	ql/Math/trapezoidintegral.hpp (1.3),
	ql/MonteCarlo/getcovariance.hpp (1.14), ql/MonteCarlo/mctraits.hpp
	(1.6), ql/MonteCarlo/montecarlomodel.hpp (1.27),
	ql/MonteCarlo/multipathgenerator.hpp (1.35),
	ql/Optimization/leastsquare.hpp (1.22),
	ql/Pricers/discretegeometricaso.cpp (1.13),
	ql/Pricers/discretegeometricaso.hpp (1.11),
	ql/Pricers/mccliquetoption.cpp (1.16),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.20),
	ql/Pricers/mceverest.cpp (1.24), ql/Pricers/mceverest.hpp (1.19),
	ql/Pricers/mchimalaya.cpp (1.24), ql/Pricers/mchimalaya.hpp (1.19),
	ql/Pricers/mcmaxbasket.cpp (1.21), ql/Pricers/mcmaxbasket.hpp
	(1.19), ql/Pricers/mcpagoda.cpp (1.23), ql/Pricers/mcpagoda.hpp
	(1.20), ql/Pricers/mcperformanceoption.cpp (1.15),
	ql/Pricers/mcpricer.hpp (1.26), ql/RandomNumbers/haltonrsg.cpp
	(1.11), ql/ShortRateModels/OneFactorModels/coxingersollross.cpp
	(1.15),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.13), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.13),
	ql/TermStructures/compoundforward.cpp (1.27),
	ql/TermStructures/compoundforward.hpp (1.20),
	ql/TermStructures/discountcurve.hpp (1.21),
	ql/TermStructures/zerocurve.hpp (1.6),
	ql/Volatilities/blackvariancecurve.cpp (1.4),
	ql/Volatilities/blackvariancecurve.hpp (1.23),
	ql/Volatilities/blackvariancesurface.cpp (1.4),
	ql/Volatilities/blackvariancesurface.hpp (1.25),
	ql/Volatilities/capflatvolvector.hpp (1.12),
	ql/Volatilities/swaptionvolmatrix.hpp (1.16),
	test-suite/covariance.cpp (1.9), test-suite/distributions.cpp
	(1.10), test-suite/integrals.cpp (1.7),
	test-suite/lowdiscrepancysequences.cpp (1.37),
	test-suite/matrices.cpp (1.5), test-suite/old_pricers.cpp (1.22),
	test-suite/operators.cpp (1.8), test-suite/riskstats.cpp (1.25),
	test-suite/stats.cpp (1.16):

	Removed the Math namespace

2003-11-07 13:52  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.41),
	Examples/Swap/swapvaluation.cpp (1.40), ql/instrument.hpp (1.23),
	ql/quantlib.hpp (1.126), ql/Instruments/barrieroption.cpp (1.7),
	ql/Instruments/barrieroption.hpp (1.10),
	ql/Instruments/capfloor.cpp (1.43), ql/Instruments/capfloor.hpp
	(1.42), ql/Instruments/cliquetoption.hpp (1.4),
	ql/Instruments/forwardvanillaoption.cpp (1.17),
	ql/Instruments/forwardvanillaoption.hpp (1.14),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.11),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.9),
	ql/Instruments/quantovanillaoption.cpp (1.18),
	ql/Instruments/quantovanillaoption.hpp (1.15),
	ql/Instruments/stock.cpp (1.13), ql/Instruments/stock.hpp (1.12),
	ql/Instruments/swap.cpp (1.27), ql/Instruments/swap.hpp (1.22),
	ql/Instruments/swaption.cpp (1.37), ql/Instruments/swaption.hpp
	(1.31), ql/Instruments/vanillaoption.cpp (1.28),
	ql/Instruments/vanillaoption.hpp (1.28),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.23),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.9),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.12),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.14),
	ql/TermStructures/ratehelpers.cpp (1.37),
	ql/TermStructures/ratehelpers.hpp (1.32),
	test-suite/barrieroption.cpp (1.10), test-suite/capfloor.cpp
	(1.20), test-suite/compoundforward.cpp (1.7),
	test-suite/europeanoption.cpp (1.21), test-suite/instruments.cpp
	(1.7), test-suite/piecewiseflatforward.cpp (1.11),
	test-suite/swap.cpp (1.12), test-suite/swaption.cpp (1.12):

	Removed the Instruments namespace

2003-11-07 11:46  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.40),
	Examples/Swap/swapvaluation.cpp (1.39), ql/index.hpp (1.14),
	ql/quantlib.hpp (1.125), ql/CashFlows/cashflowvectors.cpp (1.29),
	ql/CashFlows/cashflowvectors.hpp (1.24),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.9),
	ql/CashFlows/indexedcoupon.hpp (1.9), ql/CashFlows/parcoupon.cpp
	(1.6), ql/CashFlows/parcoupon.hpp (1.7),
	ql/CashFlows/shortfloatingcoupon.cpp (1.13),
	ql/CashFlows/shortfloatingcoupon.hpp (1.14),
	ql/CashFlows/shortindexedcoupon.hpp (1.8),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.9),
	ql/Indexes/audlibor.hpp (1.12), ql/Indexes/cadlibor.hpp (1.12),
	ql/Indexes/chflibor.hpp (1.10), ql/Indexes/euribor.hpp (1.16),
	ql/Indexes/gbplibor.hpp (1.16), ql/Indexes/jpylibor.hpp (1.11),
	ql/Indexes/usdlibor.hpp (1.16), ql/Indexes/xibor.cpp (1.15),
	ql/Indexes/xibor.hpp (1.19),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.22),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.10),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.19),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.8),
	ql/TermStructures/ratehelpers.cpp (1.36), test-suite/capfloor.cpp
	(1.19), test-suite/compoundforward.cpp (1.6),
	test-suite/piecewiseflatforward.cpp (1.10), test-suite/swap.cpp
	(1.11), test-suite/swaption.cpp (1.11):

	Removed the Indexes namespace

2003-11-07 10:15  Luigi Ballabio

	* ql/quantlib.hpp (1.124),
	ql/FiniteDifferences/americancondition.hpp (1.17),
	ql/FiniteDifferences/boundarycondition.cpp (1.6),
	ql/FiniteDifferences/boundarycondition.hpp (1.12),
	ql/FiniteDifferences/bsmoperator.cpp (1.14),
	ql/FiniteDifferences/bsmoperator.hpp (1.14),
	ql/FiniteDifferences/cranknicolson.hpp (1.18),
	ql/FiniteDifferences/dminus.hpp (1.13),
	ql/FiniteDifferences/dplus.hpp (1.13),
	ql/FiniteDifferences/dplusdminus.hpp (1.14),
	ql/FiniteDifferences/dzero.hpp (1.13),
	ql/FiniteDifferences/expliciteuler.hpp (1.14),
	ql/FiniteDifferences/fdtypedefs.hpp (1.11),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.24),
	ql/FiniteDifferences/impliciteuler.hpp (1.13),
	ql/FiniteDifferences/mixedscheme.hpp (1.10),
	ql/FiniteDifferences/onefactoroperator.hpp (1.16),
	ql/FiniteDifferences/shoutcondition.hpp (1.16),
	ql/FiniteDifferences/stepcondition.hpp (1.12),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.23),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.28),
	ql/Math/cubicspline.hpp (1.30), test-suite/operators.cpp (1.7):

	Removed the FiniteDifferences namespace

2003-11-06 16:13  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.39),
	Examples/Swap/swapvaluation.cpp (1.38), ql/daycounter.hpp (1.22),
	ql/quantlib.hpp (1.123), ql/DayCounters/actual360.hpp (1.15),
	ql/DayCounters/actualactual.cpp (1.21),
	ql/DayCounters/actualactual.hpp (1.19),
	ql/DayCounters/simpledaycounter.cpp (1.3),
	ql/DayCounters/simpledaycounter.hpp (1.3),
	ql/DayCounters/thirty360.cpp (1.14), ql/DayCounters/thirty360.hpp
	(1.18), ql/Indexes/audlibor.hpp (1.11), ql/Indexes/cadlibor.hpp
	(1.11), ql/Indexes/chflibor.hpp (1.9), ql/Indexes/euribor.hpp
	(1.15), ql/Indexes/gbplibor.hpp (1.15), ql/Indexes/jpylibor.hpp
	(1.10), ql/Indexes/usdlibor.hpp (1.15),
	ql/TermStructures/discountcurve.hpp (1.20),
	ql/TermStructures/extendeddiscountcurve.hpp (1.4),
	ql/TermStructures/flatforward.hpp (1.28),
	ql/TermStructures/zerocurve.hpp (1.5),
	ql/Volatilities/blackconstantvol.hpp (1.17),
	ql/Volatilities/blackvariancecurve.hpp (1.22),
	ql/Volatilities/blackvariancesurface.hpp (1.24),
	ql/Volatilities/capflatvolvector.hpp (1.11),
	ql/Volatilities/localconstantvol.hpp (1.13),
	ql/Volatilities/swaptionvolmatrix.hpp (1.15),
	test-suite/barrieroption.cpp (1.9), test-suite/capfloor.cpp (1.18),
	test-suite/compoundforward.cpp (1.5), test-suite/daycounters.cpp
	(1.7), test-suite/europeanoption.cpp (1.20),
	test-suite/piecewiseflatforward.cpp (1.9), test-suite/swap.cpp
	(1.10), test-suite/swaption.cpp (1.10),
	test-suite/termstructures.cpp (1.10):

	Removed the DayCounters namespace

2003-11-06 14:04  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.38),
	ql/cashflow.hpp (1.14), ql/quantlib.hpp (1.122),
	ql/CashFlows/cashflowvectors.cpp (1.28),
	ql/CashFlows/cashflowvectors.hpp (1.23), ql/CashFlows/coupon.hpp
	(1.17), ql/CashFlows/fixedratecoupon.hpp (1.19),
	ql/CashFlows/floatingratecoupon.hpp (1.28),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.8),
	ql/CashFlows/indexedcoupon.hpp (1.8), ql/CashFlows/parcoupon.cpp
	(1.5), ql/CashFlows/parcoupon.hpp (1.6),
	ql/CashFlows/shortfloatingcoupon.cpp (1.12),
	ql/CashFlows/shortfloatingcoupon.hpp (1.13),
	ql/CashFlows/shortindexedcoupon.hpp (1.7),
	ql/CashFlows/simplecashflow.hpp (1.12), ql/CashFlows/timebasket.cpp
	(1.3), ql/CashFlows/timebasket.hpp (1.5),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.8),
	ql/Instruments/capfloor.cpp (1.42), ql/Instruments/swap.cpp (1.26),
	ql/Instruments/swap.hpp (1.21), ql/Instruments/swaption.cpp (1.36),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.21),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.18),
	test-suite/capfloor.cpp (1.17):

	Removed the CashFlows namespace

2003-11-06 12:35  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.37),
	Examples/Swap/swapvaluation.cpp (1.37), ql/calendar.hpp (1.27),
	ql/quantlib.hpp (1.121), ql/Calendars/jointcalendar.cpp (1.6),
	ql/Calendars/jointcalendar.hpp (1.5), ql/Calendars/nullcalendar.hpp
	(1.3), ql/Calendars/target.cpp (1.15), ql/Calendars/target.hpp
	(1.16), ql/Indexes/audlibor.hpp (1.10), ql/Indexes/cadlibor.hpp
	(1.10), ql/Indexes/chflibor.hpp (1.8), ql/Indexes/euribor.hpp
	(1.14), ql/Indexes/gbplibor.hpp (1.14), ql/Indexes/jpylibor.hpp
	(1.9), ql/Indexes/usdlibor.hpp (1.14), ql/Indexes/xibor.hpp (1.18),
	test-suite/barrieroption.cpp (1.8), test-suite/calendars.cpp (1.5),
	test-suite/capfloor.cpp (1.16), test-suite/compoundforward.cpp
	(1.4), test-suite/europeanoption.cpp (1.19),
	test-suite/piecewiseflatforward.cpp (1.8),
	test-suite/termstructures.cpp (1.9):

	Removed the Calendars namespace

2003-11-05 14:49  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.cpp (1.27),
	ql/CashFlows/cashflowvectors.hpp (1.22), test-suite/capfloor.cpp
	(1.15):

	Removed some more

2003-11-05 11:51  Luigi Ballabio

	* ql/: Makefile.am (1.41), quantlib.hpp (1.120), Math/Makefile.am
	(1.25):

	More deprecated stuff goes

2003-11-05 10:22  Luigi Ballabio

	* ql/Instruments/barrieroption.cpp (1.6),
	ql/Instruments/barrieroption.hpp (1.9),
	test-suite/barrieroption.cpp (1.7):

	Defaults for barrier and binary engines

2003-11-05 09:13  Luigi Ballabio

	* ql/Instruments/capfloor.hpp (1.41):

	Removed deprecated typedefs

2003-11-04 18:31  Luigi Ballabio

	* ql/quantlib.hpp (1.119), ql/Pricers/Makefile.am (1.36),
	ql/Pricers/makefile.mak (1.34), test-suite/old_pricers.cpp (1.21):

	Removed a deprecated pricer

2003-11-04 15:00  Luigi Ballabio

	* ql/quantlib.hpp (1.118), test-suite/old_pricers.cpp (1.20),
	test-suite/old_pricers.hpp (1.8):

	Removed a couple of deprecated pricers

2003-11-04 12:42  Luigi Ballabio

	* ql/TermStructures/flatforward.hpp (1.27):

	Added default day counter

2003-11-03 17:39  Luigi Ballabio

	* QuantLib.nsi (1.86), configure.ac (1.26), Docs/quantlib.doxy
	(1.75), dev_tools/version_number.txt (1.35), ql/qldefines.hpp
	(1.60):

	Bumped version number

2003-11-03 17:09  Luigi Ballabio

	* QuantLib.nsi (1.85), configure.ac (1.25), Docs/quantlib.doxy
	(1.74), dev_tools/version_number.txt (1.34), ql/qldefines.hpp
	(1.59):

	Bumped version number

2003-11-03 15:56  Ferdinando Ametrano

	* News.txt (1.31), Docs/pages/history.docs (1.11):

	let's try for November 21th, QuantLib 3rd anniversary :)

2003-11-03 15:51  Ferdinando Ametrano

	* ChangeLog.txt (1.38):

	updated

2003-11-03 15:48  Ferdinando Ametrano

	* News.txt (1.30), Docs/pages/history.docs (1.10),
	Docs/pages/usage.docs (1.12):

	initial doc update

2003-11-03 14:27  Luigi Ballabio

	* ql/ShortRateModels/model.hpp (1.20):

	Bug fix

2003-11-03 13:58  Ferdinando Ametrano

	* Examples/BermudanSwaption/.cvsignore (1.8),
	Examples/DiscreteHedging/.cvsignore (1.8), Examples/Swap/.cvsignore
	(1.8), ql/.cvsignore (1.11), ql/Calendars/.cvsignore (1.7),
	ql/CashFlows/.cvsignore (1.7), ql/DayCounters/.cvsignore (1.7),
	ql/FiniteDifferences/.cvsignore (1.7), ql/Indexes/.cvsignore (1.7),
	ql/Instruments/.cvsignore (1.7), ql/Lattices/.cvsignore (1.7),
	ql/Math/.cvsignore (1.7), ql/MonteCarlo/.cvsignore (1.7),
	ql/Optimization/.cvsignore (1.7), ql/Pricers/.cvsignore (1.7),
	ql/PricingEngines/.cvsignore (1.7), ql/RandomNumbers/.cvsignore
	(1.7), ql/ShortRateModels/.cvsignore (1.7),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.7),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.7),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.7),
	ql/Solvers1D/.cvsignore (1.7), ql/TermStructures/.cvsignore (1.7),
	ql/Volatilities/.cvsignore (1.2), test-suite/.cvsignore (1.11):

	Borland obj files ignored

2003-11-03 13:18  Ferdinando Ametrano

	* ChangeLog.txt (1.37):

	updated

2003-11-03 13:00  Ferdinando Ametrano

	* Docs/README.txt (1.23), ql/Instruments/barrieroption.hpp (1.8),
	ql/Instruments/capfloor.cpp (1.41),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.10),
	ql/Instruments/swap.cpp (1.25), ql/Instruments/vanillaoption.hpp
	(1.27), ql/TermStructures/ratehelpers.hpp (1.31),
	test-suite/README.txt (1.3):

	pruned redundant header inclusions

2003-11-03 11:08  Ferdinando Ametrano

	* Authors.txt (1.11), Readme.txt (1.19), configure.ac (1.24),
	quantlib.el (1.2), Docs/pages/authors.docs (1.24),
	Docs/pages/coreclasses.docs (1.7), Docs/pages/currencies.docs
	(1.6), Docs/pages/datetime.docs (1.6), Docs/pages/examples.docs
	(1.7), Docs/pages/findiff.docs (1.8), Docs/pages/fixedincome.docs
	(1.10), Docs/pages/history.docs (1.9), Docs/pages/index.docs (1.8),
	Docs/pages/install.docs (1.8), Docs/pages/instruments.docs (1.9),
	Docs/pages/lattices.docs (1.5), Docs/pages/math.docs (1.9),
	Docs/pages/mcarlo.docs (1.14), Docs/pages/overview.docs (1.8),
	Docs/pages/patterns.docs (1.5), Docs/pages/resources.docs (1.6),
	Docs/pages/termstructures.docs (1.5), Docs/pages/usage.docs (1.11),
	Docs/pages/utilities.docs (1.7), Docs/pages/where.docs (1.7),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.36),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.26),
	Examples/Swap/swapvaluation.cpp (1.36), ql/argsandresults.hpp
	(1.15), ql/calendar.cpp (1.16), ql/calendar.hpp (1.26),
	ql/capvolstructures.hpp (1.7), ql/cashflow.hpp (1.13),
	ql/config.ansi.hpp (1.21), ql/config.bcc.hpp (1.22),
	ql/config.msvc.hpp (1.39), ql/config.mwcw.hpp (1.20),
	ql/currency.hpp (1.10), ql/date.cpp (1.29), ql/date.hpp (1.24),
	ql/daycounter.hpp (1.21), ql/discretizedasset.cpp (1.4),
	ql/discretizedasset.hpp (1.4), ql/errors.hpp (1.13),
	ql/exercise.cpp (1.5), ql/exercise.hpp (1.25), ql/grid.hpp (1.19),
	ql/handle.hpp (1.16), ql/index.hpp (1.13), ql/instrument.hpp
	(1.22), ql/numericalmethod.hpp (1.12), ql/option.hpp (1.19),
	ql/payoff.hpp (1.8), ql/pricingengine.hpp (1.10), ql/qldefines.hpp
	(1.58), ql/quantlib.hpp (1.117), ql/solver1d.hpp (1.15),
	ql/swaptionvolstructure.hpp (1.8), ql/termstructure.hpp (1.34),
	ql/types.hpp (1.10), ql/voltermstructure.cpp (1.11),
	ql/voltermstructure.hpp (1.15), ql/Calendars/jointcalendar.cpp
	(1.5), ql/Calendars/jointcalendar.hpp (1.4),
	ql/Calendars/nullcalendar.hpp (1.2), ql/Calendars/target.cpp
	(1.14), ql/Calendars/target.hpp (1.15),
	ql/CashFlows/cashflowvectors.cpp (1.26),
	ql/CashFlows/cashflowvectors.hpp (1.21), ql/CashFlows/coupon.hpp
	(1.16), ql/CashFlows/fixedratecoupon.hpp (1.18),
	ql/CashFlows/floatingratecoupon.hpp (1.27),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.7),
	ql/CashFlows/indexedcoupon.hpp (1.7), ql/CashFlows/parcoupon.cpp
	(1.4), ql/CashFlows/parcoupon.hpp (1.5),
	ql/CashFlows/shortfloatingcoupon.cpp (1.11),
	ql/CashFlows/shortfloatingcoupon.hpp (1.12),
	ql/CashFlows/shortindexedcoupon.hpp (1.6),
	ql/CashFlows/simplecashflow.hpp (1.11), ql/CashFlows/timebasket.cpp
	(1.2), ql/CashFlows/timebasket.hpp (1.4),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.7),
	ql/DayCounters/actual360.hpp (1.14),
	ql/DayCounters/actualactual.cpp (1.20),
	ql/DayCounters/actualactual.hpp (1.18),
	ql/DayCounters/simpledaycounter.cpp (1.2),
	ql/DayCounters/simpledaycounter.hpp (1.2),
	ql/DayCounters/thirty360.cpp (1.13), ql/DayCounters/thirty360.hpp
	(1.17), ql/FiniteDifferences/americancondition.hpp (1.15),
	ql/FiniteDifferences/boundarycondition.cpp (1.5),
	ql/FiniteDifferences/boundarycondition.hpp (1.11),
	ql/FiniteDifferences/bsmoperator.cpp (1.13),
	ql/FiniteDifferences/bsmoperator.hpp (1.13),
	ql/FiniteDifferences/cranknicolson.hpp (1.17),
	ql/FiniteDifferences/dminus.hpp (1.12),
	ql/FiniteDifferences/dplus.hpp (1.12),
	ql/FiniteDifferences/dplusdminus.hpp (1.13),
	ql/FiniteDifferences/dzero.hpp (1.12),
	ql/FiniteDifferences/expliciteuler.hpp (1.13),
	ql/FiniteDifferences/fdtypedefs.hpp (1.10),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.23),
	ql/FiniteDifferences/impliciteuler.hpp (1.12),
	ql/FiniteDifferences/mixedscheme.hpp (1.9),
	ql/FiniteDifferences/onefactoroperator.hpp (1.15),
	ql/FiniteDifferences/shoutcondition.hpp (1.15),
	ql/FiniteDifferences/stepcondition.hpp (1.11),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.22),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.27),
	ql/Indexes/audlibor.hpp (1.9), ql/Indexes/cadlibor.hpp (1.9),
	ql/Indexes/chflibor.hpp (1.7), ql/Indexes/euribor.hpp (1.13),
	ql/Indexes/gbplibor.hpp (1.13), ql/Indexes/jpylibor.hpp (1.8),
	ql/Indexes/usdlibor.hpp (1.13), ql/Indexes/xibor.cpp (1.14),
	ql/Indexes/xibor.hpp (1.17), ql/Instruments/barrieroption.cpp
	(1.5), ql/Instruments/barrieroption.hpp (1.7),
	ql/Instruments/capfloor.cpp (1.40), ql/Instruments/capfloor.hpp
	(1.40), ql/Instruments/cliquetoption.hpp (1.3),
	ql/Instruments/forwardvanillaoption.cpp (1.16),
	ql/Instruments/forwardvanillaoption.hpp (1.13),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.9),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.8),
	ql/Instruments/quantovanillaoption.cpp (1.17),
	ql/Instruments/quantovanillaoption.hpp (1.14),
	ql/Instruments/stock.cpp (1.12), ql/Instruments/stock.hpp (1.11),
	ql/Instruments/swap.cpp (1.24), ql/Instruments/swap.hpp (1.20),
	ql/Instruments/swaption.cpp (1.35), ql/Instruments/swaption.hpp
	(1.30), ql/Instruments/vanillaoption.cpp (1.27),
	ql/Instruments/vanillaoption.hpp (1.26),
	ql/Lattices/binomialtree.cpp (1.14), ql/Lattices/binomialtree.hpp
	(1.11), ql/Lattices/bsmlattice.hpp (1.7), ql/Lattices/lattice.hpp
	(1.8), ql/Lattices/lattice2d.hpp (1.6), ql/Lattices/tree.hpp
	(1.19), ql/Lattices/trinomialtree.cpp (1.17),
	ql/Lattices/trinomialtree.hpp (1.10),
	ql/Math/bicubicsplineinterpolation.hpp (1.9),
	ql/Math/bilinearinterpolation.hpp (1.16),
	ql/Math/chisquaredistribution.cpp (1.8),
	ql/Math/chisquaredistribution.hpp (1.8), ql/Math/cubicspline.hpp
	(1.29), ql/Math/discrepancystatistics.cpp (1.5),
	ql/Math/discrepancystatistics.hpp (1.10), ql/Math/errorfunction.hpp
	(1.4), ql/Math/functional.hpp (1.3), ql/Math/gammadistribution.cpp
	(1.6), ql/Math/gammadistribution.hpp (1.6),
	ql/Math/gaussianstatistics.hpp (1.8), ql/Math/generalstatistics.cpp
	(1.8), ql/Math/generalstatistics.hpp (1.8),
	ql/Math/incrementalstatistics.cpp (1.6),
	ql/Math/incrementalstatistics.hpp (1.4), ql/Math/interpolation.hpp
	(1.19), ql/Math/interpolation2D.hpp (1.13),
	ql/Math/kronrodintegral.hpp (1.4), ql/Math/lexicographicalview.hpp
	(1.11), ql/Math/linearinterpolation.hpp (1.16),
	ql/Math/loglinearinterpolation.hpp (1.18), ql/Math/matrix.hpp
	(1.17), ql/Math/normaldistribution.cpp (1.21),
	ql/Math/normaldistribution.hpp (1.24), ql/Math/primenumbers.cpp
	(1.10), ql/Math/primenumbers.hpp (1.8), ql/Math/riskstatistics.hpp
	(1.6), ql/Math/segmentintegral.hpp (1.20),
	ql/Math/sequencestatistics.hpp (1.21), ql/Math/simpsonintegral.hpp
	(1.2), ql/Math/statistics.hpp (1.27), ql/Math/svd.cpp (1.3),
	ql/Math/svd.hpp (1.3), ql/Math/symmetricschurdecomposition.cpp
	(1.11), ql/Math/symmetricschurdecomposition.hpp (1.11),
	ql/Math/trapezoidintegral.hpp (1.2),
	ql/MonteCarlo/brownianbridge.hpp (1.9),
	ql/MonteCarlo/getcovariance.hpp (1.13), ql/MonteCarlo/mctraits.hpp
	(1.5), ql/MonteCarlo/mctypedefs.hpp (1.25),
	ql/MonteCarlo/montecarlomodel.hpp (1.26),
	ql/MonteCarlo/multipath.hpp (1.17),
	ql/MonteCarlo/multipathgenerator.hpp (1.34), ql/MonteCarlo/path.hpp
	(1.17), ql/MonteCarlo/pathgenerator.hpp (1.40),
	ql/MonteCarlo/pathpricer.hpp (1.16), ql/MonteCarlo/sample.hpp
	(1.10), ql/Optimization/armijo.cpp (1.15),
	ql/Optimization/armijo.hpp (1.16),
	ql/Optimization/conjugategradient.cpp (1.16),
	ql/Optimization/conjugategradient.hpp (1.15),
	ql/Optimization/constraint.hpp (1.13),
	ql/Optimization/costfunction.hpp (1.17),
	ql/Optimization/criteria.hpp (1.14),
	ql/Optimization/leastsquare.hpp (1.21),
	ql/Optimization/linesearch.hpp (1.15), ql/Optimization/method.hpp
	(1.7), ql/Optimization/problem.hpp (1.7),
	ql/Optimization/simplex.cpp (1.9), ql/Optimization/simplex.hpp
	(1.12), ql/Optimization/steepestdescent.cpp (1.14),
	ql/Optimization/steepestdescent.hpp (1.16), ql/Patterns/bridge.hpp
	(1.6), ql/Patterns/curiouslyrecurring.hpp (1.2),
	ql/Patterns/lazyobject.hpp (1.6), ql/Patterns/observable.hpp
	(1.15), ql/Patterns/visitor.hpp (1.5),
	ql/Pricers/discretegeometricaso.cpp (1.12),
	ql/Pricers/discretegeometricaso.hpp (1.10),
	ql/Pricers/mccliquetoption.cpp (1.15),
	ql/Pricers/mccliquetoption.hpp (1.14),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.19),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.17),
	ql/Pricers/mceverest.cpp (1.23), ql/Pricers/mceverest.hpp (1.18),
	ql/Pricers/mchimalaya.cpp (1.23), ql/Pricers/mchimalaya.hpp (1.18),
	ql/Pricers/mcmaxbasket.cpp (1.20), ql/Pricers/mcmaxbasket.hpp
	(1.18), ql/Pricers/mcpagoda.cpp (1.22), ql/Pricers/mcpagoda.hpp
	(1.19), ql/Pricers/mcperformanceoption.cpp (1.14),
	ql/Pricers/mcperformanceoption.hpp (1.12), ql/Pricers/mcpricer.hpp
	(1.25), ql/Pricers/singleassetoption.cpp (1.22),
	ql/Pricers/singleassetoption.hpp (1.27),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.5),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.11),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.11),
	ql/RandomNumbers/haltonrsg.cpp (1.10),
	ql/RandomNumbers/haltonrsg.hpp (1.9),
	ql/RandomNumbers/knuthuniformrng.cpp (1.9),
	ql/RandomNumbers/knuthuniformrng.hpp (1.12),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.9),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.10),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.7),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.10),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.8),
	ql/RandomNumbers/sobolrsg.cpp (1.22), ql/RandomNumbers/sobolrsg.hpp
	(1.10), ql/ShortRateModels/calibrationhelper.cpp (1.7),
	ql/ShortRateModels/calibrationhelper.hpp (1.12),
	ql/ShortRateModels/model.cpp (1.15), ql/ShortRateModels/model.hpp
	(1.19), ql/ShortRateModels/onefactormodel.cpp (1.11),
	ql/ShortRateModels/onefactormodel.hpp (1.11),
	ql/ShortRateModels/parameter.hpp (1.11),
	ql/ShortRateModels/twofactormodel.cpp (1.7),
	ql/ShortRateModels/twofactormodel.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.20),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.9),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.17),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.7),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.8),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.12),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.14), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.12),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.13),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.8),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.8),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.11),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.13),
	ql/Solvers1D/bisection.hpp (1.11), ql/Solvers1D/brent.hpp (1.11),
	ql/Solvers1D/falseposition.hpp (1.11), ql/Solvers1D/newton.hpp
	(1.12), ql/Solvers1D/newtonsafe.hpp (1.12), ql/Solvers1D/ridder.hpp
	(1.11), ql/Solvers1D/secant.hpp (1.11),
	ql/TermStructures/compoundforward.cpp (1.26),
	ql/TermStructures/compoundforward.hpp (1.19),
	ql/TermStructures/discountcurve.hpp (1.19),
	ql/TermStructures/drifttermstructure.hpp (1.5),
	ql/TermStructures/extendeddiscountcurve.cpp (1.3),
	ql/TermStructures/extendeddiscountcurve.hpp (1.3),
	ql/TermStructures/flatforward.hpp (1.26),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.14),
	ql/TermStructures/impliedtermstructure.hpp (1.13),
	ql/TermStructures/piecewiseflatforward.cpp (1.35),
	ql/TermStructures/piecewiseflatforward.hpp (1.31),
	ql/TermStructures/quantotermstructure.hpp (1.8),
	ql/TermStructures/ratehelpers.cpp (1.35),
	ql/TermStructures/ratehelpers.hpp (1.30),
	ql/TermStructures/zerocurve.hpp (1.4),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.15),
	ql/Utilities/steppingiterator.hpp (1.12),
	ql/Volatilities/blackconstantvol.hpp (1.16),
	ql/Volatilities/blackvariancecurve.cpp (1.3),
	ql/Volatilities/blackvariancecurve.hpp (1.21),
	ql/Volatilities/blackvariancesurface.cpp (1.3),
	ql/Volatilities/blackvariancesurface.hpp (1.23),
	ql/Volatilities/capflatvolvector.hpp (1.10),
	ql/Volatilities/impliedvoltermstructure.hpp (1.7),
	ql/Volatilities/localconstantvol.hpp (1.12),
	ql/Volatilities/localvolcurve.hpp (1.8),
	ql/Volatilities/localvolsurface.cpp (1.3),
	ql/Volatilities/localvolsurface.hpp (1.12),
	ql/Volatilities/swaptionvolmatrix.hpp (1.14),
	test-suite/barrieroption.cpp (1.6), test-suite/barrieroption.hpp
	(1.2), test-suite/calendars.cpp (1.4), test-suite/calendars.hpp
	(1.4), test-suite/capfloor.cpp (1.14), test-suite/capfloor.hpp
	(1.6), test-suite/compoundforward.cpp (1.3),
	test-suite/compoundforward.hpp (1.3), test-suite/covariance.cpp
	(1.8), test-suite/covariance.hpp (1.6), test-suite/dates.cpp (1.5),
	test-suite/dates.hpp (1.4), test-suite/daycounters.cpp (1.6),
	test-suite/daycounters.hpp (1.5), test-suite/distributions.cpp
	(1.9), test-suite/distributions.hpp (1.4),
	test-suite/europeanoption.cpp (1.18), test-suite/europeanoption.hpp
	(1.9), test-suite/instruments.cpp (1.6), test-suite/instruments.hpp
	(1.4), test-suite/integrals.cpp (1.6), test-suite/integrals.hpp
	(1.5), test-suite/lowdiscrepancysequences.cpp (1.36),
	test-suite/lowdiscrepancysequences.hpp (1.8),
	test-suite/matrices.cpp (1.4), test-suite/matrices.hpp (1.5),
	test-suite/mersennetwister.cpp (1.9),
	test-suite/mersennetwister.hpp (1.5), test-suite/old_pricers.cpp
	(1.19), test-suite/old_pricers.hpp (1.7), test-suite/operators.cpp
	(1.6), test-suite/operators.hpp (1.4),
	test-suite/piecewiseflatforward.cpp (1.7),
	test-suite/piecewiseflatforward.hpp (1.5),
	test-suite/quantlibtestsuite.cpp (1.42), test-suite/riskstats.cpp
	(1.24), test-suite/riskstats.hpp (1.8), test-suite/solvers.cpp
	(1.6), test-suite/solvers.hpp (1.4), test-suite/stats.cpp (1.15),
	test-suite/stats.hpp (1.10), test-suite/swap.cpp (1.9),
	test-suite/swap.hpp (1.4), test-suite/swaption.cpp (1.9),
	test-suite/swaption.hpp (1.4), test-suite/termstructures.cpp (1.8),
	test-suite/termstructures.hpp (1.5), test-suite/utilities.hpp
	(1.4):

	ferdinando@ametrano.net replaced by quantlib-dev@lists.sf.net

2003-10-31 16:20  Ferdinando Ametrano

	* ql/Optimization/: conjugategradient.hpp (1.14), simplex.hpp
	(1.11):

	typos fixed

2003-10-30 18:07  Luigi Ballabio

	* ql/ShortRateModels/: model.cpp (1.14), model.hpp (1.18):

	An additional constraint can now be passed to the calibration

2003-10-30 18:07  Luigi Ballabio

	* ql/Optimization/constraint.hpp (1.12):

	Added composite constraint

2003-10-30 17:02  Luigi Ballabio

	* test-suite/: capfloor.cpp (1.13), capfloor.hpp (1.5):

	Testing implied term volatility calculation

2003-10-30 17:02  Luigi Ballabio

	* ql/Instruments/: capfloor.cpp (1.39), capfloor.hpp (1.39):

	Added implied term volatility calculation

2003-10-30 17:01  Luigi Ballabio

	* ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.8):

	Header cleanup

2003-10-30 17:00  Luigi Ballabio

	* ql/Instruments/: vanillaoption.cpp (1.26), vanillaoption.hpp
	(1.25):

	Formatting

2003-10-24 17:33  Luigi Ballabio

	* ql/quantlib.hpp (1.116), ql/Math/Makefile.am (1.24),
	ql/Math/simpsonintegral.hpp (1.1), ql/Math/trapezoidintegral.hpp
	(1.1), test-suite/integrals.cpp (1.5), test-suite/integrals.hpp
	(1.4), test-suite/quantlibtestsuite.cpp (1.41):

	Added integration routines contributed by Roman Gitlin

2003-10-24 17:33  Luigi Ballabio

	* ql/Math/: kronrodintegral.hpp (1.3), segmentintegral.hpp (1.19):

	Relaxed constaints on interval boundaries

2003-10-24 17:32  Luigi Ballabio

	* Contributors.txt (1.21):

	Alphabetic order

2003-10-23 17:58  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.dsp (1.9),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.11),
	Examples/Swap/Swap.dsp (1.10), QuantLib.dsp (1.183),
	test-suite/testsuite.dsp (1.17):

	"Release DLL" and "Debug DLL" configurations added with
	Multithreaded DLL code generation. Nuked the "On The Edge"
	configurations.

2003-10-23 16:43  Luigi Ballabio

	* ql/CashFlows/timebasket.hpp (1.3):

	Interface fixes

2003-10-23 16:06  Luigi Ballabio

	* QuantLib.dsp (1.182):

	Files added

2003-10-23 16:06  Luigi Ballabio

	* ql/CashFlows/timebasket.hpp (1.2):

	Fixes for Visual C++ (which as usual, is brain-dead)

2003-10-23 15:41  Luigi Ballabio

	* ql/Instruments/: swap.cpp (1.23), swap.hpp (1.19):

	Using the new basis-point sensitivity functions

2003-10-23 15:40  Luigi Ballabio

	* ql/CashFlows/: Makefile.am (1.12), makefile.mak (1.15):

	Files added

2003-10-23 15:39  Luigi Ballabio

	* ql/CashFlows/: timebasket.cpp (1.1), timebasket.hpp (1.1):

	Leaner and meaner time basket

2003-10-23 15:37  Luigi Ballabio

	* configure.ac (1.23), ql/config.ansi.hpp (1.20), ql/config.bcc.hpp
	(1.21), ql/config.msvc.hpp (1.38), ql/config.mwcw.hpp (1.19),
	ql/qldefines.hpp (1.57):

	Global flag for early/late payments

2003-10-20 12:27  Luigi Ballabio

	* ql/Volatilities/: capflatvolvector.hpp (1.9),
	swaptionvolmatrix.hpp (1.13):

	Fixed non-constness of iterators

2003-10-17 17:53  Luigi Ballabio

	* Makefile.am (1.82), QuantLib.dsp (1.181), configure.ac (1.22):

	make 'lib' dir if not present

2003-10-17 15:09  Luigi Ballabio

	* QuantLib.dsp (1.180):

	removed empty file

2003-10-17 15:07  Luigi Ballabio

	* ql/: voltermstructure.cpp (1.10), voltermstructure.hpp (1.14),
	Volatilities/blackconstantvol.hpp (1.15),
	Volatilities/blackvariancecurve.hpp (1.20):

	Removed unused methods for derivatives

2003-10-17 14:43  Luigi Ballabio

	* test-suite/: barrieroption.cpp (1.5), europeanoption.cpp (1.17),
	old_pricers.cpp (1.18), quantlibtestsuite.cpp (1.40):

	Fixed tests

2003-10-17 14:42  Luigi Ballabio

	* ql/PricingEngines/: Makefile.am (1.25), makefile.mak (1.24):

	removed empty file

2003-10-17 13:07  Ferdinando Ametrano

	* ql/Pricers/mcpricer.hpp (1.24), test-suite/europeanoption.cpp
	(1.16):

	another Borland 0/0 problem fixed minimum number of MC sample
	raised up to 1023 (2^10-1)

2003-10-16 12:05  Luigi Ballabio

	* ql/config.msvc.hpp (1.37):

	New (useless) warning surfaced for some reason

2003-10-15 15:53  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.10), europeanoption.cpp (1.15):

	no message

2003-10-15 14:24  Luigi Ballabio

	* ql/: Instruments/vanillaoption.hpp (1.24),
	PricingEngines/Makefile.am (1.24), PricingEngines/makefile.mak
	(1.23):

	Another transplant

2003-10-15 11:15  Ferdinando Ametrano

	* ql/Volatilities/.cvsignore (1.1):

	no message

2003-10-14 18:08  Luigi Ballabio

	* QuantLib.dsp (1.178), ql/quantlib.hpp (1.115),
	ql/PricingEngines/Makefile.am (1.23),
	ql/Volatilities/blackvariancecurve.hpp (1.19),
	ql/Volatilities/blackvariancesurface.hpp (1.22),
	test-suite/europeanoption.cpp (1.14):

	MC European in one step with strike-independent vol curve
	(hopefully)

2003-10-14 15:51  Ferdinando Ametrano

	* QuantLib.dsp (1.177):

	added missing file

2003-10-14 15:37  Ferdinando Ametrano

	* test-suite/quantlibtestsuite.cpp (1.39):

	MC engines fail with Borland.  Comment added

2003-10-14 15:12  Ferdinando Ametrano

	* ql/Pricers/Makefile.am (1.34), ql/Pricers/makefile.mak (1.33),
	QuantLib.dsp (1.176), ql/quantlib.hpp (1.114),
	test-suite/old_pricers.cpp (1.17):

	Pricers\binaryoption.* files renamed binaryoptionpricer.* to avoid
	conflict with Instruments\binaryoption.*

2003-10-14 14:42  Luigi Ballabio

	* ql/: voltermstructure.hpp (1.13),
	Volatilities/blackconstantvol.hpp (1.14),
	Volatilities/blackvariancecurve.hpp (1.18),
	Volatilities/blackvariancesurface.hpp (1.21),
	Volatilities/impliedvoltermstructure.hpp (1.6),
	Volatilities/localconstantvol.hpp (1.11),
	Volatilities/localvolcurve.hpp (1.7),
	Volatilities/localvolsurface.cpp (1.2),
	Volatilities/localvolsurface.hpp (1.11):

	Visitable vol term structures

2003-10-14 10:08  Luigi Ballabio

	* QuantLib.spec.in (1.1), configure.ac (1.19):

	Configurable spec file

2003-10-13 18:05  Luigi Ballabio

	* ql/Instruments/: swap.cpp (1.22), swap.hpp (1.18):

	Added Swap::startDate() and maturity()

2003-10-13 17:37  Luigi Ballabio

	* ql/Volatilities/swaptionvolmatrix.hpp (1.12):

	Mea culpa

2003-10-13 17:17  Luigi Ballabio

	* QuantLib.dsp (1.175), ql/Volatilities/blackvariancecurve.cpp
	(1.2), ql/Volatilities/blackvariancecurve.hpp (1.17),
	ql/Volatilities/blackvariancesurface.cpp (1.2),
	ql/Volatilities/blackvariancesurface.hpp (1.20):

	Workarounds for Visual C++

2003-10-13 16:48  Luigi Ballabio

	* ql/: Math/Makefile.am (1.23), Math/bicubicsplineinterpolation.hpp
	(1.8), Math/cubicspline.hpp (1.28), Volatilities/Makefile.am
	(1.13), Volatilities/blackvariancecurve.cpp (1.1),
	Volatilities/blackvariancecurve.hpp (1.16),
	Volatilities/blackvariancesurface.cpp (1.1),
	Volatilities/blackvariancesurface.hpp (1.19),
	Volatilities/capflatvolvector.hpp (1.8),
	Volatilities/localvolcurve.hpp (1.6), Volatilities/makefile.mak
	(1.2), Volatilities/swaptionvolmatrix.hpp (1.11):

	Interpolation traits

2003-10-13 13:10  Luigi Ballabio

	* ql/: cashflow.hpp (1.12), CashFlows/coupon.hpp (1.15),
	CashFlows/fixedratecoupon.hpp (1.17),
	CashFlows/floatingratecoupon.hpp (1.26),
	CashFlows/inarrearindexedcoupon.hpp (1.6),
	CashFlows/indexedcoupon.hpp (1.6), CashFlows/parcoupon.hpp (1.4),
	CashFlows/shortfloatingcoupon.hpp (1.11),
	CashFlows/simplecashflow.hpp (1.10),
	CashFlows/upfrontindexedcoupon.hpp (1.6), Patterns/visitor.hpp
	(1.4):

	Visitor, Alexandrescu-style (saves some code duplication)

2003-10-13 12:02  Luigi Ballabio

	* QuantLib.dsp (1.174), test-suite/testsuite.dsp (1.16):

	More misc fixes for binary options

2003-10-13 11:48  Luigi Ballabio

	* ql/Instruments/Makefile.am (1.17), ql/Instruments/makefile.mak
	(1.22), ql/MonteCarlo/Makefile.am (1.25),
	ql/MonteCarlo/makefile.mak (1.22), ql/PricingEngines/Makefile.am
	(1.22), ql/PricingEngines/makefile.mak (1.22),
	test-suite/Makefile.am (1.18), test-suite/makefile.mak (1.16):

	Misc fixes for binary options

2003-10-11 18:19  Neil Firth

	* ql/quantlib.hpp (1.113):

	Binary option Instrument and Pricing Engines

2003-10-11 18:08  Neil Firth

	* test-suite/quantlibtestsuite.cpp (1.38):

	Tests for binary option pricing

2003-10-09 18:16  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.37):

	Picky as an old maid, I know

2003-10-09 17:21  Ferdinando Ametrano

	* QuantLib.dsp (1.173), ql/quantlib.hpp (1.112),
	ql/Pricers/Makefile.am (1.33), ql/Pricers/makefile.mak (1.32),
	test-suite/old_pricers.cpp (1.16), test-suite/quantlibtestsuite.cpp
	(1.36):

	ql/Pricers/barrieroption.* renamed ql/Pricers/barrieroptionpricer.*
	to avoid Borland conflict with ql/Instruments/barrieroption.*

2003-10-09 16:52  Ferdinando Ametrano

	* Examples/BermudanSwaption/makefile.mak (1.10),
	Examples/DiscreteHedging/makefile.mak (1.13),
	Examples/Swap/makefile.mak (1.13), ql/Calendars/makefile.mak
	(1.17), ql/CashFlows/makefile.mak (1.14),
	ql/DayCounters/makefile.mak (1.14),
	ql/FiniteDifferences/makefile.mak (1.14), ql/Indexes/makefile.mak
	(1.12), ql/Instruments/makefile.mak (1.21),
	ql/Lattices/makefile.mak (1.20), ql/Math/makefile.mak (1.22),
	ql/Optimization/makefile.mak (1.12), ql/RandomNumbers/makefile.mak
	(1.20), ql/ShortRateModels/makefile.mak (1.9),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.8),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.8),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.8),
	ql/TermStructures/makefile.mak (1.17):

	SRCDIR and OBJDIR removed

2003-10-09 16:50  Ferdinando Ametrano

	* test-suite/makefile.mak (1.15):

	added missing file

2003-10-09 16:23  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.35):

	Applied patch 811713

2003-10-09 16:21  Luigi Ballabio

	* ql/option.hpp (1.18):

	Allowed initialization with null engine

2003-10-09 16:21  Luigi Ballabio

	* ql/Instruments/forwardvanillaoption.hpp (1.12):

	Missing base class

2003-10-09 16:15  Ferdinando Ametrano

	* QuantLib.dsp (1.172):

	added missing file

2003-10-09 16:09  Ferdinando Ametrano

	* ql/Pricers/: Makefile.am (1.32), makefile.mak (1.31):

	added missing file

2003-10-09 15:28  Ferdinando Ametrano

	* test-suite/barrieroption.cpp (1.4):

	avoid Borland warning

2003-10-09 14:02  Luigi Ballabio

	* test-suite/swaption.cpp (1.8):

	Fixed exercise time calculation

2003-10-09 10:06  Luigi Ballabio

	* ql/termstructure.hpp (1.33):

	Possibly fixed the mistery zeroCoupon method

2003-10-08 16:57  Luigi Ballabio

	* ql/Instruments/: swaption.cpp (1.34), swaption.hpp (1.29):

	To each one its own

2003-10-07 10:13  Luigi Ballabio

	* makefile.mak (1.48), ql/makefile.mak (1.37),
	ql/PricingEngines/makefile.mak (1.21), test-suite/makefile.mak
	(1.14):

	Misc. Borland

2003-10-06 16:27  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.21),
	ql/PricingEngines/makefile.mak (1.20), test-suite/barrieroption.cpp
	(1.3):

	Code transplant from pricer to pricing engine

2003-10-03 15:11  Luigi Ballabio

	* ql/Instruments/cliquetoption.hpp (1.2):

	Another VC++ glitch

2003-10-03 14:52  Luigi Ballabio

	* ql/Instruments/barrieroption.hpp (1.6):

	Patch for VC++ bug

2003-10-03 14:05  Luigi Ballabio

	* ql/Makefile.am (1.40), ql/Instruments/Makefile.am (1.16),
	ql/Instruments/barrieroption.cpp (1.4),
	ql/Instruments/barrieroption.hpp (1.5), ql/Instruments/capfloor.cpp
	(1.38), ql/Instruments/capfloor.hpp (1.38),
	ql/Instruments/cliquetoption.hpp (1.1),
	ql/Instruments/forwardvanillaoption.cpp (1.15),
	ql/Instruments/forwardvanillaoption.hpp (1.11),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.8),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.7),
	ql/Instruments/quantovanillaoption.cpp (1.16),
	ql/Instruments/quantovanillaoption.hpp (1.13),
	ql/Instruments/swaption.cpp (1.33), ql/Instruments/swaption.hpp
	(1.28), ql/Instruments/vanillaoption.cpp (1.25),
	ql/Instruments/vanillaoption.hpp (1.23),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.19),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.16),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.12),
	test-suite/capfloor.cpp (1.12):

	Applied the Foo::arguments and Foo::results naming scheme

2003-10-03 09:19  Luigi Ballabio

	* Docs/Makefile.am (1.58):

	Safe dvips call

2003-10-01 15:04  Luigi Ballabio

	* QuantLib.dsp (1.169), ql/Makefile.am (1.39), ql/makefile.mak
	(1.36), ql/Volatilities/Makefile.am (1.12),
	ql/Volatilities/localvolsurface.cpp (1.1),
	ql/Volatilities/localvolsurface.hpp (1.10),
	ql/Volatilities/makefile.mak (1.1):

	No longer trying to inline a one-and-half-page method

2003-09-30 15:34  Ferdinando Ametrano

	* ql/.cvsignore (1.10), ql/makefile.mak (1.35),
	ql/Calendars/.cvsignore (1.6), ql/CashFlows/.cvsignore (1.6),
	ql/DayCounters/.cvsignore (1.6), ql/FiniteDifferences/.cvsignore
	(1.6), ql/Indexes/.cvsignore (1.6), ql/Instruments/.cvsignore
	(1.6), ql/Lattices/.cvsignore (1.6), ql/Math/.cvsignore (1.6),
	ql/MonteCarlo/.cvsignore (1.6), ql/Optimization/.cvsignore (1.6),
	ql/Pricers/.cvsignore (1.6), ql/PricingEngines/.cvsignore (1.6),
	ql/PricingEngines/makefile.mak (1.19), ql/RandomNumbers/.cvsignore
	(1.6), ql/ShortRateModels/.cvsignore (1.6),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.6),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.6),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.6),
	ql/Solvers1D/.cvsignore (1.6), ql/TermStructures/.cvsignore (1.6),
	test-suite/.cvsignore (1.9):

	Borland file dependencies not handled with the OBJDIR approach.
	Reverting back to Borland object files in the same dir as source
	files

2003-09-30 15:24  Ferdinando Ametrano

	* Examples/BermudanSwaption/makefile.mak (1.9),
	Examples/DiscreteHedging/makefile.mak (1.12),
	Examples/Swap/makefile.mak (1.12), ql/Calendars/makefile.mak
	(1.16), ql/CashFlows/makefile.mak (1.13),
	ql/DayCounters/makefile.mak (1.13),
	ql/FiniteDifferences/makefile.mak (1.13), ql/Indexes/makefile.mak
	(1.11), ql/Instruments/makefile.mak (1.20),
	ql/Lattices/makefile.mak (1.19), ql/Math/makefile.mak (1.21),
	ql/MonteCarlo/makefile.mak (1.21), ql/Optimization/makefile.mak
	(1.11), ql/Pricers/makefile.mak (1.30),
	ql/RandomNumbers/makefile.mak (1.19),
	ql/ShortRateModels/makefile.mak (1.8),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.7),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.7),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.7),
	ql/TermStructures/makefile.mak (1.16), test-suite/makefile.mak
	(1.13):

	Borland file dependencies not handled with the OBJDIR approach.
	Reverting back to Borland object files in the same dir as source
	files

2003-09-30 14:29  Luigi Ballabio

	* test-suite/: Makefile.am (1.17), barrieroption.cpp (1.2):

	Disabled greeks (for the time being?)

2003-09-30 10:44  Neil Firth

	* test-suite/: barrieroption.cpp (1.1), barrieroption.hpp (1.1),
	quantlibtestsuite.cpp (1.35):

	Tests for Barrier options in PricingEngine Framework. Some Monte
	Carlo tests, but not comprehensive.

2003-09-30 10:24  Neil Firth

	* ql/Instruments/barrieroption.hpp (1.4):

	Corrected an error message

2003-09-29 16:25  Luigi Ballabio

	* ql/ShortRateModels/CalibrationHelpers/: caphelper.cpp (1.18),
	swaptionhelper.cpp (1.15):

	setupArguments() starts getting useful

2003-09-29 14:27  Luigi Ballabio

	* Docs/: images/instrument.eps (1.1), images/instrument.pdf (1.1),
	images/instrument.png (1.1), pages/instruments.docs (1.8):

	New instrument thing explained

2003-09-29 14:11  Luigi Ballabio

	* ql/: Math/bicubicsplineinterpolation.hpp (1.7),
	Math/cubicspline.hpp (1.27), Utilities/steppingiterator.hpp (1.11):

	Fixes for VC++.Net

2003-09-29 10:24  Luigi Ballabio

	* ql/quantlib.hpp (1.111), ql/Calendars/Makefile.am (1.15),
	ql/Calendars/nullcalendar.hpp (1.1), ql/DayCounters/Makefile.am
	(1.8), ql/DayCounters/makefile.mak (1.12),
	ql/DayCounters/simpledaycounter.cpp (1.1),
	ql/DayCounters/simpledaycounter.hpp (1.1),
	test-suite/daycounters.cpp (1.5), test-suite/daycounters.hpp (1.4),
	test-suite/quantlibtestsuite.cpp (1.34):

	Null calendar and simple day counter for reproducing theoretical
	calculations

2003-09-26 17:00  Luigi Ballabio

	* ql/argsandresults.hpp (1.14), ql/instrument.hpp (1.21),
	ql/option.hpp (1.17), ql/Instruments/barrieroption.cpp (1.3),
	ql/Instruments/barrieroption.hpp (1.3), ql/Instruments/capfloor.cpp
	(1.37), ql/Instruments/capfloor.hpp (1.37),
	ql/Instruments/forwardvanillaoption.cpp (1.14),
	ql/Instruments/forwardvanillaoption.hpp (1.10),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.7),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.6),
	ql/Instruments/quantovanillaoption.cpp (1.15),
	ql/Instruments/quantovanillaoption.hpp (1.12),
	ql/Instruments/swaption.cpp (1.32), ql/Instruments/swaption.hpp
	(1.27), ql/Instruments/vanillaoption.cpp (1.24),
	ql/Instruments/vanillaoption.hpp (1.22), test-suite/riskstats.cpp
	(1.23):

	Changed setupEngine() into setupArguments(args)

2003-09-25 12:34  Luigi Ballabio

	* ql/: instrument.hpp (1.20), Instruments/capfloor.cpp (1.36),
	Instruments/swaption.cpp (1.31),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.17),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.14):

	Small refinements to Instrument::setPricingEngine()

2003-09-24 14:49  Luigi Ballabio

	* ql/Instruments/capfloor.cpp (1.35), ql/Instruments/capfloor.hpp
	(1.36), test-suite/capfloor.cpp (1.11):

	Taken fixing days into account

2003-09-24 09:44  Luigi Ballabio

	* ql/Instruments/: capfloor.cpp (1.34), capfloor.hpp (1.35):

	Derived from Instrument directly

2003-09-23 18:31  Ferdinando Ametrano

	* Docs/pages/authors.docs (1.23):

	updated

2003-09-23 18:05  Luigi Ballabio

	* ql/instrument.hpp (1.19):

	Fix for VC++

2003-09-23 18:00  Luigi Ballabio

	* QuantLib.dsp (1.167), ql/Makefile.am (1.38), ql/instrument.hpp
	(1.18), ql/makefile.mak (1.34), ql/option.hpp (1.16):

	Moved pricing-engine machinery up to Instrument class

2003-09-23 17:56  Ferdinando Ametrano

	* ql/instrument.hpp (1.17):

	Borland fix

2003-09-23 16:26  Luigi Ballabio

	* QuantLib.dsp (1.166), ql/Instruments/Makefile.am (1.15),
	ql/Instruments/barrieroption.cpp (1.2),
	ql/Instruments/barrieroption.hpp (1.2), ql/Instruments/makefile.mak
	(1.19), ql/MonteCarlo/Makefile.am (1.24),
	ql/MonteCarlo/makefile.mak (1.20), ql/Pricers/makefile.mak (1.29),
	ql/PricingEngines/Makefile.am (1.20),
	ql/PricingEngines/makefile.mak (1.18), test-suite/old_pricers.cpp
	(1.15):

	Miscellaneous fixes for the barrier option code

2003-09-23 12:25  Neil Firth

	* ql/quantlib.hpp (1.110):

	Included headers for BarrierOptions using PricingEngines

2003-09-23 11:59  Neil Firth

	* ql/Instruments/: barrieroption.cpp (1.1), barrieroption.hpp
	(1.1):

	Instrument to represent a single asset Barrier option

2003-09-23 10:33  Luigi Ballabio

	* ql/: instrument.hpp (1.16), Instruments/capfloor.cpp (1.33),
	Instruments/capfloor.hpp (1.34),
	Instruments/forwardvanillaoption.cpp (1.13),
	Instruments/quantovanillaoption.cpp (1.14),
	Instruments/quantovanillaoption.hpp (1.11), Instruments/stock.cpp
	(1.11), Instruments/stock.hpp (1.10), Instruments/swap.cpp (1.21),
	Instruments/swap.hpp (1.17), Instruments/swaption.cpp (1.30),
	Instruments/swaption.hpp (1.26), Instruments/vanillaoption.cpp
	(1.23), Instruments/vanillaoption.hpp (1.21),
	Patterns/lazyobject.hpp (1.5):

	Separated expiration condition from calculation

2003-09-19 11:18  Luigi Ballabio

	* ql/: CashFlows/cashflowvectors.cpp (1.25),
	CashFlows/cashflowvectors.hpp (1.20),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.16):

	All FloatingRateCouponVector overloadings but one are now
	deprecated

2003-09-18 18:28  Luigi Ballabio

	* ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.15):

	Using the main FixedRateCouponVector

2003-09-18 18:10  Luigi Ballabio

	* ql/CashFlows/: cashflowvectors.cpp (1.24), cashflowvectors.hpp
	(1.19):

	Using the new Schedule---and all FixedRateCouponVector overloadings
	but one are now deprecated

2003-09-16 11:27  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.33):

	Yet another strike in the never-ending war to define signal and
	noise

2003-09-09 18:21  Ferdinando Ametrano

	* ql/makefile.mak (1.33), ql/Calendars/makefile.mak (1.15),
	ql/CashFlows/makefile.mak (1.12), ql/DayCounters/makefile.mak
	(1.11), ql/FiniteDifferences/makefile.mak (1.12),
	ql/Indexes/makefile.mak (1.10), ql/Instruments/makefile.mak (1.18),
	ql/Lattices/makefile.mak (1.18), ql/Math/makefile.mak (1.20),
	ql/MonteCarlo/makefile.mak (1.19), ql/Optimization/makefile.mak
	(1.10), ql/Pricers/makefile.mak (1.28),
	ql/PricingEngines/makefile.mak (1.17),
	ql/RandomNumbers/makefile.mak (1.18),
	ql/ShortRateModels/makefile.mak (1.7),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.6),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.6),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.6),
	ql/TermStructures/makefile.mak (1.15), test-suite/makefile.mak
	(1.12):

	Borland *.obj in build/Borland dir

2003-09-09 17:20  Ferdinando Ametrano

	* Examples/BermudanSwaption/makefile.mak (1.8),
	Examples/DiscreteHedging/makefile.mak (1.11),
	Examples/Swap/makefile.mak (1.11), makefile.mak (1.47),
	test-suite/.cvsignore (1.8), test-suite/makefile.mak (1.11):

	Borland SAFE define propagated

2003-09-09 17:19  Ferdinando Ametrano

	* ql/: .cvsignore (1.9), makefile.mak (1.32), Calendars/.cvsignore
	(1.5), Calendars/makefile.mak (1.14), CashFlows/.cvsignore (1.5),
	CashFlows/makefile.mak (1.11), DayCounters/.cvsignore (1.5),
	DayCounters/makefile.mak (1.10), FiniteDifferences/.cvsignore
	(1.5), FiniteDifferences/makefile.mak (1.11), Indexes/.cvsignore
	(1.5), Indexes/makefile.mak (1.9), Instruments/.cvsignore (1.5),
	Instruments/makefile.mak (1.17), Lattices/.cvsignore (1.5),
	Lattices/makefile.mak (1.17), Math/.cvsignore (1.5),
	Math/makefile.mak (1.19), MonteCarlo/.cvsignore (1.5),
	MonteCarlo/makefile.mak (1.18), Optimization/.cvsignore (1.5),
	Optimization/makefile.mak (1.9), Pricers/.cvsignore (1.5),
	Pricers/makefile.mak (1.27), PricingEngines/.cvsignore (1.5),
	PricingEngines/makefile.mak (1.16), RandomNumbers/.cvsignore (1.5),
	RandomNumbers/makefile.mak (1.17), ShortRateModels/.cvsignore
	(1.5), ShortRateModels/makefile.mak (1.6),
	ShortRateModels/CalibrationHelpers/.cvsignore (1.5),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.5),
	ShortRateModels/OneFactorModels/.cvsignore (1.5),
	ShortRateModels/OneFactorModels/makefile.mak (1.5),
	ShortRateModels/TwoFactorModels/.cvsignore (1.5),
	ShortRateModels/TwoFactorModels/makefile.mak (1.5),
	Solvers1D/.cvsignore (1.5), TermStructures/.cvsignore (1.5),
	TermStructures/makefile.mak (1.14):

	Borland *.obj in build/Borland dir

2003-09-09 15:15  Ferdinando Ametrano

	* ql/makefile.mak (1.31), ql/Calendars/makefile.mak (1.13),
	ql/CashFlows/makefile.mak (1.10), ql/DayCounters/makefile.mak
	(1.9), ql/FiniteDifferences/makefile.mak (1.10),
	ql/Indexes/makefile.mak (1.8), ql/Instruments/makefile.mak (1.16),
	ql/Lattices/makefile.mak (1.16), ql/Math/makefile.mak (1.18),
	ql/MonteCarlo/makefile.mak (1.17), ql/Optimization/makefile.mak
	(1.8), ql/Pricers/makefile.mak (1.26),
	ql/PricingEngines/makefile.mak (1.15),
	ql/RandomNumbers/makefile.mak (1.16),
	ql/ShortRateModels/makefile.mak (1.5),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.4),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.4),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.4),
	ql/TermStructures/makefile.mak (1.13), Examples/makefile.mak
	(1.19), makefile.mak (1.46):

	Borland SAFE define propagated

2003-09-08 19:02  Ferdinando Ametrano

	* test-suite/makefile.mak (1.10):

	Borland *.obj in build/Borland dir

2003-09-08 18:44  Ferdinando Ametrano

	* Examples/: BermudanSwaption/.cvsignore (1.7),
	BermudanSwaption/makefile.mak (1.7), DiscreteHedging/.cvsignore
	(1.7), DiscreteHedging/makefile.mak (1.10), Swap/.cvsignore (1.7),
	Swap/makefile.mak (1.10):

	Borland *.obj in build/Borland dir

2003-09-08 18:23  Ferdinando Ametrano

	* test-suite/makefile.mak (1.9):

	Borland *.obj in build/Borland dir

2003-09-08 16:28  Ferdinando Ametrano

	* test-suite/: README.txt (1.2), makefile.mak (1.8),
	quantlibtestsuite.cpp (1.32):

	test-suite does run under Borland (with CppUnit 1.9.10) Few test
	failures reported

2003-09-08 16:27  Ferdinando Ametrano

	* ql/Math/makefile.mak (1.17):

	added missing file

2003-09-02 13:03  Ferdinando Ametrano

	* Docs/quantlib.css (1.9):

	in synch with the web-site version of the file

2003-09-01 16:27  Luigi Ballabio

	* Makefile.am (1.81):

	Added spec file for rpm

2003-09-01 16:21  Luigi Ballabio

	* News.txt (1.29), QuantLib.nsi (1.84), Readme.txt (1.18),
	Docs/quantlib.doxy (1.72), Docs/quantlibfooter.html (1.14),
	Docs/quantlibfooteronline.html (1.6), test-suite/Makefile.am
	(1.16):

	Final merge from 0.3.3 branch

2003-08-28 17:52  Luigi Ballabio

	* ChangeLog.txt (1.36), Makefile.am (1.80), News.txt (1.28),
	QuantLib.dsp (1.165), configure.ac (1.18), makefile.mak (1.45),
	Docs/Makefile.am (1.57), Docs/makefile.mak (1.33),
	Docs/quantlib.doxy (1.71), Docs/quantlibheader.html (1.18),
	Docs/pages/authors.docs (1.21), Docs/pages/examples.docs (1.6),
	Examples/BermudanSwaption/Makefile.am (1.8),
	Examples/DiscreteHedging/Makefile.am (1.15),
	Examples/Swap/Makefile.am (1.10), man/BermudanSwaption.1 (1.2),
	man/DiscreteHedging.1 (1.3), man/Makefile.am (1.5),
	man/SwapValuation.1 (1.3), man/quantlib-test-suite.1 (1.2),
	ql/calendar.cpp (1.15), ql/calendar.hpp (1.25), ql/config.ansi.hpp
	(1.19), ql/config.bcc.hpp (1.20), ql/config.msvc.hpp (1.36),
	ql/config.mwcw.hpp (1.18), ql/date.cpp (1.28), ql/date.hpp (1.23),
	ql/grid.hpp (1.18), ql/handle.hpp (1.15), ql/payoff.hpp (1.7),
	ql/quantlib.hpp (1.109), ql/swaptionvolstructure.hpp (1.7),
	ql/CashFlows/cashflowvectors.cpp (1.23),
	ql/CashFlows/cashflowvectors.hpp (1.18),
	ql/FiniteDifferences/americancondition.hpp (1.14),
	ql/FiniteDifferences/boundarycondition.hpp (1.10),
	ql/FiniteDifferences/fdtypedefs.hpp (1.9),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.22),
	ql/FiniteDifferences/shoutcondition.hpp (1.14),
	ql/FiniteDifferences/stepcondition.hpp (1.10),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.26),
	ql/Instruments/capfloor.cpp (1.32), ql/Instruments/capfloor.hpp
	(1.33), ql/Instruments/quantoforwardvanillaoption.cpp (1.6),
	ql/Instruments/swap.cpp (1.20), ql/Instruments/swap.hpp (1.16),
	ql/Instruments/swaption.cpp (1.29), ql/Instruments/swaption.hpp
	(1.25), ql/Instruments/vanillaoption.cpp (1.22),
	ql/Instruments/vanillaoption.hpp (1.20),
	ql/Math/gaussianstatistics.hpp (1.7), ql/Math/kronrodintegral.hpp
	(1.2), ql/Math/loglinearinterpolation.hpp (1.17),
	ql/Math/matrix.hpp (1.16), ql/Math/primenumbers.cpp (1.9),
	ql/Math/segmentintegral.hpp (1.18), ql/Math/sequencestatistics.hpp
	(1.20), ql/Math/svd.hpp (1.2), ql/MonteCarlo/mctraits.hpp (1.4),
	ql/MonteCarlo/mctypedefs.hpp (1.24), ql/MonteCarlo/path.hpp (1.16),
	ql/MonteCarlo/pathgenerator.hpp (1.39),
	ql/Pricers/discretegeometricaso.hpp (1.9), ql/Pricers/mceverest.cpp
	(1.22), ql/Pricers/mceverest.hpp (1.17), ql/Pricers/mchimalaya.cpp
	(1.22), ql/Pricers/mchimalaya.hpp (1.17),
	ql/Pricers/mcmaxbasket.cpp (1.19), ql/Pricers/mcmaxbasket.hpp
	(1.17), ql/Pricers/mcpagoda.hpp (1.18),
	ql/Pricers/singleassetoption.hpp (1.26),
	ql/PricingEngines/Makefile.am (1.19),
	ql/RandomNumbers/haltonrsg.cpp (1.9),
	ql/RandomNumbers/haltonrsg.hpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.14),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.11),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.13), ql/ShortRateModels/TwoFactorModels/g2.hpp (1.11),
	ql/Solvers1D/newton.hpp (1.11), ql/TermStructures/Makefile.am
	(1.15), ql/TermStructures/compoundforward.cpp (1.25),
	ql/TermStructures/compoundforward.hpp (1.18),
	ql/TermStructures/discountcurve.hpp (1.18),
	ql/TermStructures/extendeddiscountcurve.cpp (1.2),
	ql/TermStructures/extendeddiscountcurve.hpp (1.2),
	ql/TermStructures/makefile.mak (1.12),
	ql/Volatilities/blackvariancesurface.hpp (1.18),
	ql/Volatilities/swaptionvolmatrix.hpp (1.10),
	test-suite/Makefile.am (1.15), test-suite/compoundforward.cpp
	(1.2), test-suite/compoundforward.hpp (1.2),
	test-suite/makefile.mak (1.7), test-suite/quantlibtestsuite.cpp
	(1.31), test-suite/testsuite.dsp (1.14):

	Merged 0.3.3 branch

2003-08-23 16:18  Luigi Ballabio

	* ql/: Optimization/criteria.hpp (1.13), ShortRateModels/model.hpp
	(1.17):

	Pruned unneeded code

2003-08-21 17:34  Luigi Ballabio

	* ql/TermStructures/extendeddiscountcurve.cpp (1.1):

	file extendeddiscountcurve.cpp was initially added on branch
	R000303f0-branch.

2003-08-21 17:34  Luigi Ballabio

	* ql/TermStructures/extendeddiscountcurve.hpp (1.1):

	file extendeddiscountcurve.hpp was initially added on branch
	R000303f0-branch.

2003-07-29 15:57  Luigi Ballabio

	* man/BermudanSwaption.1 (1.1):

	file BermudanSwaption.1 was initially added on branch
	R000303f0-branch.

2003-07-29 15:57  Luigi Ballabio

	* man/quantlib-test-suite.1 (1.1):

	file quantlib-test-suite.1 was initially added on branch
	R000303f0-branch.

2003-07-28 10:28  Andr Louw

	* test-suite/compoundforward.cpp (1.1):

	file compoundforward.cpp was initially added on branch
	R000303f0-branch.

2003-07-28 10:28  Andr Louw

	* test-suite/compoundforward.hpp (1.1):

	file compoundforward.hpp was initially added on branch
	R000303f0-branch.

2003-07-25 13:04  Luigi Ballabio

	* QuantLib.nsi (1.83), configure.ac (1.17), Docs/quantlib.doxy
	(1.70), dev_tools/version_number.txt (1.33), ql/qldefines.hpp
	(1.56):

	Bumped version number after branching

2003-07-25 12:51  Luigi Ballabio

	* QuantLib.nsi (1.82), configure.ac (1.16), Docs/quantlib.doxy
	(1.69), dev_tools/version_number.txt (1.32), ql/qldefines.hpp
	(1.55):

	Bumped version number

2003-07-25 11:00  Ferdinando Ametrano

	* QuantLib.nsi (1.81):

	AmericanOption example added

2003-07-25 10:59  Luigi Ballabio

	* makefile.mak (1.44), Examples/makefile.mak (1.18),
	Examples/BermudanSwaption/makefile.mak (1.6),
	Examples/DiscreteHedging/makefile.mak (1.9),
	Examples/Swap/makefile.mak (1.9):

	Examples build conditionally with Borland

2003-07-25 10:48  Ferdinando Ametrano

	* ql/Math/svd.cpp (1.2):

	few more Borland warnings avoided

2003-07-25 10:29  Ferdinando Ametrano

	* Contributors.txt (1.20), Docs/pages/authors.docs (1.20):

	David Schwartz's fixes for VC7

2003-07-25 10:19  Luigi Ballabio

	* ql/: config.msvc.hpp (1.35),
	FiniteDifferences/finitedifferencemodel.hpp (1.21),
	Math/bilinearinterpolation.hpp (1.15), Math/cubicspline.hpp (1.26),
	Math/loglinearinterpolation.hpp (1.16),
	Volatilities/blackvariancesurface.hpp (1.17):

	Added David Schwartz's fixes for VC7

2003-07-24 19:06  Luigi Ballabio

	* QuantLib.dsw (1.10):

	Added project to workspace

2003-07-24 18:43  Luigi Ballabio

	* configure.ac (1.15):

	Some more catching up with Neil

2003-07-24 18:25  Luigi Ballabio

	* News.txt (1.27):

	Miscellaneous orthography :)

2003-07-24 17:44  Ferdinando Ametrano

	* Examples/: Makefile.am (1.20), makefile.mak (1.17):

	catching up with Neil's commit

2003-07-24 17:39  Ferdinando Ametrano

	* News.txt (1.26), ql/Math/Makefile.am (1.22), ql/Math/makefile.mak
	(1.16), ql/PricingEngines/Makefile.am (1.18),
	ql/PricingEngines/makefile.mak (1.14), QuantLib.dsp (1.164):

	catching up with Neil's commit

2003-07-24 17:06  Neil Firth

	* ql/quantlib.hpp (1.108):

	Added svd.hpp and americanmcengines.hpp

2003-07-24 16:06  Neil Firth

	* ql/Math/: svd.cpp (1.1), svd.hpp (1.1):

	Calculate the Singular Value Decomposition of a Matrix

2003-07-24 14:42  Marco Marchioro

	* ql/FiniteDifferences/: tridiagonaloperator.cpp (1.21),
	tridiagonaloperator.hpp (1.25):

	Diagonals renamed. Added inspectors for diagonals.

2003-07-24 14:07  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.3), discretizedasset.hpp (1.3):

	Added hooks for adjustment before/after exercise

2003-07-24 13:09  Marco Marchioro

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.20):

	added access to evolver

2003-07-24 12:12  Luigi Ballabio

	* .cvsignore (1.7), Makefile.am (1.79), configure.ac (1.14),
	quantlib.el (1.1), config/.cvsignore (1.3):

	Emacs macros for QuantLib users/developers

2003-07-24 09:36  Luigi Ballabio

	* Makefile.am (1.78), Examples/Makefile.am (1.19),
	Examples/BermudanSwaption/Makefile.am (1.7),
	Examples/DiscreteHedging/Makefile.am (1.14),
	Examples/Swap/Makefile.am (1.9):

	Examples not in "make all"

2003-07-23 18:18  Luigi Ballabio

	* ql/solver1d.hpp (1.14):

	Using new pattern

2003-07-23 18:17  Luigi Ballabio

	* ql/Patterns/: Makefile.am (1.12), curiouslyrecurring.hpp (1.1):

	Abstracted another one (which is going to be used quite a bit after
	next release)

2003-07-23 17:37  Luigi Ballabio

	* QuantLib.dsw (1.9), ql/discretizedasset.hpp (1.2):

	Oops, fixed Bermudan swaptions

2003-07-23 15:49  Luigi Ballabio

	* ql/: discretizedasset.cpp (1.2), numericalmethod.hpp (1.11),
	Lattices/lattice.hpp (1.7):

	Added hook for exercise at end of rollback

2003-07-23 15:18  Marco Marchioro

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.25):

	PlainPayoff divided into two: PlainVanillaPayoff and
	StrikedTypePayoff

2003-07-23 15:14  Marco Marchioro

	* ql/: Instruments/vanillaoption.cpp (1.21),
	FiniteDifferences/americancondition.hpp (1.13),
	FiniteDifferences/shoutcondition.hpp (1.13):

	PlainPayoff divided into two: PlainVanillaPayoff and
	StrikedTypePayoff

2003-07-23 15:11  Marco Marchioro

	* ql/: Pricers/singleassetoption.hpp (1.25), payoff.hpp (1.6):

	PlainPayoff divided into two: PlainVanillaPayoff and
	StrikedTypePayoff

2003-07-23 11:38  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.9):

	updated

2003-07-22 18:06  Marco Marchioro

	* QuantLib.dsp (1.162):

	fdvanillaengine.cpp was useless

2003-07-22 18:05  Marco Marchioro

	* ql/payoff.hpp (1.5):

	SupersharePayoff is now a PlainPayoff

2003-07-22 18:04  Marco Marchioro

	* ql/TermStructures/discountcurve.hpp (1.17):

	 fixed warning problem

2003-07-22 18:02  Marco Marchioro

	* ql/PricingEngines/: Makefile.am (1.17), makefile.mak (1.13):

	fdvanillaengine.cpp was useless

2003-07-22 18:01  Marco Marchioro

	* ql/Math/cubicspline.hpp (1.25):

	Added first and second derivatives to CubicSpline

2003-07-22 18:00  Marco Marchioro

	* ql/Instruments/: vanillaoption.cpp (1.20), vanillaoption.hpp
	(1.19):

	payoff is part of the vanilla arguments

2003-07-22 17:59  Marco Marchioro

	* ql/FiniteDifferences/: americancondition.hpp (1.12),
	shoutcondition.hpp (1.12):

	payoff is part of the arguments

2003-07-22 17:35  Ferdinando Ametrano

	* ChangeLog.txt (1.33), ChangeLog.txt (1.34), ChangeLog.txt (1.35):

	updated

2003-07-22 12:44  Andr Louw

	* ql/TermStructures/: compoundforward.cpp (1.24),
	compoundforward.hpp (1.17), discountcurve.hpp (1.16):

	Refactoring and simplification. Proper calculation of rates on non
	compounding boundaries.

2003-07-22 12:40  Andr Louw

	* ql/TermStructures/: flatforward.hpp (1.25),
	piecewiseflatforward.cpp (1.34), piecewiseflatforward.hpp (1.30):

	Specific implementation of compound forward rate from zero yield.

2003-07-22 12:38  Andr Louw

	* ql/termstructure.hpp (1.32):

	Added compound forward and zero coupon implementations.

2003-07-22 12:37  Andr Louw

	* ql/TermStructures/: ratehelpers.cpp (1.34), ratehelpers.hpp
	(1.29):

	Added Futures rate helper with specified maturity date.

2003-07-22 12:20  Andr Louw

	* ql/Instruments/: swap.cpp (1.19), swap.hpp (1.15):

	Added bucketed bps calculation as well as simple fairRate
	calculation.

2003-07-22 11:57  Andr Louw

	* ql/CashFlows/: cashflowvectors.cpp (1.22), cashflowvectors.hpp
	(1.17):

	Added basic date generation starting from the end. Modified
	cashflowvectors to use this. Also added functionality to create a
	cashflow vector using specified vectors of nominals,couponRates and
	dates.

2003-07-22 11:48  Andr Louw

	* ql/: date.cpp (1.27), date.hpp (1.22):

	Added parsing of input date string using supplied format string.

2003-07-22 11:45  Andr Louw

	* ql/: calendar.cpp (1.14), calendar.hpp (1.24):

	Added "MonthEndReference" business day rolling convention. Similar
	to "ModifiedFollowing", unless where original date is last business
	day of month all resulting dates will also be last business day of
	month.

2003-07-22 11:11  Luigi Ballabio

	* configure.ac (1.13), ql/config.ansi.hpp (1.18), ql/config.bcc.hpp
	(1.19), ql/config.msvc.hpp (1.34), ql/config.mwcw.hpp (1.17):

	Conditionally got some cycles back

2003-07-17 11:10  Luigi Ballabio

	* QuantLib.dsp (1.161):

	Abstracted discretized option

2003-07-17 10:51  Luigi Ballabio

	* ql/: Makefile.am (1.37), discretizedasset.cpp (1.1),
	discretizedasset.hpp (1.1), makefile.mak (1.30),
	numericalmethod.hpp (1.10), FiniteDifferences/americancondition.hpp
	(1.11), FiniteDifferences/shoutcondition.hpp (1.11):

	Abstracted discretized option

2003-07-16 17:12  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.34),
	ql/numericalmethod.hpp (1.9),
	ql/ShortRateModels/calibrationhelper.hpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.13),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.13),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.6):

	Minor method cleanup (mostly for my own ease of reading)

2003-07-16 17:11  Luigi Ballabio

	* ql/config.msvc.hpp (1.33):

	Redundant define

2003-07-16 17:08  Luigi Ballabio

	* ql/: Math/lexicographicalview.hpp (1.10),
	Utilities/steppingiterator.hpp (1.10):

	Traded a cycle for additional safety

2003-07-16 09:32  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.38):

	Bug fix

2003-07-15 16:36  Luigi Ballabio

	* ql/: config.msvc.hpp (1.32),
	FiniteDifferences/tridiagonaloperator.hpp (1.24):

	Equal treatment for MS, Solaris and Darwin (fair is fair)

2003-07-14 18:48  Marco Marchioro

	* ql/pricingengine.hpp (1.9):

	logical constness of arguments() enforced

2003-07-14 18:23  Luigi Ballabio

	* ql/grid.hpp (1.17):

	Tree swaptions now work even if some exercise dates expired already

2003-07-09 14:46  Enrico Sirola

	* ql/TermStructures/: ratehelpers.cpp (1.33), ratehelpers.hpp
	(1.28):


	 * RateHelpers::referenceQuote(): method added
	 * RateHelpers::discountGuess(): extrapolation removed

2003-07-08 10:30  Luigi Ballabio

	* Docs/README.txt (1.22):

	Link fixed

2003-07-08 09:20  Marco Marchioro

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.19):

	Added a new constructor

2003-07-08 09:15  Marco Marchioro

	* ql/Math/linearinterpolation.hpp (1.15):

	Modified in order to compile on Borland C++

2003-07-08 09:14  Marco Marchioro

	* ql/grid.hpp (1.16):

	Old class Grid no longer exists, use CenteredGrid to obtain the
	same result.

2003-07-04 22:09  Nicolas Di Csar

	* QuantLib.dsp (1.160):

	add /Oi- compilation flag to avoid internal compiler error messages

2003-06-26 10:26  Luigi Ballabio

	* Docs/quantlibheader.tex (1.17):

	Fixed indexes

2003-06-25 16:00  Luigi Ballabio

	* test-suite/: piecewiseflatforward.cpp (1.6),
	piecewiseflatforward.hpp (1.4), quantlibtestsuite.cpp (1.30):

	Test case for the bug just fixed

2003-06-25 12:02  Luigi Ballabio

	* ql/Patterns/lazyobject.hpp (1.4):

	Documentation added

2003-06-25 08:57  Luigi Ballabio

	* ql/termstructure.hpp (1.31):

	Diamond inheritance fixed

2003-06-17 15:48  Marco Marchioro

	* ql/date.cpp (1.26):

	space required for a nice formatting

2003-06-11 16:06  Luigi Ballabio

	* QuantLib.nsi (1.80), configure.ac (1.12), Docs/quantlib.doxy
	(1.68), dev_tools/version_number.txt (1.30), ql/qldefines.hpp
	(1.54):

	Bumped version number

2003-06-06 12:11  Mario Aleppo

	* ql/Lattices/lattice.hpp (1.6):

	Tree properties become public

2003-06-04 14:47  Marco Marchioro

	* QuantLib.dsp (1.159):

	Added configuration "QuantLib - Win32 Intel OnTheEdgeRelease"

2003-05-30 11:51  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.33),
	ql/ShortRateModels/model.cpp (1.13), ql/ShortRateModels/model.hpp
	(1.16):

	Unneeded Handle layer removed

2003-05-29 16:59  Luigi Ballabio

	* ql/Math/incrementalstatistics.cpp (1.5):

	Apparently an issue with gcc 3.3 and QL_MIN_DOUBLE

2003-05-28 09:53  Luigi Ballabio

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.5), indexedcoupon.hpp
	(1.5), shortindexedcoupon.hpp (1.5), upfrontindexedcoupon.hpp
	(1.5):

	Possibly override day count

2003-05-22 17:29  Luigi Ballabio

	* QuantLib.dsp (1.158), ql/Makefile.am (1.36), ql/makefile.mak
	(1.29), ql/solver1d.hpp (1.13), ql/Instruments/vanillaoption.hpp
	(1.18), ql/Pricers/singleassetoption.hpp (1.24),
	ql/ShortRateModels/calibrationhelper.cpp (1.6),
	ql/ShortRateModels/onefactormodel.cpp (1.10),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.10),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.9),
	ql/Solvers1D/Makefile.am (1.7), ql/Solvers1D/bisection.hpp (1.10),
	ql/Solvers1D/brent.hpp (1.10), ql/Solvers1D/falseposition.hpp
	(1.10), ql/Solvers1D/newton.hpp (1.10), ql/Solvers1D/newtonsafe.hpp
	(1.11), ql/Solvers1D/ridder.hpp (1.10), ql/Solvers1D/secant.hpp
	(1.10), ql/TermStructures/piecewiseflatforward.hpp (1.29),
	test-suite/solvers.cpp (1.5):

	Solvers now take any function (not necessarily and
	ObjectiveFunction---as a matter of fact the latter disappeared)

2003-05-21 14:02  Luigi Ballabio

	* ql/Instruments/vanillaoption.cpp (1.19):

	Ensured engine initialization before calling impliedVolatility()

2003-05-20 11:50  Luigi Ballabio

	* test-suite/: europeanoption.cpp (1.13), europeanoption.hpp (1.8),
	quantlibtestsuite.cpp (1.29):

	Added MC European test

2003-05-16 18:17  Luigi Ballabio

	* makefile.mak (1.43):

	No CppUnit, No test suite

2003-05-16 18:16  Luigi Ballabio

	* ql/MonteCarlo/montecarlomodel.hpp (1.25):

	Fixed Borland compilation thing

2003-05-16 17:46  Luigi Ballabio

	* Makefile.am (1.77), QuantLib.nsi (1.79), makefile.mak (1.42),
	Docs/Makefile.am (1.56), Docs/README.txt (1.21), Docs/makefile.mak
	(1.32), Docs/quantlibfooter.html (1.13),
	Docs/quantlibfooteronline.html (1.5), Examples/Makefile.am (1.18),
	Examples/makefile.mak (1.16),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.32),
	Examples/BermudanSwaption/makefile.mak (1.5),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.24),
	Examples/DiscreteHedging/makefile.mak (1.8),
	Examples/Swap/makefile.mak (1.8), Examples/Swap/swapvaluation.cpp
	(1.35), config/Makefile.am (1.4), dev_tools/backupcvstree.py (1.2),
	dev_tools/downloadrelease.py (1.4), man/Makefile.am (1.4),
	ql/Makefile.am (1.35), ql/argsandresults.hpp (1.13),
	ql/calendar.cpp (1.13), ql/calendar.hpp (1.23),
	ql/capvolstructures.hpp (1.6), ql/cashflow.hpp (1.11),
	ql/config.ansi.hpp (1.17), ql/config.bcc.hpp (1.18),
	ql/config.msvc.hpp (1.31), ql/config.mwcw.hpp (1.16),
	ql/currency.hpp (1.9), ql/date.cpp (1.25), ql/date.hpp (1.21),
	ql/daycounter.hpp (1.20), ql/errors.hpp (1.12), ql/exercise.cpp
	(1.4), ql/exercise.hpp (1.24), ql/grid.hpp (1.15), ql/handle.hpp
	(1.14), ql/index.hpp (1.12), ql/instrument.hpp (1.15),
	ql/makefile.mak (1.28), ql/numericalmethod.hpp (1.8), ql/option.hpp
	(1.15), ql/payoff.hpp (1.4), ql/pricingengine.hpp (1.8),
	ql/qldefines.hpp (1.53), ql/quantlib.hpp (1.107), ql/solver1d.hpp
	(1.12), ql/swaptionvolstructure.hpp (1.6), ql/termstructure.hpp
	(1.30), ql/types.hpp (1.9), ql/voltermstructure.cpp (1.9),
	ql/voltermstructure.hpp (1.12), ql/Calendars/Makefile.am (1.14),
	ql/Calendars/jointcalendar.cpp (1.4),
	ql/Calendars/jointcalendar.hpp (1.3), ql/Calendars/makefile.mak
	(1.12), ql/Calendars/target.cpp (1.13), ql/Calendars/target.hpp
	(1.14), ql/CashFlows/Makefile.am (1.11),
	ql/CashFlows/cashflowvectors.cpp (1.21),
	ql/CashFlows/cashflowvectors.hpp (1.16), ql/CashFlows/coupon.hpp
	(1.14), ql/CashFlows/fixedratecoupon.hpp (1.16),
	ql/CashFlows/floatingratecoupon.hpp (1.25),
	ql/CashFlows/makefile.mak (1.9), ql/CashFlows/parcoupon.cpp (1.3),
	ql/CashFlows/parcoupon.hpp (1.3),
	ql/CashFlows/shortfloatingcoupon.cpp (1.10),
	ql/CashFlows/shortfloatingcoupon.hpp (1.10),
	ql/CashFlows/simplecashflow.hpp (1.9), ql/DayCounters/Makefile.am
	(1.7), ql/DayCounters/actual360.hpp (1.13),
	ql/DayCounters/actualactual.cpp (1.19),
	ql/DayCounters/actualactual.hpp (1.17), ql/DayCounters/makefile.mak
	(1.8), ql/DayCounters/thirty360.cpp (1.12),
	ql/DayCounters/thirty360.hpp (1.16),
	ql/FiniteDifferences/Makefile.am (1.15),
	ql/FiniteDifferences/americancondition.hpp (1.10),
	ql/FiniteDifferences/boundarycondition.cpp (1.4),
	ql/FiniteDifferences/boundarycondition.hpp (1.9),
	ql/FiniteDifferences/bsmoperator.cpp (1.12),
	ql/FiniteDifferences/bsmoperator.hpp (1.12),
	ql/FiniteDifferences/cranknicolson.hpp (1.16),
	ql/FiniteDifferences/dminus.hpp (1.11),
	ql/FiniteDifferences/dplus.hpp (1.11),
	ql/FiniteDifferences/dplusdminus.hpp (1.12),
	ql/FiniteDifferences/dzero.hpp (1.11),
	ql/FiniteDifferences/expliciteuler.hpp (1.12),
	ql/FiniteDifferences/fdtypedefs.hpp (1.8),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.18),
	ql/FiniteDifferences/impliciteuler.hpp (1.11),
	ql/FiniteDifferences/makefile.mak (1.9),
	ql/FiniteDifferences/mixedscheme.hpp (1.8),
	ql/FiniteDifferences/onefactoroperator.hpp (1.14),
	ql/FiniteDifferences/shoutcondition.hpp (1.10),
	ql/FiniteDifferences/stepcondition.hpp (1.9),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.20),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.23),
	ql/Indexes/Makefile.am (1.8), ql/Indexes/audlibor.hpp (1.8),
	ql/Indexes/cadlibor.hpp (1.8), ql/Indexes/chflibor.hpp (1.6),
	ql/Indexes/euribor.hpp (1.12), ql/Indexes/gbplibor.hpp (1.12),
	ql/Indexes/jpylibor.hpp (1.7), ql/Indexes/makefile.mak (1.7),
	ql/Indexes/usdlibor.hpp (1.12), ql/Indexes/xibor.cpp (1.13),
	ql/Indexes/xibor.hpp (1.16), ql/Instruments/Makefile.am (1.14),
	ql/Instruments/capfloor.cpp (1.31), ql/Instruments/capfloor.hpp
	(1.32), ql/Instruments/forwardvanillaoption.cpp (1.12),
	ql/Instruments/forwardvanillaoption.hpp (1.9),
	ql/Instruments/makefile.mak (1.15),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.5),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.5),
	ql/Instruments/quantovanillaoption.cpp (1.13),
	ql/Instruments/quantovanillaoption.hpp (1.10),
	ql/Instruments/stock.cpp (1.10), ql/Instruments/stock.hpp (1.9),
	ql/Instruments/swap.cpp (1.18), ql/Instruments/swap.hpp (1.14),
	ql/Instruments/swaption.cpp (1.28), ql/Instruments/swaption.hpp
	(1.24), ql/Instruments/vanillaoption.cpp (1.18),
	ql/Instruments/vanillaoption.hpp (1.17), ql/Lattices/Makefile.am
	(1.9), ql/Lattices/binomialtree.cpp (1.13),
	ql/Lattices/binomialtree.hpp (1.10), ql/Lattices/bsmlattice.hpp
	(1.6), ql/Lattices/lattice.hpp (1.5), ql/Lattices/lattice2d.hpp
	(1.5), ql/Lattices/makefile.mak (1.15), ql/Lattices/tree.hpp
	(1.18), ql/Lattices/trinomialtree.cpp (1.16),
	ql/Lattices/trinomialtree.hpp (1.9), ql/Math/Makefile.am (1.21),
	ql/Math/bicubicsplineinterpolation.hpp (1.6),
	ql/Math/bilinearinterpolation.hpp (1.14),
	ql/Math/chisquaredistribution.cpp (1.7),
	ql/Math/chisquaredistribution.hpp (1.7), ql/Math/cubicspline.hpp
	(1.24), ql/Math/discrepancystatistics.cpp (1.4),
	ql/Math/discrepancystatistics.hpp (1.9), ql/Math/errorfunction.cpp
	(1.4), ql/Math/errorfunction.hpp (1.3), ql/Math/functional.hpp
	(1.2), ql/Math/gammadistribution.cpp (1.5),
	ql/Math/gammadistribution.hpp (1.5), ql/Math/gaussianstatistics.hpp
	(1.6), ql/Math/generalstatistics.cpp (1.7),
	ql/Math/generalstatistics.hpp (1.7),
	ql/Math/incrementalstatistics.cpp (1.4),
	ql/Math/incrementalstatistics.hpp (1.3), ql/Math/interpolation.hpp
	(1.18), ql/Math/interpolation2D.hpp (1.12),
	ql/Math/lexicographicalview.hpp (1.9),
	ql/Math/linearinterpolation.hpp (1.14),
	ql/Math/loglinearinterpolation.hpp (1.15), ql/Math/makefile.mak
	(1.15), ql/Math/matrix.hpp (1.15), ql/Math/normaldistribution.cpp
	(1.20), ql/Math/normaldistribution.hpp (1.23),
	ql/Math/primenumbers.cpp (1.8), ql/Math/primenumbers.hpp (1.7),
	ql/Math/riskstatistics.hpp (1.5), ql/Math/segmentintegral.hpp
	(1.17), ql/Math/sequencestatistics.hpp (1.19),
	ql/Math/statistics.hpp (1.26),
	ql/Math/symmetricschurdecomposition.cpp (1.10),
	ql/Math/symmetricschurdecomposition.hpp (1.10),
	ql/MonteCarlo/Makefile.am (1.23), ql/MonteCarlo/brownianbridge.hpp
	(1.8), ql/MonteCarlo/getcovariance.hpp (1.12),
	ql/MonteCarlo/makefile.mak (1.16), ql/MonteCarlo/mctraits.hpp
	(1.3), ql/MonteCarlo/mctypedefs.hpp (1.23),
	ql/MonteCarlo/montecarlomodel.hpp (1.24),
	ql/MonteCarlo/multipath.hpp (1.16),
	ql/MonteCarlo/multipathgenerator.hpp (1.33), ql/MonteCarlo/path.hpp
	(1.15), ql/MonteCarlo/pathgenerator.hpp (1.37),
	ql/MonteCarlo/pathpricer.hpp (1.15), ql/MonteCarlo/sample.hpp
	(1.9), ql/Optimization/Makefile.am (1.7),
	ql/Optimization/constraint.hpp (1.11), ql/Optimization/makefile.mak
	(1.7), ql/Patterns/Makefile.am (1.11), ql/Patterns/bridge.hpp
	(1.5), ql/Patterns/lazyobject.hpp (1.3), ql/Patterns/observable.hpp
	(1.14), ql/Patterns/visitor.hpp (1.3), ql/Pricers/Makefile.am
	(1.31), ql/Pricers/discretegeometricaso.cpp (1.11),
	ql/Pricers/discretegeometricaso.hpp (1.8), ql/Pricers/makefile.mak
	(1.25), ql/Pricers/mccliquetoption.cpp (1.14),
	ql/Pricers/mccliquetoption.hpp (1.13),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.18),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.16),
	ql/Pricers/mceverest.cpp (1.21), ql/Pricers/mceverest.hpp (1.16),
	ql/Pricers/mchimalaya.cpp (1.21), ql/Pricers/mchimalaya.hpp (1.16),
	ql/Pricers/mcmaxbasket.cpp (1.18), ql/Pricers/mcmaxbasket.hpp
	(1.16), ql/Pricers/mcpagoda.cpp (1.21), ql/Pricers/mcpagoda.hpp
	(1.17), ql/Pricers/mcperformanceoption.cpp (1.13),
	ql/Pricers/mcperformanceoption.hpp (1.11), ql/Pricers/mcpricer.hpp
	(1.23), ql/Pricers/singleassetoption.cpp (1.21),
	ql/Pricers/singleassetoption.hpp (1.23),
	ql/PricingEngines/Makefile.am (1.16),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.4),
	ql/PricingEngines/makefile.mak (1.12), ql/RandomNumbers/Makefile.am
	(1.13), ql/RandomNumbers/boxmullergaussianrng.hpp (1.10),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.10),
	ql/RandomNumbers/haltonrsg.cpp (1.8),
	ql/RandomNumbers/haltonrsg.hpp (1.7),
	ql/RandomNumbers/knuthuniformrng.cpp (1.8),
	ql/RandomNumbers/knuthuniformrng.hpp (1.11),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.8),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.9),
	ql/RandomNumbers/makefile.mak (1.15),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.6),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.9),
	ql/RandomNumbers/primitivepolynomials.c (1.6),
	ql/RandomNumbers/primitivepolynomials.h (1.4),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.6),
	ql/RandomNumbers/sobolrsg.cpp (1.21), ql/RandomNumbers/sobolrsg.hpp
	(1.9), ql/ShortRateModels/Makefile.am (1.3),
	ql/ShortRateModels/calibrationhelper.cpp (1.5),
	ql/ShortRateModels/calibrationhelper.hpp (1.9),
	ql/ShortRateModels/makefile.mak (1.4), ql/ShortRateModels/model.cpp
	(1.11), ql/ShortRateModels/model.hpp (1.14),
	ql/ShortRateModels/onefactormodel.cpp (1.9),
	ql/ShortRateModels/onefactormodel.hpp (1.10),
	ql/ShortRateModels/parameter.hpp (1.10),
	ql/ShortRateModels/twofactormodel.cpp (1.6),
	ql/ShortRateModels/twofactormodel.hpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.3),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.12),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/makefile.mak (1.3),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.12),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.5),
	ql/ShortRateModels/OneFactorModels/Makefile.am (1.3),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.9),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.7),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.13),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.11),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.12), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.12),
	ql/ShortRateModels/OneFactorModels/makefile.mak (1.3),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.7),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.7),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.3),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.8),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.10),
	ql/ShortRateModels/TwoFactorModels/makefile.mak (1.3),
	ql/Solvers1D/Makefile.am (1.6), ql/Solvers1D/bisection.hpp (1.9),
	ql/Solvers1D/brent.hpp (1.9), ql/Solvers1D/falseposition.hpp (1.9),
	ql/Solvers1D/newton.hpp (1.9), ql/Solvers1D/newtonsafe.hpp (1.10),
	ql/Solvers1D/ridder.hpp (1.9), ql/Solvers1D/secant.hpp (1.9),
	ql/TermStructures/Makefile.am (1.14),
	ql/TermStructures/compoundforward.cpp (1.23),
	ql/TermStructures/compoundforward.hpp (1.16),
	ql/TermStructures/discountcurve.hpp (1.15),
	ql/TermStructures/drifttermstructure.hpp (1.4),
	ql/TermStructures/flatforward.hpp (1.24),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.13),
	ql/TermStructures/impliedtermstructure.hpp (1.12),
	ql/TermStructures/makefile.mak (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.33),
	ql/TermStructures/piecewiseflatforward.hpp (1.28),
	ql/TermStructures/quantotermstructure.hpp (1.7),
	ql/TermStructures/ratehelpers.cpp (1.32),
	ql/TermStructures/ratehelpers.hpp (1.27),
	ql/TermStructures/zerocurve.hpp (1.3),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.14),
	ql/Utilities/Makefile.am (1.6), ql/Utilities/steppingiterator.hpp
	(1.9), ql/Volatilities/Makefile.am (1.11),
	ql/Volatilities/blackconstantvol.hpp (1.13),
	ql/Volatilities/blackvariancecurve.hpp (1.15),
	ql/Volatilities/blackvariancesurface.hpp (1.16),
	ql/Volatilities/capflatvolvector.hpp (1.7),
	ql/Volatilities/impliedvoltermstructure.hpp (1.5),
	ql/Volatilities/localconstantvol.hpp (1.10),
	ql/Volatilities/localvolcurve.hpp (1.5),
	ql/Volatilities/localvolsurface.hpp (1.8),
	ql/Volatilities/swaptionvolmatrix.hpp (1.9),
	test-suite/calendars.cpp (1.3), test-suite/calendars.hpp (1.3),
	test-suite/capfloor.cpp (1.10), test-suite/capfloor.hpp (1.4),
	test-suite/covariance.cpp (1.7), test-suite/covariance.hpp (1.5),
	test-suite/dates.cpp (1.4), test-suite/dates.hpp (1.3),
	test-suite/daycounters.cpp (1.4), test-suite/daycounters.hpp (1.3),
	test-suite/distributions.cpp (1.8), test-suite/distributions.hpp
	(1.3), test-suite/europeanoption.cpp (1.12),
	test-suite/europeanoption.hpp (1.7), test-suite/instruments.cpp
	(1.5), test-suite/instruments.hpp (1.3), test-suite/integrals.cpp
	(1.4), test-suite/integrals.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.35),
	test-suite/lowdiscrepancysequences.hpp (1.7),
	test-suite/makefile.mak (1.6), test-suite/matrices.cpp (1.3),
	test-suite/matrices.hpp (1.4), test-suite/mersennetwister.cpp
	(1.8), test-suite/mersennetwister.hpp (1.4),
	test-suite/old_pricers.cpp (1.14), test-suite/old_pricers.hpp
	(1.6), test-suite/operators.cpp (1.5), test-suite/operators.hpp
	(1.3), test-suite/piecewiseflatforward.cpp (1.5),
	test-suite/piecewiseflatforward.hpp (1.3),
	test-suite/quantlibtestsuite.cpp (1.28), test-suite/riskstats.cpp
	(1.22), test-suite/riskstats.hpp (1.7), test-suite/solvers.cpp
	(1.4), test-suite/solvers.hpp (1.3), test-suite/stats.cpp (1.13),
	test-suite/stats.hpp (1.9), test-suite/swap.cpp (1.8),
	test-suite/swap.hpp (1.3), test-suite/swaption.cpp (1.7),
	test-suite/swaption.hpp (1.3), test-suite/termstructures.cpp (1.7),
	test-suite/termstructures.hpp (1.4), test-suite/utilities.hpp
	(1.3):

	First tag-free commit. Drink and be merry.

2003-05-13 16:05  Luigi Ballabio

	* ql/: FiniteDifferences/tridiagonaloperator.cpp (1.19),
	FiniteDifferences/tridiagonaloperator.hpp (1.22), Math/matrix.hpp
	(1.14), Math/sequencestatistics.hpp (1.18),
	MonteCarlo/getcovariance.hpp (1.11):

	Some more discardables

2003-05-12 15:11  Luigi Ballabio

	* QuantLib.dsp (1.157), ql/MonteCarlo/mctraits.hpp (1.2),
	ql/MonteCarlo/mctypedefs.hpp (1.22),
	ql/MonteCarlo/montecarlomodel.hpp (1.23),
	ql/Pricers/mccliquetoption.cpp (1.13),
	ql/Pricers/mccliquetoption.hpp (1.12),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.17),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.15),
	ql/Pricers/mceverest.cpp (1.20), ql/Pricers/mceverest.hpp (1.15),
	ql/Pricers/mchimalaya.cpp (1.20), ql/Pricers/mchimalaya.hpp (1.15),
	ql/Pricers/mcmaxbasket.cpp (1.17), ql/Pricers/mcmaxbasket.hpp
	(1.15), ql/Pricers/mcpagoda.cpp (1.20), ql/Pricers/mcpagoda.hpp
	(1.16), ql/Pricers/mcperformanceoption.cpp (1.12),
	ql/Pricers/mcperformanceoption.hpp (1.10), ql/Pricers/mcpricer.hpp
	(1.22):

	Now working with more primitive compilers (such as VC++5)

2003-05-12 12:31  Ferdinando Ametrano

	* ql/: Math/normaldistribution.hpp (1.22), Pricers/mcpricer.hpp
	(1.21):

	typo fixed

2003-05-12 12:11  Ferdinando Ametrano

	* QuantLib.dsp (1.156):

	adding new file

2003-05-09 13:22  Luigi Ballabio

	* QuantLib.nsi (1.78), configure.ac (1.11), Docs/quantlib.doxy
	(1.67), Docs/pages/mcarlo.docs (1.12), dev_tools/version_number.txt
	(1.29), ql/qldefines.hpp (1.52), ql/Math/riskstatistics.hpp (1.4),
	ql/MonteCarlo/Makefile.am (1.22), ql/MonteCarlo/mctraits.hpp (1.1),
	ql/MonteCarlo/mctypedefs.hpp (1.21),
	ql/MonteCarlo/montecarlomodel.hpp (1.22),
	ql/MonteCarlo/pathgenerator.hpp (1.36),
	ql/Pricers/mccliquetoption.cpp (1.12),
	ql/Pricers/mccliquetoption.hpp (1.11),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.16),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.14),
	ql/Pricers/mceverest.cpp (1.19), ql/Pricers/mceverest.hpp (1.14),
	ql/Pricers/mchimalaya.cpp (1.19), ql/Pricers/mchimalaya.hpp (1.14),
	ql/Pricers/mcmaxbasket.cpp (1.16), ql/Pricers/mcmaxbasket.hpp
	(1.14), ql/Pricers/mcpagoda.cpp (1.19), ql/Pricers/mcpagoda.hpp
	(1.15), ql/Pricers/mcperformanceoption.cpp (1.11),
	ql/Pricers/mcperformanceoption.hpp (1.9), ql/Pricers/mcpricer.hpp
	(1.20), ql/RandomNumbers/haltonrsg.cpp (1.7):

	Re-templatized Monte Carlo model on traits

2003-05-08 12:06  Luigi Ballabio

	* ql/Math/segmentintegral.hpp (1.16), ql/Pricers/mceverest.hpp
	(1.13), ql/Pricers/mcmaxbasket.hpp (1.13), test-suite/calendars.cpp
	(1.2), test-suite/calendars.hpp (1.2), test-suite/capfloor.cpp
	(1.9), test-suite/capfloor.hpp (1.3), test-suite/covariance.cpp
	(1.6), test-suite/covariance.hpp (1.4), test-suite/dates.cpp (1.3),
	test-suite/dates.hpp (1.2), test-suite/daycounters.cpp (1.3),
	test-suite/daycounters.hpp (1.2), test-suite/distributions.cpp
	(1.7), test-suite/distributions.hpp (1.2),
	test-suite/europeanoption.cpp (1.11), test-suite/europeanoption.hpp
	(1.6), test-suite/instruments.cpp (1.4), test-suite/instruments.hpp
	(1.2), test-suite/integrals.cpp (1.2), test-suite/integrals.hpp
	(1.2), test-suite/lowdiscrepancysequences.cpp (1.34),
	test-suite/lowdiscrepancysequences.hpp (1.6),
	test-suite/matrices.cpp (1.2), test-suite/matrices.hpp (1.3),
	test-suite/mersennetwister.cpp (1.7),
	test-suite/mersennetwister.hpp (1.3), test-suite/old_pricers.cpp
	(1.13), test-suite/old_pricers.hpp (1.5), test-suite/operators.cpp
	(1.4), test-suite/operators.hpp (1.2),
	test-suite/piecewiseflatforward.cpp (1.4),
	test-suite/piecewiseflatforward.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.27), test-suite/riskstats.cpp
	(1.21), test-suite/riskstats.hpp (1.6), test-suite/solvers.cpp
	(1.3), test-suite/solvers.hpp (1.2), test-suite/stats.cpp (1.12),
	test-suite/stats.hpp (1.8), test-suite/swap.cpp (1.6),
	test-suite/swap.hpp (1.2), test-suite/swaption.cpp (1.5),
	test-suite/swaption.hpp (1.2), test-suite/termstructures.cpp (1.6),
	test-suite/termstructures.hpp (1.3), test-suite/utilities.hpp
	(1.2):

	Removed unneeded dependencies (recompiling the whole test suite
	every time anything changed was a major time waster)

2003-05-07 16:38  Ferdinando Ametrano

	* ql/RandomNumbers/haltonrsg.cpp (1.6),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.5),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.8),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.5),
	test-suite/lowdiscrepancysequences.cpp (1.33),
	test-suite/mersennetwister.cpp (1.6):

	enabled the implicit nextInt32() in Mersenne Twister

2003-05-07 16:05  Luigi Ballabio

	* test-suite/.cvsignore (1.7):

	I want to see them, thank you

2003-05-07 16:04  Luigi Ballabio

	* test-suite/: lowdiscrepancysequences.cpp (1.32),
	mersennetwister.hpp (1.2), quantlibtestsuite.cpp (1.26):

	You love copying and pasting, don'y you? :)

2003-05-07 15:01  Luigi Ballabio

	* ql/MonteCarlo/path.hpp (1.14):

	Fixed default constructor

2003-05-06 18:53  Ferdinando Ametrano

	* ql/RandomNumbers/haltonrsg.cpp (1.5),
	ql/RandomNumbers/haltonrsg.hpp (1.6), test-suite/.cvsignore (1.6),
	test-suite/lowdiscrepancysequences.cpp (1.31),
	test-suite/lowdiscrepancysequences.hpp (1.5):

	added randomized Halton sequences (very interesting results!!)

2003-05-06 17:40  Luigi Ballabio

	* ql/Math/Makefile.am (1.20):

	missing file

2003-05-06 12:04  Enrico Sirola

	* acinclude.m4 (1.7):

	QL_CHECK_FUNC fixed

2003-05-05 11:59  Ferdinando Ametrano

	* Examples/: makefile.mak (1.15), BermudanSwaption/makefile.mak
	(1.4), DiscreteHedging/makefile.mak (1.7), Swap/makefile.mak (1.7):

	no message

2003-05-05 11:26  Ferdinando Ametrano

	* ql/: makefile.mak (1.27), RandomNumbers/makefile.mak (1.14):

	no message

2003-05-05 09:20  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.30):

	more discrepancy data (final)

2003-05-02 13:08  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.16), sobolrsg.cpp (1.17),
	sobolrsg.cpp (1.18), sobolrsg.cpp (1.19):

	comments added

2003-05-02 11:59  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.5):

	drop in replacement files

2003-05-02 11:11  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.5), ql/Math/riskstatistics.hpp
	(1.2), test-suite/riskstats.cpp (1.20):

	redefinition of average shorfall (normalization factor now is
	cumulative(target) instead of 1.0)

2003-05-02 09:42  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.29):

	more discrepancy data

2003-04-30 17:14  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.15):

	no message

2003-04-30 17:06  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.4):

	drop in replacement files

2003-04-30 16:45  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.28):

	more data

2003-04-30 16:45  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.3):

	drop in replacement files

2003-04-30 16:32  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.h (1.3):

	drop in replacement files

2003-04-30 11:36  Ferdinando Ametrano

	* ql/RandomNumbers/primitivepolynomials.c (1.2),
	ql/RandomNumbers/primitivepolynomials.h (1.2),
	ql/RandomNumbers/sobolrsg.cpp (1.14),
	test-suite/lowdiscrepancysequences.cpp (1.27):

	bug fixed: Sobol finally works.

2003-04-29 18:06  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.26):

	no message

2003-04-29 17:41  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.13):

	no message

2003-04-29 15:27  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.25):

	using exponential formatting

2003-04-29 14:46  Luigi Ballabio

	* test-suite/lowdiscrepancysequences.cpp (1.24):

	usual QL_POW stuff

2003-04-29 14:45  Luigi Ballabio

	* test-suite/Makefile.am (1.14):

	Fixed previous fix

2003-04-28 18:29  Ferdinando Ametrano

	* QuantLib.dsp (1.155),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.8),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.10),
	Examples/Swap/Swap.dsp (1.9):

	allowing optimization, enabling profile

2003-04-28 13:21  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.13):

	updated

2003-04-28 12:49  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.13), lowdiscrepancysequences.cpp
	(1.23), makefile.mak (1.5):

	more data (raise doubts on the Sobol sequences' implementation: see
	dimensions 5,10,15)

2003-04-28 12:23  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.22):

	more data (raise doubts on the Sobol sequences' implementation: see
	dimensions 5,10,15)

2003-04-28 11:59  Ferdinando Ametrano

	* ql/Math/discrepancystatistics.hpp (1.7):

	bug fix

2003-04-28 11:55  Ferdinando Ametrano

	* ql/Math/: discrepancystatistics.hpp (1.6), sequencestatistics.hpp
	(1.17):

	bug fix

2003-04-24 19:26  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.21):

	collecting more data

2003-04-24 19:04  Ferdinando Ametrano

	* test-suite/riskstats.cpp (1.18):

	regret and associated measures + tests

2003-04-24 18:57  Ferdinando Ametrano

	* ql/Math/gaussianstatistics.hpp (1.4),
	ql/Math/generalstatistics.cpp (1.5), ql/Math/generalstatistics.hpp
	(1.5), ql/Math/incrementalstatistics.cpp (1.3),
	test-suite/riskstats.cpp (1.17), test-suite/stats.cpp (1.10):

	regret and associated measures + tests

2003-04-24 16:05  Ferdinando Ametrano

	* ql/Math/: gaussianstatistics.hpp (1.3), generalstatistics.cpp
	(1.4), generalstatistics.hpp (1.4), incrementalstatistics.cpp
	(1.2), incrementalstatistics.hpp (1.2):

	downsideDeviation and regret modified

2003-04-24 15:36  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.20):

	collecting more data

2003-04-24 15:31  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.hpp (1.8), sobolrsg.cpp (1.12):

	removed useless data member

2003-04-24 13:24  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.19):

	more test

2003-04-24 13:24  Ferdinando Ametrano

	* ql/: Math/primenumbers.cpp (1.7), Math/primenumbers.hpp (1.6),
	RandomNumbers/mt19937uniformrng.hpp (1.7):

	small fixes

2003-04-22 18:55  Ferdinando Ametrano

	* ql/Math/: generalstatistics.cpp (1.3), generalstatistics.hpp
	(1.3), sequencestatistics.hpp (1.16):

	introduced semiVariance and regret

2003-04-22 16:57  Ferdinando Ametrano

	* ChangeLog.txt (1.32):

	updated

2003-04-22 16:54  Ferdinando Ametrano

	* Docs/.cvsignore (1.3), Examples/BermudanSwaption/.cvsignore
	(1.6), Examples/DiscreteHedging/.cvsignore (1.6),
	Examples/Swap/.cvsignore (1.6):

	cvs ignore: Makefile.in

2003-04-22 16:37  Ferdinando Ametrano

	* .cvsignore (1.6), ql/.cvsignore (1.8), ql/Calendars/.cvsignore
	(1.4), ql/CashFlows/.cvsignore (1.4), ql/DayCounters/.cvsignore
	(1.4), ql/FiniteDifferences/.cvsignore (1.4), ql/Indexes/.cvsignore
	(1.4), ql/Instruments/.cvsignore (1.4), ql/Lattices/.cvsignore
	(1.4), ql/Math/.cvsignore (1.4), ql/MonteCarlo/.cvsignore (1.4),
	ql/Optimization/.cvsignore (1.4), ql/Pricers/.cvsignore (1.4),
	ql/PricingEngines/.cvsignore (1.4), ql/RandomNumbers/.cvsignore
	(1.4), ql/ShortRateModels/.cvsignore (1.4),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.4),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.4),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.4),
	ql/Solvers1D/.cvsignore (1.4), ql/TermStructures/.cvsignore (1.4):

	cvs ignore: Makefile.in

2003-04-19 12:16  Ferdinando Ametrano

	* QuantLib.dsp (1.154), Docs/pages/authors.docs (1.19),
	ql/quantlib.hpp (1.105), ql/Math/Makefile.am (1.18),
	ql/Math/kronrodintegral.hpp (1.1), test-suite/covariance.hpp (1.3):

	added Niels Elken Snderby's Gauss-Kronrod code

2003-04-18 18:18  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.31):

	catching up

2003-04-18 18:05  Ferdinando Ametrano

	* ql/Math/generalstatistics.cpp (1.2),
	ql/Math/generalstatistics.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.25), test-suite/riskstats.cpp
	(1.16):

	more risk measures with their tests

2003-04-18 13:01  Ferdinando Ametrano

	* test-suite/covariance.cpp (1.5):

	added covariance/correlation tests

2003-04-18 12:59  Ferdinando Ametrano

	* QuantLib.dsp (1.153), test-suite/lowdiscrepancysequences.cpp
	(1.18), test-suite/old_pricers.cpp (1.12):

	'begin, end' input couple replaced 'const Array&'

2003-04-18 12:58  Ferdinando Ametrano

	* ql/MonteCarlo/: Makefile.am (1.21), getcovariance.cpp (1.12),
	getcovariance.hpp (1.10), makefile.mak (1.15):

	begin, end input couple replaced const Array&

2003-04-18 09:14  Luigi Ballabio

	* test-suite/quantlibtestsuite.cpp (1.24):

	I figured LDSs are no longer alpha :)

2003-04-18 09:14  Luigi Ballabio

	* test-suite/covariance.cpp (1.4):

	grammar again :)

2003-04-17 18:06  Ferdinando Ametrano

	* ql/Math/sequencestatistics.hpp (1.15), test-suite/covariance.cpp
	(1.3), test-suite/covariance.hpp (1.2),
	test-suite/quantlibtestsuite.cpp (1.23):

	added covariance/correlation tests (not finished yet)

2003-04-17 13:07  Ferdinando Ametrano

	* QuantLib.dsp (1.152):

	VC++ catching up with disposable

2003-04-17 12:58  Ferdinando Ametrano

	* ql/Math/sequencestatistics.hpp (1.14):

	bug fix

2003-04-17 12:54  Luigi Ballabio

	* ql/: Makefile.am (1.34), config.ansi.hpp (1.16), config.bcc.hpp
	(1.17), config.msvc.hpp (1.30), config.mwcw.hpp (1.15),
	qldefines.hpp (1.51), quantlib.hpp (1.104),
	FiniteDifferences/tridiagonaloperator.cpp (1.18),
	FiniteDifferences/tridiagonaloperator.hpp (1.21), Math/matrix.hpp
	(1.13):

	QuEP 9 implemented

2003-04-17 10:34  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.dsp (1.7),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.9),
	Examples/Swap/Swap.dsp (1.8), test-suite/testsuite.dsp (1.12):

	clean up

2003-04-17 10:11  Luigi Ballabio

	* test-suite/stats.hpp (1.7):

	Reverted indiscriminated grep

2003-04-17 09:51  Luigi Ballabio

	* test-suite/: lowdiscrepancysequences.cpp (1.17), riskstats.cpp
	(1.15), stats.hpp (1.6):

	Warnings and grammar

2003-04-17 09:49  Luigi Ballabio

	* ql/Math/sequencestatistics.hpp (1.13):

	Compiles with gcc

2003-04-16 18:28  Ferdinando Ametrano

	* makefile.mak (1.41), Examples/BermudanSwaption/.cvsignore (1.5),
	Examples/DiscreteHedging/.cvsignore (1.5), Examples/Swap/.cvsignore
	(1.5), ql/Math/matrix.hpp (1.12), ql/Math/sequencestatistics.hpp
	(1.12), test-suite/.cvsignore (1.5), test-suite/makefile.mak (1.4):

	added covariance/correlation (untested yet)

2003-04-16 16:53  Ferdinando Ametrano

	* QuantLib.dsp (1.151),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.23),
	ql/quantlib.hpp (1.103), ql/Math/Makefile.am (1.17),
	ql/Math/discrepancystatistics.cpp (1.3),
	ql/Math/discrepancystatistics.hpp (1.5),
	ql/Math/gaussianstatistics.hpp (1.2), ql/Math/generalstatistics.cpp
	(1.1), ql/Math/generalstatistics.hpp (1.1),
	ql/Math/incrementalstatistics.cpp (1.1),
	ql/Math/incrementalstatistics.hpp (1.1), ql/Math/makefile.mak
	(1.14), ql/Math/sequencestatistics.hpp (1.11),
	ql/Math/statistics.hpp (1.24), ql/MonteCarlo/mctypedefs.hpp (1.20),
	ql/Pricers/mccliquetoption.cpp (1.11),
	ql/Pricers/mccliquetoption.hpp (1.10),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.15),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.13),
	ql/Pricers/mceverest.cpp (1.18), ql/Pricers/mceverest.hpp (1.12),
	ql/Pricers/mchimalaya.cpp (1.18), ql/Pricers/mchimalaya.hpp (1.13),
	ql/Pricers/mcmaxbasket.cpp (1.15), ql/Pricers/mcmaxbasket.hpp
	(1.12), ql/Pricers/mcpagoda.cpp (1.18), ql/Pricers/mcpagoda.hpp
	(1.14), ql/Pricers/mcperformanceoption.cpp (1.10),
	ql/Pricers/mcperformanceoption.hpp (1.8), test-suite/riskstats.cpp
	(1.14), test-suite/stats.cpp (1.9):

	refactoring the Statistics classes: now there is
	IncrementalStatistics (based on incremental sums) and Statistics
	(which stores all samples).  GaussianStatistics<Stat> adds gaussian
	methods.  SequenceStatistics<Stat> (will) add covariance
	calculation.  DiscrepancyStatistics (not-incremental) adds
	discrepancy calculation

2003-04-15 17:25  Ferdinando Ametrano

	* ql/Math/statistics.hpp (1.23):

	Statistics renamed GaussianStatistics and replaced by the former
	HStatistics

2003-04-15 17:19  Ferdinando Ametrano

	* QuantLib.dsp (1.150), makefile.mak (1.40),
	Docs/Examples/history_iterators.cpp (1.9),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.22),
	ql/quantlib.hpp (1.102), ql/Math/Makefile.am (1.16),
	ql/Math/discrepancystatistics.hpp (1.4),
	ql/Math/gaussianstatistics.hpp (1.1), ql/Math/makefile.mak (1.13),
	ql/Math/sequencestatistics.hpp (1.10), ql/Math/statistics.hpp
	(1.22), ql/MonteCarlo/mctypedefs.hpp (1.19),
	ql/Pricers/mccliquetoption.cpp (1.10),
	ql/Pricers/mccliquetoption.hpp (1.9),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.14),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.12),
	ql/Pricers/mceverest.cpp (1.17), ql/Pricers/mceverest.hpp (1.11),
	ql/Pricers/mchimalaya.cpp (1.17), ql/Pricers/mchimalaya.hpp (1.12),
	ql/Pricers/mcmaxbasket.cpp (1.14), ql/Pricers/mcmaxbasket.hpp
	(1.11), ql/Pricers/mcpagoda.cpp (1.17), ql/Pricers/mcpagoda.hpp
	(1.13), ql/Pricers/mcperformanceoption.cpp (1.9),
	ql/Pricers/mcperformanceoption.hpp (1.7),
	test-suite/lowdiscrepancysequences.cpp (1.16),
	test-suite/riskstats.cpp (1.13), test-suite/stats.cpp (1.8),
	test-suite/stats.hpp (1.5):

	Statistics renamed GaussianStatistics and replaced by the former
	HStatistics

2003-04-15 13:12  Ferdinando Ametrano

	* ql/Math/normaldistribution.cpp (1.19),
	ql/Math/sequencestatistics.hpp (1.9), ql/Math/statistics.hpp
	(1.21), test-suite/mersennetwister.cpp (1.5),
	test-suite/quantlibtestsuite.cpp (1.22), test-suite/riskstats.cpp
	(1.12), test-suite/stats.cpp (1.7):

	1) HStatistics does not inherit from Statistic (final) 2) added
	tests for HStatistics 3) warning: Statistics' high moments are
	numerically unstable for high average/standardDeviation ratios.
	HStatistics is stable.

2003-04-15 10:58  Luigi Ballabio

	* test-suite/riskstats.cpp (1.11):

	Warnings

2003-04-15 10:38  Ferdinando Ametrano

	* test-suite/riskstats.cpp (1.10):

	HStatistics will not inherit from Statistic (Part II)

2003-04-15 10:11  Luigi Ballabio

	* test-suite/riskstats.cpp (1.9):

	How many times again?

2003-04-15 10:09  Luigi Ballabio

	* Docs/README.txt (1.20):

	Doxygen 1.3 released

2003-04-15 08:42  Luigi Ballabio

	* Docs/Makefile.am (1.55), Docs/quantlib.doxy (1.65),
	Docs/quantlibheader.tex (1.12), Docs/pages/fixedincome.docs (1.9),
	ql/argsandresults.hpp (1.12), ql/calendar.cpp (1.12),
	ql/calendar.hpp (1.21), ql/capvolstructures.hpp (1.5),
	ql/cashflow.hpp (1.10), ql/currency.hpp (1.8), ql/date.cpp (1.24),
	ql/date.hpp (1.20), ql/daycounter.hpp (1.18), ql/errors.hpp (1.11),
	ql/exercise.cpp (1.3), ql/exercise.hpp (1.23), ql/grid.hpp (1.14),
	ql/handle.hpp (1.13), ql/index.hpp (1.11), ql/instrument.hpp
	(1.14), ql/numericalmethod.hpp (1.7), ql/option.hpp (1.14),
	ql/payoff.hpp (1.3), ql/pricingengine.hpp (1.7), ql/qldefines.hpp
	(1.50), ql/solver1d.hpp (1.11), ql/swaptionvolstructure.hpp (1.5),
	ql/termstructure.hpp (1.29), ql/types.hpp (1.8),
	ql/voltermstructure.cpp (1.8), ql/voltermstructure.hpp (1.11),
	ql/Calendars/jointcalendar.cpp (1.3),
	ql/Calendars/jointcalendar.hpp (1.2), ql/Calendars/target.cpp
	(1.12), ql/Calendars/target.hpp (1.13),
	ql/CashFlows/cashflowvectors.cpp (1.20),
	ql/CashFlows/cashflowvectors.hpp (1.15), ql/CashFlows/coupon.hpp
	(1.13), ql/CashFlows/fixedratecoupon.hpp (1.15),
	ql/CashFlows/floatingratecoupon.hpp (1.24),
	ql/CashFlows/inarrearindexedcoupon.hpp (1.4),
	ql/CashFlows/indexedcoupon.hpp (1.4), ql/CashFlows/parcoupon.cpp
	(1.2), ql/CashFlows/parcoupon.hpp (1.2),
	ql/CashFlows/shortfloatingcoupon.cpp (1.9),
	ql/CashFlows/shortfloatingcoupon.hpp (1.9),
	ql/CashFlows/shortindexedcoupon.hpp (1.4),
	ql/CashFlows/simplecashflow.hpp (1.8),
	ql/CashFlows/upfrontindexedcoupon.hpp (1.4),
	ql/DayCounters/actual360.hpp (1.12),
	ql/DayCounters/actualactual.cpp (1.18),
	ql/DayCounters/actualactual.hpp (1.16),
	ql/DayCounters/thirty360.cpp (1.11), ql/DayCounters/thirty360.hpp
	(1.15), ql/FiniteDifferences/americancondition.hpp (1.9),
	ql/FiniteDifferences/boundarycondition.cpp (1.3),
	ql/FiniteDifferences/boundarycondition.hpp (1.8),
	ql/FiniteDifferences/bsmoperator.cpp (1.11),
	ql/FiniteDifferences/bsmoperator.hpp (1.11),
	ql/FiniteDifferences/cranknicolson.hpp (1.15),
	ql/FiniteDifferences/dminus.hpp (1.10),
	ql/FiniteDifferences/dplus.hpp (1.10),
	ql/FiniteDifferences/dplusdminus.hpp (1.11),
	ql/FiniteDifferences/dzero.hpp (1.10),
	ql/FiniteDifferences/expliciteuler.hpp (1.11),
	ql/FiniteDifferences/fdtypedefs.hpp (1.7),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.17),
	ql/FiniteDifferences/impliciteuler.hpp (1.10),
	ql/FiniteDifferences/mixedscheme.hpp (1.7),
	ql/FiniteDifferences/onefactoroperator.hpp (1.13),
	ql/FiniteDifferences/shoutcondition.hpp (1.9),
	ql/FiniteDifferences/stepcondition.hpp (1.8),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.17),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.20),
	ql/Indexes/audlibor.hpp (1.7), ql/Indexes/cadlibor.hpp (1.7),
	ql/Indexes/chflibor.hpp (1.5), ql/Indexes/euribor.hpp (1.11),
	ql/Indexes/gbplibor.hpp (1.11), ql/Indexes/jpylibor.hpp (1.6),
	ql/Indexes/usdlibor.hpp (1.11), ql/Indexes/xibor.cpp (1.12),
	ql/Indexes/xibor.hpp (1.15), ql/Instruments/capfloor.cpp (1.30),
	ql/Instruments/capfloor.hpp (1.31),
	ql/Instruments/forwardvanillaoption.cpp (1.11),
	ql/Instruments/forwardvanillaoption.hpp (1.8),
	ql/Instruments/quantoforwardvanillaoption.cpp (1.4),
	ql/Instruments/quantoforwardvanillaoption.hpp (1.4),
	ql/Instruments/quantovanillaoption.cpp (1.12),
	ql/Instruments/quantovanillaoption.hpp (1.9),
	ql/Instruments/stock.cpp (1.9), ql/Instruments/stock.hpp (1.8),
	ql/Instruments/swap.cpp (1.17), ql/Instruments/swap.hpp (1.13),
	ql/Instruments/swaption.cpp (1.27), ql/Instruments/swaption.hpp
	(1.23), ql/Instruments/vanillaoption.cpp (1.17),
	ql/Instruments/vanillaoption.hpp (1.16),
	ql/Lattices/binomialtree.cpp (1.12), ql/Lattices/binomialtree.hpp
	(1.9), ql/Lattices/bsmlattice.hpp (1.5), ql/Lattices/lattice.hpp
	(1.4), ql/Lattices/lattice2d.hpp (1.4), ql/Lattices/tree.hpp
	(1.17), ql/Lattices/trinomialtree.cpp (1.15),
	ql/Lattices/trinomialtree.hpp (1.8),
	ql/Math/bicubicsplineinterpolation.hpp (1.5),
	ql/Math/bilinearinterpolation.hpp (1.13),
	ql/Math/chisquaredistribution.cpp (1.6),
	ql/Math/chisquaredistribution.hpp (1.6), ql/Math/cubicspline.hpp
	(1.23), ql/Math/discrepancystatistics.cpp (1.2),
	ql/Math/discrepancystatistics.hpp (1.3), ql/Math/errorfunction.cpp
	(1.3), ql/Math/errorfunction.hpp (1.2),
	ql/Math/gammadistribution.cpp (1.4), ql/Math/gammadistribution.hpp
	(1.4), ql/Math/interpolation.hpp (1.17),
	ql/Math/interpolation2D.hpp (1.11), ql/Math/lexicographicalview.hpp
	(1.8), ql/Math/linearinterpolation.hpp (1.13),
	ql/Math/loglinearinterpolation.hpp (1.14), ql/Math/matrix.hpp
	(1.11), ql/Math/normaldistribution.cpp (1.18),
	ql/Math/normaldistribution.hpp (1.21), ql/Math/primenumbers.cpp
	(1.6), ql/Math/primenumbers.hpp (1.5), ql/Math/segmentintegral.hpp
	(1.15), ql/Math/sequencestatistics.hpp (1.8),
	ql/Math/statistics.hpp (1.20),
	ql/Math/symmetricschurdecomposition.cpp (1.9),
	ql/Math/symmetricschurdecomposition.hpp (1.9),
	ql/MonteCarlo/brownianbridge.hpp (1.7),
	ql/MonteCarlo/getcovariance.cpp (1.11),
	ql/MonteCarlo/getcovariance.hpp (1.9), ql/MonteCarlo/mctypedefs.hpp
	(1.18), ql/MonteCarlo/montecarlomodel.hpp (1.21),
	ql/MonteCarlo/multipath.hpp (1.15),
	ql/MonteCarlo/multipathgenerator.hpp (1.32), ql/MonteCarlo/path.hpp
	(1.13), ql/MonteCarlo/pathgenerator.hpp (1.35),
	ql/MonteCarlo/pathpricer.hpp (1.14), ql/MonteCarlo/sample.hpp
	(1.8), ql/Optimization/armijo.cpp (1.14),
	ql/Optimization/armijo.hpp (1.15),
	ql/Optimization/conjugategradient.cpp (1.15),
	ql/Optimization/conjugategradient.hpp (1.13),
	ql/Optimization/constraint.hpp (1.9),
	ql/Optimization/costfunction.hpp (1.16),
	ql/Optimization/criteria.hpp (1.12),
	ql/Optimization/leastsquare.hpp (1.20),
	ql/Optimization/linesearch.hpp (1.14), ql/Optimization/method.hpp
	(1.6), ql/Optimization/problem.hpp (1.6),
	ql/Optimization/simplex.cpp (1.8), ql/Optimization/simplex.hpp
	(1.10), ql/Optimization/steepestdescent.cpp (1.13),
	ql/Optimization/steepestdescent.hpp (1.15), ql/Patterns/bridge.hpp
	(1.3), ql/Patterns/lazyobject.hpp (1.2), ql/Patterns/observable.hpp
	(1.13), ql/Patterns/visitor.hpp (1.2),
	ql/Pricers/discretegeometricaso.cpp (1.10),
	ql/Pricers/discretegeometricaso.hpp (1.7),
	ql/Pricers/mccliquetoption.cpp (1.9),
	ql/Pricers/mccliquetoption.hpp (1.8),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.13),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.11),
	ql/Pricers/mceverest.cpp (1.16), ql/Pricers/mceverest.hpp (1.10),
	ql/Pricers/mchimalaya.cpp (1.16), ql/Pricers/mchimalaya.hpp (1.11),
	ql/Pricers/mcmaxbasket.cpp (1.13), ql/Pricers/mcmaxbasket.hpp
	(1.10), ql/Pricers/mcpagoda.cpp (1.16), ql/Pricers/mcpagoda.hpp
	(1.12), ql/Pricers/mcperformanceoption.cpp (1.8),
	ql/Pricers/mcperformanceoption.hpp (1.6), ql/Pricers/mcpricer.hpp
	(1.19), ql/Pricers/singleassetoption.cpp (1.20),
	ql/Pricers/singleassetoption.hpp (1.22),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.3),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.9),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.9),
	ql/RandomNumbers/haltonrsg.cpp (1.4),
	ql/RandomNumbers/haltonrsg.hpp (1.5),
	ql/RandomNumbers/knuthuniformrng.cpp (1.7),
	ql/RandomNumbers/knuthuniformrng.hpp (1.10),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.7),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.8),
	ql/RandomNumbers/mt19937uniformrng.cpp (1.4),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.6),
	ql/RandomNumbers/randomsequencegenerator.hpp (1.4),
	ql/RandomNumbers/sobolrsg.cpp (1.11), ql/RandomNumbers/sobolrsg.hpp
	(1.7), ql/ShortRateModels/calibrationhelper.cpp (1.4),
	ql/ShortRateModels/calibrationhelper.hpp (1.8),
	ql/ShortRateModels/model.cpp (1.10), ql/ShortRateModels/model.hpp
	(1.13), ql/ShortRateModels/onefactormodel.cpp (1.8),
	ql/ShortRateModels/onefactormodel.hpp (1.9),
	ql/ShortRateModels/parameter.hpp (1.8),
	ql/ShortRateModels/twofactormodel.cpp (1.5),
	ql/ShortRateModels/twofactormodel.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.4),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.11),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.8),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.6),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.12),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.9),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.10),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.11), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.10),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.11),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.6),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.6),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.7),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.9),
	ql/Solvers1D/bisection.hpp (1.8), ql/Solvers1D/brent.hpp (1.8),
	ql/Solvers1D/falseposition.hpp (1.8), ql/Solvers1D/newton.hpp
	(1.8), ql/Solvers1D/newtonsafe.hpp (1.9), ql/Solvers1D/ridder.hpp
	(1.8), ql/Solvers1D/secant.hpp (1.8),
	ql/TermStructures/compoundforward.cpp (1.22),
	ql/TermStructures/compoundforward.hpp (1.15),
	ql/TermStructures/discountcurve.hpp (1.14),
	ql/TermStructures/drifttermstructure.hpp (1.3),
	ql/TermStructures/flatforward.hpp (1.23),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.12),
	ql/TermStructures/impliedtermstructure.hpp (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.32),
	ql/TermStructures/piecewiseflatforward.hpp (1.27),
	ql/TermStructures/quantotermstructure.hpp (1.6),
	ql/TermStructures/ratehelpers.cpp (1.31),
	ql/TermStructures/ratehelpers.hpp (1.26),
	ql/TermStructures/zerocurve.hpp (1.2),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.13),
	ql/Utilities/steppingiterator.hpp (1.8),
	ql/Volatilities/blackconstantvol.hpp (1.12),
	ql/Volatilities/blackvariancecurve.hpp (1.14),
	ql/Volatilities/blackvariancesurface.hpp (1.15),
	ql/Volatilities/capflatvolvector.hpp (1.6),
	ql/Volatilities/impliedvoltermstructure.hpp (1.4),
	ql/Volatilities/localconstantvol.hpp (1.9),
	ql/Volatilities/localvolcurve.hpp (1.4),
	ql/Volatilities/localvolsurface.hpp (1.7),
	ql/Volatilities/swaptionvolmatrix.hpp (1.8):

	Doxygen 1.3 released

2003-04-14 18:48  Ferdinando Ametrano

	* ql/Math/statistics.hpp (1.19):

	code formatting

2003-04-14 16:25  Ferdinando Ametrano

	* test-suite/riskstats.cpp (1.8):

	nothing relevant

2003-04-14 11:07  Sadruddin Rejeb

	* test-suite/stats.cpp (1.6):

	Fixed gcc compilation issue

2003-04-13 09:56  Ferdinando Ametrano

	* ql/Math/normaldistribution.hpp (1.20):

	code formatting

2003-04-13 09:55  Ferdinando Ametrano

	* ql/Math/statistics.hpp (1.18):

	bug fixed: it didn't handle correctly large number of samples.
	kurtosis doc typo fixed

2003-04-12 20:30  Ferdinando Ametrano

	* makefile.mak (1.39):

	fixed

2003-04-12 19:38  Ferdinando Ametrano

	* test-suite/: riskstats.cpp (1.7), stats.cpp (1.5):

	added HStatistics, SequenceStatistics<Statistics>, and
	SequenceStatistics<HStatistics> tests

2003-04-12 19:33  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.15):

	added (incomplete and reduced) discrepancy test

2003-04-12 19:29  Ferdinando Ametrano

	* ql/Math/sequencestatistics.hpp (1.7):

	forgotten, but not lost

2003-04-12 19:28  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.cpp (1.10), sobolrsg.hpp (1.6):

	bug fix. Sobol now works. I will finish the tests next week.  Also
	unit initialization is allowed for study/comparison

2003-04-12 19:21  Ferdinando Ametrano

	* ql/RandomNumbers/makefile.mak (1.13):

	make it work with -DDEBUG

2003-04-11 11:34  Ferdinando Ametrano

	* ql/Math/makefile.mak (1.12):

	grammar rules: back to Statistics, with the final s

2003-04-10 18:19  Luigi Ballabio

	* ql/Math/Makefile.am (1.15), ql/Math/discrepancystatistics.cpp
	(1.1), ql/Math/discrepancystatistics.hpp (1.2),
	ql/Math/sequencestatistics.hpp (1.6),
	test-suite/lowdiscrepancysequences.cpp (1.14),
	test-suite/quantlibtestsuite.cpp (1.21), test-suite/riskstats.cpp
	(1.6), test-suite/riskstats.hpp (1.4), test-suite/stats.cpp (1.4),
	test-suite/stats.hpp (1.4):

	Grumpf

2003-04-10 13:41  Ferdinando Ametrano

	* QuantLib.dsp (1.148), Docs/Examples/history_iterators.cpp (1.8),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.21),
	ql/quantlib.hpp (1.101), ql/Math/discrepancystatistics.hpp (1.1),
	ql/Math/normaldistribution.hpp (1.19),
	ql/Math/sequencestatistics.hpp (1.5), ql/Math/statistics.hpp
	(1.17), ql/MonteCarlo/mctypedefs.hpp (1.17),
	ql/Pricers/mccliquetoption.cpp (1.8),
	ql/Pricers/mccliquetoption.hpp (1.7),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.12),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.10),
	ql/Pricers/mceverest.cpp (1.15), ql/Pricers/mceverest.hpp (1.9),
	ql/Pricers/mchimalaya.cpp (1.15), ql/Pricers/mchimalaya.hpp (1.10),
	ql/Pricers/mcmaxbasket.cpp (1.12), ql/Pricers/mcmaxbasket.hpp
	(1.9), ql/Pricers/mcpagoda.cpp (1.15), ql/Pricers/mcpagoda.hpp
	(1.11), ql/Pricers/mcperformanceoption.cpp (1.7),
	ql/Pricers/mcperformanceoption.hpp (1.5), ql/Pricers/mcpricer.hpp
	(1.18), test-suite/lowdiscrepancysequences.cpp (1.13),
	test-suite/quantlibtestsuite.cpp (1.20), test-suite/riskstats.cpp
	(1.5), test-suite/riskstats.hpp (1.3), test-suite/stats.cpp (1.3),
	test-suite/stats.hpp (1.3):

	grammar rules: back to Statistics, with the final s

2003-04-10 10:17  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.12),
	lowdiscrepancysequences.hpp (1.4), quantlibtestsuite.cpp (1.19):

	added discrepancy test (too long in this version to be really added
	to the suite). Extended Halton/Sobol tests

2003-04-10 10:14  Ferdinando Ametrano

	* test-suite/: riskstats.cpp (1.4), riskstats.hpp (1.2), stats.cpp
	(1.2), stats.hpp (1.2):

	Statistics renamed Statistic

2003-04-10 10:09  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.16):

	Statistics renamed Statistic

2003-04-10 10:06  Ferdinando Ametrano

	* ql/Math/sequencestatistics.hpp (1.4):

	SequenceStatistics renamed SequenceStatistic

2003-04-10 10:04  Ferdinando Ametrano

	* Docs/Examples/history_iterators.cpp (1.7):

	Statistics renamed Statistic

2003-04-10 10:03  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.9):

	added switches for unit initialization (for study and test only)

2003-04-10 10:01  Ferdinando Ametrano

	* ql/: Pricers/mccliquetoption.cpp (1.7),
	Pricers/mccliquetoption.hpp (1.6),
	Pricers/mcdiscretearithmeticaso.cpp (1.11),
	Pricers/mcdiscretearithmeticaso.hpp (1.9), Pricers/mceverest.cpp
	(1.14), Pricers/mceverest.hpp (1.8), Pricers/mchimalaya.cpp (1.14),
	Pricers/mchimalaya.hpp (1.9), Pricers/mcmaxbasket.cpp (1.11),
	Pricers/mcmaxbasket.hpp (1.8), Pricers/mcpagoda.cpp (1.14),
	Pricers/mcpagoda.hpp (1.10), Pricers/mcperformanceoption.cpp (1.6),
	Pricers/mcperformanceoption.hpp (1.4), Math/statistics.hpp (1.16):

	Statistics renamed Statistic

2003-04-10 09:58  Ferdinando Ametrano

	* ql/quantlib.hpp (1.100), ql/Math/Makefile.am (1.14),
	ql/Math/makefile.mak (1.11), QuantLib.dsp (1.147):

	1) added HStatistic (for historical and empirical non-gaussian
	distribution) 2) added DiscrepancyStatistic that inherit from
	SequenceStatistic and extend it with the calculation of
	L2-discrepancy

2003-04-10 09:54  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.20):

	Statistics renamed Statistic

2003-04-09 14:58  Luigi Ballabio

	* ql/Math/sequencestatistics.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.11):

	No need to parameterize on sequence type---and it wouldn't have
	worked with std::list

2003-04-08 18:01  Luigi Ballabio

	* ql/Math/sequencestatistics.hpp (1.2):

	HOW could this template method compile?

2003-04-08 15:47  Ferdinando Ametrano

	* QuantLib.dsp (1.146), ql/quantlib.hpp (1.99),
	ql/RandomNumbers/makefile.mak (1.12):

	added SequenceStatistics

2003-04-08 15:47  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.9):

	testing low discrepancy sequences using SequenceStatistics Sobol
	might still have some problems (or I am missing something ... ;-)

2003-04-08 15:38  Ferdinando Ametrano

	* ql/Math/: Makefile.am (1.13), sequencestatistics.hpp (1.1),
	statistics.hpp (1.15):

	added SequenceStatistics

2003-04-08 09:57  Luigi Ballabio

	* test-suite/lowdiscrepancysequences.cpp (1.8):

	There was a reason...

2003-04-07 18:40  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.7):

	bug-fix

2003-04-07 17:37  Ferdinando Ametrano

	* test-suite/lowdiscrepancysequences.cpp (1.5):

	faster test

2003-04-07 17:32  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.7):

	bug-fix (and more comments)

2003-04-07 16:49  Ferdinando Ametrano

	* QuantLib.dsp (1.145), ql/RandomNumbers/sobolrsg.cpp (1.6),
	test-suite/lowdiscrepancysequences.cpp (1.4),
	test-suite/lowdiscrepancysequences.hpp (1.3),
	test-suite/quantlibtestsuite.cpp (1.18):

	added Sobol/Holton first tests

2003-04-07 12:47  Ferdinando Ametrano

	* test-suite/: lowdiscrepancysequences.cpp (1.2),
	lowdiscrepancysequences.hpp (1.2), quantlibtestsuite.cpp (1.16):

	simple test added

2003-04-07 12:45  Ferdinando Ametrano

	* ql/RandomNumbers/sobolrsg.cpp (1.4):

	bug fix

2003-04-07 11:44  Ferdinando Ametrano

	* QuantLib.dsp (1.144),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.6),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.8),
	Examples/Swap/Swap.dsp (1.7), test-suite/testsuite.dsp (1.11):

	included in QuantLib primitive polynomials modulo two up to
	dimension 18

2003-04-07 11:40  Ferdinando Ametrano

	* makefile.mak (1.38), ql/makefile.mak (1.26), ql/quantlib.hpp
	(1.97), ql/RandomNumbers/Makefile.am (1.11),
	ql/RandomNumbers/makefile.mak (1.11), ql/RandomNumbers/sobolrsg.cpp
	(1.3), ql/RandomNumbers/sobolrsg.hpp (1.3),
	test-suite/quantlibtestsuite.cpp (1.15):

	included in QuantLib primitive polynomials modulo two up to
	dimension 18

2003-04-07 10:03  Ferdinando Ametrano

	* ql/RandomNumbers/: sobolrsg.hpp (1.2), sobolrsg.cpp (1.2):

	added Sobol Random Sequence Generator. Untested yet

2003-04-06 02:17  Ferdinando Ametrano

	* QuantLib.dsp (1.143), makefile.mak (1.37), ql/makefile.mak
	(1.25), ql/quantlib.hpp (1.96), ql/RandomNumbers/Makefile.am
	(1.10), ql/RandomNumbers/makefile.mak (1.10),
	ql/RandomNumbers/sobolrsg.cpp (1.1), ql/RandomNumbers/sobolrsg.hpp
	(1.1):

	added Sobol Random Sequence Generator. Untested yet

2003-04-06 01:34  Ferdinando Ametrano

	* ql/RandomNumbers/: haltonrsg.hpp (1.4), mt19937uniformrng.hpp
	(1.5):

	code formatting

2003-04-04 19:22  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.dsp (1.5):

	added primitive polynomial modulo 2

2003-04-04 19:05  Ferdinando Ametrano

	* QuantLib.dsp (1.142),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.4),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.7),
	Examples/Swap/Swap.dsp (1.6), ql/Math/cubicspline.hpp (1.21),
	ql/Math/interpolation.hpp (1.15),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.4),
	test-suite/testsuite.dsp (1.10):

	warning avoided

2003-04-04 18:43  Ferdinando Ametrano

	* ql/Math/chisquaredistribution.hpp (1.5):

	typo fixed

2003-04-04 18:33  Ferdinando Ametrano

	* QuantLib.dsp (1.141), makefile.mak (1.36), Examples/makefile.mak
	(1.14), Examples/BermudanSwaption/BermudanSwaption.dsp (1.3),
	Examples/BermudanSwaption/makefile.mak (1.3),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.6),
	Examples/DiscreteHedging/makefile.mak (1.6), Examples/Swap/Swap.dsp
	(1.5), Examples/Swap/makefile.mak (1.6), ql/qldefines.hpp (1.49),
	ql/quantlib.hpp (1.95), ql/RandomNumbers/mt19937uniformrng.cpp
	(1.2), ql/RandomNumbers/mt19937uniformrng.hpp (1.3),
	test-suite/lowdiscrepancysequences.cpp (1.1),
	test-suite/lowdiscrepancysequences.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.14), test-suite/testsuite.dsp
	(1.9):

	1) added primitive polynomial modulo 2 (also an unit test) 2) VC++
	moved from (Debug) Multithread DLL to (Debug) Multithread

2003-04-02 16:21  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.19):

	working on payoff classes removed default argument from binary
	option

2003-04-02 09:48  Ferdinando Ametrano

	* QuantLib.dsp (1.140), ql/payoff.hpp (1.2),
	ql/FiniteDifferences/americancondition.hpp (1.8),
	ql/FiniteDifferences/shoutcondition.hpp (1.8),
	ql/Pricers/singleassetoption.hpp (1.21), test-suite/old_pricers.cpp
	(1.10):

	working on payoff classes removed default argument from binary
	option

2003-04-01 16:43  Ferdinando Ametrano

	* ql/: Instruments/vanillaoption.cpp (1.15),
	Instruments/vanillaoption.hpp (1.14), PricingEngines/Makefile.am
	(1.15), PricingEngines/makefile.mak (1.11):

	working on Cash-Or-Nothing and Asset-Or-Nothing payoff classes

2003-04-01 13:16  Ferdinando Ametrano

	* ql/: Makefile.am (1.33), exercise.hpp (1.22), payoff.hpp (1.1),
	quantlib.hpp (1.94), Pricers/singleassetoption.hpp (1.20):

	added payoff file for Payoff classes.  Added Cash-Or-Nothing and
	Asset-Or-Nothing payoff classes

2003-04-01 11:36  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.18),
	ql/exercise.cpp (1.2), ql/exercise.hpp (1.21),
	ql/FiniteDifferences/americancondition.hpp (1.7),
	ql/FiniteDifferences/shoutcondition.hpp (1.7),
	ql/Instruments/vanillaoption.cpp (1.14),
	ql/Instruments/vanillaoption.hpp (1.13),
	ql/Pricers/discretegeometricaso.cpp (1.9),
	ql/Pricers/singleassetoption.cpp (1.19),
	ql/Pricers/singleassetoption.hpp (1.19):

	ExercisePayoff function became a Payoff class derived from
	std::unary_funcion.

	It can be integrated in the Integral engines (only european for the
	time being, more to follow)

2003-03-31 18:57  Ferdinando Ametrano

	* QuantLib.dsp (1.139), ql/PricingEngines/Makefile.am (1.14),
	ql/PricingEngines/makefile.mak (1.10):

	added Integral (european) pricing engine

2003-03-28 18:09  Sadruddin Rejeb

	* Authors.txt (1.10):

	Updated e-mail address (yes, I'm alive... I'll be back soon!)

2003-03-28 11:20  Ferdinando Ametrano

	* ql/Pricers/mchimalaya.cpp (1.13), ql/Pricers/mchimalaya.hpp
	(1.8), ql/Pricers/mcmaxbasket.cpp (1.10),
	ql/Pricers/mcmaxbasket.hpp (1.7), ql/Pricers/mcpagoda.cpp (1.13),
	ql/Pricers/mcpagoda.hpp (1.9), test-suite/old_pricers.cpp (1.9):

	using std::vector instead of Array

2003-03-25 01:00  Ferdinando Ametrano

	* ql/Pricers/mccliquetoption.hpp (1.5):

	no message

2003-03-25 00:14  Ferdinando Ametrano

	* test-suite/: old_pricers.cpp (1.8), testsuite.dsp (1.8):

	updated

2003-03-25 00:11  Ferdinando Ametrano

	* ql/RandomNumbers/haltonrsg.cpp (1.3):

	code formatting

2003-03-25 00:11  Ferdinando Ametrano

	* ql/Pricers/: mccliquetoption.cpp (1.6), mccliquetoption.hpp
	(1.4):

	extending functionalities

2003-03-24 17:37  Luigi Ballabio

	* test-suite/mersennetwister.cpp (1.4):

	Removed warning with gcc

2003-03-24 16:39  Ferdinando Ametrano

	* ql/Math/: symmetricschurdecomposition.cpp (1.8),
	symmetricschurdecomposition.hpp (1.8):

	const-ness fixes

2003-03-24 16:30  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.11), makefile.mak (1.3), matrices.cpp
	(1.1), matrices.hpp (1.1), quantlibtestsuite.cpp (1.12):

	added matrices test (eigenvectors and pseudoSqrt for the time
	being)

2003-03-24 15:12  Ferdinando Ametrano

	* ql/Math/matrix.hpp (1.10):

	matrix pseudo square algorithm using salvaging algorithm(s)

2003-03-24 11:53  Ferdinando Ametrano

	* ql/Math/symmetricschurdecomposition.hpp (1.7):

	avoid copying results

2003-03-24 11:52  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.31):

	code formatting

2003-03-24 00:39  Luigi Ballabio

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.17):

	Compiles and runs with gcc

2003-03-23 21:14  Luigi Ballabio

	* ql/MonteCarlo/pathgenerator.hpp (1.34):

	Template argument name fixed

2003-03-23 16:09  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.6):

	avoid warning

2003-03-23 16:05  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.20):

	in the new framework antithetic variate is handled by
	MonteCarloModel

2003-03-23 16:03  Ferdinando Ametrano

	* ql/: Pricers/mcperformanceoption.cpp (1.5),
	Pricers/mccliquetoption.cpp (1.5),
	Pricers/mcdiscretearithmeticaso.cpp (1.10), Pricers/mceverest.cpp
	(1.13), Pricers/mchimalaya.cpp (1.12), Pricers/mcmaxbasket.cpp
	(1.9), Pricers/mcpagoda.cpp (1.12), MonteCarlo/pathgenerator.hpp
	(1.33), MonteCarlo/multipathgenerator.hpp (1.30):

	old pricers don't use new framework's antithetic variate

2003-03-22 21:57  Ferdinando Ametrano

	* ql/MonteCarlo/: multipath.hpp (1.14), multipathgenerator.hpp
	(1.29):

	1) using TimeGrid instead of std::vector<Time> 2) new
	MultiPathGenerator using sequence generator 3) old
	MultiPathGenerator available as MultiPathGenerator_old

2003-03-22 21:53  Ferdinando Ametrano

	* ql/MonteCarlo/: path.hpp (1.12), pathgenerator.hpp (1.32):

	using TimeGrid instead of std::vector<Time>

2003-03-22 21:51  Ferdinando Ametrano

	* ql/Pricers/: mccliquetoption.cpp (1.4),
	mcdiscretearithmeticaso.cpp (1.9), mceverest.cpp (1.12),
	mchimalaya.cpp (1.11), mcmaxbasket.cpp (1.8), mcpagoda.cpp (1.11),
	mcperformanceoption.cpp (1.4):

	using timeGrid

2003-03-22 21:49  Ferdinando Ametrano

	* ql/grid.hpp (1.13):

	bug fix and interface extension

2003-03-22 21:48  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.29):

	relaxing conditions enforced on end user

2003-03-22 18:50  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.15):

	code formatting

2003-03-22 18:45  Ferdinando Ametrano

	* ql/MonteCarlo/sample.hpp (1.7):

	code formatting

2003-03-22 17:47  Ferdinando Ametrano

	* ql/RandomNumbers/: randomsequencegenerator.hpp (1.3),
	haltonrsg.hpp (1.3):

	added lastSequence

2003-03-22 17:21  Luigi Ballabio

	* Docs/Makefile.am (1.54), Docs/quantlib.doxy (1.63),
	Docs/quantlibheader.html (1.16), ql/grid.hpp (1.12):

	Misc. fixes

2003-03-20 17:05  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.5):

	BrownianBridge QuantLibfied

2003-03-20 16:11  Ferdinando Ametrano

	* ql/MonteCarlo/: brownianbridge.hpp (1.4), path.hpp (1.11),
	pathgenerator.hpp (1.31):

	BrownianBridge QuantLibfied

2003-03-20 12:47  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.3):

	BrownianBridge QuantLibfied

2003-03-20 12:15  Ferdinando Ametrano

	* QuantLib.dsp (1.138), ql/MonteCarlo/Makefile.am (1.20),
	ql/MonteCarlo/makefile.mak (1.14), ql/MonteCarlo/pathgenerator.hpp
	(1.30):

	useless Handle<TimeGrid> removed

2003-03-20 11:39  Ferdinando Ametrano

	* ql/MonteCarlo/brownianbridge.hpp (1.2):

	BrownianBridge QuantLibfied

2003-03-20 10:35  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.30):

	extending and refactoring TimeGrid

2003-03-20 10:28  Ferdinando Ametrano

	* ql/grid.hpp (1.11):

	extending and refactoring

2003-03-20 10:27  Ferdinando Ametrano

	* ql/RandomNumbers/randomsequencegenerator.hpp (1.2):

	added RandomSequenceGenerator(Size dimensionality, long seed = 0)

2003-03-20 10:25  Ferdinando Ametrano

	* ql/RandomNumbers/: haltonrsg.cpp (1.2), haltonrsg.hpp (1.2):

	static version to avoid multiple prime calculation

2003-03-20 10:21  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.29):

	avoiding a copy

2003-03-20 09:37  Ferdinando Ametrano

	* ql/Math/: primenumbers.cpp (1.5), primenumbers.hpp (1.4):

	static version to avoid multiple prime calculation

2003-03-19 18:31  Ferdinando Ametrano

	* QuantLib.dsp (1.137), ql/quantlib.hpp (1.93),
	ql/MonteCarlo/Makefile.am (1.19), ql/MonteCarlo/brownianbridge.hpp
	(1.1), ql/MonteCarlo/makefile.mak (1.13):

	added Jckel's Brownian Bridge

2003-03-19 18:06  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.29),
	ql/grid.hpp (1.10):

	TimeGrid now uses iterators

2003-03-19 17:59  Ferdinando Ametrano

	* QuantLib.dsp (1.136), test-suite/testsuite.dsp (1.7):

	updated

2003-03-19 16:10  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.dsp (1.2),
	DiscreteHedging/DiscreteHedging.dsp (1.5):

	QL_DEBUG undefined in project settings

2003-03-19 15:47  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.16):

	old PathPricer(s), PathGenerators, etc are available with a
	trailing _old

2003-03-19 15:42  Ferdinando Ametrano

	* ql/: MonteCarlo/getcovariance.cpp (1.10),
	MonteCarlo/getcovariance.hpp (1.8), MonteCarlo/mctypedefs.hpp
	(1.14), MonteCarlo/multipath.hpp (1.13),
	MonteCarlo/pathgenerator.hpp (1.28), Pricers/mccliquetoption.cpp
	(1.3), Pricers/mccliquetoption.hpp (1.3),
	Pricers/mcdiscretearithmeticaso.cpp (1.8),
	Pricers/mcdiscretearithmeticaso.hpp (1.8), Pricers/mceverest.cpp
	(1.11), Pricers/mceverest.hpp (1.7), Pricers/mchimalaya.cpp (1.10),
	Pricers/mchimalaya.hpp (1.7), Pricers/mcmaxbasket.cpp (1.7),
	Pricers/mcmaxbasket.hpp (1.6), Pricers/mcpagoda.cpp (1.10),
	Pricers/mcpagoda.hpp (1.8), Pricers/mcperformanceoption.cpp (1.3),
	Pricers/mcperformanceoption.hpp (1.3):

	old PathPricer(s), PathGenerators, etc are available with a
	trailing _old

2003-03-19 15:40  Ferdinando Ametrano

	* ql/MonteCarlo/pathpricer.hpp (1.13):

	new PathPricer does not handle antithetic variance reduction and
	accepts a term structure as input.  The old PathPricer is available
	as PathPricer_old

2003-03-19 13:28  Ferdinando Ametrano

	* ql/: config.bcc.hpp (1.16), config.msvc.hpp (1.28):

	defined QL_DEBUG when _DEBUG (Visual) or DEBUG (Borland) is defined

2003-03-19 12:22  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.6):

	test suite bug fix: the debug version was untested before

2003-03-19 11:56  Ferdinando Ametrano

	* QuantLib.dsp (1.135), test-suite/mersennetwister.cpp (1.3),
	test-suite/old_pricers.cpp (1.7), test-suite/quantlibtestsuite.cpp
	(1.11):

	fixed MC test numbers: there has been a big improvement of the
	quality of the GaussianRandomGenerator

2003-03-19 09:27  Ferdinando Ametrano

	* test-suite/mersennetwister.cpp (1.2):

	extended test

2003-03-18 17:42  Ferdinando Ametrano

	* ql/RandomNumbers/mt19937uniformrng.hpp (1.2):

	Mersenne Twister test

2003-03-18 17:33  Ferdinando Ametrano

	* test-suite/: Makefile.am (1.10), makefile.mak (1.2),
	mersennetwister.cpp (1.1), mersennetwister.hpp (1.1),
	quantlibtestsuite.cpp (1.10), testsuite.dsp (1.5):

	Mersenne Twister test

2003-03-18 15:17  Ferdinando Ametrano

	* QuantLib.dsp (1.134), ql/quantlib.hpp (1.92),
	ql/RandomNumbers/Makefile.am (1.9), ql/RandomNumbers/makefile.mak
	(1.9), ql/RandomNumbers/mt19937uniformrng.cpp (1.1),
	ql/RandomNumbers/mt19937uniformrng.hpp (1.1):

	Mersenne Twister random number generator added (untested yet)

2003-03-18 12:18  Ferdinando Ametrano

	* ql/RandomNumbers/: lecuyeruniformrng.cpp (1.6),
	lecuyeruniformrng.hpp (1.7):

	comments added

2003-03-17 20:38  Ferdinando Ametrano

	* QuantLib.dsp (1.133), ql/quantlib.hpp (1.91),
	ql/MonteCarlo/pathgenerator.hpp (1.27),
	ql/PricingEngines/Makefile.am (1.13),
	ql/PricingEngines/makefile.mak (1.9):

	timeGrid everywhere in MCengine and derived classes

2003-03-17 18:22  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.25):

	MC engines now use sequence generators

2003-03-17 18:21  Ferdinando Ametrano

	* ql/quantlib.hpp (1.90):

	reordered

2003-03-17 18:21  Ferdinando Ametrano

	* makefile.mak (1.35):

	not silent anymore (not here at least)

2003-03-17 16:47  Ferdinando Ametrano

	* Examples/makefile.mak (1.13):

	not silent anymore (not here at least)

2003-03-17 16:35  Ferdinando Ametrano

	* ql/Math/primenumbers.hpp (1.3):

	removed redundant method

2003-03-17 13:39  Ferdinando Ametrano

	* QuantLib.dsp (1.132), makefile.mak (1.34), ql/quantlib.hpp
	(1.89), ql/MonteCarlo/sample.hpp (1.6):

	updated

2003-03-17 13:25  Ferdinando Ametrano

	* ql/RandomNumbers/: boxmullergaussianrng.hpp (1.8),
	centrallimitgaussianrng.hpp (1.8):

	RNG as constructor input constructor( long seed) deprecated

2003-03-17 13:15  Ferdinando Ametrano

	* ql/RandomNumbers/: haltonrsg.cpp (1.1), Makefile.am (1.8),
	haltonrsg.hpp (1.1), makefile.mak (1.8):

	QuantLibfied interface

2003-03-17 13:05  Ferdinando Ametrano

	* ql/Math/primenumbers.cpp (1.4):

	improved

2003-03-17 12:49  Ferdinando Ametrano

	* ql/Math/: primenumbers.cpp (1.3), primenumbers.hpp (1.2):

	improved

2003-03-17 12:26  Ferdinando Ametrano

	* ql/: RandomNumbers/Makefile.am (1.7),
	RandomNumbers/randomsequencegenerator.hpp (1.1), quantlib.hpp
	(1.88):

	added sequence generators: random sequence generator create a
	sequence generator out of a random number generator.
	InvCumGaussianRsg create a gaussian sequence generator out of a
	uniform (random or low discrepancy) sequence generator

2003-03-17 12:10  Ferdinando Ametrano

	* test-suite/: .cvsignore (1.4), covariance.cpp (1.2),
	distributions.cpp (1.6), makefile.mak (1.1), old_pricers.cpp (1.6),
	operators.cpp (1.3), piecewiseflatforward.cpp (1.3), riskstats.cpp
	(1.2), termstructures.cpp (1.5):

	Borland fixes

2003-03-17 09:59  Luigi Ballabio

	* acinclude.m4 (1.6), configure.ac (1.10), Docs/quantlib.doxy
	(1.61), ql/argsandresults.hpp (1.11), ql/option.hpp (1.13),
	ql/pricingengine.hpp (1.6), ql/Instruments/forwardvanillaoption.cpp
	(1.10), ql/Instruments/quantovanillaoption.cpp (1.11),
	ql/Instruments/vanillaoption.cpp (1.13),
	ql/Instruments/vanillaoption.hpp (1.12), ql/Math/errorfunction.cpp
	(1.2), ql/Math/normaldistribution.cpp (1.17),
	ql/Math/normaldistribution.hpp (1.18), ql/Math/primenumbers.cpp
	(1.2):

	Works on gcc + errorEstimate() and misc

2003-03-16 03:12  Ferdinando Ametrano

	* ql/Math/normaldistribution.cpp (1.16),
	ql/Math/normaldistribution.hpp (1.17), test-suite/capfloor.cpp
	(1.7), test-suite/distributions.cpp (1.5),
	test-suite/old_pricers.cpp (1.5), test-suite/quantlibtestsuite.cpp
	(1.9), test-suite/swaption.cpp (1.3):

	improved Cumulative Normal Distribution function using the Error
	Function.

2003-03-16 02:38  Ferdinando Ametrano

	* QuantLib.dsp (1.131):

	added error function

2003-03-16 02:32  Ferdinando Ametrano

	* ql/: Math/Makefile.am (1.12), Math/errorfunction.cpp (1.1),
	Math/errorfunction.hpp (1.1), Math/makefile.mak (1.10),
	quantlib.hpp (1.87):

	added error function

2003-03-16 00:02  Ferdinando Ametrano

	* test-suite/distributions.cpp (1.4):

	old bug fixed

2003-03-15 23:58  Ferdinando Ametrano

	* ql/Math/normaldistribution.hpp (1.16):

	old bug fixed

2003-03-15 22:42  Ferdinando Ametrano

	* ql/: config.bcc.hpp (1.15), config.msvc.hpp (1.27):

	added missing DEFINEs

2003-03-15 22:41  Ferdinando Ametrano

	* ql/Math/normaldistribution.hpp (1.15):

	backward compatibility

2003-03-15 21:17  Ferdinando Ametrano

	* ChangeLog.txt (1.31),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.15),
	ql/config.msvc.hpp (1.26), ql/quantlib.hpp (1.86),
	ql/Math/chisquaredistribution.cpp (1.5),
	ql/Math/chisquaredistribution.hpp (1.4),
	ql/Math/normaldistribution.cpp (1.15),
	ql/Math/normaldistribution.hpp (1.14),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.6),
	test-suite/distributions.cpp (1.3):

	1) Acklam's approximation for inverse cumulative normal
	distribution function replaced Moro's algorithm. Moro is still
	available as MoroInverseCumulative.  2)
	InvCumulativeNormalDistribution renamed to InverseCumulativeNormal.
	 3) M_PI replaced all pi (3.14) values

2003-03-15 17:41  Ferdinando Ametrano

	* QuantLib.dsp (1.130), ql/Math/Makefile.am (1.11),
	ql/Math/makefile.mak (1.9), ql/Math/normaldistribution.hpp (1.13),
	ql/Math/primenumbers.cpp (1.1), ql/Math/primenumbers.hpp (1.1),
	ql/RandomNumbers/Makefile.am (1.6), ql/RandomNumbers/makefile.mak
	(1.7):

	added Halton low discrepancy sequence (and prime number
	generation).  Code taken from "Monte Carlo Methods in Finance", by
	Peter Jckel

2003-03-14 18:37  Ferdinando Ametrano

	* ql/grid.hpp (1.9):

	mandatory times indexed for easier rollback/simulation

2003-03-14 18:36  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.6):

	richer error messages

2003-03-14 10:30  Ferdinando Ametrano

	* ChangeLog.txt (1.30):

	updated

2003-03-14 00:25  Ferdinando Ametrano

	* ql/Math/: interpolation2D.hpp (1.10), interpolation.hpp (1.14),
	cubicspline.hpp (1.20):

	check for sorted arrays

2003-03-13 18:09  Ferdinando Ametrano

	* ql/Volatilities/blackvariancesurface.hpp (1.14):

	handle t=0.0

2003-03-13 16:59  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.19):

	Numerical Recipes algorithm is back since there is a problem with
	Nicolas' code: it is unable to fit a straight line, it waves around
	the line

2003-03-13 16:54  Ferdinando Ametrano

	* ql/Volatilities/blackvariancesurface.hpp (1.13):

	bug fixed Interpolation should check for sorted x/y arrays anyway

2003-03-13 16:50  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.5):

	handle t==0.0

2003-03-11 17:06  Ferdinando Ametrano

	* ql/Math/bilinearinterpolation.hpp (1.12):

	code formatting

2003-03-11 11:11  Ferdinando Ametrano

	* ql/Math/bicubicsplineinterpolation.hpp (1.4):

	comment fixed

2003-03-11 11:06  Luigi Ballabio

	* ql/Math/bicubicsplineinterpolation.hpp (1.3):

	Visual again

2003-03-10 19:36  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.4):

	McEngine now uses local vol. PAINFULLY slow!

2003-03-10 19:23  Ferdinando Ametrano

	* QuantLib.dsp (1.129):

	added BicubicSplineInterpolation

2003-03-10 19:13  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.24):

	to handle local volatility we need the real asset level

2003-03-10 19:09  Ferdinando Ametrano

	* ql/: Math/bicubicsplineinterpolation.hpp (1.1),
	Math/bilinearinterpolation.hpp (1.11), Math/Makefile.am (1.10),
	quantlib.hpp (1.85):

	added BicubicSplineInterpolation

2003-03-10 19:08  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.18):

	checked also in release mode

2003-03-10 11:07  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.hpp (1.13),
	blackconstantvol.hpp (1.11):

	more efficient null strike/time derivatives

2003-03-09 23:45  Ferdinando Ametrano

	* QuantLib.dsp (1.128):

	updated

2003-03-09 23:44  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.3):

	local vol surface added. Few fixes

2003-03-09 23:43  Ferdinando Ametrano

	* ql/Volatilities/blackvariancesurface.hpp (1.12):

	bug fix and enumeration tags changed

2003-03-09 23:30  Ferdinando Ametrano

	* ql/: Makefile.am (1.32), makefile.mak (1.24):

	added cpp file

2003-03-08 21:27  Ferdinando Ametrano

	* ql/voltermstructure.cpp (1.7):

	central differencing, handle t=0.0 case

2003-03-08 21:15  Ferdinando Ametrano

	* ql/Volatilities/blackvariancecurve.hpp (1.12):

	comments and braces added

2003-03-08 21:14  Ferdinando Ametrano

	* ql/Volatilities/localvolsurface.hpp (1.2):

	added local volatility

2003-03-07 17:33  Ferdinando Ametrano

	* QuantLib.dsp (1.127), ql/quantlib.hpp (1.84),
	ql/Volatilities/Makefile.am (1.10),
	ql/Volatilities/blackvariancecurve.hpp (1.11),
	ql/Volatilities/blackvariancesurface.hpp (1.11),
	ql/Volatilities/localvolcurve.hpp (1.3),
	ql/Volatilities/localvolsurface.hpp (1.1):

	added local volatility

2003-03-07 13:39  Luigi Ballabio

	* man/: DiscreteHedging.1 (1.2), Makefile.am (1.3), SwapValuation.1
	(1.2):

	Binaries of examples no longer installed

2003-03-07 13:23  Luigi Ballabio

	* ql/Lattices/binomialtree.cpp (1.11):

	Fix for gcc

2003-03-06 19:31  Ferdinando Ametrano

	* ql/Instruments/vanillaoption.cpp (1.12):

	we need to calculate option at times that are not generated by real
	dates.	So we need to set a time, not a date, in the
	VanillaArguments.  That's why we cannot use Exercise in
	VanillaArguments

2003-03-06 18:22  Ferdinando Ametrano

	* ql/: Volatilities/blackvariancesurface.hpp (1.10),
	voltermstructure.cpp (1.6):

	code formatting

2003-03-06 16:56  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.12):

	new path generator based on DiffusionProcess, TimeGrid, and
	externally initialized random number generator

2003-03-06 15:55  Ferdinando Ametrano

	* ql/Volatilities/: blackconstantvol.hpp (1.9),
	blackconstantvol.hpp (1.10):

	overload base class method in order to avoid numerical round-off

2003-03-06 15:38  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.23):

	new path generator based on DiffusionProcess, TimeGrid, and
	externally initialized random number generator

2003-03-05 16:24  Ferdinando Ametrano

	* ql/Volatilities/blackconstantvol.hpp (1.8):

	code formatting

2003-03-05 16:24  Ferdinando Ametrano

	* ql/TermStructures/drifttermstructure.hpp (1.2):

	typo fixed

2003-03-05 16:18  Ferdinando Ametrano

	* ql/makefile.mak (1.23):

	library gets larger

2003-03-03 19:58  Ferdinando Ametrano

	* QuantLib.dsp (1.126):

	updated version

2003-03-03 19:56  Ferdinando Ametrano

	* ql/: Volatilities/Makefile.am (1.9),
	Volatilities/impliedvoltermstructure.hpp (1.3), quantlib.hpp
	(1.83):

	added impliedvoltermstructure

2003-03-03 19:55  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.5):

	fixed underlying levels at constructor

2003-03-03 19:50  Ferdinando Ametrano

	* ql/argsandresults.hpp (1.10):

	added stikeSensitivity to the Greeks

2003-03-02 19:20  Ferdinando Ametrano

	* QuantLib.dsp (1.125):

	added exercise.cpp file

2003-02-28 19:00  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.14):

	ExercisePayoff moved into exercise.xpp file

2003-02-28 18:52  Ferdinando Ametrano

	* ql/FiniteDifferences/: stepcondition.hpp (1.7),
	americancondition.hpp (1.6), shoutcondition.hpp (1.6):

	Stepcondition and derived classes to also handle DiscretisedAsset.
	Using ExercisePayoff where needed Renamed initialValues_ to a more
	explicative intrinsicValues_

2003-02-28 18:50  Ferdinando Ametrano

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.16):

	formatting

2003-02-28 18:45  Ferdinando Ametrano

	* test-suite/: europeanoption.hpp (1.5), europeanoption.cpp (1.8):

	added Tian binomial tree

2003-02-28 14:57  Ferdinando Ametrano

	* ql/: Makefile.am (1.31), exercise.cpp (1.1), makefile.mak (1.22):

	ExercisePayoff moved into exercise.xpp file

2003-02-28 14:56  Ferdinando Ametrano

	* ql/exercise.hpp (1.20):

	ExercisePayoff moved into exercise.hpp file

2003-02-28 14:50  Ferdinando Ametrano

	* ql/Pricers/: singleassetoption.cpp (1.18), singleassetoption.hpp
	(1.18):

	ExercisePayoff moved into exercise.hpp file

2003-02-28 14:44  Ferdinando Ametrano

	* ql/Lattices/: binomialtree.cpp (1.10), binomialtree.hpp (1.8):

	added Tian binomial tree

2003-02-25 11:23  Luigi Ballabio

	* test-suite/instruments.cpp (1.3):

	Test for frozen instrument

2003-02-24 15:50  Luigi Ballabio

	* ql/: instrument.hpp (1.13), quantlib.hpp (1.82),
	Patterns/Makefile.am (1.10), Patterns/lazyobject.hpp (1.1),
	TermStructures/piecewiseflatforward.cpp (1.31),
	TermStructures/piecewiseflatforward.hpp (1.26):

	Abstracted lazy object

2003-02-24 15:34  Luigi Ballabio

	* ql/config.ansi.hpp (1.15), ql/config.bcc.hpp (1.14),
	ql/config.msvc.hpp (1.25), ql/config.mwcw.hpp (1.14), ql/errors.hpp
	(1.10), configure.ac (1.9):

	Optionally add file and line to error messages

2003-02-24 14:30  Luigi Ballabio

	* ql/CashFlows/shortindexedcoupon.hpp (1.3):

	Short coupons throw only when actually asked for their value

2003-02-24 14:20  Luigi Ballabio

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.3),
	upfrontindexedcoupon.hpp (1.3):

	Added specialized visitability

2003-02-24 14:09  Luigi Ballabio

	* ql/CashFlows/indexedcoupon.hpp (1.3):

	Fixing of the coupon should include spread

2003-02-24 01:35  Ferdinando Ametrano

	* ql/Lattices/: binomialtree.cpp (1.9), binomialtree.hpp (1.7):

	code clean up

2003-02-23 15:59  Ferdinando Ametrano

	* QuantLib.dsp (1.124), ql/quantlib.hpp (1.81):

	added new files

2003-02-23 15:53  Ferdinando Ametrano

	* ql/CashFlows/Makefile.am (1.10):

	added new files

2003-02-23 15:44  Ferdinando Ametrano

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.2), indexedcoupon.hpp
	(1.2), shortindexedcoupon.hpp (1.2), upfrontindexedcoupon.hpp
	(1.2):

	fixed copyright and formatting

2003-02-22 19:20  Nicolas Di Csar

	* ql/CashFlows/: inarrearindexedcoupon.hpp (1.1), indexedcoupon.hpp
	(1.1), shortindexedcoupon.hpp (1.1), upfrontindexedcoupon.hpp
	(1.1):

	Up front an in arrear indexedcoupon

2003-02-22 01:35  Ferdinando Ametrano

	* ql/exercise.hpp (1.19):

	trying to extend binomial trees to american/bermudan options

2003-02-20 22:59  Ferdinando Ametrano

	* ql/Lattices/: binomialtree.cpp (1.7), binomialtree.cpp (1.8):

	check for negative probabilities

2003-02-20 17:04  Ferdinando Ametrano

	* dev_tools/branching_and_merging.txt (1.2):

	typos fixed

2003-02-20 14:59  Ferdinando Ametrano

	* test-suite/: europeanoption.cpp (1.6), europeanoption.hpp (1.3):

	introduced addititive binomial trees into the test suite too

2003-02-20 03:34  Ferdinando Ametrano

	* ql/Lattices/: binomialtree.cpp (1.6), binomialtree.hpp (1.6),
	bsmlattice.hpp (1.4):

	introduced additive binomial trees.  All binomial trees now use
	DiffusionProcess

2003-02-19 16:50  Ferdinando Ametrano

	* ql/: TermStructures/compoundforward.cpp (1.21),
	TermStructures/flatforward.hpp (1.22),
	TermStructures/piecewiseflatforward.cpp (1.30),
	TermStructures/ratehelpers.cpp (1.30),
	Utilities/steppingiterator.hpp (1.7),
	Volatilities/blackvariancecurve.hpp (1.10),
	Volatilities/blackvariancesurface.hpp (1.9),
	Volatilities/capflatvolvector.hpp (1.5),
	Volatilities/localconstantvol.hpp (1.8):

	improved error messages

2003-02-19 16:27  Marco Marchioro

	* ql/CashFlows/cashflowvectors.cpp (1.19):

	better error message

2003-02-18 19:12  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.19):

	pricing engine framework: working towards MC control variation
	technique

2003-02-17 09:07  Luigi Ballabio

	* test-suite/: capfloor.cpp (1.6), piecewiseflatforward.cpp (1.2),
	termstructures.cpp (1.4):

	Had tests work on Sundays

2003-02-14 18:28  Ferdinando Ametrano

	* QuantLib.dsp (1.123), ql/TermStructures/Makefile.am (1.13):

	first attempt at a Monte Carlo pricing engine

2003-02-14 18:21  Ferdinando Ametrano

	* test-suite/europeanoption.cpp (1.5):

	first attempt at a Monte Carlo pricing engine

2003-02-14 18:16  Ferdinando Ametrano

	* ql/PricingEngines/Makefile.am (1.11),
	ql/PricingEngines/makefile.mak (1.8), QuantLib.dsp (1.122):

	first attempt at a Monte Carlo pricing engine

2003-02-14 18:10  Ferdinando Ametrano

	* QuantLib.dsp (1.121), ql/quantlib.hpp (1.80),
	ql/PricingEngines/Makefile.am (1.10),
	ql/PricingEngines/makefile.mak (1.7):

	first attempt at a Monte Carlo pricing engine

2003-02-14 17:45  Luigi Ballabio

	* ql/: quantlib.hpp (1.79), CashFlows/Makefile.am (1.9),
	CashFlows/cashflowvectors.cpp (1.18), CashFlows/cashflowvectors.hpp
	(1.14), CashFlows/floatingratecoupon.hpp (1.23),
	CashFlows/makefile.mak (1.8), CashFlows/parcoupon.cpp (1.1),
	CashFlows/parcoupon.hpp (1.1), CashFlows/shortfloatingcoupon.cpp
	(1.8), CashFlows/shortfloatingcoupon.hpp (1.8),
	Instruments/swaption.cpp (1.26):

	Par coupon named as such (so sue me)

2003-02-14 17:02  Ferdinando Ametrano

	* ql/TermStructures/drifttermstructure.hpp (1.1):

	first draft

2003-02-13 17:48  Ferdinando Ametrano

	* QuantLib.dsp (1.120), ql/PricingEngines/Makefile.am (1.9),
	ql/PricingEngines/makefile.mak (1.6):

	placeholder for FD and MC european engines

2003-02-13 14:24  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.28),
	ql/cashflow.hpp (1.9), ql/handle.hpp (1.12), ql/quantlib.hpp
	(1.78), ql/CashFlows/Makefile.am (1.8), ql/CashFlows/coupon.hpp
	(1.12), ql/CashFlows/fixedratecoupon.hpp (1.14),
	ql/CashFlows/floatingratecoupon.hpp (1.22),
	ql/CashFlows/shortfloatingcoupon.hpp (1.7),
	ql/CashFlows/simplecashflow.hpp (1.7), ql/Instruments/capfloor.cpp
	(1.29), ql/Instruments/stock.cpp (1.8), ql/Instruments/swap.cpp
	(1.16), ql/Instruments/swap.hpp (1.12), ql/Instruments/swaption.cpp
	(1.25), ql/Lattices/lattice2d.hpp (1.3), ql/Patterns/Makefile.am
	(1.9), ql/Patterns/visitor.hpp (1.1),
	ql/ShortRateModels/calibrationhelper.cpp (1.3),
	ql/ShortRateModels/calibrationhelper.hpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.10),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.10),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.3),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.7),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.9), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.9),
	ql/TermStructures/flatforward.hpp (1.21),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.29),
	ql/TermStructures/quantotermstructure.hpp (1.4),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.12),
	ql/Volatilities/blackconstantvol.hpp (1.7),
	ql/Volatilities/localconstantvol.hpp (1.7),
	test-suite/europeanoption.cpp (1.4), test-suite/instruments.cpp
	(1.2), test-suite/termstructures.cpp (1.3):

	Handle conversions throw on failure

2003-02-12 18:55  Ferdinando Ametrano

	* QuantLib.dsp (1.119):

	updated

2003-02-12 18:54  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.3):

	no message

2003-02-12 18:53  Ferdinando Ametrano

	* ql/Instruments/: forwardvanillaoption.cpp (1.9),
	forwardvanillaoption.hpp (1.7), quantoforwardvanillaoption.cpp
	(1.3), quantoforwardvanillaoption.hpp (1.3),
	quantovanillaoption.cpp (1.10), quantovanillaoption.hpp (1.8):

	removed useless comments.

	btw: coumpound engine of coupounded engines work.  Luigi: thanks
	for the fix!

2003-02-12 16:12  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.2):

	more appropriate variable names

2003-02-12 16:11  Ferdinando Ametrano

	* Docs/pages/lattices.docs (1.4):

	no message

2003-02-11 19:32  Ferdinando Ametrano

	* QuantLib.dsp (1.118), ql/PricingEngines/Makefile.am (1.8),
	ql/PricingEngines/makefile.mak (1.5):

	pricing engine framework: a step forward.  Basic engines and
	compounded engines do work.  Coumpound engine of coupounded engines
	still need work

2003-02-10 09:53  Ferdinando Ametrano

	* ql/.cvsignore (1.7):

	no message

2003-02-06 19:32  Ferdinando Ametrano

	* .cvsignore (1.5), ql/.cvsignore (1.6), ql/Calendars/.cvsignore
	(1.3), ql/CashFlows/.cvsignore (1.3), ql/DayCounters/.cvsignore
	(1.3), ql/FiniteDifferences/.cvsignore (1.3), ql/Indexes/.cvsignore
	(1.3), ql/Instruments/.cvsignore (1.3), ql/Lattices/.cvsignore
	(1.3), ql/Math/.cvsignore (1.3), ql/MonteCarlo/.cvsignore (1.3),
	ql/Optimization/.cvsignore (1.3), ql/Pricers/.cvsignore (1.3),
	ql/PricingEngines/.cvsignore (1.3), ql/RandomNumbers/.cvsignore
	(1.3), ql/ShortRateModels/.cvsignore (1.3),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.3),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.3),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.3),
	ql/Solvers1D/.cvsignore (1.3), ql/TermStructures/.cvsignore (1.3),
	test-suite/.cvsignore (1.3):

	cvsignore *.obj Borland object files

2003-02-06 19:23  Ferdinando Ametrano

	* test-suite/testsuite.dsp (1.4):

	test-suite does run successfully under VC++

2003-02-06 19:02  Ferdinando Ametrano

	* QuantLib.dsp (1.117):

	quanto-forward coumpounded engine.  it does not work yet

2003-02-06 18:57  Ferdinando Ametrano

	* ql/Instruments/: Makefile.am (1.13), makefile.mak (1.14),
	quantoforwardvanillaoption.cpp (1.1),
	quantoforwardvanillaoption.hpp (1.1):

	quanto-forward coumpounded engine.  it does not work yet

2003-02-06 17:54  Luigi Ballabio

	* QuantLib.dsp (1.116), ql/Makefile.am (1.29), ql/grid.hpp (1.8),
	ql/makefile.mak (1.21), test-suite/capfloor.cpp (1.5),
	test-suite/europeanoption.cpp (1.3), test-suite/testsuite.dsp
	(1.3):

	De-inlined a couple of page-long methods, shielded test from float
	equality tests

2003-02-06 15:52  Luigi Ballabio

	* test-suite/: daycounters.cpp (1.2), distributions.cpp (1.2),
	operators.cpp (1.2):

	Modified to work with primitive compilers (such as Visual C++, just
	to name one)

2003-02-06 15:51  Luigi Ballabio

	* test-suite/: europeanoption.cpp (1.2), europeanoption.hpp (1.2):

	Adapted to new engines

2003-02-06 15:48  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.27),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.9),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.9),
	test-suite/capfloor.cpp (1.4):

	Inhibited automatic conversion of Handle<T> to RelinkableHandle<T>

2003-02-06 15:40  Luigi Ballabio

	* ql/Instruments/: vanillaoption.cpp (1.11), vanillaoption.hpp
	(1.11):

	Some formatting and a (possibly) more efficient ImpliedVolHelper

2003-02-06 15:38  Luigi Ballabio

	* ql/: config.ansi.hpp (1.14), config.bcc.hpp (1.13),
	config.msvc.hpp (1.24), config.mwcw.hpp (1.13):

	Added user configuration section

2003-02-06 11:34  Ferdinando Ametrano

	* ql/quantlib.hpp (1.76):

	including missing header files

2003-02-06 11:07  Ferdinando Ametrano

	* ql/: exercise.hpp (1.18), Instruments/forwardvanillaoption.cpp
	(1.8), Instruments/forwardvanillaoption.hpp (1.6),
	Instruments/quantovanillaoption.cpp (1.9),
	Instruments/quantovanillaoption.hpp (1.6),
	Instruments/vanillaoption.cpp (1.10), Instruments/vanillaoption.hpp
	(1.10):

	Exercise class adopted in the pricing engine framework

2003-02-06 08:55  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.75), TermStructures/Makefile.am (1.12):

	gcc/borland makefile updated

2003-02-05 18:56  Ferdinando Ametrano

	* QuantLib.dsp (1.115):

	updated versions

2003-02-05 18:54  Ferdinando Ametrano

	* ql/Instruments/: forwardvanillaoption.cpp (1.7),
	forwardvanillaoption.hpp (1.5), quantovanillaoption.cpp (1.8),
	quantovanillaoption.hpp (1.5), vanillaoption.cpp (1.9),
	vanillaoption.hpp (1.9):

	engine framework: a step forward.  forward/quanto engines formula
	unverified yet greeks unverified yet.  very beta stage ... but it
	compiles and run and produce correct vanilla values

2003-02-05 18:51  Ferdinando Ametrano

	* ql/Lattices/bsmlattice.hpp (1.3):

	dividends allowed Sad: is it OK? did I miss anything?

2003-02-05 11:00  Ferdinando Ametrano

	* QuantLib.dsw (1.8), Examples/Swap/Swap.dsp (1.4),
	test-suite/testsuite.dsp (1.2):

	updated info

2003-02-05 10:45  Ferdinando Ametrano

	* ql/Volatilities/: blackconstantvol.hpp (1.6),
	localconstantvol.hpp (1.6):

	reverting back a wrong decision

2003-02-04 19:16  Ferdinando Ametrano

	* ql/TermStructures/quantotermstructure.hpp (1.1):

	added term structure for modelling quanto effect in option pricing

2003-02-04 19:06  Ferdinando Ametrano

	* ql/Volatilities/: blackconstantvol.hpp (1.5),
	localconstantvol.hpp (1.5):

	removed useless reference date

2003-02-04 18:38  Luigi Ballabio

	* test-suite/dates.cpp (1.2):

	Avoided invalid first date

2003-02-04 18:38  Luigi Ballabio

	* ql/: date.cpp (1.23), date.hpp (1.19):

	proper types for data members

2003-02-04 18:29  Ferdinando Ametrano

	* QuantLib.dsw (1.7), test-suite/testsuite.dsp (1.1):

	integrating test suite in VC++ first step

2003-02-04 16:19  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.14), ql/argsandresults.hpp (1.9),
	ql/exercise.hpp (1.17), ql/pricingengine.hpp (1.5), ql/solver1d.hpp
	(1.10), ql/FiniteDifferences/finitedifferencemodel.hpp (1.15),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.19),
	ql/Instruments/forwardvanillaoption.cpp (1.6),
	ql/Instruments/forwardvanillaoption.hpp (1.4),
	ql/Instruments/quantovanillaoption.hpp (1.4),
	ql/Instruments/vanillaoption.hpp (1.8), ql/Math/cubicspline.hpp
	(1.17), ql/Math/loglinearinterpolation.hpp (1.13),
	ql/Math/normaldistribution.hpp (1.12), ql/Optimization/method.hpp
	(1.5), ql/ShortRateModels/parameter.hpp (1.7),
	ql/TermStructures/compoundforward.cpp (1.20),
	ql/TermStructures/compoundforward.hpp (1.14),
	ql/TermStructures/flatforward.hpp (1.20),
	ql/Volatilities/blackvariancecurve.hpp (1.9):

	purged redundant headers' inclusion

2003-02-04 11:33  Luigi Ballabio

	* Makefile.am (1.76):

	Fixed a few targets

2003-02-03 19:59  Ferdinando Ametrano

	* ql/Volatilities/impliedvoltermstructure.hpp (1.2):

	dummy addition: removed

2003-02-03 19:58  Ferdinando Ametrano

	* ql/Volatilities/impliedvoltermstructure.hpp (1.1):

	dummy addition

2003-02-03 16:15  Luigi Ballabio

	* Docs/: Makefile.am (1.53), quantlib.doxy (1.59):

	Workaround no longer needed

2003-02-02 15:40  Ferdinando Ametrano

	* Docs/pages/overview.docs (1.7):

	added a fe paraghaphs.	The overview is not crystal clear, any
	improvement would be welcome

2003-01-31 16:31  Marco Marchioro

	* QuantLib.dsp (1.114), ql/quantlib.hpp (1.74),
	ql/TermStructures/Makefile.am (1.11),
	ql/TermStructures/makefile.mak (1.10),
	ql/TermStructures/zerocurve.hpp (1.1):

	ZeroCurve: a term structure based on linear interpolation of zero
	yields

2003-01-31 13:40  Luigi Ballabio

	* Docs/Makefile.am (1.52):

	Worked around a bug in Doxygen

2003-01-31 08:10  Sadruddin Rejeb

	* ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.8):

	Fixed bug, thanks to Pete Schnettler.

2003-01-29 09:48  Luigi Ballabio

	* dev_tools/tgz2zip (1.1):

	Bash script to convert from .tar.gz to .zip

2003-01-28 17:35  Luigi Ballabio

	* ChangeLog.txt (1.29), LICENSE.TXT (1.14), News.txt (1.25),
	QuantLib.nsi (1.77), configure.ac (1.8), Docs/Makefile.am (1.51),
	Docs/quantlib.doxy (1.58), Docs/pages/authors.docs (1.18),
	Docs/pages/coreclasses.docs (1.6), Docs/pages/currencies.docs
	(1.5), Docs/pages/datetime.docs (1.5), Docs/pages/examples.docs
	(1.5), Docs/pages/findiff.docs (1.7), Docs/pages/fixedincome.docs
	(1.8), Docs/pages/history.docs (1.7), Docs/pages/index.docs (1.6),
	Docs/pages/install.docs (1.7), Docs/pages/instruments.docs (1.7),
	Docs/pages/lattices.docs (1.3), Docs/pages/license.docs (1.14),
	Docs/pages/math.docs (1.8), Docs/pages/mcarlo.docs (1.11),
	Docs/pages/overview.docs (1.6), Docs/pages/patterns.docs (1.4),
	Docs/pages/resources.docs (1.5), Docs/pages/termstructures.docs
	(1.4), Docs/pages/usage.docs (1.9), Docs/pages/utilities.docs
	(1.6), Docs/pages/where.docs (1.6),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.26),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.13),
	Examples/Swap/swapvaluation.cpp (1.34), dev_tools/checkin_test.py
	(1.2), dev_tools/releaseprocess.txt (1.13),
	dev_tools/version_number.txt (1.28), ql/argsandresults.hpp (1.8),
	ql/calendar.cpp (1.11), ql/calendar.hpp (1.20),
	ql/capvolstructures.hpp (1.4), ql/cashflow.hpp (1.8),
	ql/config.ansi.hpp (1.12), ql/config.bcc.hpp (1.11),
	ql/config.msvc.hpp (1.22), ql/config.mwcw.hpp (1.11),
	ql/currency.hpp (1.7), ql/date.cpp (1.22), ql/date.hpp (1.18),
	ql/daycounter.hpp (1.17), ql/errors.hpp (1.9), ql/exercise.hpp
	(1.16), ql/grid.hpp (1.7), ql/handle.hpp (1.11), ql/index.hpp
	(1.10), ql/instrument.hpp (1.12), ql/numericalmethod.hpp (1.6),
	ql/option.hpp (1.12), ql/pricingengine.hpp (1.4), ql/qldefines.hpp
	(1.48), ql/quantlib.hpp (1.73), ql/solver1d.hpp (1.9),
	ql/swaptionvolstructure.hpp (1.4), ql/termstructure.hpp (1.28),
	ql/types.hpp (1.7), ql/voltermstructure.cpp (1.5),
	ql/voltermstructure.hpp (1.10), ql/Calendars/target.cpp (1.11),
	ql/Calendars/target.hpp (1.12), ql/CashFlows/cashflowvectors.cpp
	(1.17), ql/CashFlows/cashflowvectors.hpp (1.13),
	ql/CashFlows/coupon.hpp (1.11), ql/CashFlows/fixedratecoupon.hpp
	(1.13), ql/CashFlows/floatingratecoupon.hpp (1.21),
	ql/CashFlows/shortfloatingcoupon.cpp (1.7),
	ql/CashFlows/shortfloatingcoupon.hpp (1.6),
	ql/CashFlows/simplecashflow.hpp (1.6), ql/DayCounters/actual360.hpp
	(1.11), ql/DayCounters/actualactual.cpp (1.17),
	ql/DayCounters/actualactual.hpp (1.15),
	ql/DayCounters/thirty360.cpp (1.10), ql/DayCounters/thirty360.hpp
	(1.14), ql/FiniteDifferences/americancondition.hpp (1.5),
	ql/FiniteDifferences/boundarycondition.cpp (1.2),
	ql/FiniteDifferences/boundarycondition.hpp (1.7),
	ql/FiniteDifferences/bsmoperator.cpp (1.10),
	ql/FiniteDifferences/bsmoperator.hpp (1.10),
	ql/FiniteDifferences/cranknicolson.hpp (1.14),
	ql/FiniteDifferences/dminus.hpp (1.9),
	ql/FiniteDifferences/dplus.hpp (1.9),
	ql/FiniteDifferences/dplusdminus.hpp (1.10),
	ql/FiniteDifferences/dzero.hpp (1.9),
	ql/FiniteDifferences/expliciteuler.hpp (1.10),
	ql/FiniteDifferences/fdtypedefs.hpp (1.6),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.14),
	ql/FiniteDifferences/impliciteuler.hpp (1.9),
	ql/FiniteDifferences/mixedscheme.hpp (1.6),
	ql/FiniteDifferences/onefactoroperator.hpp (1.12),
	ql/FiniteDifferences/shoutcondition.hpp (1.5),
	ql/FiniteDifferences/stepcondition.hpp (1.6),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.16),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.18),
	ql/Indexes/audlibor.hpp (1.6), ql/Indexes/cadlibor.hpp (1.6),
	ql/Indexes/chflibor.hpp (1.4), ql/Indexes/euribor.hpp (1.10),
	ql/Indexes/gbplibor.hpp (1.10), ql/Indexes/jpylibor.hpp (1.5),
	ql/Indexes/usdlibor.hpp (1.10), ql/Indexes/xibor.cpp (1.11),
	ql/Indexes/xibor.hpp (1.14), ql/Instruments/capfloor.cpp (1.28),
	ql/Instruments/capfloor.hpp (1.30),
	ql/Instruments/forwardvanillaoption.cpp (1.5),
	ql/Instruments/forwardvanillaoption.hpp (1.3),
	ql/Instruments/quantovanillaoption.cpp (1.7),
	ql/Instruments/quantovanillaoption.hpp (1.3),
	ql/Instruments/stock.cpp (1.7), ql/Instruments/stock.hpp (1.7),
	ql/Instruments/swap.cpp (1.15), ql/Instruments/swap.hpp (1.11),
	ql/Instruments/swaption.cpp (1.24), ql/Instruments/swaption.hpp
	(1.22), ql/Instruments/vanillaoption.cpp (1.8),
	ql/Instruments/vanillaoption.hpp (1.7),
	ql/Lattices/binomialtree.cpp (1.5), ql/Lattices/binomialtree.hpp
	(1.5), ql/Lattices/bsmlattice.hpp (1.2), ql/Lattices/lattice.hpp
	(1.3), ql/Lattices/lattice2d.hpp (1.2), ql/Lattices/tree.hpp
	(1.16), ql/Lattices/trinomialtree.cpp (1.14),
	ql/Lattices/trinomialtree.hpp (1.7),
	ql/Math/bilinearinterpolation.hpp (1.10),
	ql/Math/chisquaredistribution.cpp (1.4),
	ql/Math/chisquaredistribution.hpp (1.3), ql/Math/cubicspline.hpp
	(1.16), ql/Math/gammadistribution.cpp (1.3),
	ql/Math/gammadistribution.hpp (1.3), ql/Math/interpolation.hpp
	(1.13), ql/Math/interpolation2D.hpp (1.9),
	ql/Math/lexicographicalview.hpp (1.7),
	ql/Math/linearinterpolation.hpp (1.11),
	ql/Math/loglinearinterpolation.hpp (1.12), ql/Math/matrix.hpp
	(1.9), ql/Math/normaldistribution.cpp (1.14),
	ql/Math/normaldistribution.hpp (1.11), ql/Math/segmentintegral.hpp
	(1.14), ql/Math/statistics.hpp (1.14),
	ql/Math/symmetricschurdecomposition.cpp (1.7),
	ql/Math/symmetricschurdecomposition.hpp (1.6),
	ql/MonteCarlo/getcovariance.cpp (1.9),
	ql/MonteCarlo/getcovariance.hpp (1.7), ql/MonteCarlo/mctypedefs.hpp
	(1.11), ql/MonteCarlo/montecarlomodel.hpp (1.18),
	ql/MonteCarlo/multipath.hpp (1.12),
	ql/MonteCarlo/multipathgenerator.hpp (1.28), ql/MonteCarlo/path.hpp
	(1.10), ql/MonteCarlo/pathgenerator.hpp (1.22),
	ql/MonteCarlo/pathpricer.hpp (1.12), ql/MonteCarlo/sample.hpp
	(1.5), ql/Optimization/armijo.cpp (1.13),
	ql/Optimization/armijo.hpp (1.14),
	ql/Optimization/conjugategradient.cpp (1.14),
	ql/Optimization/conjugategradient.hpp (1.12),
	ql/Optimization/constraint.hpp (1.8),
	ql/Optimization/costfunction.hpp (1.15),
	ql/Optimization/criteria.hpp (1.11),
	ql/Optimization/leastsquare.hpp (1.19),
	ql/Optimization/linesearch.hpp (1.13), ql/Optimization/method.hpp
	(1.4), ql/Optimization/problem.hpp (1.5),
	ql/Optimization/simplex.cpp (1.7), ql/Optimization/simplex.hpp
	(1.9), ql/Optimization/steepestdescent.cpp (1.12),
	ql/Optimization/steepestdescent.hpp (1.14), ql/Patterns/bridge.hpp
	(1.2), ql/Patterns/observable.hpp (1.12),
	ql/Pricers/discretegeometricaso.cpp (1.8),
	ql/Pricers/discretegeometricaso.hpp (1.6),
	ql/Pricers/mccliquetoption.cpp (1.2),
	ql/Pricers/mccliquetoption.hpp (1.2),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.7),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.7),
	ql/Pricers/mceverest.cpp (1.10), ql/Pricers/mceverest.hpp (1.6),
	ql/Pricers/mchimalaya.cpp (1.9), ql/Pricers/mchimalaya.hpp (1.6),
	ql/Pricers/mcmaxbasket.cpp (1.6), ql/Pricers/mcmaxbasket.hpp (1.5),
	ql/Pricers/mcpagoda.cpp (1.9), ql/Pricers/mcpagoda.hpp (1.7),
	ql/Pricers/mcperformanceoption.cpp (1.2),
	ql/Pricers/mcperformanceoption.hpp (1.2), ql/Pricers/mcpricer.hpp
	(1.17), ql/Pricers/singleassetoption.cpp (1.17),
	ql/Pricers/singleassetoption.hpp (1.17),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.2),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.7),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.7),
	ql/RandomNumbers/knuthuniformrng.cpp (1.6),
	ql/RandomNumbers/knuthuniformrng.hpp (1.9),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.5),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.6),
	ql/ShortRateModels/calibrationhelper.cpp (1.2),
	ql/ShortRateModels/calibrationhelper.hpp (1.6),
	ql/ShortRateModels/model.cpp (1.9), ql/ShortRateModels/model.hpp
	(1.12), ql/ShortRateModels/onefactormodel.cpp (1.7),
	ql/ShortRateModels/onefactormodel.hpp (1.8),
	ql/ShortRateModels/parameter.hpp (1.6),
	ql/ShortRateModels/twofactormodel.cpp (1.4),
	ql/ShortRateModels/twofactormodel.hpp (1.4),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/caphelper.hpp (1.2),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.8),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.2),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.6),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.5),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.8),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.7),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.10), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.8),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.10),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.5),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.5),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.5),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.8),
	ql/Solvers1D/bisection.hpp (1.7), ql/Solvers1D/brent.hpp (1.7),
	ql/Solvers1D/falseposition.hpp (1.7), ql/Solvers1D/newton.hpp
	(1.7), ql/Solvers1D/newtonsafe.hpp (1.8), ql/Solvers1D/ridder.hpp
	(1.7), ql/Solvers1D/secant.hpp (1.7),
	ql/TermStructures/compoundforward.cpp (1.19),
	ql/TermStructures/compoundforward.hpp (1.13),
	ql/TermStructures/discountcurve.hpp (1.13),
	ql/TermStructures/flatforward.hpp (1.19),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.10),
	ql/TermStructures/impliedtermstructure.hpp (1.10),
	ql/TermStructures/piecewiseflatforward.cpp (1.27),
	ql/TermStructures/piecewiseflatforward.hpp (1.24),
	ql/TermStructures/ratehelpers.cpp (1.29),
	ql/TermStructures/ratehelpers.hpp (1.25),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.11),
	ql/Utilities/steppingiterator.hpp (1.6),
	ql/Volatilities/blackconstantvol.hpp (1.4),
	ql/Volatilities/blackvariancecurve.hpp (1.8),
	ql/Volatilities/blackvariancesurface.hpp (1.8),
	ql/Volatilities/capflatvolvector.hpp (1.4),
	ql/Volatilities/localconstantvol.hpp (1.4),
	ql/Volatilities/localvolcurve.hpp (1.2),
	ql/Volatilities/swaptionvolmatrix.hpp (1.7):

	Merged changes made on 0.3.1 branch

2003-01-27 19:17  Luigi Ballabio

	* ql/calendar.hpp (1.19), ql/quantlib.hpp (1.72),
	ql/Calendars/Makefile.am (1.13), ql/Calendars/jointcalendar.cpp
	(1.1), ql/Calendars/jointcalendar.hpp (1.1), test-suite/Makefile.am
	(1.9), test-suite/calendars.cpp (1.1), test-suite/calendars.hpp
	(1.1), test-suite/capfloor.cpp (1.3), test-suite/capfloor.hpp
	(1.2), test-suite/quantlibtestsuite.cpp (1.8), test-suite/swap.cpp
	(1.4), test-suite/swaption.cpp (1.2), test-suite/termstructures.cpp
	(1.2), test-suite/termstructures.hpp (1.2):

	Joint calendars and stuff

2003-01-23 16:46  Luigi Ballabio

	* test-suite/: old_pricers.cpp (1.4), old_pricers.hpp (1.4):

	Test suite completed

2003-01-10 15:38  Jens Thiel

	* ql/: FiniteDifferences/mixedscheme.hpp (1.5), date.cpp (1.21):

	fixed warning with vc7

2003-01-10 15:37  Jens Thiel

	* ql/TermStructures/piecewiseflatforward.cpp (1.26):

	fixed comment

2003-01-08 16:11  Luigi Ballabio

	* Makefile.am (1.74), configure.ac (1.6), makefile.mak (1.33),
	Examples/Makefile.am (1.17), Examples/makefile.mak (1.12),
	Examples/BermudanSwaption/Makefile.am (1.6),
	Examples/BermudanSwaption/makefile.mak (1.2),
	Examples/DiscreteHedging/Makefile.am (1.13),
	Examples/DiscreteHedging/makefile.mak (1.5),
	Examples/Swap/Makefile.am (1.8), Examples/Swap/makefile.mak (1.5),
	test-suite/.cvsignore (1.1), test-suite/Makefile.am (1.1),
	test-suite/README.txt (1.1), test-suite/capfloor.cpp (1.1),
	test-suite/capfloor.hpp (1.1), test-suite/covariance.cpp (1.1),
	test-suite/covariance.hpp (1.1), test-suite/dates.cpp (1.1),
	test-suite/dates.hpp (1.1), test-suite/daycounters.cpp (1.1),
	test-suite/daycounters.hpp (1.1), test-suite/distributions.cpp
	(1.1), test-suite/distributions.hpp (1.1),
	test-suite/europeanoption.cpp (1.1), test-suite/europeanoption.hpp
	(1.1), test-suite/instruments.cpp (1.1), test-suite/instruments.hpp
	(1.1), test-suite/operators.cpp (1.1), test-suite/operators.hpp
	(1.1), test-suite/piecewiseflatforward.cpp (1.1),
	test-suite/piecewiseflatforward.hpp (1.1),
	test-suite/quantlibtestsuite.cpp (1.1), test-suite/riskstats.cpp
	(1.1), test-suite/riskstats.hpp (1.1), test-suite/utilities.hpp
	(1.1):

	Begun this test-suite has

2002-12-19 18:16  Luigi Ballabio

	* configure.ac (1.5), ql/qldefines.hpp (1.46):

	Updated version

2002-12-18 13:09  Luigi Ballabio

	* ql/Volatilities/capflatvolvector.hpp (1.3):

	Flat backwards extension to t=0

2002-12-16 12:34  Ferdinando Ametrano

	* ChangeLog.txt (1.27), ChangeLog.txt (1.28):

	updated

2002-12-11 14:26  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.25),
	Examples/Swap/swapvaluation.cpp (1.33), ql/termstructure.hpp
	(1.27), ql/CashFlows/shortfloatingcoupon.cpp (1.6),
	ql/Indexes/xibor.cpp (1.10), ql/Instruments/capfloor.cpp (1.27),
	ql/Instruments/forwardvanillaoption.cpp (1.4),
	ql/Instruments/quantovanillaoption.cpp (1.6),
	ql/Instruments/swap.cpp (1.12), ql/Instruments/swaption.cpp (1.23),
	ql/Instruments/vanillaoption.cpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.7),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.7),
	ql/TermStructures/compoundforward.cpp (1.18),
	ql/TermStructures/compoundforward.hpp (1.12),
	ql/TermStructures/discountcurve.hpp (1.12),
	ql/TermStructures/flatforward.hpp (1.18),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.9),
	ql/TermStructures/impliedtermstructure.hpp (1.9),
	ql/TermStructures/piecewiseflatforward.cpp (1.25),
	ql/TermStructures/piecewiseflatforward.hpp (1.23),
	ql/TermStructures/ratehelpers.cpp (1.28),
	ql/TermStructures/ratehelpers.hpp (1.24),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.10):

	Term structure and index fixing cleanup

2002-12-11 09:49  Ferdinando Ametrano

	* Examples/: BermudanSwaption/Makefile.am (1.5),
	DiscreteHedging/Makefile.am (1.12), Swap/Makefile.am (1.7):

	this way it works under cygwin\nhope it doens't break other
	platforms\nfeedback welcome

2002-12-10 11:25  Ferdinando Ametrano

	* QuantLib.nsi (1.75):

	no message

2002-12-09 17:51  Ferdinando Ametrano

	* ql/voltermstructure.cpp (1.4):

	typo fixed (how was this compiling before?)

2002-12-09 14:28  Luigi Ballabio

	* QuantLib.dsp (1.112), ql/quantlib.hpp (1.71),
	ql/voltermstructure.cpp (1.3), ql/voltermstructure.hpp (1.9),
	ql/Volatilities/Makefile.am (1.8),
	ql/Volatilities/localconstantvol.hpp (1.3),
	ql/Volatilities/localvolcurve.hpp (1.1):

	Fixed local volatility interface

2002-12-05 10:23  Marco Marchioro

	* ql/voltermstructure.cpp (1.2):

	no message

2002-12-05 10:23  Marco Marchioro

	* QuantLib.dsp (1.111):

	added file voltermstructure.cpp

2002-12-05 10:22  Marco Marchioro

	* ql/: voltermstructure.cpp (1.1), voltermstructure.hpp (1.8):

	added methods timeDerivative, strikeDerivative, and
	strikeSecondDerivative to BlackVolTermStructure

2002-12-03 11:31  Luigi Ballabio

	* ql/Calendars/: target.cpp (1.10), target.hpp (1.11):

	Minor fixes to TARGET holidays

2002-12-02 15:25  Luigi Ballabio

	* ql/: config.ansi.hpp (1.11), config.bcc.hpp (1.10),
	config.msvc.hpp (1.21), config.mwcw.hpp (1.10),
	ShortRateModels/model.hpp (1.11):

	Oops

2002-11-29 11:21  Marco Marchioro

	* ql/currency.hpp (1.6):

	added new currencies

2002-11-29 09:18  Luigi Ballabio

	* ql/Makefile.am (1.27):

	Oops

2002-11-28 18:24  Luigi Ballabio

	* .cvsignore (1.4), Makefile.am (1.69), acinclude.m4 (1.5),
	configure.ac (1.2), quantlib-config.in (1.4), Examples/Makefile.am
	(1.16), Examples/BermudanSwaption/BermudanSwaption.cpp (1.24),
	Examples/BermudanSwaption/Makefile.am (1.4),
	Examples/DiscreteHedging/Makefile.am (1.11),
	Examples/Swap/Makefile.am (1.6), config/.cvsignore (1.2),
	ql/.cvsignore (1.5), ql/Makefile.am (1.26), ql/qldefines.hpp
	(1.45), ql/Calendars/Makefile.am (1.12), ql/CashFlows/Makefile.am
	(1.7), ql/DayCounters/Makefile.am (1.6),
	ql/FiniteDifferences/Makefile.am (1.14), ql/Indexes/Makefile.am
	(1.7), ql/Instruments/Makefile.am (1.12), ql/Lattices/Makefile.am
	(1.8), ql/Lattices/trinomialtree.cpp (1.13), ql/Math/Makefile.am
	(1.9), ql/MonteCarlo/Makefile.am (1.18),
	ql/Optimization/Makefile.am (1.6), ql/Patterns/Makefile.am (1.8),
	ql/Pricers/Makefile.am (1.30), ql/PricingEngines/Makefile.am (1.7),
	ql/RandomNumbers/Makefile.am (1.5), ql/ShortRateModels/Makefile.am
	(1.2), ql/ShortRateModels/CalibrationHelpers/Makefile.am (1.2),
	ql/ShortRateModels/OneFactorModels/Makefile.am (1.2),
	ql/ShortRateModels/TwoFactorModels/Makefile.am (1.2),
	ql/Solvers1D/Makefile.am (1.5), ql/TermStructures/Makefile.am
	(1.10), ql/Utilities/Makefile.am (1.5), ql/Volatilities/Makefile.am
	(1.7):

	Switched to more recent autotools

2002-11-27 18:01  Luigi Ballabio

	* config/.cvsignore (1.1):

	file .cvsignore was initially added on branch autoconf-2-50.

2002-11-27 18:01  Luigi Ballabio

	* configure.ac (1.1):

	file configure.ac was initially added on branch autoconf-2-50.

2002-11-27 13:31  Marco Marchioro

	* ql/Calendars/Makefile.am (1.11), ql/Calendars/makefile.mak
	(1.10), ql/quantlib.hpp (1.70), QuantLib.dsp (1.110):

	Added calendars for Budapest, Oslo, Stockholm, and Warsaw

2002-11-23 23:09  Sadruddin Rejeb

	* ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.6):

	Bermudan Swaption problem fixed (part 2)

2002-11-21 13:53  Sadruddin Rejeb

	* ql/Instruments/: swaption.cpp (1.22), swaption.hpp (1.21):

	Fixed bermudan Swaption problem. (must now state limitations in
	doc)

2002-11-20 14:57  Luigi Ballabio

	* ql/TermStructures/discountcurve.hpp (1.11):

	Added default day counter

2002-11-12 12:11  Luigi Ballabio

	* ql/ShortRateModels/: OneFactorModels/extendedcoxingersollross.hpp
	(1.9), OneFactorModels/hullwhite.hpp (1.9), TwoFactorModels/g2.hpp
	(1.7):

	VC++ again

2002-11-12 11:51  Luigi Ballabio

	* ql/: Optimization/constraint.hpp (1.7), ShortRateModels/model.hpp
	(1.10), ShortRateModels/parameter.hpp (1.5),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.10),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp (1.8),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.8),
	ShortRateModels/TwoFactorModels/g2.hpp (1.6):

	Explicited Bridge pattern

2002-11-12 10:33  Luigi Ballabio

	* ql/calendar.hpp (1.18), ql/daycounter.hpp (1.16), QuantLib.dsp
	(1.109):

	VC++ again

2002-11-12 09:36  Luigi Ballabio

	* ql/: calendar.hpp (1.17), daycounter.hpp (1.15),
	DayCounters/actual360.hpp (1.10), DayCounters/actualactual.cpp
	(1.16), DayCounters/actualactual.hpp (1.14),
	DayCounters/thirty360.cpp (1.9), DayCounters/thirty360.hpp (1.13),
	TermStructures/ratehelpers.hpp (1.23):

	Explicited Bridge pattern

2002-11-11 16:57  Luigi Ballabio

	* ql/: calendar.cpp (1.10), calendar.hpp (1.16),
	Calendars/target.cpp (1.9), Calendars/target.hpp (1.10),
	Patterns/Makefile.am (1.7), Patterns/bridge.hpp (1.1):

	Explicited Bridge pattern

2002-11-11 14:12  Marco Marchioro

	* ql/Math/normaldistribution.cpp (1.13):

	Some compilers may not know how to print an INF

2002-11-08 10:38  Marco Marchioro

	* ql/Math/normaldistribution.cpp (1.12):

	bug fixed, condition should not be satisfied!

2002-11-07 14:30  Marco Marchioro

	* ql/Math/normaldistribution.cpp (1.11):

	Added check on null input

2002-10-29 15:13  Marco Marchioro

	* ql/FiniteDifferences/finitedifferencemodel.hpp (1.13):

	added stoppingTimes

2002-10-25 16:58  Luigi Ballabio

	* ql/FiniteDifferences/: boundarycondition.cpp (1.1), Makefile.am
	(1.13):

	Implemented QuEP 2

2002-10-25 16:30  Luigi Ballabio

	* QuantLib.dsp (1.108), ql/FiniteDifferences/boundarycondition.hpp
	(1.6), ql/FiniteDifferences/cranknicolson.hpp (1.13),
	ql/FiniteDifferences/expliciteuler.hpp (1.9),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.12),
	ql/FiniteDifferences/impliciteuler.hpp (1.8),
	ql/FiniteDifferences/makefile.mak (1.8),
	ql/FiniteDifferences/mixedscheme.hpp (1.4),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.15),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.17):

	Implemented QuEP 2

2002-10-24 17:46  Enrico Sirola

	* ql/Instruments/vanillaoption.hpp (1.6):

	riskFreeRate_, underlying_, strike_, dividendYield_, volatility_
	moved to protected section

2002-10-22 14:13  Luigi Ballabio

	* Makefile.am (1.68):

	Patches for Solaris/gcc

2002-10-22 13:52  Luigi Ballabio

	* ql/qldefines.hpp (1.44):

	Patches for Solaris/gcc

2002-10-11 13:20  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.23),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.12),
	Examples/Swap/swapvaluation.cpp (1.32), ql/qldefines.hpp (1.43):

	Misc. fixes for Solaris and Darwin

2002-10-09 13:40  Marco Marchioro

	* ql/grid.hpp (1.6):

	code massaged

2002-10-08 11:35  Luigi Ballabio

	* ql/DayCounters/actualactual.cpp (1.15):

	More tolerant

2002-10-07 14:28  Marco Marchioro

	* ql/config.msvc.hpp (1.20):

	Defined CHOKES_ON_TYPENAME

2002-10-07 14:25  Marco Marchioro

	* ql/qldefines.hpp (1.42):

	Defined CHOKES_ON_TYPENAME

2002-10-03 18:39  Luigi Ballabio

	* ql/Volatilities/blackvariancesurface.hpp (1.7):

	Added (in an hackish way for the time being) the possibility of
	flat extrapolation

2002-10-01 17:24  Marco Marchioro

	* ql/: CashFlows/cashflowvectors.cpp (1.16),
	Instruments/swaption.cpp (1.21):

	better error message

2002-09-27 16:53  Luigi Ballabio

	* ql/Optimization/costfunction.hpp (1.14):

	Virtual destructor added

2002-09-27 16:53  Luigi Ballabio

	* ql/Optimization/constraint.hpp (1.6):

	Cosmetic changes

2002-09-26 21:45  Sadruddin Rejeb

	* ql/PricingEngines/Makefile.am (1.6):

	Added missing file

2002-09-26 19:09  Luigi Ballabio

	* ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.5):

	Adjusted start date

2002-09-26 17:26  Ferdinando Ametrano

	* ql/TermStructures/: forwardspreadedtermstructure.hpp (1.8),
	impliedtermstructure.hpp (1.8), zerospreadedtermstructure.hpp
	(1.9):

	fixed documentation links

2002-09-26 16:52  Luigi Ballabio

	* ql/Volatilities/localconstantvol.hpp (1.2):

	No conceptual need to pass through a Black vol

2002-09-25 11:25  Marco Marchioro

	* QuantLib.dsp (1.107),
	ql/PricingEngines/latticeshortratemodelengine.hpp (1.1):

	Introduced LatticeShortRateModelEngine. TreeSwaption and
	TreeCapFloor now are derived from it.

2002-09-25 09:02  Marco Marchioro

	* ql/Math/loglinearinterpolation.hpp (1.11):

	Now complies also on VC++

2002-09-24 17:26  Marco Marchioro

	* ql/quantlib.hpp (1.69):

	namespace QLPRE = QuantLib::PricingEngines

2002-09-24 17:25  Marco Marchioro

	* ql/Instruments/swaption.cpp (1.20):

	remarks changed

2002-09-24 16:24  Luigi Ballabio

	* ql/: Optimization/armijo.cpp (1.12), Optimization/armijo.hpp
	(1.13), Optimization/conjugategradient.cpp (1.13),
	Optimization/conjugategradient.hpp (1.11),
	Optimization/costfunction.hpp (1.13), Optimization/criteria.hpp
	(1.10), Optimization/leastsquare.hpp (1.18),
	Optimization/linesearch.hpp (1.12), Optimization/method.hpp (1.3),
	Optimization/problem.hpp (1.4), Optimization/simplex.cpp (1.6),
	Optimization/simplex.hpp (1.8), Optimization/steepestdescent.cpp
	(1.11), Optimization/steepestdescent.hpp (1.13),
	ShortRateModels/model.cpp (1.8):

	A look at the optimizers (nothing major)

2002-09-16 17:18  Luigi Ballabio

	* Makefile.am (1.66), Docs/Makefile.am (1.49), Docs/README.txt
	(1.19), config/Makefile.am (1.1):

	Cleaned up autoconfiscation

2002-09-16 16:31  Luigi Ballabio

	* ql/Math/loglinearinterpolation.hpp (1.10):

	removed gcc3.1 warnings (maybe)

2002-09-14 00:41  Sadruddin Rejeb

	* ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.7):

	Yes, it should.

2002-09-13 12:19  Marco Marchioro

	* ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.6):

	added smart remark

2002-09-13 12:17  Marco Marchioro

	* ql/numericalmethod.hpp (1.5):

	looks better this way

2002-09-11 17:38  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.22),
	Examples/Swap/swapvaluation.cpp (1.31), ql/termstructure.hpp
	(1.26), ql/TermStructures/compoundforward.cpp (1.17),
	ql/TermStructures/compoundforward.hpp (1.11),
	ql/TermStructures/discountcurve.hpp (1.10),
	ql/TermStructures/flatforward.hpp (1.17),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.7),
	ql/TermStructures/impliedtermstructure.hpp (1.7),
	ql/TermStructures/piecewiseflatforward.cpp (1.24),
	ql/TermStructures/piecewiseflatforward.hpp (1.22),
	ql/TermStructures/ratehelpers.cpp (1.27),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.8):

	TermStructure::todaysDate() is back.  The reason will become clear
	as soon as you try to price a bond.

2002-08-06 17:24  Luigi Ballabio

	* Docs/pages/authors.docs (1.15):

	Updated address

2002-08-06 17:10  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.21),
	Examples/Swap/swapvaluation.cpp (1.30),
	ql/TermStructures/ratehelpers.cpp (1.26),
	ql/TermStructures/ratehelpers.hpp (1.22):

	settlementDays removed from rate helpers.  In SwapRateHelpers is
	hard-coded that the fixingDays=2

2002-07-26 18:00  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.28), ql/termstructure.hpp
	(1.25), ql/TermStructures/compoundforward.cpp (1.16),
	ql/TermStructures/compoundforward.hpp (1.10),
	ql/TermStructures/discountcurve.hpp (1.9),
	ql/TermStructures/flatforward.hpp (1.16),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.6),
	ql/TermStructures/impliedtermstructure.hpp (1.6),
	ql/TermStructures/piecewiseflatforward.cpp (1.23),
	ql/TermStructures/piecewiseflatforward.hpp (1.21),
	ql/TermStructures/ratehelpers.cpp (1.25),
	ql/TermStructures/ratehelpers.hpp (1.21),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.7):

	removed todaysDate() almost everywhere.  To be removed in rate
	helpers

2002-07-25 13:34  Luigi Ballabio

	* ql/Pricers/: singleassetoption.cpp (1.16), singleassetoption.hpp
	(1.16):

	Added contributed impliedDividendYield

2002-07-24 12:33  Ferdinando Ametrano

	* ql/: makefile.mak (1.19), Calendars/makefile.mak (1.9),
	CashFlows/makefile.mak (1.7), DayCounters/makefile.mak (1.7),
	FiniteDifferences/makefile.mak (1.7), Indexes/makefile.mak (1.6),
	Instruments/makefile.mak (1.13), Lattices/makefile.mak (1.14),
	Math/makefile.mak (1.8), MonteCarlo/makefile.mak (1.12),
	Optimization/makefile.mak (1.6), Pricers/makefile.mak (1.23),
	PricingEngines/makefile.mak (1.4), RandomNumbers/makefile.mak
	(1.6), ShortRateModels/makefile.mak (1.3),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.2),
	ShortRateModels/OneFactorModels/makefile.mak (1.2),
	ShortRateModels/TwoFactorModels/makefile.mak (1.2),
	TermStructures/makefile.mak (1.9):

	'make clean' now removes debug files too

2002-07-24 11:57  Ferdinando Ametrano

	* Examples/BermudanSwaption/.cvsignore (1.3),
	Examples/DiscreteHedging/.cvsignore (1.3), Examples/Swap/.cvsignore
	(1.3), ql/.cvsignore (1.4), ql/Calendars/.cvsignore (1.2),
	ql/CashFlows/.cvsignore (1.2), ql/DayCounters/.cvsignore (1.2),
	ql/FiniteDifferences/.cvsignore (1.2), ql/Indexes/.cvsignore (1.2),
	ql/Instruments/.cvsignore (1.2), ql/Lattices/.cvsignore (1.2),
	ql/Math/.cvsignore (1.2), ql/MonteCarlo/.cvsignore (1.2),
	ql/Optimization/.cvsignore (1.2), ql/Pricers/.cvsignore (1.2),
	ql/PricingEngines/.cvsignore (1.2), ql/RandomNumbers/.cvsignore
	(1.2), ql/ShortRateModels/.cvsignore (1.2),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.2),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.2),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.2),
	ql/Solvers1D/.cvsignore (1.2), ql/TermStructures/.cvsignore (1.2):

	improved .cvsignore

2002-07-24 11:44  Ferdinando Ametrano

	* .cvsignore (1.3), Examples/BermudanSwaption/.cvsignore (1.2),
	Examples/DiscreteHedging/.cvsignore (1.2), Examples/Swap/.cvsignore
	(1.2), ql/.cvsignore (1.3), ql/Calendars/.cvsignore (1.1),
	ql/CashFlows/.cvsignore (1.1), ql/DayCounters/.cvsignore (1.1),
	ql/FiniteDifferences/.cvsignore (1.1), ql/Indexes/.cvsignore (1.1),
	ql/Instruments/.cvsignore (1.1), ql/Lattices/.cvsignore (1.1),
	ql/Math/.cvsignore (1.1), ql/MonteCarlo/.cvsignore (1.1),
	ql/Optimization/.cvsignore (1.1), ql/Pricers/.cvsignore (1.1),
	ql/PricingEngines/.cvsignore (1.1), ql/RandomNumbers/.cvsignore
	(1.1), ql/ShortRateModels/.cvsignore (1.1),
	ql/ShortRateModels/CalibrationHelpers/.cvsignore (1.1),
	ql/ShortRateModels/OneFactorModels/.cvsignore (1.1),
	ql/ShortRateModels/TwoFactorModels/.cvsignore (1.1),
	ql/Solvers1D/.cvsignore (1.1), ql/TermStructures/.cvsignore (1.1):

	typo fixed in local vol file .cvsignore added/expanded

2002-07-23 17:32  Ferdinando Ametrano

	* QuantLib.dsp (1.106), ql/quantlib.hpp (1.68),
	ql/Volatilities/blackconstantvol.hpp (1.3),
	ql/Volatilities/localconstantvol.hpp (1.1):

	implementation of Local vol term structures: constant and time
	dependent

2002-07-23 12:39  Ferdinando Ametrano

	* QuantLib.dsp (1.105), ql/Volatilities/blackconstantvol.hpp (1.2),
	ql/Volatilities/blackvariancecurve.hpp (1.7):

	existing vol term structures renamed as Black vol term structures.
	Local vol term structures introduced

2002-07-23 12:20  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.67), voltermstructure.hpp (1.7),
	Volatilities/Makefile.am (1.5), Volatilities/blackconstantvol.hpp
	(1.1), Volatilities/blackvariancecurve.hpp (1.6),
	Volatilities/blackvariancesurface.hpp (1.6):

	existing vol term structures renamed as Black vol term structures.
	Local vol term structures introduced

2002-07-23 11:07  Ferdinando Ametrano

	* ChangeLog.txt (1.26), ql/instrument.hpp (1.11),
	ql/pricingengine.hpp (1.3), ql/Instruments/capfloor.cpp (1.26),
	ql/Instruments/capfloor.hpp (1.29),
	ql/Instruments/forwardvanillaoption.cpp (1.3),
	ql/Instruments/forwardvanillaoption.hpp (1.2),
	ql/Instruments/quantovanillaoption.cpp (1.5),
	ql/Instruments/quantovanillaoption.hpp (1.2),
	ql/Instruments/swaption.cpp (1.19), ql/Instruments/swaption.hpp
	(1.20), ql/Instruments/vanillaoption.cpp (1.6),
	ql/Instruments/vanillaoption.hpp (1.5),
	ql/Optimization/constraint.hpp (1.5), ql/ShortRateModels/model.cpp
	(1.7), ql/ShortRateModels/model.hpp (1.9),
	ql/ShortRateModels/onefactormodel.cpp (1.6),
	ql/ShortRateModels/onefactormodel.hpp (1.7),
	ql/ShortRateModels/parameter.hpp (1.4),
	ql/ShortRateModels/twofactormodel.cpp (1.3),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.6),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.4),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.5),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.9),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.6),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.7), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.5),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.7),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.4),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.4),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.5),
	ql/TermStructures/ratehelpers.cpp (1.24):

	parameters renamed arguments (hey, the base class is Arguments,
	isn't it?)

2002-07-16 18:11  Luigi Ballabio

	* ql/: index.hpp (1.9), Indexes/xibor.hpp (1.12):

	Fixed xibor observability

2002-07-12 23:36  Jens Thiel

	* ql/TermStructures/zerospreadedtermstructure.hpp (1.6):

	a call to forward(t,bool) was left from Nando's renaming 2002/06/24

2002-07-12 13:55  Jens Thiel

	* ql/TermStructures/zerospreadedtermstructure.hpp (1.5):

	removed the disappeared calendar() getter

2002-07-11 17:21  Luigi Ballabio

	* Docs/.cvsignore (1.1):

	Some more .cvsignore

2002-07-11 16:52  Luigi Ballabio

	* Examples/BermudanSwaption/.cvsignore (1.1),
	Examples/DiscreteHedging/.cvsignore (1.1), Examples/Swap/.cvsignore
	(1.1), ql/.cvsignore (1.2):

	Some more cvs ignoring

2002-07-11 16:48  Luigi Ballabio

	* .cvsignore (1.2):

	Ignoring build directory

2002-07-11 16:46  Luigi Ballabio

	* .cvsignore (1.1), ql/.cvsignore (1.1),
	ql/Instruments/vanillaoption.cpp (1.5),
	ql/TermStructures/compoundforward.cpp (1.15),
	ql/TermStructures/piecewiseflatforward.cpp (1.22):

	Removed warnings

2002-07-08 09:51  Andr Louw

	* ql/Math/: interpolation.hpp (1.12), loglinearinterpolation.hpp
	(1.9):

	Compile warnings fixed.

2002-06-28 14:22  Luigi Ballabio

	* ql/Math/loglinearinterpolation.hpp (1.8):

	Removed warning

2002-06-27 19:06  Luigi Ballabio

	* ql/TermStructures/forwardspreadedtermstructure.hpp (1.5):

	bug fix

2002-06-26 10:00  Luigi Ballabio

	* ql/Math/statistics.hpp (1.13):

	Statistics more tolerant

2002-06-25 18:45  Ferdinando Ametrano

	* ql/Math/loglinearinterpolation.hpp (1.7):

	re-written in term of underlying linear interpolation Includes a
	safety check that y(x)>0.0, in order to perform LOG(y(x))

2002-06-25 18:35  Ferdinando Ametrano

	* ql/termstructure.hpp (1.24):

	division by zero bug fixed

2002-06-24 18:16  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.19),
	Examples/Swap/swapvaluation.cpp (1.27),
	ql/TermStructures/flatforward.hpp (1.15):

	1) currency_ data member and currency() method removed 2) minTime()
	and minDate() removed, assuming that the minimum time is    always
	t=0.0 at the settlementDate, where discount = 1.0 3) daycounter
	moved to the last position in the constructors' parameters list,
	so to allow for a default value 4) forward(const Date&, bool) and
	forward(Time, bool) renamed    instantaneousForward to avoid
	confusion with forward(Time, Time, bool)    and forward (Date,
	Date, bool) 5) added default implementation of maxTime() in base
	class

2002-06-24 17:48  Ferdinando Ametrano

	* QuantLib.dsp (1.104),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.18),
	ql/termstructure.hpp (1.23),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.5),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.6), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.4),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.6),
	ql/ShortRateModels/TwoFactorModels/g2.cpp (1.3),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.4),
	ql/TermStructures/compoundforward.cpp (1.14),
	ql/TermStructures/compoundforward.hpp (1.9),
	ql/TermStructures/discountcurve.hpp (1.8),
	ql/TermStructures/flatforward.hpp (1.14),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.4),
	ql/TermStructures/impliedtermstructure.hpp (1.5),
	ql/TermStructures/piecewiseflatforward.cpp (1.21),
	ql/TermStructures/piecewiseflatforward.hpp (1.20),
	ql/TermStructures/ratehelpers.cpp (1.23),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.4),
	ql/Volatilities/blackvariancecurve.hpp (1.5):

	1) currency_ data member and currency() method removed 2) minTime()
	and minDate() removed, assuming that the minimum time is    always
	t=0.0 at the settlementDate, where discount = 1.0 3) daycounter
	moved to the last position in the constructors' parameters list,
	so to allow for a default value 4) forward(const Date&, bool) and
	forward(Time, bool) renamed    instantaneousForward to avoid
	confusion with forward(Time, Time, bool)    and forward (Date,
	Date, bool) 5) added default implementation of maxTime() in base
	class

2002-06-24 14:01  Luigi Ballabio

	* ql/config.msvc.hpp (1.19):

	Added check for STLPort

2002-06-24 11:58  Luigi Ballabio

	* ql/PricingEngines/Makefile.am (1.5):

	fixed file list

2002-06-24 11:57  Luigi Ballabio

	* Examples/: BermudanSwaption/Makefile.am (1.3),
	DiscreteHedging/Makefile.am (1.10), Swap/Makefile.am (1.5):

	Take gcc flags from environment

2002-06-23 16:52  Ferdinando Ametrano

	* ql/: Volatilities/blackvariancecurve.hpp (1.4),
	Volatilities/blackvariancesurface.hpp (1.5), voltermstructure.hpp
	(1.6):

	minDate() removed

2002-06-22 19:55  Ferdinando Ametrano

	* ql/voltermstructure.hpp (1.5):

	minTime() removed.  Hey, minTime is t==0 !!!

2002-06-22 19:52  Ferdinando Ametrano

	* ql/TermStructures/discountcurve.hpp (1.7):

	bugs fixed: 1) as soon as discounts went out of scope the
	interpolation object was left with a dangling pointer.	Fixed using
	discounts_ 2) as soon as dates went out of scope dates_ became a
	dangling pointer.  Fixed copying dates into dates_

2002-06-22 19:31  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.hpp (1.3),
	blackvariancesurface.hpp (1.4):

	dayCounter is now the last parameter (with a default value)

2002-06-18 19:52  Ferdinando Ametrano

	* ql/PricingEngines/Makefile.am (1.4),
	ql/PricingEngines/makefile.mak (1.3), QuantLib.dsp (1.103):

	added forward e (forward) performance engines

2002-06-17 11:30  Ferdinando Ametrano

	* ql/quantlib.hpp (1.66):

	added missing file

2002-06-17 11:27  Ferdinando Ametrano

	* ql/Volatilities/Makefile.am (1.4), QuantLib.dsp (1.102):

	added missing file

2002-06-17 11:23  Marco Marchioro

	* ql/: quantlib.hpp (1.65), Volatilities/blackvariancesurface.hpp
	(1.3):

	Little fixes in order to compile

2002-06-16 11:32  Ferdinando Ametrano

	* ql/Volatilities/: blackvariancecurve.hpp (1.2),
	blackvariancesurface.hpp (1.2):

	minTime and maxTime are implemented in the base class underlying
	data member removed

2002-06-16 11:31  Ferdinando Ametrano

	* ql/voltermstructure.hpp (1.4):

	minTime and maxTime are implemented in the base class

2002-06-15 03:30  Ferdinando Ametrano

	* QuantLib.dsp (1.101), ql/quantlib.hpp (1.64),
	ql/voltermstructure.hpp (1.3), ql/Volatilities/Makefile.am (1.3),
	ql/Volatilities/blackvariancecurve.hpp (1.1),
	ql/Volatilities/blackvariancesurface.hpp (1.1):

	vol term structure is working

2002-06-12 14:24  Luigi Ballabio

	* ql/Indexes/: xibor.cpp (1.9), xibor.hpp (1.11):

	added frequency() method

2002-06-12 01:19  Sadruddin Rejeb

	* ql/: Indexes/audlibor.hpp (1.5), Math/lexicographicalview.hpp
	(1.6), MonteCarlo/multipathgenerator.hpp (1.27),
	MonteCarlo/pathgenerator.hpp (1.21),
	RandomNumbers/boxmullergaussianrng.hpp (1.6),
	RandomNumbers/centrallimitgaussianrng.hpp (1.6):

	fixed g++ 3.1 warnings (implicit typename), SIBOR fix

2002-06-11 15:32  Ferdinando Ametrano

	* Examples/makefile.mak (1.11), ql/voltermstructure.hpp (1.2),
	ql/Instruments/quantovanillaoption.cpp (1.4),
	ql/Instruments/vanillaoption.cpp (1.4),
	ql/Instruments/vanillaoption.hpp (1.4):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-11 11:43  Luigi Ballabio

	* ql/: Makefile.am (1.25), Instruments/forwardvanillaoption.cpp
	(1.2), Instruments/quantovanillaoption.cpp (1.3),
	Pricers/Makefile.am (1.29), PricingEngines/Makefile.am (1.3):

	How on earth could Borland compile _that_?

2002-06-11 10:18  Andr Louw

	* ql/Instruments/swap.hpp (1.10):

	Removed convenience to link to termStructure

2002-06-10 22:59  Sadruddin Rejeb

	* ql/: calendar.hpp (1.15), Instruments/swap.hpp (1.9),
	Math/cubicspline.hpp (1.15), Math/linearinterpolation.hpp (1.10),
	Math/loglinearinterpolation.hpp (1.6),
	TermStructures/compoundforward.cpp (1.13),
	TermStructures/compoundforward.hpp (1.8),
	Utilities/steppingiterator.hpp (1.5):

	gcc 3.1 compilation warnings, indentation fixes.

2002-06-10 19:34  Ferdinando Ametrano

	* QuantLib.dsp (1.100):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-10 19:28  Ferdinando Ametrano

	* ql/Instruments/: quantovanillaoption.cpp (1.2), vanillaoption.cpp
	(1.3):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-09 22:25  Ferdinando Ametrano

	* QuantLib.dsp (1.99), ql/Makefile.am (1.24), ql/quantlib.hpp
	(1.63), ql/voltermstructure.hpp (1.1), ql/Instruments/Makefile.am
	(1.11), ql/Instruments/forwardvanillaoption.cpp (1.1),
	ql/Instruments/forwardvanillaoption.hpp (1.1),
	ql/Instruments/makefile.mak (1.12),
	ql/Instruments/quantovanillaoption.cpp (1.1),
	ql/Instruments/quantovanillaoption.hpp (1.1),
	ql/Instruments/vanillaoption.hpp (1.3),
	ql/PricingEngines/Makefile.am (1.2), ql/PricingEngines/makefile.mak
	(1.2):

	1) pushing further the engine framework. It doesn't work yet 2)
	introducing Black vol surface. It doesn't work yet

2002-06-07 19:26  Ferdinando Ametrano

	* QuantLib.dsp (1.98), QuantLib.nsi (1.74), ql/Makefile.am (1.23),
	ql/argsandresults.hpp (1.7), ql/makefile.mak (1.18),
	ql/pricingengine.hpp (1.2), ql/quantlib.hpp (1.62),
	ql/Instruments/Makefile.am (1.10), ql/Instruments/makefile.mak
	(1.11), ql/Instruments/vanillaoption.cpp (1.2),
	ql/Instruments/vanillaoption.hpp (1.2), ql/Pricers/Makefile.am
	(1.28), ql/Pricers/makefile.mak (1.22),
	ql/PricingEngines/Makefile.am (1.1), ql/PricingEngines/makefile.mak
	(1.1):

	Princing_Engine_framework refactoring in progress ....

2002-06-02 15:46  Ferdinando Ametrano

	* ql/Instruments/: vanillaoption.cpp (1.1), vanillaoption.hpp
	(1.1):

	1) OptionPricingEngine renamed PricingEngine: it will be used not
	only for     options 2) PlainOption renamed VanillaOption 3)
	Instruments::PlainOptionParameters renamed
	Pricers::VanillaOptionParameters and
	Instruments::PlainOptionResults     renamed
	Pricers::VanillaOptionResults: I see them connected to the
	engine more than to the instrument 4) BinomialVanillaOption renamed
	BinomialVanillaEngine: it's an engine, not     an instrument 5) new
	files for PricingEngine, VanillaOptionEngine, and
	BinomialVanillaEngine

2002-06-02 01:32  Ferdinando Ametrano

	* QuantLib.dsp (1.97):

	updated

2002-06-02 01:06  Ferdinando Ametrano

	* QuantLib.dsp (1.96),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.17),
	ql/Makefile.am (1.22), ql/argsandresults.hpp (1.6), ql/option.hpp
	(1.11), ql/pricingengine.hpp (1.1), ql/quantlib.hpp (1.61),
	ql/Instruments/Makefile.am (1.9), ql/Instruments/capfloor.hpp
	(1.28), ql/Instruments/makefile.mak (1.10),
	ql/Instruments/swaption.cpp (1.18), ql/Instruments/swaption.hpp
	(1.19), ql/Pricers/Makefile.am (1.27), ql/Pricers/makefile.mak
	(1.21), ql/ShortRateModels/calibrationhelper.hpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/caphelper.cpp (1.5),
	ql/ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.3):

	1) OptionPricingEngine renamed PricingEngine: it will be used not
	only for     options 2) PlainOption renamed VanillaOption 3)
	Instruments::PlainOptionParameters renamed
	Pricers::VanillaOptionParameters and
	Instruments::PlainOptionResults     renamed
	Pricers::VanillaOptionResults: I see them connected to the
	engine more than to the instrument 4) BinomialVanillaOption renamed
	BinomialVanillaEngine: it's an engine, not     an instrument 5) new
	files for PricingEngine, VanillaOptionEngine, and
	BinomialVanillaEngine

2002-05-31 12:44  Luigi Ballabio

	* Makefile.am (1.65):

	Added 'tags' target to Makefile

2002-05-31 12:44  Luigi Ballabio

	* ql/: handle.hpp (1.10), Patterns/observable.hpp (1.11):

	Added Handle::operator==

2002-05-31 12:43  Luigi Ballabio

	* ql/TermStructures/impliedtermstructure.hpp (1.4):

	Removed requirements from constructor

2002-05-24 10:57  Andr Louw

	* ql/TermStructures/piecewiseflatforward.cpp (1.20):

	Bug: During discount guessing, if the first instruments given are
	FRA's, without any prior Deposits supplied, there is no
	referenceNode yet (referenceNode() returns 0).	Result: This
	results in a out-of-range exception on discounts_[n-1] ->n being 0!
	Fix: Return 1.0 as discount.

2002-05-24 10:49  Andr Louw

	* ql/Instruments/swap.hpp (1.8):

	Added convenience method to link termStructure.

2002-05-24 10:12  Luigi Ballabio

	* ql/TermStructures/flatforward.hpp (1.13):

	FlatForward optionally takes a MarketElement

2002-05-19 22:15  Ferdinando Ametrano

	* ql/: MonteCarlo/Makefile.am (1.17), MonteCarlo/makefile.mak
	(1.11), Pricers/Makefile.am (1.26), Pricers/makefile.mak (1.20):

	added performance option (analytical and Monte Carlo) Added cliquet
	with Monte Carlo.  The last time I use the old option framework, I
	swore ;-)

2002-05-19 16:19  Ferdinando Ametrano

	* QuantLib.dsp (1.95), ql/quantlib.hpp (1.60),
	ql/Pricers/mccliquetoption.cpp (1.1),
	ql/Pricers/mccliquetoption.hpp (1.1),
	ql/Pricers/mcperformanceoption.cpp (1.1),
	ql/Pricers/mcperformanceoption.hpp (1.1):

	added performance option (analytical and Monte Carlo) Added cliquet
	with Monte Carlo.  The last time I use the old option framework, I
	swore ;-)

2002-05-16 16:41  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.20):

	added quick and dirty constructor for deterministic non-constant
	parameters

2002-05-16 16:15  Luigi Ballabio

	* ql/: config.ansi.hpp (1.10), config.bcc.hpp (1.9),
	config.msvc.hpp (1.18), config.mwcw.hpp (1.9),
	FiniteDifferences/mixedscheme.hpp (1.3),
	Math/loglinearinterpolation.hpp (1.5),
	ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.4):

	Added some macros

2002-05-13 18:39  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.9):

	style enforced

2002-05-12 20:59  Ferdinando Ametrano

	* ql/Pricers/: singleassetoption.cpp (1.15), singleassetoption.hpp
	(1.15):

	fixed bug in greek re-calculation.  Theta is now provided by
	SingleAssetOption

2002-05-12 02:39  Ferdinando Ametrano

	* ql/Pricers/singleassetoption.cpp (1.14):

	fixed bug in rho and dividendRho when the rate=0.0

2002-05-12 02:37  Ferdinando Ametrano

	* QuantLib.dsp (1.94):

	Visual C++ catching up

2002-05-12 02:36  Ferdinando Ametrano

	* ql/Math/segmentintegral.hpp (1.13):

	Visul C++ fix

2002-05-12 02:35  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.8):

	typo fixed

2002-05-10 15:13  Luigi Ballabio

	* ql/Math/: Makefile.am (1.8), makefile.mak (1.7),
	segmentintegral.hpp (1.12):

	Fixed SegmentIntegral

2002-05-06 14:28  Luigi Ballabio

	* ql/Makefile.am (1.21):

	Removed obsolete file from dist list

2002-05-06 10:26  Andr Louw

	* ql/TermStructures/compoundforward.cpp (1.12):

	Changed vector.at() to use operator[] instead.

2002-05-05 02:11  Ferdinando Ametrano

	* Contributors.txt (1.18), News.txt (1.24), QuantLib.dsp (1.93),
	QuantLib.nsi (1.73), Docs/quantlib.doxy (1.54),
	Docs/pages/authors.docs (1.14), Docs/pages/history.docs (1.6),
	Docs/pages/resources.docs (1.4), dev_tools/releaseprocess.txt
	(1.12), ql/capvolstructures.hpp (1.3), ql/date.cpp (1.20),
	ql/grid.hpp (1.5), ql/instrument.hpp (1.10), ql/makefile.mak
	(1.17), ql/numericalmethod.hpp (1.4), ql/option.hpp (1.10),
	ql/qldefines.hpp (1.41), ql/quantlib.hpp (1.59),
	ql/swaptionvolstructure.hpp (1.3), ql/termstructure.hpp (1.22),
	ql/CashFlows/cashflowvectors.cpp (1.15),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.14),
	ql/Instruments/capfloor.hpp (1.27), ql/Lattices/lattice.hpp (1.2),
	ql/Lattices/tree.hpp (1.15), ql/Math/bilinearinterpolation.hpp
	(1.9), ql/Math/chisquaredistribution.hpp (1.2),
	ql/Math/gammadistribution.hpp (1.2),
	ql/Math/linearinterpolation.hpp (1.9),
	ql/Math/normaldistribution.cpp (1.10), ql/Math/segmentintegral.hpp
	(1.11), ql/Math/statistics.hpp (1.12), ql/MonteCarlo/multipath.hpp
	(1.11), ql/Optimization/costfunction.hpp (1.12),
	ql/Optimization/problem.hpp (1.3), ql/Patterns/observable.hpp
	(1.10), ql/Pricers/discretegeometricaso.cpp (1.7),
	ql/ShortRateModels/calibrationhelper.hpp (1.4),
	ql/ShortRateModels/model.hpp (1.8),
	ql/ShortRateModels/onefactormodel.hpp (1.6),
	ql/ShortRateModels/parameter.hpp (1.3):

	R000300f0-branch-merge1 merged into trunk

2002-05-05 00:55  Ferdinando Ametrano

	* News.txt (1.23), Readme.txt (1.17), dev_tools/releaseprocess.txt
	(1.11):

	updated

2002-05-03 11:07  Andr Louw

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.16),
	Examples/Swap/swapvaluation.cpp (1.26),
	ql/TermStructures/ratehelpers.cpp (1.22),
	ql/TermStructures/ratehelpers.hpp (1.20):

	Modified SwapRateHelper to accept TimeUnit when constructing.
	Modified existing examples to use new constructors.

2002-05-03 10:59  Andr Louw

	* ql/: Makefile.am (1.20), date.cpp (1.19):

	Added preliminary parsing of input data.  Handles basic English
	parsing of Period-strings.  Still needs to incorporate locale
	dependant parsing.

2002-05-02 10:29  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.7):

	typo fixed

2002-05-02 00:04  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.6), ql/Math/normaldistribution.cpp
	(1.9), ql/Math/normaldistribution.hpp (1.10):

	typos fixed

2002-04-30 13:48  Andr Louw

	* ql/TermStructures/: compoundforward.cpp (1.11),
	compoundforward.hpp (1.7):

	Some -pedantic/good practice refactoring

2002-04-30 10:36  Luigi Ballabio

	* ql/TermStructures/compoundforward.cpp (1.10):

	Quick fix to compile under VC++

2002-04-30 08:39  Andr Louw

	* ql/TermStructures/: compoundforward.cpp (1.9),
	compoundforward.hpp (1.6):

	Changed to inherit fm DiscountStructure - use top level
	zeroYieldImpl and forwardImpl.	Fix potential problem with
	improperly initialized iterators.

2002-04-30 08:34  Andr Louw

	* ql/date.hpp (1.17):

	Period(std::string&) changed to explicit.

2002-04-29 17:27  Mario Aleppo

	* ql/CashFlows/cashflowvectors.cpp (1.14):

	The payment date could be after the end of the accrual period

2002-04-29 17:16  Mario Aleppo

	* ql/CashFlows/: shortfloatingcoupon.hpp (1.5), coupon.hpp (1.10),
	fixedratecoupon.hpp (1.12), floatingratecoupon.hpp (1.20),
	shortfloatingcoupon.cpp (1.5):

	The payment date could be after the end of the accrual period

2002-04-26 16:45  Ferdinando Ametrano

	* ql/Math/interpolation.hpp (1.11):

	warning avoided

2002-04-26 16:40  Ferdinando Ametrano

	* ql/Math/interpolation.hpp (1.10):

	warning avoided

2002-04-26 16:03  Ferdinando Ametrano

	* ql/: Math/bilinearinterpolation.hpp (1.8), Math/cubicspline.hpp
	(1.14), Math/interpolation.hpp (1.9), Math/interpolation2D.hpp
	(1.8), Math/linearinterpolation.hpp (1.8),
	Math/loglinearinterpolation.hpp (1.4),
	TermStructures/compoundforward.cpp (1.8),
	Volatilities/capflatvolvector.hpp (1.2),
	Volatilities/swaptionvolmatrix.hpp (1.6):

	moved allowExtrapolation from constructors to () operators

2002-04-25 20:22  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.15),
	Examples/Swap/swapvaluation.cpp (1.25), ql/termstructure.hpp
	(1.21), ql/TermStructures/discountcurve.hpp (1.6),
	ql/TermStructures/flatforward.hpp (1.12),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.3),
	ql/TermStructures/impliedtermstructure.hpp (1.3),
	ql/TermStructures/piecewiseflatforward.cpp (1.19),
	ql/TermStructures/piecewiseflatforward.hpp (1.19),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.3):

	{calendar, settlementDays} replaced by settlementDate refactoring
	of DiscountCurve constructor

2002-04-24 20:03  Ferdinando Ametrano

	* ql/TermStructures/: forwardspreadedtermstructure.hpp (1.2),
	impliedtermstructure.hpp (1.2), zerospreadedtermstructure.hpp
	(1.2):

	ImpliedTermStructure, ZeroSpreadedTermStructure,
	ForwardSpreadedTermStructure moved under QuantLib::TermStructures
	namespace

2002-04-24 18:02  Ferdinando Ametrano

	* ql/TermStructures/: discountcurve.hpp (1.5),
	piecewiseflatforward.hpp (1.18):

	- added 2 new methodsto DiscountCurve:		  const
	std::vector<Date>& dates() const;	     const
	std::vector<Time>& times() const; - required sorted dates and
	decreasing discount factors in the constructor of   DiscountCurve -
	added documentation

2002-04-24 17:13  Ferdinando Ametrano

	* QuantLib.dsp (1.92), ql/quantlib.hpp (1.58), ql/termstructure.hpp
	(1.20), ql/TermStructures/Makefile.am (1.9),
	ql/TermStructures/discountcurve.hpp (1.4),
	ql/TermStructures/forwardspreadedtermstructure.hpp (1.1),
	ql/TermStructures/impliedtermstructure.hpp (1.1),
	ql/TermStructures/zerospreadedtermstructure.hpp (1.1):

	- moved ImpliedTermStructure, ZeroSpreadedTermStructure,
	ForwardSpreadedTermStructure out of termstructure.hpp into their
	own files.  - added discrete time forward methods to TermStructure:
	  //! discrete forward rate between two dates	Rate forward(const
	Date&, const Date&, bool extrapolate = false) const;   //! discrete
	forward rate between two times	 Rate forward(Time, Time, bool
	extrapolate = false) const; - removed forwardImpl and zeroYieldImpl
	from DiscountCurve.    Now DiscountCurve uses these methods as
	inherited by DiscountStructure	- improved documentation

2002-04-23 18:06  Ferdinando Ametrano

	* QuantLib.dsp (1.91):

	config.decc.hpp removed

2002-04-23 12:09  Luigi Ballabio

	* ql/TermStructures/: compoundforward.cpp (1.7),
	compoundforward.hpp (1.5):

	Removed a few unnecessary consts and forward variable declarations

2002-04-23 11:42  Luigi Ballabio

	* ql/Math/loglinearinterpolation.hpp (1.3):

	Assigned copyright to Andre

2002-04-23 07:18  Andr Louw

	* ql/TermStructures/compoundforward.cpp (1.6):

	Fixed up some logic to check that bootstrapping from at least
	compounding.

2002-04-22 19:04  Luigi Ballabio

	* ql/: config.ansi.hpp (1.9), config.bcc.hpp (1.8), config.msvc.hpp
	(1.17), config.mwcw.hpp (1.8):

	More autoconfiscated time functions and types

2002-04-22 18:56  Luigi Ballabio

	* acinclude.m4 (1.4), ql/date.cpp (1.18), ql/date.hpp (1.16):

	More autoconfiscated time functions and types

2002-04-22 18:29  Andr Louw

	* ql/TermStructures/compoundforward.cpp (1.5):

	Changed if (Size a >= 0) to (currCnt == 0) to satisfy Borland.

2002-04-22 16:31  Luigi Ballabio

	* ql/: solver1d.hpp (1.8), Pricers/singleassetoption.cpp (1.13),
	Solvers1D/bisection.hpp (1.6), Solvers1D/brent.hpp (1.6),
	Solvers1D/falseposition.hpp (1.6), Solvers1D/newton.hpp (1.6),
	Solvers1D/newtonsafe.hpp (1.7), Solvers1D/ridder.hpp (1.6),
	Solvers1D/secant.hpp (1.6):

	Renamed Solver1D::lowBound and hiBound

2002-04-22 15:46  Andr Louw

	* ql/TermStructures/: compoundforward.cpp (1.4),
	compoundforward.hpp (1.4), discountcurve.hpp (1.3):

	Mod to licensing comment (copyright).

2002-04-22 14:38  Ferdinando Ametrano

	* ql/: Math/loglinearinterpolation.hpp (1.2),
	TermStructures/compoundforward.hpp (1.3),
	TermStructures/discountcurve.hpp (1.2):

	catching up with Andre's commit

2002-04-22 14:27  Ferdinando Ametrano

	* ql/: TermStructures/Makefile.am (1.8),
	TermStructures/compoundforward.cpp (1.3),
	TermStructures/makefile.mak (1.8), Math/Makefile.am (1.7):

	catching up with Andre's commit

2002-04-22 14:25  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.10):

	added gotcha

2002-04-22 13:10  Andr Louw

	* ql/TermStructures/: compoundforward.cpp (1.2),
	compoundforward.hpp (1.2):

	Added standard QuantLib licensing comment.

2002-04-22 12:30  Andr Louw

	* QuantLib.dsp (1.90):

	Added LogLinearInterpolation, DiscountCurve TermStructure and
	CompoundForward TermStructure

2002-04-22 12:23  Andr Louw

	* ql/: quantlib.hpp (1.57), Math/loglinearinterpolation.hpp (1.1),
	TermStructures/Makefile.am (1.7),
	TermStructures/compoundforward.cpp (1.1),
	TermStructures/compoundforward.hpp (1.1),
	TermStructures/discountcurve.hpp (1.1):

	Add DiscountCurve TermStructure, CompoundForward TermStructure,
	LogLinear interpolation.

2002-04-22 12:20  Andr Louw

	* ql/: calendar.cpp (1.9), calendar.hpp (1.14):

	Advance calendar using a Period instance.

2002-04-22 12:18  Andr Louw

	* ql/: date.cpp (1.17), date.hpp (1.15):

	Added populating Period from std::string.  String built up from 2
	parts, number and identifier. Identifier being one of 'D' for
	Days,'W' for Weeks,'M' for Months,'Y' for Years. Number being the
	amount of the units. E.g "1D" being 1 Days, "6M" being 6 Months
	etc...

2002-04-21 22:26  Ferdinando Ametrano

	* QuantLib.nsi (1.72), Docs/quantlib.doxy (1.53),
	dev_tools/version_number.txt (1.26), ql/qldefines.hpp (1.40):

	version number up

2002-04-21 21:35  Ferdinando Ametrano

	* ChangeLog.txt (1.25):

	updated

2002-04-19 03:35  Sadruddin Rejeb

	* Docs/: Makefile.am (1.48), makefile.mak (1.31),
	quantlibheader.html (1.14), pages/fixedincome.docs (1.6),
	pages/lattices.docs (1.1):

	Adding a page for lattice methods.

2002-04-18 12:41  Luigi Ballabio

	* ql/: config.msvc.hpp (1.16), qldefines.hpp (1.39):

	Visual C++ .Net hack

2002-04-18 12:27  Luigi Ballabio

	* ql/: config.msvc.hpp (1.15), qldefines.hpp (1.38):

	Visual C++ .Net hack

2002-04-17 00:07  Ferdinando Ametrano

	* ql/Math/: normaldistribution.cpp (1.8), normaldistribution.hpp
	(1.9):

	fixed bug in Moro's Inverse Cumulative Normal Distribution.  Now it
	is the default InvCumNormDist

2002-04-17 00:05  Ferdinando Ametrano

	* ChangeLog.txt (1.24):

	updated

2002-04-15 09:27  Ferdinando Ametrano

	* QuantLib.dsp (1.89), QuantLib.dsw (1.6):

	MS VC++ catching up

2002-04-15 06:31  Sadruddin Rejeb

	* ql/: Lattices/makefile.mak (1.13), Pricers/makefile.mak (1.19):

	Update makefile.mak files.

2002-04-15 06:04  Sadruddin Rejeb

	* ql/: exercise.hpp (1.15), numericalmethod.hpp (1.3), quantlib.hpp
	(1.56), Instruments/swaption.cpp (1.17), Lattices/Makefile.am
	(1.7), Lattices/binomialtree.cpp (1.4), Lattices/binomialtree.hpp
	(1.4), Lattices/bsmlattice.hpp (1.1), Lattices/lattice.hpp (1.1),
	Lattices/lattice2d.hpp (1.1), Lattices/tree.hpp (1.14),
	Lattices/trinomialtree.cpp (1.11), Lattices/trinomialtree.hpp
	(1.6), Pricers/Makefile.am (1.25), ShortRateModels/model.hpp (1.7),
	ShortRateModels/onefactormodel.cpp (1.5),
	ShortRateModels/onefactormodel.hpp (1.5),
	ShortRateModels/twofactormodel.cpp (1.2),
	ShortRateModels/twofactormodel.hpp (1.3),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.2),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.4),
	ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.3),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.8),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.7),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp (1.4),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp (1.5),
	ShortRateModels/OneFactorModels/hullwhite.cpp (1.3),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.5):

	Refactoring of lattice framework binomial pricer for european
	stock-options (example) Documentation enhancement

2002-04-13 14:09  Luigi Ballabio

	* ql/config.msvc.hpp (1.14):

	More .Net

2002-04-12 22:05  Luigi Ballabio

	* ql/config.msvc.hpp (1.13):

	Tentative fix for VC++.Net

2002-04-10 11:52  Ferdinando Ametrano

	* QuantLib.nsi (1.71), Docs/quantlib.doxy (1.52),
	dev_tools/version_number.txt (1.25), ql/qldefines.hpp (1.37):

	version number up

2002-04-09 12:48  Ferdinando Ametrano

	* makefile.mak (1.32), ql/Math/normaldistribution.cpp (1.7),
	ql/Math/normaldistribution.hpp (1.8):

	Moro is not the default Inverse Cumulative normal distribution
	anymore

2002-04-09 11:16  Ferdinando Ametrano

	* ChangeLog.txt (1.23):

	updated

2002-04-09 09:36  Ferdinando Ametrano

	* Docs/pages/authors.docs (1.13):

	updated Dirk status

2002-04-08 11:00  Sadruddin Rejeb

	* ql/Math/chisquaredistribution.cpp (1.3):

	Fixed warning.

2002-04-08 10:14  Ferdinando Ametrano

	* ChangeLog.txt (1.22):

	updated

2002-04-08 09:47  Ferdinando Ametrano

	* ChangeLog.txt (1.21):

	updated

2002-04-08 09:35  Ferdinando Ametrano

	* ql/Math/: normaldistribution.cpp (1.6), normaldistribution.hpp
	(1.7):

	added Moro's inverse cumulative normal distribution approximation

2002-04-04 11:53  Luigi Ballabio

	* ql/: config.msvc.hpp (1.12), qldefines.hpp (1.36),
	CashFlows/floatingratecoupon.hpp (1.19), Indexes/audlibor.hpp
	(1.4), Indexes/cadlibor.hpp (1.5), Indexes/chflibor.hpp (1.3),
	Indexes/euribor.hpp (1.9), Indexes/gbplibor.hpp (1.9),
	Indexes/jpylibor.hpp (1.4), Indexes/usdlibor.hpp (1.9),
	Indexes/xibor.cpp (1.8), Indexes/xibor.hpp (1.10),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.4),
	TermStructures/ratehelpers.cpp (1.21):

	Added optional day count to libor indexes

2002-04-03 13:15  Ferdinando Ametrano

	* QuantLib.dsp (1.88), ql/TermStructures/makefile.mak (1.7):

	MS VS and Borland: added missing files

2002-04-03 12:40  Luigi Ballabio

	* ql/RandomNumbers/: knuthuniformrng.cpp (1.5), knuthuniformrng.hpp
	(1.8):

	Added sentinel at 100

2002-04-03 11:07  Luigi Ballabio

	* ql/Indexes/xibor.hpp (1.9):

	missing inline added

2002-04-03 08:59  Ferdinando Ametrano

	* Examples/Swap/Makefile.am (1.4):

	lowered optimization level in order to compile it under cygwin/gcc

2002-04-03 01:35  Sadruddin Rejeb

	* ql/: grid.hpp (1.4), Instruments/swaption.cpp (1.16),
	Instruments/swaption.hpp (1.18), Math/chisquaredistribution.cpp
	(1.2), Optimization/armijo.hpp (1.12), Optimization/constraint.hpp
	(1.4), Optimization/leastsquare.hpp (1.17),
	Optimization/linesearch.hpp (1.11), Optimization/method.hpp (1.2),
	Optimization/problem.hpp (1.2), Optimization/simplex.hpp (1.7),
	Optimization/steepestdescent.hpp (1.12),
	ShortRateModels/calibrationhelper.hpp (1.3),
	ShortRateModels/model.cpp (1.6), ShortRateModels/model.hpp (1.6),
	ShortRateModels/onefactormodel.hpp (1.4),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.7),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.6),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp (1.3),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.3),
	ShortRateModels/OneFactorModels/vasicek.hpp (1.4),
	ShortRateModels/TwoFactorModels/g2.hpp (1.3),
	TermStructures/Makefile.am (1.6):

	Bugfixes, plus new TermStructure class based on affine model.

2002-04-02 18:24  Luigi Ballabio

	* ql/: CashFlows/cashflowvectors.cpp (1.13),
	CashFlows/cashflowvectors.hpp (1.12), CashFlows/coupon.hpp (1.9),
	CashFlows/fixedratecoupon.hpp (1.11),
	CashFlows/floatingratecoupon.hpp (1.18),
	CashFlows/shortfloatingcoupon.cpp (1.4),
	CashFlows/shortfloatingcoupon.hpp (1.4), Indexes/audlibor.hpp
	(1.3), Indexes/cadlibor.hpp (1.4), Indexes/chflibor.hpp (1.2),
	Indexes/euribor.hpp (1.8), Indexes/gbplibor.hpp (1.8),
	Indexes/jpylibor.hpp (1.3), Indexes/usdlibor.hpp (1.8),
	Indexes/xibor.cpp (1.7), Indexes/xibor.hpp (1.8),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.3),
	TermStructures/ratehelpers.cpp (1.20):

	Removed some redundancy from Xibor/FloatingCoupon/TermStructure
	interaction

2002-03-31 23:08  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.14):

	formatting, fixing typos and requesting comments

2002-03-31 23:02  Ferdinando Ametrano

	* ql/: exercise.hpp (1.14), grid.hpp (1.3), Lattices/tree.hpp
	(1.13):

	formatting, fixing typos and requesting comments

2002-03-28 18:06  Ferdinando Ametrano

	* Examples/Swap/Swap.dsp (1.3):

	added browsing info to MS VC projects

2002-03-28 13:20  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.13):

	updating MS VC makefiles

2002-03-28 11:09  Sadruddin Rejeb

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.12),
	ql/Optimization/armijo.cpp (1.11),
	ql/ShortRateModels/onefactormodel.cpp (1.4),
	ql/ShortRateModels/onefactormodel.hpp (1.3),
	ql/ShortRateModels/OneFactorModels/coxingersollross.cpp (1.6),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.5),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp
	(1.2),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.4), ql/ShortRateModels/OneFactorModels/hullwhite.cpp (1.2),
	ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/vasicek.cpp (1.2),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.3),
	ql/ShortRateModels/TwoFactorModels/g2.hpp (1.2):

	Solved X-File 365478: missing inline method implementations (CIR)
	are back.  A few fixes and clean-ups.

2002-03-28 10:18  Luigi Ballabio

	* ql/CashFlows/cashflowvectors.hpp (1.11):

	VC++ couldn't digest the default argument

2002-03-28 09:26  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.11),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.3):

	commented out methods without implementation 1)
	ShortRateModels::ExtendedCoxIngersollRoss::generateParameters() 2)
	ShortRateModels::ExtendedCoxIngersollRoss::dynamics()

2002-03-28 00:35  Sadruddin Rejeb

	* Docs/pages/fixedincome.docs (1.5), ql/exercise.hpp (1.13),
	ql/Instruments/capfloor.hpp (1.26), ql/Instruments/swaption.hpp
	(1.17), ql/Lattices/tree.hpp (1.12), ql/Lattices/trinomialtree.hpp
	(1.5), ql/Optimization/constraint.hpp (1.3),
	ql/ShortRateModels/calibrationhelper.hpp (1.2),
	ql/ShortRateModels/model.cpp (1.5), ql/ShortRateModels/model.hpp
	(1.5), ql/ShortRateModels/onefactormodel.cpp (1.3),
	ql/ShortRateModels/onefactormodel.hpp (1.2),
	ql/ShortRateModels/parameter.hpp (1.2),
	ql/ShortRateModels/twofactormodel.hpp (1.2),
	ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.2),
	ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.4),
	ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
	(1.2), ql/ShortRateModels/OneFactorModels/hullwhite.hpp (1.3),
	ql/ShortRateModels/OneFactorModels/vasicek.hpp (1.2):

	Updated documentation (1st pass)

2002-03-27 18:10  Luigi Ballabio

	* ql/: CashFlows/cashflowvectors.cpp (1.12),
	CashFlows/cashflowvectors.hpp (1.10),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.2):

	Made cash flow vector builders into functions

2002-03-27 12:31  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.24):

	rates formatted with 4 digits

2002-03-27 12:26  Ferdinando Ametrano

	* ql/TermStructures/ratehelpers.cpp (1.19):

	switched to fairRate()

2002-03-27 11:45  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.10),
	Swap/swapvaluation.cpp (1.23):

	added fairSpread() to simpleSwap

2002-03-27 10:55  Ferdinando Ametrano

	* Examples/: BermudanSwaption/BermudanSwaption.cpp (1.9),
	Swap/swapvaluation.cpp (1.22):

	switched to fairRate()

2002-03-27 10:48  Sadruddin Rejeb

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.8):

	ITM swaption value is now higher than an ATM one.

2002-03-27 10:25  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.7):

	fixed ATM swaption so that it is really ATM added ITM swaption:
	there is a problem here

2002-03-27 10:03  Ferdinando Ametrano

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.6):

	added HW numerical calibration

2002-03-26 15:24  Ferdinando Ametrano

	* makefile.mak (1.31):

	check and inst targets dependent on the primary target (quantlib)

2002-03-26 11:05  Luigi Ballabio

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.5), ql/date.cpp
	(1.16), ql/date.hpp (1.14):

	Added ArrayFormatter and moved a couple of operator<<

2002-03-26 11:04  Luigi Ballabio

	* ql/Optimization/: conjugategradient.cpp (1.12), costfunction.hpp
	(1.11):

	Removed output

2002-03-26 10:32  Luigi Ballabio

	* ql/: calendar.cpp (1.8), date.cpp (1.15), date.hpp (1.13),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.5):

	The hunt for global variables

2002-03-25 19:45  Ferdinando Ametrano

	* ChangeLog.txt (1.20):

	updated

2002-03-25 19:18  Ferdinando Ametrano

	* QuantLib.nsi (1.70):

	Borland and MS VC++ catching up with the latest commit

2002-03-25 18:00  Ferdinando Ametrano

	* QuantLib.dsp (1.87):

	now compiles with MS VC++

2002-03-25 16:38  Ferdinando Ametrano

	* ql/ShortRateModels/OneFactorModels/coxingersollross.hpp (1.3):

	ConxIngersollRoss::Dynamics public

2002-03-25 15:10  Sadruddin Rejeb

	* ql/ShortRateModels/: model.cpp (1.4),
	OneFactorModels/blackkarasinski.cpp (1.3):

	Bugfix. BermudanSwaption should run now...

2002-03-25 14:47  Ferdinando Ametrano

	* ql/ShortRateModels/OneFactorModels/: coxingersollross.cpp (1.3),
	coxingersollross.cpp (1.4):

	MS VC small fix

2002-03-25 12:52  Luigi Ballabio

	* makefile.mak (1.30):

	Fixed BlackModel::formula

2002-03-25 11:41  Sadruddin Rejeb

	* ql/: Lattices/trinomialtree.cpp (1.10), ShortRateModels/model.cpp
	(1.3), ShortRateModels/onefactormodel.cpp (1.2),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.2),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.2),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.2):

	Removed warnings and verbose.

2002-03-25 11:10  Luigi Ballabio

	* ql/: makefile.mak (1.16), Math/gammadistribution.cpp (1.2),
	Math/makefile.mak (1.6), Pricers/makefile.mak (1.18),
	ShortRateModels/model.hpp (1.4),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.2):

	Compiles and links under bcc

2002-03-25 10:12  Ferdinando Ametrano

	* Examples/: makefile.mak (1.10),
	BermudanSwaption/BermudanSwaption.cpp (1.4):

	Borland and MS VC++ catching up with the latest commit Welcome back
	Sad

2002-03-25 10:01  Ferdinando Ametrano

	* QuantLib.dsp (1.86), makefile.mak (1.29), ql/makefile.mak (1.15),
	ql/Lattices/makefile.mak (1.12), ql/ShortRateModels/model.hpp
	(1.3), ql/ShortRateModels/TwoFactorModels/g2.cpp (1.2):

	Borland and MS VC++ catching up with the latest commit Welcome back
	Sad

2002-03-25 09:45  Sadruddin Rejeb

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.3):

	small fix

2002-03-25 09:38  Sadruddin Rejeb

	* Examples/BermudanSwaption/BermudanSwaption.cpp (1.2),
	ql/ShortRateModels/model.cpp (1.2), ql/ShortRateModels/model.hpp
	(1.2):

	Small fix

2002-03-25 09:10  Sadruddin Rejeb

	* ql/: makefile.mak (1.14), Lattices/makefile.mak (1.11),
	Pricers/makefile.mak (1.17), ShortRateModels/makefile.mak (1.2):

	Updated makefile.mak files

2002-03-25 08:22  Sadruddin Rejeb

	* ql/Lattices/Makefile.am (1.6):

	Added missing files

2002-03-25 01:09  Sadruddin Rejeb

	* ql/Math/: chisquaredistribution.cpp (1.1),
	chisquaredistribution.hpp (1.1), gammadistribution.cpp (1.1),
	gammadistribution.hpp (1.1):

	Added non-central chi-square distribution function.

2002-03-25 00:59  Sadruddin Rejeb

	* Docs/pages/fixedincome.docs (1.4), Docs/pages/instruments.docs
	(1.5), Docs/pages/math.docs (1.6), Examples/Makefile.am (1.15),
	Examples/makefile.mak (1.9),
	Examples/BermudanSwaption/BermudanSwaption.cpp (1.1),
	Examples/BermudanSwaption/BermudanSwaption.dsp (1.1),
	Examples/BermudanSwaption/Makefile.am (1.1),
	Examples/BermudanSwaption/ReadMe.txt (1.1),
	Examples/BermudanSwaption/makefile.mak (1.1):

	Added Bermudan Swaption example and updated docs

2002-03-25 00:53  Sadruddin Rejeb

	* ql/: Makefile.am (1.19), exercise.hpp (1.12), grid.hpp (1.2),
	makefile.mak (1.13), numericalmethod.hpp (1.2), quantlib.hpp
	(1.55), FiniteDifferences/onefactoroperator.hpp (1.11),
	Instruments/capfloor.cpp (1.25), Instruments/capfloor.hpp (1.25),
	Instruments/swaption.cpp (1.15), Instruments/swaption.hpp (1.16),
	Lattices/Makefile.am (1.5), Lattices/binomialtree.cpp (1.3),
	Lattices/binomialtree.hpp (1.3), Lattices/makefile.mak (1.10),
	Lattices/tree.hpp (1.11), Lattices/trinomialtree.cpp (1.9),
	Lattices/trinomialtree.hpp (1.4), Math/Makefile.am (1.6),
	Optimization/Makefile.am (1.5), Optimization/armijo.cpp (1.10),
	Optimization/armijo.hpp (1.11), Optimization/conjugategradient.cpp
	(1.11), Optimization/conjugategradient.hpp (1.10),
	Optimization/constraint.hpp (1.2), Optimization/criteria.hpp (1.9),
	Optimization/leastsquare.hpp (1.16), Optimization/linesearch.hpp
	(1.10), Optimization/method.hpp (1.1), Optimization/problem.hpp
	(1.1), Optimization/simplex.cpp (1.5), Optimization/simplex.hpp
	(1.6), Optimization/steepestdescent.cpp (1.10),
	Optimization/steepestdescent.hpp (1.11), Pricers/Makefile.am
	(1.24), ShortRateModels/Makefile.am (1.1),
	ShortRateModels/calibrationhelper.cpp (1.1),
	ShortRateModels/calibrationhelper.hpp (1.1),
	ShortRateModels/makefile.mak (1.1), ShortRateModels/model.cpp
	(1.1), ShortRateModels/model.hpp (1.1),
	ShortRateModels/onefactormodel.cpp (1.1),
	ShortRateModels/onefactormodel.hpp (1.1),
	ShortRateModels/parameter.hpp (1.1),
	ShortRateModels/twofactormodel.cpp (1.1),
	ShortRateModels/twofactormodel.hpp (1.1),
	ShortRateModels/CalibrationHelpers/Makefile.am (1.1),
	ShortRateModels/CalibrationHelpers/caphelper.cpp (1.1),
	ShortRateModels/CalibrationHelpers/caphelper.hpp (1.1),
	ShortRateModels/CalibrationHelpers/makefile.mak (1.1),
	ShortRateModels/CalibrationHelpers/swaptionhelper.cpp (1.1),
	ShortRateModels/CalibrationHelpers/swaptionhelper.hpp (1.1),
	ShortRateModels/OneFactorModels/Makefile.am (1.1),
	ShortRateModels/OneFactorModels/blackkarasinski.cpp (1.1),
	ShortRateModels/OneFactorModels/blackkarasinski.hpp (1.1),
	ShortRateModels/OneFactorModels/coxingersollross.cpp (1.1),
	ShortRateModels/OneFactorModels/coxingersollross.hpp (1.1),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.cpp (1.1),
	ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp (1.1),
	ShortRateModels/OneFactorModels/hullwhite.cpp (1.1),
	ShortRateModels/OneFactorModels/hullwhite.hpp (1.1),
	ShortRateModels/OneFactorModels/makefile.mak (1.1),
	ShortRateModels/OneFactorModels/vasicek.cpp (1.1),
	ShortRateModels/OneFactorModels/vasicek.hpp (1.1),
	ShortRateModels/TwoFactorModels/Makefile.am (1.1),
	ShortRateModels/TwoFactorModels/g2.cpp (1.1),
	ShortRateModels/TwoFactorModels/g2.hpp (1.1),
	ShortRateModels/TwoFactorModels/makefile.mak (1.1):

	In brief, restructured lattice implementation, renamed
	InterestRateModelling to ShortRateModels, moved pricing stuff for
	Swaption and CapFloor to Pricers/, removed Optimization prefix in a
	few optimization classes (the namespace is sufficient, no?) and a
	few fixes here and there.

2002-03-23 22:01  Ferdinando Ametrano

	* ChangeLog.txt (1.19):

	updated

2002-03-22 17:29  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.21):

	Fixed errors in cutting and pasting :)

2002-03-21 18:03  Ferdinando Ametrano

	* ql/: makefile.mak (1.12), Calendars/makefile.mak (1.8),
	CashFlows/makefile.mak (1.6), DayCounters/makefile.mak (1.6),
	FiniteDifferences/makefile.mak (1.6), Indexes/makefile.mak (1.5),
	Instruments/makefile.mak (1.9), Lattices/makefile.mak (1.9),
	Math/makefile.mak (1.5), MonteCarlo/makefile.mak (1.10),
	Optimization/makefile.mak (1.5), Pricers/makefile.mak (1.16),
	RandomNumbers/makefile.mak (1.5), TermStructures/makefile.mak
	(1.6):

	improved parametrization of debug trailing identifier in Borland
	makefiles

2002-03-21 15:48  Ferdinando Ametrano

	* QuantLib.nsi (1.69):

	removed project dependencies: they make makefile not portable

2002-03-20 17:36  Ferdinando Ametrano

	* ql/: makefile.mak (1.11), Calendars/makefile.mak (1.7),
	CashFlows/makefile.mak (1.5), DayCounters/makefile.mak (1.5),
	FiniteDifferences/makefile.mak (1.5), Indexes/makefile.mak (1.4),
	Instruments/makefile.mak (1.8), Lattices/makefile.mak (1.8),
	Math/makefile.mak (1.4), MonteCarlo/makefile.mak (1.9),
	Optimization/makefile.mak (1.4), Pricers/makefile.mak (1.15),
	RandomNumbers/makefile.mak (1.4), TermStructures/makefile.mak
	(1.5):

	removed useless BCC_LIBS from Borland makefile(s)

2002-03-20 10:23  Ferdinando Ametrano

	* Contributors.txt (1.17), Docs/pages/authors.docs (1.12),
	ql/DayCounters/actualactual.cpp (1.14):

	bug fixed in ActualActual::ActActAFBImpl::yearFraction thanks to
	James Battle

2002-03-19 18:12  Luigi Ballabio

	* Docs/Makefile.am (1.47):

	Increased memory for LaTeX runs

2002-03-19 16:31  Ferdinando Ametrano

	* ql/quantlib.hpp (1.54):

	sobol reference removed

2002-03-19 12:32  Luigi Ballabio

	* Docs/pages/authors.docs (1.11):

	Obfuscated mail addresses in html output

2002-03-18 10:46  Mario Aleppo

	* ql/DayCounters/actualactual.cpp (1.13):

	Better error message

2002-03-15 15:16  Luigi Ballabio

	* ql/Instruments/: capfloor.cpp (1.24), capfloor.hpp (1.24):

	Added treatment of expired and started caplets/floorlets

2002-03-15 10:46  Luigi Ballabio

	* ql/: capvolstructures.hpp (1.2), swaptionvolstructure.hpp (1.2):

	inline missing

2002-03-15 09:23  Ferdinando Ametrano

	* QuantLib.dsp (1.85):

	MS VC++ project updated

2002-03-15 09:04  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.7):

	typo fixed

2002-03-14 18:39  Luigi Ballabio

	* ql/: Makefile.am (1.18), capvolstructures.hpp (1.1), quantlib.hpp
	(1.53), swaptionvolstructure.hpp (1.1), Volatilities/Makefile.am
	(1.2), Volatilities/capflatvolvector.hpp (1.1),
	Volatilities/swaptionvolmatrix.hpp (1.5):

	Reorganized vol structures

2002-03-14 15:08  Luigi Ballabio

	* ql/: CashFlows/coupon.hpp (1.8), Instruments/capfloor.cpp (1.23),
	Instruments/capfloor.hpp (1.23):

	Fine-tuned Black cap/floor

2002-03-14 09:49  Ferdinando Ametrano

	* ChangeLog.txt (1.18):

	updated

2002-03-13 16:40  Luigi Ballabio

	* ql/Instruments/: swaption.cpp (1.14), swaption.hpp (1.15):

	Fine tuning of Black swaption

2002-03-12 11:55  Ferdinando Ametrano

	* ql/: Math/bilinearinterpolation.hpp (1.7), Math/cubicspline.hpp
	(1.13), Math/interpolation.hpp (1.8), Math/interpolation2D.hpp
	(1.7), Math/linearinterpolation.hpp (1.7),
	Volatilities/swaptionvolmatrix.hpp (1.4):

	added allowExtrapolation parameter to interpolaton classes, it has
	no default value yet

	In swaptionvolmatrix it is hard-coded to false: is it OK Luigi? In
	fddividendoption it is hard-coded to true: is it OK Marco?

2002-03-11 15:07  Luigi Ballabio

	* ql/: date.cpp (1.14), date.hpp (1.12),
	Volatilities/swaptionvolmatrix.hpp (1.3):

	Swaption vol matrix defined in terms of Period

2002-03-11 10:27  Ferdinando Ametrano

	* Contributors.txt (1.16), Docs/pages/authors.docs (1.10):

	Basket Option bug fixing thanks to Toyin Akin

2002-03-11 10:18  Ferdinando Ametrano

	* QuantLib.nsi (1.68):

	added missing folders

2002-03-08 15:21  Luigi Ballabio

	* ql/Volatilities/swaptionvolmatrix.hpp (1.2):

	Using day counter in Swaption volatility surface

2002-03-07 18:04  Sadruddin Rejeb

	* ql/Instruments/: capfloor.cpp (1.22), capfloor.hpp (1.22):

	Removed requirement of FloatingRateCouponVector

2002-03-07 16:28  Sadruddin Rejeb

	* ql/Instruments/: swaption.cpp (1.13), swaption.hpp (1.14):

	Simplification of SimpleSwap

2002-03-07 15:06  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.20),
	ql/Instruments/swaption.cpp (1.12),
	ql/TermStructures/ratehelpers.cpp (1.18):

	SimpleSwap made a bit simpler

2002-03-06 18:58  Ferdinando Ametrano

	* QuantLib.dsp (1.84):

	added volatility files

2002-03-06 18:38  Ferdinando Ametrano

	* ql/Math/: bilinearinterpolation.hpp (1.6), interpolation2D.hpp
	(1.6):

	working on bilinear interpolation

2002-03-06 17:47  Luigi Ballabio

	* ql/: Makefile.am (1.17), quantlib.hpp (1.52),
	Volatilities/Makefile.am (1.1), Volatilities/swaptionvolmatrix.hpp
	(1.1):

	Added swaption volatility matrix

2002-03-06 16:19  Ferdinando Ametrano

	* QuantLib.dsp (1.83), ql/quantlib.hpp (1.51):

	added missing files

2002-03-06 15:59  Ferdinando Ametrano

	* ql/Patterns/observable.hpp (1.9):

	MS VC++ fix

2002-03-06 12:53  Luigi Ballabio

	* ql/Instruments/: capfloor.hpp (1.21), swaption.hpp (1.13):

	Removed a couple of unnecessary destructors (~Observer will take
	care of unregistering)

2002-03-06 12:41  Luigi Ballabio

	* ql/Math/: bilinearinterpolation.hpp (1.5), interpolation2D.hpp
	(1.5):

	Fixed bilinear interpolation

2002-03-06 12:10  Sadruddin Rejeb

	* ql/Instruments/: capfloor.cpp (1.21), capfloor.hpp (1.20):

	Fixed bug and added Collar instrument.

2002-03-06 09:34  Sadruddin Rejeb

	* News.txt (1.22):

	Corrected news items.

2002-03-06 08:33  Sadruddin Rejeb

	* ql/Pricers/makefile.mak (1.14):

	Added missing files to makefiles

2002-03-06 08:16  Sadruddin Rejeb

	* ql/: handle.hpp (1.9), Instruments/capfloor.cpp (1.20),
	Instruments/capfloor.hpp (1.19), Instruments/swaption.cpp (1.11),
	Instruments/swaption.hpp (1.12), Optimization/simplex.cpp (1.4),
	Optimization/simplex.hpp (1.5), Pricers/Makefile.am (1.23):

	Refactoring of the calibration helpers, added Black pricing engines
	for swaptions and cap/floors, made analytical models derive from
	the AffineModel class (cleaner interface for analytical formulas)
	and a small fix in handle (no return in operator=)

2002-03-05 18:47  Ferdinando Ametrano

	* News.txt (1.21):

	updated

2002-03-05 18:32  Ferdinando Ametrano

	* ChangeLog.txt (1.17):

	updated

2002-03-05 18:30  Ferdinando Ametrano

	* QuantLib.nsi (1.67), Docs/quantlib.doxy (1.51),
	dev_tools/version_number.txt (1.24), ql/qldefines.hpp (1.35):

	version number up to b1

2002-03-05 17:58  Luigi Ballabio

	* ql/: handle.hpp (1.8), termstructure.hpp (1.19),
	CashFlows/floatingratecoupon.hpp (1.17),
	CashFlows/shortfloatingcoupon.cpp (1.3),
	CashFlows/shortfloatingcoupon.hpp (1.3), Instruments/stock.cpp
	(1.6), Instruments/stock.hpp (1.6), Instruments/swap.cpp (1.11),
	Instruments/swap.hpp (1.7), MonteCarlo/pathpricer.hpp (1.11),
	Patterns/observable.hpp (1.8),
	TermStructures/piecewiseflatforward.cpp (1.18),
	TermStructures/piecewiseflatforward.hpp (1.17),
	TermStructures/ratehelpers.cpp (1.17),
	TermStructures/ratehelpers.hpp (1.19):

	Implemented QuEP 8 and 10

2002-03-05 17:55  Ferdinando Ametrano

	* QuantLib.nsi (1.66), Docs/quantlib.doxy (1.50),
	dev_tools/version_number.txt (1.23), ql/qldefines.hpp (1.34):

	version number up to a9

2002-03-05 17:11  Ferdinando Ametrano

	* ChangeLog.txt (1.16):

	updated

2002-03-05 16:59  Ferdinando Ametrano

	* ql/Math/bilinearinterpolation.hpp (1.4):

	working on bilinear interpolation

2002-03-05 16:36  Ferdinando Ametrano

	* ql/Math/interpolation2D.hpp (1.4):

	working on bilinear interpolation

2002-03-05 13:30  Sadruddin Rejeb

	* ql/Lattices/trinomialtree.cpp (1.8):

	QL_FLOORification continued...

2002-03-05 13:29  Sadruddin Rejeb

	* ql/: config.ansi.hpp (1.8), config.bcc.hpp (1.7), config.msvc.hpp
	(1.11), config.mwcw.hpp (1.7), Lattices/trinomialtree.cpp (1.7):

	Added std::floor to the QL_* set

2002-03-05 12:52  Sadruddin Rejeb

	* ql/Math/interpolation2D.hpp (1.3):

	Fixed compilation with "g++ -pedantic"

2002-03-05 12:31  Sadruddin Rejeb

	* ql/Lattices/trinomialtree.cpp (1.6):

	will this make it work under VC++?

2002-03-05 09:24  Ferdinando Ametrano

	* ql/Lattices/trinomialtree.cpp (1.5), ql/Optimization/makefile.mak
	(1.3), QuantLib.dsp (1.82):

	MS VC++ and Borland compiler catching up with latest commit There's
	still a problem with MS VC++: trinomialtree.cpp
	D:\Extra\QuantLib\ql\Lattices\trinomialtree.cpp(56) : error C2039:
	'floor' : is not a member of 'std'

	anyone?

2002-03-05 03:19  Sadruddin Rejeb

	* ql/Lattices/Makefile.am (1.4):

	Added missing included file

2002-03-05 02:39  Sadruddin Rejeb

	* Docs/pages/fixedincome.docs (1.3):

	replaced fixedincome.docs

2002-03-05 02:37  Sadruddin Rejeb

	* Docs/pages/fixedincome.docs (1.2):

	removed (for a few minutes) fixedincome.docs

2002-03-05 02:14  Sadruddin Rejeb

	* Docs/: Makefile.am (1.46), makefile.mak (1.30),
	quantlibheader.html (1.13), pages/math.docs (1.5):

	Fixed income framework documentation.

2002-03-05 02:10  Sadruddin Rejeb

	* ql/: Makefile.am (1.16), exercise.hpp (1.11), grid.hpp (1.1),
	numericalmethod.hpp (1.1), quantlib.hpp (1.50), timegrid.hpp (1.2),
	CashFlows/floatingratecoupon.hpp (1.16),
	FiniteDifferences/onefactoroperator.hpp (1.10),
	Instruments/capfloor.cpp (1.19), Instruments/capfloor.hpp (1.18),
	Instruments/swaption.hpp (1.11), Lattices/binomialtree.cpp (1.2),
	Lattices/binomialtree.hpp (1.2), Lattices/tree.hpp (1.10),
	Lattices/trinomialtree.cpp (1.4), Lattices/trinomialtree.hpp (1.3),
	Optimization/Makefile.am (1.4), Optimization/simplex.hpp (1.4):

	Clean-ups, added some inline docs (but not enough yet), removed
	broken optimization methods.

2002-03-04 18:24  Luigi Ballabio

	* ql/Math/interpolation.hpp (1.7):

	Fixed comment

2002-03-01 18:10  Ferdinando Ametrano

	* QuantLib.nsi (1.65), Docs/quantlib.doxy (1.49),
	dev_tools/version_number.txt (1.22), ql/qldefines.hpp (1.33):

	version number up to a8 branch a7 created

2002-03-01 17:48  Ferdinando Ametrano

	* QuantLib.nsi (1.64), Docs/quantlib.doxy (1.48), ql/qldefines.hpp
	(1.32), dev_tools/version_number.txt (1.21):

	version number up to a7 I screwed up a6 branch

2002-03-01 17:08  Luigi Ballabio

	* ql/Math/: bilinearinterpolation.hpp (1.3), cubicspline.hpp
	(1.12), interpolation.hpp (1.6), interpolation2D.hpp (1.2),
	linearinterpolation.hpp (1.6):

	Replaced custom Location(...) with standard upper_bound(..)

2002-03-01 16:18  Ferdinando Ametrano

	* ql/Math/bilinearinterpolation.hpp (1.2):

	added bilinear interpolation (not working yet)

2002-03-01 15:17  Ferdinando Ametrano

	* QuantLib.dsp (1.81), ql/quantlib.hpp (1.49), ql/Math/Makefile.am
	(1.5), ql/Math/bilinearinterpolation.hpp (1.1),
	ql/Math/interpolation2D.hpp (1.1):

	added bilinear interpolation (not working yet)

2002-02-26 15:09  Ferdinando Ametrano

	* dev_tools/firewall.txt (1.1):

	a note about the firewall settings to access quantlib at sf.net

2002-02-26 13:15  Ferdinando Ametrano

	* ql/FiniteDifferences/: mixedscheme.hpp (1.2),
	tridiagonaloperator.cpp (1.13):

	Successive Over Relaxation does work! Not used yet, we need to
	refactor our free boundary condition framework

2002-02-26 11:30  Marco Marchioro

	* ql/Instruments/capfloor.cpp (1.18):

	error messages improved

2002-02-26 11:30  Marco Marchioro

	* ql/Indexes/: audlibor.hpp (1.2), cadlibor.hpp (1.3):

	daycount revised

2002-02-26 10:11  Ferdinando Ametrano

	* ql/Pricers/singleassetoption.hpp (1.14):

	2 warnings added

2002-02-25 11:17  Matteo Gallivanoni

	* ql/FiniteDifferences/Makefile.am (1.12):

	missing entry

2002-02-22 17:37  Ferdinando Ametrano

	* News.txt (1.20), QuantLib.dsp (1.80),
	ql/FiniteDifferences/cranknicolson.hpp (1.12),
	ql/FiniteDifferences/expliciteuler.hpp (1.8),
	ql/FiniteDifferences/impliciteuler.hpp (1.7),
	ql/FiniteDifferences/mixedscheme.hpp (1.1),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.12),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.16):

	added mixed (implicit/explicit) scheme, from which Crank-Nicolson,
	ImplicitEuler and ExplicitEuler are now derived Now if only I could
	make SOR to work!

2002-02-21 18:27  Ferdinando Ametrano

	* QuantLib.dsp (1.79), ql/quantlib.hpp (1.48),
	ql/Lattices/makefile.mak (1.7):

	catching up with Sad commit, but it doesn't work with VC++ yet.
	Where is ParameterImplementation ?

2002-02-21 17:22  Sadruddin Rejeb

	* ql/Lattices/: binomialtree.cpp (1.1), binomialtree.hpp (1.1):

	Added BinomialTree class (still incomplete)

2002-02-21 17:11  Sadruddin Rejeb

	* ql/: Makefile.am (1.15), quantlib.hpp (1.47), timegrid.hpp (1.1),
	FiniteDifferences/onefactoroperator.hpp (1.9),
	Instruments/capfloor.cpp (1.17), Instruments/capfloor.hpp (1.17),
	Instruments/swaption.cpp (1.10), Instruments/swaption.hpp (1.10),
	Lattices/Makefile.am (1.3), Lattices/tree.hpp (1.9),
	Lattices/trinomialtree.cpp (1.3), Lattices/trinomialtree.hpp (1.2),
	Optimization/costfunction.hpp (1.10), Optimization/leastsquare.hpp
	(1.15), Optimization/simplex.cpp (1.3), Optimization/simplex.hpp
	(1.3), Optimization/steepestdescent.hpp (1.10):

	nth interest rate framework refactoring. Allows more general
	models,...

2002-02-21 10:57  Ferdinando Ametrano

	* ql/daycounter.hpp (1.14):

	DayCount enumeration removed

2002-02-19 11:39  Luigi Ballabio

	* Docs/Makefile.am (1.45):

	Switched to Doxygen 1.2.14 (fixes PDF cropping problem)

2002-02-19 11:34  Luigi Ballabio

	* Docs/: README.txt (1.18), makefile.mak (1.29), quantlib.doxy
	(1.47):

	Switched to Doxygen 1.2.14 (fixes PDF cropping problem)

2002-02-18 15:33  Ferdinando Ametrano

	* QuantLib.dsp (1.78), ql/Makefile.am (1.14), ql/makefile.mak
	(1.10), ql/quantlib.hpp (1.46):

	added functions folder and namespace.  For QuantLib-Excel and any
	other function-like interface to QuantLib

2002-02-18 15:26  Ferdinando Ametrano

	* ql/daycounter.hpp (1.13):

	added dayConters enumeration

2002-02-18 15:25  Ferdinando Ametrano

	* ql/DayCounters/actualactual.hpp (1.13):

	changed name string for output

2002-02-18 15:24  Ferdinando Ametrano

	* ql/DayCounters/thirty360.hpp (1.12):

	more comments

2002-02-15 19:06  Sadruddin Rejeb

	* ql/Calendars/Makefile.am (1.10):

	Sorted files...

2002-02-15 19:03  Sadruddin Rejeb

	* ql/Calendars/Makefile.am (1.9):

	(Re)fixed compilation problem under Linux.

2002-02-15 17:41  Marco Marchioro

	* QuantLib.dsp (1.77), ql/quantlib.hpp (1.45),
	ql/Calendars/Makefile.am (1.8), ql/Calendars/makefile.mak (1.6),
	ql/Indexes/Makefile.am (1.6), ql/Indexes/audlibor.hpp (1.1),
	ql/Indexes/cadlibor.hpp (1.2), ql/Indexes/jpylibor.hpp (1.2):

	new exciting calendars and xibors introduced

2002-02-15 17:31  Sadruddin Rejeb

	* ql/Calendars/Makefile.am (1.7):

	fixed compiling problem on linux

2002-02-15 16:05  Marco Marchioro

	* ql/Calendars/Makefile.am (1.6), ql/Calendars/makefile.mak (1.5),
	ql/quantlib.hpp (1.44), QuantLib.dsp (1.76):

	new exciting calendars introduced

2002-02-15 16:04  Marco Marchioro

	* ql/Indexes/: Makefile.am (1.5), cadlibor.hpp (1.1), chflibor.hpp
	(1.1), jpylibor.hpp (1.1):

	new exciting xibor introduced

2002-02-12 20:44  Ferdinando Ametrano

	* LICENSE.TXT (1.13), Docs/README.txt (1.17),
	Docs/pages/license.docs (1.12):

	copyright revisited

2002-02-11 19:18  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.20):

	version number up

2002-02-11 18:42  Marco Marchioro

	* ChangeLog.txt (1.15), QuantLib.nsi (1.63), Docs/quantlib.doxy
	(1.46), dev_tools/version_number.txt (1.19), ql/qldefines.hpp
	(1.31):

	version 0.3.0a5 changed with 0.3.0a6

2002-02-08 20:33  Ferdinando Ametrano

	* ql/Lattices/makefile.mak (1.6):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:26  Ferdinando Ametrano

	* ql/Optimization/: conjugategradient.cpp (1.10),
	steepestdescent.cpp (1.9):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:14  Ferdinando Ametrano

	* ql/Optimization/makefile.mak (1.2):

	Borland command line compiler catching up with Sad's commit

2002-02-08 20:10  Ferdinando Ametrano

	* QuantLib.dsp (1.75), ql/Optimization/costfunction.hpp (1.9),
	ql/Optimization/simplex.cpp (1.2):

	MS VC++ catching up with Sad's commit

2002-02-08 17:39  Enrico Sirola

	* ql/Optimization/simplex.hpp (1.2):

	#include <vector> added

2002-02-08 15:48  Sadruddin Rejeb

	* ql/: quantlib.hpp (1.43), CashFlows/floatingratecoupon.hpp
	(1.15), Instruments/capfloor.cpp (1.16), Instruments/capfloor.hpp
	(1.16), Instruments/swaption.cpp (1.9), Instruments/swaption.hpp
	(1.9):

	Interest rate modelling refactoring

2002-02-08 15:46  Sadruddin Rejeb

	* ql/Optimization/: Makefile.am (1.3), armijo.cpp (1.9), armijo.hpp
	(1.10), conjugategradient.cpp (1.9), conjugategradient.hpp (1.9),
	constraint.hpp (1.1), costfunction.hpp (1.8), criteria.hpp (1.8),
	leastsquare.hpp (1.14), linesearch.hpp (1.9), simplex.cpp (1.1),
	simplex.hpp (1.1), steepestdescent.cpp (1.8), steepestdescent.hpp
	(1.9):

	Added some drafts of optimization methods

2002-02-08 15:41  Sadruddin Rejeb

	* ql/Lattices/: Makefile.am (1.2), tree.hpp (1.8),
	trinomialtree.cpp (1.1), trinomialtree.hpp (1.1):

	Added TrinomialTree class

2002-02-08 15:37  Sadruddin Rejeb

	* ql/: Makefile.am (1.13), exercise.hpp (1.10), quantlib.hpp
	(1.42):

	Refactoring of interest rate modelling

2002-02-07 05:46  Sadruddin Rejeb

	* Docs/: Makefile.am (1.44), makefile.mak (1.28),
	quantlibheader.html (1.12):

	Added (empty) optimization page

2002-02-01 17:23  Marco Marchioro

	* ql/CashFlows/shortfloatingcoupon.cpp (1.2):

	Improved error message

2002-02-01 17:23  Marco Marchioro

	* ql/DayCounters/actualactual.cpp (1.12):

	Added case not handled by algorithm

2002-02-01 14:40  Luigi Ballabio

	* ql/DayCounters/actualactual.cpp (1.11):

	Somewhat improved error message

2002-01-31 23:15  Ferdinando Ametrano

	* QuantLib.nsi (1.62), Docs/README.txt (1.16):

	typo fixed

2002-01-31 11:54  Luigi Ballabio

	* ql/CashFlows/: coupon.hpp (1.7), fixedratecoupon.hpp (1.10),
	floatingratecoupon.hpp (1.14), shortfloatingcoupon.hpp (1.2):

	Added accruedAmount() to coupons

2002-01-30 15:55  Luigi Ballabio

	* ql/: instrument.hpp (1.9), option.hpp (1.9),
	Instruments/capfloor.cpp (1.15), Instruments/capfloor.hpp (1.15),
	Instruments/swaption.cpp (1.8), Instruments/swaption.hpp (1.8):

	added isExpired() to Instrument interface

2002-01-29 17:39  Ferdinando Ametrano

	* ql/config.msvc.hpp (1.10):

	updated

2002-01-28 13:09  Luigi Ballabio

	* ql/CashFlows/Makefile.am (1.6), ql/CashFlows/cashflowvectors.cpp
	(1.11), ql/CashFlows/makefile.mak (1.4),
	ql/CashFlows/shortfloatingcoupon.cpp (1.1),
	ql/CashFlows/shortfloatingcoupon.hpp (1.1), QuantLib.dsp (1.74),
	ql/quantlib.hpp (1.41):

	Added partially disabled short floating coupon

2002-01-28 12:44  Luigi Ballabio

	* QuantLib.dsp (1.73), ql/quantlib.hpp (1.40),
	ql/RandomNumbers/Makefile.am (1.4):

	Shortened file name within 31 char limit to support HFS

2002-01-23 10:48  Luigi Ballabio

	* ql/TermStructures/: piecewiseflatforward.cpp (1.17),
	piecewiseflatforward.hpp (1.16):

	Added dates() and times() to PiecewiseFlatForward

2002-01-21 15:40  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.18):

	version number up to a5

2002-01-21 13:20  Luigi Ballabio

	* Docs/Makefile.am (1.43):

	Increased TeX settings

2002-01-17 13:35  Luigi Ballabio

	* Docs/Makefile.am (1.42):

	Increased buffer size

2002-01-16 17:23  Ferdinando Ametrano

	* ChangeLog.txt (1.14), QuantLib.nsi (1.61), Docs/quantlib.doxy
	(1.45), dev_tools/version_number.txt (1.17), ql/qldefines.hpp
	(1.30):

	version number up to a5

2002-01-16 17:05  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.16):

	updated

2002-01-16 16:51  Ferdinando Ametrano

	* ql/: Math/cubicspline.hpp (1.11), Optimization/armijo.cpp (1.8),
	Optimization/armijo.hpp (1.9), Optimization/conjugategradient.cpp
	(1.8), Optimization/conjugategradient.hpp (1.8),
	Optimization/costfunction.hpp (1.7), Optimization/criteria.hpp
	(1.7), Optimization/leastsquare.hpp (1.13),
	Optimization/linesearch.hpp (1.8), Optimization/steepestdescent.cpp
	(1.7), Optimization/steepestdescent.hpp (1.8):

	new license and copyright notice Nicolas copyright

2002-01-16 16:48  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.6), ql/exercise.hpp (1.9),
	ql/FiniteDifferences/onefactoroperator.hpp (1.8),
	ql/Instruments/capfloor.cpp (1.14), ql/Instruments/capfloor.hpp
	(1.14), ql/Instruments/swaption.cpp (1.7),
	ql/Instruments/swaption.hpp (1.7), ql/Lattices/tree.hpp (1.7):

	new license and copyright notice Sad copyright

2002-01-16 16:38  Ferdinando Ametrano

	* Docs/pages/authors.docs (1.9), Docs/pages/usage.docs (1.5),
	dev_tools/modify-copyr.sh (1.3):

	docs typo fixed

2002-01-16 15:43  Ferdinando Ametrano

	* ql/argsandresults.hpp (1.5), ql/calendar.cpp (1.7),
	ql/calendar.hpp (1.13), ql/cashflow.hpp (1.7), ql/config.ansi.hpp
	(1.7), ql/config.bcc.hpp (1.6), ql/config.msvc.hpp (1.9),
	ql/config.mwcw.hpp (1.6), ql/currency.hpp (1.5), ql/date.cpp
	(1.13), ql/date.hpp (1.11), ql/daycounter.hpp (1.12), ql/errors.hpp
	(1.8), ql/exercise.hpp (1.8), ql/handle.hpp (1.7), ql/index.hpp
	(1.8), ql/instrument.hpp (1.8), ql/option.hpp (1.8),
	ql/qldefines.hpp (1.29), ql/quantlib.hpp (1.39), ql/solver1d.hpp
	(1.7), ql/termstructure.hpp (1.18), ql/types.hpp (1.6),
	ql/Calendars/target.cpp (1.8), ql/Calendars/target.hpp (1.9),
	ql/CashFlows/cashflowvectors.cpp (1.10),
	ql/CashFlows/cashflowvectors.hpp (1.9), ql/CashFlows/coupon.hpp
	(1.6), ql/CashFlows/fixedratecoupon.hpp (1.9),
	ql/CashFlows/floatingratecoupon.hpp (1.13),
	ql/CashFlows/simplecashflow.hpp (1.5), LICENSE.TXT (1.12),
	Docs/pages/license.docs (1.11), dev_tools/modify-copyr.sh (1.2):

	new license and copyright notice

2002-01-16 15:40  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.11),
	Examples/Swap/swapvaluation.cpp (1.19),
	ql/Utilities/steppingiterator.hpp (1.4),
	ql/TermStructures/flatforward.hpp (1.11),
	ql/TermStructures/piecewiseflatforward.cpp (1.16),
	ql/TermStructures/piecewiseflatforward.hpp (1.15),
	ql/TermStructures/ratehelpers.cpp (1.16),
	ql/TermStructures/ratehelpers.hpp (1.18),
	ql/Solvers1D/bisection.hpp (1.5), ql/Solvers1D/brent.hpp (1.5),
	ql/Solvers1D/falseposition.hpp (1.5), ql/Solvers1D/newton.hpp
	(1.5), ql/Solvers1D/newtonsafe.hpp (1.6), ql/Solvers1D/ridder.hpp
	(1.5), ql/Solvers1D/secant.hpp (1.5),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.5),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.5),
	ql/RandomNumbers/knuthuniformrng.cpp (1.4),
	ql/RandomNumbers/knuthuniformrng.hpp (1.7),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.4),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.5),
	ql/Pricers/discretegeometricaso.cpp (1.6),
	ql/Pricers/discretegeometricaso.hpp (1.5),
	ql/Pricers/mcdiscretearithmeticaso.cpp (1.6),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.6),
	ql/Pricers/mceverest.cpp (1.9), ql/Pricers/mceverest.hpp (1.5),
	ql/Pricers/mchimalaya.cpp (1.8), ql/Pricers/mchimalaya.hpp (1.5),
	ql/Pricers/mcmaxbasket.cpp (1.5), ql/Pricers/mcmaxbasket.hpp (1.4),
	ql/Pricers/mcpagoda.cpp (1.8), ql/Pricers/mcpagoda.hpp (1.6),
	ql/Pricers/mcpricer.hpp (1.16), ql/Pricers/singleassetoption.cpp
	(1.12), ql/Pricers/singleassetoption.hpp (1.13),
	ql/Patterns/observable.hpp (1.7), ql/Optimization/armijo.cpp (1.7),
	ql/Optimization/armijo.hpp (1.8),
	ql/Optimization/conjugategradient.cpp (1.7),
	ql/Optimization/conjugategradient.hpp (1.7),
	ql/Optimization/costfunction.hpp (1.6),
	ql/Optimization/criteria.hpp (1.6), ql/Optimization/leastsquare.hpp
	(1.12), ql/Optimization/linesearch.hpp (1.7),
	ql/Optimization/steepestdescent.cpp (1.6),
	ql/Optimization/steepestdescent.hpp (1.7),
	ql/MonteCarlo/getcovariance.cpp (1.8),
	ql/MonteCarlo/getcovariance.hpp (1.6), ql/MonteCarlo/mctypedefs.hpp
	(1.10), ql/MonteCarlo/montecarlomodel.hpp (1.17),
	ql/MonteCarlo/multipath.hpp (1.10),
	ql/MonteCarlo/multipathgenerator.hpp (1.26), ql/MonteCarlo/path.hpp
	(1.9), ql/MonteCarlo/pathgenerator.hpp (1.19),
	ql/MonteCarlo/pathpricer.hpp (1.10), ql/MonteCarlo/sample.hpp
	(1.4), ql/Math/cubicspline.hpp (1.10), ql/Math/interpolation.hpp
	(1.5), ql/Math/lexicographicalview.hpp (1.5),
	ql/Math/linearinterpolation.hpp (1.5), ql/Math/matrix.hpp (1.8),
	ql/Math/normaldistribution.cpp (1.5),
	ql/Math/normaldistribution.hpp (1.6), ql/Math/segmentintegral.hpp
	(1.10), ql/Math/statistics.hpp (1.11),
	ql/Math/symmetricschurdecomposition.cpp (1.6),
	ql/Math/symmetricschurdecomposition.hpp (1.5), ql/Lattices/tree.hpp
	(1.6), ql/Instruments/capfloor.cpp (1.13),
	ql/Instruments/capfloor.hpp (1.13), ql/Instruments/stock.cpp (1.5),
	ql/Instruments/stock.hpp (1.5), ql/Instruments/swap.cpp (1.10),
	ql/Instruments/swap.hpp (1.6), ql/Instruments/swaption.cpp (1.6),
	ql/Instruments/swaption.hpp (1.6), ql/Indexes/euribor.hpp (1.7),
	ql/Indexes/gbplibor.hpp (1.7), ql/Indexes/usdlibor.hpp (1.7),
	ql/Indexes/xibor.cpp (1.6), ql/Indexes/xibor.hpp (1.7),
	ql/FiniteDifferences/americancondition.hpp (1.4),
	ql/FiniteDifferences/boundarycondition.hpp (1.5),
	ql/FiniteDifferences/bsmoperator.cpp (1.9),
	ql/FiniteDifferences/bsmoperator.hpp (1.9),
	ql/FiniteDifferences/cranknicolson.hpp (1.11),
	ql/FiniteDifferences/dminus.hpp (1.8),
	ql/FiniteDifferences/dplus.hpp (1.8),
	ql/FiniteDifferences/dplusdminus.hpp (1.9),
	ql/FiniteDifferences/dzero.hpp (1.8),
	ql/FiniteDifferences/expliciteuler.hpp (1.7),
	ql/FiniteDifferences/fdtypedefs.hpp (1.5),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.11),
	ql/FiniteDifferences/impliciteuler.hpp (1.6),
	ql/FiniteDifferences/onefactoroperator.hpp (1.7),
	ql/FiniteDifferences/shoutcondition.hpp (1.4),
	ql/FiniteDifferences/stepcondition.hpp (1.5),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.11),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.15),
	ql/DayCounters/actual360.hpp (1.9), ql/DayCounters/actualactual.cpp
	(1.10), ql/DayCounters/actualactual.hpp (1.12),
	ql/DayCounters/thirty360.cpp (1.8), ql/DayCounters/thirty360.hpp
	(1.11):

	new license and copyright notice

2002-01-16 15:38  Luigi Ballabio

	* Docs/: Makefile.am (1.41), makefile.mak (1.27),
	quantlibheader.html (1.11), pages/coreclasses.docs (1.5),
	pages/currencies.docs (1.4), pages/fixedincome.docs (1.1),
	pages/instruments.docs (1.4), pages/math.docs (1.4):

	Rearranged documentation - feedback is welcome

2002-01-16 12:32  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.15):

	added trailing -cvs to version identifier

2002-01-16 12:07  Ferdinando Ametrano

	* QuantLib.nsi (1.60), Docs/quantlib.doxy (1.44):

	added tariling -cvs to version identifier

2002-01-16 11:16  Ferdinando Ametrano

	* ChangeLog.txt (1.13):

	updated

2002-01-15 17:33  Ferdinando Ametrano

	* ql/makefile.mak (1.9):

	Borland C++: page size up to 512 in DEBUG mode

2002-01-15 15:14  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.14):

	updated

2002-01-15 15:09  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.13):

	updated

2002-01-15 13:49  Ferdinando Ametrano

	* QuantLib.dsp (1.72):

	changed MS VC++ PDB settings

2002-01-15 13:17  Ferdinando Ametrano

	* QuantLib.dsp (1.71), makefile.mak (1.28):

	changed MS VC++ PDB settings

2002-01-15 12:27  Luigi Ballabio

	* ql/: calendar.hpp (1.12), daycounter.hpp (1.11), quantlib.hpp
	(1.38), Calendars/target.hpp (1.8), DayCounters/actual360.hpp
	(1.8), DayCounters/actualactual.hpp (1.11),
	DayCounters/thirty360.hpp (1.10), Patterns/Makefile.am (1.6):

	Removed Factory - too clumsy for the little or no use we had

2002-01-15 12:22  Ferdinando Ametrano

	* LICENSE.TXT (1.11), Docs/pages/index.docs (1.4),
	Docs/pages/license.docs (1.10):

	new license and copyright notice

2002-01-15 11:41  Marco Marchioro

	* QuantLib.dsp (1.70), Examples/DiscreteHedging/DiscreteHedging.dsp
	(1.4), Examples/Swap/Swap.dsp (1.2), ql/config.msvc.hpp (1.8):

	Everything requires NOMINMAX macro

2002-01-15 10:04  Ferdinando Ametrano

	* Docs/makefile.mak (1.26):

	workaround for dot bug

2002-01-14 15:47  Ferdinando Ametrano

	* Docs/README.txt (1.15):

	typo fixed

2002-01-14 12:51  Ferdinando Ametrano

	* QuantLib.nsi (1.59):

	updated to NSIS 1.93

2002-01-13 14:21  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.18):

	QL_FABS() used instead of abs()

2002-01-11 17:01  Ferdinando Ametrano

	* Examples/: makefile.mak (1.8), DiscreteHedging/makefile.mak
	(1.4), Swap/makefile.mak (1.4):

	fixed Borland compilation

2002-01-11 16:42  Matteo Gallivanoni

	* ql/: termstructure.hpp (1.17), Instruments/capfloor.cpp (1.12),
	Instruments/capfloor.hpp (1.12), Instruments/swaption.hpp (1.5),
	Lattices/tree.hpp (1.5), Pricers/mcdiscretearithmeticaso.hpp (1.5),
	Pricers/mcpagoda.cpp (1.7), TermStructures/ratehelpers.hpp (1.17):

	pruned redundant header inclusions (again)

2002-01-11 15:50  Ferdinando Ametrano

	* Docs/pages/: history.docs (1.5), install.docs (1.5):

	cleaning up documentation

2002-01-11 15:41  Ferdinando Ametrano

	* Docs/pages/license.docs (1.9):

	wrong links removed

2002-01-11 15:25  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.12):

	version number up to 0.3.0a4

2002-01-11 13:21  Ferdinando Ametrano

	* QuantLib.nsi (1.58), Docs/quantlib.doxy (1.43),
	dev_tools/version_number.txt (1.11), ql/qldefines.hpp (1.28):

	version number up to 0.3.0a4

2002-01-11 11:39  Ferdinando Ametrano

	* LICENSE.TXT (1.10), Readme.txt (1.16), Docs/pages/license.docs
	(1.8):

	new copyright and license agreement

2002-01-11 11:26  Ferdinando Ametrano

	* Readme.txt (1.15):

	new copyright and license agreement

2002-01-11 10:27  Ferdinando Ametrano

	* LICENSE.TXT (1.9), Docs/pages/license.docs (1.7):

	new copyright and license agreement

2002-01-10 17:22  Ferdinando Ametrano

	* ChangeLog.txt (1.12):

	updated

2002-01-10 17:06  Ferdinando Ametrano

	* Docs/pages/coreclasses.docs (1.4):

	wrong links removed

2002-01-10 17:05  Ferdinando Ametrano

	* Docs/pages/license.docs (1.6):

	new copyright and license agreement

2002-01-10 17:02  Ferdinando Ametrano

	* Docs/pages/usage.docs (1.4):

	wrong links removed

2002-01-10 15:56  Ferdinando Ametrano

	* Authors.txt (1.9), Contributors.txt (1.15),
	Docs/pages/authors.docs (1.8):

	new copyright and license agreement

2002-01-10 15:55  Sadruddin Rejeb

	* ql/: exercise.hpp (1.7), FiniteDifferences/onefactoroperator.hpp
	(1.6), Instruments/capfloor.cpp (1.11), Instruments/capfloor.hpp
	(1.11), Instruments/swaption.cpp (1.5), Instruments/swaption.hpp
	(1.4), Optimization/armijo.cpp (1.6), Optimization/armijo.hpp
	(1.7), Optimization/conjugategradient.cpp (1.6),
	Optimization/conjugategradient.hpp (1.6),
	Optimization/costfunction.hpp (1.5), Optimization/criteria.hpp
	(1.5), Optimization/leastsquare.hpp (1.11),
	Optimization/linesearch.hpp (1.6), Optimization/steepestdescent.cpp
	(1.5), Optimization/steepestdescent.hpp (1.6):

	fixed copyright notices

2002-01-10 15:48  Ferdinando Ametrano

	* LICENSE.TXT (1.8), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.10):

	new copyright and license agreement

2002-01-10 15:16  Ferdinando Ametrano

	* ql/Math/cubicspline.hpp (1.9):

	new copyright and license agreement

2002-01-10 11:15  Luigi Ballabio

	* ql/Math/normaldistribution.hpp (1.5):

	Added exp() guard for alpha

2002-01-09 14:21  Ferdinando Ametrano

	* Docs/pages/utilities.docs (1.4):

	added iterators sketched documentation

2002-01-09 13:47  Ferdinando Ametrano

	* Docs/pages/: authors.docs (1.7), install.docs (1.4), license.docs
	(1.5), overview.docs (1.4):

	documentation clean up

2002-01-09 13:14  Ferdinando Ametrano

	* QuantLib.nsi (1.57):

	Added TwoFactorModel dir

2002-01-09 12:16  Ferdinando Ametrano

	* LICENSE.TXT (1.7), Examples/DiscreteHedging/DiscreteHedging.cpp
	(1.9):

	new copyright and license agreement

2002-01-08 19:34  Adolfo Benin

	* ql/: exercise.hpp (1.6), Lattices/tree.hpp (1.4):

	unsigned int replaced by Size

2002-01-08 18:42  Ferdinando Ametrano

	* ql/: config.ansi.hpp (1.6), config.bcc.hpp (1.5), config.msvc.hpp
	(1.7), config.mwcw.hpp (1.5), exercise.hpp (1.5), handle.hpp (1.6),
	index.hpp (1.7), instrument.hpp (1.7), option.hpp (1.7),
	qldefines.hpp (1.27), quantlib.hpp (1.37), solver1d.hpp (1.6),
	termstructure.hpp (1.16), types.hpp (1.5), Lattices/tree.hpp (1.3),
	Optimization/armijo.cpp (1.5), Optimization/armijo.hpp (1.6),
	Optimization/conjugategradient.cpp (1.5),
	Optimization/conjugategradient.hpp (1.5),
	Optimization/costfunction.hpp (1.4), Optimization/criteria.hpp
	(1.4), Optimization/leastsquare.hpp (1.10),
	Optimization/linesearch.hpp (1.5), Optimization/steepestdescent.cpp
	(1.4), Optimization/steepestdescent.hpp (1.5):

	new copyright and license agreement

2002-01-08 18:32  Ferdinando Ametrano

	* ql/: Solvers1D/bisection.hpp (1.4), Solvers1D/brent.hpp (1.4),
	Solvers1D/falseposition.hpp (1.4), Solvers1D/newton.hpp (1.4),
	Solvers1D/newtonsafe.hpp (1.5), Solvers1D/ridder.hpp (1.4),
	Solvers1D/secant.hpp (1.4), TermStructures/flatforward.hpp (1.10),
	TermStructures/piecewiseflatforward.cpp (1.15),
	TermStructures/piecewiseflatforward.hpp (1.14),
	TermStructures/ratehelpers.cpp (1.15),
	TermStructures/ratehelpers.hpp (1.16),
	Utilities/steppingiterator.hpp (1.3):

	new copyright and license agreement

2002-01-08 18:29  Ferdinando Ametrano

	* ql/: Calendars/target.cpp (1.7), Calendars/target.hpp (1.7),
	CashFlows/cashflowvectors.cpp (1.9), CashFlows/cashflowvectors.hpp
	(1.8), CashFlows/coupon.hpp (1.5), CashFlows/fixedratecoupon.hpp
	(1.8), CashFlows/floatingratecoupon.hpp (1.12),
	CashFlows/simplecashflow.hpp (1.4), DayCounters/actual360.hpp
	(1.7), DayCounters/actualactual.cpp (1.9),
	DayCounters/actualactual.hpp (1.10), DayCounters/thirty360.cpp
	(1.7), DayCounters/thirty360.hpp (1.9),
	FiniteDifferences/americancondition.hpp (1.3),
	FiniteDifferences/boundarycondition.hpp (1.4),
	FiniteDifferences/bsmoperator.cpp (1.8),
	FiniteDifferences/bsmoperator.hpp (1.8),
	FiniteDifferences/cranknicolson.hpp (1.10),
	FiniteDifferences/dminus.hpp (1.7), FiniteDifferences/dplus.hpp
	(1.7), FiniteDifferences/dplusdminus.hpp (1.8),
	FiniteDifferences/dzero.hpp (1.7),
	FiniteDifferences/expliciteuler.hpp (1.6),
	FiniteDifferences/fdtypedefs.hpp (1.4),
	FiniteDifferences/finitedifferencemodel.hpp (1.10),
	FiniteDifferences/impliciteuler.hpp (1.5),
	FiniteDifferences/onefactoroperator.hpp (1.5),
	FiniteDifferences/shoutcondition.hpp (1.3),
	FiniteDifferences/stepcondition.hpp (1.4),
	FiniteDifferences/tridiagonaloperator.cpp (1.10),
	FiniteDifferences/tridiagonaloperator.hpp (1.14),
	Indexes/euribor.hpp (1.6), Indexes/gbplibor.hpp (1.6),
	Indexes/usdlibor.hpp (1.6), Indexes/xibor.cpp (1.5),
	Indexes/xibor.hpp (1.6), Instruments/capfloor.cpp (1.10),
	Instruments/capfloor.hpp (1.10), Instruments/stock.cpp (1.4),
	Instruments/stock.hpp (1.4), Instruments/swap.cpp (1.9),
	Instruments/swap.hpp (1.5), Instruments/swaption.cpp (1.4),
	Instruments/swaption.hpp (1.3), Math/cubicspline.hpp (1.8),
	Math/interpolation.hpp (1.4), Math/lexicographicalview.hpp (1.4),
	Math/linearinterpolation.hpp (1.4), Math/matrix.hpp (1.7),
	Math/normaldistribution.cpp (1.4), Math/normaldistribution.hpp
	(1.4), Math/segmentintegral.hpp (1.9), Math/statistics.hpp (1.10),
	Math/symmetricschurdecomposition.cpp (1.5),
	Math/symmetricschurdecomposition.hpp (1.4),
	MonteCarlo/getcovariance.cpp (1.7), MonteCarlo/getcovariance.hpp
	(1.5), MonteCarlo/mctypedefs.hpp (1.9),
	MonteCarlo/montecarlomodel.hpp (1.16), MonteCarlo/multipath.hpp
	(1.9), MonteCarlo/multipathgenerator.hpp (1.25),
	MonteCarlo/path.hpp (1.8), MonteCarlo/pathgenerator.hpp (1.18),
	MonteCarlo/pathpricer.hpp (1.9), MonteCarlo/sample.hpp (1.3),
	Patterns/observable.hpp (1.6), Pricers/discretegeometricaso.cpp
	(1.5), Pricers/discretegeometricaso.hpp (1.4),
	Pricers/mcdiscretearithmeticaso.cpp (1.5),
	Pricers/mcdiscretearithmeticaso.hpp (1.4), Pricers/mceverest.cpp
	(1.8), Pricers/mceverest.hpp (1.4), Pricers/mchimalaya.cpp (1.7),
	Pricers/mchimalaya.hpp (1.4), Pricers/mcmaxbasket.cpp (1.4),
	Pricers/mcmaxbasket.hpp (1.3), Pricers/mcpagoda.cpp (1.6),
	Pricers/mcpagoda.hpp (1.5), Pricers/mcpricer.hpp (1.15),
	Pricers/singleassetoption.cpp (1.11), Pricers/singleassetoption.hpp
	(1.12), RandomNumbers/boxmullergaussianrng.hpp (1.4),
	RandomNumbers/centrallimitgaussianrng.hpp (1.4),
	RandomNumbers/knuthuniformrng.cpp (1.3),
	RandomNumbers/knuthuniformrng.hpp (1.6),
	RandomNumbers/lecuyeruniformrng.cpp (1.3),
	RandomNumbers/lecuyeruniformrng.hpp (1.4):

	new copyright and license agreement

2002-01-08 18:27  Ferdinando Ametrano

	* ChangeLog.txt (1.11):

	updated

2002-01-08 18:23  Ferdinando Ametrano

	* Docs/pages/authors.docs (1.6), Docs/pages/coreclasses.docs (1.3),
	Docs/pages/currencies.docs (1.3), Docs/pages/datetime.docs (1.3),
	Docs/pages/examples.docs (1.3), Docs/pages/findiff.docs (1.4),
	Docs/pages/history.docs (1.4), Docs/pages/index.docs (1.3),
	Docs/pages/install.docs (1.3), Docs/pages/instruments.docs (1.3),
	Docs/pages/license.docs (1.4), Docs/pages/math.docs (1.3),
	Docs/pages/mcarlo.docs (1.5), Docs/pages/overview.docs (1.3),
	Docs/pages/patterns.docs (1.3), Docs/pages/resources.docs (1.3),
	Docs/pages/termstructures.docs (1.3), Docs/pages/usage.docs (1.3),
	Docs/pages/utilities.docs (1.3), Docs/pages/where.docs (1.4),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.8),
	Examples/Swap/swapvaluation.cpp (1.17), dev_tools/licensein.txt
	(1.1), ql/argsandresults.hpp (1.4), ql/calendar.cpp (1.6),
	ql/calendar.hpp (1.11), ql/cashflow.hpp (1.6), ql/config.ansi.hpp
	(1.5), ql/config.bcc.hpp (1.4), ql/config.msvc.hpp (1.6),
	ql/config.mwcw.hpp (1.4), ql/currency.hpp (1.4), ql/date.cpp
	(1.12), ql/date.hpp (1.10), ql/daycounter.hpp (1.10), ql/errors.hpp
	(1.7):

	new copyright and license agreement

2002-01-08 17:53  Luigi Ballabio

	* Examples/DiscreteHedging/Makefile.am (1.8),
	Examples/Swap/Makefile.am (1.2), ql/option.hpp (1.6):

	More work on alpha debian

2002-01-08 17:51  Matteo Gallivanoni

	* dev_tools/modify-copyr.sh (1.1):

	script for updating copyright notice

2002-01-08 17:38  Sadruddin Rejeb

	* ql/: exercise.hpp (1.4), Instruments/swaption.cpp (1.3),
	Instruments/swaption.hpp (1.2):

	Refactoring of the Exercise class

2002-01-08 17:04  Ferdinando Ametrano

	* QuantLib.dsp (1.69):

	MS VC++ and Borland fixes.  Added few missing files

2002-01-08 15:45  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.36), Instruments/swaption.cpp (1.2):

	MS VC++ and Borland fixes.  Added few missing files

2002-01-08 15:28  Sadruddin Rejeb

	* ql/quantlib.hpp (1.35):

	Added missing file

2002-01-08 13:59  Sadruddin Rejeb

	* quantlib-config.in (1.3):

	Small fixes

2002-01-08 13:57  Sadruddin Rejeb

	* ql/: Makefile.am (1.12), exercise.hpp (1.3), option.hpp (1.5),
	quantlib.hpp (1.34), Instruments/Makefile.am (1.8),
	Instruments/capfloor.cpp (1.9), Instruments/capfloor.hpp (1.9),
	Instruments/makefile.mak (1.7), Instruments/swaption.cpp (1.1),
	Instruments/swaption.hpp (1.1), Lattices/tree.hpp (1.2),
	Pricers/Makefile.am (1.22):

	Made interest-rate pricing framework compliant to new convention
	(QuEP n5)

2002-01-08 13:49  Sadruddin Rejeb

	* ql/Optimization/: armijo.cpp (1.4), armijo.hpp (1.5),
	conjugategradient.cpp (1.4), conjugategradient.hpp (1.4),
	costfunction.hpp (1.3), criteria.hpp (1.3), leastsquare.hpp (1.9),
	linesearch.hpp (1.4), steepestdescent.cpp (1.3),
	steepestdescent.hpp (1.4):

	Clean-up: changed indentation and removed some unused methods

2002-01-08 12:03  Ferdinando Ametrano

	* Docs/pages/: authors.docs (1.5), coreclasses.docs (1.2),
	currencies.docs (1.2), datetime.docs (1.2), examples.docs (1.2),
	findiff.docs (1.3), history.docs (1.3), index.docs (1.2),
	install.docs (1.2), instruments.docs (1.2), license.docs (1.3),
	math.docs (1.2), mcarlo.docs (1.4), overview.docs (1.2),
	patterns.docs (1.2), resources.docs (1.2), termstructures.docs
	(1.2), usage.docs (1.2), utilities.docs (1.2), where.docs (1.3):

	new copyright and license agreement

2002-01-08 11:55  Ferdinando Ametrano

	* Docs/pages/: authors.docs (1.4), license.docs (1.2):

	incorporating Richard M. Stallman feedback

2002-01-08 11:41  Ferdinando Ametrano

	* Authors.txt (1.8), LICENSE.TXT (1.6):

	incorporating Richard M. Stallman feedback

2002-01-08 11:12  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.10):

	adopting an approach similar to QuantLib-Python

2002-01-07 12:48  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.9):

	more expressive

2002-01-07 10:30  Ferdinando Ametrano

	* LICENSE.TXT (1.5):

	incorporating Richard M. Stallman feedback

2002-01-04 21:40  Ferdinando Ametrano

	* LICENSE.TXT (1.4):

	few fixes

2002-01-04 20:14  Ferdinando Ametrano

	* LICENSE.TXT (1.3):

	typos fixed

2002-01-04 18:22  Luigi Ballabio

	* acinclude.m4 (1.3):

	Fixed sprintf check in configure

2002-01-04 17:30  Luigi Ballabio

	* ql/: config.ansi.hpp (1.4), config.bcc.hpp (1.3), config.msvc.hpp
	(1.5), config.mwcw.hpp (1.3), date.cpp (1.11), date.hpp (1.9),
	qldefines.hpp (1.26), termstructure.hpp (1.15), types.hpp (1.4),
	CashFlows/cashflowvectors.cpp (1.8),
	FiniteDifferences/americancondition.hpp (1.2),
	FiniteDifferences/bsmoperator.cpp (1.7),
	FiniteDifferences/bsmoperator.hpp (1.7),
	FiniteDifferences/cranknicolson.hpp (1.9),
	FiniteDifferences/dminus.hpp (1.6), FiniteDifferences/dplus.hpp
	(1.6), FiniteDifferences/dplusdminus.hpp (1.7),
	FiniteDifferences/dzero.hpp (1.6),
	FiniteDifferences/expliciteuler.hpp (1.5),
	FiniteDifferences/finitedifferencemodel.hpp (1.9),
	FiniteDifferences/impliciteuler.hpp (1.4),
	FiniteDifferences/shoutcondition.hpp (1.2),
	FiniteDifferences/tridiagonaloperator.cpp (1.9),
	FiniteDifferences/tridiagonaloperator.hpp (1.13),
	Instruments/capfloor.cpp (1.8), Instruments/capfloor.hpp (1.8),
	Instruments/swap.cpp (1.8), Math/cubicspline.hpp (1.7),
	Math/matrix.hpp (1.6), Math/segmentintegral.hpp (1.8),
	Math/statistics.hpp (1.9), MonteCarlo/getcovariance.cpp (1.6),
	MonteCarlo/montecarlomodel.hpp (1.15), MonteCarlo/multipath.hpp
	(1.8), MonteCarlo/multipathgenerator.hpp (1.24),
	MonteCarlo/path.hpp (1.7), MonteCarlo/pathgenerator.hpp (1.17),
	Optimization/leastsquare.hpp (1.8),
	Pricers/discretegeometricaso.cpp (1.4), Pricers/mceverest.cpp
	(1.7), Pricers/mchimalaya.cpp (1.6), Pricers/mcpricer.hpp (1.14),
	Pricers/singleassetoption.cpp (1.10), Pricers/singleassetoption.hpp
	(1.11), TermStructures/piecewiseflatforward.cpp (1.14):

	size_t changed to QL::Size

2001-12-28 11:29  Luigi Ballabio

	* makefile.mak (1.27), Examples/makefile.mak (1.7),
	Examples/DiscreteHedging/makefile.mak (1.3),
	Examples/Swap/makefile.mak (1.3), ql/makefile.mak (1.8):

	Added check target

2001-12-20 15:53  Luigi Ballabio

	* ql/TermStructures/piecewiseflatforward.cpp (1.13):

	typo fixed

2001-12-20 11:19  Enrico Sirola

	* ql/MonteCarlo/: montecarlomodel.hpp (1.14), pathpricer.hpp (1.8):

	Second template argument for PathPricer (result_type) defaulting to
	double

2001-12-20 10:53  Marco Marchioro

	* ql/TermStructures/piecewiseflatforward.cpp (1.12):

	some beautifications

2001-12-20 10:52  Marco Marchioro

	* ql/Instruments/swap.cpp (1.7):

	improved error message

2001-12-19 15:10  Ferdinando Ametrano

	* QuantLib.dsp (1.68):

	MS VC++ and Borland catching up with Sad's commit

2001-12-19 14:35  Ferdinando Ametrano

	* QuantLib.nsi (1.56), ql/exercise.hpp (1.2), ql/quantlib.hpp
	(1.33), ql/Lattices/makefile.mak (1.4), ql/Optimization/armijo.cpp
	(1.3), ql/Optimization/conjugategradient.cpp (1.3),
	ql/Lattices/makefile.mak (1.5):

	MS VC++ and Borland catching up with Sad's commit

2001-12-19 13:32  Ferdinando Ametrano

	* ql/: makefile.mak (1.7), Instruments/makefile.mak (1.6),
	Lattices/makefile.mak (1.3), Pricers/makefile.mak (1.13):

	MS VC++ and Borland catching up with Sad's commit

2001-12-19 13:19  Sadruddin Rejeb

	* ql/Lattices/makefile.mak (1.2):

	Removed makefile.mak (Nando will take care of it)

2001-12-19 13:08  Sadruddin Rejeb

	* ql/Lattices/makefile.mak (1.1):

	Added makefile.mak

2001-12-19 12:58  Sadruddin Rejeb

	* ql/FiniteDifferences/: Makefile.am (1.11), onefactoroperator.hpp
	(1.4):

	Interest rate modelling refactoring

2001-12-19 12:53  Sadruddin Rejeb

	* ql/Pricers/Makefile.am (1.21):

	refactoring interest rate modelling framework

2001-12-19 12:49  Sadruddin Rejeb

	* ql/Instruments/: Makefile.am (1.7), capfloor.cpp (1.7),
	capfloor.hpp (1.7):

	refactoring..

2001-12-19 12:47  Sadruddin Rejeb

	* ql/Lattices/: Makefile.am (1.1), tree.hpp (1.1):

	Added lattice framework

2001-12-19 12:46  Sadruddin Rejeb

	* ql/: quantlib.hpp (1.32), Makefile.am (1.11):

	updated

2001-12-19 12:45  Sadruddin Rejeb

	* ql/: Makefile.am (1.10), exercise.hpp (1.1), quantlib.hpp (1.31),
	stochasticprocess.hpp (1.3):

	Added Exercise class and DiffusionProcess class

2001-12-19 12:34  Ferdinando Ametrano

	* News.txt (1.18):

	typo fixed

2001-12-19 12:11  Ferdinando Ametrano

	* News.txt (1.17):

	updated

2001-12-19 11:59  Ferdinando Ametrano

	* ChangeLog.txt (1.10):

	updated

2001-12-18 13:02  Ferdinando Ametrano

	* QuantLib.dsp (1.67):

	updated

2001-12-18 13:00  Marco Marchioro

	* ql/termstructure.hpp (1.14):

	Fixed forward-spreaded term structure

2001-12-18 12:58  Ferdinando Ametrano

	* ql/: Instruments/capfloor.cpp (1.6), Instruments/capfloor.hpp
	(1.6), Optimization/leastsquare.hpp (1.7):

	'unsigned int' replaced by size_t

2001-12-18 12:48  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.30), FiniteDifferences/Makefile.am (1.10),
	FiniteDifferences/americancondition.hpp (1.1),
	FiniteDifferences/shoutcondition.hpp (1.1), Pricers/Makefile.am
	(1.20):

	Finite Difference exercise conditions are now in the
	FiniteDifferences folder/namespace

	Also added a couple of missing header files to quantlib.hpp

2001-12-17 17:55  Luigi Ballabio

	* ql/Pricers/mcpricer.hpp (1.13):

	Unincluded iostream

2001-12-17 17:10  Ferdinando Ametrano

	* QuantLib.dsp (1.66):

	Finite Difference pricers now start with 'Fd' letters

2001-12-17 17:01  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.29), Pricers/Makefile.am (1.19),
	Pricers/makefile.mak (1.12):

	Finite Difference pricers now start with 'Fd' letters

2001-12-17 15:43  Ferdinando Ametrano

	* News.txt (1.16), QuantLib.dsp (1.65), ql/quantlib.hpp (1.28),
	ql/Pricers/Makefile.am (1.18), ql/Pricers/makefile.mak (1.11):

	BSMNumericalOption became BsmFdOption

2001-12-17 15:39  Marco Marchioro

	* ql/termstructure.hpp (1.13):

	small bug fixed

2001-12-17 13:38  Marco Marchioro

	* ql/termstructure.hpp (1.12):

	introduced ForwardSpreadedTermStructure

2001-12-14 16:51  Ferdinando Ametrano

	* ql/Math/statistics.hpp (1.8):

	added downsideVariance

2001-12-14 11:04  Marco Marchioro

	* ql/TermStructures/piecewiseflatforward.hpp (1.13):

	default accuracy set to 1e-12

2001-12-14 10:52  Ferdinando Ametrano

	* News.txt (1.15):

	added "-cvs-debug" to version string ifdef QL_DEBUG

2001-12-14 10:49  Ferdinando Ametrano

	* ql/qldefines.hpp (1.25):

	added "-cvs-debug" to version string ifdef QL_DEBUG

2001-12-13 19:51  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.23):

	typo fixed

2001-12-13 19:45  Ferdinando Ametrano

	* ql/MonteCarlo/: multipathgenerator.hpp (1.21),
	multipathgenerator.hpp (1.22):

	typo fixed

2001-12-13 19:37  Ferdinando Ametrano

	* News.txt (1.14):

	updated

2001-12-13 19:33  Ferdinando Ametrano

	* ChangeLog.txt (1.9):

	updated

2001-12-13 19:24  Ferdinando Ametrano

	* News.txt (1.13):

	updated

2001-12-13 18:46  Ferdinando Ametrano

	* ql/MonteCarlo/: multipathgenerator.hpp (1.20), pathgenerator.hpp
	(1.16):

	Path and MultiPath are now time-aware

2001-12-13 18:19  Ferdinando Ametrano

	* ql/MonteCarlo/: multipathgenerator.hpp (1.19), pathgenerator.hpp
	(1.15):

	Path and MultiPath are now time-aware

2001-12-13 17:58  Marco Marchioro

	* ql/TermStructures/: piecewiseflatforward.cpp (1.11),
	piecewiseflatforward.hpp (1.12):

	accuracy is now given as input

2001-12-13 17:30  Marco Marchioro

	* ql/TermStructures/: ratehelpers.hpp (1.15), ratehelpers.cpp
	(1.14):

	typo in comment

2001-12-13 17:14  Sadruddin Rejeb

	* ql/Pricers/mcpricer.hpp (1.12):

	Added forgotten header

2001-12-13 16:46  Sadruddin Rejeb

	* ql/MonteCarlo/multipathgenerator.hpp (1.18):

	Fixed typo

2001-12-13 16:46  Enrico Sirola

	* ql/Math/statistics.hpp (1.7):

	kustosis() and skewness() should handle the case of stddev == 0
	and/or variance == 0 too now.

2001-12-13 15:43  Mario Aleppo

	* ql/MonteCarlo/multipathgenerator.hpp (1.17):

	bug fixed

2001-12-13 14:59  Ferdinando Ametrano

	* ql/: qldefines.hpp (1.24), Pricers/mceverest.cpp (1.6),
	Pricers/mchimalaya.cpp (1.5), Pricers/mcmaxbasket.cpp (1.3),
	Pricers/mcpagoda.cpp (1.5):

	added "- debug" to version string ifdef QL_DEBUG

2001-12-13 13:47  Ferdinando Ametrano

	* News.txt (1.12), ql/Pricers/mcpricer.hpp (1.11):

	improved convergence in MCPricer

2001-12-12 19:46  Ferdinando Ametrano

	* ql/: MonteCarlo/multipathgenerator.hpp (1.16),
	MonteCarlo/path.hpp (1.6), MonteCarlo/pathgenerator.hpp (1.14),
	Pricers/mcpricer.hpp (1.10):

	Path and MultiPath are now time-aware improved convergence in
	MCPricer

2001-12-12 19:18  Ferdinando Ametrano

	* ql/: MonteCarlo/mctypedefs.hpp (1.8), Pricers/mceverest.cpp
	(1.5), Pricers/mchimalaya.cpp (1.4), Pricers/mcpagoda.cpp (1.4),
	Pricers/mcpricer.hpp (1.9):

	style enforced

2001-12-12 19:09  Ferdinando Ametrano

	* News.txt (1.11):

	Path and MultiPath are now time-aware

2001-12-12 11:13  Ferdinando Ametrano

	* ChangeLog.txt (1.8):

	updated

2001-12-12 10:58  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.9):

	updated

2001-12-11 17:12  Luigi Ballabio

	* ql/Math/cubicspline.hpp (1.6):

	Nicolas' cubic spline replaced the NR one

2001-12-11 10:24  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.8), ql/config.msvc.hpp (1.4),
	ql/qldefines.hpp (1.23):

	version number fixed enforced MS VC compilation parameters

2001-12-06 16:13  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.7):

	version number policy

2001-12-06 15:49  Ferdinando Ametrano

	* ql/qldefines.hpp (1.22):

	comment added

2001-12-06 15:04  Ferdinando Ametrano

	* dev_tools/: releaseprocess.txt (1.8), version_number.txt (1.6):

	fixed Ruby version number

2001-12-05 16:41  Ferdinando Ametrano

	* QuantLib.nsi (1.55), Docs/quantlib.doxy (1.42), ql/qldefines.hpp
	(1.21):

	after branching out 0.3.1a2

2001-12-05 16:34  Ferdinando Ametrano

	* QuantLib.nsi (1.54), Docs/quantlib.doxy (1.41),
	dev_tools/version_number.txt (1.5), ql/qldefines.hpp (1.20):

	before branching out 0.3.1a2

2001-12-05 16:13  Ferdinando Ametrano

	* ChangeLog.txt (1.7), News.txt (1.10):

	before branching out 0.3.1a1

2001-12-05 15:45  Ferdinando Ametrano

	* Authors.txt (1.7), Contributors.txt (1.14),
	Docs/pages/authors.docs (1.3):

	style and overdue fixes

2001-12-05 10:54  Ferdinando Ametrano

	* ChangeLog.txt (1.6):

	updated

2001-12-04 17:32  Ferdinando Ametrano

	* Docs/pages/mcarlo.docs (1.3), Docs/pages/where.docs (1.2),
	ql/FiniteDifferences/expliciteuler.hpp (1.4),
	ql/TermStructures/ratehelpers.hpp (1.14):

	R000201-branch-merge2 merged into trunk

2001-12-04 16:06  Ferdinando Ametrano

	* ql/: FiniteDifferences/onefactoroperator.hpp (1.3),
	Instruments/capfloor.hpp (1.5), MonteCarlo/mctypedefs.hpp (1.7),
	Optimization/armijo.hpp (1.4), Optimization/conjugategradient.hpp
	(1.3), Optimization/leastsquare.hpp (1.6),
	Optimization/linesearch.hpp (1.3), Optimization/steepestdescent.hpp
	(1.3), Pricers/mcdiscretearithmeticaso.cpp (1.4),
	Pricers/mcdiscretearithmeticaso.hpp (1.3), Pricers/mchimalaya.hpp
	(1.3), Pricers/mcpagoda.hpp (1.4):

	pruned a) redundant header inclusions b) 'using XXX::yyy' directive
	in hpp files

2001-12-04 15:00  Ferdinando Ametrano

	* Docs/Makefile.am (1.40):

	fixing bug in doc generation

2001-12-03 19:36  Ferdinando Ametrano

	* dev_tools/: downloadrelease.py (1.3), releaseprocess.txt (1.6),
	releaseprocess.txt (1.7):

	0.2.1 release final touch

2001-12-03 16:55  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.5):

	trying to compile on Win32

2001-12-03 16:38  Ferdinando Ametrano

	* ql/Optimization/leastsquare.hpp (1.5):

	trying to compile on Win32

2001-12-03 16:14  Ferdinando Ametrano

	* Docs/pages/authors.docs (1.2), ql/quantlib.hpp (1.27),
	ql/Optimization/armijo.hpp (1.3):

	added missing files

2001-12-03 15:59  Luigi Ballabio

	* QuantLib.dsp (1.64), Examples/Swap/swapvaluation.cpp (1.16),
	ql/handle.hpp (1.5), ql/Instruments/capfloor.cpp (1.5),
	ql/Instruments/swap.cpp (1.6), ql/Pricers/makefile.mak (1.10):

	Handle can be assigned to Handles to compatible types

2001-12-03 15:27  Matteo Gallivanoni

	* dev_tools/downloadrelease.py (1.2):

	I will never use tab again - I promise!

2001-12-03 15:17  Ferdinando Ametrano

	* dev_tools/downloadrelease.py (1.1):

	dev utility

2001-12-03 13:05  Sadruddin Rejeb

	* ql/Pricers/Makefile.am (1.17):

	added missing file

2001-12-03 12:38  Ferdinando Ametrano

	* QuantLib.nsi (1.53):

	moved things around

2001-12-03 12:22  Sadruddin Rejeb

	* ql/Optimization/leastsquare.hpp (1.4):

	Fixed typo

2001-12-03 11:38  Ferdinando Ametrano

	* QuantLib.nsi (1.52):

	added missing file

2001-12-03 11:31  Ferdinando Ametrano

	* ql/Optimization/Makefile.am (1.2):

	added missing file

2001-12-03 10:55  Sadruddin Rejeb

	* ql/: Instruments/capfloor.cpp (1.4), Instruments/capfloor.hpp
	(1.4), Optimization/armijo.cpp (1.2), Optimization/armijo.hpp
	(1.2), Optimization/conjugategradient.cpp (1.2),
	Optimization/conjugategradient.hpp (1.2),
	Optimization/costfunction.hpp (1.2), Optimization/criteria.hpp
	(1.2), Optimization/leastsquare.hpp (1.3),
	Optimization/linesearch.hpp (1.2), Optimization/steepestdescent.cpp
	(1.2), Optimization/steepestdescent.hpp (1.2), Pricers/Makefile.am
	(1.16):

	A few updates. Updated Nicolas' optimization classes' copyright
	notice

2001-11-30 16:49  Luigi Ballabio

	* QuantLib.dsp (1.63), ql/stochasticprocess.hpp (1.2),
	ql/Instruments/capfloor.cpp (1.3), ql/Instruments/capfloor.hpp
	(1.3), ql/Optimization/leastsquare.hpp (1.2):

	Compiles under VC++

2001-11-30 16:08  Luigi Ballabio

	* ql/: makefile.mak (1.6), Calendars/makefile.mak (1.4),
	CashFlows/makefile.mak (1.3), DayCounters/makefile.mak (1.4),
	FiniteDifferences/makefile.mak (1.4), Indexes/makefile.mak (1.3),
	Instruments/makefile.mak (1.5), Math/makefile.mak (1.3),
	MonteCarlo/makefile.mak (1.8), Pricers/makefile.mak (1.9),
	RandomNumbers/makefile.mak (1.3), TermStructures/makefile.mak
	(1.4):

	Compiles under Borland C++

2001-11-30 13:57  Sadruddin Rejeb

	* ql/Makefile.am (1.9):

	Adding interest rate modelling framework

2001-11-30 13:12  Ferdinando Ametrano

	* QuantLib.dsp (1.62), ql/FiniteDifferences/makefile.mak (1.3),
	ql/Instruments/makefile.mak (1.4):

	first attempt to include Sad's stuff in VC++ and Borland

2001-11-30 12:58  Sadruddin Rejeb

	* ql/Pricers/Makefile.am (1.15):

	Adding interest rate modelling framework

2001-11-30 12:44  Sadruddin Rejeb

	* ql/: Pricers/Makefile.am (1.14), qldefines.hpp (1.19):

	Adding interest rate modelling framework

2001-11-30 12:38  Sadruddin Rejeb

	* ql/: qldefines.hpp (1.18), Pricers/Makefile.am (1.13):

	Adding interest rate modelling framework

2001-11-30 11:44  Sadruddin Rejeb

	* ql/: Makefile.am (1.8), Optimization/Makefile.am (1.1),
	Optimization/armijo.cpp (1.1), Optimization/armijo.hpp (1.1),
	Optimization/conjugategradient.cpp (1.1),
	Optimization/conjugategradient.hpp (1.1),
	Optimization/costfunction.hpp (1.1), Optimization/criteria.hpp
	(1.1), Optimization/leastsquare.hpp (1.1),
	Optimization/linesearch.hpp (1.1), Optimization/steepestdescent.cpp
	(1.1), Optimization/steepestdescent.hpp (1.1):

	Adding interest rate modelling framework

2001-11-30 11:38  Sadruddin Rejeb

	* ql/: Instruments/Makefile.am (1.6), FiniteDifferences/Makefile.am
	(1.9):

	Adding interest rate modelling framework

2001-11-30 11:25  Sadruddin Rejeb

	* ql/: stochasticprocess.hpp (1.1),
	FiniteDifferences/onefactoroperator.hpp (1.2),
	Instruments/capfloor.cpp (1.2), Instruments/capfloor.hpp (1.2):

	Adding interest rate modelling framework

2001-11-29 21:16  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.4):

	0.2.1 release final touch

2001-11-29 19:06  Ferdinando Ametrano

	* ChangeLog.txt (1.5):

	R000201-branch-merge1 merged into trunk

2001-11-29 18:22  Ferdinando Ametrano

	* News.txt (1.9), QuantLib.dsp (1.61), QuantLib.nsi (1.51),
	Docs/Makefile.am (1.39), Docs/README.txt (1.14), Docs/makefile.mak
	(1.25), Docs/pages/findiff.docs (1.2), Docs/pages/history.docs
	(1.2), Docs/pages/mcarlo.docs (1.2),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.7),
	dev_tools/releaseprocess.txt (1.3), dev_tools/version_number.txt
	(1.4), ql/argsandresults.hpp (1.3), ql/calendar.cpp (1.5),
	ql/calendar.hpp (1.10), ql/cashflow.hpp (1.5), ql/currency.hpp
	(1.3), ql/date.cpp (1.10), ql/date.hpp (1.8), ql/daycounter.hpp
	(1.9), ql/errors.hpp (1.6), ql/handle.hpp (1.4), ql/index.hpp
	(1.6), ql/instrument.hpp (1.6), ql/option.hpp (1.4),
	ql/qldefines.hpp (1.17), ql/quantlib.hpp (1.26), ql/solver1d.hpp
	(1.5), ql/termstructure.hpp (1.11), ql/types.hpp (1.3),
	ql/Calendars/target.cpp (1.6), ql/Calendars/target.hpp (1.6),
	ql/CashFlows/cashflowvectors.cpp (1.7),
	ql/CashFlows/cashflowvectors.hpp (1.7), ql/CashFlows/coupon.hpp
	(1.4), ql/CashFlows/fixedratecoupon.hpp (1.7),
	ql/CashFlows/floatingratecoupon.hpp (1.11),
	ql/CashFlows/simplecashflow.hpp (1.3), ql/DayCounters/actual360.hpp
	(1.6), ql/DayCounters/actualactual.cpp (1.8),
	ql/DayCounters/actualactual.hpp (1.9), ql/DayCounters/thirty360.cpp
	(1.6), ql/DayCounters/thirty360.hpp (1.8),
	ql/FiniteDifferences/boundarycondition.hpp (1.3),
	ql/FiniteDifferences/bsmoperator.cpp (1.6),
	ql/FiniteDifferences/bsmoperator.hpp (1.6),
	ql/FiniteDifferences/cranknicolson.hpp (1.8),
	ql/FiniteDifferences/dminus.hpp (1.5),
	ql/FiniteDifferences/dplus.hpp (1.5),
	ql/FiniteDifferences/dplusdminus.hpp (1.6),
	ql/FiniteDifferences/dzero.hpp (1.5),
	ql/FiniteDifferences/expliciteuler.hpp (1.3),
	ql/FiniteDifferences/fdtypedefs.hpp (1.3),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.8),
	ql/FiniteDifferences/impliciteuler.hpp (1.3),
	ql/FiniteDifferences/stepcondition.hpp (1.3),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.8),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.12),
	ql/Indexes/euribor.hpp (1.5), ql/Indexes/gbplibor.hpp (1.5),
	ql/Indexes/usdlibor.hpp (1.5), ql/Indexes/xibor.cpp (1.4),
	ql/Indexes/xibor.hpp (1.5), ql/Instruments/stock.cpp (1.3),
	ql/Instruments/stock.hpp (1.3), ql/Instruments/swap.cpp (1.5),
	ql/Instruments/swap.hpp (1.4), ql/Math/cubicspline.hpp (1.5),
	ql/Math/interpolation.hpp (1.3), ql/Math/lexicographicalview.hpp
	(1.3), ql/Math/linearinterpolation.hpp (1.3), ql/Math/matrix.hpp
	(1.5), ql/Math/normaldistribution.cpp (1.3),
	ql/Math/normaldistribution.hpp (1.3), ql/Math/segmentintegral.hpp
	(1.7), ql/Math/statistics.hpp (1.6),
	ql/Math/symmetricschurdecomposition.cpp (1.4),
	ql/Math/symmetricschurdecomposition.hpp (1.3),
	ql/MonteCarlo/Makefile.am (1.16), ql/MonteCarlo/getcovariance.cpp
	(1.5), ql/MonteCarlo/getcovariance.hpp (1.4),
	ql/MonteCarlo/makefile.mak (1.7), ql/MonteCarlo/mctypedefs.hpp
	(1.6), ql/MonteCarlo/multipath.hpp (1.7),
	ql/MonteCarlo/multipathgenerator.hpp (1.15), ql/MonteCarlo/path.hpp
	(1.5), ql/MonteCarlo/pathgenerator.hpp (1.13),
	ql/MonteCarlo/pathpricer.hpp (1.7), ql/MonteCarlo/sample.hpp (1.2),
	ql/Patterns/observable.hpp (1.5), ql/Pricers/Makefile.am (1.12),
	ql/Pricers/discretegeometricaso.cpp (1.3),
	ql/Pricers/discretegeometricaso.hpp (1.3), ql/Pricers/makefile.mak
	(1.8), ql/Pricers/mcdiscretearithmeticaso.cpp (1.3),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.2),
	ql/Pricers/mceverest.cpp (1.4), ql/Pricers/mceverest.hpp (1.3),
	ql/Pricers/mchimalaya.cpp (1.3), ql/Pricers/mchimalaya.hpp (1.2),
	ql/Pricers/mcmaxbasket.cpp (1.2), ql/Pricers/mcmaxbasket.hpp (1.2),
	ql/Pricers/mcpagoda.cpp (1.3), ql/Pricers/mcpagoda.hpp (1.3),
	ql/Pricers/mcpricer.hpp (1.8), ql/Pricers/singleassetoption.cpp
	(1.9), ql/Pricers/singleassetoption.hpp (1.10),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.3),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.3),
	ql/RandomNumbers/knuthuniformrng.cpp (1.2),
	ql/RandomNumbers/knuthuniformrng.hpp (1.5),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.2),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.3),
	ql/Solvers1D/bisection.hpp (1.3), ql/Solvers1D/brent.hpp (1.3),
	ql/Solvers1D/falseposition.hpp (1.3), ql/Solvers1D/newton.hpp
	(1.3), ql/Solvers1D/newtonsafe.hpp (1.4), ql/Solvers1D/ridder.hpp
	(1.3), ql/Solvers1D/secant.hpp (1.3),
	ql/TermStructures/flatforward.hpp (1.9),
	ql/TermStructures/piecewiseflatforward.cpp (1.10),
	ql/TermStructures/piecewiseflatforward.hpp (1.11),
	ql/TermStructures/ratehelpers.cpp (1.13),
	ql/TermStructures/ratehelpers.hpp (1.13):

	R000201-branch-merge1 merged into trunk

2001-11-27 11:26  Marco Marchioro

	* ql/TermStructures/ratehelpers.hpp (1.12):

	attributes are now protected to be accesible from derived classes

2001-11-26 18:54  Ferdinando Ametrano

	* ql/Pricers/mcmaxbasket.cpp (1.1):

	file mcmaxbasket.cpp was initially added on branch R000201-branch.

2001-11-26 18:54  Ferdinando Ametrano

	* ql/Pricers/mcmaxbasket.hpp (1.1):

	file mcmaxbasket.hpp was initially added on branch R000201-branch.

2001-11-24 01:35  Ferdinando Ametrano

	* QuantLib.dsp (1.60), ql/quantlib.hpp (1.25),
	ql/MonteCarlo/Makefile.am (1.15), ql/MonteCarlo/makefile.mak (1.6):

	removing deprecated classes

2001-11-20 19:21  Ferdinando Ametrano

	* News.txt (1.8), dev_tools/releaseprocess.txt (1.2):

	updated

2001-11-20 17:17  Ferdinando Ametrano

	* QuantLib.nsi (1.50), Docs/quantlib.doxy (1.40), ql/qldefines.hpp
	(1.16):

	version number up to 0.3.0a1

2001-11-20 16:54  Ferdinando Ametrano

	* ChangeLog.txt (1.4):

	updated

2001-11-20 16:43  Ferdinando Ametrano

	* QuantLib.nsi (1.49), Docs/quantlib.doxy (1.39), ql/qldefines.hpp
	(1.15), ql/Pricers/discretegeometricaso.hpp (1.2),
	ql/Pricers/singleassetoption.hpp (1.9):

	version number up to 0.2.1 (I'm going to branch out) tabs removed
	gcc warnings purged

2001-11-20 16:18  Ferdinando Ametrano

	* dev_tools/releaseprocess.txt (1.1):

	no message

2001-11-20 16:15  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.3):

	updated

2001-11-20 14:58  Ferdinando Ametrano

	* QuantLib.nsi (1.48), Docs/quantlib.doxy (1.38), ql/qldefines.hpp
	(1.14):

	version number up to 0.2.1a6 (overdue)

2001-11-20 11:41  Ferdinando Ametrano

	* makefile.mak (1.26):

	install directive is now inst

2001-11-19 19:20  Ferdinando Ametrano

	* ql/Pricers/mcpricer.hpp (1.7):

	average strike now working.  still to be improved

2001-11-19 19:13  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.24), Pricers/discretegeometricaso.cpp (1.2),
	Pricers/mcdiscretearithmeticaso.cpp (1.2), Pricers/mcpricer.hpp
	(1.6):

	average strike now working.  still to be improved

2001-11-15 19:03  Ferdinando Ametrano

	* ql/Pricers/: Makefile.am (1.10), Makefile.am (1.11):

	asian option refactoring discrete geometric ASO does not work yet

2001-11-15 18:47  Ferdinando Ametrano

	* QuantLib.dsp (1.59), ql/quantlib.hpp (1.23),
	ql/MonteCarlo/Makefile.am (1.14), ql/MonteCarlo/makefile.mak (1.5),
	ql/MonteCarlo/pathgenerator.hpp (1.12), ql/Pricers/Makefile.am
	(1.9), ql/Pricers/discretegeometricaso.cpp (1.1),
	ql/Pricers/discretegeometricaso.hpp (1.1), ql/Pricers/makefile.mak
	(1.7), ql/Pricers/mcdiscretearithmeticaso.cpp (1.1),
	ql/Pricers/mcdiscretearithmeticaso.hpp (1.1),
	ql/Pricers/singleassetoption.cpp (1.8):

	asian option refactoring discrete geometric ASO does not work yet

2001-11-15 18:27  Luigi Ballabio

	* Docs/makefile.mak (1.24), Docs/quantlib.doxy (1.37),
	ql/FiniteDifferences/expliciteuler.hpp (1.2),
	ql/FiniteDifferences/impliciteuler.hpp (1.2):

	fixed documentation

2001-11-15 17:36  Luigi Ballabio

	* Makefile.am (1.63), Docs/Makefile.am (1.38), Docs/quantlib.doxy
	(1.36), Docs/quantlibheader.html (1.10), Docs/quantlibheader.tex
	(1.10), Docs/pages/authors.docs (1.1), Docs/pages/coreclasses.docs
	(1.1), Docs/pages/currencies.docs (1.1), Docs/pages/datetime.docs
	(1.1), Docs/pages/examples.docs (1.1), Docs/pages/findiff.docs
	(1.1), Docs/pages/history.docs (1.1), Docs/pages/index.docs (1.1),
	Docs/pages/install.docs (1.1), Docs/pages/instruments.docs (1.1),
	Docs/pages/license.docs (1.1), Docs/pages/math.docs (1.1),
	Docs/pages/mcarlo.docs (1.1), Docs/pages/overview.docs (1.1),
	Docs/pages/patterns.docs (1.1), Docs/pages/resources.docs (1.1),
	Docs/pages/termstructures.docs (1.1), Docs/pages/usage.docs (1.1),
	Docs/pages/utilities.docs (1.1), Docs/pages/where.docs (1.1):

	Doc files reorganization

2001-11-15 17:35  Luigi Ballabio

	* ql/Pricers/mcpricer.hpp (1.5):

	added cast

2001-11-15 17:33  Luigi Ballabio

	* ql/Math/statistics.hpp (1.5):

	reindented file

2001-11-15 17:32  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.15):

	Fixed test

2001-11-15 12:55  Luigi Ballabio

	* Makefile.am (1.62), Docs/quantlibfooter.html (1.10),
	Docs/images/sfnetlogo.png (1.1):

	Changed SF logo

2001-11-15 09:47  Luigi Ballabio

	* ql/: quantlib.hpp (1.22), Math/cubicspline.hpp (1.4),
	MonteCarlo/Makefile.am (1.13), MonteCarlo/montecarlomodel.hpp
	(1.13), MonteCarlo/multipathgenerator.hpp (1.14),
	MonteCarlo/pathgenerator.hpp (1.11), MonteCarlo/sample.hpp (1.1),
	RandomNumbers/boxmullergaussianrng.hpp (1.2),
	RandomNumbers/centrallimitgaussianrng.hpp (1.2),
	RandomNumbers/knuthuniformrng.hpp (1.4),
	RandomNumbers/lecuyeruniformrng.hpp (1.2):

	Sample as a (value,weight) struct

2001-11-14 10:32  Ferdinando Ametrano

	* dev_tools/backupcvstree.py (1.1):

	added few developers' tools

2001-11-14 10:03  Ferdinando Ametrano

	* dev_tools/version_number.txt (1.2):

	version number up to 0.2.1a5

2001-11-14 09:46  Ferdinando Ametrano

	* dev_tools/: branching_and_merging.txt (1.1), checkin_test.py
	(1.1), version_number.txt (1.1):

	added few developers' tools

2001-11-14 09:40  Ferdinando Ametrano

	* QuantLib.nsi (1.47):

	version number up to 0.2.1a5

2001-11-13 16:47  Ferdinando Ametrano

	* ql/qldefines.hpp (1.13):

	version number up to 0.2.1a5

2001-11-13 12:41  Ferdinando Ametrano

	* Authors.txt (1.6), Contributors.txt (1.13),
	Docs/quantlibfooter.html (1.9), Docs/quantlibfooteronline.html
	(1.2):

	SourceForge turned into SourceForge.net

2001-11-13 11:53  Ferdinando Ametrano

	* ql/TermStructures/ratehelpers.hpp (1.11):

	comments updated

2001-11-13 11:51  Ferdinando Ametrano

	* Makefile.am (1.61), Docs/quantlibfooter.html (1.8):

	SourceForge logo updated

2001-11-12 16:54  Sadruddin Rejeb

	* ql/FiniteDifferences/onefactoroperator.hpp (1.1):

	file onefactoroperator.hpp was initially added on branch
	Sad-branch.

2001-11-12 15:37  Sadruddin Rejeb

	* ql/Instruments/capfloor.cpp (1.1):

	file capfloor.cpp was initially added on branch Sad-branch.

2001-11-12 15:37  Sadruddin Rejeb

	* ql/Instruments/capfloor.hpp (1.1):

	file capfloor.hpp was initially added on branch Sad-branch.

2001-11-09 18:08  Ferdinando Ametrano

	* ql/: config.msvc.hpp (1.3), quantlib.hpp (1.21):

	added pragma directive for MS VC++

2001-11-09 17:09  Ferdinando Ametrano

	* Docs/: Makefile.am (1.37), quantlibheader.html (1.9),
	quantlibheader.tex (1.9):

	added a documentation page for each namespace.	Now fill them!

2001-11-09 16:35  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.20), FiniteDifferences/Makefile.am (1.8):

	BackwardEuler and ForwardEuler renamed ImplicitEuler and
	ExplicitEuler

2001-11-09 16:05  Ferdinando Ametrano

	* QuantLib.dsp (1.58), ql/FiniteDifferences/Makefile.am (1.7),
	ql/FiniteDifferences/expliciteuler.hpp (1.1),
	ql/FiniteDifferences/impliciteuler.hpp (1.1):

	BackwardEuler and ForwardEuler renamed ImplicitEuler and
	ExplicitEuler

2001-11-09 15:30  Ferdinando Ametrano

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.6), ql/errors.hpp
	(1.5), ql/Calendars/target.cpp (1.5),
	ql/CashFlows/floatingratecoupon.hpp (1.10),
	ql/DayCounters/actualactual.cpp (1.7), ql/Math/cubicspline.hpp
	(1.3), ql/Math/symmetricschurdecomposition.cpp (1.3),
	ql/TermStructures/piecewiseflatforward.cpp (1.9):

	tabs removed

2001-11-08 18:35  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.14):

	improved and extended

2001-11-08 17:12  Luigi Ballabio

	* ql/TermStructures/: ratehelpers.cpp (1.12), ratehelpers.hpp
	(1.10):

	Allowed passing a quote to RateHelpers as double

2001-11-08 16:28  Ferdinando Ametrano

	* ql/Math/statistics.hpp (1.4):

	samples() method of statistical classes now returns size_t instead
	of double

2001-11-08 16:19  Ferdinando Ametrano

	* ql/Math/statistics.hpp (1.3):

	samples() method of statistical classes now returns size_t instead
	of double

2001-11-08 15:20  Ferdinando Ametrano

	* ql/CashFlows/floatingratecoupon.hpp (1.9):

	private member reordered to avoid gcc warning

2001-11-08 11:07  Luigi Ballabio

	* man/Makefile.am (1.2):

	Added files to dist even though I don't know why they weren't
	already

2001-11-08 10:27  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.13):

	updating

2001-11-07 16:11  Luigi Ballabio

	* Makefile.am (1.60), Examples/DiscreteHedging/Makefile.am (1.7),
	man/Makefile.am (1.1):

	Added man pages for installed executables

2001-11-07 15:43  Marco Marchioro

	* Examples/Swap/swapvaluation.cpp (1.12), ql/Indexes/euribor.hpp
	(1.4), ql/Indexes/gbplibor.hpp (1.4), ql/Indexes/usdlibor.hpp
	(1.4), ql/Indexes/xibor.hpp (1.4),
	ql/TermStructures/ratehelpers.cpp (1.11):

	fixed fixing days

2001-11-07 14:00  Luigi Ballabio

	* man/: DiscreteHedging.1 (1.1), SwapValuation.1 (1.1),
	quantlib-config.1 (1.1):

	Dirk's man files added

2001-11-07 13:48  Marco Marchioro

	* ql/TermStructures/ratehelpers.cpp (1.10):

	Fixing days introduced for floating-coupon bond

2001-11-07 13:47  Marco Marchioro

	* ql/CashFlows/: cashflowvectors.cpp (1.6), cashflowvectors.hpp
	(1.6), floatingratecoupon.hpp (1.8):

	Fixing days introdcued for floating coupon bond

2001-11-07 13:46  Marco Marchioro

	* ql/: calendar.hpp (1.9), daycounter.hpp (1.8):

	Now compiles on VS

2001-11-07 11:49  Luigi Ballabio

	* QuantLib.dsp (1.57), Examples/Swap/swapvaluation.cpp (1.11),
	ql/calendar.cpp (1.4), ql/calendar.hpp (1.8), ql/daycounter.hpp
	(1.7), ql/quantlib.hpp (1.19), ql/termstructure.hpp (1.10),
	ql/Calendars/Makefile.am (1.5), ql/Calendars/makefile.mak (1.3),
	ql/Calendars/target.cpp (1.4), ql/Calendars/target.hpp (1.5),
	ql/CashFlows/cashflowvectors.cpp (1.5),
	ql/CashFlows/cashflowvectors.hpp (1.5), ql/CashFlows/coupon.hpp
	(1.3), ql/CashFlows/fixedratecoupon.hpp (1.6),
	ql/DayCounters/actual360.hpp (1.5), ql/DayCounters/actualactual.cpp
	(1.6), ql/DayCounters/actualactual.hpp (1.8),
	ql/DayCounters/thirty360.cpp (1.5), ql/DayCounters/thirty360.hpp
	(1.7), ql/Indexes/euribor.hpp (1.3), ql/Indexes/gbplibor.hpp (1.3),
	ql/Indexes/usdlibor.hpp (1.3), ql/Indexes/xibor.cpp (1.3),
	ql/Indexes/xibor.hpp (1.3), ql/TermStructures/flatforward.hpp
	(1.8), ql/TermStructures/piecewiseflatforward.cpp (1.8),
	ql/TermStructures/piecewiseflatforward.hpp (1.10),
	ql/TermStructures/ratehelpers.cpp (1.9),
	ql/TermStructures/ratehelpers.hpp (1.9):

	Calendar and DayCounter now use the Strategy pattern

2001-11-07 01:48  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.10), ql/calendar.cpp (1.3),
	ql/Pricers/singleassetoption.cpp (1.7),
	ql/Pricers/singleassetoption.hpp (1.8),
	ql/TermStructures/ratehelpers.cpp (1.8),
	ql/TermStructures/ratehelpers.hpp (1.8):

	added FuturesRateHelpers (no convexity adjustment yet)
	dividendYield is now a Spread instead of a Rate (that is: cost of
	carry) fixed a bug in the FRAHelper class

2001-11-06 18:31  Ferdinando Ametrano

	* ql/date.cpp (1.9):

	error messages improved

2001-11-06 16:21  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.9), ql/calendar.hpp (1.7),
	ql/cashflow.hpp (1.4), ql/date.cpp (1.8), ql/date.hpp (1.7),
	ql/daycounter.hpp (1.6), ql/index.hpp (1.5), ql/instrument.hpp
	(1.5), ql/qldefines.hpp (1.12), ql/solver1d.hpp (1.4),
	ql/termstructure.hpp (1.9), ql/CashFlows/cashflowvectors.cpp (1.4),
	ql/FiniteDifferences/bsmoperator.cpp (1.5),
	ql/FiniteDifferences/bsmoperator.hpp (1.5),
	ql/FiniteDifferences/cranknicolson.hpp (1.7),
	ql/FiniteDifferences/dminus.hpp (1.4),
	ql/FiniteDifferences/dplus.hpp (1.4),
	ql/FiniteDifferences/dplusdminus.hpp (1.5),
	ql/FiniteDifferences/dzero.hpp (1.4),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.7),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.7),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.11),
	ql/Instruments/swap.cpp (1.4), ql/Math/matrix.hpp (1.4),
	ql/Math/segmentintegral.hpp (1.6), ql/MonteCarlo/getcovariance.cpp
	(1.4), ql/MonteCarlo/montecarlomodel.hpp (1.12),
	ql/MonteCarlo/multipath.hpp (1.6),
	ql/MonteCarlo/multipathgenerator.hpp (1.13), ql/MonteCarlo/path.hpp
	(1.4), ql/MonteCarlo/pathgenerator.hpp (1.10),
	ql/Pricers/mceverest.cpp (1.3), ql/Pricers/mchimalaya.cpp (1.2),
	ql/Pricers/mcpricer.hpp (1.4), ql/Pricers/singleassetoption.cpp
	(1.6), ql/Pricers/singleassetoption.hpp (1.7),
	ql/TermStructures/piecewiseflatforward.cpp (1.7),
	ql/TermStructures/ratehelpers.cpp (1.7),
	ql/TermStructures/ratehelpers.hpp (1.7):

	'unsigned int' replaced by size_t Also added the first attempt at
	FuturesRateHelper

2001-11-06 14:46  Ferdinando Ametrano

	* QuantLib.nsi (1.46):

	added Section Divider

2001-11-06 12:54  Ferdinando Ametrano

	* Docs/Makefile.am (1.36), ql/calendar.hpp (1.6), ql/cashflow.hpp
	(1.3), ql/daycounter.hpp (1.5), ql/index.hpp (1.4),
	ql/instrument.hpp (1.4), ql/qldefines.hpp (1.11), ql/solver1d.hpp
	(1.3), ql/termstructure.hpp (1.8), ql/Math/matrix.hpp (1.3),
	ql/Patterns/observable.hpp (1.4), ql/Pricers/singleassetoption.hpp
	(1.6), ql/RandomNumbers/knuthuniformrng.hpp (1.3):

	extending documentation

2001-11-06 12:21  Ferdinando Ametrano

	* Docs/Makefile.am (1.35):

	extending documentation

2001-11-05 17:59  Ferdinando Ametrano

	* ql/TermStructures/ratehelpers.hpp (1.6):

	style enforced

2001-11-05 16:14  Ferdinando Ametrano

	* ql/: DayCounters/actualactual.cpp (1.5),
	DayCounters/actualactual.hpp (1.7), DayCounters/thirty360.cpp
	(1.4), DayCounters/thirty360.hpp (1.6),
	MonteCarlo/multipathgenerator.hpp (1.12), Pricers/mcpagoda.cpp
	(1.2), Pricers/mcpagoda.hpp (1.2), Solvers1D/newtonsafe.hpp (1.3),
	TermStructures/ratehelpers.cpp (1.6),
	TermStructures/ratehelpers.hpp (1.5):

	small changes to the file desciptions

2001-11-05 15:54  Ferdinando Ametrano

	* ql/Pricers/: mceverest.cpp (1.2), mceverest.hpp (1.2):

	removed wrong link from doxygen documentation

2001-11-05 14:50  Ferdinando Ametrano

	* QuantLib.dsp (1.56), ql/quantlib.hpp (1.18),
	ql/Pricers/Makefile.am (1.8), ql/Pricers/makefile.mak (1.6),
	ql/Pricers/mceverest.cpp (1.1), ql/Pricers/mceverest.hpp (1.1),
	ql/Pricers/mchimalaya.cpp (1.1), ql/Pricers/mchimalaya.hpp (1.1),
	ql/Pricers/mcpagoda.cpp (1.1), ql/Pricers/mcpagoda.hpp (1.1),
	ql/Pricers/mcpricer.hpp (1.3):

	Monte Carlo Pricers new interface

2001-11-05 12:46  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.11):

	added #include <ql/handle>

2001-11-05 12:44  Ferdinando Ametrano

	* ql/Pricers/singleassetoption.hpp (1.5):

	style enforced

2001-11-02 10:35  Luigi Ballabio

	* ql/qldefines.hpp (1.10):

	Removed unnecessary casts

2001-11-02 09:17  Ferdinando Ametrano

	* QuantLib.nsi (1.45):

	random number generators moved under RandomNumbers folder and
	namespace

2001-11-02 09:04  Ferdinando Ametrano

	* QuantLib.nsi (1.44):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-31 14:18  Luigi Ballabio

	* ql/qldefines.hpp (1.9):

	Fix for Visual C++

2001-10-30 16:09  Ferdinando Ametrano

	* QuantLib.dsp (1.55):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 16:04  Ferdinando Ametrano

	* ql/: quantlib.hpp (1.17), MonteCarlo/montecarlomodel.hpp (1.10),
	RandomNumbers/knuthuniformrng.hpp (1.2):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 15:29  Ferdinando Ametrano

	* ql/RandomNumbers/Makefile.am (1.3):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 15:01  Ferdinando Ametrano

	* QuantLib.dsp (1.54), ql/quantlib.hpp (1.16),
	ql/RandomNumbers/Makefile.am (1.2),
	ql/RandomNumbers/boxmullergaussianrng.hpp (1.1),
	ql/RandomNumbers/centrallimitgaussianrng.hpp (1.1),
	ql/RandomNumbers/knuthuniformrng.cpp (1.1),
	ql/RandomNumbers/knuthuniformrng.hpp (1.1),
	ql/RandomNumbers/lecuyeruniformrng.cpp (1.1),
	ql/RandomNumbers/lecuyeruniformrng.hpp (1.1),
	ql/RandomNumbers/makefile.mak (1.2):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 12:49  Ferdinando Ametrano

	* QuantLib.dsp (1.53), ql/Makefile.am (1.7), ql/makefile.mak (1.5),
	ql/quantlib.hpp (1.15), ql/MonteCarlo/Makefile.am (1.12),
	ql/MonteCarlo/makefile.mak (1.4), ql/MonteCarlo/mctypedefs.hpp
	(1.5), ql/MonteCarlo/pathgenerator.hpp (1.9),
	ql/RandomNumbers/Makefile.am (1.1), ql/RandomNumbers/makefile.mak
	(1.1):

	random number generators moved under RandomNumbers folder and
	namespace

2001-10-30 11:41  Ferdinando Ametrano

	* QuantLib.dsp (1.52):

	merged mcmultipricer and mcpricer

2001-10-30 11:32  Ferdinando Ametrano

	* QuantLib.dsp (1.51), ql/quantlib.hpp (1.14),
	ql/Pricers/Makefile.am (1.7), ql/Pricers/makefile.mak (1.5),
	ql/Pricers/mcpricer.hpp (1.2):

	merged mcmultipricer and mcpricer

2001-10-29 11:51  Ferdinando Ametrano

	* QuantLib.dsp (1.50):

	ms vc++ project catching up with non-existant files

2001-10-25 18:39  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.9):

	removing controlvariate specific class, since control variation
	technique is now handled by the general MC model

2001-10-25 17:57  Ferdinando Ametrano

	* ql/quantlib.hpp (1.13):

	moving MC pricers under Pricers folder.  They were already in the
	Pricer namespace

2001-10-25 17:30  Ferdinando Ametrano

	* QuantLib.dsp (1.49), ql/MonteCarlo/Makefile.am (1.11),
	ql/Pricers/Makefile.am (1.6), ql/Pricers/mcpricer.hpp (1.1):

	moving MC pricers under Pricers folder.  They were already in the
	Pricer namespace

2001-10-25 17:00  Ferdinando Ametrano

	* ql/MonteCarlo/: Makefile.am (1.10), mctypedefs.hpp (1.4),
	montecarlomodel.hpp (1.8):

	removing controlvariate specific class, since control variation
	technique is now handled by the general MC model

2001-10-25 13:33  Ferdinando Ametrano

	* QuantLib.nsi (1.43):

	updated for NSIS 1.60

2001-10-25 10:59  Ferdinando Ametrano

	* ql/Math/segmentintegral.hpp (1.5):

	long -> unsigned int

2001-10-23 16:30  Ferdinando Ametrano

	* QuantLib.dsp (1.48):

	MS VC++ project updated

2001-10-23 12:56  Ferdinando Ametrano

	* Docs/README.txt (1.13):

	added doxygen version

2001-10-23 10:42  Luigi Ballabio

	* Docs/quantlib.css (1.8):

	Fixed margins for group headers

2001-10-22 19:08  Ferdinando Ametrano

	* ql/MonteCarlo/mctypedefs.hpp (1.3):

	introducing control variate MC model

2001-10-22 18:51  Ferdinando Ametrano

	* ql/MonteCarlo/Makefile.am (1.9):

	introducing control variate MC model

2001-10-22 17:06  Matteo Gallivanoni

	* ql/: index.hpp (1.3), option.hpp (1.3),
	CashFlows/cashflowvectors.hpp (1.4),
	CashFlows/floatingratecoupon.hpp (1.7),
	FiniteDifferences/fdtypedefs.hpp (1.2),
	FiniteDifferences/tridiagonaloperator.cpp (1.6),
	Math/segmentintegral.hpp (1.4), MonteCarlo/pathgenerator.hpp (1.8),
	MonteCarlo/pathpricer.hpp (1.6), Pricers/singleassetoption.hpp
	(1.4), TermStructures/ratehelpers.hpp (1.4):

	new pruning of redundant header inclusions

2001-10-22 16:35  Ferdinando Ametrano

	* ql/MonteCarlo/pathgenerator.hpp (1.7):

	moving on Monte Carlo Pricers clean up

2001-10-22 13:21  Luigi Ballabio

	* ql/FiniteDifferences/cranknicolson.hpp (1.6):

	Setting the right time in evolvers

2001-10-22 12:58  Ferdinando Ametrano

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.10):

	MS VC++ fix

2001-10-22 12:18  Luigi Ballabio

	* ql/FiniteDifferences/: cranknicolson.hpp (1.5),
	finitedifferencemodel.hpp (1.6), tridiagonaloperator.hpp (1.9):

	Changed setTime machinery for TridiagonalOperator

2001-10-19 18:39  Ferdinando Ametrano

	* QuantLib.dsp (1.47):

	MS VC++ project catching up with removed files

2001-10-19 18:25  Ferdinando Ametrano

	* ql/MonteCarlo/montecarlomodel.hpp (1.7):

	warning avoided

2001-10-19 17:03  Ferdinando Ametrano

	* ql/MonteCarlo/: getcovariance.cpp (1.3), getcovariance.hpp (1.3),
	montecarlomodel.hpp (1.6), multipath.hpp (1.5), pathpricer.hpp
	(1.5):

	reviewing files and enforcing style

2001-10-19 15:08  Luigi Ballabio

	* ql/: quantlib.hpp (1.12), FiniteDifferences/Makefile.am (1.6),
	FiniteDifferences/bsmoperator.cpp (1.4),
	FiniteDifferences/bsmoperator.hpp (1.4),
	FiniteDifferences/cranknicolson.hpp (1.4),
	FiniteDifferences/finitedifferencemodel.hpp (1.5),
	FiniteDifferences/operatortraits.hpp (1.3),
	FiniteDifferences/tridiagonaloperator.cpp (1.5),
	FiniteDifferences/tridiagonaloperator.hpp (1.8):

	Started cleanup of finite difference models

2001-10-19 13:40  Ferdinando Ametrano

	* QuantLib.dsp (1.46), ql/MonteCarlo/multipathgenerator.hpp (1.11),
	ql/MonteCarlo/pathgenerator.hpp (1.6):

	antithetic variance reduction technique STEP 7 -- final Now it
	works for multiasset. The naive multiasset approach was right.

2001-10-18 18:50  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.8), ql/instrument.hpp (1.3),
	ql/TermStructures/piecewiseflatforward.cpp (1.6),
	ql/TermStructures/piecewiseflatforward.hpp (1.9),
	ql/TermStructures/ratehelpers.cpp (1.5),
	ql/TermStructures/ratehelpers.hpp (1.3):

	PiecewiseFlatForward now observer of rates passed as MarketElements

2001-10-18 18:25  Ferdinando Ametrano

	* ql/MonteCarlo/: montecarlomodel.hpp (1.5), multipathgenerator.hpp
	(1.10), pathgenerator.hpp (1.5):

	antithetic variance reduction technique STEP 6 Naive multiasset
	approach rejected Introducing antithetic approach to multi asset
	option general cleaning of multiasset MC interface

2001-10-18 12:47  Luigi Ballabio

	* ql/: termstructure.hpp (1.7), TermStructures/flatforward.hpp
	(1.7), TermStructures/piecewiseflatforward.cpp (1.5),
	TermStructures/piecewiseflatforward.hpp (1.8):

	Last bit of reworking for TermStructure; RelinkableHandle
	initialized with an optional Handle; made defaults.py a bit more
	readable

2001-10-18 12:36  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.9):

	antithetic variance reduction technique STEP 5 Introducing
	antithetic approach to multi asset option general cleaning of
	multiasset MC interface

2001-10-18 12:02  Ferdinando Ametrano

	* QuantLib.dsp (1.45), ql/MonteCarlo/mctypedefs.hpp (1.2),
	ql/MonteCarlo/multipathgenerator.hpp (1.8),
	ql/MonteCarlo/pathgenerator.hpp (1.4):

	antithetic variance reduction technique STEP 5 Introducing
	antithetic approach to multi asset option general cleaning of
	multiasset MC interface

2001-10-17 15:09  Luigi Ballabio

	* ql/: termstructure.hpp (1.6), MonteCarlo/multipathgenerator.hpp
	(1.7), TermStructures/flatforward.hpp (1.6),
	TermStructures/piecewiseflatforward.hpp (1.7):

	Fixed TermStructure methods for gcc---will they work on Win?

2001-10-17 13:21  Luigi Ballabio

	* ql/: makefile.mak (1.4), termstructure.hpp (1.5),
	Calendars/makefile.mak (1.2), CashFlows/makefile.mak (1.2),
	DayCounters/actualactual.cpp (1.4), DayCounters/makefile.mak (1.3),
	FiniteDifferences/makefile.mak (1.2), Indexes/makefile.mak (1.2),
	Instruments/makefile.mak (1.3), Math/makefile.mak (1.2),
	MonteCarlo/makefile.mak (1.3), Pricers/makefile.mak (1.4),
	TermStructures/flatforward.hpp (1.5), TermStructures/makefile.mak
	(1.3), TermStructures/piecewiseflatforward.cpp (1.4),
	TermStructures/piecewiseflatforward.hpp (1.6):

	Unified Date and Time interface in TermStructure

2001-10-17 10:52  Ferdinando Ametrano

	* ql/MonteCarlo/multipathgenerator.hpp (1.6):

	warning removal

2001-10-16 17:22  Ferdinando Ametrano

	* ql/MonteCarlo/: multipath.hpp (1.4), multipathgenerator.hpp
	(1.5):

	antithetic variance reduction technique STEP 3 MultiPath is now a
	class

2001-10-16 16:51  Ferdinando Ametrano

	* QuantLib.dsp (1.44), ql/MonteCarlo/multipath.hpp (1.3),
	ql/MonteCarlo/multipathgenerator.hpp (1.4), ql/MonteCarlo/path.hpp
	(1.3), ql/MonteCarlo/pathgenerator.hpp (1.3):

	antithetic variance reduction technique STEP 3 MultiPath is now a
	class

2001-10-16 13:12  Ferdinando Ametrano

	* QuantLib.dsp (1.43), ql/quantlib.hpp (1.11),
	ql/MonteCarlo/Makefile.am (1.8), ql/MonteCarlo/makefile.mak (1.2):

	antithetic variance reduction technique STEP 2

2001-10-16 13:08  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.7), ql/CashFlows/coupon.hpp
	(1.2), ql/CashFlows/fixedratecoupon.hpp (1.5),
	ql/CashFlows/floatingratecoupon.hpp (1.6), ql/Instruments/swap.cpp
	(1.3), ql/Instruments/swap.hpp (1.3),
	ql/TermStructures/ratehelpers.cpp (1.4):

	Added BPS to generic swap legs

2001-10-16 12:05  Ferdinando Ametrano

	* Examples/: DiscreteHedging/DiscreteHedging.cpp (1.5),
	Swap/swapvaluation.cpp (1.6):

	#include <ql/quantlib.hpp> instead of #include "ql/quantlib.hpp"

2001-10-15 17:00  Luigi Ballabio

	* Examples/: DiscreteHedging/makefile.mak (1.2), Swap/makefile.mak
	(1.2), Swap/swapvaluation.cpp (1.5):

	Disabled inlining for Borland C++ (it was leading to strange
	crashes)

2001-10-12 19:42  Ferdinando Ametrano

	* QuantLib.dsp (1.42):

	introduced antithetic variance reduction technique

2001-10-12 15:29  Ferdinando Ametrano

	* QuantLib.dsw (1.5), QuantLib.nsi (1.42), Docs/quantlib.doxy
	(1.35), Examples/Makefile.am (1.14), Examples/makefile.mak (1.6):

	Parities renamed to EuropeanOption

2001-10-12 11:42  Ferdinando Ametrano

	* QuantLib.nsi (1.41):

	added splash screen

2001-10-12 11:23  Ferdinando Ametrano

	* QuantLib.dsp (1.41):

	MSVC++ problem fixed

2001-10-12 11:08  Ferdinando Ametrano

	* ql/Pricers/makefile.mak (1.3):

	Borland problem fixed

2001-10-11 17:49  Luigi Ballabio

	* Docs/Makefile.am (1.34), ql/argsandresults.hpp (1.2),
	ql/option.hpp (1.2), ql/quantlib.hpp (1.10),
	ql/CashFlows/fixedratecoupon.hpp (1.4),
	ql/CashFlows/floatingratecoupon.hpp (1.5),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.7),
	ql/Instruments/Makefile.am (1.5), ql/Instruments/makefile.mak
	(1.2), ql/Pricers/Makefile.am (1.5), ql/Pricers/makefile.mak (1.2):

	First working option engine

2001-10-11 16:19  Ferdinando Ametrano

	* QuantLib.nsi (1.40):

	nothing relevant

2001-10-10 11:18  Ferdinando Ametrano

	* ql/makefile.mak (1.3):

	fixed Borland problem

2001-10-09 18:25  Luigi Ballabio

	* ql/: Makefile.am (1.6), argsandresults.hpp (1.1), date.cpp (1.7),
	handle.hpp (1.3), makefile.mak (1.2), option.hpp (1.1),
	quantlib.hpp (1.9), Pricers/singleassetoption.cpp (1.5),
	Pricers/singleassetoption.hpp (1.3):

	Beginning of new Option framework

2001-10-09 11:17  Sadruddin Rejeb

	* ql/: termstructure.hpp (1.4), TermStructures/flatforward.hpp
	(1.4), TermStructures/piecewiseflatforward.hpp (1.5):

	Removed duplicate methods...

2001-10-09 10:56  Sadruddin Rejeb

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.6):

	Fixed doxygen warning

2001-10-09 10:51  Sadruddin Rejeb

	* ql/: termstructure.hpp (1.3), TermStructures/flatforward.hpp
	(1.3), TermStructures/piecewiseflatforward.cpp (1.3),
	TermStructures/piecewiseflatforward.hpp (1.4):

	Added some useful methods to term structure classes

2001-10-08 16:43  Sadruddin Rejeb

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.5):

	Samll fix

2001-10-08 16:18  Sadruddin Rejeb

	* ql/FiniteDifferences/: bsmoperator.cpp (1.3), bsmoperator.hpp
	(1.3), cranknicolson.hpp (1.3), finitedifferencemodel.hpp (1.4),
	tridiagonaloperator.cpp (1.4), tridiagonaloperator.hpp (1.4):

	Some changes related to the implementation of a time-dependant
	operator.  (refactored the tridiagonaloperator class and its
	descendants)

2001-10-08 12:46  Luigi Ballabio

	* Docs/quantlib.doxy (1.34):

	Upgraded to Doxygen 1.2.11.1

2001-10-08 12:22  Luigi Ballabio

	* Docs/Makefile.am (1.33):

	Fixed eps files

2001-10-05 18:16  Ferdinando Ametrano

	* ChangeLog.txt (1.3):

	updated

2001-10-05 15:03  Luigi Ballabio

	* Docs/Makefile.am (1.32):

	Manually fixed bounding box problem for pdf figures

2001-10-05 13:17  Ferdinando Ametrano

	* QuantLib.nsi (1.39), Docs/quantlib.doxy (1.33), ql/qldefines.hpp
	(1.8):

	version number up to 0.2.1a4

2001-10-05 13:08  Ferdinando Ametrano

	* QuantLib.nsi (1.38), Docs/quantlib.doxy (1.32), ql/qldefines.hpp
	(1.7):

	version number up to 0.2.1a3

2001-10-05 12:28  Luigi Ballabio

	* Docs/quantlibheader.tex (1.8), ql/calendar.hpp (1.5),
	ql/daycounter.hpp (1.4):

	More documentation glitches

2001-10-05 12:02  Ferdinando Ametrano

	* ql/date.cpp (1.6):

	fix for borland compiler

2001-10-05 11:09  Luigi Ballabio

	* Docs/quantlib.doxy (1.31), ql/config.ansi.hpp (1.3):

	Documentation glitches

2001-10-04 12:12  Sadruddin Rejeb

	* ql/date.hpp (1.6):

	Fixed documentation problem for new operator

2001-10-04 11:34  Sadruddin Rejeb

	* ql/: date.cpp (1.5), date.hpp (1.5):

	Added a printing (<<) operator to Date

2001-10-04 10:26  Luigi Ballabio

	* Examples/Swap/swapvaluation.cpp (1.4), ql/quantlib.hpp (1.8),
	ql/CashFlows/Makefile.am (1.5), ql/CashFlows/cashflowvectors.cpp
	(1.3), ql/CashFlows/cashflowvectors.hpp (1.3),
	ql/CashFlows/coupon.hpp (1.1), ql/CashFlows/fixedratecoupon.hpp
	(1.3), ql/CashFlows/floatingratecoupon.hpp (1.4),
	ql/TermStructures/ratehelpers.cpp (1.3):

	CashFlow/Coupon reorganization

2001-10-03 15:11  Ferdinando Ametrano

	* QuantLib.nsi (1.37), Docs/quantlib.doxy (1.30), ql/qldefines.hpp
	(1.6):

	version number up to 0.2.1a2

2001-10-03 12:42  Ferdinando Ametrano

	* ql/qldefines.hpp (1.5):

	added QL_VERSION and QL_HEX_VERSION

2001-10-03 12:05  Luigi Ballabio

	* Docs/Makefile.am (1.31):

	Worked around VC++ problems in History constructor

2001-10-03 12:01  Ferdinando Ametrano

	* ql/qldefines.hpp (1.4):

	added QL_VERSION and QL_HEX_VERSION

2001-10-03 11:56  Ferdinando Ametrano

	* ql/qldefines.hpp (1.3):

	added QL_VERSION and QL_EXVERSION

2001-10-02 17:47  Ferdinando Ametrano

	* ql/: calendar.hpp (1.4), Calendars/target.hpp (1.4),
	DayCounters/actual360.hpp (1.4), DayCounters/actualactual.hpp
	(1.6), DayCounters/thirty360.hpp (1.5):

	modification to have factory works under MS VC++

2001-10-02 17:41  Luigi Ballabio

	* ql/FiniteDifferences/tridiagonaloperator.cpp (1.3):

	Boundary condition bug fixed

2001-10-02 16:06  Ferdinando Ametrano

	* Docs/quantlib.doxy (1.29), Examples/Swap/swapvaluation.cpp (1.3):

	added term_structure+swap example

2001-10-02 12:31  Ferdinando Ametrano

	* Examples/Swap/swapvaluation.cpp (1.2):

	second version

2001-10-02 11:29  Luigi Ballabio

	* ql/CashFlows/floatingratecoupon.hpp (1.3):

	Comments added

2001-10-02 10:41  Luigi Ballabio

	* ql/: calendar.hpp (1.3), daycounter.hpp (1.3), quantlib.hpp
	(1.7), Calendars/target.hpp (1.3), DayCounters/actual360.hpp (1.3),
	DayCounters/actualactual.hpp (1.5), DayCounters/thirty360.hpp
	(1.4), Patterns/Makefile.am (1.5), Patterns/observable.hpp (1.3):

	Added factory pattern

2001-10-01 18:08  Ferdinando Ametrano

	* QuantLib.dsw (1.4), QuantLib.nsi (1.36):

	added term_structure+swap example

2001-10-01 18:06  Ferdinando Ametrano

	* ql/TermStructures/piecewiseflatforward.hpp (1.3):

	style enforced

2001-10-01 18:02  Ferdinando Ametrano

	* Examples/: Makefile.am (1.13), makefile.mak (1.5),
	DiscreteHedging/DiscreteHedging.dsp (1.3), Swap/Makefile.am (1.1),
	Swap/README.txt (1.1), Swap/Swap.dsp (1.1), Swap/makefile.mak
	(1.1), Swap/swapvaluation.cpp (1.1):

	added term_structure+swap example

2001-09-28 12:31  Ferdinando Ametrano

	* ql/: date.cpp (1.4), date.hpp (1.4):

	little tweaks to avoid compiler warning

2001-09-26 14:45  Luigi Ballabio

	* ql/errors.hpp (1.4):

	used do-while-false idiom in QL_REQUIRE-like macros

2001-09-21 15:34  Ferdinando Ametrano

	* Docs/README.txt (1.12):

	updated

2001-09-20 12:10  Ferdinando Ametrano

	* Readme.txt (1.14):

	typo fixed

2001-09-19 09:38  Marco Marchioro

	* QuantLib.dsp (1.40):

	Updated

2001-09-18 15:46  Ferdinando Ametrano

	* Makefile.am (1.59), News.txt (1.7), QuantLib.nsi (1.35),
	Readme.txt (1.13), Docs/Makefile.am (1.30), Docs/makefile.mak
	(1.23), Docs/quantlib.css (1.7), Docs/quantlibheader.html (1.8),
	Docs/quantlibheader.tex (1.7),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.4),
	Examples/DiscreteHedging/ReadMe.txt (1.2),
	ql/Pricers/singleassetoption.cpp (1.4):

	R020-branch-merge1 merged into trunk

2001-09-18 15:16  Luigi Ballabio

	* Docs/quantlib.doxy (1.28):

	Advanced version number

2001-09-14 18:24  Luigi Ballabio

	* ql/: Makefile.am (1.5), quantlib.hpp (1.6),
	TermStructures/Makefile.am (1.5), TermStructures/makefile.mak
	(1.2):

	Removed deprecated classes

2001-09-14 17:01  Luigi Ballabio

	* ql/: quantlib.hpp (1.5), DayCounters/Makefile.am (1.5),
	DayCounters/actualactual.cpp (1.3), DayCounters/actualactual.hpp
	(1.4), DayCounters/makefile.mak (1.2), DayCounters/thirty360.cpp
	(1.3), DayCounters/thirty360.hpp (1.3):

	Grouped act/act day counters and 30/360 day counters

2001-09-14 13:01  Luigi Ballabio

	* ql/: date.cpp (1.3), date.hpp (1.3), Calendars/target.cpp (1.3):

	Moved a few static members to an anonymous namespace

2001-09-14 10:38  Luigi Ballabio

	* ql/: calendar.cpp (1.2), calendar.hpp (1.2), cashflow.hpp (1.2),
	config.ansi.hpp (1.2), config.bcc.hpp (1.2), config.msvc.hpp (1.2),
	config.mwcw.hpp (1.2), currency.hpp (1.2), date.cpp (1.2), date.hpp
	(1.2), daycounter.hpp (1.2), errors.hpp (1.3), handle.hpp (1.2),
	index.hpp (1.2), instrument.hpp (1.2), qldefines.hpp (1.2),
	solver1d.hpp (1.2), termstructure.hpp (1.2), types.hpp (1.2),
	Calendars/target.cpp (1.2), Calendars/target.hpp (1.2),
	CashFlows/cashflowvectors.cpp (1.2), CashFlows/cashflowvectors.hpp
	(1.2), CashFlows/fixedratecoupon.hpp (1.2),
	CashFlows/floatingratecoupon.hpp (1.2),
	CashFlows/simplecashflow.hpp (1.2), DayCounters/actual360.hpp
	(1.2), DayCounters/actualactual.cpp (1.2),
	DayCounters/actualactual.hpp (1.3), DayCounters/thirty360.cpp
	(1.2), DayCounters/thirty360.hpp (1.2),
	FiniteDifferences/dplusdminus.hpp (1.4),
	FiniteDifferences/finitedifferencemodel.hpp (1.3),
	FiniteDifferences/operatortraits.hpp (1.2),
	FiniteDifferences/stepcondition.hpp (1.2), Indexes/euribor.hpp
	(1.2), Indexes/gbplibor.hpp (1.2), Indexes/usdlibor.hpp (1.2),
	Indexes/xibor.cpp (1.2), Indexes/xibor.hpp (1.2),
	Instruments/stock.cpp (1.2), Instruments/stock.hpp (1.2),
	Instruments/swap.cpp (1.2), Instruments/swap.hpp (1.2),
	Math/cubicspline.hpp (1.2), Math/interpolation.hpp (1.2),
	Math/lexicographicalview.hpp (1.2), Math/linearinterpolation.hpp
	(1.2), Math/matrix.hpp (1.2), Math/normaldistribution.cpp (1.2),
	Math/normaldistribution.hpp (1.2), Math/segmentintegral.hpp (1.3),
	Math/statistics.hpp (1.2), Math/symmetricschurdecomposition.cpp
	(1.2), Math/symmetricschurdecomposition.hpp (1.2),
	MonteCarlo/getcovariance.cpp (1.2), MonteCarlo/getcovariance.hpp
	(1.2), MonteCarlo/multipath.hpp (1.2), Patterns/observable.hpp
	(1.2), Pricers/singleassetoption.hpp (1.2), Solvers1D/bisection.hpp
	(1.2), Solvers1D/brent.hpp (1.2), Solvers1D/falseposition.hpp
	(1.2), Solvers1D/newton.hpp (1.2), Solvers1D/newtonsafe.hpp (1.2),
	Solvers1D/ridder.hpp (1.2), Solvers1D/secant.hpp (1.2),
	TermStructures/flatforward.hpp (1.2),
	TermStructures/piecewiseflatforward.cpp (1.2),
	TermStructures/piecewiseflatforward.hpp (1.2),
	TermStructures/ratehelpers.cpp (1.2),
	TermStructures/ratehelpers.hpp (1.2),
	Utilities/steppingiterator.hpp (1.2):

	Polished files' headers

2001-09-13 16:59  Luigi Ballabio

	* Docs/quantlib.css (1.6):

	differentiated color

2001-09-13 16:44  Luigi Ballabio

	* ql/: quantlib.hpp (1.4), FiniteDifferences/Makefile.am (1.5),
	FiniteDifferences/fdtypedefs.hpp (1.1), MonteCarlo/Makefile.am
	(1.7), MonteCarlo/mctypedefs.hpp (1.1):

	Grouped typedefs

2001-09-13 15:45  Sadruddin Rejeb

	* Makefile.am (1.58):

	Added quantlib.m4 to the list of distributed files

2001-09-13 14:14  Luigi Ballabio

	* ql/FiniteDifferences/boundarycondition.hpp (1.2):

	Docs updated

2001-09-13 13:49  Luigi Ballabio

	* Docs/: Makefile.am (1.29), makefile.mak (1.22),
	quantlibheader.html (1.7), quantlibheader.tex (1.6):

	Docs added

2001-09-13 10:32  Luigi Ballabio

	* News.txt (1.6), ql/Math/segmentintegral.hpp (1.2):

	Preparing for release

2001-09-12 18:14  Luigi Ballabio

	* Docs/Makefile.am (1.28):

	Fixing doc generation

2001-09-12 17:54  Luigi Ballabio

	* Docs/: Makefile.am (1.27), makefile.mak (1.21), quantlib.doxy
	(1.27), quantlibheader.tex (1.5), Examples/history_iterators.cpp
	(1.6):

	Improved documentation

2001-09-12 17:11  Ferdinando Ametrano

	* Docs/makefile.mak (1.20):

	online and offline documentation

2001-09-12 16:35  Ferdinando Ametrano

	* Docs/quantlib.css (1.5):

	valid CSS

2001-09-12 13:28  Sadruddin Rejeb

	* Makefile.am (1.57):

	Deleted the config/ dist-hook lines. Wasn't necessary

2001-09-12 13:16  Sadruddin Rejeb

	* Makefile.am (1.56):

	modified Makefile.am (dist-hook) cos' automake does not package
	files in config/

2001-09-12 12:54  Luigi Ballabio

	* Docs/makefile.mak (1.19):

	Fixing doc generation

2001-09-12 12:48  Luigi Ballabio

	* Docs/Makefile.am (1.26):

	Fixing doc generation

2001-09-12 12:02  Luigi Ballabio

	* makefile.mak (1.25), Docs/makefile.mak (1.18):

	Fixed docs generation

2001-09-12 11:56  Luigi Ballabio

	* Docs/: Makefile.am (1.25), quantlib.doxy (1.26):

	Fixing doc generation

2001-09-12 11:28  Luigi Ballabio

	* Makefile.am (1.55), makefile.mak (1.24), Docs/Makefile.am (1.24),
	Docs/makefile.mak (1.17), Docs/quantlib.doxy (1.25),
	Docs/quantlibfooteronline.html (1.1):

	Online and offline docs can now be generated

2001-09-11 18:18  Ferdinando Ametrano

	* Docs/quantlib.css (1.4):

	color changed (Luigi: I don't know if it is what we choosed
	together)

2001-09-11 17:45  Luigi Ballabio

	* ql/Pricers/singleassetoption.cpp (1.3):

	Doc blocks fixed

2001-09-11 17:38  Ferdinando Ametrano

	* Makefile.am (1.54):

	added doxygen files

2001-09-11 17:38  Ferdinando Ametrano

	* Docs/: quantlib.css (1.3), quantlibheader.html (1.6):

	updated

2001-09-11 17:26  Luigi Ballabio

	* Docs/Makefile.am (1.23),
	ql/FiniteDifferences/tridiagonaloperator.cpp (1.2),
	ql/FiniteDifferences/tridiagonaloperator.hpp (1.3):

	Finite differences docs enhanced

2001-09-11 16:47  Sadruddin Rejeb

	* Examples/DiscreteHedging/DiscreteHedging.cpp (1.3):

	Monte carlo updates fix

2001-09-11 16:15  Marco Marchioro

	* ql/MonteCarlo/: montecarlomodel.hpp (1.4), pathpricer.hpp (1.4):

	Fixing here and there after Monte Carlo changes

2001-09-11 15:35  Ferdinando Ametrano

	* Docs/: quantlib.css (1.2), quantlib.doxy (1.24):

	quantlib.css is used instead of default doxygen.css because of
	browser problems with doxygen.css

2001-09-11 15:22  Sadruddin Rejeb

	* ql/: MonteCarlo/Makefile.am (1.6), MonteCarlo/montecarlomodel.hpp
	(1.3), MonteCarlo/multipathgenerator.hpp (1.3),
	MonteCarlo/pathgenerator.hpp (1.2), MonteCarlo/pathpricer.hpp
	(1.3), Pricers/singleassetoption.cpp (1.2):

	Monte Carlo modifications, cleaning up the merge of
	MonteCarloModel, and changed styleguide of typenames in pathpricer.

2001-09-11 13:08  Ferdinando Ametrano

	* Docs/: quantlib.doxy (1.23), quantlibheader.html (1.5):

	quantlib.css will be used for QuantLib html documentation produced
	by DoxyGen in addition to doxygen.css

2001-09-11 13:00  Sadruddin Rejeb

	* ql/: quantlib.hpp (1.3), MonteCarlo/montecarlomodel.hpp (1.2):

	Merged GeneralMonteCarlo and SampleOption into MonteCarloModel

2001-09-11 11:16  Ferdinando Ametrano

	* QuantLib.nsi (1.34):

	updated

2001-09-10 14:17  Luigi Ballabio

	* Docs/: quantlibfooter.html (1.5), quantlibheader.html (1.4),
	quantlib.css (1.1):

	HTML Layout revamped

2001-09-10 12:24  Luigi Ballabio

	* Docs/quantlib.doxy (1.22), Docs/quantlibfooter.html (1.4),
	Docs/quantlibheader.html (1.3),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.2), ql/quantlib.hpp
	(1.2), ql/FiniteDifferences/bsmoperator.cpp (1.2),
	ql/FiniteDifferences/bsmoperator.hpp (1.2),
	ql/FiniteDifferences/dminus.hpp (1.3),
	ql/FiniteDifferences/dplus.hpp (1.3),
	ql/FiniteDifferences/dplusdminus.hpp (1.3),
	ql/FiniteDifferences/dzero.hpp (1.3), ql/MonteCarlo/Makefile.am
	(1.5), ql/MonteCarlo/multipathgenerator.hpp (1.2),
	ql/MonteCarlo/path.hpp (1.2), ql/MonteCarlo/pathgenerator.hpp
	(1.1), ql/MonteCarlo/pathpricer.hpp (1.2):

	Path revamped

2001-09-07 12:08  Sadruddin Rejeb

	* Examples/DiscreteHedging/Makefile.am (1.6):

	Modified version to 0.2.0 and examples can now build independantly

2001-09-07 10:45  Sadruddin Rejeb

	* quantlib-config.in (1.2):

	Small fix (CFLAGS cleanup)

2001-09-07 10:43  Sadruddin Rejeb

	* Makefile.am (1.53):

	Added lines related to the quantlib.m4 file

2001-09-07 10:35  Sadruddin Rejeb

	* quantlib.m4 (1.1):

	aclocal m4 file for QuantLib

2001-09-06 12:27  Sadruddin Rejeb

	* Makefile.am (1.52), quantlib-config.in (1.1):

	Added quantlib-config script

2001-09-05 13:28  Ferdinando Ametrano

	* QuantLib.nsi (1.33), Readme.txt (1.12):

	small tweaks

2001-09-05 12:11  Sadruddin Rejeb

	* Makefile.am (1.51):

	Removed documentation-related steps

2001-09-05 10:57  Marco Marchioro

	* ql/FiniteDifferences/tridiagonaloperator.hpp (1.2):

	Added setTime method for tridiagonal operator

2001-09-04 17:15  Luigi Ballabio

	* Docs/Makefile.am (1.22), Docs/makefile.mak (1.16),
	Docs/quantlibheader.html (1.2), Docs/quantlibheader.tex (1.4),
	ql/FiniteDifferences/cranknicolson.hpp (1.2),
	ql/FiniteDifferences/dminus.hpp (1.2),
	ql/FiniteDifferences/dplus.hpp (1.2),
	ql/FiniteDifferences/dplusdminus.hpp (1.2),
	ql/FiniteDifferences/dzero.hpp (1.2),
	ql/FiniteDifferences/finitedifferencemodel.hpp (1.2):

	Finite difference docs updated

2001-09-04 16:31  Ferdinando Ametrano

	* Makefile.am (1.50), QuantLib.nsi (1.32),
	Examples/DiscreteHedging/Makefile.am (1.5):

	dep files are evil

2001-09-04 15:35  Ferdinando Ametrano

	* News.txt (1.5):

	first draft of the 0.2 News

2001-09-04 14:57  Enrico Sirola

	* ChangeLog.txt (1.2):

	file updated

2001-09-04 14:56  Sadruddin Rejeb

	* Makefile.am (1.49):

	small fix (updateproject.sh => bootstrap)

2001-09-04 14:54  Enrico Sirola

	* ql/: Makefile.am (1.4), Calendars/Makefile.am (1.4),
	CashFlows/Makefile.am (1.4), DayCounters/Makefile.am (1.4),
	FiniteDifferences/Makefile.am (1.4), Indexes/Makefile.am (1.4),
	Instruments/Makefile.am (1.4), Math/Makefile.am (1.4),
	MonteCarlo/Makefile.am (1.4), Patterns/Makefile.am (1.4),
	Pricers/Makefile.am (1.4), Solvers1D/Makefile.am (1.4),
	TermStructures/Makefile.am (1.4), Utilities/Makefile.am (1.4):

	installation path for header files fixed

2001-09-04 12:45  Ferdinando Ametrano

	* Docs/quantlibfooter.html (1.3), News.txt (1.4):

	updated

2001-09-04 12:28  Ferdinando Ametrano

	* QuantLib.nsi (1.31), Readme.txt (1.11):

	improved documentation

2001-09-04 11:30  Ferdinando Ametrano

	* ql/: Makefile.am (1.3), Calendars/Makefile.am (1.3),
	CashFlows/Makefile.am (1.3), DayCounters/Makefile.am (1.3),
	FiniteDifferences/Makefile.am (1.3), Indexes/Makefile.am (1.3),
	Instruments/Makefile.am (1.3), Math/Makefile.am (1.3),
	MonteCarlo/Makefile.am (1.3), Patterns/Makefile.am (1.3),
	Pricers/Makefile.am (1.3), Solvers1D/Makefile.am (1.3),
	TermStructures/Makefile.am (1.3), Utilities/Makefile.am (1.3):

	removed (hopefully) useless includedir=

2001-09-04 10:47  Sadruddin Rejeb

	* Examples/Makefile.am (1.12), Examples/DiscreteHedging/Makefile.am
	(1.4), ql/Makefile.am (1.2), ql/Calendars/Makefile.am (1.2),
	ql/CashFlows/Makefile.am (1.2), ql/DayCounters/Makefile.am (1.2),
	ql/FiniteDifferences/Makefile.am (1.2), ql/Indexes/Makefile.am
	(1.2), ql/Instruments/Makefile.am (1.2), ql/Math/Makefile.am (1.2),
	ql/MonteCarlo/Makefile.am (1.2), ql/Patterns/Makefile.am (1.2),
	ql/Pricers/Makefile.am (1.2), ql/Solvers1D/Makefile.am (1.2),
	ql/TermStructures/Makefile.am (1.2), ql/Utilities/Makefile.am
	(1.2):

	Small fix enabling QuantLib to build from a build/ directory

2001-09-04 09:47  Ferdinando Ametrano

	* QuantLib.nsi (1.30):

	2 bugs fixed

2001-09-03 20:06  Ferdinando Ametrano

	* Contributors.txt (1.12):

	added Sad

2001-09-03 19:44  Ferdinando Ametrano

	* ql/DayCounters/actualactual.hpp (1.2):

	removed todo item (it has been done)

2001-09-03 18:33  Sadruddin Rejeb

	* ql/errors.hpp (1.2):

	gcc-3.0.1 fix (added destructor)

2001-09-03 17:29  Ferdinando Ametrano

	* QuantLib.dsp (1.39), Examples/DiscreteHedging/DiscreteHedging.dsp
	(1.2):

	MS VC now uses the build dir

2001-09-03 17:17  Ferdinando Ametrano

	* QuantLib.nsi (1.29), Examples/DiscreteHedging/Makefile.am (1.2):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 17:02  Ferdinando Ametrano

	* Examples/Makefile.am (1.11), Makefile.am (1.48):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:46  Ferdinando Ametrano

	* QuantLib.dsw (1.3), Examples/Makefile.am (1.10),
	Examples/makefile.mak (1.4),
	Examples/DiscreteHedging/DiscreteHedging.cpp (1.1),
	Examples/DiscreteHedging/DiscreteHedging.dsp (1.1),
	Examples/DiscreteHedging/Makefile.am (1.1),
	Examples/DiscreteHedging/ReadMe.txt (1.1),
	Examples/DiscreteHedging/makefile.mak (1.1):

	HedgingError renamed as DiscreteHedging

2001-09-03 16:33  Ferdinando Ametrano

	* QuantLib.nsi (1.28):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:08  Ferdinando Ametrano

	* ql/TermStructures/: Makefile.am (1.1), flatforward.hpp (1.1),
	makefile.mak (1.1), piecewiseflatforward.cpp (1.1),
	piecewiseflatforward.hpp (1.1), ratehelpers.cpp (1.1),
	ratehelpers.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 16:02  Ferdinando Ametrano

	* ql/: Calendars/Makefile.am (1.1), Calendars/makefile.mak (1.1),
	Calendars/target.cpp (1.1), Calendars/target.hpp (1.1),
	Pricers/Makefile.am (1.1), Pricers/makefile.mak (1.1),
	Pricers/singleassetoption.cpp (1.1), Pricers/singleassetoption.hpp
	(1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:59  Ferdinando Ametrano

	* ql/: Indexes/Makefile.am (1.1), Indexes/euribor.hpp (1.1),
	Indexes/gbplibor.hpp (1.1), Indexes/makefile.mak (1.1),
	Indexes/usdlibor.hpp (1.1), Indexes/xibor.cpp (1.1),
	Indexes/xibor.hpp (1.1), FiniteDifferences/Makefile.am (1.1),
	FiniteDifferences/boundarycondition.hpp (1.1),
	FiniteDifferences/bsmoperator.cpp (1.1),
	FiniteDifferences/bsmoperator.hpp (1.1),
	FiniteDifferences/cranknicolson.hpp (1.1),
	FiniteDifferences/dminus.hpp (1.1), FiniteDifferences/dplus.hpp
	(1.1), FiniteDifferences/dplusdminus.hpp (1.1),
	FiniteDifferences/dzero.hpp (1.1),
	FiniteDifferences/finitedifferencemodel.hpp (1.1),
	FiniteDifferences/makefile.mak (1.1),
	FiniteDifferences/operatortraits.hpp (1.1),
	FiniteDifferences/stepcondition.hpp (1.1),
	FiniteDifferences/tridiagonaloperator.cpp (1.1),
	FiniteDifferences/tridiagonaloperator.hpp (1.1),
	DayCounters/Makefile.am (1.1), DayCounters/actual360.hpp (1.1),
	DayCounters/actualactual.cpp (1.1), DayCounters/actualactual.hpp
	(1.1), DayCounters/makefile.mak (1.1), DayCounters/thirty360.cpp
	(1.1), DayCounters/thirty360.hpp (1.1), CashFlows/Makefile.am
	(1.1), CashFlows/cashflowvectors.cpp (1.1),
	CashFlows/cashflowvectors.hpp (1.1), CashFlows/fixedratecoupon.hpp
	(1.1), CashFlows/floatingratecoupon.hpp (1.1),
	CashFlows/makefile.mak (1.1), CashFlows/simplecashflow.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:55  Ferdinando Ametrano

	* ql/: Patterns/Makefile.am (1.1), Patterns/observable.hpp (1.1),
	MonteCarlo/Makefile.am (1.1), MonteCarlo/getcovariance.cpp (1.1),
	MonteCarlo/getcovariance.hpp (1.1), MonteCarlo/makefile.mak (1.1),
	MonteCarlo/montecarlomodel.hpp (1.1), MonteCarlo/multipath.hpp
	(1.1), MonteCarlo/multipathgenerator.hpp (1.1), MonteCarlo/path.hpp
	(1.1), MonteCarlo/pathpricer.hpp (1.1), Math/Makefile.am (1.1),
	Math/cubicspline.hpp (1.1), Math/interpolation.hpp (1.1),
	Math/lexicographicalview.hpp (1.1), Math/linearinterpolation.hpp
	(1.1), Math/makefile.mak (1.1), Math/matrix.hpp (1.1),
	Math/normaldistribution.cpp (1.1), Math/normaldistribution.hpp
	(1.1), Math/segmentintegral.hpp (1.1), Math/statistics.hpp (1.1),
	Math/symmetricschurdecomposition.cpp (1.1),
	Math/symmetricschurdecomposition.hpp (1.1), Instruments/Makefile.am
	(1.1), Instruments/makefile.mak (1.1), Instruments/stock.cpp (1.1),
	Instruments/stock.hpp (1.1), Instruments/swap.cpp (1.1),
	Instruments/swap.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:51  Ferdinando Ametrano

	* Makefile.am (1.47), QuantLib.dsp (1.38), makefile.mak (1.23),
	Docs/makefile.mak (1.15), Docs/quantlib.doxy (1.21),
	Examples/makefile.mak (1.3), ql/Solvers1D/newton.hpp (1.1),
	ql/Solvers1D/newtonsafe.hpp (1.1), ql/Solvers1D/ridder.hpp (1.1),
	ql/Solvers1D/secant.hpp (1.1), ql/Solvers1D/Makefile.am (1.1),
	ql/Solvers1D/bisection.hpp (1.1), ql/Solvers1D/brent.hpp (1.1),
	ql/Solvers1D/falseposition.hpp (1.1), ql/Makefile.am (1.1),
	ql/calendar.cpp (1.1), ql/calendar.hpp (1.1), ql/cashflow.hpp
	(1.1), ql/config.ansi.hpp (1.1), ql/config.bcc.hpp (1.1),
	ql/config.msvc.hpp (1.1), ql/config.mwcw.hpp (1.1), ql/currency.hpp
	(1.1), ql/date.cpp (1.1), ql/date.hpp (1.1), ql/daycounter.hpp
	(1.1), ql/errors.hpp (1.1), ql/handle.hpp (1.1), ql/index.hpp
	(1.1), ql/instrument.hpp (1.1), ql/makefile.mak (1.1),
	ql/qldefines.hpp (1.1), ql/quantlib.hpp (1.1), ql/solver1d.hpp
	(1.1), ql/termstructure.hpp (1.1), ql/types.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 15:47  Ferdinando Ametrano

	* ql/Utilities/: Makefile.am (1.1), steppingiterator.hpp (1.1):

	source (*.hpp and *.cpp) moved under topdir/ql

2001-09-03 12:50  Enrico Sirola

	* Makefile.am (1.46):

	bootstrap script name changed from updateproject.sh to bootstrap

2001-09-03 10:01  Ferdinando Ametrano

	* QuantLib.nsi (1.27):

	new version

2001-09-03 09:58  Ferdinando Ametrano

	* News.txt (1.3):

	version update to 0.2

2001-09-03 09:54  Ferdinando Ametrano

	* Docs/quantlib.doxy (1.20):

	improved

2001-09-03 09:53  Ferdinando Ametrano

	* Docs/Examples/history_iterators.cpp (1.5):

	copyright notice removed

2001-08-31 17:20  Ferdinando Ametrano

	* QuantLib.nsi (1.26):

	added dep files to the installer

2001-08-31 16:47  Ferdinando Ametrano

	* QuantLib.nsi (1.25):

	full install is now the first option

2001-08-30 12:38  Ferdinando Ametrano

	* QuantLib.dsp (1.37):

	little changes

2001-08-29 21:08  Ferdinando Ametrano

	* QuantLib.dsp (1.36):

	added 2 more ActualActual day count convention not finished yet

2001-08-29 11:17  Ferdinando Ametrano

	* Makefile.am (1.45), Examples/Makefile.am (1.9):

	updated EXTRA_DIST files

2001-08-29 11:16  Ferdinando Ametrano

	* QuantLib.dsp (1.35):

	changed OnTheEdge output dirs

2001-08-29 11:15  Ferdinando Ametrano

	* QuantLib.nsi (1.24):

	added dep files to avoid annoying warning

2001-08-28 19:23  Ferdinando Ametrano

	* QuantLib.dsp (1.34):

	unsigned int instead of int

2001-08-28 16:46  Enrico Sirola

	* Makefile.am (1.43), Examples/Makefile.am (1.8):

	.am files for examples added, minor changes to permit compilation
	on unixes

2001-08-27 17:27  Ferdinando Ametrano

	* Makefile.am (1.41), Makefile.am (1.42):

	typo fixed

2001-08-27 15:16  Ferdinando Ametrano

	* QuantLib.nsi (1.23):

	typos fixed

2001-08-27 14:43  Ferdinando Ametrano

	* QuantLib.nsi (1.22):

	2 Win32 binaries installer: full and light

2001-08-27 13:56  Ferdinando Ametrano

	* Docs/Makefile.am (1.20):

	improved installer

2001-08-27 13:23  Ferdinando Ametrano

	* QuantLib.nsi (1.21):

	improved installer

2001-08-23 17:13  Ferdinando Ametrano

	* QuantLib.nsi (1.20):

	improving ....

2001-08-23 16:58  Luigi Ballabio

	* Docs/makefile.mak (1.13):

	Doc fixes

2001-08-23 16:39  Ferdinando Ametrano

	* QuantLib.dsp (1.33), QuantLib.nsi (1.19), Readme.txt (1.10):

	miscellanea

2001-08-23 15:28  Ferdinando Ametrano

	* QuantLib.dsw (1.2):

	Example dsp added

2001-08-23 15:07  Ferdinando Ametrano

	* Makefile.am (1.40):

	bug fixed

2001-08-23 15:04  Ferdinando Ametrano

	* Makefile.am (1.39):

	typo fixed

2001-08-23 14:59  Ferdinando Ametrano

	* Makefile.am (1.38), Examples/Makefile.am (1.7):

	makedist now distributes examples

2001-08-23 14:42  Ferdinando Ametrano

	* Examples/Makefile.am (1.6):

	makedist now distributes examples

2001-08-23 13:24  Ferdinando Ametrano

	* QuantLib.nsi (1.18), Examples/makefile.mak (1.2):

	try/catch in examples

2001-08-23 13:21  Ferdinando Ametrano

	* Docs/Makefile.am (1.19):

	Win32 documentation installer

2001-08-23 12:16  Ferdinando Ametrano

	* QuantLib.nsi (1.17):

	Examples have been added to Win32 binary installer

2001-08-23 11:41  Ferdinando Ametrano

	* makefile.mak (1.22):

	improved Borland examples makefiles

2001-08-23 10:42  Luigi Ballabio

	* Makefile.am (1.37), Docs/Makefile.am (1.18),
	Docs/quantlibheader.tex (1.2):

	A few fixes for making docs on Linux

2001-08-22 19:57  Ferdinando Ametrano

	* makefile.mak (1.21), Examples/makefile.mak (1.1):

	Examples compiles under borland added borland makefile

2001-08-22 19:54  Luigi Ballabio

	* Docs/: Makefile.am (1.17), makefile.mak (1.12), quantlib.doxy
	(1.19), quantlibheader.html (1.1), quantlibheader.tex (1.1):

	Documentation revamped

2001-08-22 17:28  Ferdinando Ametrano

	* QuantLib.dsp (1.32):

	added AntitheticPathGenerator

2001-08-08 17:47  Marco Marchioro

	* QuantLib.dsp (1.31):

	Class SegmentIntegral computes the integral of a function over an
	interval

2001-08-07 19:33  Ferdinando Ametrano

	* QuantLib.dsp (1.30):

	1) StandardPathGenerator now is GaussianPathGenerator; 2)
	StandardMultiPathGenerator now is GaussianMultiPathGenerator; 3)
	PathMonteCarlo now is MonteCarloModel; 4) added ICGaussian, a
	Gaussian distribution that use
	QuantLib::Math::InvCumulativeNormalDistribution to convert uniform
	  distribution extractions into gaussian distribution extractions;
	5) added a few trailing underscore to private members 6) style
	enforced here and there ....

2001-08-07 13:25  Matteo Gallivanoni

	* Docs/Examples/history_iterators.cpp (1.4):

	copyright header maintenance

2001-08-06 17:43  Ferdinando Ametrano

	* QuantLib.dsp (1.29):

	BSMOption now is SingleAssetOption BSMEuropeanOption now is
	EuropeanOption

2001-07-26 10:27  Ferdinando Ametrano

	* Docs/Makefile.am (1.16):

	wrong path bug fixed

2001-07-25 17:47  Matteo Gallivanoni

	* Docs/Examples/history_iterators.cpp (1.3):

	Change from quantlib.sourceforge.net to quantlib.org

2001-07-25 12:47  Ferdinando Ametrano

	* QuantLib.dsp (1.28):

	generate browse info

2001-07-25 09:42  Ferdinando Ametrano

	* Makefile.am (1.36):

	updated

2001-07-25 09:36  Ferdinando Ametrano

	* Makefile.am (1.35):

	updated

2001-07-24 18:59  Ferdinando Ametrano

	* Makefile.am (1.34), Readme.txt (1.9), Docs/Makefile.am (1.15),
	Docs/README.txt (1.11), Docs/makefile.mak (1.11),
	Docs/quantlib.doxy (1.18):

	documentation revised

2001-07-23 10:30  Luigi Ballabio

	* Docs/Makefile.am (1.14):

	Fixed indentation

2001-07-19 18:40  Luigi Ballabio

	* Makefile.am (1.33), Docs/Makefile.am (1.13), Docs/makefile.mak
	(1.10), Docs/quantlibfooter.html (1.2):

	Improved docs a bit

2001-07-19 12:29  Ferdinando Ametrano

	* Authors.txt (1.5), Contributors.txt (1.11):

	updated

2001-07-18 19:32  Ferdinando Ametrano

	* Authors.txt (1.4), Contributors.txt (1.10):

	updating

2001-07-18 19:30  Ferdinando Ametrano

	* Makefile.am (1.32):

	to do list

2001-07-17 10:37  Ferdinando Ametrano

	* Readme.txt (1.8):

	added configuration/compiler list

2001-07-16 17:20  Marco Marchioro

	* QuantLib.dsp (1.27):

	cashflow.hpp added

2001-07-15 10:34  Ferdinando Ametrano

	* Authors.txt (1.3), Contributors.txt (1.9), Examples/README.txt
	(1.2):

	feedback to Maxim's example

2001-07-11 18:43  Adolfo Benin

	* Docs/README.txt (1.10):

	added a note about MikTek on Win32

2001-07-11 11:44  Ferdinando Ametrano

	* QuantLib.nsi (1.16):

	install executable sets environment variable QL_DIR

2001-07-09 18:29  Luigi Ballabio

	* Docs/Examples/history_iterators.cpp (1.2):

	Some documentation and market element

2001-07-06 11:02  Ferdinando Ametrano

	* Contributors.txt (1.8):

	updated Maxim data

2001-07-05 17:57  Luigi Ballabio

	* QuantLib.dsp (1.26):

	Collected typedefs in a single file

2001-07-05 15:51  Ferdinando Ametrano

	* Contributors.txt (1.7):

	Maxim "Ronin" contribution on efficiency and style

2001-07-03 15:24  Luigi Ballabio

	* QuantLib.dsp (1.25):

	Added Knuth random generator after doubts were casted on the NR one

2001-06-27 15:08  Ferdinando Ametrano

	* QuantLib.dsp (1.24):

	added 2 new configurations for custom builds an explainatory README
	will follow

2001-06-27 14:18  Luigi Ballabio

	* Docs/quantlib.doxy (1.17):

	Sources are back in the html docs

2001-06-26 18:32  Ferdinando Ametrano

	* QuantLib.dsp (1.23):

	added 2 new configurations for custom builds an explainatory README
	will follow

2001-06-26 15:27  Ferdinando Ametrano

	* QuantLib.dsp (1.22):

	added 2 new configurations for custom builds an explainatory README
	will follow

2001-06-26 11:20  Marco Marchioro

	* QuantLib.dsp (1.21):

	Method set price added to class stock

2001-06-25 13:28  Enrico Sirola

	* Examples/Makefile.am (1.5):

	dist target fixed

2001-06-25 13:22  Enrico Sirola

	* Makefile.am (1.31), Docs/Makefile.am (1.12):

	dist target fixed

2001-06-25 12:04  Ferdinando Ametrano

	* Docs/Makefile.am (1.11):

	R019-branch-merge5 merged into trunk

2001-06-22 18:38  Luigi Ballabio

	* Docs/quantlib.doxy (1.16):

	Improved documentation

2001-06-22 16:54  Ferdinando Ametrano

	* Examples/Makefile.am (1.4), Examples/README.txt (1.1),
	Docs/Makefile.am (1.10), Docs/quantlib.doxy (1.15),
	Docs/Examples/history_iterators.cpp (1.1):

	doxygen example file moved under Docs/Examples

2001-06-18 12:24  Ferdinando Ametrano

	* QuantLib.dsp (1.20):

	file list updated

2001-06-15 15:52  Luigi Ballabio

	* Docs/quantlib.doxy (1.14):

	Reworked indexes

2001-06-12 18:33  Marco Marchioro

	* QuantLib.dsp (1.19):

	VS-projects updated

2001-06-11 11:09  Luigi Ballabio

	* Docs/quantlib.doxy (1.13):

	Updated to Doxygen 1.2.8.1

2001-06-08 11:14  Ferdinando Ametrano

	* QuantLib.dsp (1.18):

	removed useless include dir Include/Pricers

2001-06-05 14:45  Ferdinando Ametrano

	* QuantLib.nsi (1.15):

	R019-branch-merge4 merged into trunk

2001-06-05 12:56  Luigi Ballabio

	* Makefile.am (1.30):

	Added docs-clean target

2001-06-05 12:53  Luigi Ballabio

	* Docs/Makefile.am (1.9):

	tab fixed

2001-06-05 11:35  Luigi Ballabio

	* Docs/: Makefile.am (1.8), makefile.mak (1.9), quantlib.doxy
	(1.12):

	Updated docs to use Doxygen 1.2.8

2001-06-04 15:17  Marco Marchioro

	* QuantLib.dsp (1.17):

	ParCoupon added to project

2001-06-01 18:50  Luigi Ballabio

	* Docs/quantlib.doxy (1.11):

	Term structure on deposits and swaps

2001-05-31 16:48  Luigi Ballabio

	* QuantLib.dsp (1.16):

	Worked around Visual C++ deficiencies

2001-05-31 11:00  Luigi Ballabio

	* QuantLib.nsi (1.14):

	Cash flows, scheduler, and generic swap added - the latter should
	be specialized and tested

2001-05-30 16:50  Ferdinando Ametrano

	* QuantLib.nsi (1.13):

	debug libraries removed from installer

2001-05-28 21:25  Ferdinando Ametrano

	* QuantLib.nsi (1.12):

	removed docs from binary installer

2001-05-28 16:57  Luigi Ballabio

	* Makefile.am (1.29):

	Removed files removed from distribution list also

2001-05-28 15:17  Ferdinando Ametrano

	* makefile.mak (1.20):

	I'm confused, but it seems like we don't need to mkdir

2001-05-28 15:09  Ferdinando Ametrano

	* QuantLib.dsp (1.15), makefile.mak (1.19):

	R019-branch-merge3 merged into trunk

2001-05-25 18:33  Ferdinando Ametrano

	* makefile.mak (1.18):

	improved install directive

2001-05-25 17:58  Ferdinando Ametrano

	* Docs/quantlib.doxy (1.10):

	R019-branch-merge2 merged into trunk

2001-05-25 12:14  Luigi Ballabio

	* Readme.txt (1.7):

	Updated a few readme files

2001-05-24 18:06  Ferdinando Ametrano

	* makefile.mak (1.17):

	commented out QL_DIR requirement

2001-05-24 15:34  Ferdinando Ametrano

	* ChangeLog.txt (1.1):

	changelog added.  Manual update for the time being

2001-05-24 14:52  Ferdinando Ametrano

	* Makefile.am (1.28), makefile.mak (1.16), Docs/Makefile.am (1.7),
	Docs/makefile.mak (1.8), Examples/Makefile.am (1.3):

	smoothing #include xx.hpp

2001-05-24 13:15  Luigi Ballabio

	* QuantLib.dsp (1.14), QuantLib.nsi (1.11):

	Stripped conventions from Currencies

2001-05-23 15:06  Ferdinando Ametrano

	* QuantLib.dsp (1.13):

	just to be sure ... the latest version

2001-05-23 11:23  Marco Marchioro

	* QuantLib.dsp (1.12):

	included solver1d.hpp

2001-05-22 16:43  Ferdinando Ametrano

	* QuantLib.nsi (1.10):

	comment added

2001-05-22 15:43  Ferdinando Ametrano

	* QuantLib.nsi (1.9):

	80 columns enforced

2001-05-21 15:12  Ferdinando Ametrano

	* QuantLib.nsi (1.8):

	upgraded to NSIS 1.41

2001-05-21 13:16  Luigi Ballabio

	* Makefile.am (1.27):

	SWIG folder removed

2001-05-21 13:11  Luigi Ballabio

	* Makefile.am (1.26):

	Ruby extension removed

2001-05-21 13:06  Luigi Ballabio

	* Makefile.am (1.25), makefile.mak (1.15):

	Python extension removed

2001-05-18 10:21  Marco Marchioro

	* QuantLib.dsp (1.11):

	USD-Libor index added

2001-05-17 16:23  Luigi Ballabio

	* QuantLib.dsp (1.10):

	Removed phony currencies before adding methods to interface

2001-05-16 18:55  Ferdinando Ametrano

	* Docs/README.txt (1.9):

	improved doc

2001-05-16 12:25  Marco Marchioro

	* QuantLib.dsp (1.9):

	Updated for indexes

2001-05-16 11:57  Luigi Ballabio

	* makefile.mak (1.14):

	Added indexes and piecewise flat forward curve

2001-05-16 10:35  Ferdinando Ametrano

	* makefile.mak (1.13):

	reverted "make python" to old style, not ready for distutils with
	borland compiler

2001-05-15 18:10  Ferdinando Ametrano

	* makefile.mak (1.12):

	updated all PyWrap depencencies to PyQuantLibWrap

2001-05-11 09:29  Ferdinando Ametrano

	* QuantLib.nsi (1.7):

	added CVS tag.	Swig files are back (for a while)

2001-05-09 13:06  Ferdinando Ametrano

	* Readme.txt (1.6):

	A few comments modified/removed

2001-05-09 11:22  Ferdinando Ametrano

	* QuantLib.nsi (1.6):

	removed SWIG and *.cpp files from the binaries' installer

2001-05-02 14:44  Luigi Ballabio

	* Docs/quantlib.doxy (1.9):

	Set SHORT_NAMES to YES

2001-05-02 11:30  Luigi Ballabio

	* Docs/quantlib.doxy (1.8):

	Updated for Doxygen 1.2.7

2001-04-30 17:45  Luigi Ballabio

	* Docs/makefile.mak (1.7):

	make clean in Docs also deletes man

2001-04-26 13:20  Luigi Ballabio

	* Makefile.am (1.24):

	python-test uses Distutils under linux

2001-04-24 18:02  Ferdinando Ametrano

	* QuantLib.nsi (1.5):

	smoothing ...

2001-04-24 17:01  Ferdinando Ametrano

	* makefile.mak (1.11):

	fixed makefiles

2001-04-24 16:55  Ferdinando Ametrano

	* makefile.mak (1.10):

	fixed makefiles

2001-04-24 15:51  Luigi Ballabio

	* makefile.mak (1.9):

	Hopefully fixed install

2001-04-24 11:11  Luigi Ballabio

	* makefile.mak (1.8):

	Fixed message for missing environment variable

2001-04-23 09:33  Ferdinando Ametrano

	* makefile.mak (1.7):

	install directive now first purges the files already installed

2001-04-20 18:06  Ferdinando Ametrano

	* makefile.mak (1.6):

	make install for the library

2001-04-20 12:52  Ferdinando Ametrano

	* News.txt (1.2), Docs/makefile.mak (1.6), Docs/quantlib.doxy
	(1.7):

	smoothing the autobuild process

2001-04-19 17:46  Ferdinando Ametrano

	* QuantLib.nsi (1.4):

	fixed pdf documentation

2001-04-19 14:07  Ferdinando Ametrano

	* QuantLib.nsi (1.3):

	smoothing ...

2001-04-19 09:40  Ferdinando Ametrano

	* Makefile.am (1.23), Docs/Makefile.am (1.6), Examples/Makefile.am
	(1.2):

	added CVS tags

2001-04-18 15:38  Ferdinando Ametrano

	* Makefile.am (1.22):

	QuantLib.nsi was missing from distribution

2001-04-17 18:08  Ferdinando Ametrano

	* Docs/Makefile.am (1.5):

	typo fixed

2001-04-17 17:43  Ferdinando Ametrano

	* Makefile.am (1.21), Docs/quantlib.doxy (1.6):

	smoothing ...

2001-04-17 17:27  Ferdinando Ametrano

	* Docs/quantlibfooter.html (1.1):

	footer.html replaced by quantlibfooter.html

2001-04-17 16:45  Enrico Sirola

	* Makefile.am (1.20):

	typo fixed

2001-04-17 16:40  Ferdinando Ametrano

	* QuantLib.nsi (1.2):

	no message

2001-04-17 16:31  Ferdinando Ametrano

	* QuantLib.nsi (1.1):

	Null Soft installer script

2001-04-17 16:01  Enrico Sirola

	* Makefile.am (1.19):

	dist target updated

2001-04-17 15:15  Enrico Sirola

	* Makefile.am (1.18):

	trailing \ removed

2001-04-17 14:59  Ferdinando Ametrano

	* Makefile.am (1.17):

	added few Win32 files to Unix make dist directive

2001-04-13 15:06  Ferdinando Ametrano

	* makefile.mak (1.5):

	now python directive does not depend on general make directive

2001-04-13 14:23  Ferdinando Ametrano

	* QuantLib.dsw (1.1):

	added QuantLib Visual Studio makefile

2001-04-13 10:42  Ferdinando Ametrano

	* QuantLib.dsp (1.7), makefile.mak (1.4):

	new homes for Win32 libs

2001-04-11 19:03  Luigi Ballabio

	* QuantLib.dsp (1.6):

	Python VC++ project fixed and moved to Python dir

2001-04-10 16:51  Luigi Ballabio

	* Docs/quantlib.doxy (1.5):

	Added Microsoft Help format to Doxygen output

2001-04-10 16:35  Luigi Ballabio

	* Docs/quantlib.doxy (1.4):

	Fixed include paths

2001-04-06 20:46  Ferdinando Ametrano

	* Authors.txt (1.2), Contributors.txt (1.6), LICENSE.TXT (1.2):

	changed Authors, Contributors, Licence and copyright header

2001-04-06 18:19  Luigi Ballabio

	* Makefile.am (1.16), Docs/Makefile.am (1.4), Docs/quantlib.doxy
	(1.3):

	Fixed Doxygen-related stuff

2001-04-05 15:33  Ferdinando Ametrano

	* QuantLib.dsp (1.5):

	small fixes

2001-04-04 14:13  Ferdinando Ametrano

	* QuantLib.dsp (1.3), QuantLib.dsp (1.4):

	Headers policy part 2: The Include directory is added to the
	compiler's include search path.  Then both your code and user code
	specifies the sub-directory in #include directives, as in #include
	<Solvers1d/newton.hpp>

2001-04-04 13:07  Ferdinando Ametrano

	* QuantLib.dsp (1.2):

	Headers policy part 1: Headers should have a .hpp (lowercase)
	filename extension All *.h renamed to *.hpp

2001-04-02 11:21  Luigi Ballabio

	* Makefile.am (1.15):

	Removed Mac folder

2001-03-30 17:45  Luigi Ballabio

	* Makefile.am (1.14):

	Still working on make dist (and added IntVector and DoubleVector to
	Ruby module)

2001-03-30 12:14  Luigi Ballabio

	* Makefile.am (1.13), QuantLib.dsp (1.1):

	Emptied Win directory

2001-03-29 12:03  Luigi Ballabio

	* makefile.mak (1.3):

	Moved bcc makefile from Win to Sources

2001-03-28 15:33  Luigi Ballabio

	* Makefile.am (1.12):

	Generated distribution almost complete (and added random generators
	to Ruby module)

2001-03-28 15:08  Ferdinando Ametrano

	* Docs/README.txt (1.8):

	better numbering

2001-03-27 19:39  Luigi Ballabio

	* Makefile.am (1.11), Docs/Makefile.am (1.3), Examples/Makefile.am
	(1.1):

	Making sure dist target is complete (and added distributions to
	Ruby module)

2001-03-26 18:07  Luigi Ballabio

	* makefile.mak (1.2), Docs/makefile.mak (1.5):

	Moved docs make targets to makefile in Docs dir - added docs-*
	target in global makefile

2001-03-26 14:41  Luigi Ballabio

	* Makefile.am (1.10):

	Added ruby, ruby-install and ruby-test targets to makefile (and
	added calendars to Ruby module in the meantime)

2001-03-23 17:03  Luigi Ballabio

	* makefile.mak (1.1):

	Added makefile for Borland C++ at root level

2001-03-23 16:01  Luigi Ballabio

	* Makefile.am (1.9):

	Added targets python and python-install which actually build and
	install the module, and renamed target test to python-test

2001-03-15 17:07  Ferdinando Ametrano

	* Makefile.am (1.8), Docs/README.txt (1.7), Docs/quantlib.doxy
	(1.2):

	doxy config file renamed and unified (Win32 and Linux) html doc
	footer modified

2001-03-15 16:45  Ferdinando Ametrano

	* Docs/: Makefile.am (1.2), README.txt (1.6), quantlib.doxy (1.1):

	doxy config file renamed and unified (Win32 and Linux) html doc
	footer modified

2001-03-05 17:17  Enrico Sirola

	* Makefile.am (1.7), Docs/Makefile.am (1.1):

	doxygen support added

2001-03-02 15:27  Enrico Sirola

	* Makefile.am (1.6):

	typo fixed

2001-02-22 16:22  Luigi Ballabio

	* Makefile.am (1.5):

	Added test target to makefile

2001-02-15 18:36  Luigi Ballabio

	* acinclude.m4 (1.2):

	Added checks for iterator and iterator_traits

2001-02-05 15:49  Enrico Sirola

	* Makefile.am (1.4):

	added some files to Makefile.am files

2001-01-23 12:08  Luigi Ballabio

	* Contributors.txt (1.5):

	Renamed iterators in Include\Utilities and related files

2001-01-17 19:20  Enrico Sirola

	* Makefile.am (1.3):

	the python target is now generatet only iff you have swig
	installed. (configure.in) added/removed some missing/extra files in
	Makefile.am's

2001-01-11 17:22  Enrico Sirola

	* Makefile.am (1.2):

	Examples/history_iterators.cpp added to EXTRA_DIST

2001-01-10 11:03  Ferdinando Ametrano

	* Contributors.txt (1.4):

	removed addresses (added without asking)

2001-01-10 10:57  Ferdinando Ametrano

	* Contributors.txt (1.3):

	added email address

2001-01-09 19:31  Enrico Sirola

	* Makefile.am (1.1), acinclude.m4 (1.1):

	gnu autotools files added. QuantLib autoconfiscation in
	progress....

2001-01-04 21:07  Ferdinando Ametrano

	* Docs/README.txt (1.5):

	better readme (still to improve)

2000-12-27 18:18  Luigi Ballabio

	* Contributors.txt (1.2):

	Changes for compiling under Linux and Alpha Linux

2000-12-20 19:02  Ferdinando Ametrano

	* Docs/README.txt (1.4):

	no message

2000-11-22 09:59  Ferdinando Ametrano

	* Readme.txt (1.5):

	little changes

2000-11-22 09:36  Marco Marchioro

	* Readme.txt (1.4):

	Minor changes in README file

2000-11-21 17:43  Ferdinando Ametrano

	* Docs/README.txt (1.3):

	rephrased Luigi: ma i link che ho messo sono attendibili ?

2000-11-21 17:36  Luigi Ballabio

	* Docs/README.txt (1.2):

	no message

2000-11-21 16:55  Ferdinando Ametrano

	* Readme.txt (1.3):

	prova

2000-11-21 16:55  Ferdinando Ametrano

	* Readme.txt (1.2), Docs/README.txt (1.1):

	added a few READMEs Luigi e Marco: CONTROLLATELI !!!!

2000-11-20 13:41  Ferdinando Ametrano

	* Authors.txt (1.1), Contributors.txt (1.1), News.txt (1.1):

	no message

2000-11-13 16:26  Luigi Ballabio

	* Docs/makefile.mak (1.4):

	no message

2000-11-03 19:15  Luigi Ballabio

	* Docs/makefile.mak (1.3):

	no message

2000-11-03 12:47  Luigi Ballabio

	* Docs/makefile.mak (1.2):

	no message

2000-10-31 19:33  Luigi Ballabio

	* Docs/makefile.mak (1.1):

	Added Borland makefile for documentation

2000-10-20 18:43  Ferdinando Ametrano

	* Readme.txt (1.1):

	to be improved

2000-10-20 10:37  Luigi Ballabio

	* LICENSE.TXT (1.1):

	License file

